gurobi optimizer reference manual

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. . . . Return value: Returns true if the constraint appeared in the column (and was removed). . . Here is the copyright notice for that library: --------------------------------------------------------------------------- Copyright (c) 1998-2010, Brian Gladman, Worcester, UK. . . . . Gurobi optimizer reference manual Jobs, Employment | Freelancer Arguments: attr: The attribute being queried. You create a quadratic constraint object by adding a quadratic constraint to a model (using Model.addQConstr), rather than by using a QConstr constructor. . The file should be in PRM format (briefly, each line should contain a parameter name, followed by the desired value for that parameter). . . An IIS is a subset of the constraints and variable bounds of the original model. To disable a previously set callback, call this method with a null argument. . . . 167 GRBQuadExpr::getLinExpr() . . GRBConstr addRange ( const GRBLinExpr& expr, double lower, double upper, string name="" ) Arguments: expr: Linear expression for new range constraint. Note that this method can be used to compute IISs for both continuous and MIP models. . Getting Help If you have a question that is not answered in this document, you can post it to the Gurobi Google Group. . . . Calling this method with argument n causes tuned parameter set n to be copied into the model. . . . . . numconstrs: The number of constraints in the model. . GRBModel.AddConstrs() Add new linear constraints to a model. . . . . . . MIPNODE_OBJBST MIPNODE double Current best objective. . . One relates to relative machine performance. . results of the IIS computation by writing an .ilp format file (see Model.write). 109 GRBgetBasisHead . . . . . Description of gurobi_options - MATPOWER . . While the tuning tool tries to limit the impact of these effects, the final result will typically still be heavily influenced by such issues. . . . . . attrname: The name of an integer-valued array attribute. /Length1 5068 . . . The result will contain four entries: the current value of the parameter, the minimum allowed value, the maximum allowed value, and the default value. Return value: A non-zero return value indicates that a problem occurred while retrieving parameter in- formation. . . . . . . . Thus, the Sense attribute on a range constraint will always be GRB_EQUAL. . . . . . . PreSOS2BigM Type: double Default value: 0 Threshold for SOS2-to-binary reformulation Minimum value: -1 Maximum value: 1e10 Controls the automatic reformulation of SOS2 constraints into binary form. Arguments: m: Constant multiplier for added expression. . . len: The number of constraints. . 267, 268 char* get ( GRB_CharAttr attr, const GRBConstr* constrs, int count ) Query a char-valued constraint attribute for an array of constraints. . While you can generally ignore this issue when building small expressions, you should be aware of a few efficiency issues when building large expressions: While the Python sum function can be used to build expressions, it should be avoided. . . . You must specify one value for each column of A. sense: The senses of the linear constraints. . 547 14.4 RLP format . . . The routine returns the total number of members for the specified SOS constraints in nummembersP. . . . . . . . If the job doesnt reach the front of the queue before the specified timeout, the constructor will throw a JOB_REJECTED exception. . 298, 299 522, 523 . . . . var: The requested variable. . Pass an empty string for no log file. . . . . vind: Variable indices for the coefficients to modify. . 290, 291 . . . . GRBLinExpr.addTerms() Add new terms into a linear expression. . . . . . The event included presentations from our customers and partners about how mathematical optimization is transforming their businesses, as well as product updates and technical training. . . . . . . . . 412 LinExpr.size() . . . 248 4.6 GRBSOS . . . . . . For that, use the GRBModel constructor. . Arguments: model: The model to update. The user should also be careful to never modify the data pointed to by the returned character pointer. Their variable indices can be found in cind[10] and 39, 40 . . . . 518 PerturbValue . . . cind: Variable indices associated with non-zero values. . . . A quadratic expression consists of a linear expression plus a list of coefficient-variable-variable triples that capture the quadratic terms. modelname: Name of the file containing the model. Details on the error can be obtained by calling GRBgeterrormsg. . . However, further removing any one member of the IIS produces a feasible result. A job with priority 100 runs immediately, bypassing the job queue and ignoring the job limit on the server. . . . . . . . . . Details on the error can be obtained by calling GRBgeterrormsg. . . . . . GRBgetvarbyname int GRBgetvarbyname ( GRBmodel *model, const char *name, int *varnumP ) Retrieves a variable from its name. . . . Only present when you are adding quadratic terms. . . Terms can also be removed from a column, using remove. . . . . . . . . . . . . . This model is identical to the input model, except that all integer variables are fixed to their values in the MIP solution. . 