The Decomposition Algorithm

Decomposition Algorithm Options in the PROC OPTMILP Statement or the SOLVE WITH MILP Statement in PROC OPTMODEL

To solve a mixed integer linear program, you can specify the decomposition algorithm in a SOLVE WITH MILP statement in the OPTMODEL procedure or in a PROC OPTMILP statement in the OPTMILP procedure. To control the overall decomposition algorithm, you can specify one or more of the MILP solver options shown in Table 13.2. (As indicated, you can specify some options only in the PROC OPTMILP statement.)

The options in Table 13.2 control the overall process flow for solving a mixed integer linear program, and they are equivalent to the options used in the OPTMILP and OPTMODEL procedures with standard methods. These options are called main solver options in this chapter. They are described in detail in the section Syntax: MILP Solver and the section Syntax: OPTMILP Procedure.

Table 13.2: Options in the PROC OPTMILP Statement or SOLVE WITH MILP Statement

Description	option
Data Set Options (OPTMILP procedure only)
Specifies the input data set	DATA=
Specifies the constraint activities output data set	DUALOUT=
Specifies whether the model is a maximization or minimization problem	OBJSENSE=
Specifies the primal solution input data set (warm start)	PRIMALIN=
Specifies the primal solution output data set	PRIMALOUT=
Presolve Option
Specifies the type of presolve	PRESOLVER=
Control Options
Specifies the stopping criterion based on an absolute objective gap	ABSOBJGAP=
Specifies the maximum violation of variables and constraints	FEASTOL=
Specifies the maximum allowed difference between an integer variable’s value and an integer	INTTOL=
Specifies how frequently to print the node log	LOGFREQ=
Specifies the level of detail of solution progress to print in the 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 when deciding on the optimality of nodes in the branch-and-bound tree	OPTTOL=
Uses the input primal solution (warm start) (OPTMODEL procedure only)	PRIMALIN
Enables or disables printing summary (OPTMILP procedure only)	PRINTLEVEL=
Specifies the probing level	PROBE=
Specifies the stopping criterion based on a relative objective gap	RELOBJGAP=
Specifies the scale of the problem matrix	SCALE=
Specifies whether time units are CPU time or real time	TIMETYPE=
Heuristics Option
Specifies the primal heuristics level	HEURISTICS=