GAMS — The Solver Manuals - Available Software

CPLEX 11
Contents
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161
2 How to Run a Model with Cplex . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
3 Overview of Cplex . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
3.1 Linear Programming . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
3.2 Quadratically Constrained Programming . . . . . . . . . . . . . . . . . . . . . . . . . . 163
3.3 Mixed-Integer Programming . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
3.4 Feasible Relaxation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
3.5 Solution Pool: Generating and Keeping Multiple Solutions . . . . . . . . . . . . . . . . 163
4 GAMS Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
5 Summary of Cplex Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167
5.1 Preprocessing and General Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167
5.2 Simplex Algorithmic Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
5.3 Simplex Limit Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
5.4 Simplex Tolerance Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
5.5 Barrier Specific Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169
5.6 Sifting Specific Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169
5.7 MIP Algorithmic Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169
5.8 MIP Limit Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 170
5.9 MIP Solution Pool Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 170
5.10 MIP Tolerance Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171
5.11 Output Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171
5.12 The GAMS/Cplex Options File . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171
6 Special Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
6.1 Physical Memory Limitations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
6.2 Using Special Ordered Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
6.3 Using Semi-Continuous and Semi-Integer Variables . . . . . . . . . . . . . . . . . . . . . 172
6.4 Running Out of Memory for MIP Problems . . . . . . . . . . . . . . . . . . . . . . . . . 173
6.5 Failing to Prove Integer Optimality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
6.6 Starting from a MIP Solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
6.7 Using the Feasibility Relaxation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
7 GAMS/Cplex Log File . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
8 Detailed Descriptions of Cplex Options . . . . . . . . . . . . . . . . . . . . . . . . . . 178
1 Introduction
GAMS/Cplex is a GAMS solver that allows users to combine the high level modeling capabilities of GAMS
with the power of Cplex optimizers. Cplex optimizers are designed to solve large, difficult problems quickly and
with minimal user intervention. Access is provided (subject to proper licensing) to Cplex solution algorithms for
linear, quadratically constrained and mixed integer programming problems. While numerous solving options are
available, GAMS/Cplex automatically calculates and sets most options at the best values for specific problems.
All Cplex options available through GAMS/Cplex are summarized at the end of this document.