cuOpt MILP Features

Note

For detailed information about the features and specifications, please visit the cuOpt API specifications for linear programming.

Constraints

The constraints are set in CSR format through csr_constraint_matrix and bounds are set through constraint_bounds in the API. Users can set upper and lower bounds explicitly.

Initial Solutions

For warm start, the initial solution can be provided to the solver.

Incumbent solution callback

Note

Only available for MILP and self-hosted version.

Users can provide a callback to receive incumbent solution while the solver is running. Examples are shared on the self-hosted page.

Logging callback

Note

Only available for LP and MILP for self-hosted version.

A logging callback allows users to get additional information about how the solve is progressing. Examples are shared on the self-hosted page.

Time Limit

The time_limit is required and the solver will run until that time before it returns a result.

Note

The time_limit set is what the solver will use to solve the problem, and doesn’t include network transfer, etl, validation of input, instance being busy with other requests and a few other overheads. These overheads would be comparatively smaller. So the overall request to the response of round-trip time would be solve_time + overhead.

Variable Bounds

The variable lower and upper bounds can be set. If no variable bounds are specified, the default bounds will be [-inf,+inf].

Variable Types

For MILP, variable types are essential to know which ones are integers. If nothing is set, the problem is treated as Linear Programming.

Note

Instead of forming data in json/dict format, users can use utility classes to build their data_model and solver_settings, and convert that into JSON directly. Examples on utlity classes can be found in the thin client examples section.