Tuesday, December 11, 2012

Minor CPLEX Java API Backward Compatibility Issue

I just moved a Java application (that compiled and ran fine) from CPLEX 12.4 to CPLEX 12.5 and saw it suddenly sprout a couple of syntax errors (more precisely, a couple of instances of the same syntax error). This may be a case of "be careful what you wish for".

In the CPLEX 12.4 Java API, IloCplex.addLazyConstraint required an argument of type IloConstraint. In the 12.5 API, it requires its argument to be IloRange (which is descended from IloConstraint). I was looking forward to this change. Lazy constraints in CPLEX must be linear constraints, but all sorts of things (disjunctions, implications, SOS constraints) qualify as IloConstraint. The 12.4 API would let you add one of these not-so-linear constraints as a lazy constraint at compile time; at run time, CPLEX would pitch a fit. With the 12.5 API, you'll know immediately (at least if using an IDE) should you attempt to add something untoward as a lazy constraint.

That's the good news. The bad news is that adding a constraint of the form linear expression >= variable or linear expression >= linear expression (and similarly for == or <=) got trickier. There are a gaggle of overloads of the IloModeler.ge, IloModeler.le and IloModeler.eq methods for generating constraints. If one argument is an expression and the other is a number, the resulting constraint is an instance of IloRange, but if both arguments are expressions, the constraint is an instance of IloConstraint -- and looks like an illegal argument to addLazyConstraint in the 12.5 API. So the following code snippet works in 12.4 but won't compile in 12.5:
IloCplex cplex = new IloCplex();
IloLinearNumExpr expr = cplex.linearNumExpr();
IloLinearNumVar x = cplex.numVar(0, 10, "x");
// ... do something to build up the expression ...
cplex.addLazyConstraint(cplex.ge(x, expr));  // compile error here
Yes, I tell CPLEX that expr is a linear expression (and actually build it to be linear), but that doesn't mean CPLEX believes me. There is no overload of IloModeler.ge that recognizes linear expressions as such (they are recognized as expressions, IloNumExpr rather than IloLinearNumExpr).

Fortunately, the solution is simple: just explicitly cast the constraint as IloRange. For my little sample, the fix is to change the last line to
cplex.addLazyConstraint((IloRange) cplex.ge(x, expr));
Additional overloads of the constraint-building methods that output IloRange when both sides are linear (constant, IloNumVar or IloLinearNumExpr) would be nice, but I'm pretty sure the developers' to-do list contains some higher priority items.

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