[Ipopt] [Cbc] Linear System Constraint Least Square

Mon Oct 21 15:46:40 EDT 2013

Thanks !

I try to stay "native" I know an another Python alternative (OpenOpt):
http://openopt.org/Problems
Thanks for your help.
I will wait you MinGW x64 built.

Thanks again

2013/10/21 Ted Ralphs <ted at lehigh.edu>

> I forgot to mention that Coopr (projects.coin-or.org/Coopr) is a
> Python-based modeling language that uses the AMPL solver library to
> interface with Bonmin, Couenne, and Ipopt (I believe through the
> OSAmplClient). This is probably your only free alternative and your best
> bet for having modeling language support. It's quite a powerful modeling
> environment. I've just recently built x64 binaries with MinGW for the whole
> stack and am actively in the process of producing binaries and installers
> for distribution. I'll post a message when that process is complete.
>
> Ted
>
>
>
> On Mon, Oct 21, 2013 at 3:26 PM, soufiane khiat <soufiane.khiat at gmail.com>wrote:
>
>> Thank for you detailled answer and clarification.
>> I can't buy a licence of solver like AMPL (http://www.ampl.com/index.html),
>> So I tried OS. MS Binaries, but as expected only x86 are provided and after
>> linking:
>> amplsolv.lib(fpinitmt.obj) : fatal error LNK1112: module machine type
>> 'X86' conflicts with target machine type 'x64'...
>>
>> And Intel x64 binary could not be used, due to the MKL dependencies
>> (note: MKL is not free http://software.intel.com/en-us/intel-mkl).
>>
>> So I will try to build x64 version with MinGW (I can't switch to x86).
>>
>> If anyone has a x64 binary without MKL dependence that would very helpful
>> for Coin-OR community.
>>
>> Cheers
>>
>> Soufiane
>>
>>
>> 2013/10/21 Ted Ralphs <ted at lehigh.edu>
>>
>>> Sorry, I guess my answer wasn't too clear on a few points. The bottom
>>> line is that you need a Fortran compiler to build Ipopt. If you want to
>>> build Ipopt with Visual Studio, the only way I have successfully done it is
>>> using the Intel Fortran compiler along with the Visual Studio compiler.
>>> There may be some other ways to do it (you can build MSVC++ compatible
>>> libraries with the MinGW compilers for instance, though I've never done
>>> it), but this is by far the easiest. Actually, the only way to build the
>>> whole stack "out of the box" with the Visual Studio compilers is to use the
>>> autotools and the MSys shell, i.e., not the Visual Studio IDE. Keep in
>>> mind, though, that the binaries for ipopt, Bonmin, Couenne, etc only work
>>> through AMPL.
>>>
>>> To clarify one other point, the OS project is not just for building Web
>>> service applications. It provides libraries and binaries that work in the
>>> usual way, but wrap the other solvers and provide a uniform interface to
>>> them, including an XML-based format for specifying instances. I've
>>> cross-posted this to the more relevant lists in case others want to comment.
>>>
>>> Cheers,
>>>
>>> Ted
>>>
>>>
>>>
>>>
>>> On Mon, Oct 21, 2013 at 9:16 AM, soufiane khiat <
>>> soufiane.khiat at gmail.com> wrote:
>>>
>>>> I can't use Intel Compiler for many reason (one of them is a
