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MAiNGO
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Simply activate the option PRE_pureMultistart, which disables B&B as well as range reduction at the root node, respectively. Set the number of max local searches to the total number of searches you want to perform, and possibly specify an initial point, see section Modeling in MAiNGO. Set your local solver using UBP_solverPreprocessing and make sure that UBP_maxStepsPreprocessing is not too small. Enable PRE_printEveryLocalSearch to obtain output from every local search. Note that in this case, the returned solution is obviously not guaranteed to be global.
Set PRE_obbtMaxRounds=0, disable BAB_dbbt, BAB_probing and BAB_alwaysSolveObbt. If desired, also set PRE_maxLocalSearches=0 to avoid multi-start at the root node.
Set up the optimization problem using arbitrary bounds containing the point of interest. Proceed like for using MAiNGO as a multi-start local solver, but set the number of local searches to 0. Alternatively, you can use the C++ function get_model_at_point function to simply evaluate a point of interest.
MAiNGO implements the epsilon-constraint method for bi-objective problems, that is currently available through the C++ API only. In order to define a bi-objective problem, please take a look at the exemplary exampleCppApi/problemEpsCon.h
file. The implementation is very similar to the one described in section Modeling in MAiNGO with the difference that now two objectives are required. In order to solve the bi-objective problem uncomment the appropriate code lines in exampleCppApi/mainCppApi.cpp
.
The most convenient way is to use the setting writeToOtherLanguage which will automatically write a parsed file before solving your problem. The more advanced way is to use the C++ function parse_maingo_to_other_language can be called on your MAiNGO object to automatically write your model into a GAMS or ALE file with more options the when using the setting writeToOtherLanguage. An example of the usage of the function can be found in the exampleCppApi/mainCppApi.cpp
. The arguments provided to the parse_maingo_to_other_language
function are a file name (default is MAiNGO_parsed_file.xxx), a solver (except if parsing to ALE; default is SCIP), whether you want to use the min and max functions or use the equivalent abs-function formulation (default is true, meaning that the min and max functions are written to the file), whether you want to use hyperbolic functions or use equivalent formulations with the exp-function if avaiable (default is true, meaning that the hyperbolic functions are written to the file), whether you want to ignore bounding functions which are available only within MAiNGO, see the doc/implementedFunctions/Implemented_functions.pdf
(default is true, meaning that all used bounding functions are ignored when writing files), and whether you want to write all relaxation-only constraints (default is true, meaning that all constraints will be parsed). This function is extremely helpful if you want to do some cross-testing of solvers using the same model formulations.