GUROBI_OPTIONS Sets options for GUROBI (version 5.x and greater).
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.
Inputs are all optional, second argument must be either a string
(FNAME) or a struct (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 struct, uses the following fields:
opf.violation - used to set opt.FeasibilityTol
verbose - used to set opt.DisplayInterval,
opt.OutputFlag, opt.LogToConsole
gurobi.method - used to set opt.Method
gurobi.timelimit - used to set opt.TimeLimit (seconds)
gurobi.threads - used to set opt.Threads
gurobi.opts - struct containing values to use as OVERRIDES
gurobi.opt_fname - name of user-supplied function used as FNAME,
except with calling syntax:
MODIFIED_OPT = FNAME(DEFAULT_OPT, MPOPT);
gurobi.opt - numbered user option function, if and only if
gurobi.opt_fname is empty and gurobi.opt is non-zero, the value
of gurobi.opt_fname is generated by appending gurobi.opt to
'gurobi_user_options_' (for backward compatibility with old
MATPOWER option GRB_OPT).
Output is a parameter struct to pass to GUROBI.
There are multiple ways of providing values to override the default
options. Their precedence and order of application are as follows:
With inputs OVERRIDES and FNAME
1. FNAME is called
2. OVERRIDES are applied
With inputs OVERRIDES and MPOPT
1. FNAME (from gurobi.opt_fname or gurobi.opt) is called
2. gurobi.opts (if not empty) are applied
3. OVERRIDES are applied
Example:
If gurobi.opt = 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.BarConvTol = 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/documentation/5.6/reference-manual/parameters
See also GUROBI, MPOPTION.0001 function opt = gurobi_options(overrides, mpopt) 0002 %GUROBI_OPTIONS Sets options for GUROBI (version 5.x and greater). 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. 0010 % 0011 % Inputs are all optional, second argument must be either a string 0012 % (FNAME) or a struct (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 struct, uses the following fields: 0019 % opf.violation - used to set opt.FeasibilityTol 0020 % verbose - used to set opt.DisplayInterval, 0021 % opt.OutputFlag, opt.LogToConsole 0022 % gurobi.method - used to set opt.Method 0023 % gurobi.timelimit - used to set opt.TimeLimit (seconds) 0024 % gurobi.threads - used to set opt.Threads 0025 % gurobi.opts - struct containing values to use as OVERRIDES 0026 % gurobi.opt_fname - name of user-supplied function used as FNAME, 0027 % except with calling syntax: 0028 % MODIFIED_OPT = FNAME(DEFAULT_OPT, MPOPT); 0029 % gurobi.opt - numbered user option function, if and only if 0030 % gurobi.opt_fname is empty and gurobi.opt is non-zero, the value 0031 % of gurobi.opt_fname is generated by appending gurobi.opt to 0032 % 'gurobi_user_options_' (for backward compatibility with old 0033 % MATPOWER option GRB_OPT). 0034 % 0035 % Output is a parameter struct to pass to GUROBI. 0036 % 0037 % There are multiple ways of providing values to override the default 0038 % options. Their precedence and order of application are as follows: 0039 % 0040 % With inputs OVERRIDES and FNAME 0041 % 1. FNAME is called 0042 % 2. OVERRIDES are applied 0043 % With inputs OVERRIDES and MPOPT 0044 % 1. FNAME (from gurobi.opt_fname or gurobi.opt) is called 0045 % 2. gurobi.opts (if not empty) are applied 0046 % 3. OVERRIDES are applied 0047 % 0048 % Example: 0049 % 0050 % If gurobi.opt = 3, then after setting the default GUROBI options, 0051 % GUROBI_OPTIONS will execute the following user-defined function 0052 % to allow option overrides: 0053 % 0054 % opt = gurobi_user_options_3(opt, mpopt); 0055 % 0056 % The contents of gurobi_user_options_3.m, could be something like: 0057 % 0058 % function opt = gurobi_user_options_3(opt, mpopt) 0059 % opt.OptimalityTol = 1e-9; 0060 % opt.BarConvTol = 1e-9; 0061 % opt.IterationLimit = 3000; 0062 % opt.BarIterLimit = 200; 0063 % opt.Crossover = 0; 0064 % opt.Presolve = 0; 0065 % 0066 % For details on the available options, see the "Parameters" section 0067 % of the "Gurobi Optimizer Reference Manual" at: 0068 % 0069 % http://www.gurobi.com/documentation/5.6/reference-manual/parameters 0070 % 0071 % See also GUROBI, MPOPTION. 