Optimisation Library

A C++ interface for solving optimization models with solvers - only CPLEX currently implemented.

About the library

The library is an implementation of a C++ system for solving optimization problems, for which configurations and calls are made to Solvers that return partial and final information regarding the solution of the problem.

Main Technologies

• ILOG CPLEX Optimization Studio
• CMake

Installation

How to install

To install the application, follow the steps below:

1. Access the repository where the code is hosted:

optimisationLibrary - github

2. Click on the Code button, then click on HTTPS and copy the url provided.

3. Clone the repository in the directory you want:

git clone {url copied}

How to use

Prerequisites

The following software must be installed on the machine that will perform the installation:

• Visual Studio
• CMake
• ILOG CPLEX Optimization Studio 12.10 or earlier

How to run

The following steps must be followed:

1. Access the project directory via command line.

2. Access the build folder:

cd build

3. Run CMake:

cmake ..

4. Open optlib.sln file created in Visual Studio.

5. In Configuration Manager, select:

• optlib
• Release

6. Set optlib as startup project.

7. Build te solution.

8. Check if an executable file named optlib.exe has been created in the directory:

~/build/bin/Release/

9. If the cmake's log shows some error, configure it in the visual studio:

• Go to Build -> Configuration Manager and in Active soluction platform select <New...>.
• Fill:

Type or select the new platform = x64
Copy settings from: <Empty>

• Click Ok
• Select x64 as the active solution and select optlib and ZERO_CHECK
• Click Close
• Right click in the project optlib, then Properties
• Go to Configuration Properties -> C/C++ -> General -> Additional Include Directories and add:

C:\Program Files\IBM\ILOG\CPLEX_Studio<version>\cplex\include
C:\Program Files\IBM\ILOG\CPLEX_Studio<version>\concert\include

WARNING: is the CPLEX Studio version

• Go to Configuration Properties -> Linker -> Input -> Additional Dependencies and add:

C:\Program Files\IBM\ILOG\CPLEX_Studio<version>\cplex\lib\x64_windows_msvc14\stat_mda\cplex<version>.lib
C:\Program Files\IBM\ILOG\CPLEX_Studio<version>\cplex\lib\x64_windows_msvc14\stat_mda\ilocplex.lib
C:\Program Files\IBM\ILOG\CPLEX_Studio<version>\concert\lib\x64_windows_msvc14\stat_mda\concert.lib

WARNING: is the CPLEX Studio version

• Go to Configuration Properties -> C/C++ -> Preprocessor -> Preprocessor Definitions and add:

