AmplNLWriter.jl
This Julia package is an interface between MathOptInterface.jl and AMPL-enabled solvers.
A list of AMPL-enabled solvers is available here.
Development of AmplNLWriter.jl is community driven and has no official connection with the AMPL modeling language or AMPL Optimization Inc.
Installation
AmplNLWriter.jl can be installed using the Julia package manager with the following command:
import Pkg
Pkg.add("AmplNLWriter")
Usage
AmplNLWriter.jl provides AmplNLWriter.Optimizer as a usable solver in JuMP.
The following Julia code uses the Bonmin solver in JuMP via AmplNLWriter.jl:
using JuMP, AmplNLWriter
model = Model(() -> AmplNLWriter.Optimizer("bonmin"))
You can then model and solve your optimization problem as usual. See JuMP.jl for more details.
The AmplNLWriter.Optimizer() constructor requires as the first argument the
name of the solver command needed to run the desired solver.
For example, if the bonmin executable is on the system path, you can use
this solver using AmplNLWriter.Optimizer("bonmin"). If the solver is not on
the path, the full path to the solver will need to be passed in. This solver
executable must be an AMPL-compatible solver.
The second (optional) argument to AmplNLWriter.Optimizer() is a
Vector{String} of solver options. These options are appended to the solve
command separated by spaces, and the required format depends on the solver that
you are using. Generally, they will be of the form "key=value", where key is
the name of the option to set and value is the desired value.
For example, to set the NLP log level to 0 in Bonmin, you would run
AmplNLWriter.Optimizer("bonmin", ["bonmin.nlp_log_level=0"]).
For a list of options supported by your solver, check the solver's
documentation, or run /path/to/solver -= at the command line, e.g., run
bonmin -= for a list of all Bonmin options.
Note that some of the options don't seem to take effect when specified using the
command-line options (especially for Couenne), and instead you need to use an
.opt file.
The .opt file takes the name of the solver, e.g. bonmin.opt, and each line
of this file contains an option name and the desired value separated by a space.
For instance, to set the absolute and relative tolerances in Couenne to 1 and
0.05 respectively, the couenne.opt file should be
allowable_gap 1
allowable_fraction_gap 0.05
In order for the options to be loaded, this file must be located in the current working directory whenever the model is solved.
A list of available options for the respective .opt files can be found here:
Guides for specific solvers
Bonmin/Couenne/Ipopt
NOTE: AmplNLWriter v0.4.0 introduced a breaking change by removing
BonminNLSolver, CouenneNLSolver, and IpoptNLSolver. Users are now expected
to pass the path of the solver executable to AmplNLWriter.Optimizer.
The easiest way to obtain a solver executable for Bonmin, Couenne, or Ipopt is to download one from AMPL.
SCIP
To use SCIP with AmplNLWriter.jl, you must first compile the scipampl binary
which is a version of SCIP with support for the AMPL .nl interface. To do this,
you can follow the instructions here,
which we have tested on OS X and Linux.
After doing this, you can access SCIP through
AmplNLWriter.Optimizer("/path/to/scipampl"). Options can be specified for SCIP
using a scip.set file, where each line is of the form key = value. For
example, the following scip.set file will set the verbosity level to 0:
display/verblevel = 0
A list of valid options for the file can be found here.
To use the scip.set file, you must pass the path to the scip.set file as the
first (and only) option to the solver:
AmplNLWriter.Optimizer("/path/to/scipampl", ["/path/to/scip.set"])