adding relative & absolute mip gaps

src/SolverAPI.jl

@@ -111,6 +111,17 @@ function response(
     res["solve_time_sec"] = Float64(MOI.get(model, MOI.SolveTimeSec()))
 
     result_count = MOI.get(model, MOI.ResultCount())
+
+    try
+        res["relative_gap"]
+        rel_gap = Float64(MOI.get(model, MOI.RelativeGap()))
+        if isinf(rel_gap)
+            res["relative_gap"] = rel_gap# Inf cannot be serialized to JSON
+        end
+    catch
+        # ignore if solver does not support relative gap 
+    end
+
     results = [Dict{String,Any}() for _ in 1:result_count]
     var_names = [string('\"', v, '\"') for v in json.variables]
     var_idxs = MOI.get(model, MOI.ListOfVariableIndices())
@@ -398,8 +409,37 @@ function set_options!(model::MOI.ModelLike, options::JSON3.Object)#::Nothing
         MOI.set(model, MOI.TimeLimitSec(), Float64(get(options, :time_limit_sec, 300.0)))
     end
 
+    if MOI.supports(model, MOI.RelativeGapTolerance()) &&
+       haskey(options, :relative_gap_tolerance)
+        # Set relative gap tolerance 
+        rel_gap_tol = Float64(options[:relative_gap_tolerance])
+        if rel_gap_tol < 0 || rel_gap_tol > 1
+            throw(Error(NotAllowed, "Relative gap tolerance must be within [0,1]."))
+        end
+
+        MOI.set(model, MOI.RelativeGapTolerance(), rel_gap_tol)
+    end
+
+    if MOI.supports(model, MOI.AbsoluteGapTolerance()) &&
+       haskey(options, :absolute_gap_tolerance)
+        # Set absolute gap tolerance 
+        abs_gap_tol = Float64(options[:absolute_gap_tolerance])
+        if abs_gap_tol < 0
+            throw(Error(NotAllowed, "Absolute gap tolerance must be non-negative."))
+        end
+
+        MOI.set(model, MOI.AbsoluteGapTolerance(), abs_gap_tol)
+    end
+
     for (key, val) in options
-        if key in [:solver, :print_format, :print_only, :time_limit_sec]
+        if key in [
+            :solver,
+            :print_format,
+            :print_only,
+            :time_limit_sec,
+            :relative_gap_tolerance,
+            :absolute_gap_tolerance,
+        ]
             # Skip - these are handled elsewhere.
             continue
         elseif key == :silent

test/all_tests.jl

@@ -122,6 +122,10 @@ end
         ("feas_with_obj", "InvalidFormat"),
         # no objective function specified for a minimization problem
         ("min_no_obj", "InvalidFormat"),
+        # absolute_gap_tolerance out of range, e.g., -0.1
+        ("abs_gap_out_of_range", "NotAllowed"),
+        # relative_gap_tolerance must be within [0,1] 
+        ("rel_gap_out_of_range", "NotAllowed"),
         # unsupported sense such as 'feasibility'
         ("unsupported_sense", "InvalidFormat"),
         # range: wrong number of args

test/inputs/abs_gap_out_of_range.json

@@ -0,0 +1 @@
+{"version":"0.1","sense":"min","variables":["x","y"],"constraints":[["and",["==",["+","x",["*",3,"y"]],1],[">=",["+","x","y"],1]],["and",["Int","x"],["Nonneg","x"]],["Int","y"]],"objectives":[["+",["*",2,"x"],"y"]],"options":{"solver":"HIGHS", "absolute_gap_tolerance":-0.1}}

test/inputs/rel_gap_out_of_range.json

@@ -0,0 +1 @@
+{"version":"0.1","sense":"min","variables":["x","y"],"constraints":[["and",["==",["+","x",["*",3,"y"]],1],[">=",["+","x","y"],1]],["and",["Int","x"],["Nonneg","x"]],["Int","y"]],"objectives":[["+",["*",2,"x"],"y"]],"options":{"solver":"HIGHS", "relative_gap_tolerance":1.1}}