seminar: coinmp - open source solver - nov 2011

1Copyright © 2011 Maximal Software, Inc. All rights reserved

CoinMP - Open Source Solver

New CoinMP Release 1.6:

A Simple Free C-API Windows DLL and

Unix Solver Library (LP/MIP) based on COIN

Presented by

Bjarni Kristjansson

Maximal Software, Inc.


Presentation Overview

• Why Callable Library of COIN? • What COIN functionality is supported?• Supported Platforms• Why implemented as C-API?• Description of the C-API interface• New upcoming release 1.6 of CoinMP• Future release 2.0 of CoinMP• Other open source solvers (GLPK, LPSolve)• Recent News and Trends in Optimization• New Academic/Free Development Programs


Why Callable Library Version of COIN?

Main Design Goals for CoinMP:• Easy to use• High portability• No requirement to compile• Larger number of potential users• Can be used from any other application

Some users just want to use binaries!


What COIN functionality is supported?

• Objects• ClpSimplex• CbcModel• OsiClpSolverInterface

• Callbacks• CBMessageHandler• CBIterHandler• CBNodeHandler

• Cuts• GglProbing, CglGomory, CglKnapsackCover, CglOddHole, CglClique,

CglLiftAndProject, CglSimpleRounding• Algorithmic

• Pivot Algorithms, Scaling, Crash, Perturbation, Primal/Dual, Barrier, Presolve, etc.

• Option Parameters


Supported Platforms for CoinMP

• Microsoft Windows• Microsoft Visual Studio (v2008)• Cygwin/gcc• MinGW/gcc• MSys/cl

• Unix• Linux/gcc• OSX/gcc• SunOS/gcc


Why implemented as C-API?

• Standard interface• Well established• Easy portability• Simple to learn

• High portability to other programming languages• Visual Basic• Java• C++• C#/VB.Net• Scripting

• Not object oriented!


Standard Solver API Interfaces

All Solver Interfaces need to meet certain minimum requirements:

• Loading and Initializing the solver DLL• Query Solver Information• Create/Free Problem Object• Load Problem Elements

(matrix, init, integer, priority, semi-cont, SOS, quadratic, nonlinear, stochastic)

• Setup Callbacks/Log Handlers• Optimize Problem• Get Solution Values and Statistics (attributes)• File Handling (logs, basis, MPS, LP, XML, etc.)• Option Parameters (get, set)

Use existing standard interfaces – Do not reinvent the wheel!


#ifndef _COINMP_H_

#define _COINMP_H_

SOLVAPI int CoinInitSolver(char* LicenseStr);

SOLVAPI int CoinFreeSolver(void);

SOLVAPI int CoinGetSolverName(char* SolverName, int buflen);

SOLVAPI int CoinGetVersionStr(char* VersionStr, int buflen);

SOLVAPI double CoinGetVersion(void);

SOLVAPI int CoinGetFeatures(void);

SOLVAPI int CoinGetMethods(void);

SOLVAPI double CoinGetInfinity(void);

SOLVAPI HPROB CoinCreateProblem(char *ProblemName);

SOLVAPI int CoinUnloadProb(HPROB hProb);

CoinMP C-API - Initialization


CoinMP C-API – Loading Problem

SOLVAPI int CoinLoadProblem(HPROB hProb, int ColCount, int RowCount, int NZCount, int RangeCount, int ObjectSense, double ObjectConst, double* ObjectCoeffs, double* LowerBounds, double* UpperBounds, char* RowType, double* RHSValues, double* RangeValues, int* MatrixBegin, int* MatrixCount, int* MatrixIndex, double* MatrixValues, char** ColNames, char** RowNames, char* ObjectName);

SOLVAPI int CoinLoadInitValues(HPROB hProb, double* InitValues);

SOLVAPI int CoinLoadInteger(HPROB hProb, char* ColumnType);

SOLVAPI int CoinLoadPriority(HPROB hProb, int PriorCount, int* PriorIndex, int* PriorValues, int* BranchDir);

SOLVAPI int CoinLoadSemiCont(HPROB hProb, int* SemiCount, int* SemiIndex);

SOLVAPI int CoinLoadSos(HPROB hProb, int SosCount, int SosNZCount, int* SosType, int* SosPrior, int* SosBegin, int* SosIndex, double* SosRef);

SOLVAPI int CoinLoadQuadratic(HPROB hProb, int* QuadBegin, int* QuadCount, int* QuadIndex, double* QuadValues);

SOLVAPI int CoinLoadNonLinear(HPROB hProb, int NlpTreeCount, int NlpLineCount, int* NlpBegin, int* NlpOper, int* NlpArg1, int* NlpArg2, int* NlpIndex1, int* NlpIndex2, double* NlpValue1, double* NlpValue2);


SOLVAPI int CoinSetMsgLogCallback(HPROB hProb, MSGLOGCALLBACK MsgLogCallback);

