MPOPT2QPOPT Create/modify MI/QPS_MASTER options struct from MPOPT.
QPOPT = MPOPT2QPOPT(MPOPT, MODEL)
QPOPT = MPOPT2QPOPT(MPOPT, MODEL, ALG)
Uses a MATPOWER options struct, MPOPT, to create or modify an
MIQPS_MASTER or QPS_MASTER options struct.
Inputs (default values in parentheses):
MPOPT : MATPOWER options struct
MODEL ('MIQP') : (optional) one of the following model types, required
for selection of solver in case ALG is 'DEFAULT' (solver
precedence for each model type list in parentheses):
'LP' - linear program with all continuous variables
(GUROBI, CPLEX, MOSEK, OT (if MATLAB), GLPK, BPMPD, MIPS)
'QP' - quadratic program with all continuous variables
(GUROBI, CPLEX, MOSEK, OT (if large-scale alg available),
BPMPD, MIPS)
'MILP' - LP with mixed integer/continuous variables
(GUROBI, CPLEX, MOSEK, OT, GLPK)
'MIQP' - (default) QP with mixed integer/continuous variables
(GUROBI, CPLEX, MOSEK)
ALG ('opf.dc') : (optional) 'opf.dc', 'most', or any valid value of
OPT.alg for QPS_MASTER or MIQPS_MASTER. The first two
options indicate that it should be taken from
MPOPT.opf.dc.solver or MPOPT.most.solver, respectively.
Output:
QPOPT : an options struct for use by QPS_MASTER or MIQPS_MASTER
and friends
See QPS_MASTER, MIQPS_MASTER, MPOPTION.0001 function qpopt = mpopt2qpopt(mpopt, model, alg) 0002 %MPOPT2QPOPT Create/modify MI/QPS_MASTER options struct from MPOPT. 0003 % 0004 % QPOPT = MPOPT2QPOPT(MPOPT, MODEL) 0005 % QPOPT = MPOPT2QPOPT(MPOPT, MODEL, ALG) 0006 % 0007 % Uses a MATPOWER options struct, MPOPT, to create or modify an 0008 % MIQPS_MASTER or QPS_MASTER options struct. 0009 % 0010 % Inputs (default values in parentheses): 0011 % MPOPT : MATPOWER options struct 0012 % MODEL ('MIQP') : (optional) one of the following model types, required 0013 % for selection of solver in case ALG is 'DEFAULT' (solver 0014 % precedence for each model type list in parentheses): 0015 % 'LP' - linear program with all continuous variables 0016 % (GUROBI, CPLEX, MOSEK, OT (if MATLAB), GLPK, BPMPD, MIPS) 0017 % 'QP' - quadratic program with all continuous variables 0018 % (GUROBI, CPLEX, MOSEK, OT (if large-scale alg available), 0019 % BPMPD, MIPS) 0020 % 'MILP' - LP with mixed integer/continuous variables 0021 % (GUROBI, CPLEX, MOSEK, OT, GLPK) 0022 % 'MIQP' - (default) QP with mixed integer/continuous variables 0023 % (GUROBI, CPLEX, MOSEK) 0024 % ALG ('opf.dc') : (optional) 'opf.dc', 'most', or any valid value of 0025 % OPT.alg for QPS_MASTER or MIQPS_MASTER. The first two 0026 % options indicate that it should be taken from 0027 % MPOPT.opf.dc.solver or MPOPT.most.solver, respectively. 0028 % 0029 % Output: 0030 % QPOPT : an options struct for use by QPS_MASTER or MIQPS_MASTER 0031 % and friends 0032 % 0033 % See QPS_MASTER, MIQPS_MASTER, MPOPTION. 0034 0035 % MP-Opt-Model 0036 % Copyright (c) 2015-2020, Power Systems Engineering Research Center (PSERC) 0037 % by Ray Zimmerman, PSERC Cornell 0038 % 0039 % This file is part of MP-Opt-Model. 0040 % Covered by the 3-clause BSD License (see LICENSE file for details). 