To set these directives, assign a string specifying their values to the AMPL option
xpress_options. For example:
ampl: option xpress_options ‘primal presolve=2 feastol=1e-8′;
[no assignment]in the listing.
autoperturb whether to introduce perturbations when the simplex method encounters too many degnerate pivots: 1 = yes (default); 0 = no backtrack choice of next node when solving MIP problems: 1 = withdrawn; formerly choice 2 until a feasible integer solution has been found, then Forrest-Hirst-Tomlin choice 2 = node with best estimated solution 3 = node with best bound on the solution (default) 4 = deepest node (depth-first search) 5 = highest node (breadth-first search) 6 = earliest-created node 7 = most recently created node 8 = random choice 9 = node with fewest LP relaxation infeasibilities 10 = combination of 2 and 9 11 = combination of 2 and 4 backtracktie how to break ties for the next MIP node: same choices as for "backtrack" barcrash choice of crash procedure for crossover: 0 = no crash 1-6 = available strategies: 1 = most conservative, 6 = most agreessive bardualstop barrier method convergence tolerance on dual infeasibilities (default = 1e-8) bargapstop barrier method convergence tolerance on the relative duality gap (default = 0) barindeflimit maximum indefinite factorizations to tolerate in the barrier algorithm for solving a QP: stop when the limit is hit; default = 15 bariterlimit maximum number of Newton Barrier iterations (default 200) barorder Cholesky factorization pivot order for barrier algorithm: 0 = automatic choice (default) 1 = minimum degree 2 = minimum local fill 3 = nested disection baroutput amount of output for the barrier method: 0 = no output 1 = each iteration (default) barpresolve level of barrier-specific presolve effort: 0 = use standard presolve (default) barprimalstop barrier method convergence tolerance on primal infeasibilities (default = 1e-8) barrier [no assignment] use the Newton Barrier algorithm barstart choice of starting point for barrier method: 0 = automatic choice (default) 1 = heuristics based on magnitudes of matrix entries 2 = use pseudoinverse of constraint matrix barstepstop barrier method convergence tolerance: stop when step size <= barstepstop (default = 1e-10) barthreads number of threads (default 1) used in the Newton Barrier algorithm basisin load initial basis from specified file basisout save final basis to specified file bigm infeasibility penalty (default 1024) bigmmethod 0 = phase I/II, 1 = BigM method (default) branchchoice whether to explore branch with min. or max. estimate first: 0 = explore branch with min. estimate first (default) 1 = explore branch with max. estimate first 2 = if an incumbent solution exists, first explore the branch satisfied by the incumbent; otherwise use choice 0 (min. est. first) 3 = explore the first branch that moves the branching variable away from its value at the root node; if the branching entity is not a simple variable, assume branchchoice=0 branchdisj whether to branch on general split disjunctions while solving MIPs: -1 = automatic choice (default) 0 = disabled 1 = cautious strategy: create branches only for general integers with a wide range 2 = moderate strategy 3 = agressive strategy: create disjunctive branches for both binary and integer variables branchstruct whether to search for special structure during branch and bound: -1 = automatic choice (default) 0 = no 1 = yes breadthfirst number of MIP nodes included in best-first search (default 10) before switching to local-first search cachesize cache size in Kbytes -- relevant to Newton Barrier: -1 = determined automatically for Intel default = system-dependent (-1 for Intel) choleskyalg type of Cholesky factorization used: 0 = Push (default), 1 = Pull choleskytol zero tolerance for Cholesky pivots (default 1e-15) in the Newton Barrier algorithm convexitychk whether to check convexity before solving: 0 = no 1 = yes (default) corespercpu number of cores to assume per cpu; default = -1 ==> number detected; the cachesize is divided by this number covercuts for MIPS, the number of rounds of lifted-cover inequalities at the top node (default = -1 = automatic choice) cpuplatform whether the Newton Barrier method should use AVX or SSE2 instructions on platforms that offer both: -1 = automatic choice (default) 0 = use generic code: neither AVX nor SSE2 1 = use SSE2 2 = use AVX cputime which times to report when logfile is speccified: 0 = elapsed time 1 = CPU time (default) crash type of simplex crash: 0 = none 1 = one-pass search for singletons 2 = multi-pass search for singletons (default) 3 = multi-pass search including slacks 4 = at most 10 passes, only