LP parameters

LP_verbosity - integer (0).
[p]LP Parameters!LP_verbosity Verbosity level of the LP module.

set_obj_upper_lim - boolean (FALSE).
[p]LP Parameters!set_obj_upper_lim Whether to stop solving the LP relaxation when it's optimal value is provably higher than the global upper bound. There are some advantages to continuing the solution process anyway. For instance, this results in the highest possible lower bound. On the other hand, if the matrix is full, this node will be pruned anyway and the rest of the computation is pointless. This option should be set at FALSE for column generation since the LP dual values may not be reliable otherwise.

try_to_recover_from_error - boolean (TRUE).
[p]LP Parameters!try_to_recover_from_error Indicates what should be done in case the LP solver is unable to solve a particular LP relaxation because of numerical problems. It is possible to recover from this situation but further results may be suspect. On the other hand, the entire solution process can be abandoned.

problem_type - integer (ZERO_ONE_PROBLEM{0}).
[p]LP Parameters!problem_type The type of problem being solved. Other values are INTEGER_PROBLEM{1} or MIXED_INTEGER_PROBLEM{2}. (Caution: The mixed-integer option is not well tested.)

cut_pool_check_frequency - integer (10).
[p]LP Parameters!cut_pool_check_frequency The number of iterations between sending LP solutions to the cut pool to find violated cuts. It is not advisable to check the cut pool too frequently as the cut pool module can get bogged down and the LP solution generally do not change that drastically from one iteration to the next anyway.

not_fixed_storage_size - integer (2048).
[p]LP Parameters!not_fixed_storage_size The not fixed list is a partial list of indices of variables not in the matrix that have not been fixed by reduced cost. Keeping this list allows SYMPHONY to avoid repricing variables (an expensive operation) that are not in the matrix because they have already been permanently fixed. When this array reaches its maximum size, no more variable indices can be stored. It is therefore advisable to keep the maximum size of this array as large as possible, given memory limitations.

max_non_dual_feas_to_add_frac - integer, integer, double (20, 200, .05).
[p]LP Parameters!max_non_dual_feas_to_add_min [p]LP Parameters!max_non_dual_feas_to_add_frac These three parameters determine the maximum number of non-dual-feasible columns that can be added in any one iteration after pricing. This maximum is set to the indicated fraction of the current number of active columns unless this numbers exceeds the given maximum or is less than the given minimum, in which case, it is set to the max or min, respectively.

max_not_fixable_to_add_frac - integer, integer, double (100, 500, .1)
[p]LP Parameters!max_not_fixable_to_add_max [p]LP Parameters!max_not_fixable_to_add_frac As above, these three parameters determine the maximum number of new columns to be added to the problem because they cannot be priced out. These variables are only added when trying to restore infeasibility and usually, this does not require many variables anyway.

mat_col_compress_num, mat_col_compress_ratio - integer, double (50, .05).
[p]LP Parameters!mat_col_compress_num [p]LP Parameters!mat_col_compress_ratio Determines when the matrix should be physically compressed. This only happens when the number of columns is high enough to make it ``worthwhile.'' The matrix is physically compressed when the number of deleted columns exceeds either an absolute number and a specified fraction of the current number of active columns.

mat_row_compress_num, mat_row_compress_ratio - integer, double (20, .05).
[p]LP Parameters!mat_row_compress_num [p]LP Parameters!mat_row_compress_ratio Same as above except for rows.

tailoff_gap_backsteps, tailoff_gap_frac - integer, double (2, .99).
[p]LP Parameters!tailoff_gap_backsteps [p]LP Parameters!tailoff_gap_frac Determines when tailoff is detected in the LP module. Tailoff is reported if the average ratio of the current gap to the previous iteration's gap over the last tailoff_gap_backsteps iterations wasn't at least tailoff_gap_frac.

tailoff_obj_backsteps, tailoff_obj_frac - integer, double (2, .99).
[p]LP Parameters!tailoff_obj_backsteps [p]LP Parameters!tailoff_obj_frac Same as above, only the ratio is taken with respect to the change in objective function values instead of the change in the gap.

ineff_cnt_to_delete - integer (0).
[p]LP Parameters!ineff_cnt_to_delete Determines after how many iterations of being deemed ineffective a constraint is removed from the current relaxation.

eff_cnt_before_cutpool - integer (3).
[p]LP Parameters!eff_cnt_before_cutpool Determines after how many iterations of being deemed effective each cut will be sent to the global pool.

