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MibS (Mixed Integer Bilevel Stochastic Solver) 2.0

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Binary packages are available for some platforms from Bintray.

Cite

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DESCRIPTION

MibS is a solver for stochastic mixed integer bilevel linear optimization problems. For an introduction to bilevel optimization, see this slide deck. A somewhat outdated but still useful introduction to MibS is here. A paper that contains a complete technical description of the algorithms in MibS is here.

SUPPORTED PLATFORMS

MiBS should work on all major patforms (OS X, Linux, and Windows), though the software is in active development and most recent testing has been on Linux.

DEPENDENCIES

MibS depends on the CHiPPS, Cbc, and [SYMPHONY] (https://projects.coin-or.org/SYMPHONY) projects of COIN-OR. If you already have these installed, you can build and link MibS against the installed version. Otherwise, by following the instruction below, you'll be able to download, build, and install all dependencies.

BUILDING AND INSTALLING

Most Linux distributions come with all the required tools installed. To obtain the source code, the first step is to get the installer that will then fetch the source for MibS and all its dependencies. You do not need to clone the repository first, just do the following! Open a terminal and execute

git clone https://www.github.com/coin-or/coinbrew

Next, to check out source code for and build all the necessary projects (including dependencies), execute the script in the coinbrew subdirectory. To execute the script, do

cd coinbrew
chmod u+x coinbrew
./coinbrew

(Note: The chmod command is only needed if the execute permission is not automatically set by git on cloning). Once you run the script, you will be prompted interactively to select a project to fetch and build. The rest should happen automagically. Alternatively, the following command-line incantation will execute the procedure non-interactively.

./coinbrew fetch --no-prompt MibS:stable/x.y
./coinbrew build --no-prompt MibS --prefix=/path/to/install/dir
./coinbrew install MibS

Note that the prefix specified above is the directory where the packages will be installed. If the specified prefix is writable, then all packages will be automatically installed immediately after building. If no prefix is specified, the package will be installed in the directory dist/. Options that would have been passed to the configure script under the old build system can simply be added to the command-line. For example, to build with debugging symbols, do

./coinbrew build --no-prompt MibS --prefix=/path/to/install/dir --enable-debug

To get help with additional options available in running the script, do

./coinbrew --help

After installation, you will also need to add /path/to/install/dir/bin to your PATH variable in your .bashrc and also add /path/to/install/dir/lib to your LD_LIBRARY_PATH if you want to link to COIN libraries.

Building on Windows (MSys2/CYGWIN and MinGW/MSVC)

By far, the easiest way to build on Windows is with the GNU autotools and the GCC compilers. The first step is to install either

If you don't already have CYGWIN installed and don't want to fool around with WSL (which is a great option if you already know your way around Unix), it is recommended to use MSys2, since it provides a minimal toolset that is easy to install. To get MSys2, either download the installer here or download and unzip MSys2 base from here (this is an out-of-date version, there may be a better place to get an archive version).

Following any of the above steps, you should have the bash command (with Msys2, be sure to run msys2_shell.bat or manually add msys64\usr\bin, msys64\mingw32\bin, and msys64\mingw64\bin to your Windows path).

Once you have bash installed and in your PATH, open a Windows terminal and type

bash
pacman -S make wget tar patch dos2unix diffutils git svn
git clone https://www.github.com/coin-or/coinbrew

Next, to check out source code for and build all the necessary projects (including dependencies), execute the script in the COIN-OR-OptimizationSuite subdirectory. To execute the script, do

cd coinbrew
chmod u+x coinbrew
./coinbrew

(Note: The chmod command is only needed if the execute permission is not automatically set by git on cloning). Once you run the script, you will be prompted interactively to select a project to fetch and build. The rest should happen automagically. Alternatively, the following command-line incantation will execute the procedure non-interactively.

./coinbrew fetch --no-prompt MibS:stable/x.y
./coinbrew build --no-prompt MibS --prefix=C:\path\to\install\dir
./coinbrew install MibS

Note that the prefix specified above is the directory where the packages will be installed. If the specified prefix is writable, then all packages will be automatically installed immediately after building. If no prefix is specified, the package will be installed in the directory dist/. Options that would have been passed to the configure script under the old build system can simply be added to the command-line. For example, to build with debugging symbols, do

./coinbrew build --no-prompt MibS --prefix=C:\path\to\install\dir --enable-debug

To get help with additional options available in running the script, do

./coinbrew --help

To use the resulting binaries and/or libraries, you will need to add the full path of the directory build\bin to your Windows executable search PATH, or, alternatively, copy the conents of the build directory to C:\Program Files (x86)\MibS and add the directory C:\Program Files (x86)\MibS\bin to your Windows executable search PATH. You may also consider adding C:\Program Files (x86)\MibS\lib to the LIB path and C:\Program Files (x86)\MibS\include to the INCLUDE path.

