The OPTMILP Option Tuner

Data Input and Output

Variables in the PROBLEMS= Data Set
Variables in the OPTIONVALUES= Data Set
Variables in the TUNEROUT= Data Set

This subsection describes the input data sets specified by the PROBLEMS= and OPTIONVALUES= options and the output data set specified by the TUNEROUT= option.

Variables in the PROBLEMS= Data Set

The PROBLEMS= data set contains the following variables:

NAME: specifies a list of names of MPS-format data sets. Each data set contains a MILP problem to be used in option tuning. The format of each name must be libref.filename. If no libref is specified, the tuner searches for the file in WORK.
OBJSENSE: specifies whether the objective sense for a tuning problem is MIN or MAX. The values of this variable provide or overwrite the objective sense for the corresponding SAS data set. This variable is optional.

Variables in the OPTIONVALUES= Data Set

The OPTIONVALUES= data set contains the following variables:

OPTION: specifies a list of control options to be tuned by solving the problems specified in the PROBLEMS= data set.
VALUES: specifies a comma-delimited list of values for each control option that the tuner can use to generate configurations. If you do not specify a list of values for an option, the tuner uses all valid values of that option. This variable is optional. For double-value options like STRONGITER, if you do not provide discrete values, such as (1, 2, 3.5, 100), then they are not tuned.
INITIAL: specifies an initial value for each option to be tuned. This variable is optional. If this variable is missing, the tuner uses the default value of the option as the initial value. If the default value of the option is not in the list specified by the VALUES variable, the tuner uses the first entry in the VALUES list for that option.

Variables in the TUNEROUT= Data Set

The TUNEROUT= data set contains the following variables:

RANK: specifies the rank of each option configuration, based on the criteria specified by the GOAL= option.
PROBLEM: specifies a list of data set names. Each named data set contains one of the problems that are used by the tuner.
Option configurations: name each variable for a tuning option and contain the option value used for the current option configuration.
Solution information: specifies solution information for each option configuration that the tuner evaluates. This information includes the status, solution status, objective value, relative gap, absolute gap, nodes, and solution time. For more information about these terms, see the section Macro Variable _OROPTMILP_.