ineffective_constraints - integer (BASIC_SLACKS_ARE_INEFFECTIVE{2}).
[p]LP Parameters!ineffective_constraints Determines under what condition a constraint is deemed ineffective in the current relaxation. Other possible values are NO_CONSTRAINT_IS_INEFFECTIVE{0}, NONZERO_SLACKS_ARE_INEFFECTIVE{1}, and

base_constraints_always_effective - boolean (TRUE).
[p]LP Parameters!base_constraints_always_effective Determines whether the base constraints can ever be removed from the relaxation. In some case, removing the base constraints from the problem can be disastrous depending on the assumptions made by the cut generator.

branch_on_cuts - boolean (FALSE).
[p]LP Parameters!branch_on_cuts This informs the framework whether the user plans on branching on cuts or not. If so, there is additional bookkeeping to be done, such as maintaining a pool of slack cuts to be used for branching. Therefore, the user should not set this flag unless he actually plans on using this feature.

discard_slack_cuts - integer (DISCARD_SLACKS_BEFORE_NEW_ITERATION{0}).
[p]LP Parameters!discard_slack_cuts Determines when the pool of slack cuts is discarded. The other option is DISCARD_SLACKS_WHEN_STARTING_NEW_NODE{1}.

later_lp_all_cuts_time_out - double (0, 0, 5, 1).
[p]LP Parameters!first_lp_first_cut_time_out [p]LP Parameters!first_lp_all_cuts_time_out [p]LP Parameters!later_lp_first_cut_time_out [p]LP Parameters!later_lp_all_cuts_time_out The next group of parameters determines when the LP should give up waiting for cuts from the cut generator and start to solve the relaxation in its current form or possibly branch if necessary. There are two factors that contribute to determining this timeout. First is whether this is the first LP in the search node of whether it is a later LP. Second is whether any cuts have been added already in this iteration. The four timeout parameters correspond to the four possible combinations of these two variables.

no_cut_timeout -
[p]LP Parameters!no_cut_timeout This keyword does not have an associated value. If this keyword appears on a line by itself or with a value, this tells the framework not to time out while waiting for cuts. This is useful for debugging since it enables runs with a single LP module to be duplicated.

all_cut_timeout - double (no default).
[p]LP Parameters!all_cut_timeout This keyword tells the framework to set all of the above timeout parameters to the value indicated.

max_cut_num_per_iter - integer (20).
[p]LP Parameters!max_cut_num_per_iter The maximum number of cuts that can be added to the LP in an iteration. The remaining cuts stay in the local pool to be added in subsequent iterations, if they are strong enough.

do_reduced_cost_fixing - boolean (FALSE).
[p]LP Parameters!do_reduced_cost_fixing Whether or not to attempt to fix variables by reduced cost. This option is highly recommended

gap_as_ub_frac, gap_as_last_gap_frac - double (.1, .7).
[p]LP Parameters!gap_as_ub_frac [p]LP Parameters!gap_as_last_gap_frac Determines when reduced cost fixing should be attempted. It is only done when the gap is within the fraction gap_as_ub_frac of the upper bound or when the gap has decreased by the fraction gap_as_last_gap_frac since the last time variables were fixed.

do_logical_fixing - boolean (FALSE).
[p]LP Parameters!do_logical_fixing Determines whether the user's logical fixing routine should be used.

fixed_to_ub_frac_before_logical_fixing - integer, double (1, .01).
[p]LP Parameters!fixed_to_ub_before_logical_fixing [p]LP Parameters!fixed_to_ub_frac_before_logical_fixing Determines when logical fixing should be attempted. It will be called only when a certain absolute number and a certain number of variables have been fixed to their upper bounds by reduced cost. This is because it is typically only after fixing variables to their upper bound that other variables can be logically fixed.

max_presolve_iter - integer (10).
[p]LP Parameters!max_presolve_iter Number of simplex iterations to be performed in the pre-solve for strong branching.

strong_branching_red_ratio - integer (10, 5, 1).
[p]LP Parameters!strong_branching_cand_num_max [p]LP Parameters!strong_branching_cand_num_min [p]LP Parameters!strong_branching_red_ratio These three parameters together determine the number of strong branching candidates to be used by default. In the root node, strong_branching_cand_num_max candidates are used. On each succeeding level, this number is reduced by the number strong_branching_red_ratio multiplied by the square of the level. This continues until the number of candidates is reduced to strong_branching_cand_num_min and then that number of candidates is used in all lower levels of the tree.

strong_branching_high_low_weight - double (0.8).
[p]strong_branching_high_low_weight This parameter is used to calculate the score of each branching candidate. The candidate with the highest score is then selected for branching. Let $ z_i^+,
z_i^-$ be the estimated change in objective function value when we branch on the candidate $ i$. Then the score of candidate $ i$ is $ s_i =
\alpha\times\min\{z_i^+, z_i^-\} + (1-\alpha)\times\max\{z_i^+,z_i^-\}$, where $ \alpha$ is the value of strong_branching_high_low_weight. This value should always lie in the interval $ [0,1]$.

