Reading xpress problem from .lp file into Julia

Specific Domains Optimization (Mathematical)
1

I’m reading a problem from .lp into Julia. I’ve tried various xpress.optimizer params - the problem is infeasible. The reason is b/c the model isn’t read exactly as it’s defined in the .lp file - some constraints get modified. I’ve tried enforcing LP format when reading .lp file using:

model = MOI.FileFormats.Model(format = MOI.FileFormats.FORMAT_LP)
MOI.read_from_file(model, probPath)

but then set_optimizer doesn’t like that model as a parameter…so that the code doesn’t run:
set_optimizer(model, ()->Xpress.Optimizer(DEFAULTALG = 1, PRESOLVE = 1, logfiset_optimizerle = “lp.log”)) - and i’ve tried different options for the optimizer…

Appreciate experts help!!!

2

Did you try to load the same LP file with the Xpress API directly. You can do something like this

using Xpress
prob = Xpress.XpressProblem()
Xpress.readprob(prob, file_name, "")
Xpress.lpoptimize(prob, "")

if the problem is still infeasible then it isn’t a JuMP problem.

1 Like
3

That was extremely helpful. But how can i see the log file or the details from the solver - to make sure that indeed it was solved successfully and obj cost makes sense? i.e. with jump i’m able to do both - specify the log file and to call/output: solution_summary(model)
outputting println(prob) is not sufficient:
Xpress Problem:
type : LP
sense : minimize
number of variables = 248
number of linear constraints = 113
number of quadratic constraints = 0
number of sos constraints = 0
number of non-zero coeffs = 1365
number of non-zero qp objective terms = 0
number of non-zero qp constraint terms = 0
number of integer entities = 0
Appreciate your help!

4

You need

using JuMP, Xpress
model = read_from_file(probPath)
set_optimizer(model, () -> Xpress.Optimizer(log file = "lp.log"))
optimize!(model)

Docs: Models · JuMP

If that doesn’t work, can you provide the LP file?

5

Ah, I see you’ve opened https://github.com/jump-dev/MathOptInterface.jl/issues/1786. Please upload the LP file there.