add_lsymphony_solver: Add a _SYMPHONY_ solver with _lpsymphony_

add_lsymphony_solverR Documentation

Add a SYMPHONY solver with lpsymphony

Description

Specify that the SYMPHONY software – using the lpsymphony package – should be used to solve a conservation planning problem (Ralphs & Güzelsoy 2005). This function can also be used to customize the behavior of the solver. It requires the lpsymphony package to be installed (see below for installation instructions).

Usage

add_lpsymphony_solver(
  x,
  gap = 0.1,
  time_limit = .Machine$integer.max,
  first_feasible = FALSE,
  verbose = TRUE
)

Arguments

x

problem() object.

gap

numeric gap to optimality. This gap is relative and expresses the acceptable deviance from the optimal objective. For example, a value of 0.01 will result in the solver stopping when it has found a solution within 1% of optimality. Additionally, a value of 0 will result in the solver stopping when it has found an optimal solution. The default value is 0.1 (i.e., 10% from optimality).

time_limit

numeric time limit (seconds) for generating solutions. The solver will return the current best solution when this time limit is exceeded. The default value is the largest integer value (i.e., .Machine$integer.max), effectively meaning that solver will keep running until a solution within the optimality gap is found.

first_feasible

logical should the first feasible solution be be returned? If first_feasible is set to TRUE, the solver will return the first solution it encounters that meets all the constraints, regardless of solution quality. Note that the first feasible solution is not an arbitrary solution, rather it is derived from the relaxed solution, and is therefore often reasonably close to optimality. Defaults to FALSE.

verbose

logical should information be printed while solving optimization problems? Defaults to TRUE.

Details

SYMPHONY is an open-source mixed integer programming solver that is part of the Computational Infrastructure for Operations Research (COIN-OR) project. This solver is provided because it may be easier to install on some systems than the Rsymphony package. Additionally – although the lpsymphony package doesn't provide the functionality to specify the number of threads for solving a problem – the lpsymphony package will solve problems using parallel processing (unlike the Rsymphony package). As a consequence, this solver will likely generate solutions much faster than the add_rsymphony_solver(). Although formal benchmarks examining the performance of this solver have yet to be completed, please see Schuster et al. (2020) for benchmarks comparing the run time and solution quality of the Rsymphony solver.

Value

An updated problem() object with the solver added to it.

Installation

The lpsymphony package is distributed through Bioconductor. To install the lpsymphony package, please use the following code:

if (!require(remotes)) install.packages("remotes")
remotes::install_bioc("lpsymphony")

References

Ralphs TK and Güzelsoy M (2005) The SYMPHONY callable library for mixed integer programming. In The Next Wave in Computing, Optimization, and Decision Technologies (pp. 61–76). Springer, Boston, MA.

Schuster R, Hanson JO, Strimas-Mackey M, and Bennett JR (2020). Exact integer linear programming solvers outperform simulated annealing for solving conservation planning problems. PeerJ, 8: e9258.

See Also

Other solvers: add_cbc_solver(), add_cplex_solver(), add_default_solver(), add_gurobi_solver(), add_highs_solver(), add_rsymphony_solver()

Examples

## Not run: 
# load data
sim_pu_raster <- get_sim_pu_raster()
sim_features <- get_sim_features()

# create problem
p <-
  problem(sim_pu_raster, sim_features) %>%
  add_min_set_objective() %>%
  add_relative_targets(0.05) %>%
  add_proportion_decisions() %>%
  add_lpsymphony_solver(time_limit = 5, verbose = FALSE)

# generate solution
s <- solve(p)

# plot solution
plot(s, main = "solution", axes = FALSE)

## End(Not run)

prioritizr/prioritizr documentation built on March 4, 2024, 3:54 p.m.