The OPTMILP Option Tuner
Example 14.1 Tuning the Default Set of Options for a Single Problem
This example demonstrates how to tune the default set of tuning options by using a single problem. The problem is the air04
problem from the MIPLIB 2003 problem set introduced in the section Getting Started: The OPTMILP Option Tuner. The SAS data set that defines the problem (in MPS format) is in a file named air04.dat.
Because you are using only one problem to perform option tuning, you do not need to create a PROBLEMS= data set. Because you are tuning the default set of options, you do not need to create an OPTIONVALUES= data set. The following statements call the OPTMILP option tuner and the MAXCONFIGS= option instead of the MAXTIME= option to determine the stopping criterion:
proc optmilp data=air04 maxtime=300; tuner maxconfigs=200 printfreq=2 tout=out; performance nthreads=2; run;
The output data set is shown in Output 14.1.1.
Output 14.1.1: Single Problem with Default Tuning Options: Output
| Obs | _RANK_ | _INSTANCE_ | PRESOLVER | PROBE | HEURISTICS | NODESEL | VARSEL | CUTGOMORY | CUTMILIFTED | CUTZEROHALF | CONFLICTSEARCH | CUTSTRATEGY | _STATUS_ | _SOLUTION_STATUS_ | _OBJECTIVE_ | _RELATIVE_GAP_ | _ABSOLUTE_GAP_ | _NODES_ | _SOLUTION_TIME_ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | AIR04 | -1 | -1 | -1 | -1 | -1 | -1 | -1 | -1 | -1 | -1 | OK | TIME_LIM_SOL | 56426 | 0.016036 | 890.56 | 0 | 5.57000 |
| 2 | 1 | AIR04 | 0 | 0 | 0 | 0 | 3 | 0 | 0 | -1 | -1 | 1 | OK | TIME_LIM_NOSOL | 1.7977E308 | 1.8E308 | 1.7977E308 | 1 | 5.00700 |
| 3 | 2 | AIR04 | 0 | 0 | 3 | 0 | 3 | -1 | 0 | -1 | -1 | 1 | OK | TIME_LIM_SOL | 57314 | 0.032026 | 1778.56 | 0 | 5.00700 |
| 4 | 3 | AIR04 | 0 | -1 | 3 | 2 | 3 | -1 | 0 | 0 | 0 | -1 | OK | TIME_LIM_SOL | 57314 | 0.032026 | 1778.56 | 1 | 5.00800 |
| 5 | 4 | AIR04 | 0 | 0 | 0 | 0 | 3 | -1 | 0 | -1 | -1 | 1 | OK | TIME_LIM_NOSOL | 1.7977E308 | 1.8E308 | 1.7977E308 | 0 | 5.00800 |
| 6 | 5 | AIR04 | 0 | -1 | 0 | 0 | -1 | -1 | -1 | -1 | -1 | 1 | OK | TIME_LIM_NOSOL | 1.7977E308 | 1.8E308 | 1.7977E308 | 0 | 5.02200 |
| 7 | 6 | AIR04 | 0 | 0 | 0 | -1 | 3 | -1 | 0 | -1 | -1 | 1 | OK | TIME_LIM_NOSOL | 1.7977E308 | 1.8E308 | 1.7977E308 | 0 | 5.02400 |
| 8 | 7 | AIR04 | 0 | 0 | 1 | 0 | 3 | -1 | 0 | -1 | -1 | 1 | OK | TIME_LIM_NOSOL | 1.7977E308 | 1.8E308 | 1.7977E308 | 0 | 5.02400 |
| 9 | 8 | AIR04 | 0 | 0 | -1 | 0 | 3 | -1 | 0 | -1 | -1 | 1 | OK | TIME_LIM_NOSOL | 1.7977E308 | 1.8E308 | 1.7977E308 | 0 | 5.02400 |
| 10 | 9 | AIR04 | 1 | 0 | 0 | 0 | 3 | -1 | 0 | -1 | -1 | 1 | OK | TIME_LIM_NOSOL | 1.7977E308 | 1.8E308 | 1.7977E308 | 0 | 5.03800 |
| 11 | 10 | AIR04 | 0 | 0 | 0 | 0 | 3 | -1 | 0 | -1 | 0 | 1 | OK | TIME_LIM_NOSOL | 1.7977E308 | 1.8E308 | 1.7977E308 | 1 | 5.03800 |
| 12 | 11 | AIR04 | 0 | 0 | 0 | 0 | 3 | -1 | 0 | -1 | -1 | 0 | OK | TIME_LIM_NOSOL | 1.7977E308 | 1.8E308 | 1.7977E308 | 1 | 5.08600 |
| 13 | 12 | AIR04 | 0 | -1 | 0 | 0 | 3 | -1 | 0 | -1 | -1 | 1 | OK | TIME_LIM_NOSOL | 1.7977E308 | 1.8E308 | 1.7977E308 | 0 | 5.16400 |
| 14 | 13 | AIR04 | 2 | 0 | 0 | 0 | 3 | -1 | 0 | -1 | -1 | 1 | OK | TIME_LIM_NOSOL | 1.7977E308 | 1.8E308 | 1.7977E308 | 0 | 5.33600 |
| 15 | 14 | AIR04 | 0 | 0 | 0 | 0 | 3 | -1 | 0 | 0 | -1 | 1 | OK | TIME_LIM_NOSOL | 1.7977E308 | 1.8E308 | 1.7977E308 | 0 | 5.39800 |
| 16 | 15 | AIR04 | 3 | -1 | 1 | 2 | 3 | -1 | 0 | 0 | 0 | 0 | OK | TIME_LIM_NOSOL | 1.7977E308 | 1.8E308 | 1.7977E308 | 1 | 5.53800 |
| 17 | 16 | AIR04 | 2 | -1 | -1 | 1 | 3 | -1 | -1 | -1 | 0 | 0 | OK | TIME_LIM_NOSOL | 1.7977E308 | 1.8E308 | 1.7977E308 | 1 | 5.55400 |
| 18 | 17 | AIR04 | -1 | -1 | 3 | -1 | 3 | -1 | 0 | -1 | -1 | 1 | OK | TIME_LIM_SOL | 56426 | 0.016036 | 890.56 | 0 | 5.60100 |
| 19 | 18 | AIR04 | 1 | -1 | 2 | 0 | 3 | -1 | 0 | 0 | 0 | 0 | OK | TIME_LIM_NOSOL | 1.7977E308 | 1.8E308 | 1.7977E308 | 1 | 5.61700 |
| 20 | 19 | AIR04 | 1 | -1 | 0 | -1 | 3 | -1 | -1 | -1 | 0 | -1 | OK | TIME_LIM_NOSOL | 1.7977E308 | 1.8E308 | 1.7977E308 | 1 | 5.77200 |