gurobi optimizer reference manual

. For examples of how to query or modify attributes, refer to our Attribute Examples. . . . The BAS format holds simplex basis information. . ObjVal Type: double Modifiable: No The objective value for the current solution. Note that range constraints are stored internally as equality constraints. Return value: All variables in the model. . . . . . . . . . . . . . . . . . . Return value: A copy of the input model. . . GRBModel.presolve() Perform presolve on a model. . . . . . . By default, concurrent and barrier will use all available cores in your machine. . . . . . . . cind[11], and the numerical values for those non-zeros can be found in cval[10] and cval[11]. void addCut ( GRBTempConstr& tc ) Arguments: tc: Temporary constraint object, created using an overloaded comparison operator. . . . . . . . . . . . . . 406 QConstr.getAttr() . . . . . Retrieve the environment associated with a model. . . . . . . . . . Options are: -1=automatic, 0=primal simplex, 1=dual simplex, 2=barrier, 3=concurrent, 4=deterministic con- current. . . . . GRBModel.AddSOS() Add an SOS constraint to the model. . DualResidual Type: double Modifiable: No Reporting dual constraint violations for the simplex solver is actually more complex than it may appear, due to the treatment of reduced costs for bounded variables. . . . . . GRBModel presolve ( ) Return value: Presolved version of original model. . env: The environment whose parameter information is being queried. . . If multiple variables have the same name, this method chooses one arbitrarily. The one scenario you may need to guard against is the situation where you lose the connection to the server while the portion of your program that builds and solves an optimization model is running. qconstrs: The quadratic constraints whose attribute values are being queried. . . . To give a simple example, solving an optimization model causes the X variable attribute to be populated. . . There are no member functions on this class. . . . Use 0 to disable these cuts, 1 for moderate cut generation, or 2 for aggressive cut generation. CutAggPasses Type: int Default value: -1 Constraint aggregation passes in cut generation Minimum value: -1 Maximum value: MAXINT A non-negative value indicates the maximum number of constraint aggregation passes performed during cut generation. . void abort ( ) GRBCallback::addCut() Add a cutting plane to the MIP model from within a callback function. 394 Model.optimize() . . Our hope is that, if you know how to use the single machine version, youll find it straightforward to use the distributed version. . . . 375 multidict() . . . . . . . You can call GRBCallback.getDoubleInfo, GRBCallback.getIntInfo, GRB- Callback.getStringInfo, or GRBCallback.getSolution from within the callback to obtain additional information about the state of the optimization. . Details on the error can be obtained by calling GRBgeterrormsg. . . . . INTERRUPTED 11 Optimization was terminated by the user. . . . . A value of n causes the solver to create n independent models, using different parameter settings for each. R API Overview The Gurobi R interface allows you to build an optimization model, pass the model to Gurobi, and obtain the optimization result, all from within the R environment. . . . . For that, use the GRBModel constructor. . Arguments: constr: The constraint whose term should be removed. . . . . 262 GRBColumn() . . . Other objective values are linearly interpolated between neighboring points. . It can be used to read basis files for continuous models, start vectors for MIP models, or parameter settings. . For some problems, this concurrent approach can be more effective than attempting to divide up the work. . . . . . Attributes such as X that are computed by the Gurobi optimizer cannot be modified directly by the user, while others, such as the variable lower bound (the LB attribute) can. . 256 GRBQuadExpr.add() . . . . 392 Model.getQCRow() . At the beginning of the MIP solution process, any constraint whose Lazy attribute is set to 1, 2, or 3 (the default value is 0) is removed from the model and placed in the lazy constraint pool. Return value: Returns true if the variable appeared in the linear expression (and was removed). . . . . GRBQuadExpr GRBQuadExpr ( double constant=0.0 ) Create a constant quadratic expression. For examples of how to query or modify attributes, refer to our Attribute Examples. . . . . newvalue: The desired new value of the attribute. . . len: The number of SOS constraints to retrieve. specified constraint range in numnzP. . . . GRBLinExpr.Value (Property) The value of an expression for the current solution. . Return value: A quadratic expression that is equal to specified variable. void Set ( GRB.StringAttr attr, GRBVar[] vars, string[] newvalues ) Set a string-valued