SOLVAPI int CoinSetIterCallback(HPROB hProb, ITERCALLBACK IterCallback);

SOLVAPI int CoinSetMipNodeCallback(HPROB hProb, MIPNODECALLBACK MipNodeCallback);

SOLVAPI int CoinOptimizeProblem(HPROB hProb, int Method);

SOLVAPI int CoinGetSolutionStatus(HPROB hProb);

SOLVAPI int CoinGetSolutionText(HPROB hProb, int SolutionStatus, char* SolutionText, int buflen);

SOLVAPI double CoinGetObjectValue(HPROB hProb);

SOLVAPI double CoinGetMipBestBound(HPROB hProb);

SOLVAPI int CoinGetIterCount(HPROB hProb);

SOLVAPI int CoinGetMipNodeCount(HPROB hProb);

SOLVAPI int CoinGetSolutionValues(HPROB hProb, double* Activity, double* ReducedCost, double* SlackValues, double* ShadowPrice);

SOLVAPI int CoinGetSolutionRanges(HPROB hProb, double* ObjLoRange, double* ObjUpRange, double* RhsLoRange, double* RhsUpRange);

SOLVAPI int CoinGetSolutionBasis(HPROB hProb, int* ColStatus, double* RowStatus);

CoinMP C-API - Solving


SOLVAPI int CoinReadFile(HPROB hProb, int FileType, char* ReadFilename);

SOLVAPI int CoinWriteFile(HPROB hProb, int FileType, char* WriteFilename);

SOLVAPI int CoinOpenLogFile(HPROB hProb, char* LogFilename);

SOLVAPI int CoinCloseLogFile(HPROB hProb);

SOLVAPI int CoinGetOptionCount(HPROB hProb);

SOLVAPI int CoinGetOptionInfo(HPROB hProb, int OptionNr, int* OptionID, int* GroupType, int* OptionType, char* OptionName, char* ShortName, int buflen);

SOLVAPI int CoinGetIntOptionMinMax(HPROB hProb, int OptionNr, int* MinValue, int* MaxValue);

SOLVAPI int CoinSetRealOptionMinMax(HPROB hProb, int OptionNr, double* MinValue, double* MaxValue);

SOLVAPI int CoinGetIntOption(HPROB hProb, int OptionID);

SOLVAPI int CoinSetIntOption(HPROB hProb, int OptionID, int IntValue);

SOLVAPI double CoinGetRealOption(HPROB hProb, int OptionID);

SOLVAPI int CoinSetRealOption(HPROB hProb, int OptionID, double RealValue);

SOLVAPI int CoinGetStringOption(HPROB hProb, int OptionID, char* StringValue,

int buflen);

SOLVAPI int CoinSetStringOption(HPROB hProb, int OptionID, char* StringValue);

CoinMP C-API – File/Option Handling


SOLVAPI int CoinLoadStochStages(HPROB hProb, int StageCount, int* VarStages, int* ConStages, char** StageNames);

SOLVAPI int CoinLoadStochTree(int ScenCount, int TreeType, int* TreeData, int* TreeData2);

SOLVAPI int CoinLoadStochScen(HPROB hProb, int ScenCount, double* ProbData,

int *TreeStageStart, int* ProbData, int* ScenBegin, int RandomCount,

int *RandomCol, int *RandomRow, double *RandomData, char** ScenNames);

SOLVAPI int CoinLoadStochIndep(HPROB hProb, int IndepCount, int* RandomCol, int* RandomRow, int* OutcomeCounts, int EventCount, double *ProbData,

double *RandomData, char** IndepNames, char** OutcomeNames, char** EventNames);

SOLVAPI int CoinLoadStochBlocks(HPROB hProb, int IndepCount, int* OutcomeCounts, int EventCount, double *ProbData, int* RandomCol, int* RandomRow, double *RandomData, char** IndepNames, char** OutcomeNames, char** EventNames);

CoinMP C-API – Stochastic


New Release 1.6 of CoinMP

• New additions to the CoinMP API Interface• String arguments• Additional Option functions• Attribute handling (Gurobi style)

• CoinMP.cpp broken into separate modules:• CoinProblem.c• CoinOption.c• CoinAttr.c• CoinSolver.c• CoinCbc.cpp (driver)• CoinResult.c

• Preparations for the ability to support additional solvers• New example codes for Visual Basic, C#, and Java


Future Release 2.0 of CoinMP

• Add new solver drivers to CoinMP• OSI (DyLP, Volume, etc.)• Symphony• SMI (Stochastic)• IPOPT• CppAD• OS• Other

• Ability to switch between different solvers• Challenges

• More dependencies (checkout / compile)• Third-party libraries (Blas, HSL, Lapack, Mumps)• Complicates the release cycle (coordination issues)

seminar: coinmp - open source solver - nov 2011

Documents