|
LP Options
|
| Option Name |
Values |
Description |
advind |
| 0 |
do not use |
| 1 |
use if available (default) |
|
advanced basis use |
aggfill |
|
aggregator fill parameter |
aggind |
| -1 |
apply once (default) |
| 0 |
do not use |
| positive integer |
number times to apply |
|
aggregator on/off |
craind |
Primal:
| 0 |
ignore obj coeffs during crash |
| -1, 1 |
alternate ways of using obj coeffs |
|
Dual:
| 0, -1 |
aggressive starting basis |
| 1 |
default starting basis |
|
| (default = 1) |
|
crash strategy |
depind |
| 0 |
do not use (default) |
| 1 |
use |
|
dependency checker on/off |
dpriind |
| 0 |
determined automatically (default) |
| 1 |
standard dual pricing |
| 2 |
steepest-edge pricing |
| 3 |
steepest-edge pricing in slack space |
| 4 |
steepest-edge pricing, unit initial norms |
|
dual simplex pricing |
epmrk |
| real between 0.0001 and 0.99999
|
| (default = 0.01) |
| Markowitz pivot tolerance |
epopt |
| real between 1.0e-9 and 1.0e-4
|
| (default = 1.0e-6) |
| optimality tolerance |
epper |
| non-negative value |
| (default = 1.0e-6) |
| perturbation constant |
eprhs |
| real between 1.0e-9 and 1.0e-4
|
(default = 1.0e-6) |
| feasibility tolerance |
itlim |
| non-negative integer |
| (default = GAMS IterLim) |
| iteration limit |
objllim |
| real |
| (default = -1.0e+75) |
| obj function lower limit |
objulim |
| obj function upper limit |
perind |
| 0 |
not automatically perturbed (default) |
| 1 |
automatically perturbed |
|
force initial perturbation |
perlim |
| 0 |
automatic (default) |
| positive integer |
manual |
|
| number of stalled iterations before perturbation |
|
ppriind |
| -1 |
reduced-cost pricing |
| 0 |
Hybrid reduced-cost and Devex pricing (default) |
| 1 |
Devex pricing |
| 2 |
steepest edge pricing |
| 3 |
steepest edge pricing with slack initial norms |
| 4 |
full pricing |
|
primal simplex pricing |
predual |
| 0 |
do not give dual to optimizer (default) |
| 1 |
give dual to optimizer |
|
give dual problem to the optimizer |
preind |
| 0 |
do not use presolve |
| 1 |
use presolve (default) |
|
turn presolver on/off |
prepass |
| -1 |
automatic (default) |
| 0 |
do not use presolve |
| positive integer |
presolve pass limit |
|
maximum number of times to apply presolver |
pricelim |
| non-negative integer |
| (default = 0 -- determined automatically) |
| pricing candidate list |
reinv |
| non-negative integer |
| (default = 0 -- determined automatically) |
| refactorization frequency |
scaind |
| -1 |
no scaling |
| 0 |
standard scaling (default) |
| 1 |
more aggressive scaling |
|
matrix scaling on/off |
simdisplay |
| 0 |
No iteration messages are issued until optimal solution is reported. |
| 1 |
An iteration log message is issued after each refactorization (default). |
| 2 |
An iteration log message is issued after each iteration. |
|
simplex display level |
singlim |
| non-negative integer |
| (default = 10) |
| limit on singularity repairs |
tilim |
| non-negative real |
| (default = GAMS ResLim) |
| overrides the GAMS ResLim option |
|
MIP Options
|
| Option Name |
Values |
Description |
| bbinterval |
| 0 |
best estimate always |
| 1 |
best bound node always |
| positive integer |
combination |
(default = 7) |
|
interval at which best bound node is selected instead of best estimate node |
| bndstrenind |
| -1 |
automatic (default) |
| 0 |
do not apply |
| 1 |
apply |
|
when to apply bound strenthening |
| brdir |
| -1 |
branch down first |
| 0 |
automatic (default) |
| 1 |
branch up first |
|
branching direction |
| bttol |
| real between 0 and 1.0 |
(default = 0.01) |
|
backtracking tolerance |
| cliques |
| -1 |
do not generate |
| 0 |
automatic (default) |
| 1 |
generate at root node |
| 2 |
generate at all nodes |
|
clique cut generation |
| coeredind |
| 0 |
do not use |
| 1 |
reduce only to integer |
| 2 |
reduce all (default) |
|
coefficient reduction |
| covers |
| -1 |
do not generate |
| 0 |
automatic (default) |
| 1 |
generate at root node |
| 2 |
generate at all nodes |
|
cover cut generation |
| cutlo |
|
lower cutoff |
| cutsfactor |
| non-negative real |
| (default = 4.0) |
|
row multiplier factor for cuts |
| cutup |
|
upper cutoff |
| epagap |
| positive real |
| (default = 1e-6) |
|
absolute mipgap tolerance |
| epgap |
| real between 0 and 1.0 |
| (default = 1e-4) |
|
relative mipgap tolerance |
| epint |
| real between 1e-9 and 1.0 |
| (default = 1e-5) |
|
integrality tolerance |
| flowcovers |
| -1 |
do not generate |
| 0 |
automatic (default) |
| 1 |
generate at root node |
| 2 |
generate at all nodes |
|
flow cut generation |
| gubcovers |
| -1 |
do not generate |
| 0 |
automatic (default) |
| 1 |
generate at root node |
| 2 |
generate at all nodes |
|
GUB cut generation |
| heurfreq |
| -1 |
none |
| 0 |
automatic (default) |
| positive integer |
apply at node interval |
|
heuristic frequency |