variable attribute for an array of variables. DualSResidualIndex Type: int Modifiable: No Index of variable with the largest (scaled) dual constraint error. . . Each concurrent MIP log line shows the objective for the best feasible solution found by any of the independent solves to that point, the best objective bound proved by any of the independent solves, and the relative gap between these two values: Nodes | Current Node | Objective Bounds | Work Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time 0 0 - - - 24.00000 13.00000 45.8% 0s 0 0 - - - 16.50000 13.21154 19.9% 0s 0 0 - - - 16.50000 13.25000 19.7% 0s 0 0 - - - 16.50000 13.37500 18.9% 0s 0 0 - - - 16.50000 13.37500 18.9% 0s 0 0 - - - 16.50000 13.37500 18.9% 0s 0 6 - - - 15.50000 13.37500 13.7% 0s 310 149 - - - 15.00000 13.66923 8.87% 0s 3873 1634 - - - 15.00000 14.00000 6.67% 5s 9652 4298 - - - 15.00000 14.12500 5.83% 10s 16535 6991 - - - 15.00000 14.18056 5.46% 15s 23610 9427 - - - 15.00000 14.22333 5.18% 20s We also include node counts from one of the independent solves, as well as elapsed times, to give some indication of forward progress. . . . char Get ( GRB.CharAttr attr ) Query the value of a char-valued attribute. GRBModel.getConstrs() Retrieve an array of all linear constraints in the model. . . To build an objective that contains both linear and quadratic terms, use this routine to add the quadratic terms and use the Obj attribute to add the linear terms. The first is the Compute Server password: 589, 590 40, 41 Return value: An environment object. Thus, an application that uses the Gurobi Java library will load the Gurobi native code library at runtime. . string* get ( GRB_StringAttr attr, const GRBQConstr* qconstrs, int count ) Query a string-valued quadratic constraint attribute for an array of quadratic constraints. . . . . They are temporary objects that typically have short lifespans. . . . . . . . 526 Threads . . . . . . Note that the result may be larger than the number of variables in the model, which indicates that a constraint slack is the variable with the largest violation. . Tuning normally proceeeds until the elapsed time exceeds the tuning time limit. . . The number of added constraints is determined by the length of the input arrays (which must be consistent across all arguments). . . string* get ( GRB_StringAttr attr, const GRBConstr* constrs, int count ) Query a string-valued constraint attribute for an array of constraints. start: The index of the first variable to retrieve. . The automatic setting works well, but there are cases where forcing a different form can be beneficial. . . Arguments: list: Initial list of member tuples. . . . . The tool that Mars in-house Supply Chain Analytics Team has created uses Gurobi to solve for optimized production plans while seamlessly integrating with the new demand and supply planning system. . . Arguments: param: The name of the parameter being modified. . . . . . GRBQConstr[] GetQConstrs ( ) Return value: All quadratic constraints in the model. . len: The number of constraints. . This signature allows you to specify the set of constraints to which the new variable belongs using a GRBColumn object. . . . . . Both approaches share the same underlying tuning algorithm, and both allow you to modify the same set of tuning parameters. . . . . type: Variable type for new variable (GRB_CONTINUOUS, GRB_BINARY, GRB_INTEGER, GRB_- SEMICONT, or GRB_SEMIINT). . . . . . . . . . . . . . . Arguments: param: The parameter being queried. . . . . . . . . . . 395 Model.printAttr() . . . . . . Arguments: param: The parameter of interest. . . . Similarly, setting the Obj attribute will delete the piecewise-linear objective on that variable. . . Arguments: attr: The attribute being modified. . . Details on the error can be obtained by calling GRBgeterrormsg. . . boolean Remove ( GRBVar var ) Remove all quadratic terms associated with variable var from the expression. . . . . . . . . . . . . . Return value: A quadratic expression that is equal to the product of the two input variables. . Each variable in the model has a vbeg and vlen value, indicating the start position of the non-zeros for that variable in the vind and vval arrays, and the number of non-zero values for that variable, respectively. Example usage: int mycallback(GRBmodel *model, void *cbdata, int where, void *usrdata); error = GRBsetcallbackfunc(model, mycallback, NULL); 101, 102 Attributes are grouped into a set of enums by type (GRB_CharAttr, GRB_DoubleAttr, GRB_- IntAttr, GRB_StringAttr). . . . . vars2: Second variables for new quadratic terms. . . . . . . . . . . Options are GRB_CONTINUOUS, GRB_BINARY, GRB_INTEGER, GRB_SEMICONT, or GRB_SEMIINT. . . . . . . The feasibility relaxation is a model that, when solved, minimizes the amount by which the solution violates the bounds and linear constraints of the original model. . . . . . GRBException() Exception constructor. For examples of how to query or modify attributes, refer to our Attribute Examples. . . Note that this isnt the method to use if you want to read a new model from a file. To give an example, if a constraint is violated by 2.0, it would contribute 2.0 to the feasibility relaxation objective for relaxobjtype=0, it would contribute 2.0*2.0 for relaxobjtype=1, and it would contribute 1.0 for relaxobjtype=2. . Note that the result array must be as long as the requested index list. . . 