Renamed CPLEXMP to CPLEX.

Preparing for 20240823 release.

solvers/CMakeLists.txt

@@ -268,7 +268,7 @@ add_ampl_backend(highsmp DLL_RUNTIME SHARED_LIB MODULE HIGHS
 add_ampl_backend(ortoolsmp DLL_RUNTIME SHARED_LIB MODULE ortoolsmp 
   LIBRARIES ${ortoolsmp_LIBS} ${CMAKE_DL_LIBS})
 
-add_ampl_backend(cplexmp DLL_RUNTIME SHARED_LIB MODULE CPLEX
+add_ampl_backend(cplex DLL_RUNTIME SHARED_LIB MODULE CPLEX
                       LIBRARIES cplex-library ${CMAKE_DL_LIBS})
 
 add_ampl_backend(xpress DLL_RUNTIME SHARED_LIB MODULE XPRESS
@@ -359,10 +359,10 @@ endif()
 
 
 
-set(CPLEXSRC cplexmpbackend.cc cplexmpbackend.h
-            cplexmpcommon.cc cplexmpcommon.h
-            cplexmpmodelapi.cc cplexmpmodelapi.h
-            cplexmp-modelapi-connect.cc
+set(CPLEXSRC cplexbackend.cc cplexbackend.h
+            cplexcommon.cc cplexcommon.h
+            cplexmodelapi.cc cplexmodelapi.h
+            cplex-modelapi-connect.cc
             model-mgr-with-std-pb.cc)
 add_prefix(DIRCPLEXSRC "../cplexmp/" ${CPLEXSRC})
 set(CPLEXODHSRC cplexodhbackend.h cplexodhbackend.cc)

solvers/cplexmp/CHANGES.cplexmp.md → solvers/cplex/CHANGES.cplex.md

@@ -1,8 +1,10 @@
-Summary of recent updates to CPLEX MP for AMPL
+Summary of recent updates to CPLEX for AMPL
 ==============================================
 
-## TBD
-- Added multiple options
+## 20240823
+- CPLEX MP driver is now the default. To use the previous ASL-based driver set:
+  `option solver cplexasl;`
+- Added many options available in the ASL driver
 - Notable changes with ASL driver:
    - Keyword 'basis_cond' is now 'kappa' and follows the standard MP implementation
    - Multiobjective optimization follows the MP standard implementation
@@ -14,6 +16,7 @@ Summary of recent updates to CPLEX MP for AMPL
      `tech:numcores`.
    - Use MP feature `tech:writemodelonly` instead of `writeprob` + `nosolve`.
      Note that `nosolve` still applies when specifying `writemipstart`
+- Conversion of basis status for constraints depending on sense
 
 ## 20240801
 - Fix a problem that occured when reporting IIS

solvers/cplex/README.cplex.txt

@@ -0,0 +1,62 @@
+The solver "cplex" uses CPLEX (a trademark of IBM,
+Inc.; see https://www.ibm.com/products/ilog-cplex-optimization-studio) 
+to solve integer, mixed-integer, and linear programming problems; 
+it is an alternative to the ASL-based driver implemented using the mp 
+library (https://github.com/ampl/mp) for communicating with AMPL and 
+for reformlation of certain types of problems.
+Normally gurobi is invoked by AMPL's solve command, which gives the 
+invocation
+
+     cplex stub -AMPL
+
+in which stub.nl is an AMPL generic output file (possibly written
+by "ampl -obstub" or "ampl -ogstub").  After solving the problem,
+cplex writes a stub.sol file for use by ampl's solve and solution
+commands.  When you run ampl, this all happens automatically if you
+give the AMPL commands
+
+     option solver cplex;
+     solve;
+
+You can control cplex by setting the environment variable cplex_options
+appropriately (either by using ampl's option command, or by using the
+shell's set and export commands before you invoke ampl).  You can put
+one or more (white-space separated) phrases in $cplex_options.  To see
+the possibilities, invoke
+
+        cplex -=
+
+----------
+INSTALLING
+==========
+
+On Linux systems, libcplex*.so (where the value of "*" depends
+on the current version of CPLEX) and the libcplex.so.* to which
+it points need to appear in the current directory when CPLEX
+itself appears there, or in one of the standard places (specified by
+/etc/ld.so.conf on some systems), or in a directory named in
+$LD_LIBRARY_PATH.  An alternative is to add a short shell script,
+such as
+
+        #!/bin/sh
+        LD_LIBRARY_PATH=/usr/local/lib
+        export LD_LIBRARY_PATH
+        exec /usr/local/bin/cplexx "$@"
+
+to a directory in your usual $PATH (and mark the script executable
+with, e.g., "chmod +x cplex").  The above script assumes that the
+true "cplex" binary has been moved to /usr/local/bin/cplexx and that
+the libcplex* files have been moved to /usr/local/lib.
+
+MacOSX systems are similar to Linux systems, but with DYLD_LIBRARY_PATH
+in place of LD_LIBRARY_PATH. 
+
+On MS Windows systems, cplex.exe and the relevant cplex*.dll must
+appear somewhere in your usual search $PATH (or in the current
+directory).
+
+If you have questions about or find bugs with this stuff,
+please contact:
+
+     AMPL Support
+     [email protected]

solvers/cplexmp/cplexmp-ampls-c-api.h → solvers/cplex/cplex-ampls-c-api.h

@@ -13,8 +13,8 @@
  * Below are CPLEX-specific AMPLS API functions.
  * They complement the 'public' AMPLS API defined in ampls-c-api.h.
  */
-DECLARE_SOLVER_API_FUNCTIONS(cplexmp)
+DECLARE_SOLVER_API_FUNCTIONS(cplex)
 
-AMPLS_C_EXPORT void* AMPLSGetEnv_cplexmp(AMPLS_MP_Solver* slv);
+AMPLS_C_EXPORT void* AMPLSGetEnv_cplex(AMPLS_MP_Solver* slv);
 
 #endif // CPLEXAMPLSCAPI_H

solvers/cplex/cplex-lib.c

@@ -0,0 +1,7 @@
+#include "cplex/cplex-ampls-c-api.h"
+
+AMPLS_C_EXPORT AMPLS_MP_Solver* AMPLSOpen_cplex(int argc, char** argv)
+{
+  CCallbacks cb = { NULL };
+  return Open_cplex(cb);
+}

solvers/cplexmp/cplexmp-modelapi-connect.cc → solvers/cplex/cplex-modelapi-connect.cc

@@ -1,7 +1,7 @@
 #include "mp/flat/redef/MIP/converter_mip.h"
 #include "mp/flat/model_api_connect.h"
 
-#include "cplexmpmodelapi.h"
+#include "cplexmodelapi.h"
 
 
 namespace mp {

solvers/cplexmp/cplexmpbackend.cc → solvers/cplex/cplexbackend.cc

@@ -6,10 +6,10 @@
 
 #include "mp/env.h"
 #include "mp/flat/model_api_base.h"
-#include "cplexmpbackend.h"
+#include "cplexbackend.h"
 
 extern "C" {
-#include "cplexmp-ampls-c-api.h"    // CPLEX AMPLS C API
+#include "cplex-ampls-c-api.h"    // CPLEX AMPLS C API
 }
 #include "mp/ampls-cpp-api.h"
 
@@ -134,7 +134,7 @@ namespace mp {
 
   bool CplexBackend::IsMIP() const {
     auto type = CPXgetprobtype(env(), lp());
-    return (!(type == CPXPROB_LP) || (type == CPXPROB_QP)
+    return !((type == CPXPROB_LP) || (type == CPXPROB_QP)
       || (type == CPXPROB_QCP));
   }
   bool CplexBackend::IsQCP() const {
@@ -145,7 +145,7 @@ namespace mp {
   bool CplexBackend::HasSolution() {
     if (hasSolution_ == -1){
       auto status = GetSolveResult().first;
-      hasSolution_ = (status == sol::LIMIT_FEAS) || (status == sol::SOLVED);
+      hasSolution_ = (status == sol::LIMIT_FEAS) || (status == sol::SOLVED) || (status == sol::UNCERTAIN);
     }
     return hasSolution_;
   }
@@ -214,19 +214,27 @@ namespace mp {
     std::vector<int> cons(NumLinCons());
     int status = CPXgetbase(env(), lp(), nullptr, cons.data());
     if (status) return cons;
-    for (auto& s : cons) {
-      switch (s) {
+    std::vector<char> sense(NumLinCons());
+    CPLEX_CALL(CPXgetsense(env(), lp(), sense.data(), 0, NumLinCons()-1));
+
+    for (auto i = cons.size(); i--; ) {
+      switch (cons[i]) {
       case CPX_BASIC:
-        s = (int)BasicStatus::bas;
+        cons[i] = (int)BasicStatus::bas;
         break;
       case CPX_AT_LOWER:
-        s = (int)BasicStatus::low;
+        if (sense[i] == 'L')
+          cons[i] = (int)BasicStatus::upp;
+        else if (sense[i] == 'E')
+          cons[i] = (int)BasicStatus::equ;
+        else
+          cons[i] = (int)BasicStatus::low;
         break;
       case CPX_AT_UPPER: // just for range constraints
-        s = (int)BasicStatus::upp;
+        cons[i] = (int)BasicStatus::upp;
         break;
       default:
-        MP_RAISE(fmt::format("Unknown CPLEX rstat value: {}", s));
+        MP_RAISE(fmt::format("Unknown CPLEX rstat value: {}", cons[i]));
       }
     }
     return cons;
@@ -364,7 +372,7 @@ pre::ValueMapDbl CplexBackend::DualSolution() {
 }
 
 ArrayRef<double> CplexBackend::DualSolution_LP() {
-  if (IsMIP() && need_fixed_MIP() && HasSolution())
+  if (HasSolution() && ((!IsMIP()) || need_fixed_MIP()))
   {
     int num_cons = NumLinCons();
     std::vector<double> pi(num_cons);
@@ -1079,7 +1087,7 @@ void CplexBackend::DoCplexFeasRelax() {
   std::vector<double> ubpen = feasrelax().ubpen();
   if (ubpen.size() && ubpen.size() < (size_t)NumVars())
     ubpen.resize(NumVars());
-  CPLEX_CALL(CPXfeasopt(env(), lp(), 
+  CPLEX_CALL(CPXfeasopt(env(), lp(),
     (double*)data_or_null(rhspen), (double*)data_or_null(rhspen),
     (double*)data_or_null(lbpen), (double*)data_or_null(ubpen)));
 }
@@ -2302,23 +2310,23 @@ void CplexBackend::CplexPlayObjNParams() {
 } // namespace mp
 
 
-AMPLS_MP_Solver* Open_cplexmp(CCallbacks cb = {}) {
+AMPLS_MP_Solver* Open_cplex(CCallbacks cb = {}) {
   AMPLS_MP_Solver* slv = 
     AMPLS__internal__Open(std::unique_ptr<mp::BasicBackend>{new mp::CplexBackend()},
     cb);
   return slv;
 }
 
-void AMPLSClose_cplexmp(AMPLS_MP_Solver* slv) {
+void AMPLSClose_cplex(AMPLS_MP_Solver* slv) {
   AMPLS__internal__Close(slv);
 }
 
-void* AMPLSGetModel_cplexmp(AMPLS_MP_Solver* slv) {
+void* AMPLSGetModel_cplex(AMPLS_MP_Solver* slv) {
   return
     dynamic_cast<mp::CplexBackend*>(AMPLSGetBackend(slv))->lp();
 }
 
-void* AMPLSGetEnv_cplexmp(AMPLS_MP_Solver* slv) {
+void* AMPLSGetEnv_cplex(AMPLS_MP_Solver* slv) {
   return
     dynamic_cast<mp::CplexBackend*>(AMPLSGetBackend(slv))->env();
 }

solvers/cplexmp/cplexmpbackend.h → solvers/cplex/cplexbackend.h

@@ -5,7 +5,7 @@
 
 #include "mp/backend-mip.h"
 #include "mp/flat/backend_flat.h"
-#include "cplexmpcommon.h"
+#include "cplexcommon.h"
 #include <map>
 
 namespace mp {

solvers/cplexmp/cplexmpcommon.cc → solvers/cplex/cplexcommon.cc

@@ -1,5 +1,5 @@
 #include "mp/format.h"
-#include "cplexmpcommon.h"
+#include "cplexcommon.h"
 
 namespace mp {
 

solvers/cplexmp/cplexmpmodelapi.cc → solvers/cplex/cplexmodelapi.cc

@@ -1,4 +1,4 @@
-#include "cplexmpmodelapi.h"
+#include "cplexmodelapi.h"
 
 
 namespace mp {

solvers/cplexmp/cplexmpmodelapi.h → solvers/cplex/cplexmodelapi.h

@@ -4,7 +4,7 @@
 #include <memory>
 
 #include "mp/env.h"
-#include "cplexmpcommon.h"
+#include "cplexcommon.h"
 #include "mp/flat/model_api_base.h"
 #include "mp/flat/constr_std.h"
 

solvers/xpress/CHANGES.xpress.md

@@ -2,6 +2,13 @@ Summary of recent updates to Xpress for AMPL
 ============================================
 
 
+## 20240823
+- Updated to Xpress 43.01.03
+- Added hybrid gradient algorithm (set *bar:alg* to 4)
+- Option *bar:cpuplatform* defaults to -2. To replicate the previous
+  versions behaviour, set to -1.
+
+
 ## 20240724
 - Option *acc:_all*
 	- Useful to disable all reformulations (acc:_all=2),

solvers/xpress/xpressbackend.cc

@@ -586,7 +586,8 @@ std::string XpressmpBackend::DoXpressFixedModel()
     { "-1", "Automatic choice (default)", -1},
     { "1", "Infeasible-start barrier algorithm", 1},
     { "2", "Homogeneous self-dual barrier algorithm", 2},
-    { "3", "Start with 2 and maybe switch to 1 while solving", 3}
+    { "3", "Start with 2 and maybe switch to 1 while solving", 3},
+    { "4", "Use the hybrid gradient algorithm", 4}
   };
 
   static const mp::OptionValueInfo values_barstart[] = {
@@ -743,7 +744,16 @@ std::string XpressmpBackend::DoXpressFixedModel()
  { "4", "skip pivots that are \"less numerically reliable\"", 4},
  { "8", "do a slower but more numerically stable crossover", 8},
   };
-
+  static const mp::OptionValueInfo values_barhgops[] = {
+ { "1", "use an asymmetric average for the primal averaging", 1},
+ { "2", "use the 1-norm of the coefficient matrix in normalizing the initial solution", 2},
+ { "4", "use the 2-norm of the coefficient matrix in normalizing the initial solution", 4},
+ { "8", "use the infinity norm of the coefficient matrix in normalizing the initial solution", 8},
+ { "16", "take the square root of omega", 16},
+ { "32", "contract omega towards 1 if the infeasibility is small enough", 32},
+ { "64", "omega is based on the infeasibility", 64},
+  };
+
   static const mp::OptionValueInfo values_cutselect[] = {
     {"32", "clique cuts", 32},
     {"64", "mixed - integer founding(MIR) cuts", 64},
@@ -1688,7 +1698,7 @@ AddSolverOption("alg:resourcestrategy resourcestrategy",
 
   AddSolverOption("bar:cpuplatform cpuplatform",
     "Which instruction are allowed to the Newton barrier method:\n:",
-    XPRS_CPUPLATFORM, values_cpuplatform, -1);
+    XPRS_CPUPLATFORM, values_cpuplatform, -2);
 
   AddSolverOption("bar:crash barcrash",
     "Choice of crash procedure for crossover, higher number "
@@ -1730,6 +1740,20 @@ AddSolverOption("alg:resourcestrategy resourcestrategy",
     "dual infeasibilities; default = 0 (automatic choice)",
     XPRS_BARDUALSTOP, 0.0, DBL_MAX);
 
+
+
+  AddSolverOption("bar:hgextrapolate barhgextrapolate",
+    "Extrapolation parameter for the hybrid gradient algorithm; default = 0.99",
+    XPRS_BARHGEXTRAPOLATE, 0.0, 1.0);
+
+  AddSolverOption("bar:hgmaxrestarts barhgmaxrestarts",
+    "Maximum number of restarts in the hybrid gradient algorithm; default =500",
+    XPRS_BARHGMAXRESTARTS, 0, INT_MAX);
+
+  AddSolverOption("bar:hgops barhgops",
+    "Control option for hybrid gradient (default = 8); sum of:\n"
+    "\n.. value-table::\n", XPRS_BARHGOPS, values_barhgops, -1);
+
   AddSolverOption("bar:gapstop bargapstop",
     "Barrier method convergence tolerance on the relative"
     " duality gap; default = 0", XPRS_BARGAPSTOP, 0.0, DBL_MAX);

test/end2end/scripts/python/SolverCollection.py

@@ -35,8 +35,8 @@ def addStdSolvers(solvers: SolverCollection, binPath=""):
     solvers.addSolver(Solver.OcteractSolver(path.join(binPath, "octeract-engine")))
     solvers.addSolver(Solver.GurobiDirectSolver(path.join(binPath,"gurobi")))
     solvers.addSolver(Solver.GurobiSolver(path.join(binPath,"gurobiasl")))
-    solvers.addSolver(Solver.CPLEXSolver(path.join(binPath,"cplex")))
-    solvers.addSolver(Solver.CPLEXDirectSolver(path.join(binPath,"cplexmp")))  ## Need as long as the target is there
+    solvers.addSolver(Solver.CPLEXSolver(path.join(binPath,"cplexasl")))
+    solvers.addSolver(Solver.CPLEXDirectSolver(path.join(binPath,"cplex"))) 
     solvers.addSolver(Solver.BaronSolver(path.join(binPath,"baron")))
     solvers.addSolver(Solver.ConoptSolver(path.join(binPath,"conopt4")))
     solvers.addSolver(Solver.ConoptSolver(path.join(binPath,"conopt")))