228 GRBModel.remove() . . . . . . A struct array. . . . . . . 172 GRBColumn::addTerm() . . . . . . . . . . This argument can be NULL, in which case all variables are given default names. . . . This parameter allows you to perform multiple solves for each parameter set, using different Seed values for each, in order to reduce the influence of randomness on the results. . . . . . . . It consists of a pair of R functions: gurobi and gurobi_- write. 503 CutAggPasses . . . . . 180 operator+ . In fixed format, the various fields must always start at fixed columns in the file. double* getNodeRel ( const GRBVar* xvars, int len ) Arguments: xvars: The list of variables whose values are desired. . . It then discusses the different types of objects that are available in the interface, and the most important methods on those objects. . . The simpler signature takes a pair of boolean arguments, vrelax and crelax, that indicate whether variable bounds and/or constraints can be violated. . . . 522 Quad . As already noted, you are allowed to query the value of the Status attribute while an asyn- chronous optimization is in progress. Return value: 416, 417 . . This argument can be NULL, in which case the objective coefficients are set to 0.0. sense: The senses of the new constraints. . . Chooses from among multiple pricing norm variants. . . Example usage: m.addConstr(x*x + y*y == 1) QuadExpr.__le__() __le__ ( ) Overloads the = 1) 418, 419 . . . . void set ( GRB_DoubleParam param, double newvalue ) Set the value of a double-valued parameter. . . . . . . . . Return value: The current values of the requested attribute for each input constraint. . . . 61 GRBfixedmodel . Arguments: attr: The attribute being queried. . . . . . . Replaying the file will repeat the exact same sequence of commands, and when completed will show the time spent in Gurobi API routines, the time spent in Gurobi algorithms, and will indicate whether any Gurobi environments or models were leaked by your program. . . . This must be a dense vector. . . Return value: All SOS constraints in the model. . . GRBQConstr AddQConstr ( GRBQuadExpr lhsExpr, char sense, GRBQuadExpr rhsExpr, string name ) Add a quadratic constraint to a model. len: The number of attribute elements to retrive. . 35 GRBloadmodel . Return value: The current value of the requested coefficient. 316, 317 constrs: A three-dimensional array of constraints whose attribute values are being queried. . . Options are = (equal), < (less-than-or-equal), or > (greater-than-or-equal). . . . This routine requires that the non-zeros for constraint i immediately follow those for constraint i-1 in cind and cval. The main exceptions are modifications to the constraint matrix and to the objective function. . . . 488, 489 . IsQP Type: int Modifiable: No Indicates whether the model is a quadratic programming problem. . . 229 GRBModel.setCallback() . . . . . . Return value: The current values of the requested attribute for each input quadratic constraint. newvalues: The desired new values for the attribute for each input constraint. . . . . . . . . . . . . GRBVar[] getVars ( ) Return value: All variables in the model. . . . . . . . . . . This is the reference manual for the GurobiTM Optimizer. . . . Arguments: lhsExpr: Left-hand side expression for new linear constraint. . . . . . An environment acts as the container for all data associ- ated with a set of optimization runs. . . For examples of how to query or modify attributes, refer to our Attribute Examples. . . . . A range constraint states that the value of the input expression must be between the specified lower and upper bounds in any solution. . . Running the Tuning Tool The first thing the tuning tool does is to perform a baseline run. . . void Set ( GRB.IntAttr attr, GRBVar[] vars, int[] newvalues, int start, int len ) Set an int-valued variable attribute for a sub-array of variables. . . . Example usage: error = GRBoptimize(model); GRBoptimizeasync int GRBoptimizeasync ( GRBmodel *model ) Optimize a model asynchronously. char[] Get ( GRB.CharAttr attr, GRBQConstr[] qconstrs ) Query a char-valued quadratic constraint attribute for a three-dimensional array of quadratic constraints. . . The specific results that are available depend on the type of model that was solved, and the status of the optimization. . . . 