GUROBI Appendix C
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This page is part of the GUROBI Manual. See GUROBI. |
Contents |
Gurobi Parameters
Setting GUROBI Parameters in Matlab
The behavior of the GUROBI solver is controlled by means of a large number of parameters. It is possible to set all of these parameters from Matlab.
If using the gurobiTL interface for solving problems defined in a TOMLAB Prob structure, the field Prob.MIP.grbControl is used to set values for parameters. The user needs to set only those parameters that he/she wants to change. The non-TOMLAB format gurobi.m interface has a corresponding input parameter, grbControl.
When setting parameter values in the grbControl structure, this prefix should be omitted. For example, to set the iterations for the dual simplex optimizer do:
>> grbControl.ITERATIONLIMIT = 1000; >> grbControl.LPMETHOD = 0;
The complete list of GUROBI parameters are given in the Tables below:
Termination
These parameters affect the termination of the algorithms. If the algorithm exceeds any of these limits, it will terminate and report a non-optimal termination status.
TOMLAB parameter | Value |
---|---|
grbControl.Cutoff | Any number.
Default: INF |
Description: 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. | |
grbControl.IterationLimit | Any non-negative integer.
Default: INF |
Description: Limits the number of simplex iterations performed. | |
grbControl.NodeLimit | Any non-negative integer
Default: INF |
Description: Limits the number of MIP nodes explored (MIP only). | |
grbControl.SolutionLimit | Any positive integer
Default: 1 |
Description: Limits the number of feasible solutions found (MIP only). | |
grbControl.TimeLimit | Any non-negative number
Default: 0 |
Description: Limits the total time expended (in seconds). |
Tolerances
These parameters control the allowable feasibility or optimality violations.
TOMLAB parameter | Value |
---|---|
grbControl.FeasibilityTol | Any number from 10-9 to 10-2 .
Default: 10-6 |
Description: Primal feasibility tolerance. All constraints must be satisfied to a tolerance of FeasibilityTol. | |
grbControl.IntFeasTol | Any number from 10-9 to 10-1 .
Default: 10-5 |
Description: Integer feasibility tolerance (MIP only). An integrality restriction on a variable is considered satisfied when the variable's value is less than INTFEASTOL from the nearest integer value. | |
grbControl.MarkowitzTol | Any number from 10-4 to 0.999.
Default: 0.0078125 |
Description: 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. | |
grbControl.MIPGap | Any number = 0
Default: 10-4 |
Description: Relative MIP optimality gap (MIP only). The MIP engine will terminate (with an optimal result) when the gap between the lower and upper objective bound is less than MIPGap times the upper bound. | |
grbControl.OptimalityTol | Any number from 10-9 to 10-2 .
Default: 10-6 |
Description: Dual feasibility tolerance. Reduced costs must all be smaller than OptimalityTol in the improving direction in order for a model to be declared optimal. |
Simplex
These parameters control the operation of the simplex algorithms.
TOMLAB parameter | Value |
---|---|
grbControl.LPMethod | Any integer from 0 to 1.
Default: 1 |
Description: Simplex algorithm (0=primal, 1=dual). The selected algorithm is used when solving continuous models, and when solving node relaxations within the MIP solver. | |
grbControl.NormAdjust | Any number from -1 to 3.
Default: -1 |
Description: Chooses from among multiple pricing norm variants. The default value of -1 chooses automatically. | |
grbControl.ObjScale | Any number = -1.
Default: 0.0 |
Description: Divides the model objective by the specified value to avoid numerical errors that may result from very large objective coefficients. The default value of 0 decides on the scaling automatically. A value less than zero uses the maximum coefficient to the specified power as the scaling (so ObjScale=-0.5 would scale by the square root of the largest objective coefficient). | |
grbControl.PerturbValue | Any number from 0 to 10-2 .
Default: 0.0002 |
Description: Magnitude of simplex perturbation (when required). | |
grbControl.Quad | Any number from -1 to 1.
Default: -1 |
Description: Enables or disables quad precision computation in simplex. The -1 default setting allows the algorithm to decide. | |
grbControl.ScaleFlag | Any integer from 0 to 1.
Default: 1 |
Description: Enables or disables model scaling. | |
grbControl.SimplexPricing | Any integer from -1 to 3 Default: -1 |
Description: Determines simplex variable pricing strategy. Available options are Automatic (-1), Partial Pricing (0), Steepest Edge (1), Devex (2), and Quick-Start Steepest Edge (3). |
MIP
These parameters control the operation of the MIP algorithms.
TOMLAB parameter | Value |
grbControl.Heuristics | Any number from 0 to 1.
Default: 0.05 |
Description: Controls the amount of time spent in MIP heuristics. Larger values produce more and better feasible solutions, at a cost of slower progress in the best bound. | |
grbControl.NodefileDir | Any directory string
Default: . |
Description: Determines the directory into which nodes are written when node memory usage exceeds the specified NodefileStart value. | |
grbControl.NodefileStart | Any number = 0.
