JuMP GLPK method solver

shce · October 1, 2021, 2:37pm

Hello,

I am trying to solve a linear problem using GLPK. I have already found a solution but I would like to know which method is being used by GLPK to solve the LP problem.

My call is:

model = Model(GLPK.Optimizer)
# Set variables and constraints
JuMP.optimize!(model)

Does JuMP tell GLPK to solve the problem using Simplex method by default? Does GLPK decide which method it will use?

Thanks in advance,

odow · October 2, 2021, 6:23am

It uses the simplex method by default:

https://github.com/jump-dev/GLPK.jl/blob/d11ae27aaa3666217786850c564aeffa138a6dac/src/MOI_wrapper/MOI_wrapper.jl#L130-L151

shce · October 4, 2021, 8:01am

Thank you very much! So if I would like to use another method, I would have to specify it manually, right?

odow · October 4, 2021, 8:14am

Yes

shce · October 4, 2021, 9:46am

Thanks again

nico · December 28, 2022, 2:29pm

how do you specify it?

shce · December 29, 2022, 11:00am

Hello nico,

As far as I know, there are only three possible methods: GLPK.jl/MOI_wrapper.jl at dee196eabbc87da2a3bfcf210e3ebe17b302a178 · jump-dev/GLPK.jl · GitHub

I haven’t used them myself but I guess you can specify them as:

model = GLPK.Optimizer(method = GLPK.XXX)

See the following function:

github.com

jump-dev/GLPK.jl/blob/dee196eabbc87da2a3bfcf210e3ebe17b302a178/test/MOI_wrapper.jl#L142


      
          
          
function test_infeasible_bounds()
              model = GLPK.Optimizer()
              x = MOI.add_variable(model)
              MOI.add_constraint(model, x, MOI.Interval(1.0, -1.0))
              MOI.optimize!(model)
              @test MOI.get(model, MOI.TerminationStatus()) == MOI.INVALID_MODEL
              return
          end
          
          
function test_RawOptimizerAttribute()
              model = GLPK.Optimizer(method = GLPK.SIMPLEX)
              exception = ErrorException(
                  "Invalid option: cb_func. Use the MOI attribute `GLPK.CallbackFunction` instead.",
              )
              @test_throws exception MOI.set(
                  model,
                  MOI.RawOptimizerAttribute("cb_func"),
                  (cb) -> nothing,
              )
              MOI.set(model, MOI.RawOptimizerAttribute("tm_lim"), 100)

Regards,

shce

nico · December 29, 2022, 11:43am

Thanks a lot!