The Linear Programming Solver
- Overview
- Getting Started
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Syntax
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DetailsPresolvePricing Strategies for the Primal and Dual Simplex AlgorithmsThe Network Simplex AlgorithmThe Interior Point AlgorithmIteration Log for the Primal and Dual Simplex AlgorithmsIteration Log for the Network Simplex AlgorithmIteration Log for the Interior Point AlgorithmIteration Log for the Crossover AlgorithmConcurrent LPParallel ProcessingProblem StatisticsVariable and Constraint StatusIrreducible Infeasible SetMacro Variable _OROPTMODEL_
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ExamplesDiet ProblemReoptimizing the Diet Problem Using BASIS=WARMSTARTTwo-Person Zero-Sum GameFinding an Irreducible Infeasible SetUsing the Network Simplex AlgorithmMigration to OPTMODEL: Generalized NetworksMigration to OPTMODEL: Maximum FlowMigration to OPTMODEL: Production, Inventory, DistributionMigration to OPTMODEL: Shortest Path
- References
After finding the embedded network and formulating the appropriate relaxation, the network simplex algorithm uses a primal network simplex algorithm. In the case of a connected network, with one (weakly connected) component, the log will show the progress of the simplex algorithm. The following information is displayed in the iteration log:
- Iteration
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indicates the iteration number.
- PrimalObj
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indicates the primal objective value of the current solution.
- Primal Infeas
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indicates the maximum primal infeasibility of the current solution.
- Time
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indicates the time spent on the current component by network simplex.
The frequency of the simplex iteration log is controlled by the LOGFREQ= option. The default value of the LOGFREQ= option is 10,000.
If the network relaxation is disconnected, the information in the iteration log shows progress at the component level. The following information is displayed in the iteration log:
- Component
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indicates the component number being processed.
- Nodes
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indicates the number of nodes in this component.
- Arcs
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indicates the number of arcs in this component.
- Iterations
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indicates the number of simplex iterations needed to solve this component.
- Time
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indicates the time spent so far in network simplex.
The frequency of the component iteration log is controlled by the LOGFREQ= option. In this case, the default value of the LOGFREQ= option is determined by the size of the network.
The LOGLEVEL= option adjusts the amount of detail shown. By default, LOGLEVEL=MODERATE and reports as in the preceding description. If LOGLEVEL=NONE, no information is shown. If LOGLEVEL=BASIC, the only information shown is a summary of the network relaxation and the time spent solving the relaxation. If LOGLEVEL=AGGRESSIVE, in the case of one component, the log displays as in the preceding description; in the case of multiple components, for each component, a separate simplex iteration log is displayed.