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BB: Use CPXstrongbranch if optimizer is CPLEX

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This commit is contained in:
Alinson S. Xavier
2022-09-07 13:01:40 -05:00
parent 04125131c6
commit 97a3b99acf
10 changed files with 112 additions and 29 deletions
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37
test/bb/lp_test.jl
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@@ -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