The solver "cplex" uses CPLEX (a trademark of ILOG --> IBM) to solve
integer, mixed-integer, linear programming, and quadratic problems,
including (with version 9) problems with quadratic constraints
possibly involving integer variables. Normally cplex is invoked by
AMPL's solve command, which gives the invocation
cplex stub -AMPL
in which stub.nl is an AMPL generic output file (possibly written
by "ampl -obstub" or "ampl -ogstub"). After solving the problem,
cplex writes a stub.sol file for use by ampl's solve and solution
commands. When you run ampl, this all happens automatically if you
give the AMPL commands
option solver cplex;
solve;
You can control cplex by setting the environment variable cplex_options
appropriately (either by using ampl's option command, or by using the
shell's set and export commands before you invoke ampl). You can put
one or more (white-space separated) phrases into $cplex_options. For
details, invoke
cplex -=
or perhaps
cplex '-='
(depending on your shell). The output this gives is summarized later
in this this file.
----------
INSTALLING
==========
On Linux systems, if cplex is so linked, libcplex*.so (where the value
of "*" depends on the current version of CPLEX) needs to appear in the
current directory when cplex itself appears there, or in one of the
standard places (specified by /etc/ld.so.conf on some systems), or in
a directory named in $LD_LIBRARY_PATH. An alternative is to add a
short shell script, such as
#!/bin/sh
LD_LIBRARY_PATH=/usr/local/lib
export LD_LIBRARY_PATH
exec /usr/local/bin/cplexx "$@"
to a directory in your usual $PATH (and mark the script executable
with, e.g., "chmod +x cplex"). The above script assumes that the
true "cplex" binary has been moved to /usr/local/bin/cplexx and that
the relevant libcplex*.so file appears in /usr/local/lib.
On MS Windows systems, cplex.exe and the relevant cplex*.dll
must appear somewhere in your usual search $PATH (or in the
current directory).
-----------------------------------
Keywords phrases for $cplex_options
===================================
A few of the phrases are single words:
Phrase Meaning
autoopt Use CPLEX's automatic choice of optimizer (dualopt).
baropt Use the barrier algorithm (unless there are discrete
variables).
bestbound Return in suffix .bestbound the best known bound on
the objective value. For MIP problems with a finite
bestnode value (see below), bestbound = bestnode.
bestnode For MIP problems, return the best node value in
suffix .bestnode of the current objective and problem.
For non-MIP problems and for MIP problems for which a
best node value has not yet been found, this value is
+Infinity for minimization problems and -Infinity for
maximization problems.
concurrentopt
When hardware and licensing permit, try several methods in
parallel (with CPLEX versions >= 8).
dual Solve the dual problem.
dualopt Use a dual simplex algorithm.
maximize Maximize the objective, regardless of model specification.
minimize Minimize the objective, regardless of model specification.
primal Solve the primal problem (default, via "dualratio"
described below). Note that "primal", "dual", and
"dualratio" determine what problem is presented to
CPLEX, whereas "primalopt" or "dualopt" instructs CPLEX to
use a primal or dual simplex algorithm, rather than making
an automatic choice (which currently is always "dualopt").
Thus "primalopt" and "dualopt" are orthogonal to "primal",
"dual", and "dualratio". The best settings depend on
the problem.
primalopt Use a primal simplex algorithm.
relax Ignore integrality: treat integer variables as continuous.
siftopt Solve ever larger sequences of subproblems until the
whole LP is solved (versions of CPLEX >= 8).
version Show the current version.
Others are name-value pairs, possibly separated by '=', as in
iterations 600
or
iterations=600
or
iterations = 600
any of which limits cplex to 600 iterations. The following names may
occur in name-value pairs. For convenience, the list also repeats the
above single-word phrases, denoting them with "Single-word phrase".
Name Comment
absmipgap Absolute mixed-integer optimality gap tolerance
(for difference between current best integer solution
and optimal value of LP relaxation). Default 0.
advance Whether to use advance basis information (initial
primal and dual variable values and basis indicators).
Default 1 (yes).
aggcutlim Bound on the number of constraints aggregated to
generate flow-cover and mixed-integer-rounding cuts;
default = 3.
aggfill Synonym for "agglim".
agglim Variables that appear in more than agglim rows
(default 10) will not be substituted away by the
"aggregate" algorithm.
aggregate 0 or 1 (default 1): Whether to make substitutions
to reduce the number of rows.
aggtol Pivot tolerance for aggregating. It seldom needs
fiddling. Default = .05; must be in [1e-10, .99].
autoopt Single-word phrase: use CPLEX's automatic choice of
optimizer (currently dualopt for LPs).
autopt Synonym for "autoopt".
auxrootthreads New in CPLEX 12.2. Controls the number of threads
used for auxiliary chores when solving the root
node of a MIP problem. When N threads are available
(possibly limited by "threads"), auxrootthreads must
be less than N. Possible values:
-1 = automatic choice (default)
0 = none for concurrent executions
n < N: use N-n threads for the root node and
n threads for auxiliary chores.
backtrack Tolerance (> 0, default 0.9999) for when to backtrack
during branch & bound. Low values tend to pure
best-bound search. High values (> 1) tend to pure
depth-first search. Values less than the default
are often good when subproblems are expensive.
baralg How to start the barrier algorithm:
0 (default) = 1 for MIP subproblems, else 3
1 = infeasibility-estimate start
2 = infeasibility-constant start
3 = standard start.
barcorr Limit on centering corrections in each iteration
of the barrier algorithm:
-1 = decide automatically (default)
nonnegative = at most that many.
bardisplay Specifies how much the barrier algorithm chatters:
0 = no output (default)
1 = one line per iteration
2 = more output.
bargrowth Tolerance for detecting unbounded faces in the
barrier algorithm: higher values make the test
for unbounded faces harder to satisfy.
Default = 1e12.
bariterlim Maximum barrier iterations allowed (default 200).
barobjrange Limit on the absolute objective value before the
barrier algorithm considers the problem unbounded.
Default = 1e20.
baropt Single-word phrase: use the barrier algorithm
(unless there are discrete variables).
baroutofcore New in CPLEX 7.1: whether the barrier solver should
use disk (out-of-core) storage for Cholesky factors:
0 = no (default)
1 = yes.
Withdrawn in CPLEX 10.0.
barstart Barrier starting-point algorithm:
1 = dual is 0 (default)
2 = estimate dual
3 = average of primal estimate, 0 dual
4 = average of primal and dual estimates.
barstartalg Synonym for "barstart".
barthreads Maximum threads for the barrier algorithm
(1 unless you have a CPLEX license for multiple
threads). Withdrawn from CPLEX 11.
barvarup Upper bound imposed by barrier algorithm on
variables with infinite upper bound; used to
prevent trouble with problems having unbounded
optimal faces. Default = 1e20.
Withdrawn from CPLEX 9.0.
basis_cond Whether to show the condition number of the simplex
basis in the solve_message and to return its value
in the problem.basis_cond and objective.basis_cond
suffixes. (Default = 0 = no; 1 = yes).
basisinterval Number of interations between savings of current
simplex basis to a file. Default = 50000.
