GAMS — The Solver Manuals - Available Software

AlphaECP 13
3.2 Algorithmic options for advanced users
checkviol Interval for checking if constraint violation is reducing
ecpbeta Updating multiplier if MIP is infeasible
ecpgamma Updating multiplier when verifying solution
ecpiterlim Maximum number of AlphaECP iterations
ecploglevel Level of AlphaECP output to statusfile (0-4)
epsilon f Pseudo convex objective function termination tolerance
epsilon g Constraint tolerance
epsilon z Minimum step size for a new linearization
gradtol Gradient tolerance
infbnd Infinity bound (MIP variable bound)
pcostrategy Pseudo convex objective function strategy
strategy AlphaECP strategy (1-5)
3.3 MIP Solver related options
miploglevel
mipoptcr
mipoptcrlim
mipsolver
Level of MIP solver output
Relative mip gap in intermediate subproblems (0→1.0)
Reduce MIPoptcr at iteration (next:limitx2)
MIP solver for subproblems
3.4 NLP Solver related options
callnlp
callnlpiter
epsilon nlp
nlplim epsilon
nlplim sameint
nlploglevel
nlpsolver
NLP solver. Inactive:0 Active strategy:1-5
Call NLP solver at iteration (next:limitx2)
Tolerance when nlplim epsilon count is increased
Call NLP solver if the violation is below epsilon nlp
Call NLP solver if same integer solution
Level of NLP solver output
NLP solver for subproblems
4 Detailed Descriptions of GAMS/AlphaECP Options
reslim (real) Time limit for AlphaECP (in seconds)
The time limit in seconds given to AlphaECP to perform the optimization.
(default = GAMS reslim)
autogrowth (real) Lower limit for cutgrowth option when reducing it
If the MIP solver returns infeasible and nothing else can be done, then gradually reduce the cutgrowth
parameter to the lower bound of autogrowth.
(default = 0.6)
callnlp (integer) NLP solver. Inactive:0 Active strategy:1-5
Strategy that determines when the NLP solver is called. The time limit for the NLP solver is the greater
of the values: 60 seconds or 10 percent of the remaining solving time.
(default = 5)