WIN32
_CONSOLE
IL_STD
_CRT_SECURE_NO_WARNINGS

• Click Apply and Ok

10. Run the application:

bin/Release/optlib.exe {options}

Or

x64/Release/optlib.exe {options}

Options

• settings_file: Input file with options. If not empty, only some other options such as 'output' or 'debug' are allowed [Default: ""].
• output: Output file where solution will be written [Default: ""].
• debug: Level of debug information [0-4, 0 means no debug] [Default: 2].
• first_node_only: Solve only first node [Default: 0].
• lp_filename: Name of the LP exported file if export_model = 1 [Default: "bc_model.lp"].
• export_model: If (1) exports model to lp file [Default: 0].
• export_cplex_cuts: Number of intermediate models with cplex cuts to export to lp file [Default: 0].
• input: Input file [Default: ""].
• output: Output file where solution will be written [Default: ""].
• model: Which model to solve [Default: "toy"].
• solver: Choose which solver to use [Default: cplex].
• solver_debug_level: Choose the solver debug level [Default: 2].
• time_limit: Time limit for the solver (in seconds, if zero time limit is not set) [Default: 21600].
• presolve: Presolve is (0) disabled or (1) enabled [Default: 1].
• mip_emphasis: MIP emphasis (0 to 4) [Default: 0].
• lp_method: Set LP method [Default: 0].
• feasibility_pump: Solver feasibility pump heuristic [Default: 0].
• solver_random_seed: Solver random seed. If 0 do not set [Default: 0].
• probing_level: MIP probing lebel (-1 to 3) [Default: 1].
• node_heuristic: MIP node heuristic frequency (-1 to inf) [Default: 0].
• branching_policy: From -1 to 4, choose branching policy [Default: 0].
• solver_local_branching: Solver local branching routine [Default: 0].
• solver_parallelism: (1) on, (0) off, (2) non-deterministic [Default: 0].
• solver_threads: Number of threads [Default: 0].
• mip_strategy: Dynamic switch or branch-and-cut [Default: 0 (auto)].
• solver_cuts: All cuts are (-1) disabled, (0) automatic or (1-3) enabled [Default: -1].
• gomory_cuts: (-1 to 2) Overrides or (-2) not the option for gomory fractional cuts [Default: -2].
• zerohalf_cuts: (-1 to 2) Overrides or (-2) not the option for zero-half cuts [Default: -2].
• cover_cuts: (-1 to 3) Overrides or (-2) not the option for cover cuts [Default: -2].
• landp_cuts: (-1 to 3) Overrides or (-2) not the option for lift-and-project cuts [Default: -2].
• mir_cuts: (-1 to 2) Overrides or (-2) not the option for MIR cuts [Default: -2].
• disj_cuts: (-1 to 3) Overrides or (-2) not the option for disjunctive cuts [Default: -2].
• flowcover_cuts: (-1 to 2) Overrides or (-2) not the option for flow cover cuts [Default: -2].
• mcf_cuts: (-1 to 2) Overrides or (-2) not the option for MCF cuts [Default: -2].
• clique_cuts: (-1 to 3) Overrides or (-2) not the option for cliques cuts [Default: -2].
• flowpath_cuts: (-1 to 2) Overrides or (-2) not the option for flow path cuts [Default: -2].
• gub_cuts: (-1 to 2) Overrides or (-2) not the option for GUB cuts [Default: -2].
• implbd_cuts: (-1 to 2) Overrides or (-2) not the option for implied bound cuts [Default: -2].

Examples

bin/Release/optlib.exe --input=aaa 

bin/Release/optlib.exe --input=aaa  --debug=1 

bin/Release/optlib.exe --input=aaa --export_model=1

bin/Release/optlib.exe --input=aaa --model=motivating

WARNING: The input parameter is mandatory

How to debug

The following steps must be followed:

1. Open optlib.sln file created in Visual Studio.

2. In Configuration Manager, select:

• optlib
• Debug

3. Set optlib as startup project.

4. Open optlib debug properties. In Debugging, fill Command Arguments with the options you want to send by parameters and click Ok.

5. Click in Local Windows Debugger.

6. If the cmake's log shows some error, configure it in the visual studio:

• Go to Build -> Configuration Manager.

• Select x64 as the active solution and select optlib and ZERO_CHECK

• Click Close

• Right click in the project optlib, then Properties

• Go to Configuration Properties -> C/C++ -> General -> Additional Include Directories and add:

C:\Program Files\IBM\ILOG\CPLEX_Studio<version>\cplex\include
C:\Program Files\IBM\ILOG\CPLEX_Studio<version>\concert\include

WARNING: is the CPLEX Studio version

• Go to Configuration Properties -> Linker -> Input -> Additional Dependencies and add:

C:\Program Files\IBM\ILOG\CPLEX_Studio<version>\cplex\lib\x64_windows_msvc14\stat_mda\cplex<version>.lib
C:\Program Files\IBM\ILOG\CPLEX_Studio<version>\cplex\lib\x64_windows_msvc14\stat_mda\ilocplex.lib
C:\Program Files\IBM\ILOG\CPLEX_Studio<version>\concert\lib\x64_windows_msvc14\stat_mda\concert.lib

WARNING: is the CPLEX Studio version

• Go to Configuration Properties -> C/C++ -> Preprocessor -> Preprocessor Definitions and add:

WIN32
_CONSOLE
IL_STD
_CRT_SECURE_NO_WARNINGS

• Click Apply and Ok

7. Click in Local Windows Debugger.

TODO list

1. Adapt this documentation for the differences between compiling in Linux and Windows.
2. Make sure the library works with CPLEX 20+ in both Linux and Windows.
3. Make an user guide to add models.