advance whether to use an initial basis, if available:
0 = no, overriding mipstartstatus;
1 = yes (default), subject to mipstartstatus.
In an AMPL session, "option send_statuses 0;" is preferable
to "option xpress_options '... advance=0 ...';".
algaftercrossover algorithm for final cleanup after running the barrier
algorithm:
1 = automatic choice (default)
2 = dual simplex
3 = primal simplex
4 = concurrent
algafternetwork algorithm for final cleanup after the network simplex
algorithm:
1 = automatic choice (default)
2 = dual simplex
3 = primal simplex
archconsistent whether to force the same execution path to be
independent of the platform architecture:
0 = no (default)
1 = yes
autocutting whether to automatically decide if to generate cutting
planes at local nodes (overriden by cutfreq):
-1 = automatic (default)
0 = disabled
1 = enabled
autoperturb whether to introduce perturbations when the simplex method
encounters too many degenerate pivots:
1 = yes (default); 0 = no
autoscaling whether the Optimizer should automatically select between
different scaling algorithms:
-1 = automatic (default)
0 = disabled
1 = cautious strategy. Non-standard scaling will only
be selected if it appears to be clearly superior
2 = moderate strategy
3 = aggressive strategy. Standard scaling will only be
selected if it appears to be clearly superior
backtrack choice of next node when solving MIP problems:
-1 = automatic choice (default)
1 = withdrawn; formerly choice 2 until a feasible
integer solution has been found, then
Forrest-Hirst-Tomlin choice
2 = node with best estimated solution
3 = node with best bound on the solution (default)
4 = deepest node (depth-first search)
5 = highest node (breadth-first search)
6 = earliest-created node
7 = most recently created node
8 = random choice
9 = node with fewest LP relaxation infeasibilities
10 = combination of 2 and 9
11 = combination of 2 and 4
backtracktie how to break ties for the next MIP node: same choices as
for "backtrack"
baralg which barrier algorithm to use with "barrier":
-1 = automatic choice (default with just "barrier")
1 = infeasible-start barrier algorithm
2 = homogeneous self-dual barrier algorithm
3 = start with 2 and maybe switch to 1 while solving
barcores if positive, number of CPU cores to assume present when
using the barrier algorithm. Default = -1, which means
automatic choice.
barcrash choice of crash procedure for crossover:
0 = no crash
1-6 = available strategies (default 4):
1 = most conservative, 6 = most aggressive
bardualstop barrier method convergence tolerance on
dual infeasibilities; default = 0 (automatic choice)
bargapstop barrier method convergence tolerance on the relative
duality gap; default = 0
bargaptarget barrier algorithm target tolerance for the relative duality
gap. If not satisfied and no further progress is possible
but barstopgap is satisfied, then the current solution is
considered optimal.
barindeflimit maximum indefinite factorizations to allow in the barrier
algorithm for solving a QP: stop when the limit is hit;
default = 15
bariterlimit maximum number of Newton Barrier iterations; default = 500
barkernel how the barrier algorithm weights centrality:
>= +1.0 ==> more emphasis on centrality
<= -1.0 ==> each iteration, adaptively select a value
from [+1, -barkernel].
Default = 1.
barobjperturb defines how the barrier perturbs the objective (default
1e-6); values >0 let the optimizer decide if to perturb the
objective, values <0 force the perturbation:
n > 0 = automatic decison, scale n
0 = turn off perturbation
n < 0 = force perturbation by abs(n)
barobjscale how the barrier algorithm scales the objective:
-1 = automatic chocie (default)
0 = scale by the geometric mean of the objective
coefficients
> 0 = scale so the argest objective coefficient in
absolute value is <= barobjscale.
When the objective is quadratic, the quadratic diagonal
is used in determining the scale.
barorder Cholesky factorization pivot order for barrier algorithm:
0 = automatic choice (default)
1 = minimum degree
2 = minimum local fill
3 = nested dissection
barorderthreads number of threads to use when choosing a pivot order for
Cholesky factorization; default 0 ==> automatic choice.
baroutput amount of output for the barrier method:
0 = no output
1 = each iteration (default)
barpresolve level of barrier-specific presolve effort:
0 = use standard presolve (default)
1 = use more effort
2 = do full matrix eliminations for size reduction
barprimalstop barrier method convergence tolerance on
primal infeasibilities; default = 0 (automatic choice)
barrefiter maximum number of refinement iterations, helpful when the
the solution is near to the optimum using barrier or crossover:
0 = default
n > 0 = perform n refinement iterations
barreg regularization to use with "barrier":
-1 = automatic choice (default with just "barrier")
Values >= 0 are the sum of:
1 = use "standard" regularization
2 = use "reduced" regularization: less perturbation
than "standard" regularization
4 = keep dependent rows in the KKT system
8 = keep degenerate rows in the KKT system
barrier [no assignment] use the Newton Barrier algorithm
barstart choice of starting point for barrier method:
-1 = use incoming solution for warm start
0 = automatic choice (default)
1 = heuristics based on magnitudes of matrix entries
2 = use pseudoinverse of constraint matrix
3 = unit starting point for homogeneous self-dual
barrier algorithm.
barstepstop barrier method convergence tolerance: stop when
step size <= barstepstop; default = 1e-10
barthreads number of threads used in the Newton Barrier algorithm;
default = -1 (determined by "threads")
basisin load initial basis from specified file
basisout save final basis to specified file
bestbound [no assignment] return suffix .bestbound for the best known
bound on the objective value. The suffix is on the problem
and objective and is +Infinity for minimization problems and
-Infinity for maximization problems if there are no integer
variables or if an integer feasible solution has not yet
been found.
