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mmxprs

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The mmxprs module provides access to the 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 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 getbstatus) 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.

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:

XPRS_colorder	Reorder matrix columns before loading the problem.
XPRS_loadnames	Enable/disable loading of MPS names into the Optimizer.
XPRS_problem	Optimizer problem pointer
XPRS_probname	Read/set the problem name used by the Optimizer.
XPRS_verbose	Enable/disable message printing by the Optimizer

Example:

setparam("XPRS_verbose", true)      ! Turn on message printing
pstat:= getparam("XPRS_lpstatus")   ! Get the problem LP optimization status

Procedures and functions

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

clearmipdir	Delete all defined MIP directives.
clearmodcut	Delete all defined model cuts.
command	Execute an Optimizer command.
defsecurevecs	Define the sets of variables and constraints that must not be removed by the presolve.
fixglobal	Fix values of global entitites.
getbstat	Get the status of a variable or constraint in a basis.
getiis	Compute then get the Irreductible Infeasible Sets (IIS).
getinfeas	Returns sets of infeasible primal and dual variables.
getlb	Get the lower bound of a variable.
getname	Get the name of a decision variable or constraint.
getprobstat	Get the Optimizer problem status.
getrange	Get a range value for a variable or constraint.
getsensrng	Get sensivity ranges for objective or RHS function coefficients.
getub	Get the upper bound of a variable.
initglobal	Reset the global search.
isintegral	Check whether a solution value is integral.
loadbasis	Load a previously saved basis.
loadmipsol	Load a MIP solution into the optimizer.
loadprob	Load a problem into the optimizer.
maximize, minimize	Maximize/minimize the current problem.
readbasis	Read a basis from a file.
readdirs	Read directives from a file.
resetbasis	Reset a basis.
savebasis	Save the current basis.
savemipsol	Save the current solution into the provided array.
savestate	Save current state of the Optimizer to a file.
setbstat	Set the status of a variable or constraint in a basis.
setcallback	Set optimizer callback functions and procedures.
setlb	Set the lower bound of a variable.
setmipdir	Set a directive on a variable or Special Ordered Set.
setmodcut	Mark a constraint as a model cut.
setub	Set the upper bound of a variable.
setucbdata	Update data for CHGBRANCH callback.
stopoptimize	Interrupt the optimizer algorithms.
unloadprob	Unload the problem held in the optimizer.
writebasis	Write the current basis to a file.
writedirs	Write current directives to a file.
writeprob	Write the current problem to a file.

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.

addcut	Add a cut to the problem in the optimizer.
addcuts	Add an array of cuts to the problem in the optimizer.
delcuts	Delete cuts from the problem in the optimizer.
dropcuts	Drop a set of cuts from the cut pool.
getcnlist	Get the set of cuts active at the current node.
getcplist	Get a set of cut indices from the cut pool.
loadcuts	Load a set of cuts into the problem in the optimizer.
storecut	Store a cut into the cut pool.
storecuts	Store an array of cuts into the cut pool.

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