Figure 4.61: The GUROBI Simplex Options Dialog Box
You can change the Simplex file options for GUROBI by choosing GUROBI parameters from the Options menu and then pressing the Simplex tab. This will display the dialog box shown below:
Figure 4.61: The GUROBI Simplex Options Dialog Box
| Option Name | MPL Name | Solver Param | ParamNr | Type | Default | Min | Max |
|---|---|---|---|---|---|---|---|
| Algorithm | OptimizeAlgorithm | LPMETHOD | 1 | list | 1 | 0 | 1 |
| Simplex Pricing | PrimalPricingAlg | SIMPLEXPRICING | 4 | list | -1 | -1 | 3 |
| Perturbation Value | PerturbValue | PERTURBVALUE | 2 | real | 0.0002 | 0.0 | 0.01 |
| Presolve | PresolveLevel | PRESOLVE | 9 | list | -1 | -1 | 2 |
| Use Aggregation | AggregationFlag | AGGREGATE | 10 | flag | 1 | 0 | 1 |
| Time Limit | SolTimeLimit | TIMELIMIT | 15 | real | MAXREAL | 0.0 | MAXREAL |
| Iteration Limit | IterationLimit | ITERATIONLIMIT | 14 | real | MAXREAL | 0.0 | MAXREAL |
| Objective cutOff Limit | ObjectiveCutOff | CUTOFF | 13 | real | MAXREAL | -MAXREAL | MAXREAL |
| Log Level | LogFrequency | DISPLAYINTERNAL | 11 | int | 5 | 1 | MAXINT |
| Feasibility Tolerance | FeasibilityTol | FEASIBILITYTOL | 5 | real | 1e-6 | 1e-9 | 0.01 |
| Optimality Tolerance | OptimalityTol | OPTIMALITYTOL | 6 | real | 1e-6 | 1e-9 | 0.01 |
| Markowitz Tolerance | MarkowitzTol | MARKOWITZTOL | 7 | real | 0.0078125 | 1e-4 | 0.999 |
| Use Scaling | ScalingFlag | SCALEFLAG | 3 | flag | 1 | 0 | 1 |
The algorithm option selects which algorithm to use when solving LP problems.
| Primal Simplex (0) | Use the Primal Simplex method. |
| Dual Simplex (1) | Use the Dual Simplex method. |
Determines simplex variable pricing strategy.
| Automatic (-1) | GUROBI decides pricing strategy. |
| Partial Pricing (0) | Uses partial pricing. |
| Steepest Edge (1) | Use Steepest Edge pricing. |
| Devex (2) | Use Devex pricing. |
| Quick-Start Steepest Edge (3) | Use Quick-Start Steepest Edge pricing. |
Magnitude of simplex perturbation (when required).
Controls the presolve level.
| Automatic (-1) | GUROBI decides. |
| None (0) | No presolve. |
| Conservative (1) | Conservative level of presolve. |
| Aggressive (2) | Aggressive level of presolve. |
Enables or disables aggregation in presolve.
Limits the total time expended (in seconds).
Limits the number of simplex iterations performed.
Sets a target objective value; optimization will terminate if the engine determines that the optimal objective value for the model is worse than the specified cutoff.
Controls the frequency at which log lines are printed (in seconds).
Primal feasibility tolerance. All constrains must be satisfied to a tolerance of Feasibility Tolerance.
Dual feasibility tolerance. Reduced costs must all be smaller than Optimality Tolerancel in the improving direction in order for a model to be declared optimal.
Threshold pivoting tolerance. Used to limit numerical error in the simplex algorithm. A larger value may avoid numerical problems in rare situations, but it will also harm performance.
Enables or disables model scaling. Default is On.