XPRESS Simplex Parameter Options

You can change the Simplex options for XPRESS by choosing XPRESS parameters from the Options menu and then pressing the Simplex tab. This will display the dialog box shown below:

Figure 4.53: The XPRESS Simplex Options Dialog Box

List of Options

Option Name MPL Name Solver Param ParamNr Type Default Min Max
Algorithm OptimizeAlgorithm list 1 1 4
Crash Method Crash Crash 8012 list 2 0 MAXINT
Pricing Pricing PricingAlg 8013 list 0 -1 1
Infeasbility Sets NumIIS MaxIIS 8131 int -1 -1 MAXINT
Automatic Perturb AutoPeturb AutoPeturb 8084 flag 1 0 1
Perturb Value Peturb Perturb 7044 real 0 0 MAXREAL
Initial Solution UseBigM BigMMethod 8068 flag 1 0 1
BigM Penalty Infeas Penalty BigM 7018 real 1024.0 0 MAXREAL
Scaling Scaling Scaling 8010 list 35 0 MAXINT


Description of Options

Algorithm

The algorithm to used by the optimizer to solve the problem can be specified here. The default value is Automatic selection. Following are the four possible selections:

Automatic selection (1) Dual simplex for LPs and IPs; Newton barrier for QP.
Primal algorithm (2) Use primal simplex algorithm.
Dual algorithm (3) Use dual simplex algorithm.
Newton barrier (4) Use Newton barrier algorithm.

Crash Method

The type and severity of the crash to be performed for primal simplex can be choosing one of the following options:

Off (0) Turns off all crash procedures.
Singletons / One pass (1) For singletons only (one pass).
Singletons / Multi pass (2) For singletons only (multi pass).
Multi pass / Slacks (3) Multiple passes through the matrix considering slacks
Multi pass / Slack at end (4) Multiple (<=10) passes through the matrix but only doing slacks at the very end.
Passes (n>10) As for value 4 but performing at most n - 10 passes.

Pricing

The Pricing option for primal simplex has the following possible selections:

Partial pricing (-1) Partial pricing is to be used.
Automatic selection (0) The pricing strategy is to be decided automatically.
Devex pricing (1) Devex pricing is to be used.

Infeasbility Sets

Infeasbility sets controls the number of irreducible infeasible sets to be found. It has the following possible selections:

Search for all (-1) Search for all IIS.
Search for none (0) Do not search for IIS
Search for first n (n) Search for the first n IIS

Automatic Perturb

This indicates whether automatic perturbation is performed.

Perturb Value

The factor by which the problem will be perturbed prior to optimization if you chose Automatic perturbation. A value of 0.0 results in automatically determined perturbation value.

Initial Solution

The Initial Solution allows you to choose between the Phase I/Phase II method or the Big M method (the default) to obtain an initial feasible solution.

Phase I / Phase II (0) For PhaseI/PhaseII.
Big M (1) Big M method to be used.

BigM Penalty

The infeasibility penalty used if the "Big M" method is implemented".

Scaling

It is always worth striving to create a well-scaled matrix during the formulation stage. This is not always easy to do, and so automatic scaling can be applied to improve the numerical stability, if the range of coefficient values of a matrix is very large. The following are the available scaling techniques:

Furthermore, you can choose between scaling by geometric mean or by maximum element. The default is Row and Column scaling, by maximum element.

Scaling of integer entities is not supported, though XPRESS will scale the continuous variables in a MIP problem. This means that you should be careful about the scale of the integer entities when formulating MIP problems.

Row scaling (1)
Column scaling (2)
Row scaling again (4)
Maximin scaling (8)
Curtis-Reid scaling (16)
Scale by maximum element (32)

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