Release Gurobi, Baron MP, and HiGHS

docs/source/solvers/baron/baronmp.md

@@ -0,0 +1,241 @@
+
+# BARON Options
+
+```ampl
+ampl: option solver baronmp; # change the solver
+ampl: option baronmp_options 'option1=value1 option2=value2'; # specify options
+ampl: solve; # solve the problem
+```
+
+Solver options obtained with `$ baronmp -=`.
+
+```
+BARONMP Optimizer Options for AMPL
+--------------------------------------------
+
+To set these options, assign a string specifying their values to the AMPL
+option "baronmp_options". For example:
+
+   ampl: option baronmp_options 'mipgap=1e-6';
+
+ Options:
+
+acc:_all
+      Solver acceptance level for all constraints and expressions. Value
+      meaning: as described in the specific acc:... options.
+
+      Can be useful to disable all reformulations (acc:_all=2), or force
+      linearization (acc:_all=0.)
+
+acc:_expr
+      Solver acceptance level for all expressions, default 1:
+
+      0 - Not accepted, all expressions will be treated as flat constraints,
+          or redefined
+      1 - Accepted. See the individual acc:... options
+
+acc:div
+      Solver acceptance level for 'DivConstraint' as expression, default 4:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      3 - Accepted but automatic redefinition will be used where possible
+      4 - Accepted natively and preferred
+
+acc:exp
+      Solver acceptance level for 'ExpConstraint' as either constraint or
+      expression, default 4:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted as constraint but automatic redefinition will be used
+          where possible
+      2 - Accepted as constraint natively and preferred
+      3 - Accepted as expression but automatic redefinition will be used
+          where possible
+      4 - Accepted as expression natively and preferred
+
+acc:expa (acc:expA)
+      Solver acceptance level for 'ExpAConstraint' as either constraint or
+      expression, default 4:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted as constraint but automatic redefinition will be used
+          where possible
+      2 - Accepted as constraint natively and preferred
+      3 - Accepted as expression but automatic redefinition will be used
+          where possible
+      4 - Accepted as expression natively and preferred
+
+acc:lineq
+      Solver acceptance level for 'LinConEQ' as flat constraint, default 2:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted but automatic redefinition will be used where possible
+      2 - Accepted natively and preferred
+
+acc:linfunccon
+      Solver acceptance level for 'LinearFunctionalConstraint' as expression,
+      default 4:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      3 - Accepted but automatic redefinition will be used where possible
+      4 - Accepted natively and preferred
+
+acc:linge
+      Solver acceptance level for 'LinConGE' as flat constraint, default 2:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted but automatic redefinition will be used where possible
+      2 - Accepted natively and preferred
+
+acc:linle
+      Solver acceptance level for 'LinConLE' as flat constraint, default 2:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted but automatic redefinition will be used where possible
+      2 - Accepted natively and preferred
+
+acc:linrange (acc:linrng)
+      Solver acceptance level for 'LinConRange' as flat constraint, default 2:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted but automatic redefinition will be used where possible
+      2 - Accepted natively and preferred
+
+acc:log
+      Solver acceptance level for 'LogConstraint' as either constraint or
+      expression, default 4:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted as constraint but automatic redefinition will be used
+          where possible
+      2 - Accepted as constraint natively and preferred
+      3 - Accepted as expression but automatic redefinition will be used
+          where possible
+      4 - Accepted as expression natively and preferred
+
+acc:loga (acc:logA)
+      Solver acceptance level for 'LogAConstraint' as either constraint or
+      expression, default 4:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted as constraint but automatic redefinition will be used
+          where possible
+      2 - Accepted as constraint natively and preferred
+      3 - Accepted as expression but automatic redefinition will be used
+          where possible
+      4 - Accepted as expression natively and preferred
+
+acc:nlassigneq
+      Solver acceptance level for 'NLAssignEQ' as flat constraint, default 2:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted but automatic redefinition will be used where possible
+      2 - Accepted natively and preferred
+
+acc:nlassignge
+      Solver acceptance level for 'NLAssignGE' as flat constraint, default 2:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted but automatic redefinition will be used where possible
+      2 - Accepted natively and preferred
+
+acc:nlassignle
+      Solver acceptance level for 'NLAssignLE' as flat constraint, default 2:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted but automatic redefinition will be used where possible
+      2 - Accepted natively and preferred
+
+acc:nlcon (acc:nlalgcon)
+      Solver acceptance level for 'NLConstraint' as flat constraint, default
+      2:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted but automatic redefinition will be used where possible
+      2 - Accepted natively and preferred
+
+acc:powconstexp
+      Solver acceptance level for 'PowConstExpConstraint' as either constraint
+      or expression, default 4:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted as constraint but automatic redefinition will be used
+          where possible
+      2 - Accepted as constraint natively and preferred
+      3 - Accepted as expression but automatic redefinition will be used
+          where possible
+      4 - Accepted as expression natively and preferred
+
+acc:quadeq
+      Solver acceptance level for 'QuadConEQ' as flat constraint, default 2:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted but automatic redefinition will be used where possible
+      2 - Accepted natively and preferred
+
+acc:quadfunccon
+      Solver acceptance level for 'QuadraticFunctionalConstraint' as
+      expression, default 4:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      3 - Accepted but automatic redefinition will be used where possible
+      4 - Accepted natively and preferred
+
+acc:quadge
+      Solver acceptance level for 'QuadConGE' as flat constraint, default 2:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted but automatic redefinition will be used where possible
+      2 - Accepted natively and preferred
+
+acc:quadle
+      Solver acceptance level for 'QuadConLE' as flat constraint, default 2:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted but automatic redefinition will be used where possible
+      2 - Accepted natively and preferred
+
+acc:quadrange (acc:quadrng)
+      Solver acceptance level for 'QuadConRange' as flat constraint, default
+      2:
+
+      0 - Not accepted natively, automatic redefinition will be attempted
+      1 - Accepted but automatic redefinition will be used where possible
+      2 - Accepted natively and preferred
+
+alg:deltaa (deltaa)
+      Adjustment parameter for delta values.
+
+alg:deltar (deltar)
+      Relative delta adjustment.
+
+alg:deltat (deltat)
+      Time-based delta adjustment.
+
+alg:deltaterm (deltaterm)
+      Delta termination criterion.
+
+alg:epsa (epsa)
+      EpsA convergence tolerance (default 1e-6). BARON stops if the current
+      function value f satisfies abs(f - L) <= epsa, where L is the currently
+      best available bound on f.
+
+alg:epsr (epsr)
+      BARON's EpsR convergence tolerance (default 1e-9). BARON stops if the
+      current function value f satisfies abs(f - L) <= abs(L*epsr), where L is
+      the currently best available bound on f.
+
+alg:firstfeas (firstfeas)
+      If set to 1, BARON will terminate once it finds numsol feasible
+      solutions, irrespective of solution quality. Default is 0, meaning that
+      BARON will search for the *best* numsol feasible solutions.
+
+alg:firstloc (firstloc)
+      If set to 1, BARON will terminate once it finds a local optimum,
+      irrespective of solution quality. Default is 0, meaning that BARON will
+      search for the best numsol feasible solutions.
+
+alg:iisfind (iisfind, iis)
+      Whether to find and export an IIS. Default = 0 (don't export).
+```
+

