AmplNLWriter.jl

AmplNLWriter.jl is an interface between MathOptInterface.jl and AMPL-enabled solvers.

Note: this wrapper is maintained by the JuMP community and has no official connection with the AMPL modeling language or AMPL Optimization Inc.

Installation

Install AmplNLWriter using Pkg.add.

import Pkg
Pkg.add("AmplNLWriter")

Note: AmplNLWriter requires Julia 1.6 or later.

Solvers

You also need an AMPL compatible solver.

Bonmin (https://github.com/coin-or/Bonmin)

To install Bonmin, use:

Pkg.add("Bonmin_jll")

Couenne (https://github.com/coin-or/Couenne)

To install Couenne, use:

Pkg.add("Couenne_jll")

Ipopt (https://github.com/coin-or/Ipopt)

To install Ipopt, use:

Pkg.add("Ipopt_jll")

SHOT (https://github.com/coin-or/SHOT)

To install SHOT, use:

Pkg.add("SHOT_jll")

Warning: SHOT_jll uses open-source solvers and fails many of our unit tests. You may want to compile your own binary with commercial solvers.

Usage

JLL packages

To call Bonmin via AmplNLWriter.jl, use:

using JuMP, AmplNLWriter, Bonmin_jll
model = Model(() -> AmplNLWriter.Optimizer(Bonmin_jll.amplexe))

# or equivalently

model = Model() do
    AmplNLWriter.Optimizer(Bonmin_jll.amplexe)
end

Replace Bonmin_jll with Couenne_jll, Ipopt_jll, or SHOT_jll as appropriate.

Other binaries

You can also pass a string pointing to an AMPL-compatible solver executable. For example, if the bonmin executable is on the system path, use:

using JuMP, AmplNLWriter
model = Model(() -> AmplNLWriter.Optimizer("bonmin"))

If the solver is not on the path, the full path to the solver will need to be passed in.

Options

A list of available options for each solver can be found here:

• Bonmin (plus Ipopt options)
• Couenne (plus Ipopt and Bonmin options)
• Ipopt
• SHOT

Set an option using set_optimizer_attribute. For example, to set the "bonmin.nlp_log_level" option to 0 in Bonmin, use:

using JuMP, AmplNLWriter, Bonmin_jll
model = Model(() -> AmplNLWriter.Optimizer(Bonmin_jll.amplexe))
set_optimizer_attribute(model, "bonmin.nlp_log_level", 0)

opt files

Some of the options need to be specified via an .opt file. This file must be located in the current working directory whenever the model is solved.

The .opt file must be named after the name of the solver, e.g. bonmin.opt, and each line must contain an option name and the desired value separated by a space. For instance, to set the absolute and relative tolerances in Couenne to 1 and 0.05 respectively, the couenne.opt is:

allowable_gap 1
allowable_fraction_gap 0.05