long GenModelCplex::SetParam(string param, int whichparam, string type, string message, bool implemented)
{
printf("Setting param: %s \n", param);
bool notimplmessage = boolParam.count("throw_on_unimplemeted_option") > 0 && boolParam["throw_on_unimplemeted_option"];
if (type == "dbl")
{
if (dblParam.count(param) > 0 && implemented)
SetDirectParam(whichparam, dbl2param(dblParam[param]), type, message);
else if (notimplmessage && !implemented && dblParam.count(param) > 0)
throw (string("Parameter ") + param + " not implemented in GenModelOsi");
}
else if (type == "long")
{
if (longParam.count(param) > 0 && implemented)
SetDirectParam(whichparam, long2param(longParam[param]), type, message);
else if (notimplmessage && !implemented && longParam.count(param) > 0)
throw (string("Parameter ") + param + " not implemented in GenModelOsi");
}
else if (type == "str")
{
if (strParam.count(param) > 0 && implemented)
SetDirectParam(whichparam, str2param(strParam[param]), type, message);
else if (notimplmessage && !implemented && strParam.count(param) > 0)
throw (string("Parameter ") + param + " not implemented in GenModelOsi");
}
else if (type == "bool")
{
if (boolParam.count(param) > 0 && implemented)
{
if (boolParam[param])
SetDirectParam(whichparam, long2param(CPX_ON), "long", message);
else
SetDirectParam(whichparam, long2param(CPX_OFF), "long", message);
}
else if (notimplmessage && !implemented && boolParam.count(param) > 0)
throw (string("Parameter ") + param + " not implemented in GenModelOsi");
}
return 0;
}
long GenModelCplex::Init(string name)
{
//strParam.count("log_file")
//dblParam.count("relative_mip_gap_tolerance")
//dblParam.count("absolute_mip_gap_tolerance")
//dblParam.count("time_limit")
//dblParam.count("bounds_feasibility_tolerance")
//dblParam.count("optimality_tolerance")
//dblParam.count("markowitz_tolerance"))
//longParam.count("threads")
//longParam.count("cutpass")
//longParam.count("pumplevel")
//longParam.count("mipemphasis")
//longParam.count("probinglevel")
//longParam.count("max_iteration_limit");
//boolParam.count("preprocoff") : turn on/off preprocessing
//boolParam.count("datacheckoff")
//boolParam.count("screen_output")
//boolParam.count("usecutcb")
if(solverdata == NULL)
solverdata = new CplexData();
else
{
static_cast<CplexData*>(solverdata)->Delete();
static_cast<CplexData*>(solverdata)->Reset();
}
CplexData* d = static_cast<CplexData*>(solverdata);
int status = 0;
d->env = CPXopenCPLEX (&status);
// If an error occurs
if ( d->env == NULL )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Could not open CPLEX environment"));
hassolution = false;
// Log file
if(strParam.count("log_file") > 0)
{
d->cpxfileptr = CPXfopen(strParam["log_file"].c_str(), "w");
status = CPXsetlogfile(d->env, d->cpxfileptr);
if ( status )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Failure to set the log file"));
}
// General settings
boolParam["log_output_stdout"] = true;
SetParam("log_output_stdout", CPX_PARAM_SCRIND, "bool", "Failure to turn on/off log output to stdout");
SetParam("log_level", CPX_PARAM_MIPDISPLAY, "long", "Failure to set log level");
SetParam("use_data_checking", CPX_PARAM_DATACHECK, "bool", "Failure to turn on/off data checking");
SetParam("nb_threads", CPX_PARAM_THREADS, "long", "Failure to set the number of threads");
if(boolParam.count("use_preprocessor") > 0 && !boolParam["use_preprocessor"])
{