docs/source/solvers/baron/changesmp.md

@@ -0,0 +1,14 @@
+# BARON Changelog
+
+
+## 20241119
+- Beta release of MP driver for Baron, use with option `option solver baronmp;`,
+  to use the original ASL driver use `option solver baron;`
+- Breaking changes with ASL driver:
+  - `version` keyword removed
+  - Changed behaviour of the `iisfind` option to be consistent with MP features;
+    see `alg:iisfind`, `alg:iismethod`, `alg:iisint`
+  - Absolute values are reformulated as MIP instead of abs(x)=(x^2)^0.5
+  - Added option value `local` to `scratch` that automatically places the scratch 
+    files in a directory with the name derived from the model file (e.g. for 
+    `/test/model.nl` the directory will be `/test/model.nl_baron/`)

docs/source/solvers/gurobi/changes.md

@@ -1,5 +1,11 @@
 # GUROBI Changelog
 
+
+## 20241119
+- MP changes: added support for x^y expressions, where x and y
+  are variables
+
+
 ## 20241114
 - Updated to Gurobi 12.0 which provides performance improvements 
   across a variety of model families

docs/source/solvers/gurobi/options.md

@@ -223,9 +223,9 @@ acc:pl (acc:pwl, acc:piecewise)
       1 - Accepted but automatic redefinition will be used where possible
       2 - Accepted natively and preferred
 
-acc:pow
-      Solver acceptance level for 'PowConstraint' as either constraint or
-      expression, default 4:
+acc:powconstexp
+      Solver acceptance level for 'PowConstExpConstraint' as either constraint
+      or expression, default 4:
 
       0 - Not accepted natively, automatic redefinition will be attempted
       1 - Accepted as constraint but automatic redefinition will be used
@@ -1231,7 +1231,8 @@ pre:funcnonlinear (funcnonlinear, global)
       Controls how general functions with their constraint's or objective's
       suffix .funcnonlinear or, if not available, .global unset (or set to 0)
       are treated (ATTENTION: different meaning than Gurobi FuncNonLinear
-      parameter and attribute):
+      parameter and attribute; ATTENTION: also set acc:_expr=0 with
+      pre:funcnonlinear=-1 to use 'general constraints'):
 
