relationalai-oss / clp.jl

Interface to the Coin-OR Linear Programming solver (CLP)

Clp

Interface to the Clp linear programming solver. Provides a complete interface to the low-level C API, as well as an implementation of the solver-independent MathProgSolverInterface for efficiently solving sequences of linear programs. The Cbc julia package is used to provide the binary dependencies; see that package's README for supported platforms and installation instructions.

Using with MathProgBase

Clp provides a solver object that can be passed to linprog in MathProgBase (and used to create instances of the solver-independent AbstractMathProgModel type):

using Clp
using MathProgBase
linprog(..., ClpSolver(Option1=value1,Option2=value2,...))

see the MathProgBase documentation for further information.

Options are solver-dependent. The following options are the most useful (and well documented):

• PrimalTolerance - primal feasibility tolerance (default 1e-7)

• DualTolerance - dual feasibility tolerance (default 1e-7)

• DualObjectiveLimit - when using dual simplex (where the objective is monotonically changing), terminate when the objective exceeds this limit

• MaximumIterations - terminate after performing this number of simplex iterations

• MaximumSeconds - terminate after this many seconds have passed

• LogLevel - set to 1, 2, 3, or 4 for increasing output (default 0)

• PresolveType - set to 1 to disable presolve

• SolveType - choose the solution method:

  • 0 - dual simplex
  • 1 - primal simplex
  • 3 - barrier with crossover to optimal basis
  • 4 - barrier without crossover to optimal basis
  • 5 - automatic

• InfeasibleReturn - set to 1 to return as soon as the problem is found to be infeasible (by default, an infeasibility proof is computed as well)

Using the C interface

The low-level C interface is available in the ClpCInterface submodule:

using Clp.ClpCInterface

Using this interface is only recommended for advanced users. The Julia API is essentially a thin wrapper around the interface exported by Clp/src/Clp_C_Interface.h, which is documented in-line.