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GAMS — The Solver Manuals - Available Software

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78 COIN-OR<br />

This option determines the method how the constraint matrix is scaled. Note that scaling is only applied<br />

when the presolver is turned off, which is on by default.<br />

(default = meanequilibrium)<br />

off Turn off scaling.<br />

equilibrium Let GLPK use an equilibrium scaling method.<br />

mean Let GLPK use a geometric mean scaling method.<br />

meanequilibrium Let GLPK use first a geometric mean scaling, then an equilibrium scaling.<br />

pricing (string)<br />

Sets the pricing method for both primal and dual simplex.<br />

(default = steepestedge)<br />

textbook Use a textbook pricing rule.<br />

steepestedge Use a steepest edge pricing rule.<br />

factorization (string)<br />

Sets the method for the LP basis factorization.<br />

If you observe that GLPK reports numerical instabilities than you could try to use a more stable factorization<br />

method.<br />

(default = forresttomlin)<br />

forresttomlin Does a LU factorization followed by Forrest-Tomlin updates. This method is fast, but less stable than<br />

others.<br />

bartelsgolub Does a LU factorization followed by a Schur complement and Bartels-Golub updates. This method is<br />

slower than Forrest-Tomlin, but more stable.<br />

givens Does a LU factorization followed by a Schur complement and Givens rotation updates. This method<br />

is slower than Forrest-Tomlin, but more stable.<br />

initbasis (string)<br />

Sets the method that computes the initial basis. Setting this option has only effect if the presolver is turned<br />

off, which is on by default.<br />

(default = advanced)<br />

standard Uses the standard initial basis of all slacks.<br />

advanced Computes an advanced initial basis.<br />

bixby Uses Bixby’s initial basis.<br />

tol dual (real)<br />

Absolute tolerance used to check if the current basis solution is dual feasible.<br />

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

tol primal (real)<br />

Relative tolerance used to check if the current basis solution is primal feasible.<br />

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

tol integer (real)<br />

Absolute tolerance used to check if the current basis solution is integer feasible.<br />

(default = 1e-5)<br />

backtracking (string)<br />

Determines which method to use for the backtracking heuristic.<br />

(default = bestprojection)

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