Tune for a DOcplex model

We will tune parameters for the instance p0033 from MIPLIB 3.0 using the docplex-extensions library.

Reference: Bixby, Robert E., Sebastian Ceria, Cassandra M. McZeal, and Martin WP Savelsbergh. “An updated mixed integer programming library: MIPLIB 3.0.” Optima 58, no. June (1998): 12-15.

Ensure DOcplex and its required dependecies are installed correctly

from docplex.mp.check_list import run_docplex_check_list

run_docplex_check_list()

* system is: Linux 64bit
* Python version 3.10.17, located at: /home/docs/checkouts/readthedocs.org/user_builds/docplex-extensions/envs/stable/bin/python
* docplex is present, version is 2.29.245
* CPLEX library is present, version is 22.1.2.0, located at: /home/docs/checkouts/readthedocs.org/user_builds/docplex-extensions/envs/stable/lib/python3.10/site-packages
* pandas is present, version is 2.2.3
* Your cplex version 22.1.2.0 is the latest available
! Cplex promotional version, limited to 1000 variables, 1000 constraints

* diagnostics: 2
  -- Module cloudpickle is missing, run: pip install cloudpickle
  -- Your local CPLEX edition is limited. Consider purchasing a full license.

Import libraries

from pathlib import Path
from urllib.request import urlopen

from docplex.mp.model_reader import ModelReader

import docplex_extensions as dex

Fetch the instance

Path('instances').mkdir(exist_ok=True)
name = 'p0033.mps.gz'

response = urlopen(f'https://miplib2010.zib.de/miplib3/miplib3/{name}')

response_OK = True
if response.getcode() == 200:
    with open(f'instances/{name}', 'wb') as fp:
        fp.write(response.read())
else:
    response_OK = False
    print(f'Could not fetch the instance {name} from MIPLIB 3.0')

Run the tuning tool

if response_OK:
    model = ModelReader.read('instances/p0033.mps.gz')
    tuned_params = dex.tune(model, log_output=True, overall_timelimit_sec=10, repeat=3)

Tuning tool parameters:
   timelimit                                10.0
   tune.timelimit                           1e+75
   dettimelimit                             1e+75
   tune.dettimelimit                        1e+75
   tune.display                             1
   tune.repeat                              3

Fixed parameters:
   None

Tuning on problem 'p0033'
Test 'defaults':
   Integer optimal solution.
   Time = 0.01 sec. (2.27 ticks)  Objective = 3089   Best bound = 3089

Tuning on problem 'copy1'
Test 'defaults':
   Integer optimal solution.
   Time = 0.00 sec. (1.78 ticks)  Objective = 3089   Best bound = 3089

Tuning on problem 'copy2'
Test 'defaults':
   Integer optimal solution.
   Time = 0.00 sec. (1.77 ticks)  Objective = 3089   Best bound = 3089

More tuning on problem 'p0033'

Tuning progress: 18%

Test 'no_cuts':
   Integer optimal solution.
   Time = 0.00 sec. (1.30 ticks)  Objective = 3089   Best bound = 3089

Tuning progress: 22%

Test 'less_cuts':
   Integer optimal solution.
   Time = 0.00 sec. (1.48 ticks)  Objective = 3089   Best bound = 3089

Tuning progress: 27%

Test 'no_Gomory_cuts':
   Integer optimal solution.
   Time = 0.01 sec. (2.62 ticks)  Objective = 3089   Best bound = 3089

Tuning progress: 36%

Test 'no_heuristic':
   Integer optimal solution.
   Time = 0.00 sec. (2.18 ticks)  Objective = 3089   Best bound = 3089

More tuning on problem 'copy1'

Tuning progress: 43%

Test 'no_cuts':
   Integer optimal solution.
   Time = 0.00 sec. (1.41 ticks)  Objective = 3089   Best bound = 3089

Tuning progress: 48%

Test 'less_cuts':
   Integer optimal solution.
   Time = 0.00 sec. (1.58 ticks)  Objective = 3089   Best bound = 3089

Tuning progress: 53%

Test 'no_Gomory_cuts':
   Integer optimal solution.
   Time = 0.01 sec. (2.99 ticks)  Objective = 3089   Best bound = 3089

Tuning progress: 64%

Test 'no_heuristic':
   Integer optimal solution.
   Time = 0.00 sec. (2.00 ticks)  Objective = 3089   Best bound = 3089

More tuning on problem 'copy2'

Tuning progress: 71%

Test 'no_cuts':
   Integer optimal solution.
   Time = 0.00 sec. (1.19 ticks)  Objective = 3089   Best bound = 3089

Tuning progress: 75%

Test 'less_cuts':
   Integer optimal solution.
   Time = 0.00 sec. (1.58 ticks)  Objective = 3089   Best bound = 3089

Tuning progress: 81%

Test 'no_Gomory_cuts':
   Deterministic time limit exceeded, no integer solution.
   Time = 0.00 sec. (0.23 ticks)  No integer solution.  Best bound = 346

Tuning progress: 82%

Test 'no_heuristic':
   Deterministic time limit exceeded, no integer solution.
   Time = 0.00 sec. (1.81 ticks)  No integer solution.  Best bound = 3017.5

Default test: Deterministic time = 5.81 ticks
Best test: 'no_cuts'  Deterministic time = 3.90 ticks

Tuning tool status: completed

Tuned parameters:
   mip.limits.cutpasses                     -1

Tuned parameters

if response_OK:
    print(tuned_params)

{'mip.limits.cutpasses': -1}