tech:optionnative[read/write]: Gurobi, Mosek #231

These were renamed from tech:param[:read/:write]

Doc: AMPL vs native solver options

doc/source/features-guide.rst

@@ -20,28 +20,57 @@ Solver options
 =================
 
 Solver options are key-value pairs controlling a solver's behavior.
-Many of them are standardized across AMPL solvers
-(for solver's native options see :ref:`further <native-options>`.)
+We distinguish between :ref:`ampl-solver-options` and :ref:`native-options`.
+
+
+.. _ampl-solver-options:
+
+AMPL solver options
+-----------------------------
+
+AMPL solver options provide a unified interface to the underlying solver's
+configuration:
+
+.. code-block:: ampl
+
+    ampl: option solver gurobi;
+    ampl: option gurobi_options 'outlev=1';      ## verbose output
+    ampl: solve;
+
+Many of them are standardized across AMPL solvers.
 
 
 List all available options
-----------------------------------
+'''''''''''''''''''''''''''''''''''''''''''''
 
 Run the AMPL solver executable with ``-=`` to list all options,
-or with ``-=prefix`` to list all options starting with ``prefix``:
+or with ``-=key`` to list all options containing ``key``:
 
 .. code-block:: bash
 
-    $ highs -=acc
+    $ highs -=acc:
     .....
-    acc Options:
+    acc: Options:
 
     acc:linrange (acc:linrng)
         Solver acceptance level for 'LinConRange', default 2
 
 
+Option file
+'''''''''''''''''''''''''''''''''''
+
+It is possible to input a file with predefined AMPL solver options,
+using ``tech:optionfile``:
+
+.. code-block:: ampl
+
+    ampl: option cbc_options 'optionfile="options_experiment1.txt"';
+
+For the underlying solver's native options see :ref:`native-options`.
+
+
 Solver-specific vs common MP options
--------------------------------------------
+''''''''''''''''''''''''''''''''''''''''''''''''
 
 From AMPL, options can be passed to an MP solver in two ways.
 Solver-specific options are passed
@@ -72,7 +101,7 @@ with the possibility to override some of them for a specific solver.
 
 
 Set options from command line
---------------------------------------
+'''''''''''''''''''''''''''''''''''''''''''''''
 
 When running from command line, there are two ways to pass options:
 via the environment variable, or via arguments:
@@ -83,19 +112,8 @@ via the environment variable, or via arguments:
     gurobi.exe model.nl outlev=1 tech:writesol=model.sol                ## Method 2
 
 
-Set options from file
---------------------------
-
-It is possible to input a file with predefined solver options,
-using ``tech:optionfile``:
-
-.. code-block:: ampl
-
-    ampl: option cbc_options 'optionfile="options_experiment1.txt"';
-
-
 Query option values
---------------------------
+''''''''''''''''''''''''''''''''''''''
 
 To query the value of an option (default, or set via other methods),
 use '?' as argument:
@@ -119,11 +137,15 @@ For example, to control Gurobi ``NumericFocus`` setting, there are two ways:
 
 .. code-block:: ampl
 
-    ampl: option gurobi_options 'alg:numericfocus 3';      ## standard way
-    ampl: option gurobi_options 'tech:param "NumericFocus 3"';   ## native
+    ampl: option gurobi_options 'alg:numericfocus 3';             ## standard way
+    ampl: option gurobi_options 'tech:optionnative "NumericFocus 3"';   ## native
+    gurobi.exe model.nl optnative="numericfocus 2" optnative="Seed 500" # cmdline
 
 Additionally, for some solvers, native options can be read / written
-from / to files using ``tech:param:read`` and ``tech:param:write``.
+from / to files using ``tech:optionnativeread`` and ``tech:optionnativewrite``.
+
+
+
 
 General features
 ================

include/mp/common.h

@@ -207,8 +207,12 @@ enum Status {
 
   /** Limit.
    *  Feasible solution, stopped by a limit, e.g., on iterations or Ctrl-C.
-   *  Codes 400-449.  */
+   *  Codes 400-449.
+   *  For new custom codes, use LIMIT_FEAS_CUSTOM, LIMIT_NO_FEAS_CUSTOM.
+   */
   LIMIT_FEAS       = 400,
+  /** Start of custom LIMIT_FEAS codes. */
+  LIMIT_FEAS_NEW   = LIMIT_FEAS + 20,
   /** End of the 'limit_feas' range.  */
   LIMIT_FEAS_LAST  = 449,
   /** Deprecated. */
@@ -251,6 +255,8 @@ enum Status {
       No feasible solution returned.
       Codes 470-499.  */
   LIMIT_NO_FEAS  = LIMIT_FEAS + 70,
+  /** Start of custom LIMIT_FEAS codes. */
+  LIMIT_NO_FEAS_NEW = LIMIT_NO_FEAS + 20,
   /** End of the 'limit-no-feas' range.  */
   LIMIT_NO_FEAS_LAST  = LIMIT_FEAS + 99,
   /** User interrupt, no feasible solution. */

solvers/gcgmp/gcgmpbackend.cc

@@ -369,7 +369,7 @@ void GcgBackend::InitCustomOptions() {
     "Log file name.",
     storedOptions_.logFile_);
 
