Merge pull request #415 from JuliaOpt/msddefault

by default use MSD if MIP solver allows
jump-dev · Jul 20, 2018 · f39ad99 · f39ad99
2 parents a427d04 + c92d9f4
commit f39ad99
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Showing 5 changed files with 13 additions and 8 deletions.
diff --git a/examples/cardls.jl b/examples/cardls.jl
@@ -53,7 +53,7 @@ end
 Choose solvers and options
 =========================================================#
 
-mip_solver_drives = false
+mip_solver_drives = true
 rel_gap = 1e-5
 
 

diff --git a/src/conic_algorithm.jl b/src/conic_algorithm.jl
@@ -645,7 +645,7 @@ function MathProgBase.optimize!(m::PajaritoConicModel)
         m.new_incumb = false
         m.cache_dual = Dict{Vector{Float64},Vector{Float64}}()
 
-        if m.log_level > 1
+        if m.log_level >= 1
             @printf "\nStarting %s algorithm\n" (m.mip_solver_drives ? "MIP-solver-driven" : "iterative")
         end
         status_oa = m.mip_solver_drives ? solve_mip_driven!(m) : solve_iterative!(m)

diff --git a/src/solver.jl b/src/solver.jl
@@ -64,7 +64,7 @@ function PajaritoSolver(;
     timeout = Inf,
     rel_gap = 1e-5,
 
-    mip_solver_drives = false,
+    mip_solver_drives = nothing,
     mip_solver = UnsetSolver(),
     mip_subopt_solver = UnsetSolver(),
     mip_subopt_count = 0,
@@ -112,6 +112,11 @@ function PajaritoSolver(;
     if mip_solver == UnsetSolver()
         error("No MIP solver specified (set mip_solver)\n")
     end
+    if mip_solver_drives == nothing
+        mip_solver_drives = applicable(MathProgBase.setlazycallback!, MathProgBase.ConicModel(mip_solver), x -> x)
+    elseif mip_solver_drives && !applicable(MathProgBase.setlazycallback!, MathProgBase.ConicModel(mip_solver), x -> x)
+        error("MIP solver does not support callbacks (cannot set mip_solver_drives = true)")
+    end
 
     if viol_cuts_only == nothing
         # If user has not set option, default is true on MSD and false on iterative

diff --git a/test/conictest.jl b/test/conictest.jl
@@ -1063,7 +1063,7 @@ function run_sdpexp_misocp(mip_solver_drives, mip_solver, cont_solver, log_level
         testname = "SOC eig cuts (Dopt)"
         probname = "expsdp_optimalD"
         @testset "$testname" begin
-            solver = PajaritoSolver(timeout=120., mip_solver=mip_solver, cont_solver=cont_solver, log_level=log_level, sdp_eig=true, sdp_soc=true, prim_cut_feas_tol=1e-7, cut_zero_tol=1e-8)
+            solver = PajaritoSolver(timeout=120., mip_solver_drives=mip_solver_drives, mip_solver=mip_solver, cont_solver=cont_solver, log_level=log_level, sdp_eig=true, sdp_soc=true, prim_cut_feas_tol=1e-7, cut_zero_tol=1e-8)
 
             (status, time, objval, objbound, sol) = solve_cbf(testname, probname, solver, redirect)
 

