The Linear Programming Solver
- Overview
- Getting Started
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Syntax
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DetailsPresolvePricing Strategies for the Primal and Dual Simplex SolversThe Network Simplex AlgorithmThe Interior Point AlgorithmIteration Log for the Primal and Dual Simplex SolversIteration Log for the Network Simplex SolverIteration Log for the Interior Point SolverIteration Log for the Crossover AlgorithmConcurrent LPParallel ProcessingProblem StatisticsVariable and Constraint StatusIrreducible Infeasible SetMacro Variable _OROPTMODEL_
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ExamplesDiet ProblemReoptimizing the Diet Problem Using BASIS=WARMSTARTTwo-Person Zero-Sum GameFinding an Irreducible Infeasible SetUsing the Network Simplex SolverMigration to OPTMODEL: Generalized NetworksMigration to OPTMODEL: Maximum FlowMigration to OPTMODEL: Production, Inventory, DistributionMigration to OPTMODEL: Shortest Path
- References
Table 6.1 summarizes the list of options available for the SOLVE WITH LP statement, classified by function.
Table 6.1: Options for the LP Solver
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Description |
Option |
|---|---|
|
Solver Options |
|
|
Specifies the type of solver |
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|
Specifies the type of solver called after network simplex |
|
|
Enables or disables IIS detection |
|
|
Presolve Option |
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Specifies the type of presolve |
|
|
Controls the dualization of the problem |
|
|
Control Options |
|
|
Specifies the feasibility tolerance |
|
|
Specifies the frequency of printing solution progress |
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|
Specifies the detail of solution progress printed in log |
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|
Specifies the maximum number of iterations |
|
|
Specifies the time limit for the optimization process |
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|
Specifies the optimality tolerance |
|
|
Specifies units of CPU time or real time |
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|
Simplex Algorithm Options |
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|
Specifies the type of initial basis |
|
|
Specifies the type of pricing strategy |
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|
Specifies the queue size for determining entering variable |
|
|
Enables or disables scaling of the problem |
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|
Specifies the initial seed for the random number generator |
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|
Interior Point Algorithm Options |
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Enables or disables interior crossover |
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Specifies the stopping criterion based on duality gap |
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Specifies the stopping criterion based on dual infeasibility |
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|
Specifies the stopping criterion based on primal infeasibility |
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|
Decomposition Algorithm Options |
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|
Enables decomposition algorithm and specifies general control options |
DECOMP=() |
|
Specifies options for the master problem |
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|
Specifies options for the subproblem |