-  AddStoredOption("tech:param:read param:read paramfile",
+  AddStoredOption("tech:optionnativeread optionnativeread tech:param:read param:read",
     "Filename of GCG parameter file (as path)."
     "The suffix on a parameter file should be .set.\n",
     storedOptions_.paramRead_);

solvers/gurobi/gurobibackend.cc

@@ -153,19 +153,22 @@ void GurobiBackend::FinishOptionParsing() {
     }
   }
   OpenGurobiModel();
+  // Tell the base class our verbosity
+  set_verbose_mode(GrbGetIntParam(GRB_INT_PAR_LOGTOCONSOLE));
+
+  // Nartive params
   if (paramfile_read().size())
     GRB_CALL(
           GRBreadparams(GRBgetenv(model()),
                         paramfile_read().c_str() ));
+  /// Set advanced parameters
+  for (const auto& prm: storedOptions_.inlineParams_)
+    this->SetSolverOption("Dummy", prm);
+  // Write native params
   if (paramfile_write().size())
     GRB_CALL(
-          GRBwriteparams(GRBgetenv(model()),
-                         paramfile_write().c_str() ));
-  /// Tell the base class our verbosity
-  set_verbose_mode(GrbGetIntParam(GRB_INT_PAR_LOGTOCONSOLE));
-  /// Set advanced parameters
-  if (storedOptions_.advancedParams_.size() > 0)
-    this->SetSolverOption("Dummy", storedOptions_.advancedParams_);
+      GRBwriteparams(GRBgetenv(model()),
+        paramfile_write().c_str()));
 }
 
 void GurobiBackend::OpenGurobiComputeServer() {
@@ -2394,16 +2397,16 @@ void GurobiBackend::InitCustomOptions() {
       "0*/1: Whether to write gurobi log lines (chatter) to stdout.",
     GRB_INT_PAR_LOGTOCONSOLE, 0, 1);
 
-  AddStoredOption("tech:param param",
+  AddListOption("tech:optionnative optionnative optnative tech:param",
                   "General way to specify values of both documented and "
     "undocumented Gurobi parameters; value should be a quoted "
     "string (delimited by ' or \") containing a parameter name, a "
     "space, and the value to be assigned to the parameter.  Can "
     "appear more than once.  Cannot be used to query current "
     "parameter values.",
-    storedOptions_.advancedParams_);
+    storedOptions_.inlineParams_);
 
-  AddStoredOption("tech:param:read param:read paramfile",
+  AddStoredOption("tech:optionnativeread optionnativeread tech:param:read param:read",
       "Name of Gurobi parameter file (surrounded by 'single' or "
       "\"double\" quotes if the name contains blanks). "
       "The suffix on a parameter file should be .prm, optionally followed "
@@ -2412,7 +2415,7 @@ void GurobiBackend::InitCustomOptions() {
       "Lines that start with # are ignored.  Otherwise, each nonempty "
       "line should contain a name and a value, separated by a space.",
           storedOptions_.paramRead_);
-  AddStoredOption("tech:param:write param:write",
+  AddStoredOption("tech:optionnativewrite optionnativewrite tech:param:write param:write",
       "Name of Gurobi parameter file (surrounded by 'single' or \"double\" quotes if the "
       "name contains blanks) to be written.",
           storedOptions_.paramWrite_);
@@ -2429,7 +2432,8 @@ void GurobiBackend::InitCustomOptions() {
       "| .mps, .rew, .lp, or .rlp - To capture the original model.\n"
       "\n"
       "The file suffix may optionally be followed by .gz, .bz2, or .7z, "
-      "which produces a compressed result.",
+      "which produces a compressed result. Use tech:writesolution "
+      "to write several files.",
       GRB_STR_PAR_RESULTFILE);
 