considering slacks at the end n = (for n > 10) like 4, but at most n-10 passes crossover whether to find a simplex basis after the barrier alg.: 1 = yes (default), 0 = no cutdepth maximum MIP tree depth at which to generate cuts: 0 = no cuts -1 = automatic choice (default) cutfactor limit on number of cuts and cut coefficients added while solving MIPs: -1 = automatic choice (default) 0 = do not add cuts > 0 ==> multiple of number of original constraints cutfreq MIP cuts are only generated at tree depths that are integer multiples of cutfreq; -1 = automatic choice (default) cutselect detailed control of cuts at MIP root node: sum of 16 = clique cuts 32 = mixed-integer founding (MIR) cuts 64 = lifted cover cuts 1024 = flow path cuts 2048 = implication cuts 4096 = automatic lift-and-project strategy 8192 = disable cutting from cut rows 16384 = lifted GUB cover cuts -1 = all available cuts (default) cutstrategy how aggressively to generate MIP cuts; more ==> fewer nodes but more time per node: -1 = automatic choice (default) 0 = no cuts 1 = conservative strategy 2 = moderate strategy 3 = aggressive strategy defaultalg algorithm to use when none of "barrier", "dual", or "primal" is specified: 1 = automatic choice (default) 2 = dual simplex 3 = primal simplex 4 = Newton Barrier densecollimit number of nonzeros above which a column is treated as dense in the barrier algorithm's Cholesky factorization: 0 = automatic choice (default) deterministic whether a MIP search should be deterministic: 0 = no 1 = yes (default) dual [no assignment] use the dual simplex algorithm dualgradient dual simplex pricing strategy: -1 = automatic choice 0 = Devex 1 = steepest edge dualize whether the barrier algorithm should solve dual problems: -1 = automatic choice (default) 0 = solve primal problem 1 = solve dual problem dualstrategy how to remove infeasibilities when re-optimizing with the dual algorithm during MIP solves: 0 = use primal algorithm 1 = use dual algorithm (default) eigenvaltol regard the matrix in a quadratic form as indefinite if its smallest eigvenalue is < -eigevnaltol; default = 1e-6 elimtol Markowitz tolerance for the elimination phase of XPRESS's presolve; default = 0.001 etatol zero tolerance on eta elements; default varies with XPRESS version; default = 1e-12 or 1e-13 with some versions. Use etatol=? to see the current value. feaspump whether to run the Feasibility Pump heuristic at the top node during branch-and-bound: one of 0 = no (default) 1 = yes 2 = only if other heurstics found no integer solution feastol zero tolerance on RHS; default = 1e-6 gomcuts gomory cuts at root: -1 = automatic choice (default) hdive_rand value between 0 and 1 inclusive affecting randomization in the diving heuristic: 0 (default) ==> none; 1 ==> full; intermediate values ==> intermediate behavior hdive_speed controls tradeoff between speed and solution quality in the diving heuristic: an integer between -2 and 3: -2 = automatic bias toward quality -1 = automatic bias toward speed 0 = emphasize quality 4 = emphasize speed 1-3 = intermediate emphasis hdive_strategy strategy for diving heuristic: integer between -1 and 10: -1 = automatic choice (default) 0 = do not use the diving heursistic 1-10 = preset strategies for diving heurdepth deprecated: no longer has any effect: maximum depth of branch-and-bound tree search at which to apply heuristics; 0 = no heuristics (default) heureffort factor (default 1.0) affecting how much work local search heuristics should do. Higher values cause more local searches over larger neighborhoods heurfreq during branch and bound, heuristics are applied at nodes whose depth from the root is zero modulo heurfreq (default 5) heurmaxsol deprecated: no longer has any effect: maximum number of heuristic solutions to find during branch-and-bound tree search (default 10) heurnodes deprecated: no longer has any effect: maximum nodes at which to use heuristics during branch-and-bound tree search (default 1000) heurroot bit vector controlling local search heuristics to apply at the root node: sum of 1 = large-neighborhood search: may be slow, but may find solutions far from the incumbent 2 = small-neighborhood search about node LP solution 4 = small-neighborhood search about integer solutions default = 2 heursearch how often the local search heurstic should be run during branch-and-bound: -1 = automatic choice (default) 0 = never n > 0 ==> every n nodes heurstrategy heuristic strategy for branch and bound: one of -1 = automatic choice (default) 0 = no heuristics 1 = rounding heuristics (sometimes useful) heurthreads number of threads for the root node of branch-and-bound: -1 = determined from "threads" keyword 