Merge pull request #120 from JuliaOpt/ml/effort

expose the effortlevel parameter through CplexSolver()

README.md

@@ -29,3 +29,9 @@ Note for windows
 ----------------
 
 Currently, CPLEX.jl is compatible only with 64-bit CPLEX and 64-bit Julia on Windows. CPLEX.jl attemps to automatically find the CPLEX library based on the ``CPLEX_STUDIO_BINARIES`` environmental variable set by the CPLEX installer.
+
+
+Parameters
+----------
+
+Solver parameters can be passed through the ``CplexSolver()`` object, e.g., ``CplexSolver(CPX_PARAM_EPINT=1e-8)``. Parameters match those of the CPLEX documentation. Additionally, the ``mipstart_effortlevel`` parameter can be used to tell CPLEX how much effort to put into turning warmstarts into feasible solutions, with possible values ``CPLEX.CPX_MIPSTART_AUTO``, ``CPLEX.CPX_MIPSTART_CHECKFEAS``, ``CPLEX.CPX_MIPSTART_SOLVEFIXED``, ``CPLEX.CPX_MIPSTART_SOLVEMIP``, ``CPLEX.CPX_MIPSTART_REPAIR``, and ``CPLEX.CPX_MIPSTART_NOCHECK``.

src/CplexSolverInterface.jl

@@ -9,9 +9,10 @@ type CplexMathProgModel <: AbstractLinearQuadraticModel
     incumbentcb
     infocb
     solvetime::Float64
+    mipstart_effortlevel::Cint
 end
 
-function CplexMathProgModel(;options...)
+function CplexMathProgModel(;mipstart_effortlevel::Cint = CPX_MIPSTART_AUTO, options...)
     env = Env()
     # set_param!(env, "CPX_PARAM_MIPCBREDLP", 0) # access variables in original problem, not presolved
     # set_param!(env, "CPX_PARAM_PRELINEAR", 0) # MAY NOT BE NECESSARY, only performs linear presolving so can recover original variables
@@ -20,7 +21,7 @@ function CplexMathProgModel(;options...)
         set_param!(env, string(name), value)
     end
 
-    m = CplexMathProgModel(Model(env), nothing, nothing, nothing, nothing, nothing, nothing, NaN)
+    m = CplexMathProgModel(Model(env), nothing, nothing, nothing, nothing, nothing, nothing, NaN, mipstart_effortlevel)
     return m
 end
 
@@ -289,7 +290,7 @@ getbasis(m::CplexMathProgModel) = get_basis(m.inner)
 function setwarmstart!(m::CplexMathProgModel, v)
     # This means that warm starts are ignored if you haven't called setvartype! first
     if m.inner.has_int
-        set_warm_start!(m.inner, v)
+        set_warm_start!(m.inner, v, m.mipstart_effortlevel)
     end
 end
 

src/cpx_model.jl

@@ -154,9 +154,9 @@ function set_obj!(model::Model, c::Vector)
     end
 end
 
-set_warm_start!(model::Model, x::Vector{Float64}) = set_warm_start!(model, Cint[1:length(x);], x)
+set_warm_start!(model::Model, x::Vector{Float64}, effortlevel::Integer = CPX_MIPSTART_AUTO) = set_warm_start!(model, Cint[1:length(x);], x, effortlevel)
 
-function set_warm_start!(model::Model, indx::IVec, val::FVec)
+function set_warm_start!(model::Model, indx::IVec, val::FVec, effortlevel::Integer)
     stat = @cpx_ccall(addmipstarts, Cint, (
                       Ptr{Void},
                       Ptr{Void},
@@ -168,7 +168,7 @@ function set_warm_start!(model::Model, indx::IVec, val::FVec)
                       Ptr{Cint},
                       Ptr{Ptr{Cchar}}
                       ),
-                      model.env.ptr, model.lp, 1, length(indx), Cint[0], indx.-1, val, Cint[CPX_MIPSTART_AUTO], C_NULL)
+                      model.env.ptr, model.lp, 1, length(indx), Cint[0], indx -Cint(1), val, Cint[effortlevel], C_NULL)
     if stat != 0
         throw(CplexError(model.env, stat))
     end