GUROBI_OPTIONS Sets options for GUROBI.
OPT = GUROBI_OPTIONS
OPT = GUROBI_OPTIONS(OVERRIDES)
OPT = GUROBI_OPTIONS(OVERRIDES, FNAME)
OPT = GUROBI_OPTIONS(OVERRIDES, MPOPT)
Sets the values for the options struct normally passed to GUROBI_MEX.
Inputs are all optional, second argument must be either a string
(FNAME) or a vector (MPOPT):
OVERRIDES - struct containing values to override the defaults
FNAME - name of user-supplied function called after default
options are set to modify them. Calling syntax is:
MODIFIED_OPT = FNAME(DEFAULT_OPT);
MPOPT - MATPOWER options vector, uses the following entries:
OPF_VIOLATION (16) - used to set opt.FeasibilityTol
VERBOSE (31) - used to set opt.DisplayInterval, opt.Display
GRB_METHOD (121) - used to set opt.Method
GRB_TIMELIMIT (122) - used to set opt.TimeLimit (seconds)
GRB_THREADS (123) - used to set opt.Threads
GRB_OPT (124) - user option file, if MPOPT(124) is non-zero
it is appended to 'gurobi_user_options_' to form the name of a
user-supplied function used as FNAME described above, except
with calling syntax:
MODIFIED_OPT = FNAME(DEFAULT_OPT, MPOPT);
Output is an options struct to pass to GUROBI_MEX.
Example:
If MPOPT(124) = 3, then after setting the default GUROBI options,
GUROBI_OPTIONS will execute the following user-defined function
to allow option overrides:
opt = gurobi_user_options_3(opt, mpopt);
The contents of gurobi_user_options_3.m, could be something like:
function opt = gurobi_user_options_3(opt, mpopt)
opt.OptimalityTol = 1e-9;
opt.IterationLimit = 3000;
opt.BarIterLimit = 200;
opt.Crossover = 0;
opt.Presolve = 0;
For details on the available options, see the "Parameters" section
of the "Gurobi Optimizer Reference Manual" at:
http://www.gurobi.com/doc/45/refman/
See also GUROBI_MEX, MPOPTION.0001 function opt = gurobi_options(overrides, mpopt) 0002 %GUROBI_OPTIONS Sets options for GUROBI. 0003 % 0004 % OPT = GUROBI_OPTIONS 0005 % OPT = GUROBI_OPTIONS(OVERRIDES) 0006 % OPT = GUROBI_OPTIONS(OVERRIDES, FNAME) 0007 % OPT = GUROBI_OPTIONS(OVERRIDES, MPOPT) 0008 % 0009 % Sets the values for the options struct normally passed to GUROBI_MEX. 0010 % 0011 % Inputs are all optional, second argument must be either a string 0012 % (FNAME) or a vector (MPOPT): 0013 % 0014 % OVERRIDES - struct containing values to override the defaults 0015 % FNAME - name of user-supplied function called after default 0016 % options are set to modify them. Calling syntax is: 0017 % MODIFIED_OPT = FNAME(DEFAULT_OPT); 0018 % MPOPT - MATPOWER options vector, uses the following entries: 0019 % OPF_VIOLATION (16) - used to set opt.FeasibilityTol 0020 % VERBOSE (31) - used to set opt.DisplayInterval, opt.Display 0021 % GRB_METHOD (121) - used to set opt.Method 0022 % GRB_TIMELIMIT (122) - used to set opt.TimeLimit (seconds) 0023 % GRB_THREADS (123) - used to set opt.Threads 0024 % GRB_OPT (124) - user option file, if MPOPT(124) is non-zero 0025 % it is appended to 'gurobi_user_options_' to form the name of a 0026 % user-supplied function used as FNAME described above, except 0027 % with calling syntax: 0028 % MODIFIED_OPT = FNAME(DEFAULT_OPT, MPOPT); 0029 % 0030 % Output is an options struct to pass to GUROBI_MEX. 0031 % 0032 % Example: 0033 % 0034 % If MPOPT(124) = 3, then after setting the default GUROBI options, 0035 % GUROBI_OPTIONS will execute the following user-defined function 0036 % to allow option overrides: 0037 % 0038 % opt = gurobi_user_options_3(opt, mpopt); 0039 % 0040 % The contents of gurobi_user_options_3.m, could be something like: 0041 % 0042 % function opt = gurobi_user_options_3(opt, mpopt) 0043 % opt.OptimalityTol = 1e-9; 0044 % opt.IterationLimit = 3000; 0045 % opt.BarIterLimit = 200; 0046 % opt.Crossover = 0; 0047 % opt.Presolve = 0; 0048 % 0049 % For details on the available options, see the "Parameters" section 0050 % of the "Gurobi Optimizer Reference Manual" at: 0051 % 0052 % http://www.gurobi.com/doc/45/refman/ 0053 % 0054 % See also GUROBI_MEX, MPOPTION. 