Exposing the ability to configure the Solver

[niesmo]

Hi all 👋,

I was looking into doing some tuning of our optimization model and from what I can tell, there's no exposed way to set SolverConfiguration when calling the Solver.solve function. For reference, Flips is setting the TimeLimit when instantiating the solver object here and here using the SolverConfiguration.

I think it would be awesome to expose the ability to set those configurations through either the SolverSettings or some new construct.

If there already exist a way to configure these parameters (like MIPGap), please let me know. If not, I think exposing those configuration (not asking for the OPTANO type to be exposed -- likely some parallel type from Flips) would be a great addition to the library.

-Nima

[smoothdeveloper]

@niesmo, I don't know if it helps, but with regard to MaxDuration, you may be able to create a new settings instance and alter the value for that field in your top level calling code.

flips/Flips/Types.fs

Line 404 in 705056e

MaxDuration : int64

let settings = { settings with MaxDuration = yourNewValue }

As to access the parameters that are intrinsic to each solver, I don't remember there is a way to interact with that at all.

There was some discussions for evolving the design and opening some customisation for advance usages, and also, some exploration on my end, on possible designs to do so in context of a CPlex specific solver.

[niesmo]

You're right about the MaxDuration, but, MaxDuration is the only thing exposed there and without it tbh, the library would be incomplete imo. I'm thinking of more "advanced" configurations.

[niesmo]

One idea that comes to mind from a design perspective (this is not backwards compatible as is) would be something like this:
Notes:

1. I'm only including MIPGap and MIPGapAbs as an example. More research is required to decide what the exact exposed field should be.
2. I'm separating the Cplex and Gurobi configurations by design to allow them to evolve independently if necessary.

type SolverSettings =
  { SolverType : SolverType
    MaxDuration : int64
    WriteLPFile : Option<string>
    WriteMPSFile : Option<string>
    // We want to enable this in the next major release
    //EnableOutput : bool }
and SolverType =
  | Cplex128 of CplexConfiguration
  | Gurobi900 of GurobiConfiguration
    // for CBC and GLOP
and CplexConfiguration =
  { MIPGap : decimal
    MIPGapAbs : decimal }
and GurobiConfiguration =
  { MIPGap : decimal
    MIPGapAbs : decimal }

Now to include some convenient features, you can add something like default<solver>Configuration values so people don't have to create those values every time.

let defaultCplexConfiguration= { MIPGap = 0; MIPGapAbs = 0 }
let defaultGurobiConfiguration = { MIPGap = 0; MIPGapAbs = 0 }

So the call to the solver is going to be

let model = ...
let solverSetting = 
  { MaxDuration = 10_000L
    SolverType = Cplex128 Config.defaultCplexConfiguration
    WriteLPFile  = None
    WriteMPSFile = None }

let _ = Sovler.solve solverSetting model

[smoothdeveloper]

@niesmo there are several interesting ideas here.

As is, I recommend you make a fork of the library and try in your own way, to put the seams you'd need to use soon, and contribute the code of the fork, for review, later discussion.

There are discussion thread related to overal design of library for future versions:

#110
#162

Those may be worth reviewing if you can allow, if you like to refine a first design that fits your current needs, in directions that this library may take in the future.

[drdebian]

I hope I'm in the right place with my question: How does one select the solver Flips uses on a system with multiple solvers installed? I'm struggling to find any documentation on this, so apologies if it's a stupid question...