Configuring the Solvers

configure_solver(solver_settings_path::String, optimizer::Any)

This method returns a solver-specific MathOptInterface.OptimizerWithAttributes optimizer instance to be used in the GenX.generate\_model() method.

Arguments

• solver_settings_path::String: specifies the path to the directory that contains the settings YAML file for the specified solver.
• optimizer::Any: the optimizer instance to be configured.

Currently supported solvers include: "Gurobi", "CPLEX", "Clp", "Cbc", or "SCIP"

Returns

• optimizer::MathOptInterface.OptimizerWithAttributes: the configured optimizer instance.

infer_solver(optimizer::Any)

Return the name (String) of the solver to be used in the GenX.configure_solver method according to the solver imported by the user.

rename_keys(attributes:Dict, new_key_names::Dict)

Renames the keys of the attributes dictionary based on old->new pairs in the newkeynames dictionary.

configure_highs(solver_settings_path::String)

Reads user-specified solver settings from highs_settings.yml in the directory specified by the string solver_settings_path.

Returns a MathOptInterface.OptimizerWithAttributes HiGHS optimizer instance to be used in the GenX.generate_model() method.

The HiGHS optimizer instance is configured with the following default parameters if a user-specified parameter for each respective field is not provided: All the references are in https://github.com/jump-dev/HiGHS.jl, https://github.com/ERGO-Code/HiGHS, and https://highs.dev/

# HiGHS Solver Parameters
# Common solver settings
Feasib_Tol: 1.0e-06        # Primal feasibility tolerance # [type: double, advanced: false, range: [1e-10, inf], default: 1e-07]
Optimal_Tol: 1.0e-03       # Dual feasibility tolerance # [type: double, advanced: false, range: [1e-10, inf], default: 1e-07]
TimeLimit: Inf             # Time limit # [type: double, advanced: false, range: [0, inf], default: inf]
Pre_Solve: choose          # Presolve option: "off", "choose" or "on" # [type: string, advanced: false, default: "choose"]
Method: ipm #choose        #HiGHS-specific solver settings # Solver option: "simplex", "choose" or "ipm" # [type: string, advanced: false, default: "choose"] In order to run a case when the UCommit is set to 1, i.e. MILP instance, set the Method to choose

# IPM optimality tolerance
# [type: double, advanced: false, range: [1e-12, inf], default: 1e-08]
ipm_optimality_tolerance: 1e-08

# Run the crossover routine for IPX
# [type: string, advanced: "on", range: {"off", "on"}, default: "off"]
run_crossover: "off"

# tolerance on relative gap, |ub-lb|/|ub|, to determine whether optimality has been reached for a MIP instance
# [type: double, advanced: false, range: [0, inf], default: 0.0001]
mip_rel_gap: 0.0001

# tolerance on absolute gap of MIP, |ub-lb|, to determine whether optimality has been reached for a MIP instance
# [type: double, advanced: false, range: [0, inf], default: 1e-06]
mip_abs_gap: 1e-06

configure_gurobi(solver_settings_path::String)

Reads user-specified solver settings from gurobi_settings.yml in the directory specified by the string solver_settings_path.

Returns a MathOptInterface.OptimizerWithAttributes Gurobi optimizer instance to be used in the GenX.generate_model() method.

The Gurobi optimizer instance is configured with the following default parameters if a user-specified parameter for each respective field is not provided:

• FeasibilityTol = 1e-6 (Constraint (primal) feasibility tolerances. See https://www.gurobi.com/documentation/8.1/refman/feasibilitytol.html)
• OptimalityTol = 1e-4 (Dual feasibility tolerances. See https://www.gurobi.com/documentation/8.1/refman/optimalitytol.html#parameter:OptimalityTol)
• Presolve = -1 (Controls presolve level. See https://www.gurobi.com/documentation/8.1/refman/presolve.html)
• AggFill = -1 (Allowed fill during presolve aggregation. See https://www.gurobi.com/documentation/8.1/refman/aggfill.html#parameter:AggFill)
• PreDual = -1 (Presolve dualization. See https://www.gurobi.com/documentation/8.1/refman/predual.html#parameter:PreDual)
• TimeLimit = Inf (Limits total time solver. See https://www.gurobi.com/documentation/8.1/refman/timelimit.html)
• MIPGap = 1e-4 (Relative (p.u. of optimal) mixed integer optimality tolerance for MIP problems (ignored otherwise). See https://www.gurobi.com/documentation/8.1/refman/mipgap2.html)
• Crossover = -1 (Barrier crossver strategy. See https://www.gurobi.com/documentation/8.1/refman/crossover.html#parameter:Crossover)
• Method = -1 (Algorithm used to solve continuous models (including MIP root relaxation). See https://www.gurobi.com/documentation/8.1/refman/method.html)
• BarConvTol = 1e-8 (Barrier convergence tolerance (determines when barrier terminates). See https://www.gurobi.com/documentation/8.1/refman/barconvtol.html)
• NumericFocus = 0 (Numerical precision emphasis. See https://www.gurobi.com/documentation/8.1/refman/numericfocus.html)

configure_cplex(solver_settings_path::String)

Reads user-specified solver settings from cplex_settings.yml in the directory specified by the string solver_settings_path.

