MPSolverParameters

Detailed Description

This class stores parameter settings for LP and MIP solvers.

Some parameters are marked as advanced: do not change their values unless you know what you are doing!

For developers: how to add a new parameter:

• Add the new Foo parameter in the DoubleParam or IntegerParam enum.
• If it is a categorical param, add a FooValues enum.
• Decide if the wrapper should define a default value for it: yes if it controls the properties of the solution (example: tolerances) or if it consistently improves performance, no otherwise. If yes, define kDefaultFoo.
• Add a foo_value_ member and, if no default value is defined, a foo_is_default_ member.
• Add code to handle Foo in Set...Param, Reset...Param, Get...Param, Reset and the constructor.
• In class MPSolverInterface, add a virtual method SetFoo, add it to SetCommonParameters or SetMIPParameters, and implement it for each solver. Sometimes, parameters need to be implemented differently, see for example the INCREMENTALITY implementation.
• Add a test in linear_solver_test.cc.

TODO(user): store the parameter values in a protocol buffer instead. We need to figure out how to deal with the subtleties of the default values.

Definition at line 1358 of file linear_solver.h.

Public Types
enum	DoubleParam { RELATIVE_MIP_GAP = 0, PRIMAL_TOLERANCE = 1, DUAL_TOLERANCE = 2 }
	Enumeration of parameters that take continuous values. More...
enum	IntegerParam { PRESOLVE = 1000, LP_ALGORITHM = 1001, INCREMENTALITY = 1002, SCALING = 1003 }
	Enumeration of parameters that take integer or categorical values. More...
enum	PresolveValues { PRESOLVE_OFF = 0, PRESOLVE_ON = 1 }
	For each categorical parameter, enumeration of possible values. More...
enum	LpAlgorithmValues { DUAL = 10, PRIMAL = 11, BARRIER = 12 }
	LP algorithm to use. More...
enum	IncrementalityValues { INCREMENTALITY_OFF = 0, INCREMENTALITY_ON = 1 }
	Advanced usage: Incrementality options. More...
enum	ScalingValues { SCALING_OFF = 0, SCALING_ON = 1 }
	Advanced usage: Scaling options. More...

Public Member Functions
	MPSolverParameters ()
	The constructor sets all parameters to their default value. More...
void	SetDoubleParam (MPSolverParameters::DoubleParam param, double value)
	Sets a double parameter to a specific value. More...
void	SetIntegerParam (MPSolverParameters::IntegerParam param, int value)
	Sets a integer parameter to a specific value. More...
void	ResetDoubleParam (MPSolverParameters::DoubleParam param)
	Sets a double parameter to its default value (default value defined in MPSolverParameters if it exists, otherwise the default value defined in the underlying solver). More...
void	ResetIntegerParam (MPSolverParameters::IntegerParam param)
	Sets an integer parameter to its default value (default value defined in MPSolverParameters if it exists, otherwise the default value defined in the underlying solver). More...
void	Reset ()
	Sets all parameters to their default value. More...
double	GetDoubleParam (MPSolverParameters::DoubleParam param) const
	Returns the value of a double parameter. More...
int	GetIntegerParam (MPSolverParameters::IntegerParam param) const
	Returns the value of an integer parameter. More...

Static Public Attributes
static const double	kDefaultDoubleParamValue = -1.0
static const int	kDefaultIntegerParamValue = -1
static const double	kUnknownDoubleParamValue = -2.0
static const int	kUnknownIntegerParamValue = -2
static const double	kDefaultRelativeMipGap = 1e-4
static const double	kDefaultPrimalTolerance
static const double	kDefaultDualTolerance = 1e-7
static const PresolveValues	kDefaultPresolve
static const IncrementalityValues	kDefaultIncrementality

Member Enumeration Documentation

DoubleParam

enum DoubleParam

Enumeration of parameters that take continuous values.

Enumerator
RELATIVE_MIP_GAP	Limit for relative MIP gap.
PRIMAL_TOLERANCE	Advanced usage: tolerance for primal feasibility of basic solutions. This does not control the integer feasibility tolerance of integer solutions for MIP or the tolerance used during presolve.
DUAL_TOLERANCE	Advanced usage: tolerance for dual feasibility of basic solutions.

Definition at line 1361 of file linear_solver.h.

IncrementalityValues

enum IncrementalityValues

Advanced usage: Incrementality options.

Enumerator
INCREMENTALITY_OFF	Start solve from scratch.
INCREMENTALITY_ON	Reuse results from previous solve as much as the underlying solver allows.

