BundleSolver class, which implements the CDASolver interface within the SMS++ framework. The class implements a NonDifferentiable Optimization Solver using a "Generalized Bundle" algorithm; cf. e.g.
These instructions will let you build MCFBlock and MCFSolver on your system.
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The SMS++ core library and its requirements.
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The MILPSolver SMS++ module.
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The NDOSolver/FiOracle project and its requirements (depending on the actual MPSolver built); note that this dependency is supposed to be removed down the line.
Configure and build the library with:
mkdir build
cd build
cmake ..
cmake --build .The library has the same configuration options of SMS++.
You can also choose the following configuration options:
| Variable | Description | Default value |
|---|---|---|
WHICH_OSI_QP |
Use CPLEX or GUROBI | GUROBI |
You can set them with:
cmake <source-path> -D<var>=<value>Optionally, install the library in the system with:
cmake --install .After the library is built, you can use it in your CMake project with:
find_package(BundleSolver)
target_link_libraries(<my_target> SMS++::BundleSolver)Carefully hand-crafted makefiles have also been developed for those unwilling to use CMake. Makefiles build the executable in-source (in the same directory tree where the code is) as opposed to out-of-source (in the copy of the directory tree constructed in the build/ folder) and therefore it is more convenient when having to recompile often, such as when developing/debugging a new module, as opposed to the compile-and-forget usage envisioned by CMake.
Each executable using BundleSolver or ParallelBundleSolver,
such as the tester for PolyhedralFunction comparing BundleSolver with
MILPSolver,
has to include a "main makefile" of the module, which typically is either
makefile-c including all necessary libraries comprised the
"core SMS++" one, or makefile-s including all necessary
libraries but not the "core SMS++" one (for the common case in which this is
used together with other modules that already include them). These in turn
recursively include all the required other makefiles, hence one should only
need to edit the "main makefile" for compilation type (C++ compiler and its
options) and it all should be good to go. In case some of the external
libraries are not at their default location, it should only be necessary to
create the ../extlib/makefile-paths out of the
extlib/makefile-default-paths-* for your OS * and edit the relevant bits
(commenting out all the rest).
Check the SMS++ installation wiki for further details.
Note that the NDOSolver/FiOracle
project has a similar
arrangement with its own extlib/ folder, but the *_ROOT values are set in the
SMS++ files and therefore are immediately available there, so there is no need
to separately edit the NDOSolver/FiOracle project ones (but there would be if
it were downloaded and compiled independently).
If you need support, you want to submit bugs or propose a new feature, you can open a new issue.
Please read CONTRIBUTING.md for details on our code of conduct, and the process for submitting merge requests to us.
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Antonio Frangioni
Dipartimento di Informatica
Università di Pisa -
Enrico Gorgone
Dipartimento di Matematica ed Informatica
Università di Cagliari
This code is provided free of charge under the GNU Lesser General Public License version 3.0 - see the LICENSE file for details.
The code is currently provided free of charge under an open-source license. As such, it is provided "as is", without any explicit or implicit warranty that it will properly behave or it will suit your needs. The Authors of the code cannot be considered liable, either directly or indirectly, for any damage or loss that anybody could suffer for having used it. More details about the non-warranty attached to this code are available in the license description file.