CPLEX_OPTIONS Sets options for CPLEX.
OPT = CPLEX_OPTIONS
OPT = CPLEX_OPTIONS(OVERRIDES)
OPT = CPLEX_OPTIONS(OVERRIDES, FNAME)
OPT = CPLEX_OPTIONS(OVERRIDES, MPOPT)
Sets the values for the options struct normally passed to
CPLEXOPTIMSET.
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.simplex.tolerances.feasibility
verbose - used to set opt.barrier.display,
opt.conflict.display, opt.mip.display, opt.sifting.display,
opt.simplex.display, opt.tune.display
cplex.lpmethod - used to set opt.lpmethod
cplex.qpmethod - used to set opt.qpmethod
cplex.opts - struct containing values to use as OVERRIDES
cplex.opt_fname - name of user-supplied function used as FNAME,
except with calling syntax:
MODIFIED_OPT = FNAME(DEFAULT_OPT, MPOPT);
cplex.opt - numbered user option function, if and only if
cplex.opt_fname is empty and cplex.opt is non-zero, the value
of cplex.opt_fname is generated by appending cplex.opt to
'cplex_user_options_' (for backward compatibility with old
MATPOWER option CPLEX_OPT).
Output is an options struct to pass to CPLEXOPTIMSET.
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 cplex.opt_fname or cplex.opt) is called
2. cplex.opts (if not empty) are applied
3. OVERRIDES are applied
Example:
If cplex.opt = 3, then after setting the default CPLEX options,
CPLEX_OPTIONS will execute the following user-defined function
to allow option overrides:
opt = cplex_user_options_3(opt, mpopt);
The contents of cplex_user_options_3.m, could be something like:
function opt = cplex_user_options_3(opt, mpopt)
opt.threads = 2;
opt.simplex.refactor = 1;
opt.timelimit = 10000;
For details on the available options, see the "Parameters of CPLEX"
section of the CPLEX documentation at:
http://www.ibm.com/support/knowledgecenter/SSSA5P
See also CPLEXLP, CPLEXQP, MPOPTION.0001 function opt = cplex_options(overrides, mpopt) 0002 %CPLEX_OPTIONS Sets options for CPLEX. 0003 % 0004 % OPT = CPLEX_OPTIONS 0005 % OPT = CPLEX_OPTIONS(OVERRIDES) 0006 % OPT = CPLEX_OPTIONS(OVERRIDES, FNAME) 0007 % OPT = CPLEX_OPTIONS(OVERRIDES, MPOPT) 0008 % 0009 % Sets the values for the options struct normally passed to 0010 % CPLEXOPTIMSET. 0011 % 0012 % Inputs are all optional, second argument must be either a string 0013 % (FNAME) or a struct (MPOPT): 0014 % 0015 % OVERRIDES - struct containing values to override the defaults 0016 % FNAME - name of user-supplied function called after default 0017 % options are set to modify them. Calling syntax is: 0018 % MODIFIED_OPT = FNAME(DEFAULT_OPT); 0019 % MPOPT - MATPOWER options struct, uses the following fields: 0020 % opf.violation - used to set opt.simplex.tolerances.feasibility 0021 % verbose - used to set opt.barrier.display, 0022 % opt.conflict.display, opt.mip.display, opt.sifting.display, 0023 % opt.simplex.display, opt.tune.display 0024 % cplex.lpmethod - used to set opt.lpmethod 0025 % cplex.qpmethod - used to set opt.qpmethod 0026 % cplex.opts - struct containing values to use as OVERRIDES 0027 % cplex.opt_fname - name of user-supplied function used as FNAME, 0028 % except with calling syntax: 0029 % MODIFIED_OPT = FNAME(DEFAULT_OPT, MPOPT); 0030 % cplex.opt - numbered user option function, if and only if 0031 % cplex.opt_fname is empty and cplex.opt is non-zero, the value 0032 % of cplex.opt_fname is generated by appending cplex.opt to 0033 % 'cplex_user_options_' (for backward compatibility with old 0034 % MATPOWER option CPLEX_OPT). 0035 % 0036 % Output is an options struct to pass to CPLEXOPTIMSET. 