Deprecated in 10.0, removed in 12.6.1.
bbinterval For nodeselect = 2, select the best-bound node,
rather than the best-estimate node, every
bbinterval iterations (default 7); 0 means
always use the best-estimate node.
bestbound Single-word phrase requesting return of .bestbound
suffix. See the description above.
bestnode Single-word phrase requesting return of .bestnode
suffix. See the description above.
boundstr Whether to use bound strengthening in solving MIPs:
-1 (default) = automatic choice
0 = never
1 = always.
bqpcuts New in CPLEX 12.6.2. Whether to generate boolean
quadratic polytope (BQP) cuts for nonconvex QP amd
MIQP problems when solved to optimality:
-1 = do not generate BQP cuts
0 = automatic choice (default)
1 = generate BQP cuts moderateely
2 = generate BQP cuts agressively
3 = generate BQP cuts very agressively.
branch Branching direction for integer variables:
-1 = down, 0 = algorithm decides, 1 = up;
default = 0.
branchdir Synonym for "branch".
cliquecuts Synonym for "cliques".
cliques Whether to use clique cuts in solving MIPs:
-1 = never
0 = automatic choice (default)
1, 2, 3 = ever more aggressive generation.
clocktype Kind of times CPLEX reports during the solution
process:
1 = CPU time (default)
2 = wall clock time (total elapsed time).
coeffreduce Whether to use coefficient reduction when
preprocessing MIPS:
0 = no
1 = yes (default).
comptol Convergence tolerance for barrier algorithm:
the algorithm stops when the relative
complementarity is < bartol (default 1e-8).
concurrentopt Single-word phrase: with CPLEX versions >= 8
and when hardware and licensing permit, try
several methods in parallel.
conflictalg Choice of algorithm used by the CPLEX's conflict
refiner (new in 12.6.1):
0 = automatic choice (default)
1 = fast
2 = propagate
3 = presolve
4 = IIS
5 = limited solve
6 = full solve.
Settings 1, 2, and 3 are fast but may not discard
many constraints; 5 and 6 work harder at this.
Setting 4 searches for an Irreducible Infeasible
Set of linear constraints (e.g., ignoring quadratic
constraints).
conflictdisplay New in CPLEX 10.0. What to report when the
conflict finder is working:
0 = nothing
1 = summary (default)
2 = detailed display.
covercuts Synonym for "covers".
covers Whether to use cover cuts in solving MIPs:
-1 = never
0 = automatic choice (default)
1, 2, 3 = ever more aggressive generation.
cpumask New in CPLEX 12.6.2. Whether and how to bind threads
to cores on systems where this is possible:
off = no CPU binding
auto = automatic binding (default).
Values other than "off" and "auto" must be a
hexadecimal string (digits 0-9 and a-f, ignoring
case, so values A-F and a-f are treated alike).
The lowest order bit is for the first logical CPU.
For example, "a5" and "A5" indicate that CPUs 0, 2,
5, and 7 are available for binding to threads, since
hex value a5 = 2^7 + 2^5 + 2^2 + 2^0.
crash Crash strategy (used to obtain starting basis);
possible values = -1, 0, 1; default = 1.
The best setting is problem-dependent and
can only be found by experimentation.
0 completely ignores the objective.
crossover Causes the barrier algorithm to be run (in the
absence of discrete variables) and specifies
whether to "crossover" to an optimal simplex
basis afterwards:
0 = no crossover
1 = crossover with primal simplex
(default for baropt)
2 = crossover with dual simplex.
cutpass Number of passes permitted when generating MIP
cutting plane:
-1 = none
0 = automatic choice (default)
positive = at most that many passes
cutsfactor Limit MIP cuts added to (cutsfactor-1)*m, where m
is the original number of rows (after presolve).
Starting with CPLEX 12.6.2, 0 <= cutsfactor <= 1
means no MIP cuts, and cutsfactor = -1 means no limit.
Default = 4 prior to CPLEX 12.6.2; new default = -1.
cutstats 0 or 1 (default 0): Whether the solve_message report
the numbers and kinds of cuts used.
dense Synonym for "densecol".
densecol If positive, minimum nonzeros in a column for
the barrier algorithm to consider the column dense.
If 0 (default), this tolerance is selected
automatically.
dependency Whether to use CPLEX's presolve dependency checker:
0 = no (default)
1 = turn on only at start of preprocessing
2 = turn on only at end of preprocessing
3 = turn on at both start and end of
preprocessing.
dettimelim Time limit in platform-dependent "ticks".
New in CPLEX 12.5; see timing.
dgradient Pricing algorithm for dual simplex (default 0):
0 = choose automatically
1 = standard dual pricing
2 = steepest-edge pricing
3 = steepest-edge pricing in slack space
4 = steepest-edge with unit initial norms
5 = devex pricing.
disjcuts Whether to generate MIP disjunctive cuts:
-1 = no
0 = automatic choice (default)
1, 2, 3 = ever more aggressive generation.
display Frequency of displaying LP progress information:
0 (default) = never
1 = each factorization
2 = each iteration.
doperturb 1 means initially perturb the problem (by an
amount governed by "perturbation", which is
described below). 0 (default) means let the
algorithm decide. Setting doperturb to 1
is occasionally helpful for highly degenerate
problems.
dparam Used with syntax "dparam=n=d" (no spaces), where n
is a decimal integer, the number of a CPLEX "double"
(i.e., floating-point valued) parameter. If d is a
decimal floating-point value, assign d to "double"
parameter n. If d is ?, report the current value of
"double" paramter n. This facility provides a way
to modify "double" parameters that have not (yet)
been assigned a keyword.
droptol If droptol > 0 is specified, linear constraint
and objective coefficients less than droptol in
magnitude are treated as zero. New in CPLEX 11.
dual Single-word phrase: solve the dual problem.
dualopt Single-word phrase: use a dual simplex algorithm.
dualratio If neither "primal" nor "dual" was specified and
"dual" is possible (e.g., no integer variables and
no node and arc declarations), choose between
"primal" and "dual" as follows.
Let m = number of rows, n = number of columns;
if m - n > dualthresh > 0 or m > dualratio*n,
solve the dual; otherwise solve the primal.
Defaults: dualthresh = 0, dualratio = 3.
dualthresh See dualratio.
eachcutlim Limit on the number of cuts of each time.
Default = 2100000000. New in CPLEX 11.
endbasis "endbasis foo" writes the final basis to
file "foo" (in BAS format).
endsol File for writing the final solution as an XML file.
endtree File for writing final branch & bound search tree.
Withdrawn from CPLEX 10.
endvector File for writing solution from barrier algorithm
without crossover: only meaningful with
"baropt crossover=0". Deprecated; use endsol instead.
feasibility Amount by which basic variables can violate
their bounds. Default = 1e-6; possible
values are between 1e-9 and 1e-4.
feasopt New in CPLEX 10.0. For infeasible problems,
whether to find a feasible point for a relaxed
problem (see feasoptobj):
0 = no (default)
1 = find a feasible point
2 = find a "best" feasible point.
feasoptobj New in CPLEX 10.0. Objective for "feasopt":
1 = minimize sum of constraint and variable
bound relaxations
2 = minimize number of constraint and variable
bounds relaxed (a MIP problem,
generally harder than feasoptobj = 1)
3 = minimize sum of squares of constraint and
variable bound relaxations.
file Synonym for "writeprob".
finalfactor Whether to factor the basis after "uncrushing"
the problem at the end.
0 = no
1 = yes (default)
Withdrawn in CPLEX 10.0.
flowcuts Whether to use flow cuts in solving MIPs:
-1 = never
0 = automatic choice (default)
1, 2 = ever more aggressive use.
flowpathcuts Whether to generate MIP flow-path cuts:
-1 = no
0 = automatic choice (default)
1, 2 = ever more aggressive generation.
fpheur Whether to use the feasibility pump heuristic on MIP
problems:
-1 = no
0 = automatic choice (default)
1 = yes, focus on finding a feasible solution
2 = yes, focus on finding a good objective
value at a feasible solution.
New in CPLEX 11.
fraccand Limit on number of candidate variables when
generating Gomory cuts for MIP problems:
default = 200.
fraccuts Whether to generate MIP fractional Gomory
cuts:
-1 = no
0 = decide automatically (default)
1 = generate moderately
2 = generate aggressively.
fracpass Limit on number of passes to generate MIP
fractional Gomory cuts:
0 = automatic choice (default)
positive = at most that many passes.
fractionalcuts Synonym for "fracpass".
growth Synonym for "bargrowth".
gubcuts Whether to use GUB cuts in solving MIPs:
-1 = never
0 = automatic choice (default)
1, 2 = ever more aggressive generation.
heurfreq How often to apply "node heuristics" for MIPS:
-1 = never
0 = automatic choice (default)
n > 0 = every n nodes.
heuristic Deprecated: withdrawn from CPLEX 9.0.