Returns a MathOptInterface.OptimizerWithAttributes CPLEX optimizer instance.

The optimizer instance is configured with the following default parameters if a user-specified parameter for each respective field is not provided:

• Feasib_Tol,

  sets CPX_PARAM_EPRHS. Control the primal feasibility tolerance. Default is 1e-6.

• Optimal_Tol,

  sets CPX_PARAM_EPOPT. Control the optimality tolerance. Default is 1e-4.

• AggFill,

  sets CPX_PARAM_AGGFILL. Control the allowed fill during presolve aggregation. Default is 10.

• PreDual,

  sets CPX_PARAM_PREDUAL. Decides whether presolve should pass the primal or dual linear programming problem to the LP optimization algorithm. Default is 0.

• TimeLimit,

  sets CPX_PARAM_TILIM. Limits total solver time. Default is 1e+75.

• MIPGap,

  sets CPX_PARAM_EPGAP Relative (p.u. of optimal) mixed integer optimality tolerance for MIP problems (ignored otherwise). Default is 1e-3.

• Method,

  sets CPX_PARAM_LPMETHOD. Algorithm used to solve continuous models (including MIP root relaxation) Default is 0.

• BarConvTol,

  sets CPX_PARAM_BAREPCOMP. Barrier convergence tolerance (determines when barrier terminates). Default is 1e-8.

• NumericFocus,

  sets CPX_PARAM_NUMERICALEMPHASIS. Numerical precision emphasis. Default is 0.

• BarObjRng,

  sets CPX_PARAM_BAROBJRNG. The maximum absolute value of the objective function. Default is 1e+75.

• SolutionType,

  sets CPX_PARAM_SOLUTIONTYPE. Solution type for LP or QP. Default is 2.

The optimizer instance is configured with the following default parameters if a user-specified parameter for each respective field is not provided:

Any other attributes in the settings file (which typically start with CPX_PARAM_) will also be passed to the solver.

configure_clp(solver_settings_path::String)

Reads user-specified solver settings from clp_settings.yml in the directory specified by the string solver_settings_path.

Returns a MathOptInterface.OptimizerWithAttributes Clp optimizer instance to be used in the GenX.generate_model() method.

The Clp optimizer instance is configured with the following default parameters if a user-specified parameter for each respective field is not provided:

• PrimalTolerance = 1e-7 (Primal feasibility tolerance)
• DualTolerance = 1e-7 (Dual feasibility tolerance)
• DualObjectiveLimit = 1e308 (When using dual simplex (where the objective is monotonically changing), terminate when the objective exceeds this limit)
• MaximumIterations = 2147483647 (Terminate after performing this number of simplex iterations)
• MaximumSeconds = -1.0 (Terminate after this many seconds have passed. A negative value means no time limit)
• LogLevel = 1 (Set to 1, 2, 3, or 4 for increasing output. Set to 0 to disable output)
• PresolveType = 0 (Set to 1 to disable presolve)
• SolveType = 5 (Solution method: dual simplex (0), primal simplex (1), sprint (2), barrier with crossover (3), barrier without crossover (4), automatic (5))
• InfeasibleReturn = 0 (Set to 1 to return as soon as the problem is found to be infeasible (by default, an infeasibility proof is computed as well))
• Scaling = 3 (0 0ff, 1 equilibrium, 2 geometric, 3 auto, 4 dynamic (later))
• Perturbation = 100 (switch on perturbation (50), automatic (100), don't try perturbing (102))

configure_cbc(solver_settings_path::String)

Reads user-specified solver settings from cbc_settings.yml in the directory specified by the string solver_settings_path.

Returns a MathOptInterface.OptimizerWithAttributes Cbc optimizer instance to be used in the GenX.generate_model() method.

The Cbc optimizer instance is configured with the following default parameters if a user-specified parameter for each respective field is not provided:

• seconds = 1e-6
• logLevel = 1e-6
• maxSolutions = -1
• maxNodes = -1
• allowableGap = -1
• ratioGap = Inf
• threads = 1

configure_scip(solver_settings_path::String)

Reads user-specified solver settings from scip_settings.yml in the directory specified by the string solver_settings_path.

Returns a MathOptInterface.OptimizerWithAttributes SCIP optimizer instance to be used in the GenX.generate_model() method.

The SCIP optimizer instance is configured with the following default parameters if a user-specified parameter for each respective field is not provided:

• Dispverblevel = 0
• limitsgap = 0.05

configure_benders(settings_path::String)

Load Benders decomposition settings from a YAML file and return them as a Dict.

Reads benders_settings.yml from settings_path if it exists; otherwise returns default values. The returned dictionary uses Symbol keys.