0037 % 0038 % There are multiple ways of providing values to override the default 0039 % options. Their precedence and order of application are as follows: 0040 % 0041 % With inputs OVERRIDES and FNAME 0042 % 1. FNAME is called 0043 % 2. OVERRIDES are applied 0044 % With inputs OVERRIDES and MPOPT 0045 % 1. FNAME (from cplex.opt_fname or cplex.opt) is called 0046 % 2. cplex.opts (if not empty) are applied 0047 % 3. OVERRIDES are applied 0048 % 0049 % Example: 0050 % 0051 % If cplex.opt = 3, then after setting the default CPLEX options, 0052 % CPLEX_OPTIONS will execute the following user-defined function 0053 % to allow option overrides: 0054 % 0055 % opt = cplex_user_options_3(opt, mpopt); 0056 % 0057 % The contents of cplex_user_options_3.m, could be something like: 0058 % 0059 % function opt = cplex_user_options_3(opt, mpopt) 0060 % opt.threads = 2; 0061 % opt.simplex.refactor = 1; 0062 % opt.timelimit = 10000; 0063 % 0064 % For details on the available options, see the "Parameters of CPLEX" 0065 % section of the CPLEX documentation at: 0066 % 0067 % http://www.ibm.com/support/knowledgecenter/SSSA5P 0068 % 0069 % See also CPLEXLP, CPLEXQP, MPOPTION. 0070 0071 % MP-Opt-Model 0072 % Copyright (c) 2010-2020, Power Systems Engineering Research Center (PSERC) 0073 % by Ray Zimmerman, PSERC Cornell 0074 % 0075 % This file is part of MP-Opt-Model. 0076 % Covered by the 3-clause BSD License (see LICENSE file for details). 0077 % See https://github.com/MATPOWER/mp-opt-model for more info. 0078 0079 %%----- initialization and arg handling ----- 0080 %% defaults 0081 verbose = 1; 0082 feastol = 1e-6; 0083 fname = ''; 0084 0085 %% second argument 0086 if nargin > 1 && ~isempty(mpopt) 0087 if ischar(mpopt) %% 2nd arg is FNAME (string) 0088 fname = mpopt; 0089 have_mpopt = 0; 0090 else %% 2nd arg is MPOPT (MATPOWER options struct) 0091 have_mpopt = 1; 0092 %% (make default opf.violation correspond to default CPLEX feastol) 0093 feastol = mpopt.opf.violation/5; 0094 verbose = mpopt.verbose; 0095 if isfield(mpopt.cplex, 'opt_fname') && ~isempty(mpopt.cplex.opt_fname) 0096 fname = mpopt.cplex.opt_fname; 0097 elseif mpopt.cplex.opt 0098 fname = sprintf('cplex_user_options_%d', mpopt.cplex.opt); 0099 end 0100 end 0101 else 0102 have_mpopt = 0; 0103 end 0104 0105 %%----- set default options for CPLEX ----- 0106 opt = struct( ... 0107 'simplex', struct('tolerances', struct('feasibility', feastol)), ... 0108 'output', struct('clonelog', -1) ... 0109 ); 0110 0111 %% printing 0112 if verbose > 2 0113 opt.display = 'iter'; 0114 elseif verbose > 1 0115 opt.display = 'on'; 0116 elseif verbose > 0 0117 opt.display = 'off'; 0118 end 0119 0120 %% solution algorithm 0121 if have_mpopt 0122 opt.lpmethod = mpopt.cplex.lpmethod; 0123 opt.qpmethod = mpopt.cplex.qpmethod; 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 have_mpopt && isfield(mpopt.cplex, 'opts') && ~isempty(mpopt.cplex.opts) 0137 opt = nested_struct_copy(opt, mpopt.cplex.opts); 0138 end 0139 if nargin > 0 && ~isempty(overrides) 0140 opt = nested_struct_copy(opt, overrides); 0141 end 0142 0143 0144 %-------------------------- Default Options Struct -------------------------- 0145 % as returned by ... 