SetDirectParam(CPX_PARAM_AGGFILL, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_AGGFILL)");
SetDirectParam(CPX_PARAM_PREPASS, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_PREPASS)");
SetDirectParam(CPX_PARAM_AGGIND, long2param(CPX_OFF), "long", "Failure to use preprocessor (CPX_PARAM_AGGIND)");
SetDirectParam(CPX_PARAM_DEPIND, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_DEPIND)");
SetDirectParam(CPX_PARAM_PRELINEAR, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_PRELINEAR)");
SetDirectParam(CPX_PARAM_PREDUAL, long2param(-1), "long", "Failure to use preprocessor (CPX_PARAM_PREDUAL)");
SetDirectParam(CPX_PARAM_REDUCE, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_REDUCE)");
SetDirectParam(CPX_PARAM_PREIND, long2param(CPX_OFF), "long", "Failure to use preprocessor (CPX_PARAM_PREIND)");
}
// MIP settings
SetParam("nb_cut_pass", CPX_PARAM_CUTPASS, "long", "Failure to set the number of cut pass");
SetParam("feasibility_pump_level", CPX_PARAM_FPHEUR, "long", "Failure to set the feasibility pump level");
SetParam("probing_level", CPX_PARAM_PROBE, "long", "Failure to set the probing level");
SetParam("mip_emphasis", CPX_PARAM_MIPEMPHASIS, "long", "Failure to set the MIP emphasis");
SetParam("mip_search", CPX_PARAM_MIPSEARCH, "long", "Failure to set the MIP search strategy");
SetParam("starting_algo", CPX_PARAM_STARTALG, "long", "Failure to set the starting algo parameter");
SetParam("node_algo", CPX_PARAM_SUBALG, "long", "Failure to set the node algo parameter");
if(boolParam.count("use_cut_callback") > 0 && boolParam["use_cut_callback"])
{
SetDirectParam(CPX_PARAM_PRELINEAR, long2param(0), "long", "Failure to use cut callback (CPX_PARAM_PRELINEAR)");
SetDirectParam(CPX_PARAM_MIPCBREDLP, long2param(0), "long", "Failure to use cut callback (CPX_PARAM_MIPCBREDLP)");
}
// Tolerance and limits
SetParam("time_limit", CPX_PARAM_TILIM, "dbl", "Failure to set time limit");
SetParam("max_iteration_limit", CPX_PARAM_ITLIM, "long", "Failure to set the maximal number of simplex iterations");
SetParam("bounds_feasibility_tolerance", CPX_PARAM_EPRHS, "dbl", "Failure to set bounds feasibility tolerance");
SetParam("optimality_tolerance", CPX_PARAM_EPOPT, "dbl", "Failure to set optimality tolerance");
SetParam("markowitz_tolerance", CPX_PARAM_EPMRK, "dbl", "Failure to set Markowitz tolerance");
SetParam("absolute_mip_gap_tolerance", CPX_PARAM_EPAGAP, "dbl", "Failure to set absolute gap tolerance");
SetParam("relative_mip_gap_tolerance", CPX_PARAM_EPGAP, "dbl", "Failure to set relative gap tolerance");
if(boolParam.count("maximize") > 0 && boolParam["maximize"])
SetParam("lp_objective_limit", CPX_PARAM_OBJULIM, "dbl", "Failure to set lp objective limit");
else
SetParam("lp_objective_limit", CPX_PARAM_OBJLLIM, "dbl", "Failure to set lp objective limit");
// MIP Emphasis
if(longParam.count("mipemphasis"))
{
status = CPXsetintparam (d->env, CPX_PARAM_MIPEMPHASIS, longParam["mipemphasis"]);
}
// Probing level
if(longParam.count("probinglevel"))
{
status = CPXsetintparam (d->env, CPX_PARAM_PROBE, longParam["probinglevel"]);
}
if ( status )
{
fprintf (stderr, "Failure to set cut callback parameters, error %d->\n", status);
return 1;
}
binit = true;
if(dblParam.count("feastol"))
status = CPXsetdblparam (d->env, CPX_PARAM_EPRHS, dblParam["feastol"]);
if ( status )
{
fprintf (stderr, "Failure to change feasibility tolerance, error %d->\n", status);
return 1;
}
if(dblParam.count("opttol"))
