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LINDO/LINDOGlobal - Gams

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286 <strong>LINDO</strong>/<strong>LINDO</strong>Global<br />

STOC SBD OBJCUTFLAG (integer)<br />

Flag to enable objective cut in SBD master problem.<br />

(default = 1)<br />

STOC SBD NUMCANDID (integer)<br />

Maximum number of candidate solutions to generate at SBD root.<br />

(default = -1)<br />

STOC BIGM (real)<br />

Big-M value for linearization and penalty functions.<br />

(default = 1e7)<br />

STOC NAMEDATA LEVEL (integer)<br />

Name data level.<br />

(default = 1)<br />

STOC SBD MAXCUTS (integer)<br />

Max cuts to generate for master problem.<br />

(default = -1)<br />

SAMP NCM METHOD (integer)<br />

Bitmask to enable methods for solving the nearest correlation matrix (NCM) subproblem.<br />

(default = 5)<br />

SAMP NCM CUTOBJ (real)<br />

Objective cutoff (target) value to stop the nearest correlation matrix (NCM) subproblem.<br />

(default = 1e-30)<br />

SAMP NCM DSTORAGE (integer)<br />

Flag to enable/disable sparse mode in NCM computations.<br />

(default = -1)<br />

SAMP CDSINC (real)<br />

Correlation matrix diagonal shift increment.<br />

(default = 1e-6)<br />

SAMP SCALE (integer)<br />

Flag to enable scaling of raw sample data.<br />

(default = 0)<br />

SAMP NCM ITERLIM (integer)<br />

Iteration limit for NCM method.<br />

(default = 100)<br />

SAMP NCM OPTTOL (real)<br />

Optimality tolerance for NCM method.<br />

(default = 1e-7)<br />

STOC DEQOPT (integer)<br />

Optimization method to solve the DETEQ problem.<br />

(default = 0)

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