bigm infeasibility penalty; default = 1024
bigmmethod 0 = phase I/II, 1 = BigM method (default)
branchchoice whether to explore branch with min. or max. estimate first:
0 = explore branch with min. estimate first (default)
1 = explore branch with max. estimate first
2 = if an incumbent solution exists, first explore
the branch satisfied by the incumbent;
otherwise use choice 0 (min. est. first)
3 (default) = explore the first branch that moves the
branching variable away from its value at the
root node; if the branching entity is not a
simple variable, assume branchchoice=0
branchdisj whether to branch on general split disjunctions while
solving MIPs:
-1 = automatic choice (default)
0 = disabled
1 = cautious strategy: create branches only for
general integers with a wide range
2 = moderate strategy
3 = aggressive strategy: create disjunctive branches
for both binary and integer variables
branchstruct whether to search for special structure during branch and
bound:
-1 = automatic choice (default)
0 = no
1 = yes
breadthfirst number of MIP nodes included in best-first search
(default 11) before switching to local-first search
cachesize cache size in Kbytes -- relevant to Newton Barrier:
-1 = determined automatically
default = system-dependent (-1 for Intel)
choleskyalg type of Cholesky factorization used for barrier: sum of
1 ==> manual matrix blocking
2 ==> single pass with manual blocking
4 ==> nonseparable QP relaxation
8 ==> manual corrector weight (honor "16" bit)
16 ==> manual corrector weight "on"
32 ==> manual refinement
64 ==> use preconditioned conjugate gradients
128 ==> refine with QMR (quasi-minimal residual)
default = -1 (automatic choice)
choleskytol zero tolerance for Cholesky pivots in the
Newton Barrier algorithm; default = 1e-15
clamping control adjustements of the returned solution values
such that they are always within bounds:
-1 ==> determined automatically
0 ==> adjust primal solution to be within
primal bounds (default)
1 ==> adjust primal slack values to be within
primal bounds
2 ==> adjust dual solution to be within dual
bounds
3 ==> adjust reduced costs to be within dual
bounds
concurrentthreads synonym for lpthreads
conedecomp whether to decompose regular and rotated cone constraints
having more than two elements and to use the result in an
outer approximation:
-1 = automatic choice (default)
0 = no
1 = yes, unless the cone variable is fixed by XPRESS's
presolve
2 = yes, even if the cone variable is fixed
3 = yes, but only for outer approximations
convexitychk whether to check convexity before solving:
0 = no
1 = yes (default)
corespercpu number of cores to assume per cpu; default = -1 ==> number
detected; barrier cache = cachesize / corespercpu
covercuts for MIPS, the number of rounds of lifted-cover inequalities
at the top node; default = -1 ==> automatic choice
cpuplatform whether the Newton Barrier method should use AVX or SSE2
instructions on platforms that offer both:
-2 = highest supported [Generic, SSE2, AVX, or AVX2]
-1 = highest deterministic support (default; no AVX2)
0 = use generic code: neither AVX nor SSE2
1 = use SSE2
2 = use AVX
3 = use AVX2
cputime which times to report when logfile is specified:
0 = elapsed time (default)
1 = CPU time
2 = process time
You may need to experiment to see how cputime=1 and
cputime=2 differ (if they do) on your system.
crash type of simplex crash:
0 = none
1 = one-pass search for singletons
2 = multi-pass search for singletons (default)
3 = multi-pass search including slacks
4 = at most 10 passes, only considering slacks
at the end
n = (for n > 10) like 4, but at most n-10 passes
crossover whether to find a simplex basis after the barrier alg.:
-1 = automatic choice (default)
0 = no crossover
1 = primal crossover first
2 = dual crossover first
crossoveritlim limit on crossover iterations after the barrier
algorithm; default = 2147483645
crossoverops bit vector affecting crossover after the barrier
algorithm: sum of
1 = return the barrier solution (rather than the last
intermediate solution) when crossover stop early
2 = skip the second crossover stage
4 = skip pivots that are "less numerically reliable"
8 = do a slower but more numerically stable crossover
crossoverthreads limit on threads used during crossover;
default not specified in the Release 8.2 documentation
crossovertol tolerance (default 1e-6) for deciding whether to adjust the
relative pivot tolerance during crossover when a new basis
factorization is necessary. Errors in the recalculated
basic solution above this tolerance cause the pivot
tolerance to be adjusted.
cutdepth maximum MIP tree depth at which to generate cuts:
0 = no cuts
-1 = automatic choice (default)
cutfactor limit on number of cuts and cut coefficients added
while solving MIPs:
-1 = automatic choice (default)
0 = do not add cuts
> 0 ==> multiple of number of original constraints
cutfreq MIP cuts are only generated at tree depths that are integer
multiples of cutfreq; -1 = automatic choice (default)
cutselect detailed control of cuts at MIP root node: sum of
32 = clique cuts
64 = mixed-integer founding (MIR) cuts
128 = lifted cover cuts
2048 = flow path cuts
4096 = implication cuts
8192 = automatic lift-and-project strategy
16384 = disable cutting from cut rows
32768 = lifted GUB cover cuts
65536 = zero-half cuts
131072 = indicator-constraint cuts
-1 = all available cuts (default)
cutstrategy how aggressively to generate MIP cuts; more ==> fewer nodes
but more time per node:
-1 = automatic choice (default)
0 = no cuts
1 = conservative strategy
2 = moderate strategy
3 = aggressive strategy
defaultalg algorithm to use when none of "barrier", "dual", or "primal"
is specified:
1 = automatic choice (default)
2 = dual simplex
3 = primal simplex
4 = Newton Barrier
densecollimit number of nonzeros above which a column is treated as dense
in the barrier algorithm's Cholesky factorization:
0 = automatic choice (default)
deterministic whether a MIP search should be deterministic:
0 = no
1 = yes (default)
2 = yes, with opportunistic root LP solve
dual [no assignment] use the dual simplex algorithm
dualgradient dual simplex pricing strategy:
-1 = automatic choice
0 = Devex
1 = steepest edge
dualize whether to convert the primal problem to its dual and solve
the converted problem:
-1 = automatic choice (default)
0 = no: solve primal problem
1 = yes: solve dual problem
dualizeops when solving the dual problem after deriving it from the
primal, whether to use primal simplex if dual simplex was
specified and vice versa:
0 = no
1 = yes (default)
dualperturb Factor by which to possibly perturb the problem in the
dual simplex algorithm. If >= 0, overrides "perturb".