diff --git a/test/runtests.jl b/test/runtests.jl
@@ -32,25 +32,25 @@ tol_gap = 0.0
 if glp
     solvers["MILP"]["GLPK"] = GLPKMathProgInterface.GLPKSolverMIP(msg_lev=GLPK.MSG_OFF, tol_int=tol_int, tol_bnd=tol_feas, mip_gap=tol_gap)
     if eco
-        solvers["MISOCP"]["Paj(GLPK+ECOS)"] = PajaritoSolver(mip_solver=GLPKMathProgInterface.GLPKSolverMIP(presolve=true, msg_lev=GLPK.MSG_OFF, tol_int=tol_int, tol_bnd=tol_feas/10, mip_gap=tol_gap), cont_solver=ECOS.ECOSSolver(verbose=false), log_level=0, rel_gap=1e-7)
+        solvers["MISOCP"]["Paj(GLPK+ECOS)"] = PajaritoSolver(mip_solver_drives=false, mip_solver=GLPKMathProgInterface.GLPKSolverMIP(presolve=true, msg_lev=GLPK.MSG_OFF, tol_int=tol_int, tol_bnd=tol_feas/10, mip_gap=tol_gap), cont_solver=ECOS.ECOSSolver(verbose=false), log_level=0, rel_gap=1e-7)
     end
 end
 if cpx
     solvers["MILP"]["CPLEX"] = solvers["MISOCP"]["CPLEX"] = CPLEX.CplexSolver(CPX_PARAM_SCRIND=0, CPX_PARAM_EPINT=tol_int, CPX_PARAM_EPRHS=tol_feas, CPX_PARAM_EPGAP=tol_gap)
     if mos
-        solvers["MISOCP"]["Paj(CPLEX+Mosek)"] = PajaritoSolver(mip_solver=CPLEX.CplexSolver(CPX_PARAM_SCRIND=0, CPX_PARAM_EPINT=tol_int, CPX_PARAM_EPRHS=tol_feas/10, CPX_PARAM_EPGAP=tol_gap), cont_solver=Mosek.MosekSolver(LOG=0), log_level=0, rel_gap=1e-7)
+        solvers["MISOCP"]["Paj(CPLEX+Mosek)"] = PajaritoSolver(mip_solver_drives=false, mip_solver=CPLEX.CplexSolver(CPX_PARAM_SCRIND=0, CPX_PARAM_EPINT=tol_int, CPX_PARAM_EPRHS=tol_feas/10, CPX_PARAM_EPGAP=tol_gap), cont_solver=Mosek.MosekSolver(LOG=0), log_level=0, rel_gap=1e-7)
     end
 end
 if grb
     solvers["MILP"]["Gurobi"] = solvers["MISOCP"]["Gurobi"] = Gurobi.GurobiSolver(OutputFlag=0, IntFeasTol=tol_int, FeasibilityTol=tol_feas, MIPGap=tol_gap)
     if mos
-        solvers["MISOCP"]["Paj(Gurobi+Mosek)"] = PajaritoSolver(mip_solver=Gurobi.GurobiSolver(OutputFlag=0, IntFeasTol=tol_int, FeasibilityTol=tol_feas/10., MIPGap=tol_gap), cont_solver=Mosek.MosekSolver(LOG=0), log_level=0, rel_gap=1e-7)
+        solvers["MISOCP"]["Paj(Gurobi+Mosek)"] = PajaritoSolver(mip_solver_drives=false, mip_solver=Gurobi.GurobiSolver(OutputFlag=0, IntFeasTol=tol_int, FeasibilityTol=tol_feas/10., MIPGap=tol_gap), cont_solver=Mosek.MosekSolver(LOG=0), log_level=0, rel_gap=1e-7)
     end
 end
 #if cbc
 #    solvers["MILP"]["CBC"] = Cbc.CbcSolver(logLevel=0, integerTolerance=tol_int, primalTolerance=tol_feas, ratioGap=tol_gap, check_warmstart=false)
 #    if eco
-#        solvers["MISOCP"]["Paj(CBC+ECOS)"] = PajaritoSolver(mip_solver=Cbc.CbcSolver(logLevel=0, integerTolerance=tol_int, primalTolerance=tol_feas/10, ratioGap=tol_gap, check_warmstart=false), cont_solver=ECOS.ECOSSolver(verbose=false), log_level=0, rel_gap=1e-6)
+#        solvers["MISOCP"]["Paj(CBC+ECOS)"] = PajaritoSolver(mip_solver_drives=false, mip_solver=Cbc.CbcSolver(logLevel=0, integerTolerance=tol_int, primalTolerance=tol_feas/10, ratioGap=tol_gap, check_warmstart=false), cont_solver=ECOS.ECOSSolver(verbose=false), log_level=0, rel_gap=1e-6)
 #    end
 #end
 # if try_import(:SCIP)