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

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.

Build Status

Clp

Installation

The package is registered in METADATA.jl and so can be installed with Pkg.add.

julia> Pkg.add("Clp")

Clp.jl will use BinaryProvider.jl to automatically install the Clp binaries.

Custom Installation

After Clp.jl is installed and built, you can replace the installed binary dependencies with custom builds by overwritting the binaries and libraries in Clp.jl's deps/usr folder. For instance, Julia v0.6 this can be achieved by running

./configure --prefix=$HOME/.julia/v0.6/Clp/deps/usr ...
make
make install

in Clp's source folder.

Note that the custom binaries will not be overwritten by subsequent builds of the currently installed version of Clp.jl. However, if Clp.jl is updated and the update includes new BinaryProvider versions of the Clp binaries, then the custom binaries will be overwritten by the new BinaryProvider versions.

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.