The OPTMILP Option Tuner

Example 16.1 Tuning the Default Set of Options for a Single Problem

This example demonstrates how to tune the default set of tuning options for a single problem. The problem is the air05 problem from the MIPLIB 2003 problem set, which is introduced in the section Getting Started: The OPTMILP Option Tuner. The SAS data set that defines the problem (in MPS format) is named air05.

Because you are using only one problem to perform option tuning, you do not need to create a PROBLEMS= data set. Because you are tuning the default set of options, you do not need to create an OPTIONVALUES= data set. The following statements call the OPTMILP option tuner and determine the stopping criterion by specifying the MAXCONFIGS= option instead of the MAXTIME= option:

proc optmilp data=a.air05 maxtime=300;
   tuner maxconfigs=20 printfreq=2 tunerout=out;
   performance nthreads=4;
run;
title "Tuner Output";
proc print data=out(obs=10);
run;

The output data set is shown in Output 16.1.1.

Output 16.1.1: Single Problem with Default Tuning Options: Output

Tuner Output

Obs RANK PROBLEM OBJSENSE PRESOLVER PROBE RESTARTS CONFLICTSEARCH NODESEL VARSEL HEURISTICS CUTSTRATEGY CUTGOMORY CUTMILIFTED CUTZEROHALF SYMMETRY STATUS SOLUTION_STATUS OBJECTIVE RELATIVE_GAP ABSOLUTE_GAP NODES SOLUTION_TIME
1 0 AIR05 MIN -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 OK OPTIMAL_RGAP 26374 .000082258 2.16929 481 39.53
2 1 AIR05 MIN -1 0 3 0 -1 -1 3 2 -1 0 0 0 OK OPTIMAL_RGAP 26374 .000092750 2.44596 781 34.55
3 2 AIR05 MIN 3 0 1 -1 0 -1 0 0 -1 0 0 2 OK OPTIMAL_RGAP 26374 .000088930 2.34523 453 47.86
4 3 AIR05 MIN 2 0 -1 -1 0 -1 3 2 -1 0 -1 0 OK OPTIMAL_RGAP 26374 .000087633 2.31103 373 48.64
5 4 AIR05 MIN 0 0 0 0 -1 -1 1 0 0 -1 0 3 OK OPTIMAL_RGAP 26374 .000097617 2.57431 1335 58.46
6 5 AIR05 MIN 0 0 3 -1 -1 -1 0 2 -1 -1 -1 1 OK OPTIMAL_RGAP 26374 .000090778 2.39397 1014 58.96
7 6 AIR05 MIN 1 0 2 0 0 -1 0 0 -1 0 -1 2 OK OPTIMAL_RGAP 26374 .000094799 2.50000 395 59.09
8 7 AIR05 MIN 1 0 0 0 0 -1 2 2 -1 0 0 -1 OK OPTIMAL_RGAP 26374 .000091935 2.42446 649 67.67
9 8 AIR05 MIN 0 0 3 0 -1 3 0 2 -1 -1 -1 1 OK OPTIMAL 26374 0 0.00000 156 89.57
10 9 AIR05 MIN 0 0 3 -1 1 -1 0 -1 -1 0 0 2 OK OPTIMAL 26374 0 0.00000 2192 105.73