glpk-cmake: doc/glpk10.tex@c445c931472f

     1 %* glpk10.tex *%

     3 \chapter{Stand-alone LP/MIP Solver}

     4 \label{chaglpsol}

     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.

    12 \subsubsection*{Usage}

    14 \noindent

    15 \verb|glpsol| [{\it options\dots}] [{\it filename}]

    17 \subsubsection*{General options}

    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}

    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}

   101 \subsection*{LP basis factorization options}

   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}

   113 \subsubsection*{Options specific to the simplex solver}

   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}

   137 \subsubsection*{Options specific to the interior-point solver}

   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}

   147 \subsubsection*{Options specific to the MIP solver}

   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}

   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}

   184 \bigskip

   186 \noindent

   187 For description of the MPS format see Appendix \ref{champs},

   188 page \pageref{champs}.

   190 \bigskip

   192 \noindent

   193 For description of the CPLEX LP format see Appendix \ref{chacplex},

   194 page \pageref{chacplex}.

   196 \bigskip

   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.

   203 \bigskip

   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.

   210 %* eof *%

author	Alpar Juttner <alpar@cs.elte.hu>
	Mon, 06 Dec 2010 13:09:21 +0100
changeset 1	c445c931472f
permissions	-rw-r--r--