GCG-CPX Options#

ampl: option solver gcg-cpx; # change the solver
ampl: option gcg_options 'option1=value1 option2=value2'; # specify options
ampl: solve; # solve the problem

Solver options obtained with $ gcg-cpx -=.

GCG Optimizer Options for AMPL
--------------------------------------------

To set these options, assign a string specifying their values to the AMPL
option "gcg_options". For example:

   ampl: option gcg_options 'mipgap=1e-6';

 Options:

acc:linrange (acc:linrng)
      Solver acceptance level for 'LinConRange', default 2:

      0 - Not accepted natively, automatic redefinition will be attempted
      1 - Accepted but automatic redefinition will be used where possible
      2 - Accepted natively and preferred

alg:basis (basis)
      Whether to use or return a basis:

      0 - No
      1 - Use incoming basis (if provided)
      2 - Return final basis
      3 - Both (1 + 2 = default)

alg:method (method, lpmethod)
      LP algorithm for solving initial LP relaxations:

      s - automatic simplex (default)
      p - primal simplex
      d - dual simplex
      b - barrier
      c - barrier with crossover

alg:relax (relax)
      0*/1: Whether to relax integrality of variables.

alg:remethod (remethod, relpmethod)
      LP algorithm for resolving LP relaxations if a starting basis exists:

      s - automatic simplex (default)
      p - primal simplex
      d - dual simplex
      b - barrier
      c - barrier with crossover

branch:preferbinary (preferbinary)
      0/1: whether branching on binary variables should be preferred

      0 - Binary variables should not be preferred on branching (default)

      1 - Binary variables should be preferred on branching.

cut:dircutoffdistweight (dircutoffdistweight)
      Weight of directed cutoff distance in cut score calculation (default:
      0.0)

cut:efficacyweight (efficacyweight)
      Weight of efficacy in cut score calculation (default: 1.0)

cut:intsupportweight (intsupportweight)
      Weight of integral support in cut score calculation (default: 0.1)

cut:maxcuts (maxcuts)
      Maximal number of cuts separated per separation round (0: disable local
      separation; default: 100)

cut:maxcutsroot (maxcutsroot)
      Maximal number of separated cuts at the root node (0: disable root node
      separation; default: 2000)

cut:maxrounds
      Maximal number of separation rounds per node (default: -1: unlimited)

cut:maxroundsroot
      Maximal number of separation rounds in the root node (default: -1:
      unlimited)

cut:maxstallrounds
      Maximal number of consecutive separation rounds without objective or
      integrality improvement in local nodes (-1: no additional restriction;
      default: 1)

cut:maxstallroundsroot
      Maximal number of consecutive separation rounds without objective or
      integrality improvement in the root node (-1: no additional restriction;
      default: 10)

cut:minactivityquot
      Minimum cut activity quotient to convert cuts into constraints during a
      restart (0.0: all cuts are converted; default: 0.8)

cut:minefficacy
      Minimal efficacy for a cut to enter the LP (default: 0.0001)

cut:minefficacyroot
      Minimal efficacy for a cut to enter the LP in the root node (default:
      0.0001)

cut:minortho (minortho)
      Minimal orthogonality for a cut to enter the LP (default: 0.9)

cut:minorthoroot (minorthoroot)
      Minimal orthogonality for a cut to enter the LP in the root node
      (default: 0.1)

cut:objparalweight (objparalweight)
      Weight of objective parallelism in cut score calculation (default: 0.1)

cut:poolfreq
      Separation frequency for the global cut pool (-1: disable global cut
      pool; 0: only separate pool at the root; default: 10)

cut:settings
      0/1/2/3: sets cuts settings

      0 - Sets cuts default (default)

      1 - Sets cuts aggressive

      2 - Sets cuts fast

      3 - Sets cuts off.

cvt:bigM (cvt:bigm, cvt:mip:bigM, cvt:mip:bigm)
      Default value of big-M for linearization of logical constraints. Not
      used by default. Use with care (prefer tight bounds). Should be smaller
      than (1.0 / [integrality tolerance])

cvt:expcones (expcones)
      0*/1: Recognize exponential cones.

