Tools & details

This section highlight some tools aiding modeling and solving.

Supported constraints

To find out which constraints are natively supported by the solver, or, more generally, understood by MP, there are two ways.

Method 1: acceptance options

List the solver’s natively supported constraints, by running the solver executable with the -=acc command-line switch which lists all solver options starting with the acc: prefix:

gurobi -=acc

Alternatively, the full option list for each solver is published at AMPL Development.

Method 2: full constraint list

List all constraints known by the MP model converter, including some internal ones, by running the solver executable with the -c command-line switch. Here is a beautified summary of the resulting (rather technical) output for a generic solver:

ID

Full name

1

abs

AbsConstraint

2

acos

AcosConstraint

3

acosh

AcoshConstraint

4

alldiff

AllDiffConstraint

5

and

AndConstraint

6

asin

AsinConstraint

7

asinh

AsinhConstraint

8

atan

AtanConstraint

9

atanh

AtanhConstraint

10

compl

ComplementarityLinear

11

complquad

ComplementarityQuadratic

12

condlin(lt/le/eq/ge/gt)

Conditional linear constraint

13

condquad(lt/le/eq/ge/gt)

Conditional quadratic constraint

14

cos

CosConstraint

15

cosh

CoshConstraint

16

count

CountConstraint

17

div

DivConstraint

18

expa

ExpAConstraint

19

exp

ExpConstraint

20

expcone

ExponentialConeConstraint

21

geomcone

GeometricConeConstraint

22

ifthen

IfThenConstraint

23

impl

ImplicationConstraint

24

ind(le/eq/ge)

Linear indicator constraint

25

indquad(le/eq/ge)

Quadratic indicator constraint

26

lin(le/eq/ge)

Linear constraint

27

linrange

Linear range constraint

28

linfunccon

LinearFunctionalConstraint

29

loga

LogAConstraint

30

log

LogConstraint

31

max

MaxConstraint

32

min

MinConstraint

33

not

NotConstraint

34

numberofconst

NumberofConstConstraint

35

numberofvar

NumberofVarConstraint

36

or

OrConstraint

37

pl

PLConstraint

38

pow

PowConstraint

39

powercone

PowerConeConstraint

40

quad(le/eq/ge)

Quadratic constraint

41

quadrange

Quadratic range constraint

42

quadcone

QuadraticConeConstraint

43

quadfunccon

QuadraticFunctionalConstraint

44

rotatedquadcone

RotatedQuadraticConeConstraint

45

sos1

SOS1Constraint

46

sos2

SOS2Constraint

47

sin

SinConstraint

48

sinh

SinhConstraint

49

tan

TanConstraint

50

tanh

TanhConstraint

Explore the reformulations

To explore the reformulations performed on your model, there are the following ways.

Explore the final model

To explore the model received by the solver, export the model in one of the solver’s general formats:

ampl: option mosek_auxfiles rc;   ## To use var/con names
ampl: option mosek_options 'writeprob=/tmp/ell.jtask'; solve;

Some solvers can export their presolved model:

option gurobi_options 'outlev=1 writepresolved=disj_pre.lp';

Reformulation graph

The flattening and reformulation graph can be exported by the cvt:writegraph option (WIP).

At the moment only arcs are exported. Terminal nodes (variables, constraints, objectives) can be seen in the NL model (ampl: expand) and the final flat model (gurobi: option tech:writeprob).

Automatic solution check

Solutions obtained from the solver are automatically checked for correctness with given tolerances (see Solver options sol:chk:....)

There are two checking modes: “realistic” and “idealistic”. For linear and quadratic models they are equivalent. Differences can arise for models with other non-linear expressions.

In “realistic” mode, any expressions computed by the solver and reported via an auxiliary variable, are trusted with a tolerance. In “idealistic” mode, all expression trees are recomputed.

