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 14.2. (As indicated, you can specify some options only in the PROC OPTMILP statement.)

The options in Table 14.2 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 14.2: MILP 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=