ParametricInstance

Cargo.toml

@@ -33,7 +33,6 @@ maplit = "1.0.2"
 num = "0.4.3"
 ocipkg = "0.3.9"
 proptest = "1.5.0"
-proptest-derive = "0.5.0"
 prost = "0.12.6"
 prost-build = "0.12.6"
 pyo3 = { version = "0.21.2", features = ["anyhow"] }

Taskfile.yml

@@ -3,6 +3,15 @@
 version: "3"
 
 tasks:
+  # Documents
+  doc_rust:
+    cmds:
+      - cargo doc --no-deps -p ommx
+
+  doc_rust_open:
+    cmds:
+      - cargo doc --no-deps --open -p ommx
+
   # Protocol Buffers
   protogen:
     cmds:

proto/ommx/v1/instance.proto

@@ -6,6 +6,11 @@ import "ommx/v1/constraint.proto";
 import "ommx/v1/decision_variables.proto";
 import "ommx/v1/function.proto";
 
+// A set of parameters for instantiating an optimization problem from a parametric instance
+message Parameters {
+  map<uint64, double> entries = 1;
+}
+
 message Instance {
   message Description {
     optional string name = 1;
@@ -45,4 +50,7 @@ message Instance {
   // - This is a required field. Most mathematical modeling tools allow for an empty sense and default to minimization. Alternatively, some tools do not create such a field and represent maximization problems by negating the objective function. This project prefers explicit descriptions over implicit ones to avoid such ambiguity and to make it unnecessary for developers to look up the reference for the treatment of omitted cases.
   //
   Sense sense = 5;
+
+  // Parameters used when instantiating this instance
+  optional Parameters parameters = 6;
 }

proto/ommx/v1/parametric_instance.proto

@@ -0,0 +1,52 @@
+syntax = "proto3";
+
+package ommx.v1;
+
+import "ommx/v1/constraint.proto";
+import "ommx/v1/decision_variables.proto";
+import "ommx/v1/function.proto";
+import "ommx/v1/instance.proto";
+
+// Placeholder of a parameter in a parametrized optimization problem
+message Parameter {
+  // ID for the parameter
+  //
+  // - IDs are not required to be sequential.
+  // - The ID must be unique within the instance including the decision variables.
+  uint64 id = 1;
+
+  // Name of the parameter. e.g. `x`
+  optional string name = 2;
+
+  // Subscripts of the parameter, same usage as DecisionVariable.subscripts
+  repeated int64 subscripts = 3;
+
+  // Additional metadata for the parameter, same usage as DecisionVariable.parameters
+  map<string, string> parameters = 4;
+
+  // Human-readable description for the parameter
+  optional string description = 5;
+}
+
+// Optimization problem including parameter, variables varying while solving the problem like penalty weights or dual variables.
+// These parameters are not decision variables.
+message ParametricInstance {
+  Instance.Description description = 1;
+
+  // Decision variables used in this instance
+  repeated DecisionVariable decision_variables = 2;
+
+  // Parameters of this instance
+  //
+  // - The ID must be unique within the instance including the decision variables.
+  repeated Parameter parameters = 3;
+
+  // Objective function of the optimization problem. This may contain parameters in addition to the decision variables.
+  Function objective = 4;
+
+  // Constraints of the optimization problem. This may contain parameters in addition to the decision variables.
+  repeated Constraint constraints = 5;
+
+  // The sense of this problem, i.e. minimize the objective or maximize it.
+  Instance.Sense sense = 6;
+}