GUROBI_OPTIONS Sets options for GUROBI (version 5.x and greater).
OPT = GUROBI_OPTIONS
OPT = GUROBI_OPTIONS(OVERRIDES)
OPT = GUROBI_OPTIONS(OVERRIDES, FNAME)
OPT = GUROBI_OPTIONS(OVERRIDES, MPOPT)
Sets the values for the options struct normally passed to GUROBI.
Inputs are all optional, second argument must be either a string
(FNAME) or a struct (MPOPT):
OVERRIDES - struct containing values to override the defaults
FNAME - name of user-supplied function called after default
options are set to modify them. Calling syntax is:
MODIFIED_OPT = FNAME(DEFAULT_OPT);
MPOPT - MATPOWER options struct, uses the following fields:
opf.violation - used to set opt.FeasibilityTol
verbose - used to set opt.DisplayInterval,
opt.OutputFlag, opt.LogToConsole
gurobi.method - used to set opt.Method
gurobi.timelimit - used to set opt.TimeLimit (seconds)
gurobi.threads - used to set opt.Threads
gurobi.opts - struct containing values to use as OVERRIDES
gurobi.opt_fname - name of user-supplied function used as FNAME,
except with calling syntax:
MODIFIED_OPT = FNAME(DEFAULT_OPT, MPOPT);
gurobi.opt - numbered user option function, if and only if
gurobi.opt_fname is empty and gurobi.opt is non-zero, the value
of gurobi.opt_fname is generated by appending gurobi.opt to
'gurobi_user_options_' (for backward compatibility with old
MATPOWER option GRB_OPT).
Output is a parameter struct to pass to GUROBI.
There are multiple ways of providing values to override the default
options. Their precedence and order of application are as follows:
With inputs OVERRIDES and FNAME
1. FNAME is called
2. OVERRIDES are applied
With inputs OVERRIDES and MPOPT
1. FNAME (from gurobi.opt_fname or gurobi.opt) is called
2. gurobi.opts (if not empty) are applied
3. OVERRIDES are applied
Example:
If gurobi.opt = 3, then after setting the default GUROBI options,
GUROBI_OPTIONS will execute the following user-defined function
to allow option overrides:
opt = gurobi_user_options_3(opt, mpopt);
The contents of gurobi_user_options_3.m, could be something like:
function opt = gurobi_user_options_3(opt, mpopt)
opt.OptimalityTol = 1e-9;
opt.BarConvTol = 1e-9;
opt.IterationLimit = 3000;
opt.BarIterLimit = 200;
opt.Crossover = 0;
opt.Presolve = 0;
For details on the available options, see the "Parameters" section
of the "Gurobi Optimizer Reference Manual" at:
http://www.gurobi.com/documentation/6.0/refman/parameters.html
See also GUROBI, MPOPTION.0001 function opt = gurobi_options(overrides, mpopt) 0002 %GUROBI_OPTIONS Sets options for GUROBI (version 5.x and greater). 0003 % 0004 % OPT = GUROBI_OPTIONS 0005 % OPT = GUROBI_OPTIONS(OVERRIDES) 0006 % OPT = GUROBI_OPTIONS(OVERRIDES, FNAME) 0007 % OPT = GUROBI_OPTIONS(OVERRIDES, MPOPT) 0008 % 0009 % Sets the values for the options struct normally passed to GUROBI. 0010 % 0011 % Inputs are all optional, second argument must be either a string 0012 % (FNAME) or a struct (MPOPT): 0013 % 0014 % OVERRIDES - struct containing values to override the defaults 0015 % FNAME - name of user-supplied function called after default 0016 % options are set to modify them. Calling syntax is: 0017 % MODIFIED_OPT = FNAME(DEFAULT_OPT); 0018 % MPOPT - MATPOWER options struct, uses the following fields: 0019 % opf.violation - used to set opt.FeasibilityTol 0020 % verbose - used to set opt.DisplayInterval, 0021 % opt.OutputFlag, opt.LogToConsole 0022 % gurobi.method - used to set opt.Method 0023 % gurobi.timelimit - used to set opt.TimeLimit (seconds) 0024 % gurobi.threads - used to set opt.Threads 0025 % gurobi.opts - struct containing values to use as OVERRIDES 0026 % gurobi.opt_fname - name of user-supplied function used as FNAME, 0027 % except with calling syntax: 0028 % MODIFIED_OPT = FNAME(DEFAULT_OPT, MPOPT); 0029 % gurobi.opt - numbered user option function, if and only if 0030 % gurobi.opt_fname is empty and gurobi.opt is non-zero, the value 0031 % of gurobi.opt_fname is generated by appending gurobi.opt to 0032 % 'gurobi_user_options_' (for backward compatibility with old 0033 % MATPOWER option GRB_OPT). 