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Summary of recent updates to the AMPL MP Library

unreleased

  • SCIP (and any solver with linear objective and non-linear constraints): improve reformulation of QP objectives.
  • Fix reformulation of non-linear objective expressions for the multi-objective case (option obj:multi) when negative objective weights are used (obj:multi:weight.)

20240724

  • Option acc:_all
    • Useful to disable all reformulations (acc:_all=2), or force linearization (acc:_all=0.)
  • Faster input of quadratic expressions.

20240617

  • Multi-objective emulator
    • obj:multi=2 forces emulation, even if MO natively supported.
    • Fixed a bug in the objective degradation suffixes .objasbtol, .objreltol.

20240604

  • Presolve division by constant, resulting in fewer constraints
  • Fix no-solution case in multi-objective emulator

20240529

  • Multi-objective emulator
    • All flat MP solvers support multi-objective mode (obj:multi=1), either natively, or via emulation.
    • Suffixes .objpriority, .objweight, .objabstol, .objreltol.
    • [BREAKING] Default intuitive handling of .objweight, see option obj:multi:weight, even when natively supported.

20240429

  • Options report_times and timing.
    • Options timing and report_times now have the same effect: setting their value to 1 returns basic timing information, setting it to 2 returns more granular info.

20240320

  • SOS constraints.
    • Fixed handling of SOS2 constraints created by AMPL as reformulations of PL expressions (option pl_linearize 1, default; set to 0 to use the solver's native PL functions if supported, or MP linearization.)
    • Disallow repeated weights for SOS constraints (suffixes .sosno/.ref.)
  • Reformulation explorer.
    • Upgraded option writegraph exports the reformulation graph which can be explored with the script in support/modelexplore (WIP.)
  • Native handling of POW(x, INT).
    • Power expressions with positive integer exponent are passed natively to the solvers accepting them, vs previously quadratic or linear reformulation.
    • For best performance, global solving capability might be needed (e.g., Gurobi: global=1.)
  • Option report_times.
  • Unused acc: options.
    • The constraint acceptance options acc:... for non-handled constraints are ignored (previously triggered error.)
  • NLWPY.
    • Python NL Writer API for MIQP models.
    • Available on PyPI.

20240115

  • Solve result codes.
    • List codes by running (solver) -!
    • [BREAKING] Standardized codes. Major changes:
      • 100-199 (solved?) means solution candidate provided, but can be suboptimal/infeasible
      • 300-349 means unbounded problem but feasible solution returned
      • 400-449 means limit/interrupt but feasible
    • [BREAKING] sol:chk:fail returns code 150 (solved?)
  • Improved translation of SOCP constraints.
    • Options cvt:socp, cvt:socp2qc.
  • Compact solution check warnings
  • Fixed presolve of the power function #226.
  • Fixed graceful exit on Ctrl-C from AMPL in Linux.

20231103

  • Improved translation of logical constraints: inlining of nested disjunctions and conjunctions; fewer auxiliary binary variables.

20231017

  • Fixed a bug in NL reader on Windows.

20230919

  • mp_options. Receive mp_options from AMPL (for all MP solvers). They are parsed before (solvername)_options.
  • Solution checking: relative tolerance sol:chk:feastolrel; options sol:chk:round, sol:chk:prec.

20230831

  • Solution checking, options sol:chk:* (experimental).
  • Preprocess And/Or constraints.

20230817

  • Alternative solutions: solve status equal to that of the final solution.
  • Fixed a bug causing repeated names for auxiliary variables and constraints.
  • Option values can be assigned without '='.
  • Fixed a bug where equivalent conditional comparisons were not unified.

20230728

  • Option 'tech:writesolution' #218.
  • Option 'writeprob' ('tech:writemodel') ASL-compatible.
  • Hint when 'writeprob' fails: use 'writesol'.

20230726

  • Fixed inequalities of integer expressions with non-integer constants, see test_int_non_int.mod.
  • Backend std feature WRITE_SOLUTION.
  • Fixed parsing quoted string options.

20230724

  • Option [solver_]auxfiles rc; transfers names of variables and constraints into the model; (solver)_options 'cvt:names=0-3' controls names.

20230714

  • Print warnings in non-verbose mode too.
  • 'barrier' equivalent to 'barrier=1' for integer options.

20230621

  • Fix quadratic objective with repeated subexpressions.

20230616

  • Smaller reformulations for conditional comparisons.
  • Option cvt:names sets whether to read AMPL variable names or to provide generic names.

20230531

  • Cones: recognize (affine_expr) >= y * exp(z/y) as exponential cone.
  • Cones: recognize xy >= 1 as rotated SOC.
  • Wrong solver options are gracefully reported via solve_message.

