The Decomposition Algorithm

Syntax: Decomposition Algorithm

You can specify the decomposition algorithm either by using options in a SOLVE statement in the OPTMODEL procedure or by using statements in the OPTLP and OPTMILP procedures. Except for the fact that you use SOLVE statement options in PROC OPTMODEL or you use statements in PROC OPTLP and PROC OPTMILP, the syntax is identical.

The following decomposition algorithm options are available in the SOLVE statement in the OPTMODEL procedure:

SOLVE WITH LP / <options>
<DECOMP=(<decomp-options>)>
<DECOMP_MASTER=(<decomp-master-options>)>
<DECOMP_SUBPROB=(<decomp-subprob-options>)> ;
SOLVE WITH MILP / <options>
<DECOMP=(<decomp-options>)>
<DECOMP_MASTER=(<decomp-master-options>)>
<DECOMP_MASTER_IP=(<decomp-master-ip-options>)>
<DECOMP_SUBPROB=(<decomp-subprob-options>)> ;

The following statements are available in the OPTLP procedure:

PROC OPTLP <options> ;
DECOMP <decomp-options> ;
DECOMP_MASTER <decomp-master-options> ;
DECOMP_SUBPROB <decomp-subprob-options> ;

The following statements are available in the OPTMILP procedure:

PROC OPTMILP <options> ;
DECOMP <decomp-options> ;
DECOMP_MASTER <decomp-master-options> ;
DECOMP_MASTER_IP <decomp-master-ip-options> ;
DECOMP_SUBPROB <decomp-subprob-options> ;