Default -1 ==> automatic choice; 0 ==> no perturbatation.
dualstrategy how to remove infeasibilities when re-optimizing
with the dual algorithm during MIP solves:
0 = use primal algorithm
1 = use dual algorithm (default)
dualthreads limit on number of threads used by parallel dual simplex,
overriding "threads"; default -1 ==> use "threads"
eigenvaltol regard the matrix in a quadratic form as indefinite if its
smallest eigvenalue is < -eigevnaltol; default = 1e-6
elimfillin maximum fillins allowed for a presolve elimination;
default = 10.
elimtol Markowitz tolerance for the elimination phase of
XPRESS's presolve; default = 0.001
etatol zero tolerance on eta elements; default varies with XPRESS
version; default = 1e-12 or 1e-13 with some versions.
Use etatol=? to see the current value.
feaspump whether to run the Feasibility Pump heuristic at the top
node during branch-and-bound: one of
0 = no (default)
1 = yes
2 = only if other heurstics found no integer solution
feastol zero tolerance on RHS; default = 1e-6
feastol_perturb how much a feasible primal basic solution is allowed to
be perturbed when performing basis changes. The tolerance
specified by "feastol" is always considered as an upper
limit for the perturbations; default = 1.0E-06
feastol_target feasibility tolerance on constraints for solution refiner
(see refineops): if feastol_target > 0 is specified, it is
used instead of feastol
globalfilemax maximum megabytes for temporary files storing the global
search tree: a new file is started if globalfilemax
megabytes would be exceeded
globalloginterval seconds between additions to the logfile about, additions
to the "global file", a temporary file written during a
global search. Default = 60.
gomcuts gomory cuts at root: -1 = automatic choice (default)
hdive_rand value between 0 and 1 inclusive affecting randomization
in the diving heuristic: 0 (default) ==> none;
1 ==> full;
intermediate values ==> intermediate behavior
hdive_rounding whether to use soft rounding in the MIP diving heuristic
(to push variables to their bounds via the objective rather
than fixing them):
-1 = automatic choice (default)
0 = no soft rounding
1 = cautious soft rounding
2 = aggressive soft rounding
hdive_speed controls tradeoff between speed and solution quality
in the diving heuristic: an integer between -2 and 3:
-2 = automatic bias toward quality
-1 = automatic bias toward speed (default)
0 = emphasize quality
4 = emphasize speed
1-3 = intermediate emphasis
hdive_strategy strategy for diving heuristic: integer between -1 and 10:
-1 = automatic choice (default)
0 = do not use the diving heursistic
1-10 = preset strategies for diving
heurdepth deprecated: no longer has any effect:
maximum depth of branch-and-bound tree search at which to
apply heuristics; 0 = no heuristics; default = -1
heureffort factor affecting how much work local search heuristics
should expend. Default = 1; higher values cause more
local searches over larger neighborhoods.
heuremphasis epmphasis for the heuristic search for branch and
bound. Setting it to 1 gets a gap quicker at the
expense of time to optimality:
-1 = default strategy
0 = disable heuristics
1 = focus on reducing the gap early
2 = extremely aggressive heuristics
heurforcespecobj whether to use special objective heuristics on large
problems and even if an incumbant exists:
0 = no (default)
1 = yes.
heurfreq during branch and bound, heuristics are applied at nodes
whose depth from the root is zero modulo heurfreq;
default = -1 (automatic choice)
heurmaxsol deprecated: no longer has any effect:
maximum number of heuristic solutions to find during branch-
and-bound tree search; default = -1 (automatic choice)
heurnodes deprecated: no longer has any effect:
maximum nodes at which to use heuristics during
branch-and-bound tree search; default = 1000
heurroot bit vector controlling local search heuristics to apply at
the root node: sum of
1 = large-neighborhood search: may be slow, but may
find solutions far from the incumbent
2 = small-neighborhood search about node LP solution
4 = small-neighborhood search about integer solutions
8 = local search near multiple integer solutions
16 = no effect
32 = local search without an objective; may only be
done when no feasible solution is available
64 = local search with an auxiliary objective; may
be done when no feasible solution is available
default = 117
heurrootcutfreq how often to run the local search heuristic while
cutting at the root node:
-1 ==> automatic choice (default)
0 ==> never
n > 0 ==> do n cutting rounds between runs of the
local search heuristic
heursearch how often the local search heurstic should be run during
branch-and-bound:
-1 = automatic choice (default)
0 = never
n > 0 ==> every n nodes
heurthreads number of threads for the root node of
branch-and-bound:
-1 = determined from "threads" keyword
0 = no separate threads (default)
n > 0 ==> use n threads
heurtree heuristics to apply during tree search: sum of
the same values as for heurroot; default 17
iis [no assignment] if the problem is infeasible, find an
Irreducible Independent Set of infeasible constraints
and return it in suffix .iis. If changing the bounds
on just one constraint or variable could remove the
infeasibility, return suffix .iso with value 1 for
each such constraint or variable.