20230515

  • Recognize exponential conic constraints. Exponential cones are recognized and passed to the solver, if supported.

20230424

  • Pass variable names if read from a col file with the same name of the nl file being read.
  • Fixed #203: starting solution is now not passed to the solver if empty.

20230321

  • Recognize second-order cones Recognize SOCP constraints from algebra and pass them natively, or transform to quadratics.

20230207

  • Handle boolean constants in ProblemFlattener.

20221228

  • More to #163: ignore SOS with zero weights.

20221222

  • Fixed #195: case-insensitive option synonyms.

  • Fixed #194 Report correct objno for feasibility problems in .sol file, so that AMPL can print "Objective = find feasible solution".

20221211

  • ==> else Implemented implication with 'else': constr1 ==> constr2 [else constr3]

  • PLApproxRelTol, PLApproxDomain Parameters to control piecewise-linear approximation. cvt:plapprox:reltol default value changed from 1e-5 to 0.01.

20221012

  • Piecewise-linear approximation of quadratics Automatic for linear solvers. For convex QP solvers, set the following options: cvt:quadobj=0 cvt:quadcon=0 to linearize nonconvex objective(s) and/or constraints. Recognizing x^2 for stronger univariate approximation.

20220928

  • Piecewise-linear approximation of univariate nonlinear functions Approximation of exp, a^x, x^a, log, log10, trigonometric and hyperbolic functions.

  • Default value of big-M For linearization of logical constraints on variables without finite bounds, option cvt:mip:bigM can provide a default big-M bound.

20220725

  • Solution file export On Windows now creates files with LF only to avoid issues when exporting suffixes to AMPL.

    Multiple solutions export file format amended.

20220720

  • Propagating suffixes via expression trees into flat constraints Partially implemented #184. x-gurobi accepts options 'funcpieces...' and corresponding suffixes which are passed into GRBaddgenconstrExp etc.

    Subexpressions: note that if a subexpression is contained in several constraints, for contradicting suffix values the maximum is taken.

  • Option 'cvt:writegraph' Exporting the flattening / conversion graph in JSON Lines format (WIP).

20220617

  • PowConstraint is reduced to quadratics in some cases For constant non-negative integer exponent and base variables with negative lower bound, PowConstraint is reduced to quadratics (possibly with auxiliary variables). Reason: Gurobi's GRBaddgenconstrPow not accepting negative bases.

  • Context for algebraic constraints Context is now propagated for algebraic constraints. For example, 3x + max(y, z) <= 6 will result in 3 linear constraints. (Earlier this was done for logical constraints and objectives).

20220526

  • Special ordered sets Fixed: SOS are now recognized even if the suffix '.ref' value is integer

20220511

  • Complementarity constraints: also quadratics Complementarity constraints now handle quadratics.

  • Branch develop is used for new code The active development branch is now develop.

  • Convert quadratic range constraints to QuadCon(LE/EQ/GE) Gurobi and COPT do not support quadratic range constraints. (Gurobi's linear ranges are not feature-complete). Conversion of linear range constraints into one-side rhs constraints has been generalized for any algebraic ones.

20220408

  • Complementarity constraints: 1st go Conversion to MIP of complementarity constraints (no quadratics but functional subexpressions ok).

  • DivConstraint and DivConverter_MIP ModelFlattener now receives the Div expression and MIPFlatConverter handles it via quadratics.

  • Fix NL input variable order

  • Reduce default strict comparison tolerance Change cvt:mip:eps default value to 1e-4.

  • Build on MacOS 12.3, in particular on Apple M1 Fixed linking on MacOS 12.3 and FindCPLEX.cmake. For Apple M1, manually set -DCMAKE_OSX_ARCHITECTURES="x86_64" in CMake when building with CPLEX 22.1 because it contains only Intel libraries.

  • Expression maps FlatConverter eliminates subexpressions of all types. A subexpression means here a duplicate expression, such as abs(x+2) occurring several times in the model (here x+2 is a nested subexpression).

  • AMPLS C API C API allowing access to underlying solver API. Replaces the previous Solver C API (solver-c.cc). Toy driver gurobi_ampls exemplifies API usage.

20220216

  • Improved warnings (#161, #163): In verbose mode, FlatConverter / Backend print warning summary before and after solving

  • Fixed solver option parsing in Windows (#160)

  • Reworked Backend / ModelAPI class hierarchy (#162): In particular, also generalized old MP hierarchy (Solver / ProblemBuilder / AppSolutionHandler / SolverNLHandler)

  • Allowing SOS constraints with repeated weights (#163): Although Gurobi states SOS weights should be unique, it accepts them repeated. This happens when AMPL linearizes a PL function with redundant (repeated) slopes. It seems better to use PL functions natively (option pl_linearize 0;).