180 operator== . It contains the result of performing the optimization on the specified model. . For example: # Gurobi parameter file Threads 1 MIPGap 0 Blank lines and lines that begin with the hash symbol are ignored. It provides a summary of the work that the simplex algorithm performed, including the iteration count and the runtime, and it provides information on outcome of the optimization. . Instead, GRBTempConstr objects are created by operators ==, =. . . For examples of how to query or modify parameter values from our different APIs, refer to our Parameter Examples. . name (optional): Name for new constraint. . . . . . . . . . . . . . . . Developing for Compute Server With only a few exceptions, using Gurobi Compute Server requires no changes to your program. DualResidual reports the maximum (unscaled) dual constraint error. . Models are dynamic entities; you can always add or remove variables or constraints. names: Names for new variables. . . Note that models built with the default environment must be garbaged collected before the default environment can be freed. . . . . . . . Arguments: model: A loaded optimization model, typically created by routine GRBnewmodel or GRB- readmodel. 158 3.7 GRBExpr . void chgCoeffs ( const GRBConstr* constrs, const GRBVar* vars, const double* vals, int len ) Arguments: constrs: Constraints for coefficients to be changed. . Presolve Type: int Default value: -1 Controls the presolve level Minimum value: -1 Maximum value: 2 Controls the presolve level. . . . . Arguments: callback: Callback function. . The simplest version creates an empty model. . Note that the result is heap-allocated, and must be returned to the heap by the user. void operator*= ( double multiplier ) Arguments: multiplier: Constant multiplier. . . count: The number of variable attributes to set. . . Once these have been created, subsequent optimization calls will start one independent solve for each concurrent environment you created. . The environment acts as a container for all data associated with a set of optimization runs. . . PreDual Type: int Default value: -1 Controls presolve model dualization Minimum value: -1 Maximum value: 2 Controls whether presolve forms the dual of a continuous model. . 9.5 Quadratic Constraint Attributes These are quadratic constraint attributes, meaning that they are associated with specific quadratic constraints in the model. . . . . . void addConstant ( double c ) Arguments: c: Constant to add to expression. Use a negative value to indicate that the call should never timeout. It controls how much fill is tolerated in the constraint matrix from a single variable aggregation. . . . . . . . . 564, 565 . . . . . . ConcurrentMIP Type: int Default value: 1 Enables the concurrent MIP solver Minimum value: 1 Maximum value: MAXINT This parameter enables the concurrent MIP solver. . . . . . . name: Names for new range constraints. . Arguments: model: The model from which the constraints should be retrieved. . . . . . . . This is followed by one line for each SOS member. . . . . . . Arguments: model: The model that will receive the start vector. . . . . . . . To query a scalar attribute (i.e., a model attribute), use GRBgetstrattr instead. . . . You should disable these re- ductions if you received an optimization status of INF_OR_UNBD and would like a more definitive conclusion. . . void addCut ( const GRBLinExpr& lhsExpr, char sense, double rhsVal ) Arguments: lhsExpr: Left-hand side expression for new cutting plane. Example usage: error = GRBresetmodel(model); GRBsync int GRBsync ( GRBmodel *model ) Wait for a previous asynchronous optimization call to complete. . . Each variable can have its own piecewise-linear objective function. . . . . . . 328 GRBModel.Update() . . Return value: The current value of the requested parameter. . . . . . Arguments: attr: The attribute being queried. . . . . . . . . . double[] Get ( GRB.DoubleAttr attr, GRBConstr[] constrs ) Query a double-valued constraint attribute for an array of constraints. For examples of how to query or modify parameter values from our different APIs, refer to our Parameter Examples. . . . GRBgetcallbackfunc int GRBgetcallbackfunc ( GRBmodel *model, int (**cb)(GRBmodel *model, void *cbdata, int where, void *usrdata) ) Retrieve the current user callback function. . . 171 3.11 GRBColumn . This array contains one entry for each row of A. qcpi: The dual values associated with the quadratic constraints. . . . void set ( GRB.StringAttr attr, GRBConstr[] constrs, String[] newvalues ) Set a String-valued constraint attribute for an array of constraints. 