status = CPXsetdblparam (d->env, CPX_PARAM_EPOPT, dblParam["opttol"]);
if ( status )
{
fprintf (stderr, "Failure to change optimality tolerance, error %d->\n", status);
return 1;
}
if(dblParam.count("marktol"))
status = CPXsetdblparam (d->env, CPX_PARAM_EPMRK, dblParam["marktol"]);
if ( status )
{
fprintf (stderr, "Failure to change Markowitz tolerance, error %d->\n", status);
return 1;
}
if(longParam.count("threads"))
{
printf("Threads: %ld\n", longParam["threads"]);
status = CPXsetintparam (d->env, CPX_PARAM_THREADS, longParam["threads"]);
if ( status )
{
fprintf (stderr, "Failure to change the number of threads, error %d->\n", status);
return 1;
}
}
// Turn off preprocessing
if(boolParam.count("preprocoff") > 0 && boolParam["preprocoff"])
{
status = CPXsetintparam (d->env, CPX_PARAM_AGGFILL, 0);
status = status && CPXsetintparam (d->env, CPX_PARAM_PREPASS, 0);
status = status && CPXsetintparam (d->env, CPX_PARAM_AGGIND, CPX_OFF);
status = status && CPXsetintparam (d->env, CPX_PARAM_DEPIND, 0);
status = status && CPXsetintparam (d->env, CPX_PARAM_PRELINEAR, 0);
status = status && CPXsetintparam (d->env, CPX_PARAM_PREDUAL, -1);
status = status && CPXsetintparam (d->env, CPX_PARAM_REDUCE, 0);
status = status && CPXsetintparam (d->env, CPX_PARAM_PREIND, CPX_OFF);
}
if ( status )
{
fprintf (stderr, "Failure to turn off preprocessing, error %d->\n", status);
return 1;
}
// Turn on data checking
if(boolParam.count("datacheckoff") > 0 && boolParam["datacheckoff"])
status = CPXsetintparam (d->env, CPX_PARAM_DATACHECK, CPX_OFF);
else
status = CPXsetintparam (d->env, CPX_PARAM_DATACHECK, CPX_ON);
if ( status )
{
fprintf (stderr, "Failure to turn on data checking, error %d->\n", status);
return 1;
}
// Sets a relative tolerance on the gap between the best integer objective and the objective of the best node remaining (between 0.0 and 1.0)
if(dblParam.count("epgap"))
{
//printf("setting epgap\n");
status = CPXsetdblparam (d->env, CPX_PARAM_EPGAP, dblParam["epgap"]);
if ( status )
{
fprintf (stderr, "Failure to set relative gap tolerance, error %d->\n", status);
return 1;
}
}
// Create the problem
d->lp = CPXcreateprob (d->env, &status, name.c_str());
if ( d->lp == NULL )
{
fprintf (stderr, "Failed to create LP.\n");
return 1;
}
fflush(stdout);
return 0;
}
long GenModelCplex::Init(string name)
{
//strParam.count("log_file")
//dblParam.count("relative_mip_gap_tolerance")
//dblParam.count("absolute_mip_gap_tolerance")
//dblParam.count("time_limit")
//dblParam.count("bounds_feasibility_tolerance")
//dblParam.count("optimality_tolerance")
//dblParam.count("markowitz_tolerance"))
//longParam.count("threads")
//longParam.count("cutpass")
//longParam.count("pumplevel")
//longParam.count("mipemphasis")
//longParam.count("probinglevel")
//longParam.count("max_iteration_limit");
//boolParam.count("preprocoff") : turn on/off preprocessing
//boolParam.count("datacheckoff")
//boolParam.count("screen_output")
//boolParam.count("usecutcb")
if(solverdata == NULL)
solverdata = new CplexData();
else
{
static_cast<CplexData*>(solverdata)->Delete();
static_cast<CplexData*>(solverdata)->Reset();
}
CplexData* d = static_cast<CplexData*>(solverdata);
int status = 0;
d->env = CPXopenCPLEX (&status);
// If an error occurs
if ( d->env == NULL )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Could not open CPLEX environment"));
hassolution = false;
// Log file
if(strParam.count("log_file") > 0)
{
