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Import GLPK 4.47
author Alpar Juttner <alpar@cs.elte.hu>
date Sun, 06 Nov 2011 20:59:10 +0100
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alpar@9 1 %* glpk10.tex *%
alpar@9 2
alpar@9 3 \chapter{Stand-alone LP/MIP Solver}
alpar@9 4 \label{chaglpsol}
alpar@9 5
alpar@9 6 The GLPK package includes the program \verb|glpsol|, which is a
alpar@9 7 stand-alone LP/MIP solver. This program can be invoked from the command
alpar@9 8 line of from the shell to read LP/MIP problem data in any format
alpar@9 9 supported by GLPK, solve the problem, and write the problem solution
alpar@9 10 obtained to an output text file.
alpar@9 11
alpar@9 12 \subsubsection*{Usage}
alpar@9 13
alpar@9 14 \noindent
alpar@9 15 \verb|glpsol| [{\it options\dots}] [{\it filename}]
alpar@9 16
alpar@9 17 \subsubsection*{General options}
alpar@9 18
alpar@9 19 \noindent
alpar@9 20 \begin{tabular}{@{}p{30mm}p{92.3mm}@{}}
alpar@9 21 \verb|--mps| & read LP/MIP problem in fixed MPS format \\
alpar@9 22 \verb|--freemps| & read LP/MIP problem in free MPS format (default)\\
alpar@9 23 \verb|--lp| & read LP/MIP problem in CPLEX LP format \\
alpar@9 24 \verb|--glp| & read LP/MIP problem in GLPK format \\
alpar@9 25 \verb|--math| & read LP/MIP model written in GNU MathProg modeling
alpar@9 26 language \\
alpar@9 27 \multicolumn{2}{@{}l}{{\tt -m} {\it filename}, {\tt --model}
alpar@9 28 {\it filename}} \\
alpar@9 29 & read model section and optional data section from
alpar@9 30 {\it filename} (the same as \verb|--math|) \\
alpar@9 31 \multicolumn{2}{@{}l}{{\tt -d} {\it filename}, {\tt --data}
alpar@9 32 {\it filename}} \\
alpar@9 33 & read data section from {\it filename}
alpar@9 34 (for \verb|--math| only); if model file also has
alpar@9 35 data section, that section is ignored \\
alpar@9 36 \multicolumn{2}{@{}l}{{\tt -y} {\it filename}, {\tt --display}
alpar@9 37 {\it filename}} \\
alpar@9 38 & send display output to {\it filename}
alpar@9 39 (for \verb|--math| only); by default the output is
alpar@9 40 sent to \verb|stdout| \\
alpar@9 41 \end{tabular}
alpar@9 42
alpar@9 43 \noindent
alpar@9 44 \begin{tabular}{@{}p{30mm}p{92.3mm}@{}}
alpar@9 45 \verb|--seed| {\it value}
alpar@9 46 & initialize pseudo-random number generator used in
alpar@9 47 MathProg model with specified seed (any integer);
alpar@9 48 if the seed value is specified as \verb|?|
alpar@9 49 (question mark), some random seed will be used\\
alpar@9 50 \verb|--mincost| & read min-cost flow problem in DIMACS format\\
alpar@9 51 \verb|--maxflow| & read maximum flow problem in DIMACS format\\
alpar@9 52 \verb|--simplex| & use simplex method (default) \\
alpar@9 53 \verb|--interior| & use interior point method (for pure LP only) \\
alpar@9 54 \multicolumn{2}{@{}l}{{\tt -r} {\it filename}, {\tt --read}
alpar@9 55 {\it filename}} \\
alpar@9 56 & read solution from {\it filename} rather to find
alpar@9 57 it with the solver \\
alpar@9 58 \verb|--min| & minimization \\
alpar@9 59 \verb|--max| & maximization \\
alpar@9 60 \verb|--scale| & scale problem (default) \\
alpar@9 61 \verb|--noscale| & do not scale problem \\
alpar@9 62 \multicolumn{2}{@{}l}{{\tt -o} {\it filename}, {\tt --output}
alpar@9 63 {\it filename}} \\
alpar@9 64 & write solution to {\it filename} in printable
alpar@9 65 format \\