0041 % See https://github.com/MATPOWER/mp-opt-model for more info. 0042 0043 %% set default args 0044 if nargin < 3 0045 alg = ''; 0046 if nargin < 2 0047 model = ''; 0048 end 0049 end 0050 if isempty(model) 0051 model = 'MIQP'; 0052 else 0053 model = upper(model); 0054 end 0055 skip_prices = 0; 0056 price_stage_warn_tol = []; 0057 0058 %% get ALG from mpopt, if necessary 0059 switch alg 0060 case {'opf.dc', ''} 0061 alg = upper(mpopt.opf.dc.solver); 0062 case 'most' 0063 alg = upper(mpopt.most.solver); 0064 skip_prices = mpopt.most.skip_prices; 0065 price_stage_warn_tol = mpopt.most.price_stage_warn_tol; 0066 otherwise 0067 alg = upper(alg); 0068 end 0069 0070 %% default solver 0071 switch alg 0072 case {'DEFAULT', 0} 0073 if have_feature('gurobi') 0074 alg = 'GUROBI'; %% use Gurobi by default, if available 0075 elseif have_feature('cplex') 0076 alg = 'CPLEX'; %% if not, then CPLEX, if available 0077 elseif have_feature('mosek') 0078 alg = 'MOSEK'; %% if not, then MOSEK, if available 0079 elseif have_feature('linprog_ds') && strcmp(model, 'LP') && have_feature('matlab') || ... 0080 have_feature('quadprog_ls') && strcmp(model, 'QP') || ... 0081 have_feature('intlinprog') && strcmp(model, 'MILP') 0082 alg = 'OT'; %% if not, then newer Optimization Tbx, if 0083 %% available and applicable 0084 elseif have_feature('glpk') && model(end-1) == 'L' %% LP or MILP 0085 alg = 'GLPK'; %% if not, then GLPK, if available & applicable 0086 elseif have_feature('linprog') && strcmp(model, 'LP') && have_feature('matlab') 0087 alg = 'OT'; %% if not, then older Optimization Tbx, if 0088 %% available and applicable 0089 elseif model(1) ~= 'M' %% LP or QP 0090 if have_feature('bpmpd') 0091 alg = 'BPMPD'; %% if not, then BPMPD_MEX, if available 0092 %% and applicable 0093 else 0094 alg = 'MIPS'; %% otherwise MIPS, if applicable 0095 end 0096 else 0097 error('mpopt2qpopt: Sorry, no solver available for %s models', model); 0098 end 0099 end 0100 0101 %% create MI/QPS_MASTER options struct 0102 qpopt = struct('alg', alg, 'verbose', mpopt.verbose); 0103 switch alg 0104 case {'MIPS', 200, 250} 0105 %% set up options 0106 qpopt.mips_opt = mpopt.mips; 0107 if qpopt.mips_opt.feastol == 0 %% = MPOPT.opf.violation by default 0108 qpopt.mips_opt.feastol = mpopt.opf.violation; 0109 end 0110 case {'IPOPT', 400} 0111 qpopt.ipopt_opt = ipopt_options([], mpopt); 0112 case {'BPMPD', 100} 0113 bp_opt = bpopt; 0114 bp_opt(20) = 1e-9; %% TOPT1 0115 qpopt.bp_opt = bp_opt; 0116 case 'CLP' 0117 qpopt.clp_opt = clp_options([], mpopt); 0118 case {'CPLEX', 500} 0119 qpopt.cplex_opt = cplex_options([], mpopt); 0120 case 'GLPK' 0121 qpopt.glpk_opt = glpk_options([], mpopt); 0122 case {'GUROBI', 700} 0123 qpopt.grb_opt = gurobi_options([], mpopt); 0124 case {'MOSEK', 600} 0125 qpopt.mosek_opt = mosek_options([], mpopt); 0126 case 'OSQP' 0127 qpopt.osqp_opt = osqp_options([], mpopt); 0128 case {'OT', 300} 0129 if isfield(mpopt, 'linprog') && ~isempty(mpopt.linprog) 0130 qpopt.linprog_opt = mpopt.linprog; 0131 end 0132 if isfield(mpopt, 'quadprog') && ~isempty(mpopt.quadprog) 0133 qpopt.quadprog_opt = mpopt.quadprog; 0134 end 0135 if isfield(mpopt, 'intlinprog') && ~isempty(mpopt.intlinprog) 0136 qpopt.intlinprog_opt = mpopt.intlinprog; 0137 end 0138 end 0139 if model(1) == 'M' 0140 qpopt.skip_prices = skip_prices; 0141 qpopt.price_stage_warn_tol = price_stage_warn_tol; 0142 end