doc/glpk10.tex
author Alpar Juttner <alpar@cs.elte.hu>
Sun, 05 Dec 2010 17:35:23 +0100
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Set up CMAKE build environment
     1 %* glpk10.tex *%
     2 
     3 \chapter{Stand-alone LP/MIP Solver}
     4 \label{chaglpsol}
     5 
     6 The GLPK package includes the program \verb|glpsol|, which is a
     7 stand-alone LP/MIP solver. This program can be invoked from the command
     8 line of from the shell to read LP/MIP problem data in any format
     9 supported by GLPK, solve the problem, and write the problem solution
    10 obtained to an output text file.
    11 
    12 \subsubsection*{Usage}
    13 
    14 \noindent
    15 \verb|glpsol| [{\it options\dots}] [{\it filename}]
    16 
    17 \subsubsection*{General options}
    18 
    19 \noindent
    20 \begin{tabular}{@{}p{30mm}p{92.3mm}@{}}
    21 \verb|--mps|      &  read LP/MIP problem in fixed MPS format \\
    22 \verb|--freemps|  &  read LP/MIP problem in free MPS format (default)\\
    23 \verb|--lp|       &  read LP/MIP problem in CPLEX LP format \\
    24 \verb|--glp|      &  read LP/MIP problem in GLPK format \\
    25 \verb|--math|     &  read LP/MIP model written in GNU MathProg modeling
    26                      language \\
    27 \multicolumn{2}{@{}l}{{\tt -m} {\it filename}, {\tt --model}
    28 {\it filename}} \\
    29                   &  read model section and optional data section from
    30                      {\it filename} (the same as \verb|--math|) \\
    31 \multicolumn{2}{@{}l}{{\tt -d} {\it filename}, {\tt --data}
    32 {\it filename}} \\
    33                   &  read data section from {\it filename}
    34                      (for \verb|--math| only); if model file also has
    35                      data section, that section is ignored \\
    36 \multicolumn{2}{@{}l}{{\tt -y} {\it filename}, {\tt --display}
    37 {\it filename}} \\
    38                   &  send display output to {\it filename}
    39                      (for \verb|--math| only); by default the output is
    40                      sent to \verb|stdout| \\
    41 \end{tabular}
    42 
    43 \noindent
    44 \begin{tabular}{@{}p{30mm}p{92.3mm}@{}}
    45 \verb|--seed| {\it value}
    46                   &  initialize pseudo-random number generator used in
    47                      MathProg model with specified seed (any integer);
    48                      if the seed value is specified as \verb|?|
    49                      (question mark), some random seed will be used\\
    50 \verb|--mincost|  &  read min-cost flow problem in DIMACS format\\
    51 \verb|--maxflow|  &  read maximum flow problem in DIMACS format\\
    52 \verb|--simplex|  &  use simplex method (default) \\
    53 \verb|--interior| &  use interior point method (for pure LP only) \\
    54 \multicolumn{2}{@{}l}{{\tt -r} {\it filename}, {\tt --read}
    55 {\it filename}} \\
    56                   &  read solution from {\it filename} rather to find
    57                      it with the solver \\
    58 \verb|--min|      &  minimization \\
    59 \verb|--max|      &  maximization \\
    60 \verb|--scale|    &  scale problem (default) \\
    61 \verb|--noscale|  &  do not scale problem \\
    62 \multicolumn{2}{@{}l}{{\tt -o} {\it filename}, {\tt --output}
    63 {\it filename}} \\
    64                   &  write solution to {\it filename} in printable
    65                      format \\
    66 \multicolumn{2}{@{}l}{{\tt -w} {\it filename}, {\tt --write}
    67 {\it filename}} \\
    68                   &  write solution to {\it filename} in plain text
    69                      format \\
    70 \multicolumn{2}{@{}l}{{\tt --ranges} {\it filename}} \\
    71                   &  write sensitivity analysis report to {\it filename}
    72                      in printable format (simplex only) \\
    73 \verb|--tmlim| {\it nnn}
    74                   &  limit solution time to {\it nnn} seconds
    75                      (\verb|--tmlim 0| allows obtaining solution at
    76                      initial point) \\
    77 \verb|--memlim| {\it nnn}
    78                   &  limit available memory to {\it nnn} megabytes \\
    79 \verb|--check|    &  do not solve problem, check input data only \\
    80 \verb|--name| {\it probname}
    81                   &  change problem name to {\it probname} \\
    82 \verb|--wmps| {\it filename}
    83                   &  write problem to {\it filename} in fixed MPS
    84                      format \\
    85 \multicolumn{2}{@{}l}{{\tt --wfreemps} {\it filename}} \\
    86                   &  write problem to {\it filename} in free MPS
    87                      format \\
    88 \verb|--wlp| {\it filename}
    89                   &  write problem to {\it filename} in CPLEX LP
    90                      format \\
    91 \verb|--wglp| {\it filename}
    92                   &  write problem to {\it filename} in GLPK format \\
    93 \verb|--log| {\it filename}
    94                   &  write copy of terminal output to {\it filename} \\
    95 \verb|-h|, \verb|--help|
    96                   &  display this help information and exit \\
