Clp.jl is a wrapper for the COIN-OR Linear Programming
solver.
The wrapper has two components:
- a thin wrapper around the complete C API
- an interface to MathOptInterface
The C API can be accessed via Clp.Clp_XXX functions, where the names and
arguments are identical to the C API.
Note: This wrapper is maintained by the JuMP community and is not a COIN-OR project.
Install Clp using Pkg.add:
import Pkg; Pkg.add("Clp")In addition to installing the Clp.jl package, this will also download and install the Clp binaries. (You do not need to isntall Clp separately.)
To use Clp with JuMP, use Clp.Optimizer:
using JuMP, Clp
model = Model(Clp.Optimizer)
set_optimizer_attribute(model, "LogLevel", 1)
set_optimizer_attribute(model, "Algorithm", 4)See the list of options below.
The following options are available to get/set via JuMP.set_optimizer_attribute
or MOI.RawOptimizerAttribute.
| Parameter | Default value | Description |
|---|---|---|
PrimalTolerance |
1e-7 |
Primal feasibility tolerance |
DualTolerance |
1e-7 |
Dual feasibility tolerance |
DualObjectiveLimit |
1e308 |
When using dual simplex (where the objective is monotonically changing), terminate when the objective exceeds this limit |
MaximumIterations |
2147483647 |
Terminate after performing this number of simplex iterations |
MaximumSeconds |
-1.0 |
Terminate after this many seconds have passed. A negative value means no time limit |
LogLevel |
1 |
Set to 1, 2, 3, or 4 for increasing output. Set to 0 to disable output |
PresolveType |
0 |
Set to 1 to disable presolve |
SolveType |
5 |
Solution method: dual simplex (0), primal simplex (1), sprint (2), barrier with crossover (3), barrier without crossover (4), automatic (5) |
InfeasibleReturn |
0 |
Set to 1 to return as soon as the problem is found to be infeasible (by default, an infeasibility proof is computed as well) |
Scaling |
3 |
0 -off, 1 equilibrium, 2 geometric, 3 auto, 4 dynamic(later) |
Perturbation |
100 |
switch on perturbation (50), automatic (100), don't try perturbing (102) |