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C GUROBI Parameters
C.1 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:
C.2 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). |
C.3 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. |
C.4 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). |
| grbControl.PerturbValue | Any number from 0 to 10−2.
Default: 0.0002 |
| Description: Magnitude of simplex perturbation (when required). |
| 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). |
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.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). |
C.6 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 (so setting it to 2 would apply
all cut types aggressively). 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 2.
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.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 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.OutputFlag | Any integer from 0 to 1.
Default: 1 |
| Description: Enables or disables engine output. |
| 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. |
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