[Cmpl] Time-out and objective questions

[Mike Steglich]

Hi Michel,

Thank you for your interest in CMPL. Your project sounds very interesting!

Please see my answers below:

> Am 18.06.2021 um 00:34 schrieb Michel Iwaniec <michel.iwaniec at gmail.com>:
> 
> 
> Hi,
> 
> I have a few questions regarding CMPL, which are sort-of-related, as they both relate to trying to stop CMPL / CBC solving sooner using either a time-out value or tweaking the objective.
> 
> First a bit of background: My GPL project that uses CMPL + CBC is an image-to -background+sprites converter for the 8-bit NES / Famicom console: https://github.com/michel-iwaniec/OverlayPal
> 
> At the moment I've just been invoking CMPL as a sub-process from my own program, although I do plan to build CMPL from source to integrate it more properly at some point in the future.
> 
> I've been really impressed with CMPL's neat mathematical language, and especially the support for variable products.
> I previously used PuLP in Python where I kept introducing "big-M-logic", and my code got very difficult to maintain as the model grew in complexity. CMPL's variable-product-feature really got things cleaned up again.
> 
> Anyway, on to the questions/issues I'm having:
> 
> *** Question#1 ***
> 
> My program has a need for a variable timeout that can be set from the GUI. However, while the CMPL language file allows setting a fixed timeout using a parameter "%opt cbc seconds 123" I have not found any way to set this from the command-line when executing cmpl(.exe). Nor have I been able to specify it in my data file included using the "%data" directive.
> 
> So my current work-around is to just create another copy of my .cmpl program file that has the "%opt cbc seconds 123" parameter line prepended to it, and run this program instead. It works but is an extra step I'd rather avoid if I could.
> 
> So is setting the timeout using command-line parameters / data files not supported, or have I just missed something obvious here?

In CMPL1, solver options can only be defined as CMPL headers.  This will change in CMPL2, for which we will soon start a beta phase. (I am working on the manual as last step before the official beta phase starts.)  I can send a link to the current beta versions next week. The source can be found here: https://github.com/MikeSteglich/Cmpl2

 
> 
> *** Question#2 ***
> 
> Secondly, I'd also like to support a mode where *any* valid solution is accepted by CMPL, to avoid spending too much time on refining a valid solution. i.e., this mode should accept the first valid solution and only use the timeout where finding a solution / deciding the problem is unsolvable takes too long to be acceptable.
> 
> When I used PuLP + CBC, this was easy enough to do by just leaving out the objective of the optimization problem entirely.
> 
> But the same trick didn't seem to work with CMPL. If I try to remove the "objective" section I get an error from cmpl(.exe) saying "Error (interfaces): No objective function found.". 
> 
> Is there some existing way to achieve this which I haven't thought of?

If you use Gurobi or Cplex, %display solutionPool might help. I have put this problem for Cbc on my ToDo list.

> *** Question#3 ***
> 
> Kind of a follow-up to Q#2. Another "mode" that might be useful in my case is to combine both of these features, by having the ability to set a timeout that is ignored until at least one valid solution is found. 
> i.e., the intended behavior is that my program should at least keep running until a valid solution has been found, in order to produce a valid result for the user... but it should not spend any more time finding a better solution if the provided time budget has already been exhausted.
> 
> I'm already assuming this sort of configurability is probably a bit too specific to support using either the existing command-line parameters or language directives. But I was wondering if there might be some relatively easy way to do it using CMPL's internal C++ API?
> 
> Thanks again for making such a useful open-source tool! :)

SolutionPool works in this way in combination with e.g. MipGap …

> 
> // Michel
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Mike
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