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CpxCuts: Make threads configurable; load warm start

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This commit is contained in:
Alinson S. Xavier
2023-01-25 10:44:23 -06:00
parent e9e5d8caf0
commit 339b20309a
1 changed files with 28 additions and 6 deletions
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34
src/Cuts/BlackBox/cplex.jl
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@@ -6,11 +6,28 @@ using CPLEX
using JuMP using JuMP
using HDF5 using HDF5
struct CplexBlackBoxCuts end Base.@kwdef struct CplexBlackBoxCuts
threads::Int = 1
end
function _add_mip_start!(env, lp, x::Vector{Float32})
rval = CPXaddmipstarts(
env,
lp,
1, # mcnt
length(x), # nzcnt
Cint[0], # beg
Cint[i - 1 for i = 1:length(x)], # varindices
Cdouble[xi for xi in x],
C_NULL, # effortlevel
C_NULL, # mipstartname
)
rval == 0 || error("CPXaddmipstarts failed: $rval")
end
function collect( function collect(
mps_filename::String, mps_filename::String,
::CplexBlackBoxCuts, method::CplexBlackBoxCuts,
)::Nothing )::Nothing
tempdir = mktempdir() tempdir = mktempdir()
isfile(mps_filename) || error("file not found: $mps_filename") isfile(mps_filename) || error("file not found: $mps_filename")
@@ -35,19 +52,24 @@ function collect(
# Parameter: Stop processing at the root node # Parameter: Stop processing at the root node
CPXsetintparam(env, CPX_PARAM_NODELIM, 0) CPXsetintparam(env, CPX_PARAM_NODELIM, 0)
# Parameter: Limit number of threads
CPXsetintparam(env, CPX_PARAM_THREADS, method.threads)
# Parameter: Make cutting plane generation more aggresive # Parameter: Make cutting plane generation more aggresive
CPXsetintparam(env, CPX_PARAM_FRACCUTS, 2) CPXsetintparam(env, CPX_PARAM_FRACCUTS, 2)
CPXsetintparam(env, CPX_PARAM_MIRCUTS, 2) CPXsetintparam(env, CPX_PARAM_MIRCUTS, 2)
CPXsetintparam(env, CPX_PARAM_ZEROHALFCUTS, 2) CPXsetintparam(env, CPX_PARAM_ZEROHALFCUTS, 2)
# CPXsetintparam(env, CPX_PARAM_AGGCUTLIM, 100)
# CPXsetintparam(env, CPX_PARAM_FRACCAND, 1000)
# CPXsetintparam(env, CPX_PARAM_FRACPASS, 100)
# CPXsetintparam(env, CPX_PARAM_GUBCOVERS, 100)
# Load problem # Load problem
lp = CPXcreateprob(env, status_p, "problem") lp = CPXcreateprob(env, status_p, "problem")
CPXreadcopyprob(env, lp, mps_filename, "mps") CPXreadcopyprob(env, lp, mps_filename, "mps")
# Load warm start
h5 = Hdf5Sample(h5_filename)
var_values = h5.get_array("mip_var_values")
h5.file.close()
_add_mip_start!(env, lp, var_values)
# Define callback # Define callback
function solve_callback(env, cbdata, wherefrom, cbhandle, useraction_p)::Int32 function solve_callback(env, cbdata, wherefrom, cbhandle, useraction_p)::Int32
nodelp_p = [CPXLPptr(0)] nodelp_p = [CPXLPptr(0)]