[OS] MILP computing with OS

Tue Feb 19 16:36:40 EST 2008

Kipp is correct that our Software Platform SDK V7.2 supports OSiL for linear
and mixed-integer problems.  Our SDK provides access to our own LSLP Solver,
the MOSEK Solver, and the XPRESS Solver.  (We have a total of twelve Solver
Engines, but these three are the best for LP/MIPs.)  This is a commercial
product, but a free 15-day trial is available at www.solver.com.

Dan Fylstra, Frontline Systems Inc.

-----Original Message-----
From: optimizationservices at googlegroups.com
[mailto:optimizationservices at googlegroups.com] On Behalf Of Kipp Martin
Sent: Tuesday, February 19, 2008 6:54 AM
To: optimizationservices at googlegroups.com
Cc: Linus Schrage
Subject: Re: [OS] MILP computing with OS

Hi Joe:

> 
> Supported MILP solver through OS :
> Cbc
> GLPK
> SYMPHONY
> CPLEX

Correct, the above are supported in OS.
> 
> Unsupported (?) MILP solvers through OS :
> lp_solve http://tech.groups.yahoo.com/group/lp_solve/
> SCIP http://scip.zib.de/
> MINTO http://coral.ie.lehigh.edu/~minto/

Correct, the above are not supported.
> 
> Please help me and update both supported/unsupported milp solver
> list.

We also support Lindo. A trial version is at www.lindo.com. In 
OS/src/OSSolverInterfaces there is OSLindoSolver.cpp which we use to 
hook to the Lindo API.  You can also use Lindo to solve nonlinear 
programs. In our  OSInstance api there is a method to get the problem in 
  a postfix instruction list which you can feed to Lindo. I run and test 
Lindo daily on my Mac. I have also tested with Linux and Windows/cl with 
no problem.

/home/kmartin/COIN-OS/configure 
--with-lindo-lib="-L/home/kmartin/files/code/lindo/linux/lib -llindo 
-lmosek" --with-lindo-incdir=/home/kmartin/files/code/lindo/linux/include

Note also that The Mosek ApS now supports the OSiL format

http://www.mosek.com/fileadmin/products/5_0/tools/doc/html/pyapi/node022.htm
l

but I have not tested this. Also Frontline Systems Solver Platform SDK 
currently  support OSiL for problem instance representation  of mixed 
integer linear programs.  See

http://www.solver.com/sdkplatformd.htm 

I have not tested OSiL yet in the Frontline solver suite.

In summary, the MILP solvers we have personally tested to date are

Cbc
GLPK
SYMPHONY
CPLEX
Lindo

Probably the next solver I will add is Bonmin which is nonlinear integer 
and based on Ipopt which we also support.

Cheers,

> Thanks in advance.
> > 
> _______________________________________________
> OS mailing list
> OS at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/os

-- 
Kipp Martin
Professor of Operations Research
and Computing Technology
Graduate School of Business
University of Chicago
5807 South Woodlawn Avenue
Chicago, IL 60637
773-702-7456
kipp.martin at chicagogsb.edu
http://gsbkip.chicagogsb.edu
http://www.coin-or.org

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