MathProgBase Inferace

Using the MathProgBase Interface

The MathProgBase interface is recommended for optimizing nonsmooth objects and problems that can't be easily represented in JuMP. A EAGO model object should be first created from as solver

f(x) = (x[1]-5)^2 + (x[2]-3)^2
g(x) = [x[1] - x[2]]
m1 = MathProgBase.NonlinearModel(EAGO_NLPSolver())
MathProgBase.loadproblem!(m1, 2, 1, [0.0, 0.0], [10.0, 10.0],
            [0.0], [1.0], :Min, f, g)
MathProgBase.optimize!(m1)

EAGO Model Object

EAGO.EAGO_NLP_Model — Type.
EAGO_NLP_Model

The model type to interface with JuMP and MathProgBase. This has fields:

  • BnBModel::BnBModel: which stores information from the Branch and Bound Problem.

  • Opts::EAGO_Inner_NLP: storage for various problem descriptors

  • d: The storage for an AbstractNLPEvaluator

  • status::Symbol: descriptor for model status (e.g. :optimal)

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EAGO.EAGO_Inner_NLP — Type.
EAGO_Inner_NLP

This is the inner storage object for the model interface to JuMP and MathProgBase. Effectively empty when initialized. It has the following fields:

  • gL::Vector{Float64}: Lower constraint bounds

  • gU::Vector{Float64}: Upper constraint bounds

  • gexp::Int64: Expression for constraints

  • gL_loc::Vector{Int64}: Index at which constraints have finite lower bounds

  • gU_loc::Vector{Int64}: Index at which constraints have finite upper bounds

  • numVar::Int64: Number of variables in full problem.

  • numConstr::Int64: Number of constraints in full problem.

  • vartypes::Vector{Symbol}: Type of variable array (currently not used)

  • sense::Symbol: Minimization (:Min) or maximization (:Max)

  • obj::Expr: Expression for objective provide by AbstractNLPEvaluator

  • constrs::Vector{Expr}: Expressions for constraints provide by AbstractNLPEvaluator

  • DAG_tlist::TapeList: Tape list for DAG propagation on constraints

  • f::Function: Objective function

  • g::Function: Constraint function

  • solver::EAGO_NLPSolver: Solve storage object

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Setup API for MathProgBase Interface

MathProgBase.SolverInterface.optimize! — Method.
MathProgBase.optimize!(s::EAGO_NLP_Model)

Optimizes the s::EAGO_NLP_Model. May print console outputs depending on settings and other solution information is accessible via start solver interface functions.

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Access and Manipulation functions for MathProgBase Interface

Standard MathProgBase access functions (e.g. MathProgBase.getsolution) are extended by EAGO.