For more information about this solver please inspect the complete GLPK manual.
General Options | |
---|---|
backtracking | backtracking heuristic |
cliquecuts | clique cuts |
covercuts | cover cuts |
cuts | turning on or off all cut generators |
factorization | basis factorization method |
gomorycuts | gomorys mixed-integer cuts |
initbasis | method for initial basis |
iterlim | iteration limit |
mircuts | mixed-integer rounding cuts |
names | indicates whether row and column names should be given to glpk |
noiterlim | turn off iteration limit |
optcr | relative stopping tolerance on MIP gap |
presolve | LP presolver |
pricing | pricing method |
reslim | resource limit |
reslim_fixedrun | resource limit for solve with fixed discrete variables |
scaling | scaling method |
solvefinal | switch for the solve of the problem with fixed discrete variables |
startalg | LP solver for root node |
tol_dual | dual feasibility tolerance |
tol_integer | integer feasibility tolerance |
tol_primal | primal feasibility tolerance |
writemps | create MPS file for problem |
Determines which method to use for the backtracking heuristic.
(default = bestprojection)
depthfirst | . Let GLPK use a depth first search. |
breadthfirst | . Let GLPK use a breadth first search. |
bestprojection | . Let GLPK use a best projection heuristic. |
Whether to enable clique cuts.
(default = 1)
0 | . Turn off clique cuts |
1 | . Turn on clique cuts |
Whether to enable cover cuts.
(default = 1)
0 | . Turn off cover cuts |
1 | . Turn on cover cuts |
Determines which cuts generator to use: none, all, or user-defined
(default = 0)
-1 | . Turn off all cut generators |
0 | . Turn on or off each cut generators separately |
1 | . Turn on all cut generators |
Sets the method for the LP basis factorization.
If you observe that GLPK reports numerical instabilities than you could try to use a more stable factorization method.
(default = forresttomlin)
forresttomlin | . Does a LU factorization followed by Forrest-Tomlin updates. This method is fast, but less stable than others. |
bartelsgolub | . Does a LU factorization followed by a Schur complement and Bartels-Golub updates. This method is slower than Forrest-Tomlin, but more stable. |
givens | . Does a LU factorization followed by a Schur complement and Givens rotation updates. This method is slower than Forrest-Tomlin, but more stable. |
Whether to enable Gomorys mixed-integer linear cuts.
(default = 1)
0 | . Turn off gomory cuts |
1 | . Turn on gomory cuts |
Sets the method that computes the initial basis.
Setting this option has only effect if the presolver is turned off, which is on by default.
(default = advanced)
standard | . Uses the standard initial basis of all slacks. |
advanced | . Computes an advanced initial basis. |
bixby | . Uses Bixby's initial basis. |
Maximum number of simplex iterations.
You can remove the limit on the simplex iterations by setting the noiterlim option.
(default = GAMS iterlim)
Whether to enable mixed-integer rounding cuts.
(default = 0)
0 | . Turn off mir cuts |
1 | . Turn on mir cuts |
This option causes GAMS names for the variables and equations to be loaded into Glpk.
These names will then be used for error messages, log entries, and so forth.
Turing names off may help if memory is very tight.
(default = 0)
0 | . Do not load variable and equation names. |
1 | . Load variable and equation names. |
Allows to switch off the simplex iteration limit.
(default = 0)
0 | . Keeps simplex iteration limit. |
1 | . Turns off simplex iteration limit. |
Relative optimality criterion for a MIP.
The search is stoped when the relative gap between the incumbent and the bound given by the LP relaxation is smaller than this value.
(default = GAMS optcr)
Determines whether the LP presolver should be used.
(default = 1)
0 | . Turns off the LP presolver. |
1 | . Turns on the LP presolver. |
Sets the pricing method for both primal and dual simplex.
(default = steepestedge)
textbook | . Use a textbook pricing rule. |
steepestedge | . Use a steepest edge pricing rule. |
Maximum time in seconds.
(default = GAMS reslim)
Maximum time in seconds for solving the MIP with fixed discrete variablesal solve o Without the nal solve no proper marginal values are
available and only zeros are returned to GAMS..
(default = 1000)
This option determines the method how the constraint matrix is scaled.
Note that scaling is only applied when the presolver is turned off (which by default is on).
(default = meanequilibrium)
off | . Turn off scaling. |
equilibrium | . Let GLPK use an equilibrium scaling method. |
mean | . Let GLPK use a geometric mean scaling method. |
meanequilibrium | . Let GLPK use first a geometric mean scaling, then an equilibrium scaling. |
Sometimes the solution process after the branch-and-cut that solves the problem with fixed discrete variables takes a long time and the user is interested in the primal values of the solution only.
In these cases, this option can be used to turn this final solve off.
Without the final solve no proper marginal values are available and only zeros are returned to GAMS.
(default = 1)
0 | . Do not solve the fixed problem |
1 | . Solve the fixed problem and return duals |
This option determines whether a primal or dual simplex algorithm should be used to solve an LP or the root node of a MIP.
(default = primal)
primal | . Let GLPK use a primal simplex algorithm. |
dual | . Let GLPK use a dual simplex algorithm. |
Absolute tolerance used to check if the current basis solution is dual feasible.
(Glpk manual: Do not change this parameter without detailed understanding its purpose.)
(default = 1e-7)
Absolute tolerance used to check if the current basis solution is integer feasible.
(Glpk manual: Do not change this parameter without detailed understanding its purpose.)
(default = 1e-5)
Relative tolerance used to check if the current basis solution is primal feasible.
(Glpk manual: Do not change this parameter without detailed understanding its purpose.)
(default = 1e-7)
Write an MPS problem file. The parameter value is the name of the MPS file.