The Decomposition Algorithm

Decomposition Algorithm Options in the PROC OPTLP Statement or the SOLVE WITH LP Statement in PROC OPTMODEL

To solve a linear program, you can specify the decomposition algorithm in a SOLVE WITH LP statement in the OPTMODEL procedure or in a PROC OPTLP statement in the OPTLP procedure. To control the overall decomposition algorithm, you can specify one or more of the LP solver options shown in Table 13.1. (As indicated, you can specify some options only in the PROC OPTLP statement.)

The options in Table 13.1 control the overall process flow for solving a linear program, and they are equivalent to the options that are used in PROC OPTLP and PROC OPTMODEL with standard methods. These options are called main solver options in this chapter. They are described in detail in the section Syntax: LP Solver and the section Syntax: OPTLP Procedure.

Table 13.1: Options in the PROC OPTLP Statement or SOLVE WITH LP Statement

Description	option
Data Set Options (OPTLP procedure only)
Specifies the input data set	DATA=
Specifies the dual solution output data set	DUALOUT=
Specifies whether the model is a maximization or minimization problem	OBJSENSE=
Specifies the primal solution output data set	PRIMALOUT=
Saves output data sets only if optimal	SAVE_ONLY_IF_OPTIMAL
Presolve Option
Specifies the type of presolve	PRESOLVER=
Control Options
Specifies the feasibility tolerance	FEASTOL=
Specifies how frequently to print the solution progress	LOGFREQ=
Specifies the level of detail of solution progress to print in the log	LOGLEVEL=
Specifies the maximum number of iterations	MAXITER=
Specifies the time limit for the optimization process	MAXTIME=
Specifies the optimality tolerance	OPTTOL=
Enables or disables printing summary (OPTLP procedure only)	PRINTLEVEL=
Specifies whether time units are CPU time or real time	TIMETYPE=
Algorithm Options
Enables or disables scaling of the problem	SCALE=