 

solvers/gurobi/gurobibackend.h

@@ -2,6 +2,7 @@
 #define MP_GUROBI_BACKEND_H_
 
 #include <string>
+#include <list>
 
 #include "gurobicommon.h"
 #include "mp/backend-mip.h"
@@ -279,7 +280,8 @@ class GurobiBackend :
   /// These options are stored in the class as variables
   /// for direct access
   struct Options {
-    std::string paramRead_, paramWrite_, advancedParams_, exportPresolvedFile_, logFile_;
+    std::string paramRead_, paramWrite_, exportPresolvedFile_, logFile_;
+    std::list<std::string> inlineParams_;
 
     int nMIPStart_=1;
     int nPoolMode_=2;

solvers/mosek/mosekbackend.cc

@@ -383,6 +383,28 @@ void MosekBackend::FinishOptionParsing() {
   int v=-1;
   GetSolverOption(MSK_IPAR_LOG, v);
   set_verbose_mode(v>0);
+
+  // Nartive params
+  if (paramfile_read().size())
+    MOSEK_CCALL(
+      MSK_readparamfile(lp(), paramfile_read().c_str()));
+  /// Set advanced parameters
+  for (const auto& prm : storedOptions_.inlineParams_) {
+    auto sp1 = prm.find_first_of(' ');
+    auto sp2 = prm.find_last_of(' ');
+    if (sp1 != sp2 || std::string::npos == sp1
+      || 0==sp1 || prm.back()==' ')
+      MP_RAISE(
+        fmt::format("Bad native option assignment:\n"
+          "   '{}',\n"
+          "   need 'name value'", prm));
+    MOSEK_CCALL( MSK_putparam(lp(),
+      prm.substr(0, sp1).c_str(), prm.substr(sp1+1, prm.size()-sp1-1).c_str()));
+  }
+  // Write native params
+  if (paramfile_write().size())
+    MOSEK_CCALL(
+      MSK_writeparamfile(lp(), paramfile_write().c_str()));
 }
 
 
@@ -431,6 +453,24 @@ void MosekBackend::InitCustomOptions() {
       "Default = OFF",
       storedOptions_.MIPConstructSol_);
 
+  AddListOption("tech:optionnative optionnative optnative tech:param",
+    "General way to specify values of both documented and "
+    "undocumented Mosek parameters; value should be a quoted "
+    "string (delimited by ' or \") containing a parameter name, a "
+    "space, and the value to be assigned to the parameter.  Can "
+    "appear more than once.  Cannot be used to query current "
+    "parameter values.",
+    storedOptions_.inlineParams_);
+
+  AddStoredOption("tech:optionnativeread optionnativeread tech:param:read param:read",
+    "Name of Mosek parameter file (surrounded by 'single' or "
+    "\"double\" quotes if the name contains blanks) to be read.",
+    storedOptions_.paramRead_);
+  AddStoredOption("tech:optionnativewrite optionnativewrite tech:param:write param:write",
+    "Name of Mosek parameter file (surrounded by 'single' or \"double\" quotes if the "
+    "name contains blanks) to be written.",
+    storedOptions_.paramWrite_);
+
   AddSolverOption("mip:presolve presolve",
     "MIP presolve:\n"
                   "\n.. value-table::\n",

solvers/mosek/mosekbackend.h

@@ -1,6 +1,7 @@
 #ifndef MP_MOSEK_BACKEND_H_
 #define MP_MOSEK_BACKEND_H_
 
+#include <list>
 #include <string>
 
 #include "mp/backend-mip.h"
@@ -173,13 +174,20 @@ class MosekBackend :
   struct Options {
     // Whether to set MSK_IPAR_MIO_CONSTRUCT_SOL
     int MIPConstructSol_=0;
+
+    std::string paramRead_, paramWrite_;
+    std::list<std::string> inlineParams_;
   };
   Options storedOptions_;
 
 protected:
   /**** Option accessors ****/
   int Mosek_mip_construct_sol() const { return storedOptions_.MIPConstructSol_; }
 
+  const std::list<std::string>& params_inline() const
+  { return storedOptions_.inlineParams_; }
+  const std::string& paramfile_read() const { return storedOptions_.paramRead_; }
+  const std::string& paramfile_write() const { return storedOptions_.paramWrite_; }
 };
 
 }  // namespace mp

solvers/scipmp/scipmpbackend.cc

@@ -378,7 +378,7 @@ void ScipBackend::InitCustomOptions() {
     "Log file name.",
     storedOptions_.logFile_);
 
-  AddStoredOption("tech:param:read param:read paramfile",
+  AddStoredOption("tech:optionnativeread optionnativeread tech:param:read param:read",
     "Filename of SCIP parameter file (as path)."
     "The suffix on a parameter file should be .set.\n",
     storedOptions_.paramRead_);