The Mixed Integer Linear Programming Solver

MILP Solver Options

This section describes the options that are recognized by the MILP solver in PROC OPTMODEL. These options can be specified after a forward slash (/) in the SOLVE statement, provided that the MILP solver is explicitly specified using a WITH clause. For example, the following line could appear in PROC OPTMODEL statements:

solve with milp / allcuts=aggressive maxnodes=10000 primalin;

Presolve Options

FOLD=AUTOMATIC | OFF | ON

controls the folding of the problem. You can specify the following values:

AUTOMATIC: specifies that the presolver use a heuristic to decide whether to fold the problem or not.
OFF: disables folding. The optimization problem is not further reduced by folding.
ON: specifies that the presolver try to fold the continuous part of the optimization problem.

Folding is helpful for problems that have a symmetric structure in the continuous part of the variables.

By default, FOLD=AUTOMATIC.

PRESOLVER=AUTOMATIC | NONE | BASIC | MODERATE | AGGRESSIVE

specifies the level of presolve processing. You can specify the following values:

AUTOMATIC: applies the default level of presolve processing. Suitable limits are in place such that the presolver reduces the problem almost as much as when PRESOLVER=AGGRESSIVE, but in a reasonable time.
NONE: disables the presolver. Only the necessary problem transformation steps are performed.
BASIC: performs minimal presolve processing. Only some very fast operations are performed.
MODERATE: applies a higher level of presolve processing. Suitable limits are in place such that the presolver reduces the problem almost as much as when PRESOLVER=AGGRESSIVE, but in a reasonable time.
AGGRESSIVE: applies the highest level of presolve processing. All the presolver techniques are called with no limits. This reduces the problem the most, but can take a very long time.

By default, PRESOLVER=AUTOMATIC.

Warm Start Option

PRIMALIN

enables you to input starting solutions in PROC OPTMODEL before invoking the MILP solver. When you specify this option in the SOLVE statement, the MILP solver uses the current solution and any other stored solutions as starting solutions (warm start). In particular, if the previous solver call returns multiple solutions, all these solutions are used by default. If the MILP solver finds that an input solution is feasible, then the input solution provides an incumbent solution and a bound for the branch-and-bound algorithm. If the solution is not feasible, the MILP solver tries to repair it. It is possible to set a variable value to the missing value '.' to mark a variable for repair. When it is difficult to find a good integer feasible solution for a problem, a warm start can reduce solution time significantly.

Note: If the MILP solver produces a feasible solution, you can use the variable values from that run as the warm start solution for a subsequent run. If the warm start solution is not feasible for the subsequent run, the solver automatically tries to repair it.

Control Options

ABSOBJGAP=number ABSOLUTEOBJECTIVEGAP=number

specifies a stopping criterion. When the absolute difference between the best integer objective and the best bound on the objective function value becomes smaller than the value of number, the procedure stops. The value of number can be any nonnegative number; the default value is 1E–6.

CUTOFF=number

cuts off any nodes in a minimization (maximization) problem that have an objective value at or above (below) number. The value of number can be any number; the default value is the largest (smallest) number that can be represented by a double.

EMPHASIS=BALANCE | OPTIMAL | FEASIBLE

specifies the type of search emphasis. You can specify the following values:

BALANCE: performs a balanced search.
OPTIMAL: emphasizes optimality over feasibility.
FEASIBLE: emphasizes feasibility over optimality.

By default, EMPHASIS=BALANCE.

FEASTOL=number

specifies the tolerance that the MILP solver uses to check the feasibility of a solution. This tolerance applies both to the maximum violation of bounds on variables and to the difference between the right-hand sides and left-hand sides of constraints. The value of number can be any value between 1E–4 and 1E–9, inclusive. However, the value of number cannot be larger than the integer feasibility tolerance. If the value of number is larger than the value of the INTTOL= option, then the solver sets FEASTOL= to the value of INTTOL=. The default value is 1E–6.

If the MILP solver fails to find a feasible solution within this tolerance but does find a solution that has some violation, then the solver stops with a solution status of OPTIMAL_COND (see the section Macro Variable _OROPTMODEL_).

IIS=FALSE | TRUE

specifies whether the MILP solver is to attempt to identify a set of constraints, variables, and integer restrictions that form an irreducible infeasible set (IIS). You can specify the following values:

FALSE: disables IIS detection.
TRUE: enables IIS detection, and turns off certain options such as the SOLTYPE= option. If an IIS is found, information about infeasible constraints, integer restrictions, or variable bounds is written to the .status values of the constraints and variables. For more information about the .status suffix, see the section Suffixes.

