Interactive Optimizer (12.1) - Faculty of Science HPC Site
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1. a wy a a a a a oe z w ae A eee EE r IBM ILOG CPLEX V12 1 Interactive Optimizer Copyright International Business Machines Corporation 1987 2009 US Government Users Restricted Rights Use duplication or disclosure restricted by GSA ADP Schedule Contract with IBM Corp Legal terms Copyright notice Copyright International Business Machines Corporation 1987 2009 US Government Users Restricted Rights Use duplication or disclosure restricted by GSA ADP Schedule Contract with IBM Corp Trademarks IBM the IBM logo ibm com WebSphere ILOG the ILOG design and CPLEX are trademarks or registered trademarks of International Business Machines Corp registered in many jurisdictions worldwide Other product and service names might be trademarks of IBM or other companies A current list of IBM trademarks is available on the Web at Copyright and trademark information at http Awww ibm com legal copytrade shtml Adobe the Adobe logo PostScript and the PostScript logo are either registered trademarks or trademarks of Adobe Systems Incorporated in the United States and or other countries Linux is a registered trademark of Linus Torvalds in the United States other countries or both Microsoft Windows Windows NT and the Windows logo are trademarks of Microsoft Corporation in the United States other countries or both Java and all Java based trademarks and logos are tr2. IBM products It does not replace the contractual terms and conditions under which you acquired specific IBM Products or Services Please review it carefully You may want to bookmark the site so you can refer back as required to the latest information The IBM Software Support Handbook can be found on the web at http www14 software ibm com webapp set2 sas f handbook home html Accessing Software Support When calling or submitting a problem to IBM Software Support about a particular service request please have the following information ready IBM Customer Number The machine type model serial number for Subscription and Support calls Company name Contact name Preferred means of contact voice or email Telephone number where you can be reached if request is voice Related product and version information Related operating system and database information Detailed description of the issue 0 0 0 gt gt 4 4 Severity of the issue in relationship to the impact of it affecting your business needs Contact by Web Open service requests is a tool to help clients find the right place to open any problem hardware or software in any country where IBM does business This is the starting place when it is not evident where to go to open a service request Service Request SR tool offers Passport Advantage clients for distributed platforms online problem management to open edit and track open and closed PMRs by customer numbe
3. the CPLEX Parameters Reference Manual you will find the name of each parameter and its options in the Interactive Optimizer along with the name of the parameter in Concert Technology and the Callable Library That manual also describes the purpose of each parameter and documents its possible settings In the reference manual of the CPLEX Callable Library C API the group optim cplex manageparameters documents the Callable Library routines that access parameters INTERACTIVE OPTIMIZER 31 Saving a parameter specification file 32 You can tell the Interactive Optimizer to read customized parameter settings from a parameter specification file By default CPLEX expects a parameter specification file to be named cplex par and it looks for that file in the directory where it is executing However you can rename the file or tell CPLEX to look for it in another directory by setting the system environment variable CPLEXPARFILE to the full path name of your parameter specification file You set that environment variable in the customary way for your platform For example on a UNIX platform you might use a shell command to set the environment variable or on a personal computer running Microsoft Windows you might click on the System icon in the control panel then select the environment tab from the available system properties tabs and then define the variable there During initialization in the Interactive Optimizer CPLEX locates