alpar@9 66 \multicolumn{2}{@{}l}{{\tt -w} {\it filename}, {\tt --write}
alpar@9 67 {\it filename}} \\
alpar@9 68 & write solution to {\it filename} in plain text
alpar@9 69 format \\
alpar@9 70 \multicolumn{2}{@{}l}{{\tt --ranges} {\it filename}} \\
alpar@9 71 & write sensitivity analysis report to {\it filename}
alpar@9 72 in printable format (simplex only) \\
alpar@9 73 \verb|--tmlim| {\it nnn}
alpar@9 74 & limit solution time to {\it nnn} seconds
alpar@9 75 (\verb|--tmlim 0| allows obtaining solution at
alpar@9 76 initial point) \\
alpar@9 77 \verb|--memlim| {\it nnn}
alpar@9 78 & limit available memory to {\it nnn} megabytes \\
alpar@9 79 \verb|--check| & do not solve problem, check input data only \\
alpar@9 80 \verb|--name| {\it probname}
alpar@9 81 & change problem name to {\it probname} \\
alpar@9 82 \verb|--wmps| {\it filename}
alpar@9 83 & write problem to {\it filename} in fixed MPS
alpar@9 84 format \\
alpar@9 85 \multicolumn{2}{@{}l}{{\tt --wfreemps} {\it filename}} \\
alpar@9 86 & write problem to {\it filename} in free MPS
alpar@9 87 format \\
alpar@9 88 \verb|--wlp| {\it filename}
alpar@9 89 & write problem to {\it filename} in CPLEX LP
alpar@9 90 format \\
alpar@9 91 \verb|--wglp| {\it filename}
alpar@9 92 & write problem to {\it filename} in GLPK format \\
alpar@9 93 \verb|--log| {\it filename}
alpar@9 94 & write copy of terminal output to {\it filename} \\
alpar@9 95 \verb|-h|, \verb|--help|
alpar@9 96 & display this help information and exit \\
alpar@9 97 \verb|-v|, \verb|--version|
alpar@9 98 & display program version and exit \\
alpar@9 99 \end{tabular}
alpar@9 100
alpar@9 101 \subsection*{LP basis factorization options}
alpar@9 102
alpar@9 103 \noindent
alpar@9 104 \begin{tabular}{@{}p{30mm}p{92.3mm}@{}}
alpar@9 105 \verb|--luf| & LU + Forrest--Tomlin update \\
alpar@9 106 & (faster, less stable; default) \\
alpar@9 107 \verb|--cbg| & LU + Schur complement + Bartels--Golub update \\
alpar@9 108 & (slower, more stable) \\
alpar@9 109 \verb|--cgr| & LU + Schur complement + Givens rotation update \\
alpar@9 110 & (slower, more stable) \\
alpar@9 111 \end{tabular}
alpar@9 112
alpar@9 113 \subsubsection*{Options specific to the simplex solver}
alpar@9 114
alpar@9 115 \noindent
alpar@9 116 \begin{tabular}{@{}p{30mm}p{92.3mm}@{}}
alpar@9 117 \verb|--primal| & use primal simplex (default) \\
alpar@9 118 \verb|--dual| & use dual simplex \\
alpar@9 119 \verb|--std| & use standard initial basis of all slacks \\
alpar@9 120 \verb|--adv| & use advanced initial basis (default) \\
alpar@9 121 \verb|--bib| & use Bixby's initial basis\\
alpar@9 122 \verb|--ini| {\it filename}
alpar@9 123 & use as initial basis previously saved with
alpar@9 124 \verb|-w| \\
alpar@9 125 & (disables LP presolver) \\
alpar@9 126 \verb|--steep| & use steepest edge technique (default) \\
alpar@9 127 \verb|--nosteep| & use standard ``textbook'' pricing \\
alpar@9 128 \verb|--relax| & use Harris' two-pass ratio test (default) \\
alpar@9 129 \verb|--norelax| & use standard ``textbook'' ratio test \\
alpar@9 130 \verb|--presol| & use LP presolver (default; assumes \verb|--scale|
alpar@9 131 and \verb|--adv|) \\
alpar@9 132 \verb|--nopresol| & do not use LP presolver \\
alpar@9 133 \verb|--exact| & use simplex method based on exact arithmetic \\
alpar@9 134 \verb|--xcheck| & check final basis using exact arithmetic \\
