Bug fixes for Knitro 13.0 (#209)

jump-dev · Feb 25, 2022 · fa14a8b · fa14a8b
1 parent e3c714b
commit fa14a8b
Show file tree

Hide file tree

Showing 8 changed files with 27 additions and 14 deletions.
diff --git a/examples/knitro.opt b/examples/knitro.opt
@@ -439,10 +439,10 @@ mip_implications yes
 mip_integer_tol 1e-08
 
 # Specifies absolute stop tolerance for sufficiently small integrality gap.
-mip_integral_gap_abs 1e-06
+mip_opt_gap_abs 1e-06
 
 # Specifies relative stop tolerance for sufficiently small integrality gap.
-mip_integral_gap_rel 1e-06
+mip_opt_gap_rel 1e-06
 
 # How to handle integer variables by default.
 #   none   = 0 = no special treatment
@@ -692,28 +692,28 @@ outmode      screen
 # Number of threads to use in parallel BLAS.
 #   choose any positive integer, or
 #   0 = determine automatically based on par_numthreads
-par_blasnumthreads 0
+blas_numthreads 0
 
 # Whether to allow simultaneous evaluations in parallel.
 #   no   = 0 = only one thread can perform an evaluation at a time
 #   yes  = 1 = allow multi-threaded simultaneous evaluations
-par_concurrent_evals  yes
+concurrent_evals  yes
 
 # Number of threads to use in parallel linear solver.
 #   choose any positive integer, or
 #   0 = determine automatically based on par_numthreads
-par_lsnumthreads 0
+linsolver_numthreads 0
 
 # Number of threads to use in parallel multistart.
 #   choose any positive integer, or
 #   0 = determine automatically based on par_numthreads
-par_msnumthreads 0
+ms_numthreads 0
 
 # Number of threads to use in parallel features.
 #   choose any positive integer, or
 #   0 = value determined by OMP_NUM_THREADS environment variable
 #  -1 = run sequential version of Knitro code
-par_numthreads 1
+numthreads 1
 
 # Specifies the initial pivot threshold used in the factorization routine.
 # The value must be in the range [0 0.5] with higher values resulting

diff --git a/examples/multistart.jl b/examples/multistart.jl
@@ -203,7 +203,7 @@ function example_multistart(; verbose=true)
     nThreads = Sys.CPU_THREADS
     if nThreads > 1
         println("Force Knitro multistart to run in parallel with 1 threads (instead of $nThreads).")
-        KNITRO.KN_set_param(kc, KNITRO.KN_PARAM_PAR_MSNUMTHREADS, 1)
+        KNITRO.KN_set_param(kc, KNITRO.KN_PARAM_MS_NUMTHREADS, 1)
     end
 
     # Solve the problem.

diff --git a/examples/tuner.jl b/examples/tuner.jl
@@ -189,7 +189,11 @@ function example_tuner(; verbose=true)
     nThreads = Sys.CPU_THREADS
     if nThreads > 1
         println("Force Knitro multistart to run in parallel with 1 threads (instead of $nThreads).")
-        KNITRO.KN_set_param(kc, KNITRO.KN_PARAM_PAR_NUMTHREADS, 1)
+        if KNITRO.KNITRO_VERSION >= v"13.0"
+            KNITRO.KN_set_param(kc, KNITRO.KN_PARAM_NUMTHREADS, 1)
+        else
+            KNITRO.KN_set_param(kc, KNITRO.KN_PARAM_PAR_NUMTHREADS, 1)
+        end
     end
 
