## mmxprs

The

mmxprsmodule 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 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

mmxprsdefines 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.## 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

mmxprscontrol parameter XPRS_lpstatus). In addition to these, the following control parameters are also defined:

XPRS_colorder Reorder matrix columns before loading the problem.XPRS_enumduplpol Handling of duplicate solutions during an enumeration. Refer to the MSP control parameter MSP_DUPLICATESOLUTIONSPOLICY for further information.XPRS_enummaxsol Maximum number of solutions to be saved during an enumeration.XPRS_enumsols Number of solutions found during the last enumerationXPRS_fullversion Optimizer version numberXPRS_loadnames Enable/disable loading of MPS names into the Optimizer.XPRS_problem Optimizer problem pointersXPRS_probname Read/set the problem name used by the Optimizer.XPRS_verbose Enable/disable message printing by the OptimizerExample:

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

mmxprsmodule.

addmipsol Add a MIP solution to the optimizer.basisstability Get basis stability information.clearmipdir Delete all defined MIP directives.clearmodcut Delete all defined model cuts.command Execute an Optimizer command.defdelayedrows Define the set of constraints to be treated as delayed rows.defsecurevecs Define the variables and constraints to be preserved.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).getiissense Decode the sense part of an IIS bound type information.getiistype Decode the type part of an IIS bound type information.getinfcause Returns the variable or constraint causing infeasibility.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.implies Create an implies expression.indicator Create an indicator constraint.isiisvalid Check whether an IIS number exists.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.postsolve Postsolve the current matrix.readbasis Read a basis from a file.readdirs Read directives from a file.rejectintsol Reject a PREINTSOL solution.repairinfeas Relaxing bounds to repair infeasibility.resetbasis Reset a basis.resetiis Reset the search for IIS.savebasis Save the current basis.savemipsol Save the current solution into the provided array.savestate Save current state of the Optimizer to a file.selectsol Select one of the solutions found by solution enumerator.setbstat Set the status of a variable or constraint in a basis.setcallback Set optimizer callback functions and procedures.setcbcutoff Set cutoff for PREINTSOL callback.setgndata Update data for GAPNOTIFY callback.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.xor Create an exclusive or expression.## 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.

If you have any comments or suggestions about these pages, please send mail to support@fico.com.

© Copyright 2001-2013 Fair Isaac Corporation. All rights reserved.