use_hot_starts - boolean (TRUE).
Determines if the LP solver is asked to make special arrangements for doing dual-simplex iterations when bounds on a variable are changed for strong branching. Some LP solvers provide such options so that strong branching can be performed much faster than the regular dual-simplex procedure.

should_use_rel_br - boolean (TRUE).
[p]should_use_rel_br Determines if reliability braching is used to determine branching candidates or not. This parameter is set to FALSE if OPENMP is used. When this branching rule is disabled, strong branching is used to select a candidate.

rel_br_override_default - boolean (TRUE).
[p]LP Parameters!rel_br_override_default If reliability branching is enabled and this paramter is set to TRUE then the policy of selecting branching candidates is automatically adjusted on the basis of bounds on solution value and the time elapsed. If this parameter is set to FALSE, the policy is based on the values of the following three parameters.

rel_br_threshold - integer (8).
[p]LP Parameters!rel_br_threshold It is assumed that the score obtained by branching on a given variable these many times is reliable for estimating the pseudocosts of this variable in the rest of the branch-and-bound algorithm. In other words, if reliability branching is enabled, strong branching is used on a variable at most rel_br_threshold many times.

rel_br_max_solves - integer (20).
[p]LP Parameters!rel_br_max_solves If reliability branching is enabled, this parameter determines the maximum number of strong branching LPs that are solved in each node. If some branching candidates have reliable estimates, the number of LPs can be less than the value of this parameter.

rel_br_cand_threshold - integer (10).
[p]LP Parameters!rel_br_cand_threshold If reliability branching is enabled, then strong branching is stopped if the last rel_br_cand_threshold LPs did not give a better improvement in the lower bound.

is_feasible_default - integer (TEST_INTEGRALITY{1}).
[p]LP Parameters!is_feasible_default Determines the default test to be used to determine feasibility. This parameter is provided so that the user can change the default behavior without recompiling. The only other option is TEST_ZERO_ONE{0}.

send_feasible_solution_default - integer (SEND_NONZEROS{0}).
[p]LP Parameters!send_feasible_solution_default Determines the form in which to send the feasible solution. This parameter is provided so that the user can change the default behavior without recompiling. This is currently the only option.

send_lp_solution_default - integer (SEND_NONZEROS{0}).
[p]LP Parameters!send_lp_solution_default Determines the default form in which to send the LP solution to the cut generator and cut pool. This parameter is provided so that the user can change the default behavior without recompiling. The other option is SEND_FRACTIONS{1}.

display_solution_default - integer (DISP_NOTHING{0}).
[p]LP Parameters!display_solution_default Determines how to display the current LP solution if desired. See the description of user_display_solution() for other possible values. This parameter is provided so that the user can change the default behavior without recompiling.

shall_we_branch_default - integer (USER__BRANCH_IF_MUST{2}).
[p]LP Parameters!shall_we_branch_default Determines the default branching behavior. Other values are USER__DO_NOT_BRANCH{0} (not recommended as a default), USER__DO_BRANCH{1} (also not recommended as a default), and USER__BRANCH_IF_TAILOFF{3}. This parameter is provided so that the user can change the default behavior without recompiling.

select_candidates_default - integer (USER__CLOSE_TO_HALF_AND_EXPENSIVE{10}).
[p]LP Parameters!select_candidates_default Determines the default rule for selecting strong branching candidates. Other values are USER__CLOSE_TO_HALF{10} and USER__CLOSE_TO_ONE_AND_CHEAP{12}. This parameter is provided so that the user can change the default behavior without recompiling.

compare_candidates_default - integer (HIGHEST_LOW_OBJ{2}).
[p]LP Parameters!compare_candidates_default Determines the default rule for comparing candidates. See the description of user_compare_candidates() for other values. This parameter is provided so that the user can change the default behavior without recompiling.

select_child_default - integer (PREFER_LOWER_OBJ_VALUE{0}).
[p]LP Parameters!select_child_default Determines the default rule for selecting the child to be processed next. For other possible values, see the description user_select_child(). This parameter is provided so that the user can change the default behavior without recompiling.

mc_find_supported_solutions - boolean (FALSE).
[p]LP Parameters!mc_find_supported_solutions By default, sym_mc_solve routine will find all the non-dominated solutions if the problem to be solved is a bicriteria problem. However, if the user plans to find only the supported solutions, then, this parameter has to be set before calling sym_mc_solve routine.