4. F CONTRACT NEGLIGENCE OR OTHER TORTIOUS ACTION ARISING OUT OF OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE end of license terms of dtoa routine of the gdtoa package Table of contents For technical ASSiIStaNCe ccccccceeeeeeseeeeeeeseeeeeeeeeseeeeeeeeeeeeeeeeeeeeeeeeeeeeenseneesesseneneees 7 Contacting IBM Suppott cccscccssseceeeseeeseeeeeeeeeeesnaeeeneeeeeseaaesasneeeseaaesaseeeeeesaeseseeeeeeeeeenseeeeneaes 8 Commands of the Interactive Optimizer nn 11 Overview of commands e ereaasoeeennaaasnaannaaaannnnna aa nnmnnn nnmnnn 12 Table of the commands of the Interactive Optimizer sos 13 Managing parameters in the Interactive Optimizer nesse 31 Saving a parameter specification file s ss essrisscereeseenrasonnanananas 32 O Copyright IBM Corp 1987 2009 6 INTERACTIVE OPTIMIZER For technical assistance Explains prerequisites and procedure for technical support of the product In this section Contacting IBM Support Contains information on how to obtain technical support from IBM worldwide should you encounter any problems in using IBM products Copyright IBM Corp 1987 2009 7 Contacting IBM Support 8 IBM Software Support Handbook This guide contains important information on the procedures and practices followed in the service and support of your
5. ademarks of Sun Microsystems Inc in the United States other countries or both Other company product or service names may be trademarks or service marks of others Further notices Additional registered trademarks Python is a registered trademark of the Python Software Foundation MATLABO is a registered trademark of The MathWorks Inc Acknowledgement of use dtoa routine of the gdtoa package ILOG acknowledges use of the dtoa routine of the gdtoa package available at http www netlib org fp The author of this software is David M Gay All Rights Reserved Copyright C 1998 1999 by Lucent Technologies Permission to use copy modify and distribute this software and its documentation for any purpose and without fee is hereby granted provided that the above copyright notice appears in all copies and that both that the copyright notice and this permission notice and warranty disclaimer appear in supporting documentation and that the name of Lucent or any of its entities not be used in advertising or publicity pertaining to distribution of the software without specific written prior permission LUCENT DISCLAIMS ALL WARRANTIES WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS IN NO EVENT SHALL LUCENT OR ANY OF ITS ENTITIES BE LIABLE FOR ANY SPECIAL INDIRECT OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES WHATSOEVER RESULTING FROM LOSS OF USE DATA OR PROFITS WHETHER IN AN ACTION O
6. any available parameter specification file by checking the current execution directory for cplex par and by checking the environment variable CPLEXPARFILE and reads that file As it opens the file CPLEX displays the message Initial parameter values are being read from cplex par or from the parameter specification file you specified As CPLEX displays that message on the screen it also writes the message to the log file If CPLEX cannot open the file it displays no message records no note in the log file and uses default parameter settings You can use a parameter specification file to change any parameter or parameters accessible by the set command in the Interactive Optimizer The parameter types names and options are those used by the set command in the Interactive Optimizer To create a parameter specification file you can use either of these alternatives 4 Use an ordinary text editor to create a file where each line observes the following syntax parameter name option value 4 Use the command display settings in the Interactive Optimizer to generate a list of current parameter settings Those settings will be recorded in the log file You can then edit the log file with your preferred text editor to create your parameter specification file display settings changed lists parameters different from the default with their values display settings all lists all parameters with their values Each entry on a line must be
7. ers to limit MIP optimization in Users Manual tune display Tuning tool in User s Manual workdir prompt for directory Memory emphasis letting the optimizer use disk for storage in User s Manual set workmem prompt for new value Memory emphasis letting the of working memory optimizer use disk for storage or available INTERACTIVE OPTIMIZER 29 Parameters to limit MIP optimization in Users Manual tune filenames parameterfile prm Example time limits on tuning in the Interactive Optimizer and Fixing parameters and tuning multiple models in the Interactive Optimizer in User s Manual write filenames type Preprocessing continuous or Repeated singularities or Difficulty solving subproblems overcoming degeneracy or MIP starts and the Interactive Optimizer or Saving QP problems in User s Manual xecute command Executing operating system commands in Getting Started 30 INTERACTIVE OPTIMIZER Managing parameters in the Interactive Optimizer To see the current value of a parameter that interests you in the Interactive Optimizer use the command display settings The command display settings changed lists only those parameters where the value is not the default value The command display settings all lists all parameters and their values To change the value of a parameter in the Interactive Optimizer use the command set followed by options to indicate the parameter and the value you want it to assume In
