ChooseOptimizer.jl

Tool to select different optimization engines
Author scheinerman
Popularity
1 Star
Updated Last
3 Months Ago
Started In
November 2019

ChooseOptimizer

Build Status

This module is a tool to select different optimization engines.

Many of my modules rely on integer linear programming and use JuMP and the like to solve the ILPs. This module makes switching between different optimization engines easier.

Selecting and using a solver

The set_solver function is used to select the optimization package desired. Without any arguments it selects the Cbc optimizer. Otherwise, set_solver(NAME) is used to choose the desired optimizer, e.g., set_solver(Gurobi). (For this to work, this must follow using Gurboi.)

The function get_solver is a replacement for JuMP's with_solver function. Instead of this:

MOD = Model(with_solver(Cbc.Optimizer))

we do this:

MOD = Model(get_solver())

Selecting and using solver options

Solver options can be set up using these functions:

  • set_solver_options(kwd, val) adds the option whose name is given by the symbol kwd to be the value val. To add several options, use this several times.
  • set_solver_options(d::Dict) adds all the key/value entries in d as options by repeated calls to set_solver_options(key,value).
  • clear_solver_options() erases all solver options.
  • get_solver_options() returns a dictionary of the options that are currently set.

When a JuMP model is created using Model(get_solver()) the options are passed along.

Note that each call to get_solver clears all options.

Verbose output

The set_solver_verbose() function can be used to tell the solver to be verbose in its operation. Alternatively, set_solver_verbose(false) suppresses output.

The action of set_solver_verbose is through set_solver_options.

At present, this function only knows how to do this for the Cbc, GLPK, and Gurobi optimizers.