>>>> non-optimal code for AMD
>>>> http://en.wikipedia.org/wiki/Intel_C++_Compiler#Criticism).
>>>> So I am constraint to use Visual Studio 2012 (v11), is not a problem
>>>> for major part Coin-OR project's. I can automatically update to v11 from
>>>> MSVisualStudio/v10 folder provided by projects.
>>>> I don't need specially a binary (dll or/and lib) I prefer to build it
>>>> my self with my own options, but many dependencies are not explicited, I
>>>> know on linux it is very easy to compile anythink (sudo apt-get
>>>> ...package...) I can get directly the correct package with dependencies
>>>> after make + install all my dependencies are installed, but is not a case
>>>> for major part of the people on Windows Environnement.
>>>> I can't use a webservice I have to provide a standalone for users.
>>>> I try to build all dependencies, but all are not specified, for exemple
>>>> Bonmin need IpOpt and IpOpt need mpi etc...
>>>> I saw some project delivered with Visual Studio and Full-Third Party
>>>> include on one archive, I think this initiative could be generalized.
>>>>
>>>> Thanks for you time and your help
>>>>
>>>> Cheers,
>>>>
>>>> Soufiane
>>>>
>>>>
>>>>
>>>> 2013/10/19 Ted Ralphs <ted at lehigh.edu>
>>>>
>>>>> Bonmin can be built fairly easily on x64 if you have access to an
>>>>> Intel 64-bit compiler. Is there a reason you specifically need 64-bit
>>>>> binaries? I will shortly release an installer for 32-bit Windows versions
>>>>> of the COIN solvers built with the 32-bit Intel Fortran compiler and the
>>>>> 32-bit version of Visual Studio. If you need 64-bit, there will also be a
>>>>> 64-bit version built with MinGW. The binary of Bonmin can only be used
>>>>> through AMPL, however. You might take a look at the Optimization Services
>>>>> project (https://projects.coin-or.org/OS), which provides alternative
>>>>> interfaces to Bonmin and many of the other COIN solvers.
>>>>>
>>>>> Cheers,
>>>>>
>>>>> Ted
>>>>>
>>>>>
>>>>> On Fri, Oct 18, 2013 at 7:36 PM, soufiane khiat <
>>>>> soufiane.khiat at gmail.com> wrote:
>>>>>
>>>>>> Hi,
>>>>>>
>>>>>> Yes indeed Bonmin look like what I need. But on windows it's a
>>>>>> nightmare to build. And binary distribution do not provide any release for
>>>>>> Visual Studio x64.
>>>>>>
>>>>>> Other project like:
>>>>>> - LaGO
>>>>>> - Couenne
>>>>>> - NLPAPI
>>>>>> ...
>>>>>>
>>>>>> Could provide a function to solve my MIQP ?
>>>>>>
>>>>>> Thanks for you help
>>>>>>
>>>>>> Soufiane
>>>>>>
>>>>>>
>>>>>>
>>>>>> 2013/10/17 Stefan Vigerske <stefan at math.hu-berlin.de>
>>>>>>
>>>>>>> Hi,
>>>>>>>
>>>>>>> you asked for an alternative interfaces to do MIQP with Cbc, not
>>>>>>> whether Cbc can solve your problem.
>>>>>>> I never tried solving (convex) MIQPs with Cbc. Within COIN-OR, I
>>>>>>> would probably go with Bonmin.
>>>>>>>
>>>>>>> Stefan
>>>>>>>
>>>>>>>
>>>>>>> On 10/17/2013 07:46 PM, soufiane khiat wrote:
>>>>>>>
>>>>>>>> Cbc do not allow us to solve this kind of problem?
>>>>>>>> Or any package on Coin-OR?
>>>>>>>>
>>>>>>>> Thanks
>>>>>>>>
>>>>>>>> Soufiane
>>>>>>>>
>>>>>>>>
>>>>>>>> 2013/10/17 Mike Steglich <mike.steglich at berlin.de>
