The Decomposition Algorithm
- Overview
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Getting Started
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SyntaxDecomposition Algorithm Options in the PROC OPTLP Statement or the SOLVE WITH LP Statement in PROC OPTMODELDecomposition Algorithm Options in the PROC OPTMILP Statement or the SOLVE WITH MILP Statement in PROC OPTMODELDECOMP StatementDECOMP_MASTER StatementDECOMP_MASTER_IP StatementDECOMP_SUBPROB Statement
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Details
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Examples
- References
Parallel Execution
At each iteration of the decomposition method, the subproblem is solved over the reduced cost that is derived from the dual information that solving the master problem provides. As discussed in the section Overview: Decomposition Algorithm, the subproblem often has a block-diagonal structure that enables the solver to process each block independently.
The decomposition algorithm can be run in either a symmetric multiprocessing (SMP) or a massively parallel processing (MPP) computing environment. In SMP mode, the computation is executed with multiple threads on a single computer. The number of threads being used can be controlled by specifying the NTHREADS= option in the PERFORMANCE statement. In MPP mode, the computation is executed in a distributed computing environment.
Note: MPP mode requires SAS® High-Performance Analytics software.
You can specify options for parallel execution in the PERFORMANCE statement. The PERFORMANCE statement for SMP mode is documented in the section PERFORMANCE Statement of Chapter 4: Shared Concepts and Topics. The PERFORMANCE statement for MPP mode is documented in Chapter 3: Shared Concepts and Topics in SAS High-Performance Analytics Server 12.1: User's Guide. The decomposition algorithm supports only the deterministic mode of the PARALLELMODE= option in the PERFORMANCE statement.