Originally posted by: bademhan

Hello,

I have 100 Integer Programming Problems in lp files. I want to use the Interactive Optimizer (Cplex 9.1) to solve them and store the result of each problem (time, # branch and bound nodes and solution if a problem is feasible) into a text file. Can I do batch processing with Interactive Optimizer? If so, can you please tell me what code to use to:

-solve all 100 problems that are stored in lp files (names of the files are: file1.lp,file2.lp,...,file100.lp);
-put a time limit of 3 hours for each problem;
-store the result for each problem.

Thanks in advance for your help.
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Originally posted by: SystemAdmin

Do you have a reasonable shell you can use? I use the interactive optimizer in batch-like mode
every day. For example, using bash I would do something like this (untested code)

#!/bin/bash
i=0
while [ $i -lt 100 ]; do
   i=`expr $i + 1`
   cat <<EOF | cplex | tee $i.log
set log *
read $i.lp
set timelimit 10800
opt
write $i.sol
write $i.mst
disp sol var -
EOF
done

In fact you would need only one of 'write $i.sol', 'write $i.mst' and 'disp sol var -'.
'write $i.sol' would be the preferred choice but is not available in CPLEX 9.1.
'write $i.mst' writes out a MIP start for the solution.
'disp sol var -' displays all non-zero solution values on the screen (and I redirected
them to $i.log).
What output suits you best depends on the tools you will use to analyze the solution.
What always works is parsing the log file :-)
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Originally posted by: SystemAdmin

In case you opt for the 'disp sol var -' variant then you may want
to do it like this

x rm -f $i.nzs
set log $i.nzs
disp sol var -
set log *

so that you don't have too much garbage in the solution file. Note
that I delete the output file before setting it as log file as
CPLEX always appends its log messages if the respective files
already exist.
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Originally posted by: JimDan

I am facing a similar issue also under Windows 7...I have problem one.lp, two.lp, three.lp, ..., ten.lp.

Is there a way I can automate using the DOS prompt the otherwise tedious task of: read one.lp, optimize,..., read two.lp, optimize,...

and then read the solution from a log file?

Thanks.
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Originally posted by: SystemAdmin

To run the models I suppose you could put the commands you mentioned into a file and then execute a command like:
c:\ilog\cplex_studio122\cplex\bin\x86_win32\cplex.exe < foo
where "foo" is the file of commands.

But to then parse the log file, looking for instance for the lines of output like:
MIP - Integer optimal solution: Objective = 2.0000000000e+001
I just don't know what kinds of tools exist in the DOS environment.

Unix-style commands (e.g. "grep") seem called for. You might consider installing Cygwin on top of Windows and see if that meets your need.

But really, even though the use you propose is pretty straightforward, the degree of automation you want suggests to me that you should consider using a true programming interface (API). CPLEX offers several. The programmatic control plus interactivity that Python offers might be right, for instance.
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Originally posted by: SystemAdmin

Here is a batch script that I used in past. It might not be perfect but AFAIR it worked. It should be saved to a file called runcpx.bat.

@ECHO OFF
 
REM Running multiple problems through CPLEX.
REM Command line syntax:
REM    runcpx.bat cplex list [timelimit]
REM    runcpx.bat cplex single problem [timelimit]
REM CPLEX      is the CPLEX binary to test
REM LIST       is a file with problems to be run (one per line)
REM PROBLEM    is a single problem file to be run
REM TIMELIMIT  optional time limit
 
IF "%1"=="" GOTO Usage
IF "%1"=="/help" GOTO Usage
IF "%1"=="--help" GOTO Usage
IF "%2"=="" GOTO Usage
 
IF "%2"=="single" GOTO Single
 
:List
REM ---------- Read list of models from file.
IF "%2"=="" GOTO Usage
 
SET TIMELIMIT=%3
IF "%3"=="" SET TIMELIMIT=1e75
 
FOR /F "tokens=1 delims= " %%A IN ('TYPE %2') DO (
        %0 %1 single %%A %TIMELIMIT%
)
 
GOTO End
 
:Single
REM ---------- Run the model file specified on the command line.
IF "%3"=="" GOTO Usage
 
SET TIMELIMIT=%4
IF "%4"=="" SET TIMELIMIT=1e75
 
REM Generate input script
ECHO set timelimit %TIMELIMIT% >input
ECHO read %3 >>input
ECHO.  >>input
ECHO optimize >>input
 
REM Run cplex
%1 < input
 
GOTO End
 
:Usage
 
ECHO Usage: %0 CPLEX problem-list [timelimit]
ECHO        %0 CPLEX single problem-file [timelimit]
 
:End

Assuming you have a file called problems.lst that lists the problems to be solved (one per line) you can do

runcpx.bat cplex problems.lst 1e10

where the last argument is the time limit and is optional.
The script should also be easy to modify to execute extra commands etc.
For analyzing the log/output files you would or course need extra tools/scripts, just as John already pointed out.
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Originally posted by: JimDan

Thanks...John's suggestion did the trick.
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