Motivation

Consider the disjunction constraint

C: y<=6 or z>=10;

With y=6.0000000001 and z=9.9999999999, and assuming the solver’s feasibility tolerance is at a typical value (such as \(10^{-6}\)), most Mathematical Programming solvers consider the disjunction satisfied. And, from a practical viewpoint, it is (given finite-precision computations).

Our “realistic” checking mode does exactly this: it trusts the solver results up to a tolerance.

In contrast, AMPL reports the constraint violated:

ampl: let y:=6.0000000001;
ampl: let z:=9.9999999999;
ampl: display C.val;
C.val = 0

That is, when expressions y<=6 and z>=10 are re-evaluated and their results substituted into C, C holds false.

The role of the “idealistic” checking mode is to warn the user about the fact, that even if the solver has a correct solution up to its tolerances (which is examined by the “realistic” mode), it can be wrong for a tolerance-unaware checker.

By default, “idealistic” check is performed for objective values only, see example below. To enable it for constraints, use option chk:mode.

Warnings format

Example

To explain the solution check warning format, let’s solve a relaxed version of the following model:

var x integer <= 0;
var y integer;
minimize TotalSum: x - 2*y;
subject to C1: -x + 21*y >= 2;
subject to C2: -3*x + 2*y <= 1;
subject to C3: 20*x + y <= 200;

Running Gurobi with option feasrelax 1, we trick MP (it does not know the effect of feasrelax).

ampl: option solver gurobi;
ampl: option gurobi_options 'feasrelax 1';
ampl: option gurobi_auxfiles rc;      ## To pass model names
ampl: solve;
Gurobi 10.0.2:   alg:feasrelax = 1
Gurobi 10.0.2: optimal solution; feasrelax objective 160552
5 simplex iterations
1 branching nodes
absmipgap=2, relmipgap=1.2457e-05
------------ WARNINGS ------------
WARNING:  "Solution Check"
     [ sol:chk:feastol=1e-06, :feastolrel=1e-06, :inttol=1e-05,
       :round='', :prec='' ]
  - 2 original variable(s) violate bounds,
        up to 1E+05 (abs, item 'y'), up to 1E+00 (rel, item 'y')
Algebraic expression violations:
  - 1 linear constraint(s),
        up to 2E+00 (abs, item 'C1'), up to 1E+00 (rel, item 'C1')
Objective value violations:
  - 1 objective value(s) violated,
        up to 2E+05 (abs, item 'TotalSum')

WARNING:  "Solution Check (Idealistic)"
     [ sol:chk:feastol=1e-06, :feastolrel=1e-06, :inttol=1e-05,
       :round='', :prec='' ]
Objective value violations:
  - 1 objective value(s) violated,
        up to 2E+05 (abs, item 'TotalSum')
AMPL may evaluate constraints/objectives differently
than the solver, see mp.ampl.com/solution-check.html.

After the solver log we see 2 warnings. The first is Solution Check. This reports the “realistic” violations. In square brackets we see numeric solver options relevant for checking. Then follows information on variable bound violations. It includes the number of violations (2), maximal absolute violation and variable name, as well as maximal relative violation.

Paragraph Algebraic expression violations presents similar information, for each expression type (see the full list). Paragraph Objective value violations does that for objectives.

The 2nd warning is Solution Check (Idealistic). As the idealistic check is performed by default for objectives only, this warning repeats the information about objective value violation.

Expression list

The full list of expressions which can be reported is given in section Full constraint list.

“Realistic” solution check

In this mode, variable values are taken as they were reported by the solver (with possible modifications via options sol:chk:round and sol:chk:prec.) This check is enough for most practical situations, and its warnings mean that the solver’s reported solution violates checking tolerances.

