Is there a way to get the IIS from Gurobi if I use it via the minizinc interface (i.e., mzn-gurobi) ?
Thanks,
Ofer
Currently no such option exists for mzn-gurobi. All available options can be seen by checking the help output: mzn-gurobi -h. Generally the options are for linear solvers (CBC, CPLEX, Gurobi) are shared. If you are missing this functionality, I would suggest making a feature request on the MiniZinc repository. (Note that this functionality wouldn't be able to point to the constraints in the MiniZinc model, only the generated FlatZinc constraints)
What is in development within MiniZinc are Minimal Unsatisfiable Sets, which in my understanding are the same. A special kind of MiniZinc solver is in development that will give a subset of constraints, in MiniZinc, that violate a model. Although it seems development is going strong, it might be a while before this program will be released. If you have an immediate need for such a tool, you can try contacting the MiniZinc Team.
Related
I realize that this might not be the best platform to ask this, but I think this would be best unbiased one to put my question in.
How would you compare OpenMDAO v/s modeFrontier with regards to there optimization capabilities and application scaling and overall software development? Which one would you pick and why?
If you know of any resources or link do provide.
The most fundamental technical difference is OpenMDAO can pass data + derivative information between components. This means that if you want to use gradient based optimization and have access to at least some tools that provide derivative information, OpenMDAO will have far more effective overall capabilities. This is especially important when doing optimization with high-cost analysis tools (e.g. partial differential equation solvers --- CFD, FEA). In those situations making use of derivatives offers between a 100x and 10000x speedup.
One other difference is that OpenMDAO is designed to run natively on a distributed memory compute cluster. Industrial frameworks can submit jobs to remote clusters and query for the results, but OpenMDAO itself can run on the cluster and has a direct and internal MPI based distributed memory capability. This is critical to it being able to efficiently handle derivatives of those expensive PDE solvers. To the best of my knowledge, OpenMDAO is unique in this regard. This is a low level technical detail that most users never need to directly understand, but the consequence is that if you want to do any kind of high fidelity coupled optimziations (aero-structural, aero-propulsive, aero-thermal) with more than one PDE solver in the loop then OpenMDAO's architecture is going to be by far the most effective.
However, OpenMDAO does not offer a GUI. It does not have the same level of data tracking and visualization tools. Also, I know that mode-frontier offers the ability to split a single model up across multiple computers distributed across an organization. Mode Frontier, along with other tools like ModelCenter and Isight, all offer this kind of smooth user experience and code-free interaction that many find valuable.
Honestly, I'm not sure a direct comparison is really warranted. I think if you have an organization that invests in a commercial integration tool like Mode Fronteir, then you can still use OpenMDAO to create tightly coupled integrated optimizations which you can then include as boxes inside your overall integration framework.
You certainly can use OpenMDAO as a complete integration framework, and it has some advantages in that area related to derivatives and execution in distributed memory environments. But you don't have to, and it certainly does not have to be an exclusive decision.
Which of the following optimisation methods can't be done in an optimisation software such as CPLEX? Why not?
Dynamic programming
Integer programming
Combinatorial optimisation
Nonlinear programming
Graph theory
Precedence diagram method
Simulation
Queueing theory
Can anyone point me in the right direction? I didn't find too much information regarding the limitations of CPLEX on the IBM website.
Thank you!
That's kind-of a big shopping list, and most of the things on it are not optimisation methods.
For sure CPLEX does integer programming, non-linear programming (just quadratic, SOCP, and similar but not general non-linear) and combinatoric optimisation out of the box.
It is usually possible to re-cast things like DP as MILP models, but will obviously require a bit of work. Lots of MILP models are also based on graphs, so yes it is certainly possible to solve a lot of graph problems using a MILP solver such as CPLEX.
Looking wider at topics like simulation, then that is quite a different approach. Simulation really is NOT an optimisation method, but it can be used alongside optimisation to get extra insights which may be useful in a business context. Might be used for example to discover some empirical relationships that could be used in an optimisation model by CPLEX.
The same can probably also be said for things like queuing theory, precedence, etc. Basically, use CPLEX as an optimisation tool to solve part or all of your problem once you have structured and analysed it via one of these other approaches.
Hope that helps.