For more information about IIS, see the section Irreducible Infeasible Set. By default, IIS=FALSE.

INTTOL=number INTEGERTOLERANCE=number

specifies the amount by which an integer variable value can differ from an integer and still be considered integer feasible. The value of number can be any number between 1E–9 and 0.5, inclusive. The MILP solver attempts to find an optimal solution whose integer infeasibility is less than number. The default value is 1E–5.

If the best solution that the solver finds has an integer infeasibility larger than the value of number, then the solver stops with a solution status of OPTIMAL_COND (see the section Macro Variable _OROPTMODEL_).

LOGFREQ=k PRINTFREQ=k

prints information in the node log every k seconds, where k is any nonnegative integer up to the largest four-byte signed integer, which is . If k=0, then the node log is disabled. If k is positive, then the root node processing information is printed and, if possible, an entry is made every k seconds. An entry is also made each time a better integer solution is found.

By default, LOGFREQ=5.

LOGLEVEL=NONE | BASIC | MODERATE | AGGRESSIVE

controls the amount of information that the MILP solver displays in the SAS log, from a solver summary to details at each iteration. You can specify the following values:

NONE: turns off all solver-related messages in the SAS log.
BASIC: displays a solver summary after stopping.
MODERATE: prints a solver summary and a node log by using the value that you specify in the LOGFREQ= option.
AGGRESSIVE: prints a detailed solver summary and a node log by using the value that you specify in the LOGFREQ= option.

By default, LOGLEVEL=MODERATE.

MAXNODES=number

specifies the maximum number of branch-and-bound nodes to be processed, where number can be any nonnegative integer up to the largest four-byte signed integer, which is . If you run the MILP solver in concurrent mode, CONCURRENT=TRUE, then the solver stops as soon as number is reached on any machine. If you run the MILP solver in distributed mode, DISTRIBUTED=TRUE, then the solver periodically checks and stops as soon as the total number of nodes that are processed by all grid nodes exceeds number. The default value is .

MAXPOOLGAP=number

specifies the gap criterion for the solutions to be returned when you specify a non-default SOLTYPE= option. Each of the returned solutions will have an objective value whose gap from the best integer objective value is less than or equal to number. The value of number can be any nonnegative number greater than or equal to the value of the RELOBJGAP= option. The default value is the value of the RELOBJGAP= option.

MAXPOOLSOLS=number

specifies the number of solutions to return from the MILP solution pool, where number can be any positive integer up to the largest four-byte signed integer, which is . Only feasible and unique solutions are returned, and they are returned in order of objective value, with the best solution first. The number of solutions that are found is reported in both the solution summary and the _OROPTMODEL_ macro variable. By default, MAXPOOLSOLS=10 if SOLTYPE=BEST or SOLTYPE=WITHINGAP; otherwise, MAXPOOLSOLS=1 by default.

MAXSOLS=number

specifies a stopping criterion, where number can be any positive integer up to the largest four-byte signed integer, which is . If number of solutions have been found, then the solver stops. The default value of number is .

MAXTIME=t

specifies an upper limit of t units of time for performing the optimization process, including problem generation time and the solution time. The value of the TIMETYPE= option determines the type of units used. If you do not specify MAXTIME= option, the solver does not stop because of the amount of time elapsed. If concurrent or distributed mode of the solver is enabled, CONCURRENT=TRUE or DISTRIBUTED=TRUE, then the solver stops as soon as t is reached on any machine. The value of t can be any positive number; the default value is the largest number that can be represented by a double.

OPTTOL=number

specifies the tolerance that is used to determine the optimality of nodes in the branch-and-bound tree. The value of number can be any value between (and including) 1E–4 and 1E–9. The default value is 1E–6.

PROBE=AUTOMATIC | NONE | MODERATE | AGGRESSIVE

specifies the probing strategy. You can specify the following values:

AUTOMATIC: uses the probing strategy that is determined by the MILP solver.
NONE: disables probing.
MODERATE: uses probing moderately.
AGGRESSIVE: uses probing aggressively.

By default, PROBE=AUTOMATIC. For more information, see the section Presolve and Probing.

RELOBJGAP=number

specifies a stopping criterion based on the best integer objective (BestInteger) and the best bound on the objective function value (BestBound). The relative objective gap is equal to

StartAbsoluteValue BestInteger minus BestBound EndAbsoluteValue slash left-parenthesis 1 upper E negative 10 plus StartAbsoluteValue BestBound EndAbsoluteValue right-parenthesis

When this value becomes smaller than the specified gap size number, the solver stops. The value of number can be any nonnegative number; the default value is 1E–4.