8. g parameter settings in Getting Started changed Displaying parameter settings in Getting Started IZER displ displ displ displ displ displ ay ay ay ay Interactive Optimizer Command EE sol lution basis lution bestbound lution difference i j Examining the solution pool in User s Manual ee i es kappa Measuring problem sensitivity with basis condition number in User s Manual list in Examining the solution pool in User s Manual member Examining the solution pool in User s Manual Eos oo os Examining the solution pool in User s Manual PRE lo Coping with an ill conditioned problem or handling unscaled infeasibilities or Understanding solution quality from Oo o o ES lution quality INTERACTIVE OPTIMIZER 19 Interactive Optimizer Command the barrier LP optimizer in User s Manual ee eS a ae soluti lay solution slacks Displaying post solution information in Getting Started lay solution variables Displaying post solution information in Getting Started alt ol solution number Examining the solution pool in User s Manual luta lay ution i variables E E o ns Entering a problem in Getting Started Invoking FeasOpt in User s Manual Invoking FeasOpt in User s Manual Invoking FeasOpt in User s Manual o Using help in Getting Started Using the mixed integer optimizer in User s Manual Example network optimizer in the Interactive Opti
9. mizer or CPX_ALG_HYBNETOPT inParameter 20 INTERACTIVE OPTIMIZER settings for RootAlg and NodeAlg in User s Manual populate Populating the solution pool in User s Manual primopt Using alternative optimizers in Getting Started read filename type Starting from an advanced basis or Understanding the network log file or Filter files in User s Manual advance Starting from an advanced basis in User s Manual barrier Using the barrier optimizer in User s Manual barrier algorithm Using the barrier optimizer or Choosing an ordering algorithm in User s Manual ER O o Po barrier display level Using the barrier optimizer or Numeric instability due to elimination set barrier colnonzeros Detecting and eliminating dense columns in User s Manual INTERACTIVE OPTIMIZER 21 of too many dense columns in User s Manual barrier 1 corrections Change the limit on barrier corrections in User s Manual barrier 1 Difficulties with unbounded problems in User s Manual SEE E E nes ee ess a oa o oo pe E ii emphasis memory Lack of memory or Memory emphasis letting the optimizer use disk for storage in User s Manual emphasis m Emphasizing feasibility and optimality in User s Manual emphasis numerical Numerical emphasis settings LP or Numerical emphasis settings barrier in User s Manual PE CC Tu Filing iteration logs in Getting Started 0 o ip 22 INTERACTIVE OPTIMIZER Parameters for controlling cu
10. one For individual countries please visit the Technical Support section of the IBM Directory of worldwide contacts INTERACTIVE OPTIMIZER 9 10 INTERACTIVE OPTIMIZER Commands of the Interactive Optimizer Lists the commands of the Interactive Optimizer In this section Overview of commands Introduces commands of the Interactive Optimizer Table of the commands of the Interactive Optimizer Lists the commands of the Interactive Optimizer with links to samples or further documentation Managing parameters in the Interactive Optimizer Describes access to parameters in the Interactive Optimizer Saving a parameter specification file Describes purpose and use of a parameter specification file Copyright IBM Corp 1987 2009 11 Overview of commands This manual lists the commands of the Interactive Optimizer of IBM ILOG CPLEXO For an introduction to the Interactive Optimizer see the manual Getting Started especially the tutorial for the Interactive Optimizer This manual begins with a table that lists Interactive Optimizer commands in alphabetic order with their primary options For some commands it also tells where examples of their use can be found in the CPLEX User s Manual or Getting Started These topics follow the table 12 INTERACTIVE OPTIMIZER Table of the commands of the Interactive Optimizer INTERACTIVE OPTIMIZER 13 Adding constraints and bounds in Getting Started pee Using alternative
