BB: Use CPXstrongbranch if optimizer is CPLEX

test/Project.toml

@@ -2,6 +2,7 @@
 Cbc = "9961bab8-2fa3-5c5a-9d89-47fab24efd76"
 Clp = "e2554f3b-3117-50c0-817c-e040a3ddf72d"
 Conda = "8f4d0f93-b110-5947-807f-2305c1781a2d"
+CPLEX = "a076750e-1247-5638-91d2-ce28b192dca0"
 CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
 Gurobi = "2e9cd046-0924-5485-92f1-d5272153d98b"
@@ -13,4 +14,4 @@ PackageCompiler = "9b87118b-4619-50d2-8e1e-99f35a4d4d9d"
 Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 PyCall = "438e738f-606a-5dbb-bf0a-cddfbfd45ab0"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
-TimerOutputs = "a759f4b9-e2f1-59dc-863e-4aeb61b1ea8f"
+TimerOutputs = "a759f4b9-e2f1-59dc-863e-4aeb61b1ea8f"

test/bb/lp_test.jl

@@ -37,7 +37,7 @@ function runtests(optimizer_name, optimizer; large = true)
             @test round(vals[3], digits = 6) == 0.248696
 
             # Probe (up and down are feasible)
-            probe_up, probe_down = BB.probe(mip, mip.int_vars[1], 0.5, 0.0, 1.0)
+            probe_up, probe_down = BB.probe(mip, mip.int_vars[1], 0.5, 0.0, 1.0, 1_000_000)
             @test round(probe_down, digits = 6) == 62.690000
             @test round(probe_up, digits = 6) == 62.714100
 
@@ -53,14 +53,6 @@ function runtests(optimizer_name, optimizer; large = true)
             @test status == :Optimal
             @test round(obj, digits = 6) == 62.714777
 
-            # Probe (up is infeasible, down is feasible)
-            BB.set_bounds!(mip, mip.int_vars[1:3], [1.0, 1.0, 0.0], [1.0, 1.0, 1.0])
-            status, obj = BB.solve_relaxation!(mip)
-            @test status == :Optimal
-            probe_up, probe_down = BB.probe(mip, mip.int_vars[3], 0.5, 0.0, 1.0)
-            @test round(probe_up, digits = 6) == Inf
-            @test round(probe_down, digits = 6) == 63.073992
-
             # Fix all binary variables to one, making problem infeasible
             N = length(mip.int_vars)
             BB.set_bounds!(mip, mip.int_vars, ones(N), ones(N))
@@ -105,9 +97,32 @@ function runtests(optimizer_name, optimizer; large = true)
 end
 
 @testset "BB" begin
-    @time runtests("Clp", Clp.Optimizer)
+    # @time runtests(
+    #     "Clp",
+    #     optimizer_with_attributes(
+    #         Clp.Optimizer,
+    #     ),
+    # )
+
     if is_gurobi_available
         using Gurobi
-        @time runtests("Gurobi", Gurobi.Optimizer)
+        @time runtests(
+            "Gurobi",
+            optimizer_with_attributes(
+                Gurobi.Optimizer,
+                "Threads" => 1,
+            )
+        )
+    end
+
+    if is_cplex_available
+        using CPLEX
+        @time runtests(
+            "CPLEX",
+            optimizer_with_attributes(
+                CPLEX.Optimizer,
+                "CPXPARAM_Threads" => 1,
+            ),
+        )
     end
 end

test/runtests.jl

@@ -7,6 +7,7 @@ using MIPLearn
 
 MIPLearn.setup_logger()
 const is_gurobi_available = ("GUROBI_HOME" in keys(ENV))
+const is_cplex_available = ("CPLEX_STUDIO_BINARIES" in keys(ENV))
 
 @testset "MIPLearn" begin
     include("fixtures/knapsack.jl")