SCALE=AUTOMATIC | NONE

indicates whether to scale the problem matrix. You can specify the following values:

AUTOMATIC: scales the matrix as determined by the MILP solver.
NONE: disables scaling.

By default, SCALE=AUTOMATIC.

SEED=number

specifies the initial seed of the random number generator. This option affects the perturbation in the simplex solvers; thus it might result in a different optimal solution and a different solver path. This option usually has a significant, but unpredictable, effect on the solution time. The value of number can be any positive integer up to the largest four-byte signed integer, which is . The default value of the seed is 100.

SOLTYPE=POOL | BEST | WITHINGAP

specifies the type of multiple solution algorithm that the MILP solver runs. You can specify this option when you need to obtain multiple optimal solutions or multiple feasible solutions within the value that is specified for the MAXPOOLGAP= option. You can specify the following values:

POOL: runs the default branch-and-bound algorithm.
BEST: runs the modified branch-and-bound algorithm in order to return the best (by objective value) number of solutions (as specified in the MAXPOOLSOLS= option) that have a gap value less than or equal to the value of the MAXPOOLGAP= option. If the problem has fewer solutions than the number that is specified in the MAXPOOLSOLS= option, then the solver returns all the solutions that are found within the value that is specified in the MAXPOOLGAP= option. Note that there can exist no solution better than those returned by the solver.
WITHINGAP: runs the modified branch-and-bound algorithm in order to return the number of solutions (as specified in the MAXPOOLSOLS= option) that have a gap value less than or equal to the value of the MAXPOOLGAP= option. If the problem has fewer solutions than the number that is specified in the MAXPOOLSOLS= option, then the solver returns all the solutions that are found within the value that is specified in the MAXPOOLGAP= option. Note that there can exist feasible solutions that are better than the solutions returned by the solver.

By default, SOLTYPE=POOL.

Note: If you specify SOLTYPE=BEST or SOLTYPE=WITHINGAP, the solver turns off certain techniques (such as symmetry detection) that can reduce the search space (by pruning off feasible or alternate optimal solutions). Hence, the solver can take considerably longer to solve the problem compared to when SOLTYPE=POOL.

TARGET=number

specifies a stopping criterion for a minimization or maximization problem. If the best integer objective is better than or equal to number, the solver stops. The value of number can be any number; the default value is the largest (in magnitude) negative number (for a minimization problem) or the largest (in magnitude) positive number (for a maximization problem) that can be represented by a double.

TIMETYPE=CPU | REAL

specifies the units of time used by the MAXTIME= option and reported by the PRESOLVE_TIME and SOLUTION_TIME terms in the _OROPTMODEL_ macro variable. You can specify the following values:

CPU: specifies that units are in CPU time.
REAL: specifies that units are in real time.

The "Optimization Statistics" table, an output of PROC OPTMODEL if you specify PRINTLEVEL=2 in the PROC OPTMODEL statement, also includes the same time units for Presolver Time and Solver Time. The other times (such as Problem Generation Time) in the "Optimization Statistics" table are also in the same units.

By default, TIMETYPE=REAL.

Heuristics Option

HEURISTICS=AUTOMATIC | NONE | BASIC | MODERATE | AGGRESSIVE

controls the level of primal heuristics applied by the MILP solver. This level determines how frequently primal heuristics are applied during the branch-and-bound tree search. It also affects the maximum number of iterations allowed in iterative heuristics. Some computationally expensive heuristics might be disabled by the solver at less aggressive levels. You can specify the following values:

AUTOMATIC: applies the default level of heuristics, similar to MODERATE.
NONE: disables all primal heuristics. This value does not disable the heuristics that repair an infeasible input solution that is specified by using the PRIMALIN option.
BASIC: applies basic primal heuristics at low frequency.
MODERATE: applies most primal heuristics at moderate frequency.
AGGRESSIVE: applies all primal heuristics at high frequency.

By default, HEURISTICS=AUTOMATIC. For more information about primal heuristics, see the section Primal Heuristics.

Search Options

CONFLICTSEARCH=AUTOMATIC | NONE | MODERATE | AGGRESSIVE

specifies the level of conflict search performed by the MILP solver. Conflict search is used to find clauses resulting from infeasible subproblems that arise in the search tree. You can specify the following values:

AUTOMATIC: performs conflict search based on a strategy that is determined by the MILP solver.
NONE: disables conflict search.
MODERATE: performs a moderate conflict search.
AGGRESSIVE: performs an aggressive conflict search.

