Nonlinear Functionality in the Xpress Console
Overview
The nonlinear console is an extension to the FICO Xpress Optimizer interactive console.
Nonlinear extensions to the console
The commands and controls described in this section are an extension of the Xpress optimizer console. The optimizer automatically switches to nonlinear mode if a nonlinear license is detected. All the optimizer console commands work the same way as in the normal optimizer console. The active working problem for those commands is the actual linearization after augmentation, and the linear part of the problem before augmentation.
Optimizer console commands with an extended effect:
| readprob | Read in an MPS/MAT or LP file |
| optimize | optimize a problem of any type |
| lpoptimize | Minimize or maximize a problem disregarding integrality |
| mipoptimize | Solve the problem to integer optimality |
| writeprob | Export the problem into file |
| dumpcontrols | Display controls which are at a non default value |
The MPS file can be an extended MPS file containing a nonlinear model. The lpoptimize, nlpoptimize, mipoptimize, and optimize commands will call the right algorithm depending on the presence of nonlinearities. Note that if a license for Xpress Global is present, the global solver will be called by default. You need to pass the "-s" flag to nlpoptimize, or optimize to enforce a local solve. In general, all commands accept the same flags as the corresponding library function.
New commands:
| cascade | Perform cascading |
| cascadeorder | Recalculate the cascading order |
| construct | Construct the augmented problem |
| dumpattributes | Display problem attributes |
| reinitialize | Reinitialize an augmented problem |
| setcurrentiv | Copy the current solution as initial value |
| slp_save | Save the current SLP problem state |
| slp_scaling | Display scaling statistics |
| unconstruct | Remove the augmentation |
| validate | Validate the current solution |
| validatekkt | Validate the kkt conditions for the current solution |
In order to separate the nonlinear controls and attributes from the XPRS ones, all nonlinear controls and attributes are prefixed with SLP or NLP, for example SLPALGORITHM.
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