Mosek
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class Mosek : public idol::OptimizerFactoryWithDefaultParameters<Mosek>
Public Functions
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Mosek() = default
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virtual Optimizer *operator()(const Model &t_model) const override
Creates and returns a new optimizer to solve the model given as parameter.
- Parameters:
t_model – The model which the optimizer will solve
- Returns:
A new optimizer for the model
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virtual Mosek *clone() const override
Creates and return a copy of the optimizer factory. This is used for polymorphism.
- Returns:
A copied object of the current object (i.e., *this)
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Mosek &add_callback(const CallbackFactory &t_cb)
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Mosek &with_logs(bool t_value)
Sets the log_master level and color for the optimizer
Example:
auto algorithm = GLPK() .with_logs(true);
- Parameters:
t_log_level – the log_master level
t_log_color – the output color
- Returns:
the optimizer factory itself
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Mosek &with_time_limit(double t_time_limit)
Sets the time limit for the optimizer
Example:
auto algorithm = GLPK() .with_time_limit(3600);
- Parameters:
t_time_limit – the time limit (in seconds)
- Returns:
the optimizer factory itself
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Mosek &with_thread_limit(unsigned int t_max_n_threads)
Sets the maximum number of threads which the optimizer can use
Example:
auto algorithm = GLPK() .with_thread_limit(5);
- Parameters:
t_max_n_threads – the number of threads which can be used
- Returns:
the optimizer factory itself
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Mosek &with_iteration_limit(unsigned int t_iteration_count_limit)
Sets the maximum number of iterations which the optimizer go through
Example:
auto algorithm = GLPK() .with_iteration_limit(200);
- Parameters:
t_iteration_count_limit – the maximum number of iterations
- Returns:
the optimizer factory itself
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Mosek &with_best_bound_stop(double t_best_bound_stop)
Sets a threshold on the best bound for stopping the optimizer. When the optimizer have found a best bound which is greater than this threshold, the optimizer stops.
Example:
const double my_known_best_obj = 0.; auto algorithm = GLPK() .with_best_bound_stop(my_known_best_obj);
- Parameters:
t_best_bound_stop – the threshold
- Returns:
the optimizer factory itself
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Mosek &with_best_obj_stop(double t_user_best_obj)
Sets a threshold on the best objective value for stopping the optimizer. When the optimizer have found a best objective value which is less than this threshold, the optimizer stops.
Example:
const double my_known_best_bound = 0; auto algorithm = GLPK() .with_best_obj_stop(my_known_best_bound);
- Parameters:
t_user_best_obj – the threshold
- Returns:
the optimizer factory itself
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Mosek &with_relative_gap_tolerance(double t_relative_gap_tolerance)
Sets the relative gap tolerance for the optimizer. When the optimizer proves that the relative optimality gap is less than this threshold, the optimizer stops.
Example:
auto algorithm = GLPK() .with_relative_gap_tolerance(.05); // sets a gap tolerance of 5%
- Parameters:
t_relative_gap_tolerance – the relative gap tolerance
- Returns:
the optimizer factory itself
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Mosek &with_absolute_gap_tolerance(double t_absolute_gap_tolerance)
Sets the absolute gap tolerance for the optimizer. When the optimizer proves that the absolute optimality gap is less than this threshold, the optimizer stops.
Example:
auto algorithm = GLPK() .with_absolute_gap_tolerance(1e-4);
- Parameters:
t_absolute_gap_tolerance – the absolute gap tolerance
- Returns:
the optimizer factory itself
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Mosek &with_presolve(bool t_value)
Sets the get_param_presolve activation for the optimizer.
Example:
auto algorithm = GLPK() .with_presolve(false); // turns off get_param_presolve phase
- Parameters:
t_value – the activation level for the optimizer’s get_param_presolve (0 for disabling, 1 for enabling)
- Returns:
the optimizer factory itself
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Mosek &with_infeasible_or_unbounded_info(bool t_value)
Sets the behaviour of the optimizer when a model is shown to be infeasible or unbounded. When set to true, the optimizer is forced to prove feasibility or unboundedness by providing a certificate.
Example:
auto algorithm = GLPK() .with_infeasible_or_unbounded_info(true);
- Parameters:
t_value – the activation level
- Returns:
the optimizer factory itself
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Mosek &conditional(bool t_conditional_value, const std::function<void(Mosek&)> &t_if)
Executes the lambda function given as second parameter if and only if its first argument is true. This function can be used to build different optimizer factories depending on some external variable.
Example:
for (const bool use_presolve : {true, false}) { auto algorithm = GLPK() .conditional(use_presolve, [](auto& x){ x.with_presolve(true); }) model.use(algorithm); model.optimize(); }
- Parameters:
t_conditional_value – if true, the t_if lambda function is executed, if false, nothing happens.
t_if – lambda function to execute in case t_conditional_value is true
- Returns:
the optimizer factory itself
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Mosek &conditional(bool t_conditional_value, const std::function<void(Mosek&)> &t_if, const std::function<void(Mosek&)> &t_else)
Executes the lambda function given as second parameter if and only if its first argument is true. This function can be used to build different optimizer factories depending on some external variable.
Example:
for (const bool use_presolve : {true, false}) { auto algorithm = GLPK() .conditional(use_presolve, [](auto& x){ x.with_presolve(true); }, [](auto& x){ x.with_presolve(false); }) model.use(algorithm); model.optimize(); }
- Parameters:
t_conditional_value – if true, the t_if lambda function is executed, if false, the t_else lambda function is.
t_if – lambda function to execute in case t_conditional_value is true
t_else – lambda function to execute in case t_conditional_value is false
- Returns:
the optimizer factory itself
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template<class T>
inline bool is() const
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Mosek() = default