Initializing help system before first use

SLPMISLPALGORITHM, XSLP_MISLPALGORITHM

Description
Selects the MISLP strategy used to combine SLP with the branch-and-bound search
Type
Integer
Topic area
MISLP
Values
-1 
XPRS_SLPMISLPALGORITHM_AUTOMATIC Fall back to bits 9 and 10 of SLPMIPALGORITHM. By default neither bit is set, which is equivalent to XPRS_SLPMISLPALGORITHM_SLPINMIP.
0 
XPRS_SLPMISLPALGORITHM_SLPINMIP Use SLP at each node of the branch and bound search.
1 
XPRS_SLPMISLPALGORITHM_MIPINSLP Solve the linearization in each SLP iteration as an MILP.
2 
XPRS_SLPMISLPALGORITHM_SLPMIPSLP Solve the continuous relaxation, solve an MILP on the final linearization and then fix all integers and solve with SLP again.
Default value
-1
Note
SLP-MIP-SLP is generally the fastest algorithm since it only requires two SLP- and one MILP-solve compared to number-of-nodes-many SLP solves for SLP-in-MIP and number-of-SLP-iterations-many MIP solves in MIP-in-SLP. On the other hand it usually produces worse local optima and has the highest likelihood of running into local infeasibility.
Note
This control replaces bits 9 and 10 of SLPMIPALGORITHM ( XPRS_SLPMIPWITHINSLP and XPRS_SLPSLPTHENMIP), which are now deprecated. While SLPMISLPALGORITHM is left at its default of XPRS_SLPMISLPALGORITHM_AUTOMATIC, those bits continue to determine the MISLP strategy exactly as before; setting SLPMISLPALGORITHM to any other value overrides them.
Affects routines
XPRSnlpoptimize
See also
SLPMIPALGORITHM
Category
Control

Parent Topic Integer control parameters

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