indlinbigm largest "big M" value to use in converting indicator
constraints to regular constraints; default = 1e5.
indprelinbigm largest "big M" value to use in converting indicator
constraints to regular constraints during XPRESS
presolve; default = 100.0
inputtol tolerance on input elements (default 0.0); any value v where
abs(v) <= inputtol is treated as 0
invertfreq maximum simplex iterations before refactoring the basis:
-1 = automatic choice (default)
invertmin minimum simplex iterations before refactoring the basis:
default = 3
keepbasis basis choice for the next LP iteration:
0 = ignore previous basis
1 = use previous basis (default)
2 = use previous basis only if the number of basic
variables == number of constraints
keepnrows 1 (default) if unconstrained rows are to be kept, else 0
lazy whether to regard constraints with nonzero .lazy suffix
values as lazy (i.e., delayed) constraints if the problem
is a MIP:
0 = no
1 = yes (default)
lnpbest number of global infeasible entities for which to create
lift-and-project cuts during each round of Gomory cuts
at the top node; default = 50
lnpiterlimit maximum iterations for each lift-and-project cut;
default = -1 (automatic choice)
localchoice when to backtrack between two child nodes
during a "dive":
1 = never backtrack from the first child unless it
is dropped (i.e., is infeasible or cut off)
2 = always solve both nodes first
3 = automatic choice (default)
logfile name of log file; default = no log file
lpfolding whether to attempt exploiting symmetries by "LP Folding":
-1 = automatic choice (default)
0 = no
1 = yes.
lpiterlimit simplex iteration limit; default = 2147483647 = 2^31 - 1
lplog frequency of printing simplex iteration log; default = 100
lpref_itlim limit on simplex iterations used by the solution refiner
(see refineops); default = -1 ==> automatic choice
lpthreads number of threads in concurrent LP solves:
-1 = determine from "threads" keyword (default)
n > 0 ==> use n threads
markowitztol Markowitz tolerance used when factoring the basis matrix
default = 0.01
matrixtol zero tolerance on matrix elements; default = 1e-9
maxcuttime maximum time (CPU seconds) to spend generating cuts
and reoptimizing; default = 0 ==> no limit
maxiis maximum number of Irreducible Infeasible Sets to find:
-1 = no limit (default)
0 = none
maxim [no assignment] force maximization of the objective
maximise [no assignment] force maximization of the objective
maximize [no assignment] force maximization of the objective
maximpliedbound when preprocessing MIP problems, only use computed bounds
at most maximpliedbound (default 1e8) in absolute value
maxlocalbt max height above current node to look for a local backtrack
candidate node; default = 1
maxlogscale max log2 of factors used in scaling; must be >= 0 and
<= 64; default 64
maxmemory limit (integer number of megabytes) on memory used:
-1 = automatic choice (default)
>0 = target megabytes of memory to use
maxmemoryhard hard limit (integer number of megabytes) on memory
allocated, causing early termination if exceeded
0 (default) = no limit
maxmipsol maximum number of integer solutions to find:
0 = no limit (default)
maxmiptasks maximum tasks to run in parallel during a MIP solve:
-1 ==> use mipthreads
n > 0 ==> at most n tasks running at once
For maxmiptasks > 0, branch-and-bound nodes are solved in a
deterministic way, but the barrier algorithm (if used) may
cause a nondeterministic MIP solve unless barthreads = 1.
maxnode maximum number of MIP nodes to explore; default = 2147483647
maxpagelines maximum output lines between page breaks in logfile;
default = 23
maxstalltime maximum time in seconds that the Optimizer will continue to
search for improving solution after finding a new incumbent:
0 ==> no limit (default)
n > 0 ==> stop after n seconds without a
new incumbent (no effet before
the first has been found
maxtime limit on solution time: for maxtime=n (an integer),
n < 0 ==> stop LP or MIP search after -n seconds
n = 0 ==> no time limit (default)
n > 0 ==> for MIP problems, stop after n seconds
if a feasible solution has been found;
otherwise continue until a feasible
solution has been found.
minim [no assignment] force minimization of the objective
minimise [no assignment] force minimization of the objective
minimize [no assignment] force minimization of the objective
mipabscutoff initial MIP cutoff: ignore MIP nodes with objective values
worse than mipabscutoff; default = 1e40 for minimization,
-1e40 for maximization
mipabsstop stop MIP search if abs(MIPOBJVAL - BESTBOUND) <= mipabsstop
default = 0
mipaddcutoff amount to add to the objective function of the best integer
solution found to give the new MIP cutoff; default -1e-5
mipcomponents determines whether disconnected components in a MIP should
be solved as separate MIPs:
-1 ==> automatic (default)
0 ==> disable
1 ==> enable
mipconcurnodes node limit to choose the winning solve when concurrent
solves are enabled:
-1 ==> automatic (default)
n > 0 ==> number of nodes to complete
mipconcursolves select the number of concurrent solves to start for a MIP:
-1 ==> enabled, the number of concurrent solves
depends on mipthreads
0, 1 ==> disabled (default)
n > 1 ==> number of concurrent solves = n
mipdualreductions kinds of dual reductions allowed during branch and bound:
0 ==> none
1 ==> all (default)
2 ==> restrict dual reductions to continuous variables.
If poolnbest > 1 is specified, specifying
mipdualreductions = 2 might be prudent.
mipkappafreq during branch-and-bound, how often to compute
basis condition numbers:
0 ==> never (default)
1 ==> every node
n > 1 ==> once per node at level n of the
branch-and-bound tree.