11. optimizers in Getting Started E a E CE E lt lt o change coefficient Changing coefficients of variables in Getting Started change elete Deleting entire constraints or variables in Getting Started constraints o Do filters indconstraints mipstarts MIP starts and the Interactive Optimizer in User s Manual solutions sos variables Rs oo greater than less than Changing constraint or variable names in Getting Started Objective and RHS coefficients in 14 INTERACTIVE OPTIMIZER change problem type Using the MIP solution Changing problem type in QPs INTERACTIVE OPTIMIZER 15 16 Interactive Optimizer Command EE o aS E o ns _ co E o Diagnosing QP infeasibility in User s Accessing a solution in the solution pool in User s Manual Changing quadratic terms in User s Manual Objective and RHS coefficients in Getting Started Changing sense in Getting Started Changing variable type in User s Manual Changing small values to zero in Getting Started Meet the conflict refiner in the Interactive Optimizer in User s Manual displays names of filters associated with solution pool displays names of MIP starts displays information about filters MIP starts priorities bases Displaying a conflict in the Interactive Optimizer in User s Manual Displaying a conflict in the Interactive Optimizer in User s Manual Displaying a conflict in the Interacti
12. r Timesaving options create new PMRs with prefilled demographic fields describe problems yourself and choose severity submit PMRs directly to correct support queue attach troubleshooting files directly to PMR receive alerts when IBM updates PMR view reports on open and closed PMRs You can find information about assistance for SR at http www ibm com software support help contactus html System Service Request SSR tool is similar to Electronic Service request in providing online problem management capability for clients with support offerings in place on System INTERACTIVE OPTIMIZER i System p System z TotalStorage products Linux Windows Dynix PTX Retail OS 2 Isogon Candle on OS 390 and Consul z OS legacy products IBMLink SoftwareXcel support contracts offer clients on the System z platform the IBMLink online problem management tool to open problem records and ask usage questions on System z software products You can open track update and close a defect or problem record order corrective preventive toleration maintenance search for known problems or technical support information track applicable problem reports receive alerts on high impact problems and fixes in error and view planning information for new releases and preventive maintenance Contact by phone If you have an active service contract maintenance agreement with IBM or are covered by Program Services you may contact customer support teams by teleph
13. reprocessing dependency Preprocessing continuous Preprocessing discrete in User s Manual set preprocessing dual Using a starting point heuristic in User s Manual set preprocessing presolve Preprocessing and memory requirements continuous in User s Manual Parameters for controlling MIP preprocessing in Users Manual E ai preprocessing reduce Preprocessing continuous or INTERACTIVE OPTIMIZER 27 28 NTERACT V E Preprocessing and feasibility discrete in User s Manual Parameters for controlling MIP preprocessing in User s Manual Preprocessing presolver and aggregator discrete in User s Manual eo qpmethod OPT M constraints Displaying problem statistics in Getting Started n EE E E E ecos E crash Cralnd parameter settings for the primal simplex optimizer in User s Manual PE lo Fc S SS SSS iterations ZER Interactive Optimizer Command lex limits singularity Repeated singularities in User s Manual lex limits upperobj perturbation Stalling due to degeneracy in User s Manual pgradient refactor Refactoring frequency and memory requirements in User s Manual lex feasibility Maximum bound infeasibility tolerances identifying largest bound violation in User s Manual simplex markowitz Inability to stay feasible in User s tolerances Manual simplex optimality Maximum reduced cost infeasibility tolerances in User s Manual ca timelimit Paramet