14.11 SOL format A Gurobi solution (SOL) file is used to output a solution vector. 551 14.5 ILP format . . . . . . . . . . void addTerms ( const double* coeffs, const GRBConstr* constrs, int count ) Add a list of terms into a column. rhsVals: Right-hand side values for the new linear constraints. . . . . . The methods on quadratic constraint objects are used to get and set constraint attributes. . . . . . . Details on the error can be obtained by calling GRBgeterrormsg. . 463 MinCoeff . . . . . . . . . . . . . . . Call this method once for each relevant variable. The full list can be found in the Attributes section of this document. . . . The command for this usage is: gurobi_cl recordingfile A recording file is a binary file generated by Gurobi with a .grbr extension. . . Example usage: error = GRBsetstrattrelement(model, "ConstrName", 0, "NewConstr"); GRBgetstrattrarray int GRBgetstrattrarray ( GRBmodel *model, const char *attrname, int start, int len, char **values ) Query the values of a string-valued array attribute. . 340 GRBLinExpr.GetCoeff() . . . . . . . . . . If you make multiple changes to the same coefficient, the last one will be applied. 245, 246 . . . If 130, 131 . Return value: The number of entries placed in the output arrays. Return value: The values of the specified variables in the solution. . . . 61 GRBfixedmodel . The first pair and last pair of points each define a ray, so values outside the specified x values are extrapolated from these points. constrs: A one-dimensional array of constraints whose attribute values are being queried. The value of this attribute is used as the primary criteria for selecting a fractional variable for branching during the MIP search. . . . . . . Pass an empty string if no password is required. . . . . . . . . To modify a parameter, you create a named component in the list with the appropriate name, and set it to the desired value. . . . . . . . GRBModel::setObjective() Set the model objective equal to a linear or quadratic expression. . 500 ConcurrentMIP . . Arguments: attr: The attribute being modified. . . . 161 GRBLinExpr::clear() . . . . 169 GRBQuadExpr::operator-= . There are classes of models where one particular algorithm is consistently fastest, though, so you may want to experiment with different options when confronted with a particularly difficult model. . . . . . That allows you to make certain that vind and vval are of sufficient size to hold the result of the second call. . . . . . . . . . . . . count: The number of constraint attributes to retrieve. . Using expr += x (or expr -= x) is much more efficient than expr = expr + x. . . Your final option for specifying the desired Computes Servers is specific to the Gurobi command- line tool. double Get ( GRB.DoubleAttr attr ) Query the value of a double-valued attribute. 497 BarCorrectors . Set the value of a char-valued attribute. . . . . . . . . . . . . . . . . . . The Work section of the log provides information on how much work has been performed to that point. . // Model status codes (after call to optimize()) public class Status { public const int LOADED = 1; public const int OPTIMAL = 2; public const int INFEASIBLE = 3; public const int INF_OR_UNBD = 4; public const int UNBOUNDED = 5; public const int CUTOFF = 6; public const int ITERATION_LIMIT = 7; public const int NODE_LIMIT = 8; public const int TIME_LIMIT = 9; public const int SOLUTION_LIMIT = 10; public const int INTERRUPTED = 11; public const int NUMERIC = 12; public const int SUBOPTIMAL = 13; public const int INPROGRESS = 14; } // Basis status info public const int BASIC = 0; public const int NONBASIC_LOWER = -1; public const int NONBASIC_UPPER = -2; public const int SUPERBASIC = -3; // Constraint senses public const char LESS_EQUAL = ; public const char EQUAL = =; // Variable types 365, 366 . Arguments: model: The infeasible model. . 