    97 \verb|-v|, \verb|--version|
    98                   &  display program version and exit \\
    99 \end{tabular}
   100 
   101 \subsection*{LP basis factorization options}
   102 
   103 \noindent
   104 \begin{tabular}{@{}p{30mm}p{92.3mm}@{}}
   105 \verb|--luf|      &  LU + Forrest--Tomlin update \\
   106                   &  (faster, less stable; default) \\
   107 \verb|--cbg|      &  LU + Schur complement + Bartels--Golub update \\
   108                   &  (slower, more stable) \\
   109 \verb|--cgr|      &  LU + Schur complement + Givens rotation update \\
   110                   &  (slower, more stable) \\
   111 \end{tabular}
   112 
   113 \subsubsection*{Options specific to the simplex solver}
   114 
   115 \noindent
   116 \begin{tabular}{@{}p{30mm}p{92.3mm}@{}}
   117 \verb|--primal|   &  use primal simplex (default) \\
   118 \verb|--dual|     &  use dual simplex \\
   119 \verb|--std|      &  use standard initial basis of all slacks \\
   120 \verb|--adv|      &  use advanced initial basis (default) \\
   121 \verb|--bib|      &  use Bixby's initial basis\\
   122 \verb|--ini| {\it filename}
   123                   &  use as initial basis previously saved with
   124                      \verb|-w| \\
   125                   & (disables LP presolver) \\
   126 \verb|--steep|    &  use steepest edge technique (default) \\
   127 \verb|--nosteep|  &  use standard ``textbook'' pricing \\
   128 \verb|--relax|    &  use Harris' two-pass ratio test (default) \\
   129 \verb|--norelax|  &  use standard ``textbook'' ratio test \\
   130 \verb|--presol|   &  use LP presolver (default; assumes \verb|--scale|
   131                      and \verb|--adv|) \\
   132 \verb|--nopresol| &  do not use LP presolver \\
   133 \verb|--exact|    & use simplex method based on exact arithmetic \\
   134 \verb|--xcheck|   & check final basis using exact arithmetic \\
   135 \end{tabular}
   136 
   137 \subsubsection*{Options specific to the interior-point solver}
   138 
   139 \noindent
   140 \begin{tabular}{@{}p{30mm}p{92.3mm}@{}}
   141 \verb|--nord|     &  use natural (original) ordering \\
   142 \verb|--qmd|      &  use quotient minimum degree ordering \\
   143 \verb|--amd|      &  use approximate minimum degree ordering (default)\\
   144 \verb|--symamd|   &  use approximate minimum degree ordering \\
   145 \end{tabular}
   146 
   147 \subsubsection*{Options specific to the MIP solver}
   148 
   149 \noindent
   150 \begin{tabular}{@{}p{30mm}p{92.3mm}@{}}
   151 \verb|--nomip|    &  consider all integer variables as continuous
   152                      (allows solving MIP as pure LP) \\
   153 \verb|--first|    &  branch on first integer variable \\
   154 \verb|--last|     &  branch on last integer variable \\
   155 \verb|--mostf|    &  branch on most fractional variable \\
   156 \end{tabular}
   157 
   158 \noindent
   159 \begin{tabular}{@{}p{30mm}p{92.3mm}@{}}
   160 \verb|--drtom|    &  branch using heuristic by Driebeck and Tomlin
   161                      (default) \\
   162 \verb|--pcost|    &  branch using hybrid pseudocost heuristic (may be
   163                      useful for hard instances) \\
   164 \verb|--dfs|      &  backtrack using depth first search \\
   165 \verb|--bfs|      &  backtrack using breadth first search \\
   166 \verb|--bestp|    &  backtrack using the best projection heuristic
   167                      (default) \\
   168 \verb|--bestb|    &  backtrack using node with best local bound \\
   169 \verb|--intopt|   &  use MIP presolver (default)\\
   170 \verb|--nointopt| &  do not use MIP presolver\\
   171 \verb|--binarize| &  replace general integer variables by binary ones
   172                      (assumes \verb|--intopt|)\\
   173 \verb|--fpump|    & apply feasibility pump heuristic\\
   174 \verb|--gomory|   &  generate Gomory's mixed integer cuts\\
   175 \verb|--mir|      &  generate MIR (mixed integer rounding) cuts\\
   176 \verb|--cover|    &  generate mixed cover cuts\\
   177 \verb|--clique|   &  generate clique cuts\\
   178 \verb|--cuts|     &  generate cuts of all classes above (assumes
   179                      \verb|--intopt|)\\
   180 \verb|--mipgap| {\it tol}
   181                   & set relative mip gap tolerance to {\it tol}\\
   182 \end{tabular}
   183 
   184 \bigskip
   185 
   186 \noindent
   187 For description of the MPS format see Appendix \ref{champs},
   188 page \pageref{champs}.
   189 
   190 \bigskip
   191 
   192 \noindent
   193 For description of the CPLEX LP format see Appendix \ref{chacplex},
   194 page \pageref{chacplex}.
   195 
   196 \bigskip
   197 
   198 \noindent
   199 For description of the modeling language see the document ``Modeling
   200 Language GNU MathProg: Language Reference'' included in the GLPK
   201 distribution.
   202 
   203 \bigskip
   204 
   205 \noindent
   206 For description of the DIMACS min-cost flow problem format and DIMACS
   207 maximum flow problem format see the document ``GLPK: Graph and Network
   208 Routines'' included in the GLPK distribution.
   209 
   210 %* eof *%