Xpress.jl is a wrapper for the FICO Xpress Solver.
It has two components:
- a thin wrapper around the complete C API
- an interface to MathOptInterface
The C API can be accessed via
Xpress.Lib.XPRSxx functions, where the names and
arguments are identical to the C API. See the Xpress documentation
The Xpress wrapper for Julia is community driven and not officially supported by FICO Xpress. If you are a commercial customer interested in official support for Julia from FICO Xpress, let them know!
Here is the procedure to setup this package:
Obtain a license of Xpress and install Xpress solver, following the instructions on FICO's website.
Install this package using
Make sure the XPRESSDIR environmental variable is set to the path of the Xpress directory. This is part of a standard installation. The Xpress library will be searched for in XPRESSDIR/lib on unix platforms and XPRESSDIR/bin on Windows.
Now, you can start using it.
You should use the xpress version matching to your julia installation and vice-versa.
building Xpress.jl will fail if the Xpress library is not found.
This may not be desirable in certain cases, for example when part of a package's
test suite uses Xpress as an optional test dependency, but Xpress cannot be
installed on a CI server running the test suite. To support this use case, the
XPRESS_JL_SKIP_LIB_CHECK environment variable may be set (to any value) to
make Xpress.jl installable (but not usable).
Use Other Packages
This can be done using the
Xpress.Optimizer object. Here is how to create a
JuMP model that uses Xpress as the solver. Parameters are passed as keyword
using JuMP, Xpress model = Model(()->Xpress.Optimizer(DEFAULTALG=2, PRESOLVE=0, logfile = "output.log"))
In order to initialize an optimizer without console printing run
Xpress.Optimizer(OUTPUTLOG = 0). Setting
OUTPUTLOG to zero will also disable
printing to the log file in all systems.
For other parameters use Xpress Optimizer manual
julia -e "using Xpress; println(keys(Xpress.XPRS_ATTRIBUTES))".
If logfile is set to
"", log file is disabled and output is printed to the
console (there might be issues with console output on windows (it is manually implemented with callbacks)).
If logfile is set to a filepath, output is printed to the file.
By default, logfile is set to
Parameters in a JuMP model can be directly modified:
julia> using Xpress, JuMP; julia> model = Model(()->Xpress.Optimizer()); julia> get_optimizer_attribute(model, "logfile") julia> set_optimizer_attribute(model, "logfile", "output.log") julia> get_optimizer_attribute(model, "logfile") "output.log"
If you've already created an instance of an MOI
Optimizer, you can use
MOI.RawParameter to get and set the location of the current logfile.
julia> using Xpress, MathOptInterface; const MOI = MathOptInterface; julia> OPTIMIZER = Xpress.Optimizer(); julia> MOI.get(OPTIMIZER, MOI.RawParameter("logfile")) "" julia> MOI.set(OPTIMIZER, MOI.RawParameter("logfile"), "output.log") julia> MOI.get(OPTIMIZER, MOI.RawParameter("logfile")) "output.log"
XPRESS_JL_SKIP_LIB_CHECK- Used to skip build lib check as previsouly described.
XPRESS_JL_NO_INFO- Disable license info log.
XPRESS_JL_NO_DEPS_ERROR- Disable error when do deps.jl file is found.
XPRESS_JL_NO_AUTO_INIT- Disable automatic run of
Xpress.initialize(). Specially useful for explicitly loading the dynamic library.
Julia version warning
The Julia versions 1.1.x do not work properly with MOI dues to Julia bugs. Hence, these versions are not supported.