0 = no separate threads (default) n > 0 ==> use n threaeds heurtree heuristics to apply during tree search: sum of the same values as for heurroot; default 2 iis [no assignment] if the problem is infeasible, find an Irreducible Independent Set of infeasible constraints indlinbigm largest "big M" value to use in converting indicator constraints to regular constraints; default = 1e5 indprelinbigm largest "big M" value to use in converting indicator constraints to regular constraints during XPRESS presolve; default = 100.0 invertfreq maximum simplex iterations before refactoring the basis: -1 = automatic choice (default) invertmin minimum simplex iterations before refactoring the basis: default = 3 keepbasis basis choice for the next LP iteration: 0 = ignore previous basis 1 = use previous basis (default) 2 = use previous basis only if the number of basic variables == number of constraints keepnrows 1 (default) if unconstrained rows are to be kept, else 0 lnpbest number of global infeasible entities for which to create lift-and-project cuts during each round of Gomory cuts at the top node (default 50) lnpiterlimit maximum iterations for each lift-and-project cut (default 10) localchoice when to backtrack between two child nodes during a "dive": 1 = (default) never backtrack from the first child unless it is dropped (i.e., is infeasible or cut off) 2 = always solve both nodes first 3 = automatic choice logfile name of log file (default = no log file) lpiterlimit simplex iteration limit (default 2147483645) lplog frequency of printing simplex iteration log (default 100) lpthreads number of threads in concurrent LP solves: -1 = determine from "threads" keyword (default) n > 0 ==> use n threads markowitztol Markowitz tolerance used when factoring the basis matrix (default 0.01) matrixtol zero tolerance on matrix elements (default 1e-9) maxcuttime maximum time (CPU seconds) to spend generating cuts and reoptimizing (default = 0 ==> no limit) maxiis maximum number of Irreducible Infeasible Sets to find: -1 = no limit (default) 0 = none maxim [no assignment] force maximization of the objective maximise [no assignment] force maximization of the objective maximize [no assignment] force maximization of the objective maxlocalbt max height above current node to look for a local backtrack candidate node; default = 1 maxlogcale max log2 of factors used in scaling; must be >= 0 and <= 64; default 64 maxmipsol maximum number of integer solutions to find: 0 = no limit (default) maxnode maximum number of MIP nodes to explore; default = 100000000 maxpagelines maximum output lines between page breaks in logfile (default 23) maxtime maximum solution time allowed (default = 0 ==> no limit) minim [no assignment] force minimization of the objective minimise [no assignment] force minimization of the objective minimize [no assignment] force minimization of the objective mipabscutoff initial MIP cutoff: ignore MIP nodes with objective values worse than mipabscutoff; default = 1e40 for minimization, -1e40 for maximization mipabsstop stop MIP search if abs(MIPOBJVAL - BESTBOUND) <= mipabsstop (default 0) mipaddcutoff amount to add to the objective function of the best integer solution found to give the new MIP cutoff (default -1e-5) miplog MIP printing level to logfile (default -100): -n = print summary line every n MIP nodes 0 = no MIP summary lines 1 = only print a summary at the end 2 = log each solution found 3 = log each node mipops MIP solver options: one of 0 = traditional primal first phase (default) 1 = Big M primal first phase 2 = traditional dual first 3 = Big M dual first 4 = always use artificial bounds in dual 5 = use original basis only when warmstarting 6 = skip primal bound flips for ranged primals 7 = also do single-pivot crash 8 = suppress agressive dual perturbations mippresolve MIP presolve done at each node: sum of 1 = reduced-cost fixing 2 = logical preprocessing of binary variables 4 = probing of binary variables default determined from constraint-matrix properties miprelcutoff fraction of best integer solution found to add to MIP cutoff (default 1e-4) miprelstop stop MIP search if abs(MIPOBJVAL - BESTBOUND) < miprelstop * abs(BESTBOUND) (default = 0) mipstart synonym for mipstartvalue mipstartstatus use incoming statuses on MIP problems (default 1 = yes) mipstartvalue whether to use the specified initial guess (if supplied) when solving a MIP problem: 0 = no 1 = yes (default) mipthreads number of threads to use solving mixed-integer programming problems: -1 = use "threads" keyword (default) n > 0 ==> use n threads miptol integer feasibility tolerance (default 5e-6) nodefilebias a value between 0 and 1 (inclusive) that