cvt:mip:eps (cvt:cmp:eps, cmp:eps)
      Tolerance for strict comparison of continuous variables for MIP. Applies
      to <, >, and != operators. Also applies to negation of conditional
      comparisons: b==1 <==> x<=5 means that with b==0, x>=5+eps. Default:
      1e-4.

cvt:names (names, modelnames)
      Whether to read or generate variable / constraint / objective names:

      0 - No names
      1 - (Default) Only provide names if at least one of .col / .row name
          files was written by AMPL (AMPL: `option [<solver>_]auxfiles rc;`) 
      2 - Read names from AMPL, but create generic names if not provided
      3 - Create generic names.

cvt:plapprox:domain (plapprox:domain, plapproxdomain)
      For piecewise-linear approximated functions, both arguments and result
      are bounded to +-[pladomain]. Default 1e6.

cvt:plapprox:reltol (plapprox:reltol, plapproxreltol)
      Relative tolerance for piecewise-linear approximation. Default 0.01.

cvt:pre:all
      0/1*: Set to 0 to disable most presolve in the flat converter.

cvt:pre:eqbinary
      0/1*: Preprocess reified equality comparison with a binary variable.

cvt:pre:eqresult
      0/1*: Preprocess reified equality comparison's boolean result bounds.

cvt:pre:unnest
      0/1*: Inline nested expressions, currently Ands/Ors.

cvt:quadcon (passquadcon)
      0*/1: Multiply out and pass quadratic constraint terms to the solver,
      vs. linear approximation.

cvt:quadobj (passquadobj)
      0*/1: Multiply out and pass quadratic objective terms to the solver, vs.
      linear approximation.

cvt:socp (socpmode, socp)
      Second-Order Cone recognition mode:

      0 - Do not recognize SOCP forms
      1 - Recognize from non-quadratic expressions only (sqrt, abs)
      2 - Recognize from quadratic and non-quadratic SOCP forms

      Recognized SOCP forms can be further converted to (SOCP-standardized)
      quadratic constraints, see cvt:socp2qc. Default: 0.

cvt:socp2qc (socp2qcmode, socp2qc)
      Mode to convert recognized SOCP forms to SOCP-standardized quadratic
      constraints:

      0 - Do not convert
      1 - Convert if no other cone types found, and not all original
          quadratics could be recognized as SOC, in particular if the
          objective is quadratic
      2 - Always convert

      Such conversion can be necessary if the solver does not accept a mix of
      conic and quadratic constraints/objectives. Default: 2.

cvt:sos (sos)
      0/1*: Whether to honor declared suffixes .sosno and .ref describing SOS
      sets. Each distinct nonzero .sosno value designates an SOS set, of type
      1 for positive .sosno values and of type 2 for negative values. The .ref
      suffix contains corresponding reference values used to order the
      variables.

cvt:sos2 (sos2)
      0/1*: Whether to honor SOS2 constraints for nonconvex piecewise-linear
      terms, using suffixes .sos and .sosref provided by AMPL.

cvt:uenc:negctx:max (uenc:negctx:max, uenc:negctx)
      If cvt:uenc:ratio applies, max number of constants in comparisons
      x==const in negative context (equivalently, x!=const in positive
      context) to skip UEnc(x). Default 1.

cvt:uenc:ratio (uenc:ratio)
      Min ratio (ub-lb)/Nvalues to skip unary encoding for a variable x, where
      Nvalues is the number of constants used in conditional comparisons
      x==const. Instead, indicator constraints (or big-Ms) are used, if
      uenc:negctx also applies. Default 0.

det:benders-enabled (benders-enabled)
      0/1: whether benders detection should be enabled?

      0 - Benders detection not enabled (default)

      1 - Benders detection enabled.

det:benders-onlybinmaster (benders-onlybinmaster)
      0/1: whether only decomposition with only binary variables in the master
      are searched?

      0 - Not only decomposition with only binary variables in the master are
      searched (default)

      1 - Only decomposition with only binary variables in the master are
      searched.

det:benders-onlycontsubpr (benders-onlycontsubpr)
      0/1: whether only decomposition with only continiuous variables in the
      subproblems are searched?