When mipkappafreq > 0, a final summary shows the number of
sampled nodes that are
"stable": kappa < 10^7
"suspicious": 10^7 <= kappa < 10^10
"unstable": 10^10 <= kappa < 10^13
"ill-posed": 10^13 <= kappa.
A "Kappa attention level" between 0 and 1 is also reported.
Condition numbers use the Frobenius norms of the basis
and its inverse.
miplog MIP printing level to logfile (default -100):
-n = print summary line every n MIP nodes
0 = no MIP summary lines
1 = only print a summary at the end
2 = log each solution found
3 = log each node
mipops MIP solver options: one of
0 = traditional primal first phase (default)
1 = Big M primal first phase
2 = traditional dual first
3 = Big M dual first
4 = always use artificial bounds in dual
5 = use original basis only when warmstarting
6 = skip primal bound flips for ranged primals
7 = also do single-pivot crash
8 = suppress aggressive dual perturbations
mippresolve MIP presolve done at each node: sum of
1 = reduced-cost fixing
2 = logical preprocessing of binary variables
4 = ignored; replaced by "preprobing"
8 = allow changing continuous-variable bounds
16 = allow dual reductions
32 = allow global tightening of the problem
64 = use objective function
128 = allow restarting
256 = allow use of symmetry
default = -1 (automatic choice)
miprampup whether to limit the number of parallel tasks
during the ramp-up phase of the parallel MIP algorithm:
-1 = automatic choice (default)
0 = no: use as many tasks as possible
1 = yes, until finished with initial dives
miprefiterlim max. simplex iterations per reoptimization in MIP refiner
when refineops is 2 or 3; default -1 ==> automatic choice
miprelcutoff fraction of best integer solution found to add to MIP
cutoff; default 1e-4
miprelstop stop MIP search if
abs(MIPOBJVAL - BESTBOUND) < miprelstop * abs(BESTBOUND);
default = 0.0001
miprestart MIP: control strategy for in-tree restarts:
-1 = determined automatically (default)
0 = disable in-tree restarts
1 = normal aggressiveness
2 = higher aggressiveness
miprestartfactor MIP: fine tune initial conditions to trigger an in-tree
restart; values > 1 increase the aggressiveness, < 1
decrease it (default 1.0)
miprestartgaptol MIP: initial gap threshold to delay in-tree restart;
the restart is delayed if the relative gap is below the
threshold (default 0.02)
mipstart synonym for mipstartvalue
mipstartstatus whether to use incoming statuses on MIP problems;
default 1 ==> yes
mipstartvalue whether to use the specified initial guess (if supplied)
when solving a MIP problem:
0 = no
1 = yes (default)
mipstop how to stop a MIP solve when a time or node limit is
reached:
0 = stop tasks as soon as possible (default)
1 = let currently running tasks finish, but do not
start new ones
mipthreads number of threads to use solving mixed-integer
programming problems:
-1 = use "threads" keyword (default)
n > 0 ==> use n threads
miptol integer feasibility tolerance; default = 5e-6
miptoltarget value of miptol used for refining equalities on MIP
problems when refineops is 2 or 3; default = 0
miqcpalg algorithm for solving mixed-integer problems with quadratic
or second-order cone constraints:
-1 = automatic choice (default)
0 = barrier algorithm during branch and bound
1 = outer approximations during branch and bound
netstalllimit limit the number of degenerate pivots of the network
simplex algorithmm before switching to primal or dual:
-1 ==> automatic
0 ==> no limit
n > 0 ==> limit to n iterations
network [no assignment] try to find and exploit an embedded network
nodeprobingeffort effort put into probing during branch and bound; the
number is used as a multiplier on the default amount of
work. Set to 0 to disable node probing; default 1.
nodeselection next MIP node control:
1 = local first: choose among descendant and sibling
nodes if available, else from all outstanding nodes
2 = best first of all outstanding nodes
3 = local depth first: choose among descendant and
sibling nodes if available, else from deepest nodes
4 = best first for breadthfirst nodes, then local first
5 = pure depth first: choose among deepest nodes.
The default is determined from matrix characteristics.
objno objective number (0=none, 1=first...)
objrep Whether to replace
minimize obj: v;
with
minimize obj: f(x)
when variable v appears linearly in exactly one
constraint of the form
s.t. c: v >= f(x);
or
s.t. c: v == f(x);
Possible objrep values:
0 = no
1 = yes for v >= f(x)
2 = yes for v == f(x) (default)
3 = yes in both cases
For a maximization problem, "<=" replaces ">=".
objscalefactor Power of 2 (default 0) by which the objective is scaled.
Nonzero objscalfactor values override automatic global
objective scaling.
optimalitytol tolerance on reduced cost; default = 1e-6
opttol_target feasibility tolerance on reduced costs for solution refiner
(see refineops): default = 0; if opttol_target > 0 is
specified, it is used instead of optimalitytol.
outlev message level:
1 = all
2 = information
3 = warnings & errors only (default)
4 = errors
5 = none
outputtol zero tolerance on print values; default 1e-5
param Used with syntax "param=name=value" (no spaces), where
"name" is the name of an XPRESS control parameter and
"value" is to be assigned to that parameter. If value is
?, report the current value of the parameter. If name is
a string control, value can be a quoted string or a
sequence of nonblank characters other than comma. This
facility provides a way to modify control parameters,
identified by name or number, that have not (yet) been
assigned a keyword. As a special case, "param=?" requests
a list of all control parameters and their current values.
