GLPK Parameter Options

List of Options

Option Name MPL Name Solver Param ParamNr Type Default Min Max
Algorithm OptimizeAlgorithm list 1 1 2
Message level MessageLevel MsgLev 300 list 0 0 6
Scaling process Scale Scale 301 list 1 0 3
Use Dual Simplex Dual Dual 302 flag 0 0 1
Pricing strategy Price Price 303 list 1 0 1
Relaxation Relax Relax 304 real 0.07 0 MAXREAL
Feasibility tolerance FeasibilityTol TolBnd 305 real 1e-8 0 MAXREAL
Dual feasibility tolerance DualFeasTol TolDj 306 real 1e-8 0 MAXREAL
Pivot tolerance PivotTol ToLPiv 307 real 1e-10 0 MAXREAL
Solution rounding SolutionRound Round 308 list 0 0 1
Objective lower limit ObjectLowerLimit ObjLl 309 real -MAXREAL -MAXREAL 0
Objective upper limit ObjectUpperLimit ObjUl 310 real MAXREAL 0 MAXREAL
Iteration limit IterationLimit ItLim 311 real -1 -1 MAXINT
Time limit SolTimeLimit TmLim 313 real -1 -1 MAXREAL
Log output frequency OutputFrequency OutFrq 314 int 0 0 MAXINT
Log output delay OutputDelay OutDly 315 real 0.0 0.0 MAXREAL
Variable Selection MipVariableSelect Branch 316 list 2 0 3
Backtracking method MipBacktrack BTrack 317 list 2 0 3
Integral feasible tolerance MipIntFeasTol TolInt 318 real 1e-6 0 MAXREAL
Relative objective gap MipRelativeGap TolObj 319 real 1e-8 0 MAXREAL
Write comment cards MPSInfo MPSInfo 320 flag 1 0 1
Relaying objective MPSObjective MPSObj 321 list 2 0 2
Use original names MPSOrigNames MPSOrig 322 flag 0 0 1
Use MPS Wide format MPSWide MPSWide 323 flag 1 0 1
Use MPS freestyle format MPSFreeStyle MPSFree 324 flag 1 0 1
Use MPS SkipEmpty format MPSSkipEmpty MPSSkip 325 flag 0 0 1
Use Presolve Presolve PreSol 327 flag 0 0 1
Binarize discrete variables Binarize Binarize 328 flag 0 0 1
Cutting plane settings UseCuts UseCuts 329 list 0 0 256


Description of Options

Algorithm

Indicates which algorithm type to use when solving LPs.

Simplex (1) Use the Simplex method.
Barrier (2) Use the Interior point method.

Message level

Controls the level of the log output.

No output (0) No output.
Error messages (1) Display error messages only.
Normal (2) Normal output.
Complete (3) Complete output, includes informational messages.

Scaling process

Specifies which scaling method to employ.

No Scaling (0) No scaling.
Equilibration (1) Equilibration scaling.
Geometric mean (2) Geometric mean scaling.
Geometric/Equilibration (3) Geometric mean scaling, then Equilibration scaling.

Use Dual Simplex

Boolean option whether to use the Dual Simplex method to solve LPs.

Pricing strategy

Sets the pricing strategy for both the Primal and Dual Simplex algorithms.

Textbook (0) Use textbook pricing.
Steepest edge (1) Use pricing.

Relaxation

Relaxation parameter used in the ratio test. If it is zero, the textbook ratio test is used. If it is non-zero (should be positive), Harris' two-pass ratio test is used. In the latter case on the first pass of the ratio test basic variables (in the case of primal simplex) or reduced costs of non-basic variables (in the case of dual simplex) are allowed to slightly violate their bounds, but not more than the feasibility tolerance or the dual feasibility tolerance (thus, the parameter is a percentage of the feasibility or dual feasibility tolerances).

Feasibility tolerance

Relative tolerance used to check if the current basic solution is primal feasible.

Dual feasibility tolerance

Absolute tolerance used to check if the current basic solution is dual feasible.

Pivot tolerance

Relative tolerance used to choose eligible pivotal elements of the simplex table.

Solution rounding

Sets which solution rounding option.

(0) Report all primal and dual values "as is".
(1) Replace tiny primal and dual values by exact zero.

Objective lower limit

Lower limit of the objective function. If on the phase II the objective function reaches this limit and continues decreasing, the solver stops the search. (Used in the dual simplex only.).

Objective upper limit

Upper limit of the objective function. If on the phase II the objective function reaches this limit and continues increasing, the solver stops the search. (Used in the dual simplex only).

Iteration limit

Simplex iterations limit. If this value is positive, it is decreased by one each time when one simplex iteration has been performed, and reaching zero value signals the solver to stop the search. Negative value means no iterations limit.

Time limit

Searching time limit, in seconds. If this value is positive, it is decreased each time when one simplex iteration has been performed by the amount of time spent for the iteration, and reaching zero value signals the solver to stop the search. Negative value means no time limit.

Log output frequency

Output frequency, in iterations. This parameter specifies how frequently the solver sends information about the solution to the log output.

Log output delay

Output delay, in seconds. This parameter specifies how long the solver should delay sending information about the solution to the output device. Non-positive value means no delay.

Variable Selection

The variable selection option is used to set the rule for selecting the branching variable.

First Variable (0) Branch on the first variable.
Last Variable (1) Branch on the last variable.
Heuristic Branching (2) Branch using a heuristic by Driebeck and Tomlin.

Backtracking method

The node selection option is used to set the rule for selecting the next node to process when backtracking.

Depth first (0) Depth first search chooses the most recently created node.
Breadth first (1) Breadth first search chooses the node with the best LP relaxed objective value.
Projection Heuristic (2) Backtracking using the best projection heuristic.

Integral feasible tolerance

Absolute tolerance used to check if the current basic solution is integer feasible.

Relative objective gap

Relative tolerance used to check if the value of the objective function is not better than in the best known integer feasible solution.

Write comment cards

Is a boolean option that writes out several comment cards, which contains some information about the problem in MPS format. Otherwise the routine writes no comment cards.

Relaying objective

This parameter tells how to relay the objective function row.

No output (0) Never output objective function row.
Always output (1) Always output objective function row.
No free rows (2) Output objective function row if the problem has no free rows.

Use original names

A flag that sets whether to uses the original symbolic names of rows and columns. Otherwise uses plain names using ordinal numbers of rows and columns.

Use MPS Wide format

If this flag is set, GLPK mps writing routine uses all data fields.

Use MPS freestyle format

A flag that chooses whether to omit row and column names when possible in writing out an MPS file.

Use MPS SkipEmpty format

If this flag is set, GLPK mps writing routine skips empty columns (i.e. which has no constraint coefficients). Otherwise the routine outputs all columns.

Use Presolve

Boolean option thats sets whether GLPK utilizes the built-in LP presolver.

Binarize discrete variables

Boolean option that replaces general integer variables by binary ones.

Cutting plane settings

Is a bitwise operator that determines whether specifc cutting planes are added to the MIP problem. The bitwise inclusive OR of the following values:

No Cuts (0) No cuts added to the model.
Mix Cover Cuts (1) Add mixed cover cuts to the model.
Clique Cuts (2) Add clique cuts to the model.
Gomory Cuts (4) Add gomory mixed integer cuts.
All Cuts (256) Utilize all cutting planes.

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