Description
What version of OR-Tools and what language are you using?
Version: main/v9.4
Language: Python
Which solver are you using (e.g. CP-SAT, Routing Solver, GLOP, BOP, Gurobi)
GLOP, PDLP
What operating system (Linux, Windows, ...) and version?
Mac
What did you do?
Open a jupyter notebook, and run the below code to call ortools solvers (i.e., GLOP or PDLP) via cvxpy using the code below:
import cvxpy as cp
import numpy as np
m = 150
n = 100
np.random.seed(1)
s0 = np.random.randn(m)
lamb0 = np.maximum(-s0, 0)
s0 = np.maximum(s0, 0)
x0 = np.random.randn(n)
A = np.random.randn(m, n)
b = A @ x0 + s0
c = -A.T @ lamb0
x = cp.Variable(n)
prob = cp.Problem(cp.Minimize(c.T@x),
[A @ x <= b])
prob.solve(solver=cp.GLOP, verbose=True)What did you expect to see
I expect to see the solving logs at the notebook.
What did you see instead?
The solving logs are printed out at the terminal not the notebook. Here are what shown at the notebook. The solving logs are not shown in the numerical solver section.
===============================================================================
CVXPY
v1.2.1
===============================================================================
(CVXPY) Nov 22 10:16:37 AM: Your problem has 1000 variables, 1 constraints, and 0 parameters.
(CVXPY) Nov 22 10:16:37 AM: It is compliant with the following grammars: DCP, DQCP
(CVXPY) Nov 22 10:16:37 AM: (If you need to solve this problem multiple times, but with different data, consider using parameters.)
(CVXPY) Nov 22 10:16:37 AM: CVXPY will first compile your problem; then, it will invoke a numerical solver to obtain a solution.
-------------------------------------------------------------------------------
Compilation
-------------------------------------------------------------------------------
(CVXPY) Nov 22 10:16:37 AM: Compiling problem (target solver=GLOP).
(CVXPY) Nov 22 10:16:37 AM: Reduction chain: Dcp2Cone -> CvxAttr2Constr -> ConeMatrixStuffing -> GLOP
(CVXPY) Nov 22 10:16:37 AM: Applying reduction Dcp2Cone
(CVXPY) Nov 22 10:16:37 AM: Applying reduction CvxAttr2Constr
(CVXPY) Nov 22 10:16:37 AM: Applying reduction ConeMatrixStuffing
(CVXPY) Nov 22 10:16:37 AM: Applying reduction GLOP
(CVXPY) Nov 22 10:16:43 AM: Finished problem compilation (took 5.485e+00 seconds).
-------------------------------------------------------------------------------
Numerical solver
-------------------------------------------------------------------------------
(CVXPY) Nov 22 10:16:43 AM: Invoking solver GLOP to obtain a solution.
-------------------------------------------------------------------------------
Summary
-------------------------------------------------------------------------------
(CVXPY) Nov 22 10:17:01 AM: Problem status: optimal
(CVXPY) Nov 22 10:17:01 AM: Optimal value: 3.907e+02
(CVXPY) Nov 22 10:17:01 AM: Compilation took 5.485e+00 seconds
(CVXPY) Nov 22 10:17:01 AM: Solver (including time spent in interface) took 1.824e+01 seconds
Make sure you include information that can help us debug (full error message, model Proto).
Anything else we should know about your project / environment
I am creating an education plan on using PDLP via cvxpy and jupyter notebook, and this issue raises up.
Could you please add dapplegate@google.com and miles.lubin@gmail.com for this issue?