LINDO/LINDOGlobal - Gams

More documents

Recommendations

Info

260 LINDO/LINDOGlobal STOC TIME LIM time limit for stochastic solver STOC RELOPTTOL relative optimality tolerance (w.r.t lower and upper bounds on the true objective) to stop the solver STOC ABSOPTTOL absolute optimality tolerance (w.r.t lower and upper bounds on the true objective) to stop the solver STOC VARCONTROL METHOD sampling method for variance reduction STOC CORRELATION TYPE correlation type associated with correlation matrix STOC WSBAS warm start basis for wait-see model STOC ALD OUTER ITER LIM outer loop iteration limit for ALD STOC ALD INNER ITER LIM inner loop iteration limit for ALD STOC ALD DUAL FEASTOL dual feasibility tolerance for ALD STOC ALD PRIMAL FEASTOL primal feasibility tolerance for ALD STOC ALD DUAL STEPLEN dual step length for ALD STOC ALD PRIMAL STEPLEN primal step length for ALD CORE ORDER BY STAGE order nontemporal models or not STOC MAP MPI2LP flag to specify whether stochastic parameters in MPI will be mapped as LP matrix elements STOC AUTOAGGR flag to enable or disable autoaggregation STOC BENCHMARK SCEN benchmark scenario to compare EVPI and EVMU against STOC INFBND value to truncate infinite bounds at non-leaf nodes STOC ADD MPI flag to use add-instructions mode when building deteq STOC ELIM FXVAR flag to enable elimination of fixed variables from deteq MPI STOC SBD OBJCUTVAL RHS value of objective cut in SBD master problem STOC SBD OBJCUTFLAG flag to enable objective cut in SBD master problem STOC SBD NUMCANDID maximum number of candidate solutions to generate at SBD root STOC BIGM big-M value for linearization and penalty functions STOC NAMEDATA LEVEL name data level STOC SBD MAXCUTS max cuts to generate for master problem SAMP NCM METHOD bitmask to enable methods for solving the nearest correlation matrix (NCM) subproblem SAMP NCM CUTOBJ objective cutoff (target) value to stop the nearest correlation matrix (NCM) subproblem SAMP NCM DSTORAGE flag to enable or disable sparse mode in NCM computations SAMP CDSINC correlation matrix diagonal shift increment SAMP SCALE flag to enable scaling of raw sample data SAMP NCM ITERLIM iteration limit for NCM method SAMP NCM OPTTOL optimality tolerance for NCM method STOC DEQOPT method to solve the DETEQ problem SVR LS MONTECARLO Sample variance reduction map to Lindo Montecarlo algorithm SVR LS LATINSQUARE Sample variance reduction map to Lindo Latin Square algorithm SVR LS ANTITHETIC Sample variance reduction map to Lindo Antithetic algorithm 5.8 Link Options CHECKRANGE calculate feasible range for variables READPARAMS read Lindo parameter file WRITEDEMPI write deterministic equivalent in MPI format WRITEDEMPS write deterministic equivalent in MPS format WRITEMPI write (S)MPI file of processed model WRITEMPS write (S)MPS file of processed model 6 Detailed Descriptions of GAMS/LINDO Options DECOMPOSITION TYPE (integer)
LINDO/LINDOGlobal 261 This refers to the type of decomposition to be performed on a linear or mixed integer model. (default = 1) 0 Solver decides which type of decomposition to use 1 Solver does not perform any decompositions and uses the original model 2 Attempt total decomposition 3 Decomposed model will have dual angular structure 4 Decomposed model will have block angular structure 5 Decomposed model will have both dual and block angular structure NUM THREADS (integer) Number of threads to use in the solver routine to be called. It is a solver-independent parameter which internally sets solver-specific threading parameters automatically. (default = GAMS Threads) MULTITHREAD MODE (integer) This parameter controls the threading mode for solvers with multithreading support. (default = -1) -1 Solver decides 1 Try parallel mode but if it is not available try concurrent mode 2 Try parallel mode only 3 Try concurrent mode but if it is not available try parallel mode 4 Try concurrent mode only FIND BLOCK (integer) Specifies the graph partitioning method to find block structures. (default = 0) 0 Use an edge-weight minimizing graph partitioning heuristic 1 Use a vertex-weight minimizing graph partitioning heuristic SPLEX SCALE (integer) This is the scaling flag. Scaling multiplies the rows and columns of the model by appropriate factors in an attempt to avoid numerical difficulties by reducing the range of coefficient values. (default = 1) 0 Scaling is suppressed 1 Scaling is performed SPLEX ITRLMT (integer) This is a limit on the number of iterations the solver will perform before terminating. If this value is a nonnegative integer, then it will be used as an upper bound on the number of iterations the solver will perform. If this value is -1, then no iteration limit will be used. The solution may be infeasible. (default = infinity) SPLEX PPRICING (integer) This is the pricing option to be used by the primal simplex method. (default = -1) -1 Solver decides the primal pricing method 0 Partial pricing
Page 1 and 2: LINDO/LINDOGlobal Lindo Systems, In
Page 3 and 4: LINDO/LINDOGlobal 253 option mpec=n
Page 5 and 6: LINDO/LINDOGlobal 255 4 Summary of
Page 7 and 8: LINDO/LINDOGlobal 257 MIP ADDCUTPER
Page 9: LINDO/LINDOGlobal 259 NLP MAXLOCALS
Page 13 and 14: LINDO/LINDOGlobal 263 1 Force the s
Page 15 and 16: LINDO/LINDOGlobal 265 IPM BASIS TOL
Page 17 and 18: LINDO/LINDOGlobal 267 +2 Simple pre
Page 19 and 20: LINDO/LINDOGlobal 269 NLP MSW FILTM
Page 21 and 22: LINDO/LINDOGlobal 271 MIP MAXCUTPAS
Page 23 and 24: LINDO/LINDOGlobal 273 expensive in
Page 25 and 26: LINDO/LINDOGlobal 275 0 Do not calc
Page 27 and 28: LINDO/LINDOGlobal 277 MIP MAKECUT I
Page 29 and 30: LINDO/LINDOGlobal 279 GOP BNDLIM (r
Page 31 and 32: LINDO/LINDOGlobal 281 GOP CORELEVEL
Page 33 and 34: LINDO/LINDOGlobal 283 4 Use NLP sol
Page 35 and 36: LINDO/LINDOGlobal 285 STOC ALD INNE
Page 37 and 38: LINDO/LINDOGlobal 287 0 Solver deci

LINDO/LINDOGlobal - Gams

You also want an ePaper? Increase the reach of your titles

Delete template?

Save as template?