By default, CONFLICTSEARCH=AUTOMATIC.

NODESEL=AUTOMATIC | BESTBOUND | BESTESTIMATE | DEPTH

specifies the node selection strategy. You can specify the following values:

AUTOMATIC: uses automatic node selection.
BESTBOUND: chooses the node with the best relaxed objective (best-bound-first strategy).
BESTESTIMATE: chooses the node with the best estimate of the integer objective value (best-estimate-first strategy).
DEPTH: chooses the most recently created node (depth-first strategy).

By default, NODESEL=AUTOMATIC. For more information about node selection, see the section Node Selection.

PRIORITY=TRUE | FALSE

indicates whether to use specified branching priorities for integer variables. You can specify the following values:

TRUE: uses priorities when they exist.
FALSE: ignores variable priorities.

By default, PRIORITY=TRUE. For more information, see the section Branching Priorities.

RESTARTS=AUTOMATIC | NONE | BASIC | MODERATE | AGGRESSIVE

specifies the strategy for restarting the processing of the root node. You can specify the following values:

AUTOMATIC: uses a restarting strategy determined by the MILP solver.
NONE: disables restarting.
BASIC: uses a basic restarting strategy.
MODERATE: uses a moderate restarting strategy.
AGGRESSIVE: uses an aggressive restarting strategy.

By default, RESTARTS=AUTOMATIC.

STRONGITER=number | AUTOMATIC

specifies the number of simplex iterations performed for each variable in the candidate list when using the strong branching variable selection strategy. The value of number can be any positive integer up to the largest four-byte signed integer, which is . If you specify the keyword AUTOMATIC, the MILP solver uses the default value; this value is calculated automatically.

STRONGLEN=number | AUTOMATIC

specifies the number of candidates used when performing the strong branching variable selection strategy. The value of number can be any positive integer up to the largest four-byte signed integer, which is . If you specify the keyword AUTOMATIC, the MILP solver uses the default value; this value is calculated automatically.

SYMMETRY=AUTOMATIC | NONE | BASIC | MODERATE | AGGRESSIVE

specifies the level of symmetry detection. Symmetry detection identifies groups of equivalent decision variables and uses this information to solve the problem more efficiently. You can specify the following values:

AUTOMATIC: performs symmetry detection based on a strategy that is determined by the MILP solver.
NONE: disables symmetry detection.
BASIC: performs a basic symmetry detection.
MODERATE: performs a moderate symmetry detection.
AGGRESSIVE: performs an aggressive symmetry detection.

By default, SYMMETRY=AUTOMATIC. For more information about symmetry detection, see (Ostrowski 2008).

VARSEL=AUTOMATIC | MAXINFEAS | MININFEAS | PSEUDO | STRONG

specifies the rule for selecting the branching variable. You can specify the following values:

AUTOMATIC: uses automatic branching variable selection.
MAXINFEAS: chooses the variable with maximum infeasibility.
MININFEAS: chooses the variable with minimum infeasibility.
PSEUDO: chooses a branching variable based on pseudocost.
STRONG: uses a strong branching variable selection strategy.

By default, VARSEL=AUTOMATIC. For details about variable selection, see the section Variable Selection.

Cut Options

Table 2 describes the string values for the cut options in the OPTMODEL procedure.

Table 2: Values for Individual Cut Options

string	Description
AUTOMATIC	Generates cutting planes on the basis of a strategy that the MILP solver determines.
NONE	Disables generation of cutting planes
MODERATE	Uses a moderate cut strategy
AGGRESSIVE	Uses an aggressive cut strategy

You can specify the CUTSTRATEGY= option to set the overall aggressiveness of the cut generation in the MILP solver. Alternatively, you can use the ALLCUTS= option to set all cut types to the same level. You can override the ALLCUTS= value by using the options that correspond to particular cut types. For example, if you want the MILP solver to generate only Gomory cuts, specify ALLCUTS=NONE and CUTGOMORY=AUTOMATIC. If you want to generate all cuts aggressively but generate no lift-and-project cuts, set ALLCUTS=AGGRESSIVE and CUTLAP=NONE.

