The OPTMILP Option Tuner

This example illustrates how to use the OPTMILP option tuner.

The standard set of MILP benchmark cases is called MIPLIB (Bixby et al. 1998; Achterberg, Koch, and Martin 2003) and can be found at http://miplib.zib.de/. Suppose you want to solve the problems air04 and air05 from this set. You have stored the SAS data sets air04 and air05, both in MPS format, in the library named a. For more information about the MPS format, see Chapter 8, The MPS-Format Data Table. Suppose you want to tune the CUTCLIQUE=, CUTGOMORY=, and HEURISTICS options in these two problems.