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.

Note: Some external solvers need to write temporary files when they are solving a problem. These are written to the temporary directory specified in ECLiPSe's tmp_dir setting (get_flag/2, set_flag/2).

The solver Options are:

integers(+ListOfVars)

Consider the specified variables to be integers (whether or not they have been declared such). This option will instruct the external solver to use its own MIP solver (ie. branch-and-bound search happens within the external solver) instead of just the Simplex.

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.

suboptimal_handler(+Goal)

Specifies a user defined goal Goal to handle the case when the external solver returned a suboptimal solution (because the problem was aborted). Goal would be run in place of raising the default eplex_suboptimal event.

unbounded_handler(+Goal)

Specifies a user defined goal Goal to handle the case when the problem is unbounded. Goal would be run in place of raising the default eplex_unknown event.

unknown_handler(+Goal)

Specifies a user defined goal Goal to handle the case when the external solver was not able to determine if the problem is unbounded or infeasible. Goal would be run in place of raising the default eplex_unknown event.

abort_handler(+Goal)

Specifies a user defined goal Goal to handle the case when the external solver aborted without finding any solution. Goal would be run in place of raising the default eplex_abort event.

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.

mip_use_copy(YesNo)

Some external solvers do not allow a MIP problem to be modified once the MIP search has been started. Eplex works around this problem by making a copy of the problem and solving that, so that the original problem can still be modified. This can be turned off to avoid the overhead of making this copy, in which case the MIP problem cannot be modified. This option is used only when solving a MIP problem, and the external solver does not allow a MIP problem to be modified; otherwise it is ignored. YesNo is one of the atoms yes or no, the default is yes so that the problem can be modified.

write_before_solve(Format,File)

This option is most useful for debugging purposes. If given, Eplex will ask the external solver to dump the problem each time the solver is invoked by calling lp_write/3. This allows the problem in an eplex_probe/2 or lp_probe/3 to be dumped. Format and File are simply passed to lp_write/3.

post_equality_when_unified(+YesNo)

This option determines if an equality constraint between two variables will be posted to the solver when these variables are unified. Setting YesNo to no means that the constraint will not be posted. Note that this can lead to the solver's problem becoming inconsistent with ECLiPSe's.

See Also