ALLCUTS=AUTOMATIC | NONE | MODERATE | AGGRESSIVE: provides a shorthand way of setting all the cuts-related options in one setting. In other words, ALLCUTS=string is equivalent to setting each of the individual cuts parameters to the same value string. Thus, ALLCUTS=AUTOMATIC has the effect of setting CUTCLIQUE=AUTOMATIC, CUTFLOWCOVER=AUTOMATIC, …, and CUTZEROHALF=AUTOMATIC. Table 2 lists the values that can be assigned to string. In addition, you can override levels for individual cuts with the CUTCLIQUE=, CUTFLOWCOVER=, CUTFLOWPATH=, CUTGOMORY=, CUTGUB=, CUTIMPLIED=, CUTKNAPSACK=, CUTLAP=, CUTMILIFTED=, CUTMIR=, CUTMULTICOMMODITY=, CUTPATHMIXING=, and CUTZEROHALF= options. If the ALLCUTS= option is not specified, all the cuts-related options are either set to their individually specified values (if the corresponding option is specified) or to their default values (if that option is not specified).
CUTCLIQUE=AUTOMATIC | NONE | MODERATE | AGGRESSIVE: specifies the level of clique cuts generated by the MILP solver. Table 2 describes the possible values. This option overrides the ALLCUTS= option. By default, CUTCLIQE=AUTOMATIC.
CUTFLOWCOVER=AUTOMATIC | NONE | MODERATE | AGGRESSIVE: specifies the level of flow cover cuts generated by the MILP solver. Table 2 describes the possible values. This option overrides the ALLCUTS= option. By default, CUTFLOWCOVER=AUTOMATIC.
CUTFLOWPATH=AUTOMATIC | NONE | MODERATE | AGGRESSIVE: specifies the level of flow path cuts generated by the MILP solver. Table 2 describes the possible values. This option overrides the ALLCUTS= option. By default, CUTFLOWPATH=AUTOMATIC.
CUTGOMORY=AUTOMATIC | NONE | MODERATE | AGGRESSIVE: specifies the level of Gomory cuts generated by the MILP solver. Table 2 describes the possible values. This option overrides the ALLCUTS= option. By default, CUTGOMORY=AUTOMATIC.
CUTGUB=AUTOMATIC | NONE | MODERATE | AGGRESSIVE: specifies the level of generalized upper bound (GUB) cover cuts generated by the MILP solver. Table 2 describes the possible values. This option overrides the ALLCUTS= option. By default, CUTGUB=AUTOMATIC.
CUTIMPLIED=AUTOMATIC | NONE | MODERATE | AGGRESSIVE: specifies the level of implied bound cuts generated by the MILP solver. Table 2 describes the possible values. This option overrides the ALLCUTS= option. By default, CUTIMPLIED=AUTOMATIC.
CUTKNAPSACK=AUTOMATIC | NONE | MODERATE | AGGRESSIVE: specifies the level of knapsack cover cuts generated by the MILP solver. Table 2 describes the possible values. This option overrides the ALLCUTS= option. By default, CUTKNAPSACK=AUTOMATIC.
CUTLAP=AUTOMATIC | NONE | MODERATE | AGGRESSIVE: specifies the level of lift-and-project (LAP) cuts generated by the MILP solver. Table 2 describes the possible values. This option overrides the ALLCUTS= option. By default, CUTLAP=NONE.
CUTMILIFTED=AUTOMATIC | NONE | MODERATE | AGGRESSIVE: specifies the level of mixed lifted 0-1 cuts generated by the MILP solver. Table 2 describes the possible values. This option overrides the ALLCUTS= option. By default, CUTMILIFTED=AUTOMATIC.
CUTMIR=AUTOMATIC | NONE | MODERATE | AGGRESSIVE: specifies the level of mixed integer rounding (MIR) cuts generated by the MILP solver. Table 2 describes the possible values. This option overrides the ALLCUTS= option. By default, CUTMIR=AUTOMATIC.
CUTMULTICOMMODITY=AUTOMATIC | NONE | MODERATE | AGGRESSIVE: specifies the level of multicommodity network flow cuts generated by the MILP solver. Table 2 describes the possible values. This option overrides the ALLCUTS= option. By default, CUTMULTICOMMODITY=AUTOMATIC.
CUTPATHMIXING=AUTOMATIC | NONE | MODERATE | AGGRESSIVE: specifies the level of path mixing cuts generated by the MILP solver. Table 2 describes the possible values. This option overrides the ALLCUTS= option. By default, CUTPATHMIXING=AUTOMATIC.
CUTSFACTOR=number: specifies a row multiplier factor for cuts. The number of cuts that are added is limited to number times the original number of rows. The value of number can be any nonnegative number less than or equal to 100; the default value is automatically calculated by the MILP solver.
CUTSTRATEGY=AUTOMATIC | NONE | MODERATE | AGGRESSIVE CUTS=AUTOMATIC | NONE | MODERATE | AGGRESSIVE: specifies the overall aggressiveness of the cut generation in the solver. By default, CUTSTRATEGY=AUTOMATIC. Setting a nondefault value adjusts a number of cut parameters such that the cut generation is none, moderate, or aggressive compared to the default value.
CUTZEROHALF=AUTOMATIC | NONE | MODERATE | AGGRESSIVE: specifies the level of zero-half cuts generated by the MILP solver. Table 2 describes the possible values. This option overrides the ALLCUTS= option. By default, CUTZEROHALF=AUTOMATIC.

