Add SMS++ as a Lagrangian relaxation solver

.github/workflows/build.yml

@@ -31,16 +31,25 @@ jobs:
       with:
         python-version: ${{ matrix.python-version }}
     - name: Install dependencies
-      run: sudo apt-get -y install liblapack-dev libbz2-dev libnauty-dev
+      run: |
+        sudo apt-get update
+        sudo apt-get -y install liblapack-dev libbz2-dev libnauty-dev libeigen3-dev libnetcdf-c++4-dev
       if: matrix.os == 'ubuntu-latest'
     - name: Install CLP (MacOS)
       run: |
         brew install clp
         brew install cbc
+        brew install eigen
+        brew install netcdf-cxx
       if: ${{ (matrix.os == 'macos-13') || (matrix.os == 'macos-latest') }}
+    - name: Install netCDF-cxx4 and BZip2 (Windows)
+      run: |
+        vcpkg install netcdf-cxx4:x64-windows-static bzip2:x64-windows-static
+        Add-Content -Path $env:GITHUB_ENV -Value "CMAKE_TOOLCHAIN_ARG=-DCMAKE_PREFIX_PATH=$env:VCPKG_INSTALLATION_ROOT\installed\x64-windows-static"
+      if: matrix.os == 'windows-latest'
     - name: Build
       run: |
-        cmake -S . -B build -DCMAKE_BUILD_TYPE=Release -DGENERALIZEDASSIGNMENTSOLVER_USE_CLP=ON -DGENERALIZEDASSIGNMENTSOLVER_USE_CBC=ON -DGENERALIZEDASSIGNMENTSOLVER_USE_HIGHS=ON -DGENERALIZEDASSIGNMENTSOLVER_USE_DLIB=ON
+        cmake -S . -B build -DCMAKE_BUILD_TYPE=Release -DGENERALIZEDASSIGNMENTSOLVER_USE_CLP=ON -DGENERALIZEDASSIGNMENTSOLVER_USE_CBC=ON -DGENERALIZEDASSIGNMENTSOLVER_USE_HIGHS=ON -DGENERALIZEDASSIGNMENTSOLVER_USE_DLIB=ON -DGENERALIZEDASSIGNMENTSOLVER_USE_SMSPP=ON ${{ env.CMAKE_TOOLCHAIN_ARG }}
         cmake --build build --config Release
         cmake --install build --config Release --prefix install
     - name: Run tests

CMakeLists.txt

@@ -15,6 +15,7 @@ option(GENERALIZEDASSIGNMENTSOLVER_USE_CPLEX "Use CPLEX" OFF)
 option(GENERALIZEDASSIGNMENTSOLVER_USE_KNITRO "Use Knitro" OFF)
 option(GENERALIZEDASSIGNMENTSOLVER_USE_DLIB "Use dlib" OFF)
 option(GENERALIZEDASSIGNMENTSOLVER_USE_CONICBUNDLE "Use ConicBundle" OFF)
+option(GENERALIZEDASSIGNMENTSOLVER_USE_SMSPP "Use SMS++" OFF)
 
 # Avoid FetchContent warning.
 cmake_policy(SET CMP0135 NEW)

extern/CMakeLists.txt

@@ -3,14 +3,40 @@ include(FetchContent)
 
 # Fetch boost.
 set(BOOST_INCLUDE_LIBRARIES thread filesystem system program_options dynamic_bitset)
+if(GENERALIZEDASSIGNMENTSOLVER_USE_SMSPP)
+    # Header-only Boost libraries #include'd directly by SMS++/BundleSolver
+    # (e.g. SMS++'s AbstractBlock.cpp includes <boost/algorithm/string.hpp>).
+    # Boost's modular CMake build only exposes headers for libraries listed
+    # here, even though the boost-*.tar.xz release ships all of Boost's
+    # sources.
+    list(APPEND BOOST_INCLUDE_LIBRARIES algorithm any bimap function functional multi_array preprocessor)
+endif()
 set(BOOST_ENABLE_CMAKE ON)
 include(FetchContent)
 FetchContent_Declare(
     Boost
     URL https://github.com/boostorg/boost/releases/download/boost-1.84.0/boost-1.84.0.tar.xz
-    EXCLUDE_FROM_ALL)
+    EXCLUDE_FROM_ALL
+    OVERRIDE_FIND_PACKAGE)
 FetchContent_MakeAvailable(Boost)
 
