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How to Use DSP

Building the DSP source files creates an executable file ./bin/runDsp and a shared library file ./lib/libDsp.so (or ./lib/libDsp.dylib for Mac).

Executable file

The executable file can be run as a command-line tool. Running the file without any argument will display available arguments for the running.

./runDsp

Usage: --algo <de,bd,dd,drbd,drdd,dw> [--wassnorm <number> --wasseps <number>] --smps <smps file> --mps <mps file> --dec <dec file> [--soln <solution file prefix> --param <param file> --test <benchmark objective value>]

       --algo        choice of algorithms.
                     de: deterministic equivalent form
                     bd: Benders decomposition
                     dd: dual decomposition
                     drbd: distributionally robust bd
                     drdd: distributionally robust dd
                     dw: Dantzig-Wolfe decomposition with branch-and-bound
       --wassnorm    Wasserstein distance norm (> 0.0)
       --wasseps     Wasserstein distance limit (>= 0.0)
       --smps        SMPS file name without extensions. For example, if your SMPS files are ../test/farmer.cor, ../test/farmer.sto, and ../test/farmer.tim, this value should be ../test/farmer
       --mps         MPS file name
       --dec         DEC file name
       --soln        optional argument for solution file prefix. For example, if the prefix is given as MySol, then two files MySol.primal.txt and MySol.dual.txt will be written for primal and dual solutions, respectively.
       --param  optional paramater for parameter file name

Input files

runDsp can read problem from

  • SMPS files: This input should consist of three files with extensions: .cor, .tim, and sto.
  • (optional) .dro file: For --algo dr*, runDsp requires either --wassnorm and --wasseps arguments or .dro file, in addition to SMPS files, that defines the Wasserstein uncertainty set.
  • MPS and DEC files: This input should consist of two files, which can be given to options --mps and --dec.

DSP has a number of parameters for algorithms. Users can set parameter values by giving parameter file with --param. See more details in Parameters. This argument is optional.

Output files

If --soln is givne, runDsp will write solution files. For example, if --soln mysoln is given, runDsp will write

  • mysoln.primobj.txt for primal objective value
  • mysoln.dualobj.txt for dual objective value
  • mysoln.primal.txt for primal variable values in the order of variables defined in the input file, if the primal objective value is less than 1e+20.
  • mysoln.dual.txt for dual variable values if --algo dd is given.

Shared library

The shared library provides access to C API functions. The library needs to be placed in the searchable path (e.g., LD_LIBRARY_PATH for linux or DYLD_LIBRARY_PATH for Mac).

Using the library can be useful to interface with other (high-level) langauges such as Julia. We strongly recomment to check our Julia interface DSPopt.jl.