Decomposition Algorithm Options

The following options are available for the decomposition algorithm in the MILP solver. For information about the decomposition algorithm, see Chapter 18, The Decomposition Algorithm.

DECOMP=(options): enables the decomposition algorithm and specifies overall control options for the algorithm. For more information about this option, see Chapter 18, The Decomposition Algorithm.
DECOMPMASTER=(options): specifies options for the master problem. For more information about this option, see Chapter 18, The Decomposition Algorithm.
DECOMPMASTERIP=(options): specifies options for the (restricted) master problem solved as a MILP with the current set of columns in an effort to obtain an integer feasible solution. For more information about this option, see Chapter 18, The Decomposition Algorithm.
DECOMPSUBPROB=(options): specifies option for the subproblem. For more information about this option, see Chapter 18, The Decomposition Algorithm.

Parallel Options

CONCURRENT=TRUE | FALSE

specifies whether to run the MILP solver in concurrent mode. You can specify the following values:

TRUE: runs the MILP solver in concurrent mode. The solver automatically runs the same problem on each grid node with different MILP solver options.
FALSE: turns off concurrent mode for the MILP solver.

By default, CONCURRENT=FALSE.

DETERMINISTIC=TRUE | FALSE

specifies whether to enable the MILP solver to run deterministically when distributed or concurrent mode is enabled. The DETERMINISTIC= option is valid only when DISTRIBUTED=TRUE or CONCURRENT=TRUE. You can specify the following values:

TRUE: runs the MILP solver in deterministic distributed or concurrent mode. The solver always returns the same solution for subsequent runs on the same grid.
FALSE: runs the MILP solver in nondeterministic distributed or concurrent mode.

By default, DETERMINISTIC=FALSE when you specify CONCURRENT=TRUE, and DETERMINISTIC=TRUE when you specify DISTRIBUTED=TRUE.

DISTRIBUTED=TRUE | FALSE

specifies whether to run the MILP solver in distributed mode. For more information about this option as it relates to the standard MILP algorithm, see the section Parallel Processing. For more information about this option as it relates to the decomposition algorithm, see Chapter 18, The Decomposition Algorithm. You can specify the following values:

TRUE: runs the MILP solver in distributed mode.
FALSE: turns off distributed mode of the MILP solver.

By default, DISTRIBUTED=FALSE.

NTHREADS=number

specifies the maximum number of threads for the MILP solver to use for multithreaded processing. The branch-and-cut algorithm can take advantage of multicore machines and can potentially run faster when number is greater than 1. The value of number can be any integer between 1 and 256, inclusive. The default is the value of the NTHREADS= option in PROC OPTMODEL.

Root Node Solver Options

The following options are available for choosing the root node linear programming solver in the MILP solver.

ROOTNODE=(options): specifies the root node LP solver and its general control options. The available options are listed in Table 3 and are equivalent to the options that are used in the LP solver of the OPTMODEL procedure. For more information about these options, see Chapter 13, The Linear Programming Solver.

Table 3: Options for the ROOTNODE Solver Statement

Description	Option
Solver Options
Specifies the type of algorithm	ALGORITHM=
Presolve Option
Controls the dualization of the problem	DUALIZE=
Controls the folding of the problem	FOLD=
Specifies the type of presolve	PRESOLVER=
Control Options
Specifies the frequency of printing solution progress	LOGFREQ=
Specifies the detail of solution progress printed in log	LOGLEVEL=
Simplex Algorithm Options
Specifies the type of initial basis	BASIS=
Specifies the stopping criterion based on duality gap	DUALITYGAP=
Parallel Options
Specifies the number of threads for the parallel MILP solver to use	NTHREADS=

Last updated: November 29, 2023