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view scripts/optimization/glpkparams.m @ 5237:652e8aa49fa7
[project @ 2005-03-23 21:28:45 by jwe]
author | jwe |
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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) %