| heuristic |
| -1 |
do not use (default) |
| 0 |
CPLEX decides |
| 1 |
use at node 0 |
|
root rounding heuristic |
| implbd |
| -1 |
do not generate |
| 0 |
automatic (default) |
| 1 |
generate at root node |
| 2 |
generate at all nodes |
|
implied bound cut generation |
| intsollim |
| positive integer |
| (default =
2,100,000,000) |
|
MIP solution limit |
| mipdisplay |
| 0 |
no display |
| 1 |
display integer feasible solutions |
| 2 |
display nodes under mipinterval |
| 3 |
same as 2 with LP iteration info |
| 4 |
same as 2 with LP root relaxtion info (default) |
| 5 |
same as 2 with LP subproblem info |
|
node log display info |
| mipinterval |
| positive integer |
| (default = 100) |
|
node log interval -- use with mipdisplay = 2,3 |
| mipordind |
| 0 |
do not use |
| 1 |
use if exists |
|
priority order indicator |
| mipordtype |
| 0 |
do not generate (default) |
| 1 |
use decreasing cost |
| 2 |
use increasing bound range |
| 3 |
use increasing cost per coeff count |
|
priority order generation |
| mipstart |
| 0 |
do not use |
| 1 |
use at node 0 (default) |
|
indicator for starting values |
| nodefileind |
| 0 |
no node file (default) |
| 1 |
node file in memory and compressed |
| 2 |
node file on disk |
| 3 |
node file on disk and compressed |
|
node storage file indicator |
| nodelim |
| non-negative integer |
| (default =
2,100,000,000) |
|
node limit |
| nodesel |
| 0 |
depth-first search |
| 1 |
best-bound search (default) |
| 2 |
best-estimate search |
| 3 |
alternative best-estimate search |
|
node selection strategy |
| objdif |
|
absolute objective difference cutoff |
| probe |
| -1 |
no probing |
| 0 |
automatic (default) |
| 1 |
full probing |
|
amount of variable probing |
| relaxpreind |
| 0 |
do not use (default) |
| 1 |
use |
|
relaxed LP presolve indicator |
| relobjdif |
| non-negative real |
| (default = 0.0) |
|
relative objective difference cutoff |
| startalg |
| 1 |
primal simplex |
| 2 |
dual simplex (default) |
| 3 |
network optimizer followed by dual simplex |
| 4 |
barrier with crossover |
| 5 |
dual simplex to iteration limit, then barrier |
| 6 |
barrier without crossover |
|
starting LP algorithm |
| strongcandlim |
| positive integer |
| (default = 10) |
|
candidate list -- use with varsel = 3 |
| strongitlim |
| positive integer |
| (default = 0 -- automatic) |
|
simplex iteration control -- use with varsel = 3 |
| subalg |
| 1 |
primal simplex |
| 2 |
dual simplex (default) |
| 3 |
network optimizer followed by dual simplex |
| 4 |
barrier with crossover |
| 5 |
dual simplex to iterations limit, then barrier |
| 6 |
barrier without crossover |
|
subproblem LP algorithm |
| trelim |
| non-negative real |
| (default = 1e+75) |
|
tree memory limit |
| varsel |
| -1 |
branch on variable with minimum infeasibility |
| 0 |
branch on variable automatically selected (default) |
| 1 |
branch on variable with maximum infeasibility |
| 2 |
branch based on pseudo costs |
| 3 |
strong branching |
| 4 |
branch on pseudo reduced costs |
|
variable selection strategy |
| workmem |
| positive real |
| (default = 128) |
|
working directory size limit (in megabytes) |
|
Barrier Options
|
| Option Name |
Values |
Description |
| baralg |
| 0 |
default (either 1 or 3) |
| 1 |
infeasibility-estimate start (MIP default) |
| 2 |
infeasibility-constant start |
| 3 |
standard barrier (other default) |
|
barrier algorithm |
| barcolnz |
| 0 |
dynamically calculated (default) |
| positive integer |
number of dense columns |
|
recognition of dense columns |
| barcrossalg |
| -1 |
no crossover |
| 0 |
automatic (default) |
| 1 |
primal crossover |
| 2 |
dual crossover |
|
crossover method |
| bardisplay |
| 0 |
no progress information |
| 1 |
normal setup/iteration information (default) |
| 2 |
diagnostic informaton |
|
display information |
| barepcomp |
| real greater than/equal to 1e-12 |
| (default = 1e-8) |
|
convergence tolerance |
| bargrowth |
| positive real |
| (default = 1e+6) |
|
growth limits (for unbounded optimal faces) |
| baritlim |
| -1 |
automatic (default) |
| 0 |
no iterations (just setup) |
| positive integer |
iteration limit |
|
iteration limit before termination |
| barmaxcor |
| -1 |
automatic (default) |
| 0 |
none |
| positive integer |
correction limit |
|
maximum correction limit |
| barobjrng |
| positive real |
| (default = 1e+20) |
|
maximum absolute value of objective function |
| barorder |
| 0 |
automatic (default) |
| 1 |
approximate minimum degree (AMD) |
| 2 |
approximate minimum fill (AMF) |
| 3 |
nested dissection (ND) |
|
ordering algorithm |
| barstartalg |
| 1 |
dual is 0 (default) |
| 2 |
estimate dual |
| 3 |
average of primal estimate, dual 0 |
| 4 |
average of primal estimate, estimate dual |
|
starting point algorithm |
| barvarup |
| positive real less than/equal to 1e+20 |
| (default = 1e+20) |
|
variable upper limit |