influences operations when "treememlimit" (on how much of the branch-and-bound tree should be kept in memory) has been exceeded: 0 ==> compress every node before writing anything to the "nodefile"; 1 ==> write nodes to the "nodefile" immediately; values between 0 and 1 give intermediate behavior. Default = 0.5 nodeselection next MIP node control (default determined from matrix characteristics): 1 = local first: choose among descendant and sibling nodes if available, else from all outstanding nodes 2 = best first of all outstanding nodes 3 = local depth first: choose among descendant and sibling nodes if available, else from deepest nodes 4 = best first for breadthfirst nodes, then local first 5 = pure depth first: choose among deepest nodes objno objective number (0=none, 1=first...) optimalitytol tolerance on reduced cost (default 1e-6) outlev message level: 1 = all 2 = information 3 = warnings & errors only (default) 4 = errors 5 = none outputtol zero tolerance on print values (default 1e-5) penalty minimum absolute penalty variable coefficient; default = automatic choice perturb perturb factor if autoperturb is set to 1; 0 = default = automatic choice pivottol zero tolerance for pivots; default = 1e-9 ppfactor partial-pricing candidate-list size factor (default 1.0) precoefelim whether XPRESSMP's presolve should recombine constraints: 0 = no, 1 = yes, as many as possible 2 = yes, cautiously (default) predomcol whether XPRESSMP's presolve should remove variables when solving MIP problems: -1 = automatic choice (default) 0 = no 1 = yes, cautiously 2 = yes, check all candidates predomrow whether XPRESSMP's presolve should remove constraints when solving MIP problems: -1 = automatic choice (default) 0 = no 1 = yes, cautiously 2 = yes, medium strategy 3 = yes, check all candidates preduprow how XPRESS's presolve should deal with duplicate rows in MIP problems: -1 = automatic choice (default), 0 = do not remove duplicate rows (constraints) 1 = remove duplicate rows identical in all variables 2 = like 1 but allowing simple penalty variables 3 = like 1 but allowing more complex penalty variables preprobing how much probing on binary variables to do during XPRESSMP's presolve: -1 = automatic choice (default) 0 = none 1 = light probing 2 = full probing 3 = repeated full probing presolve whether to use XPRESS's presolver: 0 = no 1 = yes, removing redundant bounds (default) 2 = yes, retaining redundant bounds presolvemaxgrow factor by which the number of nonzero coefficients may grow during XPRESS's presolve (default 0.1) presolveops reductions to use in XPRESSMP's presolve: sum of 1 = 2^0 = remove singleton columns 2 = 2^1 = remove singleton constraints (rows) 4 = 2^2 = forcing row removal (whatever that is) 8 = 2^3 = dual reductions 16 = 2^4 = redundant constraint (row) removal 32 = 2^5 = duplicate variable removal 64 = 2^6 = duplicate constraint removal 128 = 2^7 = strong dual reductions 256 = 2^8 = variable eliminations 512 = 2^9 = no IP reductions 1024 = 2^10 = no semicontinuous variable detection 2048 = 2^11 = no advanced IP reductions 16384 = 2^14 = remove linearly dependent constraints 32768 = 2^15 = no integer variable and SOS detection default = 511 (bits 0-8 set) pricingalg primal simplex pricing method: -1 = partial pricing 0 = automatic choice (default) 1 = Devex pricing primal [no assignment] use the primal simplex algorithm primalunshift whether the primal alg. calls the dual to unshift: 0 = yes (default) 1 = no pseudocost default pseudo-cost assumed for forcing an integer variable to an integer value (default = 0.01) pseudocost_ud how to update pseudocosts during branch-and-bound: -1 = automatic choice (default) 0 = no updates 1 = use only regular branches 2 = use regular and strong branch results 3 = use results from all nodes quadunshift whether quadratic simplex should do an extra purification after finding a solution: -1 = automatic choice (default) 0 = no 1 = yes ray whether to return a ray of unboundedness in suffix .unbdd: 0 ==> no (default) 1 ==> yes, after suppressing XPRESS's presolve 2 ==> yes, without suppressing XPRESS's presolve The last setting (ray=2) may give wrong results when XPRESS's presolve detects infeasibility. Both ray=1 and ray=2 cause reoptimization with primal simplex if some other algorithm was used. No ray is returned for MIP problems. relax [no assignment] ignore integrality relaxtreemem fraction of memory limit by which to relax "treememlimit" when too much structural data appears; default 0.1 relpivottol relative pivot tolerance (default 1e-6) repairindefq whether to repair indefinite quadratic forms: 0 = yes 1 = no (default) rootpresolve whether to presolve after