lp_setup(+NormConstraints, +Objective, ++ListOfOptions, -Handle)

NormConstraints

normalised constraints

Objective

Objective function: min(CostExpr) or max(CostExpr)

ListOfOptions

List of solver options

Handle

handle to solver state

Description

Create a new solver state for the set of constraints NormConstraints (see normalise_cstrs/3 for how to obtain a set of normalised constraints). Apart from the explicitly listed constraints, the variable's ranges will be taken into account as the variable bounds for the simplex algorithm. Undeclared variables are implicitly declared as reals (see reals/1 of the range library).

However, when variables have been declared integers (using ::/2 or integers/1 of the range library) that is not taken into account by the solver by default. This means that the solver will only work on the relaxed problem (ie. ignoring the integrality constraints), unless specified otherwise in the options.

LinearExpr in Objective is a linear expression (or quadratic if supported by the external solver).

Options is a list of options (see below).

A solver-handle Handle is returned which is used to refer to the solver subsequently.

The solver Options are:

method(+Method)

Use the specified method (default, primal, dual, net_primal, net_dual, barrier, barrier_primal, barrier_dual) to solve the problem. Note that some of the methods may not be available on all external solvers. When solving a MIP this specifies the start algorithm (the one that is used to solve the initial relaxation). See the external solver's manual for a description of these methods. The meaning of the default method depends on the external solver.

solution(+YesNo)

Make the solutions available each time the problem has been (re-)solved successfully. YesNo is one of the atoms yes or no, the default is yes.

dual_solution(+YesNo)

Make the dual solutions available each time the problem has been (re-)solved successfully. YesNo is one of the atoms yes or no, the default is no.

slack(+YesNo)

Make the constraint slacks available each time the problem has been (re-)solved successfully. YesNo is one of the atoms yes or no, the default is no.

reduced_cost(+YesNo)

Make the reduced costs available each time the problem has been (re-)solved successfully. YesNo is one of the atoms yes or no, the default is no.

keep_basis(+YesNo)

Store the basis each time the problem has been solved successfully, and use this basis as a starting point for re-solving next time. This option only affects performance. YesNo is one of the atoms yes or no, the default is no.

demon_tolerance(RealTol, IntTol)

Specify how far outside a variable's range an lp-solution can fall before lp_demon_setup/6 re-triggers. RealTol and IntTol are floats and default to 0.00001 and 0.5 respectively.

sos1(VarList)

VarList is a list of variables which the solver should treat as variables of a type 1 special ordered set (SOS), i.e. at most one of the variables in the set can be non-zero.

sos2(VarList)

VarList is a list of variables which the solver should treat as variables of a type 2 special ordered set (SOS), i.e. at most two of the variables in the set can be non-zero.

presolve(+YesNo)

Specify if the external solver should perform presolve for this problem. With presolving, the external solver will transform the problem before solving it. This can lead to significantly faster times to find solutions. However, as the problem has been transformed, some external solvers have restriction on accessing or changing the problem state. In addition, if the solver is repeatedly called because the problem is frequently modified, then presolve may not be an advantage. YesNo is one of the atoms yes or no, the default is determined by the global setting of presolve, which can be changed via lp_set/2. The initial default is yes. Note that the presolve setting cannot be changed for a problem once it is set.

use_var_names(+YesNo)

Specify if variable names (set using set_var_name/2 of the var_name library) should be passed to the external solver. If a particular variable does not have a name, a solver's default name would be used. Note that for XPRESS-MP, there is a limit on the length of the name, which can be changed between 8 and 64 in steps of 8 with the parameter N_NAMLEN. Variable names longer than this limit are truncated to the limit. YesNo is one of the atoms yes or no, the default is no.

See Also