OR-Tools / SCIP - How to use Indicator Constraints for MIP problems?

Question

The MiniZinc site (https://www.minizinc.org/doc-2.5.5/en/solvers.html#indicator-constraints) states that the MIP SCIP solver supports indicator constraints.

I have found the MPIndicatorConstraint documentation at http://google.github.io/or-tools/javadoc/com/google/ortools/linearsolver/MPIndicatorConstraint.html, but with no examples associated with it.

The C++ documentation also informs of a MPSolverInterface which has an AddIndicatorConstraint method, for which I have found no parallel in the Java documentation (https://developers.google.com/optimization/reference/linear_solver/linear_solver/MPSolverInterface?hl=en)

Some examples for CP models are available at https://github.com/google/or-tools/blob/master/ortools/sat/doc/channeling.md#java-code but I could not find any analogous application associated with MIP.

Have any examples been documented? If not, would it be possible to share one on this thread?

Answer 1

As per this test case it should be possible to use indicator constraints by building the model with the proto interface. Is there a roadmap to port it to MPSolver?

    @Test
    public void shouldSolveLPWithIndicatorConstraint() {
        final MPModelProto.Builder mpModelProto = this.getLinearObjective();

        final MPVariableProto k = this.getIntVar("k").setUpperBound(1.0d).build();
        mpModelProto
                .addVariable(2, k)
                .removeConstraint(0);

        // x + 7y <= 17.5
        final MPConstraintProto c0_0 = this.getFirstConstraint(17.5d);
        // x + 7y <= 24.5
        final MPConstraintProto c0_1 = this.getFirstConstraint(24.5d);

        final MPIndicatorConstraint ic0 = MPIndicatorConstraint.newBuilder()
                .setVarIndex(2)
                .setVarValue(0)
                .setConstraint(c0_0)
                .build();

        final MPIndicatorConstraint ic1 = MPIndicatorConstraint.newBuilder()
                .setVarIndex(2)
                .setVarValue(1)
                .setConstraint(c0_1)
                .build();

        mpModelProto
                .addGeneralConstraint(MPGeneralConstraintProto.newBuilder().setIndicatorConstraint(ic0).build())
                .addGeneralConstraint(MPGeneralConstraintProto.newBuilder().setIndicatorConstraint(ic1).build());

        final MPSolutionResponse mpSolutionResponse = this.solve(mpModelProto);

        assertEquals(MPSOLVER_OPTIMAL, mpSolutionResponse.getStatus());
        assertEquals(33.0d, mpSolutionResponse.getObjectiveValue());
        assertEquals(3.0d, mpSolutionResponse.getVariableValue(0));
        assertEquals(3.0d, mpSolutionResponse.getVariableValue(1));
        assertEquals(1.0d, mpSolutionResponse.getVariableValue(2));
    }