The Decomposition Algorithm
Decomposition Algorithm Options in the PROC OPTLP Statement or the SOLVE WITH LP Statement in PROC OPTMODEL
To solve a linear program, you can specify the decomposition algorithm in a SOLVE WITH LP statement in the OPTMODEL procedure or in a PROC OPTLP statement in the OPTLP procedure. To control the overall decomposition algorithm, you can specify one or more of the LP solver options shown in Table 18.1. (As the table indicates, you can specify some options only in the PROC OPTLP statement.)
The options in Table 18.1 control the overall process flow for solving a linear program; they are equivalent to the options that are used in PROC OPTLP and PROC OPTMODEL with standard methods. These options are called main solver options in this chapter. They are described in detail in the section Syntax: LP Solver in Chapter 12: The Linear Programming Solver, and the section Syntax: OPTLP Procedure in Chapter 6: The OPTLP Procedure. The DUALIZE= option has a different default when you use the decomposition algorithm, as shown in Table 18.1.
Table 18.1: LP Options in the PROC OPTLP Statement or SOLVE WITH LP Statement
Description | option | Different |
|---|---|---|
Default | ||
Data Table Options (OPTLP procedure only) | ||
Specifies the input data table | ||
Specifies the dual solution output data table | ||
Specifies whether the model is a maximization or minimization problem | ||
Specifies the primal solution output data table | ||
Presolve Options | ||
Controls the dualization of the problem | OFF | |
Specifies the type of presolve | ||
Control Options | ||
Specifies the feasibility tolerance | ||
Specifies how frequently to print the solution progress | ||
Specifies the level of detail of solution progress to print in the log | ||
Specifies the maximum number of iterations | ||
Specifies the time limit for the optimization process | ||
Specifies the optimality tolerance | ||
Enables or disables printing summary (OPTLP procedure only) | ||
Specifies whether time units are CPU time or real time | ||
Algorithm Options | ||
Enables or disables scaling of the problem |