31, 32 . . . . The second is the job priority: PRIORITY=10 As you might expect, higher priority jobs take precedence over lower priority jobs. If the solution violates any lazy constraints, the solution is discarded and one or more of the violated lazy constraints are pulled into the active model. Gurobi callbacks can be used both to monitor the progress of the optimization and to modify the behavior of the Gurobi optimizer. modelname (optional): The name of the model. . . . . . . . . Return value: Difference expression. . . . . . Example usage: error = GRBsetstrattr(model, "ModelName", "Modified name"); GRBgetstrattrelement int GRBgetstrattrelement ( GRBmodel *model, const char *attrname, int element, char **valueP ) Query a single value from a string-valued array attribute. . Add new constraints to an existing model. . qconstrs: A three-dimensional array of quadratic constraints whose attribute values are being queried. a: Constant multiplier. . . len: The number of variables. . . . . . . . You can also use add or addTerms to modify expressions. . 88 GRBsetstrattr . . . . . . . For examples of how to query or modify attributes, refer to our Attribute Examples. Return value: An expression that represents the sum of the terms in the input list. . . . . 138 GRBModel::getConstrByName() . . The default value of -1 chooses automatically. Each constraint in the constraint matrix is represented as a list of index-value pairs, where each index entry provides the variable index for a non-zero coefficient, and each value entry provides the corresponding non-zero value. . . . . . If either are NULL, then npointsP will contain the number of points in the function on return. . . . . . . . . Return value: The current values of the requested attribute for each input quadratic constraint. Important notes: Note that adding a range constraint to the model adds both a new constraint and a new variable. . 269, 270 . . . . . The Gurobi Optimizer handles all of these model classes. Arguments: attr: The attribute being queried. . . len: The number of terms to add. . . . . It controls how much fill is tolerated in the constraint matrix from a single variable aggregation. . . . values: A pointer to the location where the requested attribute elements should be returned. . Two points can have the same x coordinate this can be useful for specifying a discrete jump in the objective function. . . . . The main situation where you may want to create your own environment is when you want precise control over when the resources associated with an environment (specifically, a licensing token or a Compute Server) are released. . . . newvalues: The desired new values for the attribute for each input constraint. Arguments: attr: The attribute being modified. As a result, the tuning tool may return parameter sets that improve on the baseline only due to randomness. . . . . . . . . . . 106 2.10 Error Handling . Refer to the Error Code table for a list of possible return values. . . double Get ( GRB.DoubleAttr attr ) Query the value of a double-valued attribute. . 391 Model.getQConstrs() . . . . . . . . . . . . GRBModel::discardConcurrentEnvs() Discard concurrent environments for a model. If you would like to direct output to a file as well as to the screen, specify the log file name in GRBloadenv when you create your environment. . . . . . . . . 171 3.11 GRBColumn . Important notes: Note that adding a range constraint to the model adds both a new constraint and a new variable. . . . . . . Return value: The current values of the requested attribute for each input constraint. . gurobi_read() gurobi_read ( filename ) Reads a model from a file. . . . . . . . . . . . . . SubMIPCuts Type: int Default value: -1 Sub-MIP cut generation Minimum value: -1 Maximum value: 2 Controls sub-MIP cut generation. . . . Its value can be queried using constr.rhs. start: The index of the first variable of interest in the list. . Only available for basic solutions. vars: Variables for new terms. . . . Specifically, it shows the fraction of the preceding time period (the time since the previous progress log line) that the workers spent actively processing MIP nodes. . priority: The priority of the job. . . . . Reference Manual; AMPL-Gurobi Guide; Remote Services; Cloud Guide; Open-Source Packages; Downloads & Licenses Download Center; Gurobi Optimizer - Download Software . . Sparse matrices should be built using either sparseMatrix from the Matrix package, or simple_triplet_matrix from the slam package. . . GRBModel::sync() Wait for a previous asynchronous optimization call to complete. Return value: A copy of the input expression object. . . With these arguments we define f (1) = 1, f (3) = 2 and f (5) = 4. . . . The exact routine to use for a particular attribute depends on the type of the attribute. . . . . . . . . . . . While you can ask for more precision than the default, you will typically run into the limitations of double-precision arithmetic quite quickly. . . . . . . sense (optional): Optimization sense (GRB.MINIMIZE for minimization, GRB.MAXIMIZE for maximization). . . void set ( GRB_IntAttr attr, const GRBVar* vars, int* newvalues, int count ) Set an int-valued variable attribute for an array of variables. 