0055 0056 % MATPOWER 0057 % $Id: gurobi_options.m,v 1.1 2011/07/05 20:34:58 cvs Exp $ 0058 % by Ray Zimmerman, PSERC Cornell 0059 % Copyright (c) 2010-2011 by Power System Engineering Research Center (PSERC) 0060 % 0061 % This file is part of MATPOWER. 0062 % See http://www.pserc.cornell.edu/matpower/ for more info. 0063 % 0064 % MATPOWER is free software: you can redistribute it and/or modify 0065 % it under the terms of the GNU General Public License as published 0066 % by the Free Software Foundation, either version 3 of the License, 0067 % or (at your option) any later version. 0068 % 0069 % MATPOWER is distributed in the hope that it will be useful, 0070 % but WITHOUT ANY WARRANTY; without even the implied warranty of 0071 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 0072 % GNU General Public License for more details. 0073 % 0074 % You should have received a copy of the GNU General Public License 0075 % along with MATPOWER. If not, see <http://www.gnu.org/licenses/>. 0076 % 0077 % Additional permission under GNU GPL version 3 section 7 0078 % 0079 % If you modify MATPOWER, or any covered work, to interface with 0080 % other modules (such as MATLAB code and MEX-files) available in a 0081 % MATLAB(R) or comparable environment containing parts covered 0082 % under other licensing terms, the licensors of MATPOWER grant 0083 % you additional permission to convey the resulting work. 0084 0085 %%----- initialization and arg handling ----- 0086 %% defaults 0087 verbose = 1; 0088 fname = ''; 0089 0090 %% second argument 0091 if nargin > 1 && ~isempty(mpopt) 0092 if ischar(mpopt) %% 2nd arg is FNAME (string) 0093 fname = mpopt; 0094 have_mpopt = 0; 0095 else %% 2nd arg is MPOPT (MATPOWER options vector) 0096 have_mpopt = 1; 0097 verbose = mpopt(31); %% VERBOSE 0098 if mpopt(124) %% GRB_OPT 0099 fname = sprintf('gurobi_user_options_%d', mpopt(124)); 0100 end 0101 end 0102 else 0103 have_mpopt = 0; 0104 end 0105 0106 %%----- set default options for CPLEX ----- 0107 % opt.OptimalityTol = 1e-6; 0108 % opt.Presolve = -1; %% -1 - auto, 0 - no, 1 - conserv, 2 - aggressive= 0109 % opt.LogFile = 'qps_gurobi.log'; 0110 if have_mpopt 0111 %% (make default OPF_VIOLATION correspond to default FeasibilityTol) 0112 opt.FeasibilityTol = mpopt(16)/5; %% OPF_VIOLATION 0113 opt.Method = mpopt(121); %% GRB_METHOD 0114 opt.TimeLimit = mpopt(122); %% GRB_TIMELIMIT 0115 opt.Threads = mpopt(123); %% GRB_THREADS 0116 else 0117 opt.Method = 1; %% dual simplex 0118 end 0119 opt.Display = min(verbose, 3); 0120 if verbose 0121 opt.DisplayInterval = 1; 0122 else 0123 opt.DisplayInterval = Inf; 0124 end 0125 0126 %%----- call user function to modify defaults ----- 0127 if ~isempty(fname) 0128 if have_mpopt 0129 opt = feval(fname, opt, mpopt); 0130 else 0131 opt = feval(fname, opt); 0132 end 0133 end 0134 0135 %%----- apply overrides ----- 0136 if nargin > 0 && ~isempty(overrides) 0137 names = fieldnames(overrides); 0138 for k = 1:length(names) 0139 opt.(names{k}) = overrides.(names{k}); 0140 end 0141 end