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Update the syntax for the up-to-date version of Jump and Jumper. #1

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Update the syntax for the up-to-date version of Jump and Jumper. #1

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7 changes: 3 additions & 4 deletions oracles/portfolio_oracle.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -28,8 +28,8 @@ selling is not allowed.
"""
function portfolio_simplex_oracle_jump_basic(c::Vector{Float64}, Sigma::Matrix{Float64}, gamma::Float64)
d = length(c)

mod = Model(with_optimizer(Gurobi.Optimizer, OutputFlag = 0))
mod = Model(Gurobi.Optimizer)
set_optimizer_attribute(Gurobi.Optimizer, "OutputFlag", 0)
@variable(mod, w[1:d] >= 0)
@constraint(mod, sum(w[i] for i = 1:d) <= 1)
@constraint(mod, w'*Sigma*w <= gamma)
Expand All @@ -53,8 +53,7 @@ function portfolio_simplex_jump_setup(Sigma::Matrix{Float64}, gamma::Float64; gu
if d != d2
error("Sigma dimensions don't match")
end

mod = Model(with_optimizer(Gurobi.Optimizer, gurobiEnv))
mod = Model(()->Gurobi.Optimizer(gurobiEnv))
@variable(mod, w[1:d] >= 0)
@constraint(mod, sum(w[i] for i = 1:d) <= 1)
@constraint(mod, w'*Sigma*w <= gamma)
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4 changes: 2 additions & 2 deletions oracles/shortest_path_oracle.jl
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Expand Up @@ -59,9 +59,9 @@ function sp_flow_jump_setup(sources, destinations, start_node, end_node; solver=

# Set up JuMP model
if solver == :Gurobi
mod = Model(with_optimizer(Gurobi.Optimizer, gurobiEnv))
mod = Model(()->Gurobi.Optimizer(gurobiEnv))
elseif solver == :Clp
mod = Model(with_optimizer(Clp.Optimizer))
mod = Model(Clp.Optimizer)
else
error("Not a valid solver, either :Clp or :Gurobi")
end
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8 changes: 4 additions & 4 deletions solver/reformulation.jl
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Expand Up @@ -121,9 +121,9 @@ function sp_reformulation_path_jump(X, c, sp_graph::shortest_path_graph;

# Start creating dual JuMP model
if solver == :Gurobi
mod = Model(with_optimizer(Gurobi.Optimizer, gurobiEnv))
mod = Model(()->Gurobi.Optimizer(gurobiEnv))
elseif solver == :Clp
mod = Model(with_optimizer(Clp.Optimizer))
mod = Model(Clp.Optimizer)
else
error("Not a valid solver: either :Clp or :Gurobi")
end
Expand Down Expand Up @@ -306,9 +306,9 @@ function leastSquares_path_jump(X, c;

# Start creating JuMP model
if solver == :Gurobi
mod = Model(with_optimizer(Gurobi.Optimizer, gurobiEnv))
mod = Model(()->Gurobi.Optimizer(gurobiEnv))
elseif solver == :Clp
mod = Model(with_optimizer(Clp.Optimizer))
mod = Model(Clp.Optimizer)
else
error("Not a valid solver: either :Clp or :Gurobi")
end
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6 changes: 3 additions & 3 deletions solver/util.jl
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Expand Up @@ -426,13 +426,13 @@ function setup_gurobi_env(; quiet_mode = true, method_type = :barrier, use_time_
env = Gurobi.Env()

if quiet_mode
setparams!(env; OutputFlag = 0)
Gurobi.GRBsetintparam(env, "OutputFlag", 0)
end

if method_type == :barrier
setparams!(env; Method = 2)
Gurobi.GRBsetintparam(env, "Method", 2)
elseif method_type == :method3
setparams!(env; Method = 3)
Gurobi.GRBsetintparam(env, "Method", 3)
elseif method_type != :default
error("Enter a valid method type for Gurobi.")
end
Expand Down