root cutting and heuristics: -1 = automatic choice (default) 0 = no 1 = yes round whether to round integer variables to integral values before returning the solution, and whether to report that XPRESS returned noninteger values for integer values (default 1): sum of 1 ==> round nonintegral integer variables 2 ==> do not modify solve_result 4 ==> do not modify solve_message 8 ==> modify even if maxerr < 1e-9 Modifications take place only if XPRESS assigned nonintegral values to one or more integer variables, and (for round < 8) only if the maximum deviation from integrality exceeded 1e-9. sbbest For MIP problems, the number of infeasible global entities on which to perform strong branching (default -1 = automatic) sbeffort multiplier on strong-branching controls that are set to "automatic"; default = 1.0 sbestimate how to compute pseudo costs from the local node when selecting an infeasible entity to branch on: -1 = automatic choice (default) 1-6 = particular strategies (not described) sbiterlimit Number of dual iterations to perform the strong branching (default 0 for none) sbselect size of candidate list for strong branching: -2 = low-effort automatic choice (default) -1 = high-effort automatic choice n >= 0 ==> include max(n, sbbest) candidates scaling how to scale the constraint matrix before optimizing: sum of 1 = 2^0 = row scaling 2 = 2^1 = column scaling 4 = 2^2 = row scaling again 8 = 2^3 = maximum scaling 16 = 2^4 = Curtis-Reid 32 = 2^5 = scale by maximum element (rather than by geometric mean) 128 = 2^7 = objective-function scaling 256 = 2^8 = excluding quadratic part of constraint when calculating scaling factors 512 = 2^9 = scale before presolve 1024 = 2^10 = do not scale constraints (rows) up 2048 = 2^11 = do not scale variables up 4096 = 2^12 = do global objective function scaling 8192 = 2^13 = do right-hand side scaling default = 163 sleeponthreadwait whether threads should sleep while awaiting work: 0 = no (busy-wait; default) 1 = yes (sleep; may add overhead) sos whether to use explicit SOS information (default 1 = yes) sos2 whether to use implicit SOS information (default 1 = yes) sosreftol minimum relative gap between reference row entries default = 1e-6 symmetry amount of effort to detect symmetry in MIP problems: 0 = none: do not attempt symmetry detection 1 = modest effort (default) 2 = agressive effort tempbounds whether dual simplex should put temporary bounds on unbounded variables: -1 = automatic choice (default) 0 = no 1 = yes threads default number of threads to use: -1 = automatic choice (based on hardware) n > 0 ==> use n threads timing [no assignment] give timing statistics trace whether to explain infeasibility: 0 = no (default) 1 = yes treecompress level of effort at data compression when branch-and-bound memory exceedss "treememlimit": higher ==> greater effort (taking more time); default = 2 treecovercuts number of rounds of lifted-cover inequalities at MIP nodes other than the top node (cf covercuts); default = 1 treecuts cuts to generate at nodes during tree search: sum of 32 = 2^5 = clique cuts 64 = 2^6 = mixed-integer rounding (MIR) cuts 64 = 2^7 = lifted-cover cuts 2048 = 2^11 = flow-path cuts 4096 = 2^12 = implication cuts 8192 = 2^13 = lift-and-project cuts 16384 = 2^14 = disable cutting from row cuts 32768 = 2^15 = lifted GUB cover cuts 65536 = 2^16 = zero-half cuts 131072 = 2^17 = indicator cuts default = 521983 treegomcuts number of rounds of Gomory cuts to generate at MIP nodes other than the top node (cf covercuts); default = 1 treememlimit an integer: soft limit in megabytes on memory to use for branch-and-bound trees. Default = 0 ==> automatic choice. treememtarget fraction of "treememlimit" to try to recover by compression or writing to nodefile when "treememlimit" is exceeded. Default = 0.1 treeoutlev how much to report about branch-and-bound trees (if allowed by outlev): sum of 1 = regular summaries 2 = report tree compression and output to nodefile default = 3 varselection how to score the integer variables at a MIP node, for branching on a variable with minimum score: -1 = automatic choice (default) 1 = minimum of the 'up' and 'down' pseudo-costs 2 = 'up' pseudo-cost + 'down' pseudo-cost 3 = maximum of the 'up' and 'down' pseudo-costs plus twice their minimum 4 = maximum of the 'up' and 'down' pseudo-costs 5 = the 'down' pseudo-cost 6 = the 'up' pseudo-cost version Report version details before solving the problem. This is a single-word "phrase" that does not accept a value assignment. wantsol solution report without -AMPL: sum of 1 ==> write .sol file 2 ==> print primal variable values 4 ==> print dual variable values 8 ==> do not print solution message