>>>>>>>>
>>>>>>>>  An additional alternative for an open source MPL is CMPL (
>>>>>>>>> coliop.org).
>>>>>>>>>
>>>>>>>>> Mike
>>>>>>>>>
>>>>>>>>> Am 17.10.2013 um 16:26 schrieb Stefan Vigerske:
>>>>>>>>>
>>>>>>>>>  Hi,
>>>>>>>>>>
>>>>>>>>>> you might want to look into algebraic modeling languages then,
>>>>>>>>>> e.g.,
>>>>>>>>>> Pyomo, ZIMPL for open source, and
>>>>>>>>>> AIMMS, AMPL, GAMS for commercial.
>>>>>>>>>>
>>>>>>>>>> Stefan
>>>>>>>>>>
>>>>>>>>>>
>>>>>>>>>> On 10/16/2013 08:18 PM, soufiane khiat wrote:
>>>>>>>>>>
>>>>>>>>>>> Hello,
>>>>>>>>>>>
>>>>>>>>>>> I'm new on Optimization topic. I try to minimize:
>>>>>>>>>>> ||Ax-b||_2
>>>>>>>>>>> Subject to a list of constraint {B_i, L_ij, E_ij}:
>>>>>>>>>>> B_i (each x_i could have a: no bound, min bound, max bound or
>>>>>>>>>>> both):
>>>>>>>>>>> min_i<=x_i<=max_i
>>>>>>>>>>>
>>>>>>>>>>> L_ij (with i != j, (i,j) On [1..N]):
>>>>>>>>>>> x_i + x_j = u_ij With u_ij = {0 OR 1}
>>>>>>>>>>>
>>>>>>>>>>> E_ij (with i != j, (i,j) On [1..N]):
>>>>>>>>>>> u_i >= x_i
>>>>>>>>>>> u_j >= x_j
>>>>>>>>>>> u_i + u_j <= 1 With (u_i, u_j) is Binary variable like u_ij on
>>>>>>>>>>> L_ij.
>>>>>>>>>>>
>>>>>>>>>>> I have no control on size of data, number of B_i, L_ij and E_ij
>>>>>>>>>>> it is
>>>>>>>>>>>
>>>>>>>>>> only
>>>>>>>>>
>>>>>>>>>> a data.
>>>>>>>>>>> A is a Matrix NxM, x and b is a vector. So I would like to find
>>>>>>>>>>> best as
>>>>>>>>>>> possible x to satisfact this constraints.
>>>>>>>>>>>
>>>>>>>>>>> My question is, how can I fill a CbcModel to describ this problem
>>>>>>>>>>>
>>>>>>>>>> without
>>>>>>>>>
>>>>>>>>>> *.mps file?
>>>>>>>>>>> It is possible to only provide a Matrix A and b?
>>>>>>>>>>>
>>>>>>>>>>> Thanks for you answers.
>>>>>>>>>>>
>>>>>>>>>>> Soufiane KHIAT
>>>>>>>>>>> Software Engineer
>>>>>>>>>>>
>>>>>>>>>>>
>>>>>>>>>>>
>>>>>>>>>>> ______________________________**_________________
>>>>>>>>>>> Cbc mailing list
>>>>>>>>>>> Cbc at list.coin-or.org
>>>>>>>>>>> http://list.coin-or.org/**mailman/listinfo/cbc<http://list.coin-or.org/mailman/listinfo/cbc>
>>>>>>>>>>>
>>>>>>>>>>>
>>>>>>>>>> ______________________________**_________________
>>>>>>>>>> Cbc mailing list
>>>>>>>>>> Cbc at list.coin-or.org
>>>>>>>>>> http://list.coin-or.org/**mailman/listinfo/cbc<http://list.coin-or.org/mailman/listinfo/cbc>
>>>>>>>>>>
>>>>>>>>>
>>>>>>>>>
>>>>>>>>>
>>>>>>>>
>>>>>>>
>>>>>>
>>>>>> _______________________________________________
>>>>>> Cbc mailing list
>>>>>> Cbc at list.coin-or.org
>>>>>> http://list.coin-or.org/mailman/listinfo/cbc
>>>>>>
>>>>>>
>>>>>
>>>>>
>>>>> --
>>>>> Dr. Ted Ralphs
>>>>> Associate Professor, Lehigh University
>>>>> (610) 628-1280
>>>>> ted 'at' lehigh 'dot' edu
>>>>> coral.ie.lehigh.edu/~ted
>>>>>
>>>>
>>>>
>>>
>>>
>>> --
>>> Dr. Ted Ralphs
>>> Associate Professor, Lehigh University
>>> (610) 628-1280
>>> ted 'at' lehigh 'dot' edu
>>> coral.ie.lehigh.edu/~ted
>>>
>>
>>
>
>
> --
> Dr. Ted Ralphs
> Associate Professor, Lehigh University
> (610) 628-1280
> ted 'at' lehigh 'dot' edu
> coral.ie.lehigh.edu/~ted
>
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