d->cpxfileptr = CPXfopen(strParam["log_file"].c_str(), "w");
status = CPXsetlogfile(d->env, d->cpxfileptr);
if ( status )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Failure to set the log file"));
}
// General settings
boolParam["log_output_stdout"] = true;
SetParam("log_output_stdout", CPX_PARAM_SCRIND, "bool", "Failure to turn on/off log output to stdout");
SetParam("log_level", 0, "long", "Failure to set log level", false);
SetParam("use_data_checking", CPX_PARAM_DATACHECK, "bool", "Failure to turn on/off data checking");
SetParam("nb_threads", CPX_PARAM_THREADS, "long", "Failure to set the number of threads");
if(boolParam.count("use_preprocessor") > 0 && !boolParam["use_preprocessor"])
{
SetDirectParam(CPX_PARAM_AGGFILL, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_AGGFILL)");
SetDirectParam(CPX_PARAM_PREPASS, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_PREPASS)");
SetDirectParam(CPX_PARAM_AGGIND, long2param(CPX_OFF), "long", "Failure to use preprocessor (CPX_PARAM_AGGIND)");
SetDirectParam(CPX_PARAM_DEPIND, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_DEPIND)");
SetDirectParam(CPX_PARAM_PRELINEAR, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_PRELINEAR)");
SetDirectParam(CPX_PARAM_PREDUAL, long2param(-1), "long", "Failure to use preprocessor (CPX_PARAM_PREDUAL)");
SetDirectParam(CPX_PARAM_REDUCE, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_REDUCE)");
SetDirectParam(CPX_PARAM_PREIND, long2param(CPX_OFF), "long", "Failure to use preprocessor (CPX_PARAM_PREIND)");
}
// MIP settings
SetParam("nb_cut_pass", CPX_PARAM_CUTPASS, "long", "Failure to set the number of cut pass");
SetParam("feasibility_pump_level", CPX_PARAM_FPHEUR, "long", "Failure to set the feasibility pump level");
SetParam("probing_level", CPX_PARAM_PROBE, "long", "Failure to set the probing level");
SetParam("mip_emphasis", CPX_PARAM_MIPEMPHASIS, "long", "Failure to set the MIP emphasis");
if(boolParam.count("use_cut_callback") > 0 && boolParam["use_cut_callback"])
{
SetDirectParam(CPX_PARAM_PRELINEAR, long2param(0), "long", "Failure to use cut callback (CPX_PARAM_PRELINEAR)");
SetDirectParam(CPX_PARAM_MIPCBREDLP, long2param(0), "long", "Failure to use cut callback (CPX_PARAM_MIPCBREDLP)");
}
// Tolerance and limits
SetParam("time_limit", CPX_PARAM_TILIM, "dbl", "Failure to set time limit");
SetParam("max_iteration_limit", CPX_PARAM_ITLIM, "long", "Failure to set the maximal number of simplex iterations");
SetParam("bounds_feasibility_tolerance", CPX_PARAM_EPRHS, "dbl", "Failure to set bounds feasibility tolerance");
SetParam("optimality_tolerance", CPX_PARAM_EPOPT, "dbl", "Failure to set optimality tolerance");
SetParam("markowitz_tolerance", CPX_PARAM_EPMRK, "dbl", "Failure to set Markowitz tolerance");
SetParam("absolute_mip_gap_tolerance", CPX_PARAM_EPAGAP, "dbl", "Failure to set absolute gap tolerance");
SetParam("relative_mip_gap_tolerance", CPX_PARAM_EPGAP, "dbl", "Failure to set relative gap tolerance");
if(boolParam.count("maximize") > 0 && boolParam["maximize"])
SetParam("lp_objective_limit", CPX_PARAM_OBJULIM, "dbl", "Failure to set lp objective limit");
else
SetParam("lp_objective_limit", CPX_PARAM_OBJLLIM, "dbl", "Failure to set lp objective limit");
// Create the problem
d->lp = CPXcreateprob (d->env, &status, name.c_str());
if ( d->lp == NULL )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Failure to create Cplex optimization problem"));
binit = true;
return 0;
}