What heuristic to use on MIPS for finding an
initial integer solution:
-1 = none
0 = decide automatically (default)
1 = use a rounding heuristic at node 0.
heuristicfreq Synonym for "heurfreq".
iisfind Whether to find and return an IIS (irreducible
infeasible set of variables and constraints) if
the problem is infeasible:
0 = no (default)
1 = find an IIS.
IIS details are returned in suffix .iis, which
assumes one of the values "non" for variables
and constraints not in the IIS; "low" for
variables or inequality constraint bodies whose lower
bounds are in the IIS; "upp" for variables and
inequality constraint bodies whose upper bounds are
in the IIS; and "fix" for equality constraints that
are in the IIS.
impliedcuts Whether to use implied cuts in solving MIPs:
-1 = never
0 = automatic choice (default)
1, 2 = ever more aggressive use.
incompat How to treat parameter settings that CPLEX finds
incompatible:
0 = quietly ignore incompatibilities
1 = report and ignore them (default)
2 = reject them, refusing to solve.
For example, CPLEX regards the polishafter_* parameters
introduced in CPLEX 11.2 as incompatible with the older
polishtime parameter.
integrality Amount by which an integer variable can differ
from the nearest integer and still be considered
feasible. Default = 1e-5; must be in [1e-9, 0.5].
(The upper bound was not enforced prior to CPLEX 11.)
intwarntol Do not warn about perturbations to "integer"
variables to make them integers when the maximum
perturbation is at most intwarntol (default 1e-9);
see "round".
iparam Used with syntax "iparam=n=i" (no spaces), where n
is a decimal integer, the number of a CPLEX integer
parameter. If i is a decimal integer, assign i to
integer parameter n. If i is ?, report the current
value of integer paramter n. This facility provides
a way to modify integer parameters that have not (yet)
been assigned a keyword.
iterations Limit on total LP iterations; default 5000000.
iterlim Synonym for "iterations".
lazy Whether to recognize suffix .lazy on constraints
(new for CPLEX 10): sum of
1 ==> treat .lazy = 1 as lazy constraint
2 ==> treat .lazy = 2 as user cut
Default lazy = 3 ==> treat both. (Suffix .lazy on
constraints is ignored if not 0, 1, or 2 modulo 3.)
lbheur Whether to use a local branching heuristic in an
attempt to improve new incumbents found during a
MIP search. (Default = 0 = no; 1 = yes.)
limitperturb Synonym for "perturblimit".
localimpliedcuts Whether to generate locally valid implied bound
cuts for MIP problems (new in 12.6.1):
-1 ==> no
0 ==> automatic choice (default)
1 ==> yes, moderately
2 ==> yes, aggressively
3 ==> yes, very aggressively.
logfile Name of file to receive all CPLEX messages.
lowercutoff For maximization problems involving integer
variables, skip any branch whose LP relaxation's
optimal value is less than lowercutoff. Warning:
if lowercutoff is too large, the problem will
appear infeasible. Default = -Infinity.
lowerobj Stop minimizing when the objective value
goes below lowerobj. Default = -1e75.
lowerobjlim Synonym for "lowerobj".
lpdisplay Synonym for "display".
lpiterlim Synonym for "iterations".
lptimelim Synonym for "time".
markowitz Pivot tolerance; default = 0.01; must be between
0.0001 and 0.99999. Bigger values may improve
numerical properties of the solution (and may
take more time).
maximize Single-word phrase: maximize the objective,
regardless of model specifications.
mcfcuts New in CPLEX 12.0. Whether to use multi-commodity
flow (MCF) cuts:
-1 = no
0 = let CPLEX decide (default)
1 = generate a modest number of MCS cuts
2 = generate MCS cuts aggressively.
memoryemphasis New in CPLEX 10.0. Whether to compress data to reduce
the memory used, which may make some information (e.g.,
basis condition) unavailable:
0 = no (default)
1 = yes.
minimize Single-word phrase: minimize the objective,
regardless of model specifications.
mipalg Algorithm used on mixed-integer subproblems
(default 2):
1 = primal simplex
2 = dual simplex
3 = network simplex
4 = barrier
5 = sifting (with CPLEX versions >= 8)
The next two are only available in CPLEX versions < 8;
for CPLEX versions >= 8, specify mipcrossover instead.
5 = dual to iteration limit, then barrier
6 = barrier without crossover.
mipalgorithm Synonym for "mipalg".
mipbasis Whether to compute a basis and dual variables for MIP
problems when endbasis is not specified:
0 = no
1 = yes
This keyword is new with driver version 20040716.
When endbasis is specified, mipbasis=1 is assumed.
Otherwise, when mipbasis=0 is specified for a MIP
problem, no solver-status values for variables are
returned to AMPL. The default is 1 unless a quadratic
objective or constraints are present, in which case
the default is 0 (as finding a basis can be time
consuming).
mipcrossover Crossover method used when using the barrier
method for MIP subproblems:
-1 = no crossover
0 (default) = automatic choice
1 = primal
2 = dual.
mipcuts Sets all ten of cliques, covers, disjcuts,
flowcuts, flowpathcuts, fraccuts, gubcuts,
impliedcuts, mircuts and zerohalfcuts to the
specified value.
mipdisplay Frequency of displaying branch-and-bound
information (for optimizing integer variables):
0 (default) = never
1 = each integer feasible solution
2 = every "mipinterval" nodes
3 = every "mipinterval" nodes plus
information on LP relaxations
(as controlled by "display")
4 = same as 2, plus LP relaxation info
5 = same as 2, plus LP subproblem info.
mipemphasis Whether to emphasize seeking optimality
(0 = default) or finding feasible solutions (1).
For CPLEX versions >= 8, two other values are
possible: emphasizing optimality over
feasibility (2) and emphasizing best bound (3).
mipgap Relative tolerance for optimizing integer
variables: stop if
abs((best bound) - (best integer))
< mipgap * (1 + abs(best bound)).
Default = 1e-4; must be between 1e-9 and 1.
mipinterval Frequency of node logging for mipdisplay >= 2.
Default = 0 ==> automatic choice. Values n > 0 ==>
every n nodes and every new incumbent; n < 0 ==> less
frequently the more negative n is.
mipkappa Whether to compute statistics on the condition
numbers of optimal simplex bases for subproblems
seen when solving a MIP problem. (This is not
relevant to the sifting algorithm or the barrier
algorithm without crossover.) New in CPLEX 12.2;
can be expensive. Possible values:
-1 = no mipkappa computations (default)
0 = automatic choice
1 = compute for a sample of subproblems
2 = compute for all subproblems.
If available, statistics are reported in the
solve_message.
mipordertype Synonym for "ordertype".
mipsearch Search strategy for mixed-integer problems, new
in CPLEX 11:
0 = automatic choice (default)
1 = traditional branch and cut
2 = dynamic search.
mipsolutions Stop branch-and-bound for integer variables
after finding "mipsolutions" feasible solutions.
Default = 2100000000.
mipstart Synonym for "mipstartvalue".
mipstartalg Which LP algorithm to use in solving the initial
MIP subproblem:
1 = primal simplex
2 = dual simplex (default)
3 = netopt
4 = barrier with crossover
The next two are not available in CPLEX versions >= 8;
specify mipcrossover instead.
