DECOMP_SUBPROB
<decompsubproboptions> ;
SUBPROB
<decompsubproboptions> ;
The DECOMP_SUBPROB statement controls the subproblem.
Table 13.14 summarizes the options available for the decomposition algorithm in the DECOMP_SUBPROB statement when the subproblem algorithm chosen is an LP algorithm. (As indicated, you can specify the PRINTLEVEL= option only in the OPTLP procedure.) For descriptions of these options, see the section LP Solver Options and the section PROC OPTLP Statement.
The following default values differ from the LP solver defaults: ALGORITHM=PS, PRESOLVER=NONE, and BASIS=WARMSTART (when METHOD=USER is specified in the DECOMP statement), and ALGORITHM=NETWORK_PURE (when METHOD=NETWORK is specified in the DECOMP statement). For METHOD=USER, these defaults are motivated by the fact that primal feasibility of the subproblem is preserved when the objective is changed, so a warm start from the previous optimal basis tends to be more efficient than solving the subproblem from scratch in each iteration. For METHOD=NETWORK, the specialized pure network solver is usually the most efficient choice because each subproblem is a pure network.
Table 13.14: Options in the DECOMP_SUBPROB Statement Used with an LP Algorithm
Description 
decompsubproboption 

Algorithm Option 

Specifies the subproblem algorithm 

Presolve Option 

Specifies, for the first master solve only, the type of presolve 

Specifies the type of presolve 

Control Options 

Specifies the feasibility tolerance 

Specifies how frequently to print the solution progress 

Specifies the level of detail of solution progress to print in the log 

Specifies the maximum number of iterations 

Specifies the time limit for the optimization process 

Specifies the optimality tolerance 

Enables or disables printing summary (OPTLP procedure only) 

Specifies whether time units are CPU time or real time 

Simplex Algorithm Options 

Specifies the type of initial basis 

Specifies the type of pricing strategy 

Specifies the queue size for determining entering variable 

Enables or disables scaling of the problem 

Interior Point Algorithm Options 

Enables or disables interior crossover 

Specifies the stopping criterion based on duality gap 

Specifies the stopping criterion based on dual infeasibility 

Specifies the stopping criterion based on primal infeasibility 
Table 13.15 summarizes the options available in the DECOMP_SUBPROB statement when the subproblem algorithm chosen is a MILP algorithm. When the subproblem consists of multiple blocks (a blockdiagonal structure), these settings apply to all subproblems. For descriptions of these options, see the section MILP Solver Options and the section PROC OPTMILP Statement.
Table 13.15: Options in the DECOMP_SUBPROB Statement Used with a MILP Algorithm
Description 
Option 

Algorithm Option 

Specifies the subproblem algorithm 

Presolve Option 

Specifies, for the first subproblem solve only, the type of presolve 

Specifies the type of presolve 

Control Options 

Specifies the stopping criterion based on absolute objective gap 

Specifies the cutoff value for node removal 

Emphasizes feasibility or optimality 

Specifies the maximum violation on variables and constraints 

Specifies the maximum allowed difference between an integer variable’s value and an integer 

Specifies how frequently to print the node log 

Specifies the level of detail of solution progress to print in the log 

Specifies the maximum number of nodes to be processed 

Specifies the maximum number of solutions to be found 

Specifies the time limit for the optimization process 

Specifies the tolerance used when deciding on the optimality of nodes in the branchandbound tree 

Specifies whether to use the previous best primal solution as a warm start 

Specifies the probing level 

Specifies the stopping criterion based on relative objective gap 

Specifies the scale of the problem matrix 

Specifies the stopping criterion based on target objective value 

Specifies whether time units are CPU time or real time 

Heuristics Option 

Specifies the primal heuristics level 

Search Options 

Specifies the level of conflict search 

Specifies the node selection strategy 

Specifies the number of simplex iterations performed on each variable in strong branching strategy 

Specifies the number of candidates for strong branching 

Specifies the rule for selecting branching variable 

Cut Options 

Specifies the cut level for all cuts 

Specifies the clique cut level 

Specifies the flow cover cut level 

Specifies the flow path cut level 

Specifies the Gomory cut level 

Specifies the generalized upper bound (GUB) cover cut level 

Specifies the implied bounds cut level 

Specifies the knapsack cover cut level 

Specifies the liftandproject cut level 

Specifies the mixed lifted 01 cut level 

Specifies the mixed integer rounding (MIR) cut level 

Specifies the row multiplier factor for cuts 

Specifies the overall cut aggressiveness 

Specifies the zerohalf cut level 
In addition to the decompsubproboptions specified in Table 13.14 and Table 13.15, you can specify the following decompsubproboptions in the DECOMP_SUBPROB statement.