alpar@9 135 \end{tabular}
alpar@9 136
alpar@9 137 \subsubsection*{Options specific to the interior-point solver}
alpar@9 138
alpar@9 139 \noindent
alpar@9 140 \begin{tabular}{@{}p{30mm}p{92.3mm}@{}}
alpar@9 141 \verb|--nord| & use natural (original) ordering \\
alpar@9 142 \verb|--qmd| & use quotient minimum degree ordering \\
alpar@9 143 \verb|--amd| & use approximate minimum degree ordering (default)\\
alpar@9 144 \verb|--symamd| & use approximate minimum degree ordering \\
alpar@9 145 \end{tabular}
alpar@9 146
alpar@9 147 \subsubsection*{Options specific to the MIP solver}
alpar@9 148
alpar@9 149 \noindent
alpar@9 150 \begin{tabular}{@{}p{30mm}p{92.3mm}@{}}
alpar@9 151 \verb|--nomip| & consider all integer variables as continuous
alpar@9 152 (allows solving MIP as pure LP) \\
alpar@9 153 \verb|--first| & branch on first integer variable \\
alpar@9 154 \verb|--last| & branch on last integer variable \\
alpar@9 155 \verb|--mostf| & branch on most fractional variable \\
alpar@9 156 \end{tabular}
alpar@9 157
alpar@9 158 \noindent
alpar@9 159 \begin{tabular}{@{}p{30mm}p{92.3mm}@{}}
alpar@9 160 \verb|--drtom| & branch using heuristic by Driebeck and Tomlin
alpar@9 161 (default) \\
alpar@9 162 \verb|--pcost| & branch using hybrid pseudocost heuristic (may be
alpar@9 163 useful for hard instances) \\
alpar@9 164 \verb|--dfs| & backtrack using depth first search \\
alpar@9 165 \verb|--bfs| & backtrack using breadth first search \\
alpar@9 166 \verb|--bestp| & backtrack using the best projection heuristic
alpar@9 167 (default) \\
alpar@9 168 \verb|--bestb| & backtrack using node with best local bound \\
alpar@9 169 \verb|--intopt| & use MIP presolver (default)\\
alpar@9 170 \verb|--nointopt| & do not use MIP presolver\\
alpar@9 171 \verb|--binarize| & replace general integer variables by binary ones
alpar@9 172 (assumes \verb|--intopt|)\\
alpar@9 173 \verb|--fpump| & apply feasibility pump heuristic\\
alpar@9 174 \verb|--gomory| & generate Gomory's mixed integer cuts\\
alpar@9 175 \verb|--mir| & generate MIR (mixed integer rounding) cuts\\
alpar@9 176 \verb|--cover| & generate mixed cover cuts\\
alpar@9 177 \verb|--clique| & generate clique cuts\\
alpar@9 178 \verb|--cuts| & generate cuts of all classes above (assumes
alpar@9 179 \verb|--intopt|)\\
alpar@9 180 \verb|--mipgap| {\it tol}
alpar@9 181 & set relative mip gap tolerance to {\it tol}\\
alpar@9 182 \end{tabular}
alpar@9 183
alpar@9 184 \bigskip
alpar@9 185
alpar@9 186 \noindent
alpar@9 187 For description of the MPS format see Appendix \ref{champs},
alpar@9 188 page \pageref{champs}.
alpar@9 189
alpar@9 190 \bigskip
alpar@9 191
alpar@9 192 \noindent
alpar@9 193 For description of the CPLEX LP format see Appendix \ref{chacplex},
alpar@9 194 page \pageref{chacplex}.
alpar@9 195
alpar@9 196 \bigskip
alpar@9 197
alpar@9 198 \noindent
alpar@9 199 For description of the modeling language see the document ``Modeling
alpar@9 200 Language GNU MathProg: Language Reference'' included in the GLPK
alpar@9 201 distribution.
alpar@9 202
alpar@9 203 \bigskip
alpar@9 204
alpar@9 205 \noindent
alpar@9 206 For description of the DIMACS min-cost flow problem format and DIMACS
alpar@9 207 maximum flow problem format see the document ``GLPK: Graph and Network
alpar@9 208 Routines'' included in the GLPK distribution.
alpar@9 209
alpar@9 210 %* eof *%