penalty minimum absolute penalty variable coefficient;
default = automatic choice
permuteseed seed for the random-number generator used by prepermute;
default = 1
pivottol zero tolerance for pivots; default = 1e-9
pooldualred Whether to suppress removal of dominated solutions (via
"dual reductions") when poolstub is specified:
0 = yes (default, which can be expensive)
1 = no
2 = honor presolveops bit 3 (2^3 = 8)
pooldupcol Whether to suppress duplicate variable removal when
poolstub is specified:
0 = yes (default, which can be expensive)
1 = no
2 = honor presolveops bit 5 (2^5 = 32)
pooldups How poolstub should handle duplicate solutions:
0 = retain all duplicates
1 = discard exact matches
2 = discard exact matches of continuous variables
and matches of rounded values of discrete
variables
3 = default: discard matches of rounded values of
discrete variables
Rounding of discrete variables is affected by poolmiptol
and poolfeastol.
poolfeastol Zero tolerance for discrete variables in the solution
pool (see poolstub); default = 1e-6.
poolmiptol Error (nonintegrality) allowed in discrete variables
in the solution pool (see poolstub); default = 5e-6.
poolnbest Whether the solution pool (see poolstub) should contain
inferior solutions. When poolnbest = n > 1, the
solution pool is allowed to keep the n best solutions.
poolstub Stub for solution files in the MIP solution pool.
Ignored unless some variables are integer or binary.
A pool of alternate MIP solutions is computed if
poolstub is specified, and the solutions in this pool
are written to files
(poolstub & '1') ... (poolstub & |solution pool|),
where |solution pool| is the number of solutions in the
solution pool. That is, file names are obtained by
appending 1, 2, ... |solution pool| to poolstub. The
value of |solution pool| is returned in suffix npool
on the objective and problem.
ppfactor partial-pricing candidate-list size factor; default = 1.0
preanalyticcenter whether to compute and use analytic centers while solving
MIP problems:
-1 = automatic choice (default)
0 = no
1 = yes, but only for variable fixing
2 = yes, but only for computing reduced costs
3 = yes, for both variable fixing and reduced costs.
prebasisred whether XPRESS's presolve should try to use a lattice basis
reduction algorithm:
-1 = automatic choice (default)
0 = no
1 = yes.
prebndredcone for MIP problems, whether to use cone constraints to
reduce bounds on variables:
0 = no
1 = yes
-1 = default (undocumented)
prebndredquad for MIP problems, whether to use convex quadratic
constraints to reduce bounds on variables:
0 = no
1 = yes
-1 = default (undocumented)
precoefelim whether XPRESS's presolve should recombine constraints:
0 = no,
1 = yes, as many as possible
2 = yes, cautiously (default)
precomponents whether XPRESS's presolve should detect and separately
solve independent MIP subproblems:
-1 = automatic choice (default)
0 = no
1 = yes
preconvertsep How to reformulate problems with nondiagonal quadratic
objectives or constraints:
-1 = automatic choice (default)
0 = no reformulation
1 = reformulate to diagonal constraints
2 = also allow reduction to second-order cones
3 = also convert the objective to a constraint.
predomcol whether XPRESS's presolve should remove variables
when solving MIP problems:
-1 = automatic choice (default)
0 = no
1 = yes, cautiously
2 = yes, check all candidates
predomrow whether XPRESS's presolve should remove constraints
when solving MIP problems:
-1 = automatic choice (default)
0 = no
1 = yes, cautiously
2 = yes, medium strategy
3 = yes, check all candidates
preduprow how XPRESS's presolve should deal with duplicate rows
in MIP problems:
-1 = automatic choice (default)
0 = do not remove duplicate rows (constraints)
1 = remove duplicate rows identical in all variables
2 = like 1 but allowing simple penalty variables
3 = like 1 but allowing more complex penalty variables
prefolding choose if folding aggregate continuous column in an
equitable partition:
-1 = automatic choiche (default)
0 = disabled
1 = enabled
preimplications whether XPRESS's presolve should use implication
structures to remove redundant rows:
-1 = automatic choice (default)
0 = no
1 = yes
prelindep whether to check for and remove linearly dependent
equality constraints:
-1 = automatic choice (default)
0 = no
1 = yes
preobjcutdetect on MIP problems, whether to check for constraints
that are (nearly) parallel to a linear objective function
and can be removed safely:
0 = no
1 = yes (default)
prepermute whether to randomly permute variables or constraints before
applying XPRESS's presolve: sum of
1 ==> permute constraints
2 ==> permute variables
4 ==> permute global MIP information
default = 0; see permuteseed
preprobing how much probing on binary variables to do during XPRESS's
presolve:
-1 = automatic choice (default)
0 = none
1 = light probing
2 = full probing
3 = repeated full probing
presolve whether to use XPRESS's presolver:
0 = no
1 = yes, removing redundant bounds (default)
2 = yes, retaining redundant bounds
presolvemaxgrow factor by which the number of nonzero coefficients
may grow during XPRESS's presolve; default = 0.1
presolveops reductions to use in XPRESS's presolve: sum of
1 = 2^0 = remove singleton columns
2 = 2^1 = remove singleton constraints (rows)
4 = 2^2 = forcing row removal (whatever that is)
8 = 2^3 = dual reductions
16 = 2^4 = redundant constraint (row) removal
32 = 2^5 = duplicate variable removal
64 = 2^6 = duplicate constraint removal
128 = 2^7 = strong dual reductions
256 = 2^8 = variable eliminations
512 = 2^9 = no IP reductions
1024 = 2^10 = no semicontinuous variable detection
2048 = 2^11 = no advanced IP reductions
16384 = 2^14 = remove linearly dependent constraints
32768 = 2^15 = no integer variable and SOS detection
default = 511 (bits 0-8 set).
