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APM.SOLVER - APMonitor Option

Main.OptionApmSolver History

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September 20, 2018, at 12:44 AM by 173.127.175.118 -
Changed line 60 from:

$$gap=\frac{obj_i-obj_r}{\max(\frac{\|obj_i\|+\|obj_r\|}{2},1)}$$

to:

$$gap=\frac{obj_i-obj_r}{\max \left( \frac{\lvert obj_i\rvert+\lvert obj_r\rvert}{2},1 \right)}$$

September 20, 2018, at 12:40 AM by 173.127.175.118 -
Changed line 60 from:

$$gap=\frac{obj_i-obj_r}{\max(\frac{\abs(obj_i)+\abs(obj_r)}{2},1)}$$

to:

$$gap=\frac{obj_i-obj_r}{\max(\frac{\|obj_i\|+\|obj_r\|}{2},1)}$$

September 20, 2018, at 12:39 AM by 173.127.175.118 -
Changed line 60 from:

$$gap=\frac{obj_i-obj_r}{\max((abs(obj_i)+abs(obj_r))/2,1)}$$

to:

$$gap=\frac{obj_i-obj_r}{\max(\frac{\abs(obj_i)+\abs(obj_r)}{2},1)}$$

September 20, 2018, at 12:37 AM by 173.127.175.118 -
Changed lines 58-61 from:
  • minlp_gap_tol 1.0e-2 - gap is the spread between the lowest candidate leaf (obj_r=non-integer solution) and the best integer solution (obj_i). When the gap is below the minlp_gap_tol, the best integer solution is returned. The gap is defined as gap=(obj_i-obj_r)/max((abs(obj_i)+abs(obj_r))/2,1).
to:
  • minlp_gap_tol 1.0e-2 - gap is the spread between the lowest candidate leaf (obj_r=non-integer solution) and the best integer solution (obj_i). When the gap is below the minlp_gap_tol, the best integer solution is returned. The gap is defined as

$$gap=\frac{obj_i-obj_r}{\max((abs(obj_i)+abs(obj_r))/2,1)}$$

September 20, 2018, at 12:27 AM by 173.127.175.118 -
Changed line 71 from:

Refer toOptions for ipopt.opt for additional details for the IPOPT solver

to:

Refer to Options for ipopt.opt for additional details for the IPOPT solver

September 20, 2018, at 12:27 AM by 173.127.175.118 -
Deleted lines 31-32:

Refer to Options for apopt.opt for additional details for the APOPT solver and Options for ipopt.opt for additional details for the IPOPT solver.

Added lines 67-68:

Refer to Options for apopt.opt for additional details for the APOPT solver.

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Refer toOptions for ipopt.opt for additional details for the IPOPT solver

Additional APMonitor Options

September 20, 2018, at 12:25 AM by 173.127.175.118 -
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  • minlp_maximum_iterations 10000 - maximum number of nlp solutions from the branch and bound method. A successful solution is returned if there is an integer solution upon reaching the maximum number of iterations. Otherwise, the solution is not considered to be successful and an error message is returned with the failed solution.
to:
  • minlp_maximum_iterations 10000 - maximum number of nlp solutions from the branch and bound method. A successful solution is returned if there is an integer solution upon reaching the maximum number of iterations. Otherwise, the solution is not considered to be successful and an error message is returned with the failed solution.
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IPOPT Options

September 20, 2018, at 12:25 AM by 173.127.175.118 -
Added lines 50-67:

APOPT Options

The APOPT solver has a number of options that are available for tuning the solver performance. Some of the available options and default values are listed below:

  • minlp_maximum_iterations 10000 - maximum number of nlp solutions from the branch and bound method. A successful solution is returned if there is an integer solution upon reaching the maximum number of iterations. Otherwise, the solution is not considered to be successful and an error message is returned with the failed solution.
  • minlp_max_iter_with_int_sol 500 - maximum number of nlp solutions when a candidate integer solution is found
  • minlp_as_nlp 1 - solve minlp problem as a continuous nlp problem, ignoring integer constraints
  • minlp_branch_method 3 - 1=depth first (find integer solution faster), 2=breadth first, 3=lowest objective leaf, 4=highest objective leaf
  • minlp_gap_tol 1.0e-2 - gap is the spread between the lowest candidate leaf (obj_r=non-integer solution) and the best integer solution (obj_i). When the gap is below the minlp_gap_tol, the best integer solution is returned. The gap is defined as gap=(obj_i-obj_r)/max((abs(obj_i)+abs(obj_r))/2,1).
  • minlp_integer_tol 1.0e-2 - amount that a candidate solution variable can deviate from an integer solution and still be considered an integer.
  • minlp_integer_max 2.0e9 - maximum value to be considered as an integer. Values over 2147483647 or below -2147483648 not stored correctly with an internal integer variable type because of the number of bits used to store an integer.
  • minlp_integer_leaves 1 - add additional integer leaves, 0=off, 1=integer leaves with inequality on branching, 2=integer leaves with equality constraint on branching.
  • minlp_print_level 1 - print level (0-10). Development version has additional advanced diagnostics.
  • nlp_maximum_iterations 500 - maximum number of iterations for each nlp sub-problem. Reducing the nlp maximum iterations can improve the solution speed because less computational time is spent on candidate solutions that may not converge
  • objective_convergence_tolerance 1.0e-6 - convergence tolerance for the objective function. Values lower than 1.0e-10 sometimes run into covergence problems because of numerical scaling and cannot achieve the requested accuracy.
  • constraint_convergence_tolerance 1.0e-6 - convergence tolerance for the constraints. A lower convergence tolerance typically adds only a couple additional iterations to the solution but the solution also does not change significantly.
September 19, 2018, at 11:44 PM by 173.127.175.118 -
Added lines 40-48:

(:sourceend:)

(:source lang=python:) m = GEKKO(server='http://byu.apmonitor.com')

  1. multiple options as one list

m.solver_options = ['minlp_gap_tol 1.0e-2', 'minlp_maximum_iterations 10000', 'minlp_max_iter_with_int_sol 500'] m.options.solver = 1

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In the GEKKO Optimization Suite the solver options are changed directly within Python.

(:source lang=python:) m = GEKKO(server='http://byu.apmonitor.com') m.solver_options = ['linear_solver ma57'] m.options.solver = 3 (:sourceend:)

Changed line 32 from:

Refer to Options for apopt.opt for additional details for the APOPT solver and Options for ipopt.opt file for additional details for the IPOPT solver.

to:

Refer to Options for apopt.opt for additional details for the APOPT solver and Options for ipopt.opt for additional details for the IPOPT solver.

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Options for solvers can be set using configuration parameters such as MAX_ITER or else by creating an options file such as ipopt.opt or apopt.opt. Below is an example of setting options for the APOPT solver for a mixed integer nonlinear programming solution. The File...End File section creates a new apopt.opt file when APMonitor compiles the model file.

 File apopt.opt
   minlp_maximum_iterations 10000 
   minlp_max_iter_with_int_sol 500 
   minlp_as_nlp 1 
   minlp_branch_method 3 
   minlp_gap_tol 1.0e-2 
   minlp_integer_tol 1.0e-2 
   minlp_integer_max 2.0e9 
   minlp_integer_leaves 1 
   minlp_print_level 1 
   nlp_maximum_iterations 500 
   objective_convergence_tolerance 1.0e-6 
   constraint_convergence_tolerance 1.0e-6 
 End File

Refer to Options for apopt.opt for additional details for the APOPT solver and Options for ipopt.opt file for additional details for the IPOPT solver.

June 09, 2017, at 12:47 AM by 10.5.113.159 -
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See also MAX_ITER, MAX_TIME

June 01, 2017, at 07:52 PM by 45.56.3.173 -
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(:title APM.SOLVER - APMonitor Option:) (:keywords APM.SOLVER, Optimization, Estimation, Option, Configure, Default, Description:) (:description Solver options: 0 = Benchmark All Solvers, 1-5 = Available Solvers Depending on License:)

 Type: Integer, Input
 Default Value: 3
 Description: Solver options
              0 = Benchmark All Solvers
              1-5 = Available Solvers Depends on License

SOLVER selects the solver to use in an attempt to find a solution. There are free solvers: 1: APOPT, 2: BPOPT, 3: IPOPT distributed with the public version of the software. There are additional solvers that are not included with the public version and require a commercial license. IPOPT is generally the best for problems with large numbers of degrees of freedom or when starting without a good initial guess. BPOPT has been found to be the best for systems biology applications. APOPT is generally the best when warm-starting from a prior solution or when the number of degrees of freedom (Number of Variables - Number of Equations) is less than 2000. APOPT is also the only solver that handles Mixed Integer problems. Use option 0 to compare all available solvers.