5 = dual simplex to iteration limit,
then barrier
6 = barrier without crossover.
mipstartstatus Whether to use incoming variable and constraint
statuses if the problem has integer variables:
0 = no
1 = yes (default).
mipstartvalue Whether to use initial guesses in problems with
integer variables:
0 = no
1 = yes (default)
2 = yes, using the deprecated CPXcopymipstart
function (as formerly done), rather than
the now preferred CPXaddmipstarts (starting
with driver version 20110607); this is for
debugging and is to be withdrawn.
mipsubalg Synonym for "mipalg".
mipthreads Maximum threads for the MIP algorithm
(1 unless you have a CPLEX license for multiple
threads). Withdrawn from CPLEX 11.
miqcpstrat Strategy for solving quadratically-constrained MIPs
(MIQCP problems):
0 = automatic choice (default)
1 = solve a quadratically-constrained node
relaxation (QCP) at each node
2 = solve an LP node relaxation at each node
New in CPLEX 11.
mircuts Whether to generate MIP rounding cuts:
-1 = no
0 = automatic choice (default)
1 = moderate generation
2 = aggressive generation.
nameround Whether to mangle variable and constraint names
by turning [ and ] into ( and ), respectively:
0 = no (default)
1 = yes.
This only matters if you specify endbasis=...
or startbasis=... or perhaps writeprob=something.lp
and have instructed AMPL to write .row and .col files.
(It is usually better to let AMPL's status facilities
convey basis information.) An alternative under Unix
is to use the "tr" command to make the above changes
if they are needed.
netdisplay Which objective value to show when using the
network simplex algorithm with display > 0
or netopt=3:
0 = none
1 = true objective
2 = penalized objective (default).
netfeasibility Feasibility tolerance for the network simplex
algorithm. Default = 1e-6; possible values are
between 1e-11 and 1e-1.
netfind Algorithm for finding embedded networks:
1 = extract only the natural network (default)
2 = use reflection scaling
3 = use general scaling.
netfinder Synonym for "netfind".
netiterations Limit on network simplex iterations.
Default = large (e.g., 2100000000).
netopt 0 means never invoke the network optimizer.
1 (default) means invoke the network optimizer
only if the model had node and arc declarations.
2 means always invoke the network optimizer
(unless there are integer variables); the network
optimizer may be able to find and exploit an
embedded network.
3 is similar to 2, but sets CPLEX's LPMethod
to CPX_ALG_NET rather than explicitly invoking
the network optimizer. This might make a
difference if CPLEX's presolve makes relevant
reductions.
netoptimality Tolerance for optimality of reduced costs in the
network simplex algorithm. Default 1e-6; must be
between 1e-11 and 1e-1.
netpricing How to price in the network simplex algorithm:
0 = automatic choice (default)
1 = partial pricing
2 = multiple partial pricing
3 = multiple partial pricing with sorting.
node Synonym for "nodes".
nodefile Whether to save node information in a temporary file:
0 = no
1 (default) = compressed node file in memory
2 = node file on disk
3 = compressed node file on disk.
nodefiledir Synonym for workfiledir. Prior to CPLEX 7.1,
this directory is just for node information files.
nodefilelim Maximum size for the node file. Default 1e75.
Removed from CPLEX 7.1. See workfilelim.
nodefilesize Synonym for "nodefilelim".
nodelim Synonym for "nodes".
nodes Stop branch-and-bound for integer variables
after "nodes" LP relaxations. Default = 2100000000.
New in CPLEX 11: nodes = 0 ==> complete processing
at the root (create cuts, apply heuristics at root);
1 ==> allow branching from root: create but do not
solve nodes.
nodesel Strategy for choosing next node while optimizing
integer variables:
0 = depth-first search;
1 = breadth-first search (default);
2 = best-estimate search;
3 = alternate best-estimate search.
nodeselect Synonym for "nodesel".
nosolve Stop after loading the problem and honoring any
"writeprob" or "writemipstart" directives.
numericalemphasis New in CPLEX 10.0. Whether to try to improve
numerical accuracy (at a possible cost of time or
memory):
0 = no (default)
1 = yes.
objdifference Amount added to (for maximizing) or subtracted
from (for minimizing) the best (so far) feasible
objective value while optimizing integer variables.
Subsequent nodes will be ignored if their LP
relaxations have optimal values worse than this
sum. Default = 0. Positive values may speed
the search -- and may cause the optimal solution
to be missed.
objno 1 (default) = first objective, 2 = second, etc.;
0 ==> no objective: just find a feasible point.
objrep Whether to replace
minimize obj: v;
with
minimize obj: f(x)
when variable v appears linearly in exactly one
constraint of the form
s.t. c: v >= f(x);
or
s.t. c: v == f(x);
Possible objrep values:
0 = no
1 = yes for v >= f(x)
2 = yes for v == f(x) (default)
3 = yes in both cases
For maximization problems, ">= f(x)" is changed to
"<= f(x)" in the description above. This is new
with driver version 20130622.
optimality Tolerance for optimality of reduced costs.
Default 1e-6; must be between 1e-9 and 1e-1.
optimize Synonym for "primal".
ordering Ordering algorithm used by the barrier algorithm
0 = automatic choice (default)
1 = approximate minimum degree
2 = approximate minimum fill
3 = nested dissection.
ordertype How to generate default priorities for integer
variables when no .priority suffix is specified:
0 = do not generate priorities (default)
1 = use decreasing costs
2 = use increasing bound range
3 = use coefficient count.
outlev Synonym for "display".
parallelmode Parallel optimization mode: new in CPLEX 11:
-1 = opportunistic mode
0 = automatic: let CPLEX decide (default)
1 = deterministic mode.
paramfile File containing param settings to import. The file
is read and settings in it echoed when the keyword
is processed.
paramfileprm File containing param settings in CPLEX PRM format
to import. The file is read without echoing settings
in it when the keyword is processed. New in CPLEX 10.
pdswitch Whether to switch algorithms (from primal to dual
or vice versa) when undoing perturbations or shifts
made during the primal or dual simplex algorithm:
-1 = no
0 = automatic choice (default)
1 = yes
pdswitch=1 may help if there are many cycles
of undoing perturbations. New in CPLEX 7.0,
hidden in CPLEX 7.1.
perturb Synonym for "doperturb".
perturbation Amount by which to perturb variable bounds
when perturbing problems (see "doperturb").
Default 1e-6; must be positive.
perturbconst Synonym for "perturbation".
perturblim Number of stalled simplex iterations before the
problem is perturbed. Default = 0 = automatic.
perturblimit Synonym for "perturblim".
pgradient Pricing algorithm for primal simplex (default 0):
-1 = reduced-cost pricing
0 = hybrid reduced-cost and Devex pricing
1 = Devex pricing
2 = steepest-edge pricing
3 = steepest-edge with slack initial norms
4 = full pricing.
plconpri Priority (default 1) for SOS2 constraints for nonconvex
piecewise-linear terms in constraints.
plobjpri Priority (default 2) for SOS2 constraints for nonconvex
piecewise-linear terms in objectives.
polishafter_absmipgap Start polishing integer solutions after the
absolute mixed-integer optimality gap is at most
polishafter_absmipgap. Default 0. New in CPLEX 11.2.
polishafter_intsol Start polishing integer solutions after the
finding polishafter_intsol integer-feasible
solutions. Default 2100000000. New in CPLEX 11.2.
polishafter_mipgap Start polishing integer solutions after the
relative mixed-integer optimality gap is at most
polishafter_mipgap. Default 0. New in CPLEX 11.2.
polishafter_nodes Start polishing integer solutions after the
processing polishafter_nodes nodes.
Default 2100000000. New in CPLEX 11.2.
polishafter_time Start polishing integer solutions after finding
at least one integer feasible solution and spending
polishafter_time CPU seconds seeking integer
solutions. Default 1e75. New in CPLEX 11.2.
polishafter_timedet Start polishing integer solutions after finding
at least one integer feasible solution and spending
polishafter_time "ticks" seeking integer solutions.