presolvepasses Number of rounds to use in the XPRESS presolve algorithm;
default = 1.
pricingalg primal simplex pricing method:
-1 = partial pricing
0 = automatic choice (default)
1 = Devex pricing
primal [no assignment] use the primal simplex algorithm
primalops primal simplex options: sum of
1 = 2^0 = aggressive dj scaling
2 = 2^1 = conventional dj scaling
4 = 2^2 = reluctant switching back to partial pricing
8 = 2^3 = dynamic switching between cheap and expensive pricing
default = all of the above; if bits 0 and 1 are the same (both on or
both off), choose dj scaling automatically
primalperturb Factor by which to possibly perturb the problem in the
dual primal algorithm. If >= 0, overrides "perturb".
Default -1 ==> automatic choice; 0 ==> no perturbatation.
primalunshift whether the primal alg. calls the dual to unshift:
0 = yes (default)
1 = no
pseudocost default pseudo-cost assumed for forcing an integer variable
to an integer value; default = 0.01
pseudocost_ud how to update pseudocosts during branch-and-bound:
-1 = automatic choice (default)
0 = no updates
1 = use only regular branches
2 = use regular and strong branch results
3 = use results from all nodes
qccuts when using miqcpalg=1 to solve a mixed-integer problem that
has quadratic constraints or second-order cone constraints,
the number of rounds of outer approximation cuts at the top
node: default = -1 means automatic choice.
qcrootalg when using miqcpalg=1 to solve a mixed-integer problem that
has quadratic constraints or second-order cone constraints,
the algorithm for solving the root node:
-1 = automatic choice (default)
0 = barrier algorithm
1 = dual simplex on outer approximations
quadunshift whether quadratic simplex should do an extra
purification after finding a solution:
-1 = automatic choice (default)
0 = no
1 = yes
ray whether to return a ray of unboundedness in suffix .unbdd:
0 ==> no (default)
1 ==> yes, after suppressing XPRESS's presolve
2 ==> yes, without suppressing XPRESS's presolve
The last setting (ray=2) may give wrong results when
XPRESS's presolve detects infeasibility. Both ray=1 and
ray=2 cause reoptimization with primal simplex if some other
algorithm was used. No ray is returned for MIP problems.
refineops whether refine equalities -- to reduce infeasibilities
in constraints that should hold as equalities: sum of
1 ==> refine LP solutions
2 ==> refine MIP solutions;
4 ==> refine the final MIP solution found
8 ==> refine each node of the search tree
16 ==> refine non-global solutions
32 ==> refine all solutions
64 ==> use higher precision during iterative refinement
128 ==> use the primal simplex algorithm for refining
256 ==> use the dual simplex algorithm for refining
512 ==> refine MIP solutions such that rounding them
keeps the problem feasible when reoptimized
1024 ==> attempt to refine MIP solutions such that
rounding them keeps the problem feasible when
reoptimized, but accept integers solutions
even if refinement fails.
default = 1 + 2 + 16 = 19.
relax [no assignment] ignore integrality
relaxtreemem fraction of memory limit by which to relax "treememlimit"
when too much structural data appears; default 0.1
relpivottol relative pivot tolerance default = 1e-6
repairindefq whether to repair indefinite quadratic forms:
0 = yes
1 = no (default)
resourcestrategy whether to allow nondeterministic decisions to cope with
low memory (affected by maxmemory and maxmemoryhard):
0 = no (default)
1 = yes
rootpresolve whether to presolve after root cutting and heuristics:
-1 = automatic choice (default)
0 = no
1 = yes
round whether to round integer variables to integral values before
returning the solution, and whether to report that XPRESS
returned noninteger values for integer values: sum of
1 ==> round nonintegral integer variables
2 ==> do not modify solve_result
4 ==> do not modify solve_message
8 ==> report modifications even if maxerr < 1e-9
Modifications take place only if XPRESS assigned nonintegral
values to one or more integer variables, and (for round < 8)
are reported if the maximum deviation from integrality
exceeded 1e-9. Default = 1.
sbbest For MIP problems, the number of infeasible
global entities on which to perform strong branching;
default -1 ==> automatic choice.
sbeffort multiplier on strong-branching controls that
are set to "automatic"; default = 1.0
sbestimate how to compute pseudo costs from the local node
when selecting an infeasible entity to branch on:
-1 = automatic choice (default)
1-6 = particular strategies (not described)
sbiterlimit Number of dual iterations to perform the strong branching;
0 ==> none; default = -1 (automatic choice)
sbselect size of candidate list for strong branching:
-2 = low-effort automatic choice (default)
-1 = high-effort automatic choice
n >= 0 ==> include max(n, sbbest) candidates
scaling how to scale the constraint matrix before optimizing: sum of
1 = 2^0 = row scaling
2 = 2^1 = column scaling
4 = 2^2 = row scaling again
8 = 2^3 = maximum scaling
16 = 2^4 = Curtis-Reid
32 = 2^5 = scale by maximum element (rather
than by geometric mean)
64 = 2^6 = no special handing for big-M constraints
128 = 2^7 = objective-function scaling
256 = 2^8 = excluding quadratic part of constraint
when calculating scaling factors
512 = 2^9 = scale before presolve
1024 = 2^10 = do not scale constraints (rows) up
2048 = 2^11 = do not scale variables down
4096 = 2^12 = do global objective function scaling
8192 = 2^13 = do right-hand side scaling
16384 = 2^14 = disable aggressive quadratic scaling
32768 = 2^15 = disable explicit slack scaling.