I am using IBM CPLEX python's API to solve a linear program.
The linear program I am solving turned out to be infeasible, so I am using feasopt() from CPLEX to relax the problem.
I could get a feasible solution through my_prob.feasopt(my_prob.feasopt.all_constraints()), where feasopt relaxes all the constraints.
But I am interested in getting the amount of relaxation for each constraint. Particularly, in the documentation it says In addition to that conventional solution vector, FeasOpt also produces a vector of values that provide useful information about infeasible constraints and variables.
I am interested in getting this vector.
I believe you are looking for the methods available under the Cplex.solution.infeasibility interface.
Example usage:
# query the infeasibilities for all linear constraints
rowinfeas = my_prob.solution.infeasibility.linear_constraints(
my_prob.solution.get_values())
I want to just be sure that I am eligible to use Bonmin and Couenne for solving just the NLP problem (Still I do not have integer variable) and I am eager to obtain global optimum not local. I also read that Ipopt first search for the global answer and if it does not find that it will provide a local answer. How I can understand my answer is a global answer when I using Ipopt. Also, I want to what is the best NLP and MINLP open source pythonic solvers for these issues that can be merged with Pyomo?
The main reason for my question is the following output using Bonmin:
NOTE: You are using Ipopt by default with the MUMPS linear solver.
Other linear solvers might be more efficient (see Ipopt documentation).
Regards
Some notes:
(1) "Ipopt first search for the global answer and if it does not find that it will provide a local answer" This is probably not how I would phrase it. IPOPT finds local solutions. For some problems these will be the global solution. For convex problems, this is always the case (except for numerical issues).
(2) Bonmin is a local MINLP solver, Couenne is a global NLP/MINLP solver. Typically Bonmin can solve larger problems than Couenne, but you get local solutions.
(3) "NOTE: You are using Ipopt by default with the MUMPS linear solver. Other linear solvers might be more efficient (see Ipopt documentation)." This is just a notification that you are using IPOPT with linear algebra routines from MUMPS. There are other linear sub-solvers that IPOPT can use and that may perform better on large problems. Often the HARWELL routines (typically called MAnn) give better performance. MUMPS is free while the Harwell routines require a license.
In a follow-up answer (well it is not answer at all) it is stated:
Regarding Ipopt how I can understand that it is finding the global
solution or local optimum? the code will notify that? Regarding to
Bonmin according to AMPL page AMPL It provides the global solution for
the convex problem " Finds globally optimal solutions to convex
nonlinear problems in continuous and discrete variables, and may be
applied heuristically to nonconvex problems." And you were saying that
it is obtained the local solution, I am a bit confused on this part.
But the general question about all those codes is that how I can find
out that the answer is global optimum?
(a) Ipopt does not know if a solution is a local or a global optimal solution. For convex problems a local optimum is a global optimal solution. You will need to convince yourself the problem you pass on to Ipopt is convex (Ipopt will not do this for you).
(b) Bonmin: the same: if the problem is convex it will find global solutions. Otherwise you will get a local solution. You will get no notification whether a solution is a global solution: Bonmin does not know if a solution is a global optimum.
(c) When looking for guaranteed global solutions you can use a local solver only when the problem is convex. For other problems you need a global solver. Another approach is to use a multi-start algorithm with a local solver. That gives you confidence that you are not ending up with a bad local optimum.
If possible, I suggest to discuss this with your teacher. These concepts are important to understand (and most solver manuals assume you know about them).
I have read up on several papers that described the use of heuristics in various routing problems that results in a faster run time for the solvers used (e.g. Gecode, CBC). For e.g., in the CPLEX/MiniZinc IDE, we have a constraint problem for the Vehicle Routing Problem (VRP), and a data file with contains the locations which the vehicle needs to go to (.dzn file in MiniZinc). Then, the authors in these papers implemented various kinds of routing heuristics to obtain a solution (may not be optimal) for each constraint model.
Thus my question is, how are the heuristics (can be customized to one that you designed, that is not built-in with he solver) implemented? Are the heuristics done in another IDE?
I have been looking around online literature but have yet to find out how this is actually done, especially for the case of MiniZinc and Cplex with the Gecode solver for example. It will be great if some insight can be shared on this issue! :)