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| # COIN-OR Linear Programming Interface (Clp.jl) | ||
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| # Clp.jl | ||
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| [](https://github.com/jump-dev/Clp.jl/actions?query=workflow%3ACI) | ||
| [](https://codecov.io/gh/jump-dev/Clp.jl) | ||
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| `Clp.jl` is a wrapper for the [COIN-OR Linear Programming](https://projects.coin-or.org/Clp) | ||
| solver. | ||
| [Clp.jl](https://github.com/jump-dev/Clp.jl) is a wrapper for the | ||
| [COIN-OR Linear Programming](https://projects.coin-or.org/Clp) solver. | ||
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| The wrapper has two components: | ||
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| * a thin wrapper around the complete C API | ||
| * an interface to [MathOptInterface](https://github.com/jump-dev/MathOptInterface.jl) | ||
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| The C API can be accessed via `Clp.Clp_XXX` functions, where the names and | ||
| arguments are identical to the C API. | ||
| ## Affiliation | ||
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| This wrapper is maintained by the JuMP community and is not a COIN-OR project. | ||
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| *Note: This wrapper is maintained by the JuMP community and is not a COIN-OR | ||
| project.* | ||
| ## License | ||
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| `Clp.jl` is licensed under the [MIT License](https://github.com/jump-dev/Clp.jl/blob/master/LICENSE.md). | ||
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| The underlying solver, [coin-or/Clp](https://github.com/coin-or/Clp), is | ||
| licensed under the [Eclipse public license](https://github.com/coin-or/Clp/blob/master/LICENSE). | ||
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| ## Installation | ||
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| Install Clp using `Pkg.add`: | ||
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| ```julia | ||
| import Pkg; Pkg.add("Clp") | ||
| import Pkg | ||
| Pkg.add("Clp") | ||
| ``` | ||
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| 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.) | ||
| install the Clp binaries. You do not need to install Clp separately. | ||
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| To use a custom binary, read the [Custom solver binaries](https://jump.dev/JuMP.jl/stable/developers/custom_solver_binaries/) | ||
| section of the JuMP documentation. | ||
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| ## Use with JuMP | ||
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| To use Clp with [JuMP](https://github.com/jump-dev/JuMP.jl), use `Clp.Optimizer`: | ||
| To use Clp with JuMP, use `Clp.Optimizer`: | ||
| ```julia | ||
| using JuMP, Clp | ||
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| model = Model(Clp.Optimizer) | ||
| set_optimizer_attribute(model, "LogLevel", 1) | ||
| set_optimizer_attribute(model, "Algorithm", 4) | ||
| set_attribute(model, "LogLevel", 1) | ||
| set_attribute(model, "Algorithm", 4) | ||
| ``` | ||
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| See the list of options below. | ||
| ## MathOptInterface API | ||
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| The Clp optimizer supports the following constraints and attributes. | ||
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| List of supported objective functions: | ||
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| * [`MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}`](@ref) | ||
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| List of supported variable types: | ||
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| * [`MOI.Reals`](@ref) | ||
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| List of supported constraint types: | ||
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| * [`MOI.ScalarAffineFunction{Float64}`](@ref) in [`MOI.EqualTo{Float64}`](@ref) | ||
| * [`MOI.ScalarAffineFunction{Float64}`](@ref) in [`MOI.GreaterThan{Float64}`](@ref) | ||
| * [`MOI.ScalarAffineFunction{Float64}`](@ref) in [`MOI.Interval{Float64}`](@ref) | ||
| * [`MOI.ScalarAffineFunction{Float64}`](@ref) in [`MOI.LessThan{Float64}`](@ref) | ||
| * [`MOI.VariableIndex`](@ref) in [`MOI.EqualTo{Float64}`](@ref) | ||
| * [`MOI.VariableIndex`](@ref) in [`MOI.GreaterThan{Float64}`](@ref) | ||
| * [`MOI.VariableIndex`](@ref) in [`MOI.Interval{Float64}`](@ref) | ||
| * [`MOI.VariableIndex`](@ref) in [`MOI.LessThan{Float64}`](@ref) | ||
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| List of supported model attributes: | ||
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| * [`MOI.ObjectiveSense()`](@ref) | ||
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| ## Options | ||
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| The following options are available to get/set via `JuMP.set_optimizer_attribute` | ||
| or `MOI.RawOptimizerAttribute`. | ||
| Options are, unfortunately, not well documented. | ||
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| The following options are likely to be the most useful: | ||
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| | Parameter | Default value | Description | | ||
| |:----------|:--------------|:----------| | ||
| | `PrimalTolerance` | `1e-7` | Primal feasibility tolerance | | ||
| | `DualTolerance` | `1e-7` | Dual feasibility tolerance | | ||
| | Parameter | Example | Explanation | | ||
| | -------------------- | ------- | ------------------------------------------- | | ||
| | `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`) | | ||
| | `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`) | | ||
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| ## C API | ||
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| The C API can be accessed via `Clp.Clp_XXX` functions, where the names and | ||
| arguments are identical to the C API. |