Default = 163.
sifting when using dual simplex, whether to enable sifting,
which can speed up the solve when there are many more
variables than constraints:
-1 = automatic choice (default)
0 = no
1 = yes
siftpasses how quickly we allow the worker problems to grow during the
sifting algorithm; large values might reduce the number of
iterations but increase the solve time for each. Default 4.
siftpresolveops presolve operations for solving the subproblems during
sifting:
-1 = use presolveops value (default)
> 0 = use this value
siftswitch determines which algoorithm to use during sifting
-1 ==> dual simplex
0 ==> barrier
n > 0 ==> barrier if the number of dual
infeasibilities > n else dual simplex
sleeponthreadwait whether threads should sleep while awaiting work:
0 = no (busy-wait)
1 = yes (sleep; may add overhead)
default = -1 (automatic choice)
sos whether to use explicit SOS information; default 1 ==> yes
sos2 whether to tell XPRESS about SOS2 constraints for
nonconvex piecewise-linear terms; default 1 ==> yes
sosreftol minimum relative gap between reference row entries;
default = 1e-6
symmetry amount of effort to detect symmetry in MIP problems:
0 = none: do not attempt symmetry detection
1 = modest effort (default)
2 = aggressive effort
threads default number of threads to use:
-1 = automatic choice (based on hardware)
n > 0 ==> use n threads
timing [no assignment] give timing statistics
trace whether to explain infeasibility:
0 = no (default)
1 = yes
treecompress level of effort at data compression when branch-and-bound
memory exceeds "treememlimit": higher ==> greater effort
(taking more time); default = 2
treecovercuts number of rounds of lifted-cover inequalities at MIP nodes
other than the top node (cf covercuts);
default = -1 (automatic choice)
treecuts cuts to generate at nodes during tree search: sum of
32 = 2^5 = clique cuts
64 = 2^6 = mixed-integer rounding (MIR) cuts
64 = 2^7 = lifted-cover cuts
2048 = 2^11 = flow-path cuts
4096 = 2^12 = implication cuts
8192 = 2^13 = lift-and-project cuts
16384 = 2^14 = disable cutting from row cuts
32768 = 2^15 = lifted GUB cover cuts
65536 = 2^16 = zero-half cuts
131072 = 2^17 = indicator cuts.
Default = 259839 (same effect as -2305).
treegomcuts number of rounds of Gomory cuts to generate at MIP nodes
other than the top node (cf covercuts);
default = -1 (automatic choice)
treememlimit an integer: soft limit in megabytes on memory to use for
branch-and-bound trees. Default = 0 ==> automatic choice.
treememtarget fraction of "treememlimit" to try to recover by compression
or writing to nodefile when "treememlimit" is exceeded.
Default = 0.2
treeoutlev how much to report about branch-and-bound trees
(if allowed by outlev): sum of
1 = regular summaries
2 = report tree compression and output to nodefile
default = 3
tunerdir directory for tuner results; specifying tunerdir causes
the XPRESS tuner to solve the problem several times
to find good settings for solving similar problems.
Results are stored in tunerdir and its subdirectories.
tunerhistory when tunerdir is specified, whether to reuse previous
tuner results and/or to augment them:
0 = discard previous tuner results
1 = ignore previous tuner results,
but add new results to them
2 = reuse previous tuner results and add
new results to them (default).
tunermaxtime maximum seconds to run the tuner when tunerdir is
specified. Default 0 ==> no limit. Use "maxtime" to limit
the time the tuner uses for each problem solved.
tunermethod method for tuning when tunerdir is specified:
-1 = automatic choice (default)
0 = default LP tuner
1 = default MIP tuner
2 = more elaborate MIP tuner
3 = root-focused MIP tuner
4 = tree-focused MIP tuner
5 = simple MIP tuner
6 = default SLP tuner
7 = default MISLP tuner
8 = MIP tuner using primal heuristics.
tunermethodfile name of a file that can be read to specify the
method for tuning (overriding tunermethod) when tunerdir
is specified.
tunerpermute when running the XPRESS tuner and tunerpermute = n > 0,
solve the original problem and n permutations thereof.
tunertarget what to measure to compare two problem solutions
when running the XPRESS tuner (what to measure):
-1 = automatic choice (default)
0 = solution time, then integrality gap
1 = solution time, then best bound
2 = solution time, then best integer solution
3 = the "primal dual integral", whatever that is
4 = just solution time (default for LPs)
5 = just objective value
6 = validation number (probably not relevant)
7 = integrality gap only
8 = best bound only
9 = best integer solution only.
tunerthreads number of tuner threads to run in parallel:
default -1 ==> automatic choice.
"threads" controls the number of threads for each solve.
The product of threads and tunerthreads should not exceed
the number of threads the system can run in parallel.
varselection how to score the integer variables at a MIP node, for
branching on a variable with minimum score:
-1 = automatic choice (default)
1 = minimum of the 'up' and 'down' pseudo-costs
2 = 'up' pseudo-cost + 'down' pseudo-cost
3 = maximum of the 'up' and 'down' pseudo-costs plus
twice their minimum
4 = maximum of the 'up' and 'down' pseudo-costs
5 = the 'down' pseudo-cost
6 = the 'up' pseudo-cost
version Report version details before solving the problem. This is
a single-word "phrase" that does not accept a value
assignment.
wantsol solution report without -AMPL: sum of
1 = write .sol file
2 = print primal variable values
4 = print dual variable values
8 = do not print solution message
writeprob Name of file to which the problem is written
in a format determined by the name's suffix:
.mps = MPS file;
.lp = LP file.