Algencan.Algencan — ModuleAlgencan interface to MathProgBase and JuMP.
See its GitHub page
Algencan.AlgencanSolver — TypeAlgencan solver that stores options
Algencan.AlgencanSolver — MethodStore keyworded argments as options
Algencan.setmultwarmstart! — MethodSet an inital value for the constaint mutipliers (warmstart)
Algencan.AlgencanMathProgModel — TypeAlgencan model, that storing solution data
Algencan.find_status — MethodFind final status of Algencan
Algencan.julia_fc — MethodCompute objective and constraints as required by Algencan
Algencan.julia_gjac — MethodCompute objective gradient and constraints Jacobian as required by Algencan
Algencan.julia_hl — MethodCompute the Hessian of the Lagrangian as required by Algencan
Algencan.julia_hlp — MethodCompute the Hessian of the Lagrangian times p as required by Algencan
Algencan.option2vparam — MethodTransform the option dictionary into a vparam string array
Algencan.treat_lower_bounds — MethodAnalyse the lower and upper bounds on the constraints and prepare the data structure to treat lower bounds.
Base.copy — MethodReturn a copy of the current model
MathProgBase.SolverInterface.getobjbound — MethodGet best bound on (local) optimal value
MathProgBase.SolverInterface.getobjgap — MethodGet gap to (local) optimality
MathProgBase.SolverInterface.getobjval — MethodGet objective value at current primal point
MathProgBase.SolverInterface.getrawsolver — MethodThere is no inner solver, all functionality is exposed by the default interface
MathProgBase.SolverInterface.getreducedcosts — MethodReturn mutipliers associated with bound cosntraints
MathProgBase.SolverInterface.getsense — MethodReturn problem sense
MathProgBase.SolverInterface.getsolution — MethodReturn the current primal point, the solution after calling optimize
MathProgBase.SolverInterface.getsolvetime — MethodGet the solution time
MathProgBase.SolverInterface.getvartype — MethodReturn variable types: they are all continuous
MathProgBase.SolverInterface.loadproblem! — MethodLoads the problem with its basic data and functions in a NLPEvaluator
MathProgBase.SolverInterface.numconstr — MethodReturn the number of constraints
MathProgBase.SolverInterface.numvar — MethodReturn the number of decision variables
MathProgBase.SolverInterface.setparameters! — MethodSet parameter for a solver, that will be default for all next models
You can use any Algencan parameter that can be set in a specification file plus :epsfeas, :epsopt, :efstain, :eostain, efacc, :eoac, :outputfnm, :specfnm.
See more details in Algencan documentation.
MathProgBase.SolverInterface.setsense! — MethodChange optimization sense, either :Min or :Max
MathProgBase.SolverInterface.setvartype! — MethodAlgencan only deals with continuous variable, so inform if this is not the case
MathProgBase.SolverInterface.setwarmstart! — MethodSet an initial value for the decision variables (warmstart)
MathProgBase.SolverInterface.status — MethodGet current model status