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AmplNLWriter.jl

AmplNLWriter.jl is an interface between MathOptInterface.jl and AMPL-enabled solvers.

Development of AmplNLWriter.jl is community driven and has no official connection with the AMPL modeling language or AMPL Optimization Inc.

Build Status codecov

Installation

The package can be installed with Pkg.add.

import Pkg
Pkg.add("AmplNLWriter")

Usage

To call Ipopt via AmplNLWriter.jl, use:

using JuMP, AmplNLWriter, Ipopt_jll
model = Model(() -> AmplNLWriter.Optimizer(Ipopt_jll.amplexe))

# or equivalently

model = Model() do
    AmplNLWriter.Optimizer(Ipopt_jll.amplexe)
end

Replace Ipopt_jll with Bonmin_jll or Couenne_jll as appropriate.

Note: the _jll packages require Julia 1.3 or later. Bonmin_jll and Couenne_jll are currently broken on Linux.

You can also pass a string pointing to an AMPL-compatible solver executable. For example, if the bonmin executable is on the system path, use:

using JuMP, AmplNLWriter
model = Model(() -> AmplNLWriter.Optimizer("bonmin"))

If the solver is not on the path, the full path to the solver will need to be passed in.

Options

Options are appended to the solve command separated by spaces, and the required format depends on the solver that you are using. Generally, they will be of the form "key=value", where key is the name of the option to set and value is the desired value.

For example, to set the "bonmin.nlp_log_level" option to 0 in Bonmin, use:

model = AmplNLWriter.Optimizer(Bonmin_jll.amplexe)
MOI.set(model, MOI.RawParameter("bonmin.nlp_log_level"), 0)

For a list of options supported by your solver, check the solver's documentation, or run /path/to/solver -= at the command line. For _jll packages, use:

Bonmin_jll.amplexe() do path
   run(`$(path) -=`)
 end

Note that some of the options don't seem to take effect when specified using the command-line options (especially for Couenne), and instead you need to use an .opt file.

The .opt file takes the name of the solver, e.g. bonmin.opt, and each line of this file contains an option name and the desired value separated by a space. For instance, to set the absolute and relative tolerances in Couenne to 1 and 0.05 respectively, the couenne.opt file should be

allowable_gap 1
allowable_fraction_gap 0.05

In order for the options to be loaded, this file must be located in the current working directory whenever the model is solved.

A list of available options for the respective .opt files can be found here:

SCIP

To use SCIP, you must first compile the scipampl binary, which is a version of SCIP with support for the AMPL .nl interface.

To do this, you can follow the instructions here, which we have tested on OS X and Linux.

After doing this, you can access SCIP through AmplNLWriter.Optimizer("/path/to/scipampl").

Options can be specified for SCIP using a scip.set file, where each line is of the form key = value.

For example, the following scip.set file will set the verbosity level to 0:

display/verblevel = 0

A list of valid options for the file can be found here.

To use the scip.set file, you must pass the path to the scip.set file as follows:

AmplNLWriter.Optimizer("/path/to/scipampl", ["/path/to/scip.set"])