      0 - Not only decomposition with only continiuous variables in the
      subproblems are searched (default)

      1 - Only decomposition with only continiuous variables in the
      subproblems are searched.

det:classification-enabled (classification-enabled)
      0/1: whether classification should be enabled?

      0 - Classification not enabled

      1 - Classification enabled (default).

det:enabled
      0/1: whether detection should be enabled?

      0 - Detection not enabled

      1 - Detection enabled (default).

det:maxnclassesperpartition (maxnclassesperpartition)
      Maximum number of classes per partition (default: 9)

det:maxnclassesperpartitionforlargeprobs (maxnclassesperpartitionforlargeprobs)
      Maximum number of classes per partition for large problems (nconss +
      nvars >= 50000) (default: 5)

det:maxrounds
      Maximum number of detection loop rounds (default: 1)

det:maxtime
      Maximum detection time in seconds (default: 600)

det:origprob-classificationenabled (origprob-classificationenabled)
      0/1: whether classification for the original problem should be enabled?

      0 - Classification for the original problem not enabled

      1 - Classification for the original problem enabled (default).

det:origprob-enabled (origprob-enabled)
      0/1: whether detection for the original problem should be enabled?

      0 - Detection for the original problem not enabled

      1 - Detection for the original problem enabled (default).

det:postprocess (postprocess)
      0/1: whether postprocessing of complete decompositions should be
      enabled?

      0 - Postprocessing of complete decompositions not enabled

      1 - Postprocessing of complete decompositions enabled (default).

det:scoretype (scoretype)
      Score calculation for comparing (partial) decompositions:

      maxwhi - max white
      border - border area
      classi - classic
      forswh - max foreseeing white
      spfwh  - ppc-max-white (default)
      fawh   - max foreseeing white with aggregation info
      spfawh - ppc-max-white with aggregation info
      bender - experimental benders score
      strong - strong decomposition score

gcg:aggregation
      0/1: whether identical blocks should be aggregated (only for
      discretization approach)?

      0 - Identical blocks should not be aggregated (only for discretization
      approach)

      1 - Identical blocks should be aggregated (only for discretization
      approach) (default).

gcg:bliss-enabled (bliss-enabled)
      0/1: whether bliss should be used to check for identical blocks?

      0 - Bliss should not be used to check for identical blocks

      1 - Bliss should be used to check for identical blocks (default).

gcg:discretization (discretization)
      0/1: whether discretization (TRUE) or convexification (FALSE) approach
      should be used?

      0 - convexification approach should be used

      1 - discretization approach should be used (default).

gcg:mipdiscretization (mipdiscretization)
      0/1: whether discretization (TRUE) or convexification (FALSE) approach
      should be used in mixed-integer programs?

      0 - convexification approach should be used in mixed-integer programs

      1 - discretization approach should be used in mixed-integer programs
      (default).

gcg:mode (mode)
      The decomposition mode that GCG will use:

      0 - Dantzig-Wolfe (default)
      1 - Benders' decomposition
      2 - No decomposition

heu:settings
      0/1/2/3: sets heuristics settings

      0 - Sets heuristics default (default)

      1 - Sets heuristics aggressive

      2 - Sets heuristics fast

      3 - Sets heuristics off.

lim:absgap (absgap)
      Solving stops, if the absolute gap = |primalbound - dualbound| is below
      the given value (default: 0.0)

lim:autorestartnodes
      If solve exceeds this number of nodes for the first time, an automatic
      restart is triggered (default: -1: no automatic restart)

lim:bestsol
      Solving stops, if the given number of solution improvements were found
      (default: -1: no limit)

lim:gap (gap)
      Solving stops, if the relative gap = |primal -
      dual|/MIN(|dual|,|primal|) is below the given value, the gap is
      'Infinity', if primal and dual bound have opposite signs (default: 0.0)

lim:maxorigsol
      Maximal number of solutions candidates to store in the solution storage
      of the original problem (default: 10)

lim:maxsol
      Maximal number of solutions to store in the solution storage (default:
      100)

