FortMP Parameter Options

List of Options

Option Name MPL Name Solver Param ParamNr Type Default Min Max
Use Interior-point method IPMalgorithm IPMalgorithm 1 flag 0 0 1
Use MIP preprocessing MIPpreprocess MIPpreprocess 2 flag 0 0 1
Use MIP priority MIPpriorityUP MIPpriorityUP 3 flag 0 0 1
Use presolve Presolve Presolve 4 flag 0 0 1
Scaling Scale Scale 5 flag 0 0 1
MIP LP relaxation MIP MIP 6 flag 0 0 1
MIP log MIPLogFrequency MIPLogFrequency 9 int 1 1 MAXINT
Reduced cost tolerance DJTol DJTol 11 real 1e-5 1.0e-25 1.0
RHS tolerance RHSTol RHSTol 12 real 1e-5 1.0e-25 1.0
Zero tolerance ZEROTol ZEROTol 13 freal 1e-5 1.0e-25 1
Integral feasibility tolerance MipIntegerTol IntegerTol 14 real 1e-3 1.0e-25 1
MIP time limit MipSolTimeLimit MaxMIPTime 15 real 50000 0.0 MAXREAL
MIP Relative gap MipRelativeGap MIPCutoffRel 16 real 0 0 1
Apply cut generation LTolerance LTolerance 21 flag 1 0 1
Simplex iteration limit MaxSSXIter MaxSSXIter 22 int 50000 1 MAXINT
IPM iteration limit MaxIPMIter MaxIPMIter 23 int 80 1 MAXINT
Node limit MipNodeLimit MaxMIPNode 24 int 50000 1 MAXINT
Integer solution limit MaxMIPIntSol MaxMIPIntSol 25 int 300 1 MAXINT


Description of Options

Use Interior-point method

Boolean option that determines whether to use the interior-point algorithm to use when solving LP problems. The default setting is not enabled.

Use MIP preprocessing

Boolean option that determines whether to use the MIP preprocessor. The default setting is off, though for large or difficult MIPs this should be enabled.

Use MIP priority

Boolean option that determines whether to FortMP will use priority ordering when solving a MIP problem. The default setting is non enabled.

Use presolve

This is a flag that states whether to use FortMP's presolver when solving LPs. The default is off.

Scaling

Boolean option that determines whether to scale the optimization problem. The default setting is not enabled.

MIP LP relaxation

This is a flag that states whether to solve a MIP problem as an LP (LP relaxation). The default is set to off.

MIP log

Sets the frequency of information relayed to the log output during the MIP optimization procedure, default setting is one. Higher the value the more information is printed out.

Reduced cost tolerance

Sets the tolerance for the reduced cost. In the pivot selection the rate of improvement is reflected by the sign and magnitude of the reduced cost of a variable, this tolerance means that the reduced cost value is considered negative if it is less than reduced cost tolerance, the default setting is 1e-5.

RHS tolerance

Sets the RHS tolerance, default setting is 0.00001.

Zero tolerance

Sets the tolerance in which a value will be considered zero if equal or less than the zero tolerance. The default is 0.00001.

Integral feasibility tolerance

An integer variable is considered integer feasible if the absolute difference from the nearest integer is smaller than this. The default value is 0.001.

MIP time limit

This is the time limit in seconds for the branch-and-bound procedure. The default value is 50000.

MIP Relative gap

Sets the relative cut-off tolerance, this becomes relevant once an integer solution has been found. From there on a maximum gap is determined by the Best Integer Solution found so far (the BIS), and this gap is simply the relative difference between the BIS and the best bound.

Apply cut generation

Boolean option that determines whether to enable FortMP's cut-generation procedures and the application of strong cuts before and during branch and bound. The default setting is off.

Simplex iteration limit

Sets the maximum number of iterations allowed in the simplex method. Default is 50000.

IPM iteration limit

Sets the maximum number of iterations allowed during the interior-point method. Default is 80.

Node limit

Sets the maximum number of nodes to be explored during the branch and bound process. Default is 50000.

Integer solution limit

The MIP solutions limit value limits the mixed integer optimization to finding only this number of integer solutions before stopping. The default is 300.


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