COPT

Introduction

COPT is the first domestic commercial solver with independent intellectual property rights in China. It is a high-performance multifunctional solver independently developed by Shanshu Technology Co., Ltd. At present, COPT can efficiently support the LP, MILP, SOCP, QP, QCP, SDP and other models. In June 2022, COPT 5.0 was released, becoming the only one in China that has both large-scale linear programming (simplex method and interior point method), mixed integer programming, second-order cone programming, convex quadratic programming and convex quadratically constrained programming and semidefinite programming. The comprehensive performance of COPT ranks among the top in the world public test ranking website ASU (opens new window).

At present, COPT supports windows, MAC, Linux and other mainstream operating systems, and provides c#, C, C++, Java, python, ampl, gams, pyomo, pulp ,cvxpy and other interfaces. It supports reading and writing LP and MPS standard format model files and reading NL format model files for solution, which can meet the needs of different types of users.

Parameters

Parameter Name	Type	Description
TimeLimit	DblParam	Time limit of the optimization
MatrixTol	DblParam	The input matrix coefficient tolerance
FeasTol	DblParam	The feasibility tolerance
DualTol	DblParam	The tolerance for dual solutions and reduced cost
IntTol	DblParam	The integer feasibility tolerance
RelGap	DblParam	The relative gap for MIP
Logging	IntParam	Whether to print solving logs
LogToConsole	IntParam	Whether to print logs to console
Presolve	IntParam	Whether to perform persolving before solving a problem
Scaling	IntParam	Whether to perform scaling before solving a problem
Dualize	IntParam	Whether to dualize a problem before solving it
LpMethod	IntParam	Specifies the LP method
DualPrice	IntParam	Specifies the dual simplex pricing algorithm
DualPerturb	IntParam	Whether to allow the objective function perturbation
CutLevel	IntParam	Level of cutting planes generation
RootCutLevel	IntParam	Level of root cutting planes generation
TreeCutLevel	IntParam	Level of tree cutting planes generation
RootCutRounds	IntParam	Maximum cut rounds in the root (-1: unlimited)
NodeCutRounds	IntParam	Maximum cut rounds in a local node
HeurLevel	IntParam	Level of heuristics
RoundingHeurLeve	lIntParam	Level of rounding heuristics
DivingHeurLevel	IntParam	Level of diving heuristics
SubMipHeurLevel	IntParam	Level of sub-MIP heuristics
StrongBranching	IntParam	Level of strong branching
ConflictAnalysis	IntParam	Whether to perform conflict analysis
NodeLimit	IntParam	Limit of nodes for MIP
MipTasks	IntParam	Number of MIP tasks in parallel (-1: automatic)
BarHomogeneous	IntParam	Whether to use homogeneous self-dual form in barrier
BarOrder	IntParam	Ordering method for barrier
BarIterLimit	IntParam	Barrier iteration limit
Threads	IntParam	Number of threads to use
BarThreads	IntParam	Number of threads to use in the barrier solver
SimplexThreads	IntParam	Number of threads to use in the simplex solver
CrossoverThreads	IntParam	Number of threads to use in the crossover
Crossover	IntParam	Whether to run crossover after barrier
SDPMethod	IntParam	Specifies the SDP method
IISMethod	IntParam	Specifies the IIS method
FeasRelaxMode	IntParam	Specifies the feasibility relaxation mode
LogFile	N/A	Specify a log file

We can get parameter value range by enter the COPT command line(copt_cmd) and enter "set + parameter name" to obtain.

Examples of Usage

Suppose the test example is diet.mps, solved by COPT command line, the time limit is 10 seconds, the algorithm is interior point method, the output basic solution file is test.bas, and the output result file is diet.sol:

copt_cmd
read diet.mps 
set TimeLimit 10 
set LpMethod 2 
Opt 
write diet.sol 

Full COPT user guide