mmxprs

The mmxprs module provides access to FICO^® Xpress Optimizer from within a Mosel model and as such it requires the Xpress Optimizer library (XPRS) to be installed on the system. To use this module, the following line must be included in the header of the Mosel model file:

 uses 'mmxprs'

A large number of optimization-related routines are provided, ranging from those for finding a solution to the problem, to those for setting callbacks and cut manager functions. Whilst a description of their usage is provided in this manual, further details relating to the usage of these may be found by consulting the Xpress Optimizer Reference Manual.

New functionality for the Mosel language

The problem type mpproblem.xprs

This module exposes its functionality through an extension to the mpproblem problem type. As a consequence, all routines presented here are executed in the context of the current problem. In particular, the setting of a control parameter is applied only to the current problem and each problem has its own set of settings and solution information. However, when a new problem instance is created, the value of the control parameters XPRS_colorder, XPRS_enummaxsol, XPRS_enumduplpol, XPRS_loadnames and XPRS_verbose are initialised with the settings of the main problem.

The type basis

The module mmxprs defines the type basis to represent solution basis in the Mosel Language. This new type is used to store a basis computed by the optimizer during its solution process (savebasis). A basis can then be loaded again into the optimiser with loadbasis, inspected (by getting the basis status of each variable/constraint it includes with getbstat) or modified (by changing this basis status using setbstat). The type basis supports assignment and test of equality. This comparison only checks whether two basis contain the same information, it does not indicate whether the basis are equivalent.

The type mpsol

The type mpsol characterises a solution of an MP problem by associating a value to each decision variable (type mpvar) of the problem. Initialising such an object can be achieved by saving the current solution found by the optimiser (savesol or savemipsol) or by building it one variable at a time (setsol). Various routines requiring solution information support the solution object. For instance getsol may be used to evaluate an expression on a specific solution; loadmipsol and addmipsol accept this object as input. A solution might be saved into a file using writesol and the resulting file can be loaded into the optimiser with readsol. The type mpsol supports assignment and test of equality.

The type logctr

The type logctr represents either a logical expression over linear constraints or an indicator constraint (see indicator). Logical expressions can be built using standard operators (and, or, not) or with the help of the dedicated functions implies and xor. These logical constructs are handled like linear constraints: they are associated to the current problem, can be (re)defined via assignments and hidden using sethidden. Note however that logical constructs are not shown by exportprob although the mmxprs routine writeprob will report them.

If logical expressions are employed in a model, the loading of the problem into the optimizer requires the use of the helper package "advmod":

uses 'advmod'

This package is not necessary when a model uses only indicator constraints directly.

Control parameters

This module extends the getparam function and the setparam procedure in order to access all the control and problem parameters of Optimizer (for example the problem attribute LPSTATUS is mapped to the mmxprs control parameter XPRS_lpstatus). In addition to these, the following control parameters are also defined:

Example:

setparam("XPRS_verbose", true)      ! Turn on message printing
pstat:= getparam("XPRS_lpstatus")   ! Get the problem LP optimization status
writeln("Best bound=", getparam("XPRS_bestbound")) ! Display the best bound value

Procedures and functions

This section lists in alphabetical order the functions and procedures that are provided by the mmxprs module.

Cut Pool Manager

This section contains the functions and procedures of the Xpress Optimizer cut manager. For a detailed description of the cut manager and its functionality the user is referred to the Xpress Optimizer Reference Manual. To run the cut manager from Mosel, it may be necessary to (re)set certain control parameters of the optimizer. For example, switching off presolve and automatic cut generation, and reserving space for extra rows in the matrix may be useful:

setparam("XPRS_presolve", 0);       /* Switch presolve off... */
setparam("XPRS_presolveops", 2270); /* ...or use secure setting for presolve */
setparam("XPRS_cutstrategy", 0);    /* Switch automatic cut generation off */
setparam("XPRS_extrarows", 5000);   /* Reserve space for 5000 extra rows in
                                       the matrix*/

The callback functions and procedures that are relevant to the cut manager are initialized with function setcallback, in common with the other Optimizer callbacks.

It should be noted that cuts are not stored by Mosel but sent immediately to the Optimizer. Consequently, if a problem is reloaded into the Optimizer, any previously defined cuts will be lost. In Mosel, cuts are defined by specifying a linear expression (i.e. an unbounded constraint) and the operator sign (inequality/equality). If instead of a linear expression a constraint is given, it will also be added to the system as an additional constraint.