Add support for MOI.AbsoluteGapTolerance and MOI.RelativeGapTolerance (…

…#219)

Project.toml

@@ -10,7 +10,7 @@ SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 
 [compat]
 Cbc_jll = "=2.10.5, =200.1000.501, =200.1000.800"
-MathOptInterface = "1"
+MathOptInterface = "1.7"
 julia = "1.6"
 
 [extras]

src/MOI_wrapper/MOI_wrapper.jl

@@ -181,6 +181,42 @@ function MOI.get(model::Optimizer, ::MOI.TimeLimitSec)
     return value === nothing ? value : parse(Float64, value)
 end
 
+MOI.supports(::Optimizer, ::MOI.AbsoluteGapTolerance) = true
+
+function MOI.set(model::Optimizer, ::MOI.AbsoluteGapTolerance, value::Real)
+    MOI.set(model, MOI.RawOptimizerAttribute("allowableGap"), value)
+    return
+end
+
+function MOI.set(model::Optimizer, ::MOI.AbsoluteGapTolerance, ::Nothing)
+    delete!(model.params, "allowableGap")
+    Cbc_setParameter(model, "allowableGap", "InvalidDoubleValue")
+    return
+end
+
+function MOI.get(model::Optimizer, ::MOI.AbsoluteGapTolerance)
+    value = get(model.params, "allowableGap", nothing)
+    return value === nothing ? value : parse(Float64, value)
+end
+
+MOI.supports(::Optimizer, ::MOI.RelativeGapTolerance) = true
+
+function MOI.set(model::Optimizer, ::MOI.RelativeGapTolerance, value::Real)
+    MOI.set(model, MOI.RawOptimizerAttribute("ratioGap"), value)
+    return
+end
+
+function MOI.set(model::Optimizer, ::MOI.RelativeGapTolerance, ::Nothing)
+    delete!(model.params, "ratioGap")
+    Cbc_setParameter(model, "ratioGap", "InvalidDoubleValue")
+    return
+end
+
+function MOI.get(model::Optimizer, ::MOI.RelativeGapTolerance)
+    value = get(model.params, "ratioGap", nothing)
+    return value === nothing ? value : parse(Float64, value)
+end
+
 MOI.get(::Optimizer, ::MOI.SolverName) = "COIN Branch-and-Cut (Cbc)"
 
 MOI.get(::Optimizer, ::MOI.SolverVersion) = unsafe_string(Cbc_getVersion())