lim:memory (memory)
      #maximal memory usage in MB; reported memory usage is lower than real
      memory usage! (default: 8796093022207.0)

lim:nodes
      Maximal number of nodes to process (default: -1: no limit)

lim:restarts
      Solving stops, if the given number of restarts was triggered (default:
      -1: no limit)

lim:solutions
      Solving stops, if the given number of solutions were found (default: -1:
      no limit)

lim:stallnodes
      Solving stops, if the given number of nodes was processed since the last
      improvement of the primal solution value (default: -1: no limit)

lim:time (timelim, timelimit, time_limit)
      Limit on solve time (in seconds; default: 1e+20).

lim:totalnodes
      Maximal number of total nodes (incl. restarts) to process (default: -1:
      no limit)

lp:alwaysgetduals (alwaysgetfarkasduals, alwaysgetduals)
      0/1: whether the Farkas duals should always be collected when an LP is
      found to be infeasible

      0 - The Farkas duals should not always be collected when an LP is found
      to be infeasible (default)

      1 - The Farkas duals should always be collected when an LP is found to
      be infeasible.

lp:presolving
      0/1: whether presolving of LP solver should be used

      0 - Presolving of LP solver should not be used

      1 - Presolving of LP solver should be used (default).

lp:pricing (pricing)
      Pricing strategy:

      l - lpi default (default)
      a - auto
      f - full pricing
      p - partial
      s - steepest edge pricing
      q - quickstart steepest edge pricing
      d - devex pricing

lp:solvedepth
      Maximal depth for solving LP at the nodes (default: -1: no depth limit)

lp:solvefreq
      Frequency for solving LP at the nodes (-1: never; 0: only root LP;
      default: 0)

lp:threads
      Number of threads used for solving the LP (default: 0: automatic)

mip:bestbound (bestbound, return_bound)
      Whether to return suffix .bestbound for the best known MIP dual bound on
      the objective value:

      0 - No (default)
      1 - Yes.

      The suffix is on the objective and problem and is -Infinity for
      minimization problems and +Infinity for maximization problems if there
      are no integer variables or if a dual bound is not available.

mip:return_gap (return_mipgap)
      Whether to return mipgap suffixes or include mipgap values (|objectve -
      .bestbound|) in the solve_message: sum of

      1 - Return .relmipgap suffix (relative to |obj|)
      2 - Return .absmipgap suffix (absolute mipgap)
      4 - Suppress mipgap values in solve_message.

      Default = 0. The suffixes are on the objective and problem. Returned
      suffix values are +Infinity if no integer-feasible solution has been
      found, in which case no mipgap values are reported in the solve_message.

mip:round (round)
      Whether to round integer variables to integral values before returning
      the solution, and whether to report that the solver returned noninteger
      values for integer values: sum of

      1 ==> Round nonintegral integer variables
      2 ==> Modify solve_result
      4 ==> Modify solve_message

      Default = 0. Modifications that were or would be made are reported in
      solve_result and solve_message only if the maximum deviation from
      integrality exceeded mip:round_reptol.

mip:round_reptol (round_reptol)
      Tolerance for reporting rounding of integer variables to integer values;
      see "mip:round". Default = 1e-9.

misc:allowstrongdualreds (allowstrongdualreds)
      0/1: whether strong dual reductions should be allowed in propagation and
      presolving

      0 - Strong dual reductions should not be allowed in propagation and
      presolving

      1 - Strong dual reductions should be allowed in propagation and
      presolving (default).

misc:allowweakdualreds (allowweakdualreds)
      0/1: whether weak dual reductions should be allowed in propagation and
      presolving

      0 - Weak dual reductions should not be allowed in propagation and
      presolving

      1 - Weak dual reductions should be allowed in propagation and presolving
      (default).

misc:scaleobj (scaleobj)
      0/1: whether the objective function should be scaled so that it is
      always integer

      0 - The objective function should not be scaled so that it is always
      integer

      1 - The objective function should be scaled so that it is always integer
      (default).