Default 1e75. New in CPLEX 12.5.
polishtime New in CPLEX 10.0: seconds to spend "polishing"
integer solutions. Default 0.
Deprecated in CPLEX 11.2 (in favor of the polishafter
keywords above).
poolagap Solutions with objective worse in absolute value by
poolgap than the best solution are not kept in the
solution pool; see poolstub. Default 1e75.
New in CPLEX 11.
poolcapacity Number of solutions to keep in solution pool;
see poolstub. Default 2100000000. New in CPLEX 11.
pooldual Whether to return dual values (corresponding to fixed
integer variables) for MIP and MIQP problems in the
solution pool:
0 = no (default)
1 = yes (which takes extra computation)
New in CPLEX 11 (added May 2008).
poolgap Solutions with objective worse in a relative sense by
poolgap than the best solution are not kept in the
solution pool; see poolstub. Default 1e75.
New in CPLEX 11.
poolintensity How hard to try adding MIP solutions to the solution
pool. Useful only if poolstub is specified. Default 0
is treated as 1 if poolstub is specified without
populate, or 2 if populate is specified. Larger values
(3 or 4) cause more additions to the solution pool,
possibly consuming considerable time; poolintensity 4
tries to generate all MIP solutions, which could be a
very large number. New in CPLEX 11.
poolreplace Policy for replacing solutions in the solution pool if
more than poolcapacity solutions are generated:
0 = FIFO (first-in, first-out); default
1 = Keep best solutions
2 = Keep most diverse solutions.
New in CPLEX 11.
poolstub Stub for solution files in the MIP solution pool.
New in CPLEX 11 and meaningful only if some variables
are integer or binary. A pool of alternate MIP
solutions is computed if poolstub is specified, and the
solutions the remain in the solution pool (after some
are replaced if more than poolcapacity solutions are
found) are written to files
(poolstub & '1') ... (poolstub & |solution pool|),
where |solution pool| is the number of solutions in the
solution pool. That is, file names are obtained by
appending 1, 2, ... |solution pool| to poolstub. The
value of |solution pool| is returned in suffix npool
on the problem.
populate Whether to run CPLEX's "populate" algorithm in an
attempt to add more solutions to the MIP solution pool.
0 = no; just keep solutions found during the
initial solve
1 = run "populate" after finding a MIP solution
2 = run "populate" instead of seeking a single
best solution.
See poolstub. New in CPLEX 11.
populatelim Limit on number of solutions added to the solution pool
by the populate algorithm. See poolstub and populate.
Default 20. New in CPLEX 11.
precompress New in CPLEX 7.1: whether to compress the original
problem after CPLEX's presolve:
-1 = no
0 = automatic choice (default)
1 = yes
Withdrawn in CPLEX 10.0.
predual Whether CPLEX's presolve phase should present the
CPLEX solution algorithm with the primal (-1) or
dual (1) problem or (default = 0) should decide
which automatically. Specifying "predual=1" often
gives better performance than specifying just "dual",
but sometimes "dual predual=1" is still better.
prelinear Whether CPLEX's presolve should do full reductions
or only linear ones. Default = 1 = full.
prepass Limit on number of CPLEX presolve passes.
Default = -1 = decide limit automatically.
prereduce Kinds of reductions permitted during CPLEX presolve:
0 = none
1 = only primal
2 = only dual
3 = both primal and dual (default).
prerelax Whether to use CPLEX's presolve on the initial LP
relaxation of a MIP:
-1 = automatic choice (default)
0 = no
1 = yes.
presolve 0 or 1 (default 1): Whether to run CPLEX's presolve
algorithm.
presolvedual Synonym for "predual".
presolvenode -1, 0, or 1 (default 0): Whether to run CPLEX's
presolve at each node of the MIP branch-and-bound
tree: -1 = no; 1 = yes; 0 = automatic choice.
prestats 0 or 1 (default 0): Whether to include summary
statistics (if nonzero) for CPLEX's "aggregate" and
"presolve" algorithms in the solve_message.
pretunefile File to which nondefault keyword settings are written
before tuning; written whether or not tunefile or
tunefilecpx is specified.
pretunefileprm File to which nondefault keyword settings are written
in CPLEX PRM format before tuning; written whether or
not tunefile or tunefileprm is specified. Includes
some display settings suppressed by pretunefile.
New in CPLEX 11.
pricing Size of pricing candidate list (for partial pricing).
0 (default) means the algorithm decides.
primal Single-word phrase: solve the primal problem.
primalopt Use the primal simplex algorithm.
priorities Whether to consider priorities for MIP branching:
0 = no
1 = yes (default).
probe Whether to do variable probing when solving MIPs
(which sometimes dramatically affects performance,
for better or worse):
-1 = no
0 = automatic choice (default)
1, 2, or 3 = ever more probing.
probetime New in CPLEX 10.0. Limit in seconds on time spent
probing. Default = 1e75.
probetimedet New in CPLEX 12.5. Limit in "ticks" on time spent
probing. Default = 1e75.
qcdual Whether to compute dual variable values for problems
with quadratic constraints. Default = 1 (for "yes").
This may be expensive if there are many quadratic
constraints. Specifying qcdual=0 suppresses the
computation.
qcpconvergetol Convergence tolerance on relative complementarity for
problems with quadratic constraints. Default = 1e-7.
qctol1 Tolerance on a quadratic inequality constraint's slack.
After CPLEX has returned a solution, dual values are
deduced for "active" quadratic constraints.
Default 1e-5; a negative value is quietly treated as 0.
qctol2 Tolerance on the maxnorm of the gradient of an
"active" quadratic constraint (see qctol1): if the
maxnorm is no more than qctol2, the gradient is
considered to vanish and dual value 0 is deduced.
Default 1e-5; a negative value is quietly treated as 0.
qctol3 Tolerance on the reduction during QR factorization of
the maxnorm of an "active" constraint's gradient
(see qctol1) for the constraint to be considered
independent of the other active quadratic constraints.
Dual value 0 is deduced for dependent constraints.
Default 1e-5; a negative value is quietly treated as 0.
qpmethod Choice of algorithm for a continuous quadratic
programming problem:
0 = automatic choice (default)
1 = primal simplex
2 = dual simplex
3 = network simplex
4 = barrier algorithm
6 = concurrent optimizer.
qtolin New in 12.6.1. Whether to to linearize products of
bounded variables in quadratic objectives:
-1 = automatic choice (default)
0 = no
1 = yes.
rays Whether to return suffix .unbdd when the objective is
unbounded or suffix .dunbdd when the constraints are
infeasible:
0 = neither
1 = just .unbdd
2 = just .dunbdd
3 = both (default)
To get .dunbdd, you may need to specify presolve=0
in $cplex_options.
readbasis BAS file containing starting basis.
readsol File (previously written by an endsol directive) for
reading the starting point. This is for debugging
and is normally not used.
readvector VEC file containing starting point for barrier alg.
Deprecated; use "readsol" instead.
refactor LP iterations between refactorizing the basis.
0 (default) means the algorithm decides.
relax Single-word phrase: ignore integrality.
relaxpresolve Synonym for "prerelax".
relobjdif Synonym for "relobjdiff".
relobjdiff If the objdifference parameter is 0,
relobjdiff times the absolute value of the objective
value is added to (for maximizing) or subtracted
from (for minimizing) the best (so far) feasible
objective value while optimizing integer variables.