0072 0073 % MATPOWER 0074 % $Id: gurobi_options.m 2242 2014-01-03 17:49:15Z ray $ 0075 % by Ray Zimmerman, PSERC Cornell 0076 % Copyright (c) 2010-2013 by Power System Engineering Research Center (PSERC) 0077 % 0078 % This file is part of MATPOWER. 0079 % See http://www.pserc.cornell.edu/matpower/ for more info. 0080 % 0081 % MATPOWER is free software: you can redistribute it and/or modify 0082 % it under the terms of the GNU General Public License as published 0083 % by the Free Software Foundation, either version 3 of the License, 0084 % or (at your option) any later version. 0085 % 0086 % MATPOWER is distributed in the hope that it will be useful, 0087 % but WITHOUT ANY WARRANTY; without even the implied warranty of 0088 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 0089 % GNU General Public License for more details. 0090 % 0091 % You should have received a copy of the GNU General Public License 0092 % along with MATPOWER. If not, see <http://www.gnu.org/licenses/>. 0093 % 0094 % Additional permission under GNU GPL version 3 section 7 0095 % 0096 % If you modify MATPOWER, or any covered work, to interface with 0097 % other modules (such as MATLAB code and MEX-files) available in a 0098 % MATLAB(R) or comparable environment containing parts covered 0099 % under other licensing terms, the licensors of MATPOWER grant 0100 % you additional permission to convey the resulting work. 0101 0102 %%----- initialization and arg handling ----- 0103 %% defaults 0104 verbose = 1; 0105 fname = ''; 0106 0107 %% second argument 0108 if nargin > 1 && ~isempty(mpopt) 0109 if ischar(mpopt) %% 2nd arg is FNAME (string) 0110 fname = mpopt; 0111 have_mpopt = 0; 0112 else %% 2nd arg is MPOPT (MATPOWER options struct) 0113 have_mpopt = 1; 0114 verbose = mpopt.verbose; 0115 if isfield(mpopt.gurobi, 'opt_fname') && ~isempty(mpopt.gurobi.opt_fname) 0116 fname = mpopt.gurobi.opt_fname; 0117 elseif mpopt.gurobi.opt 0118 fname = sprintf('gurobi_user_options_%d', mpopt.gurobi.opt); 0119 end 0120 end 0121 else 0122 have_mpopt = 0; 0123 end 0124 0125 %%----- set default options for Gurobi ----- 0126 % opt.OptimalityTol = 1e-6; 0127 % opt.Presolve = -1; %% -1 - auto, 0 - no, 1 - conserv, 2 - aggressive= 0128 % opt.LogFile = 'qps_gurobi.log'; 0129 if have_mpopt 0130 %% (make default opf.violation correspond to default FeasibilityTol) 0131 opt.FeasibilityTol = mpopt.opf.violation/5; 0132 opt.Method = mpopt.gurobi.method; 0133 opt.TimeLimit = mpopt.gurobi.timelimit; 0134 opt.Threads = mpopt.gurobi.threads; 0135 else 0136 opt.Method = -1; %% automatic 0137 end 0138 if verbose > 1 0139 opt.LogToConsole = 1; 0140 opt.OutputFlag = 1; 0141 if verbose > 2 0142 opt.DisplayInterval = 1; 0143 else 0144 opt.DisplayInterval = 100; 0145 end 0146 else 0147 opt.LogToConsole = 0; 0148 opt.OutputFlag = 0; 0149 end 0150 0151 %%----- call user function to modify defaults ----- 0152 if ~isempty(fname) 0153 if have_mpopt 0154 opt = feval(fname, opt, mpopt); 0155 else 0156 opt = feval(fname, opt); 0157 end 0158 end 0159 0160 %%----- apply overrides ----- 0161 if have_mpopt && isfield(mpopt.gurobi, 'opts') && ~isempty(mpopt.gurobi.opts) 0162 opt = nested_struct_copy(opt, mpopt.gurobi.opts); 0163 end 0164 if nargin > 0 && ~isempty(overrides) 0165 opt = nested_struct_copy(opt, overrides); 0166 end