nod:childsel
      Child selection rule:

      d - down
      u - up
      p - pseudo costs
      i - inference
      l - lp value
      r - root LP value difference
      h - hybrid inference/root LP value difference (default)

num:checkfeastolfac (checkfeastolfac)
      Feasibility tolerance factor; for checking the feasibility of the best
      solution (default: 1.0)

num:dualfeastol (dualfeastol)
      Feasibility tolerance for reduced costs in LP solution (default: 1e-07)

num:epsilon (epsilon)
      Absolute values smaller than this are considered zero (default: 1e-09)

num:feastol (feastol)
      Feasibility tolerance for constraints (default: 1e-06)

num:infinity (infinity)
      Values larger than this are considered infinity (default: 1e+20)

num:lpfeastolfactor (lpfeastolfactor)
      Factor w.r.t. primal feasibility tolerance that determines default (and
      maximal) primal feasibility tolerance of LP solver (default: 1.0)

num:sumepsilon (sumepsilon)
      Absolute values of sums smaller than this are considered (default:
      1e-06)

obj:no (objno)
      Objective to optimize:

      0 - None
      1 - First (default, if available)
      2 - Second (if available), etc.

par:maxnthreads (maxnthreads)
      Maximum number of threads used during parallel solve (default: 8)

par:minnthreads (minnthreads)
      Minimum number of threads used during parallel solve (default: 1)

par:mode (mode)
      0/1: Parallel optimisation mode

      0 - Opportunistic

      1 - Deterministic (default)

pre:abortfac (abortfac)
      Abort presolve, if at most this fraction of the problem was changed in
      last presolve round (default: 0.0008)

pre:clqtablefac (clqtablefac)
      Limit on number of entries in clique table relative to number of problem
      nonzeros (default: 2.0)

pre:donotaggr (donotaggr)
      0/1: whether aggregation of variables should be forbidden

      0 - Aggregation of variables should not be forbidden (default)

      1 - Aggregation of variables should be forbidden.

pre:donotmultaggr (donotmultaggr)
      0/1: whether multi-aggregation of variables should be forbidden

      0 - Multi-aggregation of variables should not be forbidden (default)

      1 - Multi-aggregation of variables should be forbidden.

pre:immrestartfac (immrestartfac)
      Fraction of integer variables that were fixed in the root node
      triggering an immediate restart with preprocessing (default: 0.1)

pre:maxrestarts
      Maximal number of restarts (default: -1: unlimited)

pre:maxrounds
      Maximal number of presolving rounds (default: -1: unlimited; 0: off)

pre:restartfac (restartfac)
      Fraction of integer variables that were fixed in the root node
      triggering a restart with preprocessing after root node evaluation
      (default: 0.025)

pre:restartminred (restartminred)
      Minimal fraction of integer variables removed after restart to allow for
      an additional restart (default: 0.1)

pre:settings
      0/1/2/3: sets presolvings settings

      0 - Sets presolvings default (default)

      1 - Sets presolvings aggressive

      2 - Sets presolvings fast

      3 - Sets presolvings off.

pre:subrestartfac (subrestartfac)
      Fraction of integer variables that were globally fixed during the
      solving process triggering a restart with preprocessing (default: 1.0)

pro:abortoncutoff
      0/1: whether propagation should be aborted immediately (setting this to
      0 could help conflict analysis to produce more conflict constraints)

      0 - Propagation should not be aborted immediately

      1 - Propagation should be aborted immediately (default).

pro:maxrounds
      Maximal number of propagation rounds per node (-1: unlimited; 0: off;
      default: 100)

pro:maxroundsroot
      Maximal number of propagation rounds in the root node (-1: unlimited; 0:
      off; default: 1000)

ran:lpseed (lpseed)
      Random seed for LP solver, e.g. for perturbations in the simplex
      (default: 0: LP default)

ran:permutationseed (permutationseed)
      Seed value for permuting the problem after reading/transformation
      (default: 0: no permutation)

ran:permuteconss (permuteconss)
      0/1: whether the order of constraints should be permuted (depends on
      permutationseed)?

      0 - Order of constraints should not be permuted

      1 - Order of constraints should be permuted (default).

ran:permutevars (permutevars)
      0/1: whether the order of variables should be permuted (depends on
      permutationseed)?

