'COIN-OR' 'Clp' Plugin for the 'R' Optimization Infrastructure

Registers the 'COIN-OR' 'Clp' linear programming solver with 'ROI', the 'R' Optimization Infrastructure, through the 'coinclp' package. Linear programs with continuous variables are then solved by 'ROI' with the 'coinclp' solver, keeping sparse constraint matrices sparse all the way to the solver, and returning dual values, reduced costs and row activities alongside the primal solution.

ROI.plugin.coinclp

Registers COIN-OR Clp with the R Optimization Infrastructure, through the coinclp package.

This revives ROI.plugin.clp, archived from CRAN on 2022-01-08 — not for any fault of its own, but because the clpAPI package it depended on had been archived six weeks earlier. The solver is now called "coinclp" rather than "clp", since ROI takes the solver name from the package name.

Installation

Clp itself is a system library; install it first (nothing to do on Windows, where Rtools supplies it).

# install.packages("remotes")
remotes::install_github("SamLovick/coinclp")
remotes::install_github("SamLovick/ROI.plugin.coinclp")

Use

Loading the package is the whole setup:

library(ROI)
library(ROI.plugin.coinclp)

op <- OP(objective   = c(143, 60),
         constraints = L_constraint(rbind(c(120, 210), c(110, 30), c(1, 1)),
                                    rep("<=", 3), c(15000, 4000, 75)),
         maximum     = TRUE)

res <- ROI_solve(op, solver = "coinclp")

solution(res)            # 21.875 53.125
solution(res, "objval")  # 6315.625
solution(res, "dual")    # 0.0000 1.0375 28.8750
solution(res, "aux")     # $primal row activities, $dual reduced costs
solution(res, "msg")     # the full coinclp result, including iterations

Constraints held as a simple_triplet_matrix, which is how ROI stores them, go to Clp as sparse: only the non-zero entries are passed, and the matrix is never expanded into a full grid of mostly zeros on the way.

Controls

ROI_solve(op, solver = "coinclp", algorithm = "barrier", max_seconds = 30)

The names the 2018 plugin used — amount, verbosity_level, iterations, seconds — are still accepted, so scripts written for it keep working after changing the solver name.

Differences from ROI.plugin.clp

• Duals, reduced costs and row activities are returned, not just the primal solution and the objective value.
• Problems with no constraints, a dense constraint matrix, or an objective given as a plain vector are handled; the 2018 plugin errored on all three.
• Status codes cover Clp's full set, including "not solved".
• The algorithm, presolve, tolerance and scaling controls are new.

Licence

GPL-3, matching ROI itself and the other ROI plugins. This package contains no COIN-OR code; it imports ROI (GPL-3) and slam (GPL-2), so a GPL licence is the one that fits. The solver library it reaches is wrapped by coinclp, which is MIT.

The code is independent of ROI.plugin.clp by Benoit Thieurmel (datastorm-open), whose control names are kept for compatibility.