0146 % >> opt = cplexoptimset('cplex') 0147 % 0148 % opt = 0149 % advance: 1 0150 % barrier: [1x1 struct] 0151 % algorithm: 0 0152 % colnonzeros: 0 0153 % convergetol: 1.0000e-08 0154 % crossover: 0 0155 % display: 1 0156 % limits: [1x1 struct] 0157 % corrections: -1 0158 % growth: 1.0000e+12 0159 % iteration: 9.2234e+18 0160 % objrange: 1.0000e+20 0161 % ordering: 0 0162 % qcpconvergetol: 1.0000e-07 0163 % startalg: 1 0164 % clocktype: 2 0165 % conflict: [1x1 struct] 0166 % display: 1 0167 % diagnostics: 'off' 0168 % emphasis: [1x1 struct] 0169 % memory: 0 0170 % mip: 0 0171 % numerical: 0 0172 % exportmodel: '' 0173 % feasopt: [1x1 struct] 0174 % mode: 0 0175 % tolerance: 1.0000e-06 0176 % lpmethod: 0 0177 % mip: [1x1 struct] 0178 % cuts: [1x1 struct] 0179 % cliques: 0 0180 % covers: 0 0181 % disjunctive: 0 0182 % flowcovers: 0 0183 % gomory: 0 0184 % gubcovers: 0 0185 % implied: 0 0186 % mcfcut: 0 0187 % mircut: 0 0188 % pathcut: 0 0189 % zerohalfcut: 0 0190 % display: 2 0191 % interval: 0 0192 % limits: [1x1 struct] 0193 % aggforcut: 3 0194 % auxrootthreads: 0 0195 % cutpasses: 0 0196 % cutsfactor: 4 0197 % eachcutlimit: 2.1000e+09 0198 % gomorycand: 200 0199 % gomorypass: 0 0200 % nodes: 9.2234e+18 0201 % polishtime: 0 0202 % populate: 20 0203 % probetime: 1.0000e+75 0204 % repairtries: 0 0205 % solutions: 9.2234e+18 0206 % strongcand: 10 0207 % strongit: 0 0208 % submipnodelim: 500 0209 % treememory: 1.0000e+75 0210 % ordertype: 0 0211 % polishafter: [1x1 struct] 0212 % absmipgap: 0 0213 % mipgap: 0 0214 % nodes: 9.2234e+18 0215 % solutions: 9.2234e+18 0216 % time: 1.0000e+75 0217 % pool: [1x1 struct] 0218 % absgap: 1.0000e+75 0219 % capacity: 2.1000e+09 0220 % intensity: 0 0221 % relgap: 1.0000e+75 0222 % replace: 0 0223 % strategy: [1x1 struct] 0224 % backtrack: 0.9999 0225 % bbinterval: 7 0226 % branch: 0 0227 % dive: 0 0228 % file: 1 0229 % fpheur: 0 0230 % heuristicfreq: 0 0231 % kappastats: 0 0232 % lbheur: 0 0233 % miqcpstrat: 0 0234 % nodeselect: 1 0235 % order: 1 0236 % presolvenode: 0 0237 % probe: 0 0238 % rinsheur: 0 0239 % search: 0 0240 % startalgorithm: 0 0241 % subalgorithm: 0 0242 % variableselect: 0 0243 % tolerances: [1x1 struct] 0244 % absmipgap: 1.0000e-06 0245 % integrality: 1.0000e-05 0246 % lowercutoff: -1.0000e+75 0247 % mipgap: 1.0000e-04 0248 % objdifference: 0 0249 % relobjdifference: 0 0250 % uppercutoff: 1.0000e+75 0251 % output: [1x1 struct] 0252 % clonelog: 1 0253 % intsolfileprefix: '' 0254 % mpslong: 1 0255 % writelevel: 0 0256 % parallel: 0 0257 % preprocessing: [1x1 struct] 0258 % aggregator: -1 0259 % boundstrength: -1 0260 % coeffreduce: -1 0261 % dependency: -1 0262 % dual: 0 0263 % fill: 10 0264 % linear: 1 0265 % numpass: -1 0266 % presolve: 1 0267 % qpmakepsd: 1 0268 % reduce: 3 0269 % relax: -1 0270 % repeatpresolve: -1 0271 % symmetry: -1 0272 % qpmethod: 0 0273 % read: [1x1 struct] 0274 % apiencoding: '' 0275 % constraints: 30000 0276 % datacheck: 0 0277 % fileencoding: 'ISO-8859-1' 0278 % nonzeros: 250000 0279 % qpnonzeros: 5000 0280 % scale: 0 0281 % variables: 60000 0282 % sifting: [1x1 struct] 0283 % algorithm: 0 0284 % display: 1 0285 % iterations: 9.2234e+18 0286 % simplex: [1x1 struct] 0287 % crash: 1 0288 % dgradient: 0 0289 % display: 1 0290 % limits: [1x1 struct] 0291 % iterations: 9.2234e+18 0292 % lowerobj: -1.0000e+75 0293 % perturbation: 0 0294 % singularity: 10 0295 % upperobj: 1.0000e+75 0296 % perturbation: [1x1 struct] 0297 % indicator: 0 0298 % constant: 1.0000e-06 0299 % pgradient: 0 0300 % pricing: 0 0301 % refactor: 0 0302 % tolerances: [1x1 struct] 0303 % feasibility: 1.0000e-06 0304 % markowitz: 0.0100 0305 % optimality: 1.0000e-06 0306 % solutiontarget: 0 0307 % threads: 0 0308 % timelimit: 1.0000e+75 0309 % tune: [1x1 struct] 0310 % display: 1 0311 % measure: 1 0312 % repeat: 1 0313 % timelimit: 10000 0314 % workdir: '.' 0315 % workmem: 128