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122 lines (93 loc) · 5.19 KB
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# - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
# - - - - - - - - - - - - - - - - MPBCfg.txt - - - - - - - - - - - - - - - -
#
# A txt description of a BlockSolverConfig for the inner :MILPSolver of
# the MasterProblemBlock used by the BundleSolver
#
# - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
# BlockSolverConfig - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
# - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
BlockSolverConfig # exact type of the Configuration object
1 # the BlockSolverConfig is a "differential" one
1 # number of (the names of) Solver in this BlockSolverConfig
# now all the names of the Solver - - - - - - - - - - - - - - - - - - - - - -
#CPXMILPSolver # name of Solver
GRBMILPSolver # name of Solver
#SCIPMILPSolver # name of Solver
#HiGHSMILPSolver # name of Solver
1 # number of ComputeConfig in this BlockSolverConfig
# now all the ComputeConfig
# 1st ComputeConfig - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
# ComputeConfig of the :MILPSolver
ComputeConfig # exact type of the ComputeConfig object
1 # f_diff == 0 ==> all non-provided parameters are set to the default value
# f_diff == 1 ==> all non-provided parameters are not changed
6 # number of integer parameters
# now all the integer parameters
intLogVerb 0 # log verbosity of the MILPSolver
intRelaxIntVars 1 # nonzero if the continuous relaxation is solved
intCutSepPar 7 # separate user cuts + lazy constraints
intMaxThread 1 # single-threaded for deterministic master reproducibility
# All specific CPLEX parameter (uncomment based on Solver)
#CPXPARAM_LPMethod 4 # 0 = auto, 1 = primal, 2 = dual, 4 =
# barrier, 6 = concurrent
#CPXPARAM_Preprocessing_Presolve 0 # disable presolve for reproducibility
#CPXPARAM_Emphasis_Numerical 1 # numerical precision emphasis
# All specific GUROBI parameter (uncomment based on Solver)
Method 1 # 0 = primal, 1 = dual simplex, 2 = barrier: the
# multipliers of the master ARE the algorithm, and an
# interior point has them only to about 1e-7 relative,
# which the stopping test of the bundle cannot survive;
# besides, the barrier cannot restart from the previous
# basis, so it re-solves the master from scratch at every
# call, while the simplex re-optimises after the new
# columns for a fraction of the iterations
#Presolve 0 # 0 = off, 1 = conservative, 2 = aggressive (default -1):
# off, the master of a design over several extendable lines
# ends in "Bundle::FormD: unrecoverable MP failure", so it
# is
# left at its default here
NumericFocus 1 # 0 = auto, 1..3 = increasing precision focus: the master
# is small and re-solved thousands of times, so whatever
# extra care is asked is paid at every one of them, and 3
# costs a factor two. 0 is not an option: with it the
# Lagrangian dual answers Unfeas on a hydrothermal instance
# that has a solution, so this is the least care that
# answers right
5 # number of double parameters
# now all the double parameters
dblRelAcc 1e-08 # relative accuracy required to solution
dblAAccSol 1e-08 # absolute accuracy required to solution
dblRAccSol 1e-08 # relative accuracy of the solution pool
# The master has to satisfy its own rows *tighter* than the oracle satisfies
# its own feasibility, or the loop cannot end: a step that violates a
# vertical row by less than the default 1e-6 is feasible for the master and
# infeasible for the subproblem, which answers with the very cut that is
# already there, and the same iteration repeats forever.
FeasibilityTol 1e-09 # how much a row of the master may be violated
OptimalityTol 1e-09 # how much a reduced cost of the master may be off
# All specific HiGHS parameter (uncomment based on Solver)
#primal_feasibility_tolerance 1e-9
#dual_feasibility_tolerance 1e-9
0 # number of string parameters
# now all the string parameters
#strOutputFile master.lp
# All specific HiGHS parameter (uncomment based on Solver)
#presolve off # disable presolve for reproducibility
#solver ipm # interior point: converges to analytic center (unique x*)
0 # number of vector-of-int parameters
# now all the vector-of-int parameters
# [none]
0 # number of vector-of-double parameters
# now all the vector-of-double parameters
# [none]
0 # number of vector-of-string parameters
# now all the vector-of-string parameters
# [none]
# pointer to the "extra" Configuration
* # [none]
# end of ComputeConfig- - - - - - - - - - - - - - - - - - - - - - - - - - - -
# end of BlockSolverConfig- - - - - - - - - - - - - - - - - - - - - - - - - -
# - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
# - - - - - - - - - - - - - - - END MPBCfg.txt - - - - - - - - - - - - - - -
# - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -