Procedure GMP::Tuning::TuneMultipleMPS(DirectoryName, Solver, FixedOptions, ApplyTunedSettings, OptionFileName)

GMP::Tuning::TuneMultipleMPS

The procedure GMP::Tuning::TuneMultipleMPS tunes the solver options for a set of problems represented by MPS, LP or SAV files.

GMP::Tuning::TuneMultipleMPS(
     DirectoryName,        ! (input) scalar string expression
     Solver,               ! (input) scalar element parameter
     FixedOptions,         ! (input) set expression
     [ApplyTunedSettings], ! (optional) scalar numerical expression
     [OptionFileName]      ! (optional) scalar string expression
)

Arguments

DirectoryName

The name of the directory containing the problems to be tuned. All problems with file format ‘.mps’, ‘.lp’ or ‘.sav’ inside the directory will be used.

Solver

An element in the set AllSolvers.

FixedOptions

A subset of the predefined set AllOptions, containing the set of all solver options that should not be tuned by the solver. For fixed options the current AIMMS project settings are used.

ApplyTunedSettings

A 0-1 value indicating whether the tuned option settings should be used inside the project immediately. The default is 0.

OptionFileName

The name of the options file to which the tuned options will be written. If this argument is not specified then no options file will be created.

Return Value

The procedure returns 1 on success, or 0 otherwise.

Note

• All solver options not in the set FixedOptions will be subject to tuning even if such an option is set to a non-default value inside the AIMMS project.

• Mixed problem sets are not supported, i.e., you cannot mix LP problems with MIP problems.

• The tuned options will be written to the listing file.

• The options file (if any) can be imported into the AIMMS project using the options dialog box.

• This procedure is only supported by CPLEX and Gurobi.

• Only CPLEX supports the SAV format.

Example

Assume we have a set ‘FixedOptions’ defined as:

Set FixedOptions {
    SubsetOf   :  AllOptions;
    Definition :  data { 'CPLEX 12.10::mip_search_strategy' };
}

Using CPLEX 12.10 we tune all ‘.mps’, ‘.lp’ and ‘.sav’ problems inside the directory ‘Set1’ by executing:

GMP::Tuning::TuneMultipleMPS( "Set1", 'CPLEX 12.10', FixedOptions );

Note that the opion ‘mip search strategy’ is fixed and will not be tuned.

See also

The routines GMP::Tuning::SolveSingleMPS and GMP::Tuning::TuneSingleGMP.