      0 - Order of variables should not be permuted (default)

      1 - Order of variables should be permuted.

ran:randomseedshift (randomseedshift)
      Global shift of all random seeds in the plugins and the LP random seed
      (default: 0)

sol:chk:fail (chk:fail, checkfail)
      Fail on MP solution check violations, with solve result 150.

sol:chk:feastol (sol:chk:eps, chk:eps, chk:feastol)
      Absolute tolerance to check objective values, variable and constraint
      bounds. Default 1e-6.

sol:chk:feastolrel (sol:chk:epsrel, chk:epsrel, chk:feastolrel)
      Relative tolerance to check objective values, variable and constraint
      bounds. Default 1e-6.

sol:chk:infeas (chk:infeas, checkinfeas)
      Check even infeasible solution condidates, whenever solver reports them.

sol:chk:inttol (sol:chk:inteps, sol:inteps, chk:inttol)
      Solution checking tolerance for variables' integrality. Default 1e-5.

sol:chk:mode (solcheck, checkmode, chk:mode)
      Solution checking mode. Sum of a subset of the following bits:

      1 - Check variable bounds and integrality.
      2 - Check original model constraints, as well as any non-linear
      expression values reported by the solver.
      4 - Check intermediate auxiliary constraints (i.e., those which were
      reformulated further).
      8 - Check final auxiliary constraints sent to solver.
      16 - Check objective values.
      32, 64, 128, 256, 512 - similar, but non-linear expressions are
      recomputed (vs using their values reported by the solver.)
      *Experimental.* This is an idealistic check, because it does not
      consider possible tolerances applied by the solver when computing
      expression values.

      Default: 1+2+512.

sol:chk:prec (chk:prec, chk:precision)
      AMPL solution_precision option when checking: number of significant
      digits.

sol:chk:round (chk:round, chk:rnd)
      AMPL solution_round option when checking: round to this number of
      decimals after comma (before comma if negative.)

sol:count (countsolutions)
      0*/1: Whether to count the number of solutions and return it in the
      ".nsol" problem suffix.

sol:stub (solstub, solutionstub)
      Stub for solution files. If "solutionstub" is specified, found solutions
      are written to files ("solutionstub & '1' & '.sol'") ... ("solutionstub
      & Current.nsol & '.sol'"), where "Current.nsol" holds the number of
      returned solutions. That is, file names are obtained by appending 1, 2,
      ... "Current.nsol" to "solutionstub".

tech:debug (debug)
      0*/1: whether to assist testing & debugging, e.g., by outputting
      auxiliary information.

tech:exportfile (writeprob, writemodel)
      Specifies the name of a file where to export the model before solving
      it. This file name can have extension ".lp", ".mps", etc. Default = ""
      (don't export the model).

tech:logfile (logfile)
      Log file name.

tech:optionfile (optionfile, option:file)
      Name of an AMPL solver option file to read (surrounded by 'single' or
      "double" quotes if the name contains blanks). Lines that start with #
      are ignored. Otherwise, each nonempty line should contain "name=value",
      e.g., "lim:iter=500".

tech:optionnativeread (optionnativeread, tech:param:read, param:read)
      Filename of GCG parameter file (as path).The suffix on a parameter file
      should be .set.

tech:outlev (outlev)
      0*/1: Whether to write GCG log lines (chatter) to stdout and to file.

tech:outlev-native (outlev-native)
      0*/1/2/3/4/5: Whether to write GCG log lines (chatter) to stdout and to
      file (native output level of SCIP).

tech:timing (timing)
      0*/1: Whether to display timings for the run.

tech:version (version)
      Single-word phrase: report version details before solving the problem.

tech:wantsol (wantsol)
      In a stand-alone invocation (no "-AMPL" on the command line), what
      solution information to write. Sum of

      1 - Write ".sol" file
      2 - Primal variables to stdout
      4 - Dual variables to stdout
      8 - Suppress solution message.

tech:writegraph (writegraph, exportgraph)
      File to export conversion graph. Format: JSON Lines.