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More general support for Gurobi options #25

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bc9be09
Gurobi options added
sshin23 Aug 29, 2025
21d0cd5
options testing
sshin23 Aug 29, 2025
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -12,7 +12,7 @@ SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
SparseMatricesCOO = "fa32481b-f100-4b48-8dc8-c62f61b13870"

[compat]
Gurobi = "0.10, 0.11"
Gurobi = "1"
QuadraticModels = "0.9"
SolverCore = "0.3"
SparseMatricesCOO = "0.2"
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25 changes: 3 additions & 22 deletions src/QuadraticModelsGurobi.jl
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Expand Up @@ -67,28 +67,9 @@ gurobi(QM::QuadraticModel{T, S}; kwargs...) where {T, S} = gurobi(
kwargs...
)

function gurobi(QM::QuadraticModel{T, S, M1, M2};
method=2, kwargs...) where {T, S, M1 <: SparseMatrixCOO, M2 <: SparseMatrixCOO}
env = Gurobi.Env()
# -1=automatic, 0=primal simplex, 1=dual simplex, 2=barrier,
# 3=concurrent, 4=deterministic concurrent, 5=deterministic concurrent simplex.
# default to barrier
GRBsetintparam(env, "Method", method)
# use kwargs change to presolve, scaling and crossover mode
# example: gurobi(QM, presolve=0) (see gurobi doc for other options)
for (k, v) in kwargs
if k==:presolve
GRBsetintparam(env, "Presolve", v) # 0 = no presolve
elseif k==:scaling
GRBsetintparam(env, "ScaleFlag", v) # 0 = no scaling
elseif k==:crossover
GRBsetintparam(env, "Crossover", v) # 0 = no crossover
elseif k==:display
GRBsetintparam(env, "OutputFlag", v) # 0 = no display
elseif k==:threads
GRBsetintparam(env, "Threads", v)
end
end
function gurobi(QM::QuadraticModel{T, S, M1, M2}; kwargs...) where {T, S, M1 <: SparseMatrixCOO, M2 <: SparseMatrixCOO}

env = Gurobi.Env(Dict{String,Any}(string(k) => v for (k,v) in kwargs))

model = Ref{Ptr{Cvoid}}()
GRBnewmodel(env, model, "", QM.meta.nvar, QM.data.c, QM.meta.lvar, QM.meta.uvar, C_NULL, C_NULL)
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10 changes: 6 additions & 4 deletions test/runtests.jl
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Expand Up @@ -43,7 +43,9 @@ using Test
c0 = 0.0,
name = "QM_dense",
)
stats_dense = gurobi(qp_dense)
@test isapprox(stats_dense.objective, 1.1249999990782493, atol = 1e-2)
@test stats_dense.status == :acceptable
end
for method in [1,2]
stats_dense = gurobi(qp_dense, Method = method)
@test isapprox(stats_dense.objective, 1.1249999990782493, atol = 1e-2)
@test stats_dense.status == :acceptable
end
end