Default: I nf |
Description: Controls the point at which MIP tree nodes are written to disk. Whenever node storage exceeds the specified value (in GBytes), nodes are written to disk. | |
grbControl.RootMethod | Any number from 0 to 1.
Default: 0 |
Description: Simplex algorithm used for MIP root relaxation (0=primal, 1=dual). | |
grbControl.SubMIPNodes | Any number = 0.
Default: 500 |
Description: Limits the number of nodes explored by the RINS heuristic. Exploring more nodes can produce better solutions, but it generally takes longer. | |
grbControl.VarBranch | Any integer from -1 to 3.
Default: -1 |
Description: Controls the branch variable selection strategy. The default -1 setting makes an automatic choice, depending on problem characteristics. Available alternatives are Pseudo Reduced Cost Branching (0), Pseudo Shadow Price Branching (1), Maximum Infeasibility Branching (2), and Strong Branching (3). |
MIP Cuts
These parameters affect the generation of MIP cutting planes. In all cases, a value of -1 corresponds to an automatic setting, which allows the solver to determine the appropriate level of aggressiveness in the cut generation. Unless otherwise noted, settings of 0, 1, and 2 correspond to no cut generation, conservative cut generation, or aggressive cut generation, respectively. The Cuts parameter provides global cut control, affecting the generation of all cuts. This parameter also has a setting of 3, which corresponds to very aggressive cut generation. The other parameters override the global Cuts parameter (so setting Cuts to 2 and CliqueCuts to 0 would generate all cut types aggressively, except clique cuts which would not be generated at all).
TOMLAB parameter | Value |
---|---|
grbControl.Cuts | Any integer from -1 to 3.
Default: -1 |
Description: Global cut generation control. | |
grbControl.CliqueCuts | Any integer from -1 to 2.
Default: -1 |
Description: Controls clique cut generation. Overrides the Cuts parameter. | |
grbControl.CoverCuts | Any integer from -1 to 2.
Default: -1 |
Description: Controls cover cut generation. Overrides the Cuts parameter. | |
grbControl.FlowCoverCuts | Any integer from -1 to 2.
Default: -1 |
Description: Controls flow cover cut generation. Overrides the Cuts parameter. | |
grbControl.FlowPathCuts | Any integer from -1 to 2.
Default: -1 |
Description: Controls flow path cut generation. Overrides the Cuts parameter. | |
grbControl.GUBCoverCuts | Any integer from -1 to 2.
Default: -1 |
Description: Controls GUB cover cut generation. Overrides the Cuts parameter. | |
grbControl.ImpliedCuts | Any integer from -1 to 2.
Default: -1 |
Description: Controls implied bound cut generation. Overrides the Cuts parameter. | |
grbControl.MIPSepCuts | Any integer from -1 to 2.
Default: -1 |
Description: Controls MIP separation cut generation. Overrides the Cuts parameter. | |
grbControl.MIRCuts | Any integer from -1 to 2.
Default: -1 |
Description: Controls MIR cut generation. Overrides the Cuts parameter. | |
grbControl.ZeroHalfCuts | Any integer from -1 to 2.
Default: -1 |
Description: Controls zero-half cut generation. Overrides the Cuts parameter. | |
grbControl.CutAggPasses | Any integer = -1.
Default: -1 |
Description: A non-negative value indicates the maximum number of constraint aggregation passes performed during cut generation. Overrides the Cuts parameter. | |
grbControl.GomoryPasses | Any integer = -1.
Default: -1 |
Description: A non-negative value indicates the maximum number of Gomory cut passes performed. Overrides the Cuts parameter. |
Other
Other parameters.
TOMLAB parameter | Value |
---|---|
grbControl.Aggregate | Any integer from 0 to 1.
Default: 1 |
Description: Enables or disables aggregation in presolve. In rare instances, aggregation can lead to an accumulation of numerical errors. Turning it off can sometimes improve solution accuracy. | |
grbControl.DisplayInterval | Any integer = 1.
Default: 5 |
Description: Controls the frequency at which log lines are printed (in seconds). | |
grbControl.IISMethod | Any integer from -1 to 1.
Default: -1 |
Description: Chooses the IIS method to use. Method 0 is often faster, while method 1 can produce a smaller IIS. The default value of -1 chooses automatically. | |
grbControl.OutputFlag | Any integer from 0 to 1.
Default: 1 |
Description: Enables or disables engine output. | |
grbControl.PreCrush | Any integer from 0 to 1.
Default: 0 |
Description: Allows presolve to translate constraints on the original model to equivalent constraints on the presolved model. Turn this parameter on when you are using callbacks to add your own cuts. | |
grbControl.Presolve | Any integer from -1 to 2.
Default: -1 |
Description: Controls the presolve level. A value of -1 corresponds to an automatic setting. Other options are off (0), conservative (1), or aggressive (2). | |
grbControl.Threads | Any integer from 0 to NProc.
Default: 0 |
Description: Controls the number of threads to apply to parallel MIP. The default value of 0 sets the thread
count equal to the maximum value, which is the number of processors in the machine. |