It is possible to use almost the exact same commands to build with the Visual Studio compilers. Before doing any of the above commands in the Windows terminal, first run the vcvarsall.bat script for your version of Visual Studio. Note that you will also need a compatible Fortran compiler if you want to build any projects requiring Fortran (ifort is recommended, but not free). Then follow all the steps above, but replace the build command with

./coinbrew build --no-prompt MibS --prefix=C:\path\to\install\dir --enable-msvc

Building on OS X

OS X is a Unix-based OS and ships with many of the basic components needed to build COIN-OR, but it's missing some things. For examples, the latest versions of OS X come with the clang compiler but no Fortran compiler. You may also be missing the wget utility and subversion and git clients (needed for obtaining source code). The easiest way to get these missing utilitites is to install Homebrew (see http://brew.sh). After installation, open a terminal and do

brew install gcc wget svn git

To obtain the source code, the first step is to get the installer that will then fetch the source for MibS and all its dependencies. You do not need to clone MibS first, just do the following! Open a terminal and execute

git clone https://www.github.com/coin-or/coinbrew

Next, to check out source code for and build all the necessary projects (including dependencies), execute the script in the coinbrew subdirectory. To execute the script, do

cd coinbrew
chmod u+x coinbrew
./coinbrew

(Note: The chmod command is only needed if the execute permission is not automatically set by git on cloning). Once you run the script, you will be prompted interactively to select a project to fetch and build. The rest should happen automagically. Alternatively, the following command-line incantation will execute the procedure non-interactively.

./coinbrew fetch --no-prompt MibS:stable/x.y
./coinbrew build --no-prompt MibS --prefix=/path/to/install/dir
./coinbrew install MibS

Note that the prefix specified above is the directory where the packages will be installed. If the specified prefix is writable, then all packages will be automatically installed immediately after building. If no prefix is specified, the package will be installed in the directory dist/. Options that would have been passed to the configure script under the old build system can simply be added to the command-line. For example, to build with debugging symbols, do

./coinbrew build --no-prompt MibS --prefix=/path/to/install/dir --enable-debug

To get help with additional options available in running the script, do

./coinbrew --help

After installation, you will also need to add /path/to/install/dir/bin to your PATH variable in your .bashrc and also add /path/to/install/dir/lib to your DYLD_LIBRARY_PATH if you want to link to COIN libraries.

USING

To solve a deterministic mixed integer bilevel linear optimization problem, you must provide both an MPS file and an auxiliary information file that specifies which variables and constraints are associated with the each level (see here). Then call mibs like this:

<build_or_install_dir>/bin/mibs -Alps_instance file.mps -MibS_auxiliaryInfoFile aux_file.txt

It is also possible to specify additional settings in a parameter file with, e.g.,

<build_or_install_dir>/bin/mibs -param <build_or_install_dir>/MibS/src/mibs.par

MibS has many parameters. See the example parameter file mibs.par and the header file MibParams.hpp for explanations. You can also find a detailed description of MibS here. Furthermore, to conduct the experiments illustrated in this report, see the README file in the directory scripts.

MibS is also capable of solving two-stage mixed integer stochastic bilevel linear optimization problems. To solve these problems, there are two ways:

  • You must provide an MPS file, a time file and a stoch file in the same way as the SMPS format. The second-stage objective coefficients should be defined at the end of the time file (see here). Then call mibs like this:
<build_or_install_dir>/bin/mibs -Alps_instance file.mps -MibS_auxiliaryTimFile file.tim -MibS_auxiliaryStoFile file.sto -MibS_stochasticityType stochasticWithoutSAA -MibS_isSMPSFormat 1 -MibS_isA2Random 1

The parameter MibS_isA2Random should be set to 0 in case the coefficients of the first-stage variables in the second-stage problem are not random variables.

  • You must provide an MPS file and an auxiliary information file in the same way as deterministic bilevel problems. The probability distributions of the random variables also should be specified by setting the values of corresponding parameters (MibS currently supports only the discrete uniform distribution). For a sample parameter file, see src\mibsStochastic.par.in.

HELP

Please post questions and issues to the github project page for MibS.

ACKNOWLEDGEMENT

MibS was developed with support from

  • National Science Foundation (Grants CMMI-1435453 and CMMI-0728011)
  • Lehigh University
  • Zuse Institute Berlin
  • Research Campus Modal "Mathematical Optimization and Data Analysis Laboratories" funded by the German Federal Ministry of Education and Research (BMBF Grant 05M14ZAM) and by the DFG SFB/Transregio 154

http://github.com/coin-or/MibS

Enjoy!