14. search RINS heuristic in User s Manual mip strategy search MIP dynamic search switch in Parameters Reference Manual diia aa oo mip strategy subalgorithm NodeAlg parameter and difficult subproblems in User s Manual mip strategy variableselect Parameters for controlling branch amp cut strategy in User s Manual Gi O Rs mo INTERACTIVE OPTIMIZER 25 Interactive Optimizer Command om lerances objdifference Time wasted on overly tight optimality criteria in Users Manual RPE ni network display Understanding the network log file in User s Manual K networ iterations Limiting iterations in the network optimizer in User s Manual ST ae set network pricing Selecting a pricing algorithm for the network optimizer in User s Manual set network feasibility Controlling tolerance in User s Manual tolerances network optimality tolerances output logonly Interpreting solution quality in Users Manual parallel mode Using parallel optimizers in the Interactive Optimizer in User s Manual preprocessing aggregator Preprocessing Preprocessing and memory requirements 26 INTERACTIVE OPTIMIZER Interactive Optimizer Command Parameters for controlling MIP preprocessing in Users Manual preprocessing boundstrength Parameters for controlling MIP preprocessing in Users Manual preprocessing coeffreduce Parameters for controlling MIP preprocessing Examples optimizing a simple MIP problem in User s Manual set p
15. separated by at least one space or tab Blank lines in a parameter specification file are acceptable there are no provisions for comments in the file You may abbreviate parameter names to unique character sequences as you do in the set command As CPLEX reads a parameter specification file if the parameter name and value are valid CPLEX sets the parameter and writes a message about it to the screen and to the log file If CPLEX encounters a repeated parameter it uses the last value specified CPLEX terminates under the following conditions 4 ifit encounters a parameter that is unknown 4 ifit encounters a parameter that is not unique if the parameter is correctly specified but the value is missing invalid or out of range INTERACTIVE OPTIMIZER Here is an example of a parameter specification file that tells CPLEX to use wall clock rather than CPU time while limiting total run time to 60 seconds It also instructs CPLEX to open a log file named problem log clocktype 2 timelimit 60 logfile problem log INTERACTIVE OPTIMIZER 33
16. ts in User s Manual EA E EO dE ss sc SS a a GR SE 5 MR EPE e esessyjo eS E a a a a cc a CEE GR E E E Fe POE CEF E pc ip 1 Parameters affecting cuts in User s Manual seo essas nodes Parameters to limit MIP optimization in Users Manual RE O INTERACTIVE OPTIMIZER 23 Interactive Optimizer Command set mip 1 limits populate Parameters of the solution pool in User s Manual Parameters to limit MIP optimization in Users Manual submipnodelim treememory Reset the tree memory parameter in User s Manual Parameters of the solution pool in User s Manual capacity Parameters of the solution pool in User s Manual intensity Parameters of the solution pool in User s Manual Parameters of the solution pool in User s Manual Parameters of the solution pool in User s Manual mip strategy backtrack Parameters for controlling branch amp cut strategy in User s Manual mip strategy bbinterval Parameters for controlling branch amp cut strategy in User s 24 INTERACTIVE OPTIMIZER Interactive Optimizer Command mip strategy branch Parameters for controlling branch amp cut strategy in User s Manual mip strategy file mip strategy heuristicfreq mip strategy lbheuristic Roo mip strategy nodeselect Parameters for controlling branch amp cut strategy in User s Manual pi D PP ho is es ee mip strategy Probing in User s Manual mip strategy rinsheur Relaxation induced neighborhood
17. ve Optimizer in User s Manual Displaying a problem in Getting Started NTERACTIVE OPTIMIZER display probl binaries Interactive Optimizer display options for MIP problems in User s Manual display probl generals Interactive Optimizer display options for MIP problems in User s Manual display probl histogram Detecting and eliminating dense columns in User s Manual or lem lem display problem constraints Displaying constraints in Getting Started lem lem INTERACTIVE OPTIMIZER 17 18 Interactive Optimizer Command w Q Q n n ae Q E a ue Pe ee E PE Po Pe Pe FF F i i OPTIM o Q Q Q Q Q Q Q Be Be Be Be Be Be Be Be n n n n n n n n Y TE E RR RR w w lt Q H a ue Q B a ue Q Q Q Be Be Be n n n 2 2 NTERACTIVE Displaying a histogram of nonzero counts in Getting Started E ee Interactive Optimizer display options for MIP problems in User s Manual o o Displaying variable or constraint names in Getting Started semi continuous stats Solve the problem you intended or Interactive Optimizer display options for MIP problems in User s Manual Performing sensitivity analysis in Getting Started variable objective Performing sensitivity analysis in Getting Started Performing sensitivity analysis in Getting Started Performing sensitivity analysis in Getting Started Displaying parameter settings in Getting Started Displayin
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