Extends COIN-OR's OsiCpx (linear cplex interface) to Second Order Cone Optimization problems
Switch branches/tags
Nothing to show
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Type Name Latest commit message Commit time
Failed to load latest commit information.
doxydoc
examples
src
LICENSE
Makefile.am
Makefile.in
README.md
acinclude.m4
aclocal.m4
compile.sh
config.guess
config.sub
configure
configure.ac
depcomp
get_dependencies.sh
install-sh
ltmain.sh
missing
osicplex-uninstalled.pc.in
osicplex.pc.in

README.md

OsiCplex

OsiCplex is a conic solver interface for Cplex solver. OsiCplex implements OsiConic interface, which extends Open Solver Interface (OSI) to second order conic optimization problems.

OsiCplex depends on CoinUtils, OSI and OsiConic. OsiCplex extends COIN-OR's linear Cplex interface OsiCpx.

OsiCplex is used by DisCO to solve mixed integer conic optimization problems.

Basic Usage

Following code snippet reads problem from an MPS file (an extended MPS format for second order cone problems) and solves it using Cplex.

#include <OsiCplexSolverInterface.hpp>

int main(int argc, char ** argv) {
  OsiConicSolverInterface * si = new OsiCplexSolverInterface();
  si->readMps(argv[1]);
  si->initialSolve();
  std::cout << "Optimal solution is " << si->getObjValue() << std::endl;
  delete si;
  return 0;
}

Currently only Mosek style MPS files are supported. You can find the complete example in the examples directory.

Install

Basic installation

OsiCplex is tested/works in Linux environment only for now. To install OsiCplex you need to have a Cplex solver with a valid license installed in your computer. You should compile OSI with Cplex first. You can do this with the following command.

./configure --prefix=build_dir --with-cplex-incdir=/cplex_include_dir --with-cplex-lib="-L/cplex_lib_dir -lcplex -lm -lpthread"
make install

First command configures OSI with Cplex. You need to replace build_dir for the directory that you want to install OSI. You need to replace cplex_include_dir and cplex_lib_dir with your Cplex directories. Second command install OSI to build_dir. Please see Osi documentation for details.

You need to configure CoinUtils and OsiConic the same way using the same build_dir.

Once Osi and other dependencies are installed you can install OsiCplex with the following command

./configure --prefix=build_dir && make install

OsiCplex configure script will find dependencies as long as you use same build_dir that you used during configuration of them.

Installation Instructions for Advanced Users

If you already have the dependencies somewhere else in your computer and you do not want to install them again, you are covered. First you need to make sure that dependencies can be found with package config (pkgconfig command). For this you need to add the directory that has .pc files of dependencies to your PKG_CONFIG_PATH. You can test whether the dependencies are accesible with pkg-config with the following command, pkg-config --cflags --libs osi-cplex.

Once the dependencies are accessible through pkg-config you can install OsiCplex by using regular configure, make and make install sequence. Configure script will find the dependencies through pkg-config and link OsiCplex to them.