       -1 - Piecewise-linear approximation
       0  - Automatic (default)

docs/source/solvers/highs/changes.md

@@ -1,6 +1,10 @@
 # HiGHS Changelog
 
 
+## 20241119
+- Updated to HiGHS 1.8.1
+
+
 ## 20240724
 - Option *acc:_all*
 	- Useful to disable all reformulations (acc:_all=2),

docs/source/solvers/highs/options.md

@@ -103,8 +103,9 @@ alg:pdlpdgaptol (pdlpdgaptol, pdlp_d_gap_tol)
       Duality gap tolerance for PDLP solver (default 1e-4).
 
 alg:rays (rays)
-      Whether to return suffix .unbdd if the objective is unbounded or suffix
-      .dunbdd if the constraints are infeasible:
+      Whether to return suffix .unbdd (unbounded ray) if the objective is
+      unbounded or suffix .dunbdd (Farkas dual) if the constraints are
+      infeasible:
 
       0 - Neither
       1 - Just .unbdd
@@ -235,8 +236,9 @@ cvt:quadcon (passquadcon)
       quadratic terms, then they are linearized.
 
 cvt:quadobj (passquadobj)
-      0/1*: Multiply out and pass quadratic objective terms to the solver, vs.
-      linear approximation.
+      0/1*: Pass quadratic objective terms to the solver. If the solver
+      accepts quadratic constraints, such a constraint will be created with
+      those, otherwise linearly approximated.
 
 cvt:socp (socpmode, socp)
       Second-Order Cone recognition mode:
@@ -322,10 +324,6 @@ lim:stallnodes (stallnodelim, stallnodelimit, mip_max_stall_nodes)
 lim:time (timelim, timelimit, time_limit)
       Limit on solve time (in seconds; default: no limit).
 
-mip:absgaptol (absgaptol, mip_abs_gap)
-      Tolerance on absolute gap of MIP, |ub-lb|, to determine whether
-      optimality has been reached for a MIP instance (default 1e-06).
-
 mip:bestbound (bestbound, return_bound)
       Whether to return suffix .bestbound for the best known MIP dual bound on
       the objective value:
@@ -340,6 +338,14 @@ mip:bestbound (bestbound, return_bound)
 mip:detsimmetry (detsimmetry, mip_detect_symmetry)
       Whether symmetry should be detected (default 1)
 
+mip:gap (mipgap, mip:relgaptol, relgaptol, mip_rel_gap)
+      Tolerance on relative gap, | ub - lb|/|ub | , to determine whether
+      optimality has been reached for a MIP instance (default 1e-04).
+
+mip:gapabs (mipgapabs, mip:absgaptol, absgaptol, mip_abs_gap)
+      Tolerance on absolute gap of MIP, |ub-lb|, to determine whether
+      optimality has been reached for a MIP instance (default 1e-06).
+
 mip:heureff (heureff, mip_heuristic_effort)
       Fraction of time to spend in MIP heuristics (default 0.05).
 
@@ -362,10 +368,6 @@ mip:pscostreliability (pscostreliability, mip_pscost_minreliable)
       Minimal number of observations before pseudo costs are considered
       reliable(default 8)
 
-mip:relgaptol (relgaptol, mip_rel_gap)
-      Tolerance on relative gap, | ub - lb|/|ub | , to determine whether
-      optimality has been reached for a MIP instance (default 1e-04).
-
 mip:return_gap (return_mipgap)
       Whether to return mipgap suffixes or include mipgap values (|objectve -
       .bestbound|) in the solve_message: sum of
@@ -557,10 +559,17 @@ tech:wantsol (wantsol)
 tech:writegraph (cvt:writegraph, writegraph, exportgraph)
       File to export conversion graph. Format: JSON Lines.
 
-tech:writemodel (writeprob, writemodel, tech:exportfile)
+tech:writemodel (tech:writeprob, writeprob, writemodel, tech:exportfile)
       Specifies files where to export the model before solving (repeat the
       option for several files.) File name extensions can be ".lp[.7z]",
       ".mps", etc.
+      To write a model during iterative solve (e.g., with obj:multi=2), use
+      tech:writemodel:index.
+
+tech:writemodel:index (tech:writeprob:index, writeprobindex, writemodelindex)
+      During iterative solve (e.g., with obj:multi=2), the iteration before
+      which to write solver model. 0 means before iteration is initialized;
+      positive value - before solving that iteration. Default 0.
 
 tech:writemodelonly (justwriteprob, justwritemodel)
       Specifies files where to export the model, no solving (option can be