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 .000082710 2.18123 1194 39.06
2 1 AIR05 MIN 0 0 3 -1 1 -1 0 -1 -1 0 0 2 OK OPTIMAL 26374 0 0.00000 297 20.56
3 2 AIR05 MIN 1 0 0 0 0 -1 2 2 -1 0 0 -1 OK OPTIMAL_RGAP 26374 .000050350 1.32787 245 29.35
4 3 AIR05 MIN 3 0 3 0 0 -1 -1 -1 -1 -1 -1 0 OK OPTIMAL_RGAP 26374 .000088107 2.32353 259 31.04
5 4 AIR05 MIN 3 0 3 0 0 -1 -1 -1 -1 -1 -1 3 OK OPTIMAL_RGAP 26374 .000088107 2.32353 259 31.49
6 5 AIR05 MIN 3 0 3 -1 0 -1 -1 -1 -1 -1 -1 3 OK OPTIMAL_RGAP 26374 .000088107 2.32353 259 31.55
7 6 AIR05 MIN 3 0 3 0 0 -1 -1 -1 0 -1 -1 3 OK OPTIMAL_RGAP 26374 .000088107 2.32353 259 31.57
8 7 AIR05 MIN 3 0 3 0 0 -1 -1 -1 -1 -1 -1 -1 OK OPTIMAL_RGAP 26374 .000088107 2.32353 259 31.71
9 8 AIR05 MIN 3 0 3 0 0 -1 2 -1 -1 -1 -1 3 OK OPTIMAL_RGAP 26374 .000088107 2.32353 259 31.75
10 9 AIR05 MIN 3 0 3 0 0 -1 -1 1 -1 -1 -1 3 OK OPTIMAL_RGAP 26374 .000089946 2.37202 281 31.77