+# Boost fetched via FetchContent only defines per-component targets (e.g.
+# Boost::filesystem), and Boost::headers is just an (essentially empty) meta
+# package, NOT an aggregate of every other component's headers -- unlike a
+# classic system-wide Boost install, where one include path exposes all of
+# Boost regardless of which libraries are actually used. The "Boost::boost"
+# compatibility target normally provided by a plain find_package(Boost) is
+# not created either, so define it here, linked against every library we
+# fetched, so dependencies (e.g. SMS++) that link against Boost::boost
+# directly and #include whichever Boost headers they need can still find
+# them all.
+if(NOT TARGET Boost::boost)
+    add_library(Boost::boost INTERFACE IMPORTED)
+    foreach(_boost_lib IN LISTS BOOST_INCLUDE_LIBRARIES)
+        target_link_libraries(Boost::boost INTERFACE Boost::${_boost_lib})
+    endforeach()
+endif()
+
 # Fetch fontanf/optimizationtools.
 FetchContent_Declare(
     optimizationtools
@@ -42,10 +68,13 @@ endif()
 if(GENERALIZEDASSIGNMENTSOLVER_USE_CONICBUNDLE)
     set(MATHOPTSOLVERSCMAKE_USE_CONICBUNDLE ON)
 endif()
+if(GENERALIZEDASSIGNMENTSOLVER_USE_SMSPP)
+    set(MATHOPTSOLVERSCMAKE_USE_SMSPP ON)
+endif()
 FetchContent_Declare(
     mathoptsolverscmake
     GIT_REPOSITORY https://github.com/fontanf/mathoptsolverscmake.git
-    GIT_TAG c312e55d551edd57e98edfd24d4e2330abdcbbd2
+    GIT_TAG 7788a867fdfdd853ad9c0df7f0cdf15411a0f071
     #SOURCE_DIR "${PROJECT_SOURCE_DIR}/../mathoptsolverscmake/"
     EXCLUDE_FROM_ALL)
 FetchContent_MakeAvailable(mathoptsolverscmake)

src/algorithms/lagrangian_relaxation.cpp

@@ -11,6 +11,9 @@
 #if CONICBUNDLE_FOUND
 #include "mathoptsolverscmake/mathopt_conicbundle.hpp"
 #endif
+#if SMSPP_FOUND
+#include "mathoptsolverscmake/mathopt_smspp.hpp"
+#endif
 
 #include "knapsacksolver/instance_builder.hpp"
 #include "knapsacksolver/algorithms/dynamic_programming_primal_dual.hpp"
@@ -150,6 +153,13 @@ const LagrangianRelaxationAssignmentOutput generalizedassignmentsolver::lagrangi
         output.multipliers = mathoptsolverscmake::get_solution(model, solver);
     }
 #endif
+#if SMSPP_FOUND
+    if (parameters.solver == mathoptsolverscmake::SolverName::Smspp) {
+        mathoptsolverscmake::SmsppOutput smspp_output = mathoptsolverscmake::solve_smspp(model);
+        bcnlp_bound = smspp_output.objective_value;
+        output.multipliers = smspp_output.solution;
+    }
+#endif
 
     // Fill output.
     algorithm_formatter.update_bound(std::ceil(bcnlp_bound - FFOT_TOL), "");
@@ -259,6 +269,13 @@ const LagrangianRelaxationKnapsackOutput generalizedassignmentsolver::lagrangian
         output.multipliers = mathoptsolverscmake::get_solution(model, solver);
     }
 #endif
+#if SMSPP_FOUND
+    if (parameters.solver == mathoptsolverscmake::SolverName::Smspp) {
+        mathoptsolverscmake::SmsppOutput smspp_output = mathoptsolverscmake::solve_smspp(model);
+        bcnlp_bound = smspp_output.objective_value;
+        output.multipliers = smspp_output.solution;
+    }
+#endif
 
     // Fill output.
     algorithm_formatter.update_bound(std::ceil(bcnlp_bound - FFOT_TOL), "");