Subsequent nodes will be ignored if their LP
relaxations have optimal values worse than this
sum. Default = 0. Positive values may speed
the search -- and may cause the optimal solution
to be missed.
relpresolve Synonym for "prerelax".
repairtries New in CPLEX 10.0. How many times to try to
repair in infeasible MIP starting guess:
-1 = none
0 = automatic choice (default)
> 0 = that many times.
repeatpresolve New in CPLEX 10.0. Whether to repeat CPLEX's
presolve at MIP nodes:
-1 = automatic choice (default)
0 = no
1 = presolve again ignoring cuts
2 = presolve again considering cuts
3 = presolve again considering cuts and
allowing new root cuts.
reqconvex New in CPLEX 12.3. Whether to require a quadratic
model to be convex:
0 = automatic choice (default)
1 = require convexity
2 = do not require convexity; just look
for a local solution
3 = globally solve if noncovex (new in 12.6).
resolve Whether to re-solve the problem with CPLEX's
presolve turned off when it reports the problem
to be infeasible or unbounded. Re-solving may
take extra time but should determine whether the
problem is infeasible or unbounded.
0 = no
1 = yes (default).
return_mipgap Whether to return mipgap suffixes or include
mipgap values in the solve_message: sum of
1 = return relmipgap suffix
2 = return absmipgap suffix
4 = suppress mipgap values in solve_message
The suffixes are on the objective and problem;
returned suffix values are +Infinity if no integer-
feasible solution has been found, in which case no
mipgap values are reported in the solve_message.
Default = 0. See also bestbound and bestnode above.
rinsheur Relaxation INduced neighborhood Search HEURistic
for MIP problems:
-1 = none
0 = automatic choice of interval (default)
n (for n > 0) = every n nodes.
rootheuristic Withdrawn from CPLEX 9.0. Synonym for "heuristic".
round Whether to round integer variables to integral
values before returning the solution, and whether
to report that CPLEX returned noninteger values
for integer values (default 1): sum of
1 ==> round nonintegral integer variables
2 ==> do not modify solve_result
4 ==> do not modify solve_message
8 ==> modify solve_result and solve_message
even if maxerr < intwarntol (default 1e-9).
Modifications take place only if CPLEX assigned
nonintegral values to one or more integer variables.
scale How to scale the problem:
-1 = no scaling
0 (default) = equilibration
1 = a more aggressive scheme that sometimes helps.
seed Seed for random number generator used internally
by CPLEX. Use "seed=?" to see the default, which
depends on the CPLEX release. New in CPLEX 12.5.
sensitivity Whether to return sensitivity information for the
objective (in suffixes .up for the largest value
of a variable's cost coefficient or constraint's
right-hand side before the optimal basis changes,
.down for the smallest such value, and .current for
the current cost coefficient or right-hand side):
0 = no (default)
1 = yes.
siftingopt Synonym for "siftopt".
siftopt Single-word phrase: on LPs with CPLEX versions >= 8,
solve ever larger sequences of subproblems until the
whole LP is solved.
simthreads Maximum threads for the dual simplex algorithm
(currently always 1). Withdrawn from CPLEX 9.0.
singular Maximum number of times CPLEX should try to
repair the basis when it encounters singularities.
Default = 10.
singularlim Synonym for "singular".
solutionlim Synonym for "mipsolutions".
solutiontype New in CPLEX 12.6.2. Whether to seek a basic solution
when solving an LP:
0 = automatic choice (default)
1 = yes
2 = no (just seek a primal-dual pair).
sos 0 or 1 (default 1): Whether to honor declared
suffixes .sosno and .ref describing SOS sets.
Each distinct nonzero .sosno value designates an SOS
set, of type 1 for positive .sosno values and of type
2 for negative values. The .ref suffix contains
corresponding reference values.
sos2 0 or 1 (default 1): Whether to tell CPLEX about SOS2
constraints for nonconvex piecewise-linear terms.
sparam Added in connection with cpumask, which is new in
CPLEX 12.6.2. Used with syntax "sparam=n=str" (no
spaces), where n is a decimal integer, the number of a
CPLEX string parameter. If str is ?, report the
current value of string paramter n. Otherwise, if str
is a quoted string or a sequence of nonblank
characters, assign str to string parameter n. This
facility provides a way to modify string parameters
that have not (yet) been assigned a keyword.
splitcuts Whether to use lift-and-project cuts on MIP problems
(new for CPLEX 12.5.1):
-1 = no
0 = automatic choice (default)
1 = moderate use
2 = aggressive use
3 = very aggressive use.
startalg Synonym for "mipstartalg".
startalgorithm Synonym for "mipstartalg".
startbasis "startbasis foo" reads the initial basis
(in BAS format) from file "foo".
startsol Synonym for "readsol".
starttree File for reading initial branch-and-bound search tree.
Withdrawn from CPLEX 10.
strongcand Length of the candidate list for "strong branching"
when solving MIPs: default 10.
strongit Number of simplex iterations on each variable in
the candidate list during strong branching.
Default = 0 = automatic choice.
strongthreads Maximum threads during strong branching.
Default = 1. Withdrawn from CPLEX 11.
subalg Synonym for "mipalg".
subalgorithm Synonym for "mipalg".
submipnodelim Limit on nodes searched by relaxation induced
neighborhood search (RINS) heuristic for MIP
problems and for processing of MIP starting values.
Default = 500.
symmetry New in CPLEX 9.1? Whether to break symmetry during
preprocessing of MIP problems:
-1 = automatic choice (default)
0 = no
1 = moderate effort
2 = more effort
3 = still more effort
4 = even more effort (new in CPLEX 11)
5 = more effort than 4 (new in CPLEX 11).
threads Default maximum number of threads for any of
the parallel CPLEX optimizers (limited also
by licensing). Default = 1 prior to CPLEX 11,
or 0 (use maximum threads available) starting
with CPLEX 11. May be overridden, prior to
CPLEX 11, by more specific limits, such as
barthreads or mipthreads.
time Time limit in seconds; default = 1e75.
timelimit Synonym for "time".
timing Whether to write times in seconds or "ticks" to
stdout or stderr: sum of
1 = write time in seconds to stdout
2 = write time in seconds to stderr
4 = write time in "ticks" to stdout
8 = write time in "ticks" to stderr
16 = write number of logical cores to stdout
32 = write number of logical cores to stderr.
Default = 0. Values >= 3 are new in CPLEX 12.5.
tranopt Synonym for "dualopt".
treelimit Synonym for "treememory".
treememlim Synonym for "treememory".
treememory Max. megabytes of memory (default 128) to use for
branch-and-bound tree.
tunedisplay How much to print during tuning:
0 = nothing
1 = minimal printing (default)
2 = show parameters being tried
3 = exhaustive printing.
New in CPLEX 11.
tunefile Name of file for tuning results. If specified, CPLEX
will experiment with parameter settings that would
make the solution faster. This can significantly
increase execution time of the current invocation,
but the settings it finds might save time in future
runs. New in CPLEX 11.
tunefileprm Name of file for tuning results in CPLEX PRM format.
If specified, CPLEX will experiment with parameter
settings as described for "tunefile". New in CPLEX 11.
tunefix List of keywords not to tune, enclosed in quotes
(" or ') or separated by commas without white space
if more than one. New in CPLEX 11.
tunefixfile Name of file containing keywords not to tune.
(There is no PRM format alternative.) Merged with
tunefix specification (if any). New in CPLEX 11.
tunerepeat How many times to perturb the problem during tuning.
Default = 1. New in CPLEX 11.
tunetime Limit (in seconds) on tuning time; meaningful
if < time. Default = 10000. New in CPLEX 11.
tunetimedet Limit (in "ticks") on tuning time; meaningful
if < time. Default = 1e7. New in CPLEX 12.5.
uppercutoff For minimization problems involving integer
variables, skip any branch whose LP relaxation's
optimal value is more than uppercutoff. Warning:
if uppercutoff is too small, the problem will
appear infeasible. Default = Infinity.
upperobj Stop maximizing when the objective value
goes above upperobj. Default = 1e75.
upperobjlim Synonym for "upperobj".
varsel Strategy for selecting the next branching
variable during integer branch-and-bound:
-1 = branch on variable with smallest
integer infeasibility;
0 = algorithm decides (default);
1 = branch on variable with largest
integer infeasibility;
2 = branch based on pseudo costs (new in CPLEX 6.5);
3 = strong branching;
4 = branch based on pseudo reduced costs
(with CPLEX 6.5; varsel 2 had this meaning
with earlier versions of CPLEX).
varselect Synonym for "varsel".
version Single-word phrase: show the current version.
wantsol In a stand-alone invocation (no -AMPL on the
command line), what solution information to write.