     # Solve the problem.

diff --git a/src/kn_defines.jl b/src/kn_defines.jl
@@ -673,6 +673,7 @@ if KNITRO_VERSION >= v"13.0"
     const  KN_BFGS_SCALING_HESS         = Cint(2)
     const KN_PARAM_BAR_INITSHIFTTOL     = Cint(1132)
     const KN_PARAM_NUMTHREADS           = Cint(1133)
+    const KN_PARAM_MIP_NUMTHREADS       = Cint(2048)
     const KN_PARAM_CONCURRENT_EVALS     = Cint(1134)
     const KN_CONCURRENT_EVALS_NO        = Cint(0)
     const KN_CONCURRENT_EVALS_YES       = Cint(1)

diff --git a/src/kn_params.jl b/src/kn_params.jl
@@ -202,6 +202,7 @@ const KN_paramName2Indx = Dict(
     "KN_PARAM_BLAS_NUMTHREADS"      => Cint(1135),
     "KN_PARAM_LINSOLVER_NUMTHREADS" => Cint(1136),
     "KN_PARAM_MS_NUMTHREADS"        => Cint(1137),
+    "KN_PARAM_MIP_NUMTHREADS"       => Cint(2048),
     "KN_PARAM_CONIC_NUMTHREADS"     => Cint(1138),
     "KN_PARAM_NCVX_QCQP_INIT"       => Cint(1139), 
     "KN_PARAM_MIP_OPTGAPABS"        => Cint(2004),

diff --git a/src/kn_solve.jl b/src/kn_solve.jl
@@ -11,8 +11,14 @@ function KN_solve(m::Model)
     # as we have trouble calling Julia code from multithreaded C
     # code. See issue #93 on https://github.com/jump-dev/KNITRO.jl.
     if has_callbacks(m)
-        KN_set_param(m, "par_numthreads", 1)
-        KN_set_param(m, "par_msnumthreads", 1)
+        if KNITRO_VERSION >= v"13.0"
+            KN_set_param(m, KN_PARAM_MS_NUMTHREADS, 1)
+            KN_set_param(m, KN_PARAM_NUMTHREADS, 1)
+            KN_set_param(m, KN_PARAM_MIP_NUMTHREADS, 1)
+        else
+            KN_set_param(m, "par_numthreads", 1)
+            KN_set_param(m, "par_msnumthreads", 1)
+        end
     end
     # For KN_solve, we do not return an error if ret is different of 0.
     m.status = @kn_ccall(solve, Cint, (Ptr{Cvoid},), m.env)

diff --git a/test/MOI_wrapper.jl b/test/MOI_wrapper.jl
@@ -52,6 +52,7 @@ const MOI_BASE_EXCLUDED = String[
     "test_linear_transform", # Knitro does not support model transform
     "test_linear_Semicontinuous_integration", # Wrong return status
     "test_linear_Semiinteger_integration", # Wrong return status
+    "test_linear_integration_Interval", # TODO ? Knitro 13.0 converges to 9.99999* instead of 10.0
     # QUADRATIC
     "test_quadratic_Integer_SecondOrderCone", # MOI.get(model, MOI.TerminationStatus()) == MOI.OTHER_LIMIT
     # CONIC

diff --git a/test/knitroapi.jl b/test/knitroapi.jl
@@ -531,8 +531,8 @@ end
 
     @test KNITRO.KN_get_mip_number_nodes(kc) >= 1
     @test KNITRO.KN_get_mip_number_solves(kc) >= 1
-    @test KNITRO.KN_get_mip_relaxation_bnd(kc) ≈ 31.0495680023
-    @test KNITRO.KN_get_mip_lastnode_obj(kc) ≈ 32.0
+    @test KNITRO.KN_get_mip_relaxation_bnd(kc) ≈ 31.3632000015
+    @test KNITRO.KN_get_mip_lastnode_obj(kc) ≈ 31.3632000015
     @test KNITRO.KN_get_con_values(kc)[1] == 4.0
     @test KNITRO.KN_get_mip_incumbent_obj(kc) ≈ 32.0
     @test KNITRO.KN_get_mip_incumbent_x(kc) == 0.0
@@ -901,7 +901,7 @@ end
 
     # Create a new Knitro solver instance.
     kc = KNITRO.KN_new()
-    KNITRO.KN_set_param(kc, "outlev", 6)
+    KNITRO.KN_set_param(kc, "outlev", 0)
 
     # Initialize Knitro with the problem definition.