179, 180 . GRBVar getVar2 ( int i ) Return value: Second variable for the quadratic term at index i in the quadratic expression. . rhs: The right-hand side vector for the linear constraints (b in the problem statement). . A model with a linear objective function, linear constraints, and continuous variables is a Linear Program (LP). GRBModel::getEnv() Query the environment associated with the model. Example usage: if (where == GRB_CB_MIP) { double nodecount; error = GRBcbget(cbdata, where, GRB_CB_MIP_NODECNT, (void *) &nodecount); if (error) return 0; printf("MIP node count is %d\n", nodecount); } 102, 103 Can be default, which indicates that the parameter should be reset to its default value. . . . Arguments: constant (optional): Constant value for expression. . . . . . Arguments: env: The environment whose parameter changes are being written. . . Query the Status attribute to determine the result of the optimization (see the Attributes section for more information on querying attributes). . . . newvalue: The desired new value of the attribute. GRBSOS addSOS ( GRBVar[] vars, double[] weights, int type ) Arguments: vars: Array of variables that participate in the SOS constraint. . . GRBModel.Read() This method is the general entry point for importing data from a file into a model. . This would indicate that constraint 2 has two non-zero values associated with it. . 515 NodefileDir . Arguments: lhsExprs: Left-hand side expressions for the new linear constraints. . . . . . Calling optimizeasync returns control to the calling routine immediately. Arguments: attrname: The attribute being queried. . 227 GRBModel.getVarByName() . . . 471 RHS . . . If you believe the solver is having no trouble finding the optimal solution, and wish to focus more attention on proving optimality, select MIPFocus=2. . double get ( GRB.DoubleAttr attr ) Query the value of a double-valued attribute. . . . . . . Arguments: filename: Name of the file to read. . Arguments: attrname: Name of the attribute. . . . . . . . . . . The commands can be played back later using the Gurobi Command-Line Tool. . . . . . . . . . A non-zero return value indicates that a problem occurred while retrieving the quadratic constraint. . . . . CliqueCuts Type: int Default value: -1 Clique cut generation Minimum value: -1 Maximum value: 2 Controls clique cut generation. SOS constraints are always associated with a particular model. This argument can be NULL, in which case all constraints are given default names. 556 15.3 Sifting Logging . Overrides the Cuts parameter. GRBLinExpr.GetCoeff() Retrieve the coefficient from a single term of the expression. . . . If you pass an object of this subclass to method GRBModel::setCallback before calling GRBModel::optimize, the callback() method of the class will be called periodically. . If you set DStart values for every linear constraint in the model and PStart values for every variable, then simplex will use those values to compute a warm start basis. . . . Return value: Value of requested callback information. . . This section is only present when crossover is selected (as controlled through the Crossover parameter. Note: Only affects mixed integer programming (MIP) models For examples of how to query or modify parameter values from our different APIs, refer to our Parameter Examples. . . . . . . . . . . . . . Variables can be designated as being either binary, general integer, or semi-continuous. . . . Note that the result array must be as long as the requested sub-array. Parameter name Purpose BranchDir Branch direction preference ConcurrentJobs Enables distributed concurrent solver ConcurrentMIP Enables concurrent MIP solver ConcurrentSettings Comma-separated list of .prm files - used to create concurrent environments Disconnected Disconnected component strategy DistributedMIPJobs Enables the distributed MIP solver Heuristics Turn MIP heuristics up or down ImproveStartGap Trigger solution improvement ImproveStartNodes Trigger solution improvement ImproveStartTime Trigger solution improvement MinRelNodes Minimum relaxation heuristic control MIPFocus Set the focus of the MIP solver MIQCPMethod Method used to solve MIQCP models NodefileDir Directory for MIP node files NodefileStart Memory threshold for writing MIP tree nodes to disk NodeMethod Method used to solve MIP node relaxations PumpPasses Feasibility pump heuristic control RINS RINS heuristic SolutionNumber Sub-optimal MIP solution retrieval SubMIPNodes Nodes explored by sub-MIP heuristics Symmetry MIP symmetry detection VarBranch Branch variable selection strategy ZeroObjNodes Zero objective heuristic control 490, 491

Christus Santa Rosa Westover Hills Jobs, Determination Of Soap Content In Oil, Okta Security Incident, French Pharmacies In Paris, Minecraft Incredibles, Simplisafe Chime Connector, Florida Restricted Barber Practice Test,