mc_rho - double (0.00001).
[p]LP Parameters!mc_rho The value used in augmented Chebyshev norm during the bicriteria solution procedure.

generate_cgl_cuts - boolean (TRUE).
[p]LP Parameters!generate_cgl_cuts Whether or not to generate cuts using COIN's cut generation library. Note that, to use CGL cuts, OSI interface has to be used and moreover the corresponding flags have to be set during installation. See the makefile for more details.

generate_cgl_gomory_cuts - boolean (TRUE).
[p]LP Parameters!generate_cgl_gomory_cuts Whether or not to generate Gomory cuts using COIN's cut generation library.

generate_cgl_knapsack_cuts - boolean (TRUE).
[p]LP Parameters!generate_cgl_knapsack_cuts Whether or not to generate knapsack cover cuts using COIN's cut generation library.

generate_cgl_oddhole_cuts - boolean (TRUE).
[p]LP Parameters!generate_cgl_oddhole_cuts Whether or not to generate generalized odd hole cuts using COIN's cut generation library.

generate_cgl_probing_cuts - boolean (TRUE).
[p]LP Parameters!generate_cgl_probing_cuts Whether or not to generate probing cuts using COIN's cut generation library.

generate_cgl_clique_cuts - boolean (TRUE).
[p]LP Parameters!generate_cgl_clique_cuts Whether or not to generate clique cuts using COIN's cut generation library.

generate_cgl_flow_and_cover_cuts - boolean (FALSE).
[p]LP Parameters!generate_cgl_flow_and_cover_cuts Whether or not to generate flow and cover cuts using COIN's cut generation library.

generate_cgl_rounding_cuts - boolean (FALSE).
[p]LP Parameters!generate_cgl_rounding_cuts Whether or not to generate simple rounding cuts using COIN's cut generation library.

generate_cgl_lift_and_project_cuts - boolean (FALSE).
[p]LP Parameters!generate_cgl_lift_and_project_cuts Whether or not to generate lift-and-project cuts using COIN's cut generation library.

fp_enabled - integer (SYM_FEAS_PUMP_DEFAULT{1}).
[p]LP!fp_enabled Determines the overall policy of using the feasibility pump heuristic to find feasible solutions. SYM_FEAS_PUMP_DEFAULT{1} indicates that the decision to use the heuristic is determined on the basis of current values of lower bound, upper bound, the time used etc., based on some preset rules. SYM_FEAS_PUMP_REPEATED{2} indicates that the heuristic will be used every few iterations until the problem is solved. The frequency can be adjusted through the fp_frequency parameter. SYM_FEAS_PUMP_TILL_SOL{3} indicates that the heuristic is used only until the first feasible solution is found. SYM_FEAS_PUMP_DISABLE{-1} indicates that the heuristic is not used.

fp_frequency - integer (10).
[p]LP!fp_frequency Determines the number of LPs that are solved before which the feasibility pump heuristic is called again. This parameter is used only if the parameter fp_enabled is set to SYM_FEAS_PUMP_REPEATED{2}. Otherwise, the frequency is determined automatically based on some preset rules.

fp_max_cycles - integer (100).
[p]LP!fp_max_cycles Determines the maximum number of LPs that can be solved in a call to the feasibility pump heuristic. A higher number might be helpful in finding a better feasible solution but may result in more time spent in the heuristic.

fp_time_limit - double (50).
[p]LP!fp_time_limit If a feasible solution has been found, this parameter determines the time in seconds that can be spent on the feasibility pump heuristic. If a solution has not been found yet, the parameter fp_max_initial_time is used.

fp_max_initial_time - double (100).
[p]LP!fp_max_initial_time If a feasible solution has not been found, this parameter determines the time in seconds that can be spent on the feasibility pump heuristic. If a solution has been found, the parameter fp_time_limit is used.

fp_min_gap - double (0.5).
[p]LP!fp_min_gap If the relative (%) gap between the lower and the upper bounds falls below the value of this parameter, feasibility pump is not called.

fp_flip_fraction - double (0.1).
[p]LP!fp_flip_fraction When the feasibility pump gets stuck in a cycle, this fraction of binary variables are flipped. The variables are selected randomly. Increasing the value of this parameter may result in the pump getting stuck fewer number of times, but the time to solve LPs after flipping may increase substantially.

fp_poor_sol_lim_fac - integer (10).
[p]LP!fp_poor_sol_lim_fac Sometimes the feasibility pump keeps generating solutions that have high objective function values. When the number of such solutions becomes more than fp_poor_sol_lim_fac times the number of ``good'' solutions, the pump is disabled.

Ted Ralphs