Sum of
1 = write .sol file
2 = primal variables to stdout
4 = dual variables to stdout
8 = suppress solution message.
workfiledir Directory where CPLEX creates a temporary
subdirectory for temporary files, e.g., for
node information and Cholesky factors.
workfilelim Maximum size in megabytes for in-core work "files".
Default 128.
writebasis Synonym for "endbasis".
writemipstart [Debug option] The name of a file to which the MIP
starting guess (if any) is written in ".mst" format.
If there is no MIP start, an empty file is written.
writeprob Name of file to which the problem is written
in a format determined by the name's suffix:
.sav = binary SAV file;
.mps = MPS file, original names;
.lp = LP file, original names;
.rmp = MPS file, generic names;
.rew = MPS file, generic names;
.rlp = LP file, generic names.
SAV and LP formats are peculiar to CPLEX.
writesol Synonym for "endsol".
writevector Synonym for "endvector".
xxxstart Whether to read .xxx files to resume an
interrupted run of CPLEX (deprecated in 10.0,
removed in 12.6.1):
0 = no (default)
1 = yes.
zerohalfcuts Whether to generate zero-half cuts for MIP problems:
-1 = no
0 = automatic choice (default): continue
generating until new cuts are not helpful
1 = generate zero-half cuts moderately
2 = generate zero-half cuts aggressively.
New in CPLEX 11.
When CPLEX finds the problem unbounded and a basis is available,
a ray is returned in suffix unbdd.
For problems with several integer (or binary) variable declarations,
it sometimes helps to specify branching priorities for the integer
variables. When CPLEX has a choice of which integer variable to
bound (or fix) during its branch-and-bound algorithm, it chooses
a variable with the highest priority. You can declare suffix priority
and assign individual priorities (between 0 and 2147483647) to each
integer variable. Assigning .priority values is the preferred
approach, but you can also use the older and less flexible scheme of
specifying priorities in the environment variable $mip_priorities,
which should contain zero or more white-space separated pairs of the
form
variable-name priority
Each priority should be an integer between 1 and 2147483647.
All components of an indexed variable have the same priority;
the variable-name should not have a subscript.
If suffix priority is present, option mip_priorities is ignored.
You can also declare suffix direction and use it to convey
individual branching directions (-1, 0, or 1, as with the branch
keyword described above) for each integer variable. If suffix
direction is present, the branch keyword applies only to variables
whose .direction is 0.
When using $mip_priorities, you must arrange for AMPL to write a .col
file. See the discussion of auxiliary files on p. 333 of the AMPL book:
unless $cplex_auxfiles already contains 'c', issue the AMPL command
option cplex_auxfiles c;
before saying "solve;". Similarly, if you use AMPL's write command,
first make sure $auxfiles contains 'c'; if not, issue the AMPL command
option auxfiles c;
The keywords '!quit' and '!echo' may appear at the beginning of
$mip_priorities. If cplex finds an error in $mip_priorities, it bails
out unless '!quit' appears in $mip_priorities before the error.
Normally cplex reports the priorities it acquires from $mip_priorities,
but '!echo' suppresses this reporting. For example, if Buy is an
integer variable, you might try the AMPL commands
option mip_priorities 'Buy 3', cplex_auxfiles ''; solve;
option mip_priorities '!quit Buy 3'; solve;
option cplex_auxfiles c; solve;
option mip_priorities '!echo Buy 3'; solve;
option mip_priorities '!quit !echo Buy 3'; solve;
-----------------------
solve_result_num values
=======================
Here is a table of solve_result_num values that "cplex" can return
to an AMPL session, along with the text that appears in the associated
solve_message.
Value Message
0 optimal solution
1 primal has unbounded optimal face
2 optimal integer solution
3 optimal integer solution within mipgap or absmipgap
4 primal optimal (no dual solution available)
5 primal optimal (no dual values for quadratic constraints)
100 best solution found, primal-dual feasible
102 optimal (non-)integer solution
103 optimal (non-)integer solution within mipgap or absmipgap
110 optimal with unscaled infeasibilities
111 integer optimal with unscaled infeasibilities
121 feasible relaxed sum in feasopt
122 optimal relaxed sum in feasopt
123 feasible relaxed infeasibility count in feasopt
124 optimal relaxed infeasibility count in feasopt
125 feasible relaxed quadratic penalty in feasopt
126 optimal relaxed quadratic penalty in feasopt
130 locally optimal solution of indefinite QP
200 infeasible problem
201 infeasible with phase II singularities
202 infeasible with phase I singularities
204 converged, dual feasible, primal infeasible
205 converged, primal and dual infeasible
206 best solution found, primal infeasible
207 best solution found, primal-dual infeasible
208 infeasible or unbounded in presolve
209 integer infeasible or unbounded in presolve
210 infeasible problem found by dualopt; .dunbdd returned
220 integer infeasible
300 unbounded problem
301 converged, primal feasible, dual infeasible
302 best solution found, dual infeasible
310 unbounded problem found by primalopt; .unbdd returned
320 integer unbounded ray
400 phase II objective limit exceeded
401 iteration limit in phase II
402 iteration limit in phase I
403 time limit in phase II
404 time limit in phase I
405 primal objective limit reached
406 dual objective limit reached
410 node limit with no integer solution
411 time limit with no integer solution
412 treememory limit with no integer solution
413 node file limit with no integer solution
420 mixed-integer solutions limit
421 node limit with integer solution
422 time limit with integer solution
423 treememory limit with integer solution
424 node file limit with integer solution
440 dettimelim reached with feasible solution
441 dettimelim reached with infeasible solution
500 unrecoverable failure
501 aborted in phase II
502 aborted in phase I
503 aborted in barrier, dual infeasible
504 aborted in barrier, primal infeasible
505 aborted in barrier, primal and dual infeasible
506 aborted in barrier, primal and dual feasible
507 aborted in crossover
508 solution found, numerical difficulties
509 solution found, inconsistent equations
510 unrecoverable failure with no integer solution
511 aborted, no integer solution
512 out of memory, no tree; no integer solution
513 failed to solve a MIP subproblem
520 unrecoverable failure with integer solution
521 aborted, integer solution exists
522 ran out of memory
523 out of memory, no tree; solution may exist
531 bug? Error return from named CPLEX routine
540 Diagonal QP Hessian has elements of the wrong sign
541 QP Hessian has diag. elements of the wrong sign
542 QP Hessian is not positive semi-definite
543 problem is not a MIP or has a nonconvex quadratic constraint
550 problem has (nonquadratic) nonlinear constraints
551 problem has a nonlinear (nonquadratic) objective
552 problem has nonlinear integer variables
553 barrier method specified for problem with integer variables
554 problem has unlinearized piecewise-linear terms
555 problem has a quadratic objective involving division by 0
556 nonlinear objective without CPLEX Barrier option (for QPs)
557 CPLEX MIP option needed to handle piecewise-linear terms
558 quadratic constraint involves division by zero
559 bug: no quadratic terms in "nonlinear" constraint
560 error in $cplex_options
561 surprise return from a CPLEX routine (perhaps a driver bug)
562 constraint is not convex (resp. concave) quadratic
563 logical constraint is not an indicator constraint
564 error reading paramfile or paramfileprm
565 error writing paramfile, pretunefile, tunefile, or a *prm
variant
566 error in tunefix or tunefixfile
567 problem has complementarity constraints
570 CPLEX licensing problem
571 not licensed to solve MIP problems
572 not licensed to use the barrier algorithm
573 not licensed to solve MIQP or QCP problems
580 bad vmconfig specification
581 writeprob="..." failed
582 writemipstart="..." failed
600 not solved because of "nosolve"
The CPLEX driver is supposed to distinguish infeasibility from unboundedness,
so solve_result_num should never be 208 or 209. If you find an example where
one of these values does occur, please send it to us.