------------ WARNINGS ------------
WARNING:  "Solution Check"
     [ sol:chk:feastol=1e-06, :feastolrel=1e-06, :inttol=1e-05,
       :round='', :prec='' ]
Algebraic expression violations:
  - 1 quadratic constraint(s),
      up to 1E+00 (item 'socp[13]')

In this example, realistic check reports a constraint violation of 1.0, which can mean a significant violation if the constraint’s right-hand side is of moderate magnitude (in this case zero, that’s why the relative violation is missing).

“Idealistic” solution check

In this mode, non-linear expressions are recomputed and compared to solver values. The recomputation is performed similar to how AMPL does it when asked to display objective value or constraint body / slack. Thus, “idealistic” violations mean objective and constraint expressions reported in AMPL may be different from the solver. While the most serious type of violations are the “realistic” ones, the “idealistic” mode warns about (significant) differences when expressions are recomputed from scratch. Consider the following example.

var x >=0, <=100;
maximize Total: if x<=5 and x>=5.00000000001 then 10;

Most solvers apply a constraint feasibility tolerance of the order \(10^{-6}\).

ampl: option solver gurobi;
ampl: solve;
Gurobi 10.0.2: optimal solution; objective 10
0 simplex iterations

------------ WARNINGS ------------
WARNING:  "Solution Check (Idealistic)"
     [ sol:chk:feastol=1e-06, :feastolrel=1e-06, :inttol=1e-05,
       :round='', :prec='' ]
Objective value violations:
  - 1 objective value(s) violated,
        up to 1E+01 (abs)
AMPL may evaluate constraints/objectives differently
than the solver, see mp.ampl.com/solution-check.html.

ampl: display x;
x = 5

We see that x=5 satisfies the if with that tolerance. Thus, our realistic check passes, but the idealistic check complains. Indeed, if we ask AMPL to recompute the objective value:

ampl: display Total;
Total = 0

we see that AMPL does it “idealistically” (it does not know about solver tolerances, or whether the user has provided variable values manually.)

To see which expressions cause the violation, use driver option chk:mode:

ampl: option gurobi_options 'chk:mode=1023';
ampl: solve;
Gurobi 10.0.2:   sol:chk:mode = 1023
Gurobi 10.0.2: optimal solution; objective 10
0 simplex iterations

------------ WARNINGS ------------
WARNING:  "Solution Check (Idealistic)"
     [ sol:chk:feastol=1e-06, :feastolrel=1e-06, :inttol=1e-05,
       :round='', :prec='' ]
Algebraic expression violations:
  - 1 constraint(s) of type ':ifthen',
        up to 1E+01 (abs)
Logical expression violations:
  - 1 constraint(s) of type ':and'
Objective value violations:
  - 1 objective value(s) violated,
        up to 1E+01 (abs)
AMPL may evaluate constraints/objectives differently
than the solver, see mp.ampl.com/solution-check.html.

Hint: to display AMPL model names, set option (solver_)auxfiles rc; as follows:

ampl: option gurobi_auxfiles rc;
ampl: solve;
Gurobi 10.0.2:   sol:chk:mode = 1023
Gurobi 10.0.2: optimal solution; objective 10
0 simplex iterations

------------ WARNINGS ------------
WARNING:  "Solution Check (Idealistic)"
     [ sol:chk:feastol=1e-06, :feastolrel=1e-06, :inttol=1e-05,
       :round='', :prec='' ]
Algebraic expression violations:
  - 1 constraint(s) of type ':ifthen',
        up to 1E+01 (abs, item 'Total_11_')
Logical expression violations:
  - 1 constraint(s) of type ':and',
        (item 'Total_7_')
Objective value violations:
  - 1 objective value(s) violated,
        up to 1E+01 (abs, item 'Total')
AMPL may evaluate constraints/objectives differently
than the solver, see mp.ampl.com/solution-check.html.

Remedies

For “realistic” solution violations, the reason is most probably Numerical accuracy.

For “idealistic” warnings, to make sure AMPL can access the true objective value, see a Colab example detailing a more common case and a remedy consisting of an explicit variable for the objective value.