Definition at line 1407 of file linear_solver.h.

IntegerParam

enum IntegerParam

Enumeration of parameters that take integer or categorical values.

Enumerator
PRESOLVE	Advanced usage: presolve mode.
LP_ALGORITHM	Algorithm to solve linear programs.
INCREMENTALITY	Advanced usage: incrementality from one solve to the next.
SCALING	Advanced usage: enable or disable matrix scaling.

Definition at line 1377 of file linear_solver.h.

LpAlgorithmValues

enum LpAlgorithmValues

LP algorithm to use.

Enumerator
DUAL	Dual simplex.
PRIMAL	Primal simplex.
BARRIER	Barrier algorithm.

Definition at line 1397 of file linear_solver.h.

PresolveValues

enum PresolveValues

For each categorical parameter, enumeration of possible values.

Enumerator
PRESOLVE_OFF	Presolve is off.
PRESOLVE_ON	Presolve is on.

Definition at line 1389 of file linear_solver.h.

ScalingValues

enum ScalingValues

Advanced usage: Scaling options.

Enumerator
SCALING_OFF	Scaling is off.
SCALING_ON	Scaling is on.

Definition at line 1419 of file linear_solver.h.

Constructor & Destructor Documentation

MPSolverParameters()

MPSolverParameters

(

)

The constructor sets all parameters to their default value.

Definition at line 1825 of file linear_solver.cc.

Member Function Documentation

GetDoubleParam()

double GetDoubleParam

(

MPSolverParameters::DoubleParam

param

)

const

Returns the value of a double parameter.

Definition at line 1954 of file linear_solver.cc.

GetIntegerParam()

int GetIntegerParam

(

MPSolverParameters::IntegerParam

param

)

const

Returns the value of an integer parameter.

Definition at line 1973 of file linear_solver.cc.

Reset()

void Reset

(

)

Sets all parameters to their default value.

Definition at line 1944 of file linear_solver.cc.

ResetDoubleParam()

void ResetDoubleParam

(

MPSolverParameters::DoubleParam

param

)

Sets a double parameter to its default value (default value defined in MPSolverParameters if it exists, otherwise the default value defined in the underlying solver).

Definition at line 1898 of file linear_solver.cc.

ResetIntegerParam()

void ResetIntegerParam

(

MPSolverParameters::IntegerParam

param

)

Sets an integer parameter to its default value (default value defined in MPSolverParameters if it exists, otherwise the default value defined in the underlying solver).

Definition at line 1919 of file linear_solver.cc.

SetDoubleParam()

void SetDoubleParam	(	MPSolverParameters::DoubleParam	param,
		double	value
	)

Sets a double parameter to a specific value.

Definition at line 1835 of file linear_solver.cc.

SetIntegerParam()

void SetIntegerParam	(	MPSolverParameters::IntegerParam	param,
		int	value
	)

Sets a integer parameter to a specific value.

Definition at line 1856 of file linear_solver.cc.

Member Data Documentation

kDefaultDoubleParamValue

const double kDefaultDoubleParamValue = -1.0

static

Definition at line 1428 of file linear_solver.h.

kDefaultDualTolerance

const double kDefaultDualTolerance = 1e-7

static

Definition at line 1442 of file linear_solver.h.

kDefaultIncrementality

const MPSolverParameters::IncrementalityValues kDefaultIncrementality

static

Initial value:

=
        MPSolverParameters::INCREMENTALITY_ON

Definition at line 1444 of file linear_solver.h.

kDefaultIntegerParamValue

const int kDefaultIntegerParamValue = -1

static

Definition at line 1429 of file linear_solver.h.

kDefaultPresolve

const MPSolverParameters::PresolveValues kDefaultPresolve

static

Initial value:

=
    MPSolverParameters::PRESOLVE_ON

Definition at line 1443 of file linear_solver.h.

kDefaultPrimalTolerance

const double kDefaultPrimalTolerance

static

Initial value:

=
    operations_research::kDefaultPrimalTolerance

Definition at line 1441 of file linear_solver.h.

kDefaultRelativeMipGap

const double kDefaultRelativeMipGap = 1e-4

static

Definition at line 1440 of file linear_solver.h.

kUnknownDoubleParamValue

const double kUnknownDoubleParamValue = -2.0

static

Definition at line 1432 of file linear_solver.h.

kUnknownIntegerParamValue

const int kUnknownIntegerParamValue = -2

static

Definition at line 1433 of file linear_solver.h.

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The documentation for this class was generated from the following files:

• linear_solver.h
• linear_solver.cc