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The OPTMILP Procedure

Functional Summary

Table 18.1 summarizes the options available for the OPTMILP procedure, classified by function.

Table 18.1 Options for the OPTMILP Procedure

Description

Option

Data Set Options

 

Input data set

DATA=

Constraint activities output data set

DUALOUT=

Objective sense (maximization or minimization)

OBJSENSE=

Primal solution input data set (warm start)

PRIMALIN=

Primal solution output data set

PRIMALOUT=

Presolve Option

 

Type of presolve

PRESOLVER=

Control Options

 

Stopping criterion based on absolute objective gap

ABSOBJGAP=

Cutoff value for node removal

CUTOFF=

Emphasize feasibility or optimality

EMPHASIS=

Maximum allowed difference between an integer variable’s value and an integer

INTTOL=

Maximum number of nodes to be processed

MAXNODES=

Maximum number of solutions to be found

MAXSOLS=

Maximum solution time

MAXTIME=

Frequency of printing node log

PRINTFREQ=

Toggle ODS output

PRINTLEVEL=

Detail of solution progress printed in log

PRINTLEVEL2=

Probing level

PROBE=

Stopping criterion based on relative objective gap

RELOBJGAP=

Scale the problem matrix

SCALE=

Stopping criterion based on target objective value

TARGET=

Use CPU/real time

TIMETYPE=

Heuristics Option

 

Primal heuristics level

HEURISTICS=

Search Options

 

Node selection strategy

NODESEL=

Use of variable priorities

PRIORITY=

Number of simplex iterations performed on each variable in strong branching strategy

STRONGITER=

Number of candidates for strong branching

STRONGLEN=

Rule for selecting branching variable

VARSEL=

Cut Options

 

Overall cut level

ALLCUTS=

Clique cut level

CUTCLIQUE=

Flow cover cut level

CUTFLOWCOVER=

Flow path cut level

CUTFLOWPATH=

Gomory cut level

CUTGOMORY=

Generalized upper bound (GUB) cover cut level

CUTGUB=

Implied bounds cut level

CUTIMPLIED=

Knapsack cover cut level

CUTKNAPSACK=

Lift-and-project cut level

CUTLAP=

Mixed integer rounding (MIR) cut level

CUTMIR=

Row multiplier factor for cuts

CUTSFACTOR=

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