The Decomposition Algorithm
- Overview
-
Getting Started
-
SyntaxDecomposition Algorithm Options in the PROC OPTLP Statement or the SOLVE WITH LP Statement in PROC OPTMODELDecomposition Algorithm Options in the PROC OPTMILP Statement or the SOLVE WITH MILP Statement in PROC OPTMODELDECOMP StatementDECOMP_MASTER StatementDECOMP_MASTER_IP StatementDECOMP_SUBPROB Statement
-
Details
-
ExamplesMulticommodity Flow ProblemGeneralized Assignment ProblemBlock-Diagonal Structure and METHOD=AUTO in Single-Machine ModeBlock-Diagonal Structure and METHOD=AUTO in Distributed ModeBin Packing ProblemResource Allocation ProblemVehicle Routing ProblemATM Cash Management in Single-Machine ModeATM Cash Management in Distributed ModeKidney Donor Exchange
- References
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 |
|
|
Specifies the constraint activities output data set |
|
|
Specifies whether the model is a maximization or minimization problem |
|
|
Specifies the primal solution input data set (warm start) |
|
|
Specifies the primal solution output data set |
|
|
Presolve Option |
|
|
Specifies the type of presolve |
|
|
Control Options |
|
|
Specifies the stopping criterion based on an absolute objective gap |
|
|
Specifies the maximum violation of variables and constraints |
|
|
Specifies the maximum allowed difference between an integer variable’s value and an integer |
|
|
Specifies how frequently to print the node log |
|
|
Specifies the level of detail of solution progress to print in the log |
|
|
Specifies the maximum number of nodes to be processed |
|
|
Specifies the maximum number of solutions to be found |
|
|
Specifies the time limit for the optimization process |
|
|
Specifies the tolerance used when deciding on the optimality of nodes in the branch-and-bound tree |
|
|
Uses the input primal solution (warm start) (OPTMODEL procedure only) |
|
|
Enables or disables printing summary (OPTMILP procedure only) |
|
|
Specifies the probing level |
|
|
Specifies the stopping criterion based on a relative objective gap |
|
|
Specifies the scale of the problem matrix |
|
|
Specifies whether time units are CPU time or real time |
|
|
Heuristics Option |
|
|
Specifies the primal heuristics level |