OCTHaGOn should accept any MOI.OptimizerWithAttributes.

src/OCTHaGOn.jl

@@ -1,3 +1,4 @@
+include("check_solvers.jl")
 module OCTHaGOn
     using Combinatorics
     using CPLEX
@@ -21,6 +22,11 @@ module OCTHaGOn
     const SOLVER = CPLEX.Optimizer
     const SOLVER_SILENT = with_optimizer(SOLVER, CPX_PARAM_SCRIND = 0) 
 
+    # function silenced_solver(solver::MOI.AbstractOptimizer)
+    #     return with_optimizer(solver, CPX_PARAM_SCRIND = 0) 
+    # end
+    # const SOLVER_SILENT = silenced_solver(SOLVER)
+
     const PROJECT_ROOT = dirname(dirname(@__FILE__))
     const DATA_DIR = PROJECT_ROOT * "\\data\\"
     const BARON_DIR = PROJECT_ROOT * "\\data\\baron\\"

src/check_solvers.jl

@@ -0,0 +1,22 @@
+valid_optimizers = [:Cbc, :CPLEX, :Gurobi, :GLPK, :Mosek, :SCIP]
+if !haskey(ENV, "OCTHaGOn_SOLVER")
+    loadedModules(m::Module = Main) = filter(x -> eval(x) isa Module && x ≠ Symbol(m), names(m, imported = true))
+    pkgs = loadedModules()
+
+    optims = intersect(pkgs, valid_optimizers)
+
+    if isempty(optims)
+        throw(ErrorException("OCTHaGOn found no valid mixed-integer optimizers. " *
+        "Please choose an optimizer among $(valid_optimizers), and call `Pkg.add(*); using *` " *
+        "before calling OCTHaGOn."))
+    elseif length(optims) == 1
+        ENV["OCTHaGOn_SOLVER"] = String(optims[1])
+        @info "OCTHaGOn is using " * ENV["OCTHaGOn_SOLVER"] * " as its mixed-integer optimizer." 
+    elseif :CPLEX in optims
+        ENV["OCTHaGOn_SOLVER"] = "CPLEX"
+        @info "OCTHaGOn found multiple mixed-integer optimizers. Using CPLEX by default. " 
+    else
+        ENV["OCTHaGOn_SOLVER"] = String(optims[1])
+        @info "OCTHaGOn found multiple mixed-integer optimizers. Using " * ENV["OCTHaGOn_SOLVER"] * ", the first available."
+    end
+end

src/constraintify.jl

@@ -341,7 +341,7 @@ Creates a set of MIO constraints from a OptimalTreeClassifier that thresholds a
 Arguments:
 - m: JuMP.Model
 - x:: independent JuMP.Variables (features of learner)
-- y:: dependent JuMP.Variables
+- y:: dependent JuMP.Variable
 - lnr:: A fitted OptimalTreeLearner
 - ul_data:: Upper and lower bounding hyperplanes for data in leaves of lnr (empty by default)
 - symbs:: The varkeys corresponding to the lnr.