view scripts/optimization/glpkparams.m @ 5237:652e8aa49fa7

[project @ 2005-03-23 21:28:45 by jwe]
author jwe
date Wed, 23 Mar 2005 21:28:46 +0000
parents 9b776f5a33eb
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% GLPKMEX Parameters list 
%
% This document describes all control parameters currently implemented
% in the GLPK, an Octave interface for the GLPK library. Symbolic names 
% of control parameters and corresponding codes of GLPK are given on the 
% left. Types, default values, and descriptions are given on the right.
% 
% -----------------------
% 1 Integer parameters 
% -----------------------
%
% msglev       type: integer, default: 1  (LPX_K_MSGLEV)
%              Level of messages output by solver routines:
%                 0 no output
%                 1 error messages only
%                 2 normal output 
%                 3 full output (includes informational messages)
%
% scale        type: integer, default: 1 (LPX_K_SCALE)
%              Scaling option: 
%                 0 no scaling 
%                 1 equilibration scaling 
%                 2 geometric mean scaling, then equilibration scaling
% 
% dual	       type: integer, default: 0 (LPX_K_DUAL)
%              Dual simplex option:
%                 0 do not use the dual simplex
%                 1 if initial basic solution is dual feasible, use the 
%                   dual simplex
%
% price	       type: integer, default: 1 (LPX_K_PRICE)
%              Pricing option (for both primal and dual simplex):
%                 0 textbook pricing
%                 1 steepest edge pricing
%   
% round	       type: integer, default: 0 (LPX_K_ROUND)
%              Solution rounding option:
%                 0 report all primal and dual values "as is"
%                 1 replace tiny primal and dual values by exact zero
% 
% itlim	       type: integer, default: -1 (LPX_K_ITLIM)
%              Simplex iterations limit. If this value is positive, it is 
%              decreased by one each time when one simplex iteration has 
%              been performed, and reaching zero value signals the solver 
%              to stop the search. Negative value means no iterations limit.
%
% itcnt        type: integer, initial: 0 (LPX_K_ITCNT)
%              Simplex iterations count.This count is increased by one
%              each time when one simplex iteration has beenperformed.
%             
% outfrq       type: integer, default: 200 (LPX_K_OUTFRQ)
%              Output frequency, in iterations. This parameter specifies
%              how frequently the solver sends information about the solution
%              to the standard output.
% 
% branch       type: integer, default: 2 (LPX_K_BRANCH)
%              Branching heuristic option (for MIP only):
%                 0 branch on the first variable
%                 1 branch on the last variable
%                 2 branch using a heuristic by Driebeck and Tomlin
%
% btrack       type: integer, default: 2 (LPX_K_BTRACK)
%              Backtracking heuristic option (for MIP only):
%                 0 depth first search
%                 1 breadth first search
%                 2 backtrack using the best projection heuristic
%         
% presol       type: int, default: 1 (LPX_K_PRESOL)
%              If this flag is set, the routine lpx_simplex solves the
%              problem using the built-in LP presolver. Otherwise the LP
%               presolver is not used.
%
% lpsolver     type: int, default: 1
%              Select which solver to use:
%                 1 revised simplex method
%                 2 interior point method
%              If the problem is a MIP problem this flag will be ignored.
%
% save         type: int, default 0
%              If this parameter is nonzero, save a copy of the problem
%              problem in CPLEX LP format to the file "outpb.lp".  There
%              is currently no way to change the name of the output file.
%
% -----------------------
% 2 Real parameters
% -----------------------
%
% relax	      type: real, default: 0.07 (LPX_K_RELAX)
%             Relaxation parameter used in the ratio test. If it is zero, the
%             textbook ratio test is used. If it is non-zero (should be 
%             positive), Harris' two-pass ratio test is used. In the latter 
%             case on the first pass of the ratio test basic variables (in  
%             the case of primal simplex) or reduced costs of non-basic 
%             variables (in the case of dual simplex) are allowed to slightly 
%             violate their bounds, but not more than (RELAX � TOLBND) or 
%             (RELAX �TOLDJ) (thus, RELAX is a  percentage of TOLBND or TOLDJ).
%
% tolbnd      type: real, default: 10e-7 (LPX_K_TOLBND)
%             Relative tolerance used to check ifthe current basic solution 
%             is primal feasible (Do not change this parameter without detailed
%             understanding its purpose).
%
% toldj	      type: real, default: 10e-7 (LPX_K_TOLDJ)
%             Absolute tolerance used to check if the current basic solution 
%             is dual feasible (Do not change this parameter without detailed
%             understanding its purpose).
%
% tolpiv      type: real, default: 10e-9 (LPX_K_TOLPIV)
%             Relative tolerance used to choose eligible pivotal elements of 
%             the simplex table (Do not change this parameter without detailed 
%             understanding its purpose).
%
% objll	      type: real, default: -DBL_MAX (LPX_K_OBJLL)	
%             Lower limit of the objective function.If on the phase II the 
%             objective function reaches this limit and continues decreasing,
%             the solver stops the search.(Used in the dual simplex only)
%
% objul	      type: real, default: +DBL_MAX (LPX_K_OBJUL)
%             Upper limit of the objective function. If on the phase II the 
%             objective function reaches this limit and continues increasing,
%             the solver stops the search.(Used in the dual simplex only.)
%
% tmlim	      type: real, default: -1.0 (LPX_K_TMLIM)
%             Searching time limit, in seconds. If this value is positive,
%             it is decreased each time when one simplex iteration has been 
%             performed by the amount of time spent for the iteration, and 
%             reaching zero value signals the solver to stop the search. 
%             Negative value means no time limit.
%
% outdly      type: real, default: 0.0 (LPX_K_OUTDLY)
%             Output delay, in seconds. This parameter specifies how long 
%             the solver should delay sending information about the solution 
%             to the standard output. Non-positive value means no delay.
%
% tolint      type: real, default: 10e-5 (LPX_K_TOLINT)
%             Relative tolerance used to check ifthe current basic solution is 
%             integer feasible.(Do not change this parameter without detailed 
%             understanding its purpose).
%
% tolobj      type: real, default: 10e-7 (LPX_K_TOLOBJ)
%             Relative tolerance used to check if the value of the objective 
%             function is not better than in the best known integer feasible 
%             solution. (Do not change this parameter without detailed 
%             understanding its purpose)
%
%
% -----------------------
% 3 Octave Example
% -----------------------
%
% % Problem data
% s=-1;
% c=[10,6,4]';
% a=[1,1,1;...
%    10,4,5;...
%     2,2,6];
% b=[100,600,300]';
% ctype=['U','U','U']';
% lb=[0,0,0]';
% ub=[];
% vartype=['C','C','C']';
% 
% % Setting parameters
% param.msglev=1; % error messages only
% param.itlim=100; % Simplex iterations limit = 100
% 
% [xmin,fmin,status,lambda,extra]=glpkmex(s,c,a,b,ctype,lb,ub,vartype,param)
%