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 that are shown in Table 14.1. (As indicated, you can specify some options only in the PROC OPTLP statement.)

The options in Table 14.1 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 in Chapter 6: The Linear Programming Solver and the section Syntax: OPTLP Procedure in Chapter 11: The OPTLP Procedure. The DUALIZE= option has a different default when you use the decomposition algorithm, as shown in Table 14.1.

Table 14.1: LP Options in the PROC OPTLP Statement or SOLVE WITH LP Statement

Description

option

Different

   

Default

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

   

Controls the dualization of the problem

DUALIZE=

OFF

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=