The Mixed Integer Linear Programming Solver

Functional Summary

Table 7.1 summarizes the options available for the SOLVE WITH MILP statement, classified by function.

Table 7.1: Options for the MILP Solver

Description

Option

Presolve Option

 

Specifies the type of presolve

PRESOLVER=

Warm Start Option

 

Specifies the input primal solution (warm start)

PRIMALIN

Control Options

 

Specifies the stopping criterion based on absolute objective gap

ABSOBJGAP=

Specifies the cutoff value for node removal

CUTOFF=

Emphasizes feasibility or optimality

EMPHASIS=

Specifies the maximum violation on variables and constraints

FEASTOL=

Specifies the maximum allowed difference between an integer variable’s value and an integer

INTTOL=

Specifies the frequency of printing the node log

LOGFREQ=

Specifies the detail of solution progress printed in log

LOGLEVEL=

Specifies the maximum number of nodes to be processed

MAXNODES=

Specifies the maximum number of solutions to be found

MAXSOLS=

Specifies the time limit for the optimization process

MAXTIME=

Specifies the tolerance used in determining the optimality of nodes in the branch-and-bound tree

OPTTOL=

Specifies the probing level

PROBE=

Specifies the stopping criterion based on relative objective gap

RELOBJGAP=

Specifies the scale of the problem matrix

SCALE=

Specifies the stopping criterion based on target objective value

TARGET=

Specifies whether time units are CPU time or real time

TIMETYPE=

Heuristics Option

 

Specifies the primal heuristics level

HEURISTICS=

Search Options

 

Specifies the level of conflict search

CONFLICTSEARCH=

Specifies the node selection strategy

NODESEL=

Enables use of variable priorities

PRIORITY=

Specifies the number of simplex iterations performed on each variable in strong branching strategy

STRONGITER=

Specifies the number of candidates for strong branching

STRONGLEN=

Specifies the rule for selecting branching variable

VARSEL=

Cut Options

 

Specifies the cut level for all cuts

ALLCUTS=

Specifies the clique cut level

CUTCLIQUE=

Specifies the flow cover cut level

CUTFLOWCOVER=

Specifies the flow path cut level

CUTFLOWPATH=

Specifies the Gomory cut level

CUTGOMORY=

Specifies the generalized upper bound (GUB) cover cut level

CUTGUB=

Specifies the implied bounds cut level

CUTIMPLIED=

Specifies the knapsack cover cut level

CUTKNAPSACK=

Specifies the lift-and-project cut level

CUTLAP=

Specifies the mixed lifted 0-1 cut level

CUTMILIFTED=

Specifies the mixed integer rounding (MIR) cut level

CUTMIR=

Specifies the row multiplier factor for cuts

CUTSFACTOR=

Specifies the overall cut aggressiveness

CUTSTRATEGY=

Specifies the zero-half cut level

CUTZEROHALF=

Decomposition Algorithm Options

 

Enables decomposition algorithm and specifies general control options

DECOMP=()

Specifies options for the master problem

DECOMP_MASTER=()

Specifies options for the master problem solved as a MILP

DECOMP_MASTER_IP=()

Specifies options for the subproblem

DECOMP_SUBPROB=()