-------------------
If you have a CPLEX 4.0 manual, you may find the following table
helpful. It relates the above names (in name-value pairs) to
SET commands described in chapters 8 and 9 of the CPLEX 4.0 manual.
Name CPLEX SET command
agglim PREPROCESSING colnonzeros
bardisplay SET BARRIER display
bargrowth SET BARRIER limits growth
bariterlim SET BARRIER limits iterations
barobjrange SET BARRIER limits objrange
barthreads SET BARRIER LIMIT THREADS
barvarup SET BARRIER LIMITS varupper
branch SET MIP STRATEGY branch
cliques MIP STRATEGY cliques
coeffreduce PREPROCESSING coeffreduce
comptol SET BARRIER convergetol
covers MIP STRATEGY covers
crash SET SIMPLEX crash
dense SET BARRIER colnonzeros
dependency PREPROCESSING dependency
dgradient SET SIMPLEX dgradient
display SET SIMPLEX display
doperturb SET SIMPLEX perturbation
feasibility SET SIMPLEX TOLERANCE feasibility
heuristic MIP STRATEGY heuristic
integrality SET MIP TOLERANCE integrality
iterations SET SIMPLEX LIMIT iterations
iterlim SET SIMPLEX LIMIT iterations
lowercutoff SET MIP STRATEGY lowercutoff
lowerobj SET SIMPLEX LIMIT lowerobj
markowitz SET SIMPLEX TOLERANCE markowitz
mipdisplay SET MIP display
mipgap SET MIP TOLERANCE mipgap
mipinterval SET MIP interval
mipsolutions SET MIP LIMIT solutions
mipstartalg MIP STRATEGY startalgorithm
mipsubalg MIP STRATEGY subalgorithm
mipthreads SET MIP LIMIT THREADS
netfind SIMPLEX netfind
nodefile SET MIP STRATEGY FILE
nodes SET MIP LIMIT nodes
nodesel SET MIP STRATEGY nodeselect
objdifference SET MIP TOLERANCE objdifference
optimality SET SIMPLEX TOLERANCE optimality
ordering SET BARRIER ordering
outlev SET SIMPLEX display
perturbation SET SIMPLEX perturbation
pgradient SET SIMPLEX pgradient
pricing SET SIMPLEX pricing
priorities MIP STRATEGY order
refactor SET SIMPLEX refactor
relobjdiff MIP TOLERANCES relobjdifference
scale SET read scale
simthreads SET SIMPLEX LIMIT THREADS
singular SET SIMPLEX LIMIT singular
sosmin MIP LIMITS minsossize
time SET timelimit
uppercutoff SET MIP TOLERANCE uppercutoff
upperobj SET SIMPLEX LIMIT upperobj
varsel SET MIP STRATEGY variableselect
-------------------
Keywords added for CPLEX 6.5:
barstart
bbinterval
boundstr
cutsfactor
flowcuts
gubcuts
heuristicfreq
impliedcuts
mipcrossover
mipcuts
nodefilelim
ordertype
perturblimit
prerelax
probe
strongcand
strongit
strongthreads
Keywords no longer available in CPLEX 6.5:
reducecostfix Whether to use reduced cost fixing in MIP problems:
0 = no
1 = yes (default)
sosmin Minimum number of members in a set for the
set to be considered of SOS type 3.
sosscan 0 or 1 (default 0): Whether to scan for SOS3 sets.
Keywords added for CPLEX 7.0:
aggcutlim
barstartalg
cutpass
disjcuts
flowpathcuts
fraccand
fracpass
heurfreq
limitperturb
mipemphasis
mipordertype
mipstart
mircuts
nodefiledir
nodefilesize
pdswitch
perturblim
prereduce
presolvedual
presolvenode
relaxpresolve
relpresolve
Keywords removed for CPLEX 7.1:
nodefilelim
nodefilesize
Keywords added for CPLEX 8.0 (excluding undocumented keywords,
which are discussed below):
autoopt
autopt
baroutofcore
concurrent
concurrentopt
precompress
rays
siftingopt
siftopt
threads
workfilelim
Keywords added for CPLEX 9.0:
finalfactor
qcpconvergetol
rinsheur
submipnodelim
Keywords removed for CPLEX 9.0:
barvarup
heuristic
rootheuristic
simthreads
Keywords added for CPLEX 9.1:
basis_cond
lbheur
prelinear
prepass
Keywords added for CPLEX 11:
eachcutlim
fpheur
mipsearch
miqcpstrat
parallelmode
paramfile
paramfileprm
poolagap
poolcapacity
poolgap
poolintensity
poolreplace
poolstub
populate
populatelim
pretunefile
pretunefileprm
tunedisplay
tunefile
tunefileprm
tunefix
tunefixfile
tunerepeat
tunetime
zerohalfcuts
Keywords removed for CPLEX 11:
barthreads
mipthreads
strongthreads
Keywords added for CPLEX 12:
mcfcuts
Keywords added for CPLEX 12.2:
mipkappa
rootthreads
Keywords added for CPLEX 12.3:
endsol
startsol
readsol
reqconvex
writesol
Keywords added for CPLEX 12.5:
dettimelim
polishafter_timedet
probetimedet
seed
tunetimedet
Keyword added for CPLEX 12.5.1: splitcuts.
Keyword added for CPLEX 12.6: droptol. New keywords when
compiled with -DWant_Distmipopt:
rampup_duration
rampup_timelim
rampup_walltimelim
vmconf
Keywords added for CPLEX 12.6.1:
conflictalg
localimpliedcuts
qpmethod
qtolin
Keywords removed for CPLEX 12.6.1:
basisinterval
heurfreq
oldpricing
pdswitch
xxxstart
Keywords added for CPLEX 12.6.2:
bqpcuts
cpumask
solutiontype
sparam
-------------------
If you invoke "cplex stub -AMPL" or "cplex stub", you can also supply
additional command-line arguments of the form name=value. Such
arguments override specifications in $cplex_options. Example:
ampl -obfoo foo.model foo.data
nohup cplex foo timing=2 2>>times&
to solve a problem whose solution will take a while; after cplex
finishes,
ampl foo.model foo.data -
solution foo.sol;
display ... /* things involving the computed solution */;
(Here, - denotes standard input, and ampl reads the "solution..."
and "display..." lines.)
When invoked with no arguments, cplex either operates as described
in the CPLEX manual (when compiled with -DStand_alone on systems
where the CPLEX callable library provides cpxmain()), or complains
about not having a stub.
-------------------
In addition to the keyword phrases described above, cplex recognizes
some directives (name-value pairs, separated by white space and/or an
= sign, appearing either in $cplex_options or on the command line) for
settings not described in the official CPLEX documentation. These
"undocumented" directives all begin with underscore. You are unlikely
ever to need to use them, as the default settings suffice in most
cases. They are provided for the rare cases where CPLEX technical
support may recommend their use. The directive names appear at the
beginning of the output you will get by invoking
cplex "-="
(or 'cplexamp "-="' if you follow the IBM ILOG naming practice).
Starting with updates for CPLEX 12.6.1, the "cplex -=" output includes
variants of the above keyword descriptions just for the currently
available keywords.
*************************
If you have questions about or find bugs with this stuff,
please contact:
David M. Gay
dmg@ampl.com