The Decomposition Algorithm
- Overview
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Getting Started
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SyntaxDecomposition Algorithm Options in the PROC OPTLP Statement or the SOLVE WITH LP Statement in PROC OPTMODELDecomposition Algorithm Options in the PROC OPTMILP Statement or the SOLVE WITH MILP Statement in PROC OPTMODELDECOMP StatementDECOMP_MASTER StatementDECOMP_MASTER_IP StatementDECOMP_SUBPROB Statement
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Details
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ExamplesMulticommodity Flow ProblemGeneralized Assignment ProblemBlock-Diagonal Structure and METHOD=CONCOMP in Single-Machine ModeBlock-Diagonal Structure and METHOD=CONCOMP in Distributed ModeBlock-Angular Structure and METHOD=AUTOBin Packing ProblemResource Allocation ProblemVehicle Routing ProblemATM Cash Management in Single-Machine ModeATM Cash Management in Distributed ModeKidney Donor Exchange
- References
To solve a linear program, you can specify the decomposition algorithm in a SOLVE WITH LP statement in the OPTMODEL procedure or in a PROC OPTLP statement in the OPTLP procedure. To control the overall decomposition algorithm, you can specify one or more of the LP solver options that are shown in Table 15.1. (As indicated, you can specify some options only in the PROC OPTLP statement.)
The options in Table 15.1 control the overall process flow for solving a linear program, and they are equivalent to the options that are used in PROC OPTLP and PROC OPTMODEL with standard methods. These options are called main solver options in this chapter. They are described in detail in the section Syntax: LP Solver in Chapter 7: The Linear Programming Solver and the section Syntax: OPTLP Procedure in Chapter 12: The OPTLP Procedure. The DUALIZE= option has a different default when you use the decomposition algorithm, as shown in Table 15.1.
Table 15.1: LP Options in the PROC OPTLP Statement or SOLVE WITH LP Statement
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Description |
option |
Different |
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Default |
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Data Set Options (OPTLP procedure only) |
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Specifies the input data set |
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Specifies the dual solution output data set |
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Specifies whether the model is a maximization or minimization problem |
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Specifies the primal solution output data set |
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Saves output data sets only if optimal |
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Presolve Options |
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Controls the dualization of the problem |
OFF |
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Specifies the type of presolve |
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Control Options |
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Specifies the feasibility tolerance |
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Specifies how frequently to print the solution progress |
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Specifies the level of detail of solution progress to print in the log |
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Specifies the maximum number of iterations |
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Specifies the time limit for the optimization process |
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Specifies the optimality tolerance |
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Enables or disables printing summary (OPTLP procedure only) |
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Specifies whether time units are CPU time or real time |
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Algorithm Options |
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Enables or disables scaling of the problem |