lemon-project-template-glpk
comparison deps/glpk/doc/glpk10.tex @ 9:33de93886c88
Import GLPK 4.47
| author | Alpar Juttner <alpar@cs.elte.hu> |
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| date | Sun, 06 Nov 2011 20:59:10 +0100 |
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| 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 *% |