226 GRBModel.getSOSs() . Create an empty column. . . . . . . GRBException GRBException ( string errmsg, int errcode=0 ) Create a Gurobi exception. GRBQuadExpr GRBQuadExpr ( double a ) 342, 343 . . See the description of the cbeg argument for more information. ind: The indices of the array attribute elements that will be set. . . Method GRBCallback.setSolution allows you to inject a feasible solution (or partial solution) during the solution of a MIP model. . . vind: Constraint indices associated with non-zero values. . . ), or inside user classes arent affected. . . . . . . . The simplest version creates an empty model. . . . . Arguments: model: The model from which the variable should be retrieved. . . . . BoundSVioSum Type: double Modifiable: No Sum of (scaled) bound violations. Only available for continuous models. void set ( GRB.DoubleAttr attr, GRBConstr[][][] constrs, double[][][] newvalues ) Set a double-valued constraint attribute for a three-dimensional array of constraints. . . Details on the error can be obtained by calling GRBgeterrormsg. This signature allows you to use arrays to hold the coefficients and variables that describe the terms in an array without being forced to 258, 259 Gurobi Remote Services Gurobi Remote Services allow a machine to perform Gurobi computations on behalf of other ma- chines. . . . For examples of how to query or modify parameter values from our different APIs, refer to our Parameter Examples. . . . . . For example: GRBModel m = ; m.getEnv().set("TimeLimit", "100.0"); Use GRBEnv.get to query the current value of a parameter: currentlimit = m.getEnv().get(GRB.DoubleParam.TimeLimit); MATLAB Parameter Examples In the MATLAB interface, parameters are passed to Gurobi through a struct. . . . GRBModel::getSOS() Retrieve the list of variables that participate in an SOS constraint, and the associated coefficients. Variable selection can have a significant impact on overall time to solution, but the default strategy is usually the best choice. . . . . All workers should use the same port number. . int[][] get ( GRB.IntAttr attr, GRBVar[][] vars ) Query an int-valued variable attribute for a two-dimensional array of variables. . . . . 98 GRBgetstrparaminfo . . . . . Use GRBgetenv to modify the environment associated with a model. . password: The password for gaining access to the specified compute servers. . . . . . . . . . . . . . . The lbpen, ubpen, and rhspen arguments specify the coefficients on the squares of the lower bound, upper bound, and linear constraint violations, respectively. Please refer to the Callback Codes section for a list of possible where and what values. You generally build linear expressions by starting with an empty expression (using the GRB- LinExpr constructor), and then adding terms. . . Consider the lb attribute. . . . . . . . Arguments: model: The model to modify. The entries in the input arrays each correspond to a single desired coefficient change. . . Arguments: attr: The attribute being modified. GRBConstr addConstr ( GRBLinExpr lhsExpr, char sense, GRBVar rhsVar, String name ) Add a single linear constraint to a model. . . . . . . NodefileDir Type: string Directory for node files Default value: "." . . . . 60 2, 3 . newvalues: The desired new values for the attribute for each input variable. . void ChgCoeffs ( GRBConstr[] constrs, GRBVar[] vars, double[] vals ) Arguments: constrs: Constraints for coefficients to be changed. . . VarName Type: string Modifiable: Yes Variable name. . . . The methods on variable objects are used to get and set variable attributes. . . Arguments: attr: The attribute being modified. constrs: A three-dimensional array of constraints whose attribute values are being queried. For examples of how to query or modify attributes, refer to our Attribute Examples. . . . Options are GRB_LESS_EQUAL, GRB_EQUAL, or GRB_GREATER_EQUAL. . Arguments: var: Variable for expression term. You can call GRBModel.tune to invoke the tuning tool on a model. . Note that distributed tuning is most effective when the worker machines have similar perfor- mance. When you specify a heuristic solution from a callback, variables initially take undefined values. . . port: The port number used to connect to the compute server. 6.6 SOS Gurobi SOS constraint object. . vbasis (optional): The variable basis status vector. GRBLinExpr operator * ( GRBLinExpr expr, double multiplier ) Arguments: expr: Linear expression argument. . . . . . . pwlobj (optional): The piecewise-linear objective functions. . . . . . This array contains one entry for each second-order cone constraint and one entry for each quadratic constraint. Example usage: char vtypes[NUMVARS]; error = GRBgetcharattrarray(model, "VType", 0, NUMVARS, vtypes); GRBsetcharattrarray int GRBsetcharattrarray ( GRBmodel *model, const char *attrname, int start, int len, char *values ) Set the values of a character-valued array attribute. . . . . 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