0034 % 0035 % Output is a parameter struct to pass to GUROBI. 0036 % 0037 % There are multiple ways of providing values to override the default 0038 % options. Their precedence and order of application are as follows: 0039 % 0040 % With inputs OVERRIDES and FNAME 0041 % 1. FNAME is called 0042 % 2. OVERRIDES are applied 0043 % With inputs OVERRIDES and MPOPT 0044 % 1. FNAME (from gurobi.opt_fname or gurobi.opt) is called 0045 % 2. gurobi.opts (if not empty) are applied 0046 % 3. OVERRIDES are applied 0047 % 0048 % Example: 0049 % 0050 % If gurobi.opt = 3, then after setting the default GUROBI options, 0051 % GUROBI_OPTIONS will execute the following user-defined function 0052 % to allow option overrides: 0053 % 0054 % opt = gurobi_user_options_3(opt, mpopt); 0055 % 0056 % The contents of gurobi_user_options_3.m, could be something like: 0057 % 0058 % function opt = gurobi_user_options_3(opt, mpopt) 0059 % opt.OptimalityTol = 1e-9; 0060 % opt.BarConvTol = 1e-9; 0061 % opt.IterationLimit = 3000; 0062 % opt.BarIterLimit = 200; 0063 % opt.Crossover = 0; 0064 % opt.Presolve = 0; 0065 % 0066 % For details on the available options, see the "Parameters" section 0067 % of the "Gurobi Optimizer Reference Manual" at: 0068 % 0069 % http://www.gurobi.com/documentation/6.0/refman/parameters.html 0070 % 0071 % See also GUROBI, MPOPTION. 0072 0073 % MATPOWER 0074 % Copyright (c) 2010-2016, Power Systems Engineering Research Center (PSERC) 0075 % by Ray Zimmerman, PSERC Cornell 0076 % 0077 % This file is part of MATPOWER. 0078 % Covered by the 3-clause BSD License (see LICENSE file for details). 0079 % See http://www.pserc.cornell.edu/matpower/ for more info. 0080 0081 %%----- initialization and arg handling ----- 0082 %% defaults 0083 verbose = 1; 0084 fname = ''; 0085 0086 %% second argument 0087 if nargin > 1 && ~isempty(mpopt) 0088 if ischar(mpopt) %% 2nd arg is FNAME (string) 0089 fname = mpopt; 0090 have_mpopt = 0; 0091 else %% 2nd arg is MPOPT (MATPOWER options struct) 0092 have_mpopt = 1; 0093 verbose = mpopt.verbose; 0094 if isfield(mpopt.gurobi, 'opt_fname') && ~isempty(mpopt.gurobi.opt_fname) 0095 fname = mpopt.gurobi.opt_fname; 0096 elseif mpopt.gurobi.opt 0097 fname = sprintf('gurobi_user_options_%d', mpopt.gurobi.opt); 0098 end 0099 end 0100 else 0101 have_mpopt = 0; 0102 end 0103 0104 %%----- set default options for Gurobi ----- 0105 % opt.OptimalityTol = 1e-6; 0106 % opt.Presolve = -1; %% -1 - auto, 0 - no, 1 - conserv, 2 - aggressive= 0107 % opt.LogFile = 'qps_gurobi.log'; 0108 if have_mpopt 0109 %% (make default opf.violation correspond to default FeasibilityTol) 0110 opt.FeasibilityTol = mpopt.opf.violation/5; 0111 opt.Method = mpopt.gurobi.method; 0112 opt.TimeLimit = mpopt.gurobi.timelimit; 0113 opt.Threads = mpopt.gurobi.threads; 0114 else 0115 opt.Method = -1; %% automatic 0116 end 0117 if verbose > 1 0118 opt.LogToConsole = 1; 0119 opt.OutputFlag = 1; 0120 if verbose > 2 0121 opt.DisplayInterval = 1; 0122 else 0123 opt.DisplayInterval = 100; 0124 end 0125 else 0126 opt.LogToConsole = 0; 0127 opt.OutputFlag = 0; 0128 end 0129 0130 %%----- call user function to modify defaults ----- 0131 if ~isempty(fname) 0132 if have_mpopt 0133 opt = feval(fname, opt, mpopt); 0134 else 0135 opt = feval(fname, opt); 0136 end 0137 end 0138 0139 %%----- apply overrides ----- 0140 if have_mpopt && isfield(mpopt.gurobi, 'opts') && ~isempty(mpopt.gurobi.opts) 0141 opt = nested_struct_copy(opt, mpopt.gurobi.opts); 0142 end 0143 if nargin > 0 && ~isempty(overrides) 0144 opt = nested_struct_copy(opt, overrides); 0145 end