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HEURBEFORELPGPUMETHOD

Description
Enables a GPU-accelerated heuristic of the specified type. If enabled, this heuristic is called as a BEFORELP heuristic for multiple rounds. The control value XPRS_HEURBEFORELPGPUMETHOD_FEASPUMP enables a GPU accelerated version of feasibility pump. In each round, the LP relaxation is approximately solved using the Primal Dual Hybrid Gradient algorithm on the GPU, The fractional solution is then rounded, and a heuristic is called to minimize the remaining violations. The effort spent on this final polishing step can be controlled by the user.
Type
Integer
Topic areas
GPU, Heuristics
Values
-1 
XPRS_HEURBEFORELPGPUMETHOD_AUTOMATIC Leave the decision to the solver.
0 
XPRS_HEURBEFORELPGPUMETHOD_OFF Disable any GPU heuristic.
1 
XPRS_HEURBEFORELPGPUMETHOD_FEASPUMP Enable the feasibility pump GPU Heuristic. Use the limit controls as well as the controls of the primal-dual hybrid gradient algorithm to fine-tune the behavior.
Default value
-1
Notes
For the feasibility pump heuristic ( XPRS_HEURBEFORELPGPUMETHOD_FEASPUMP), all controls affecting the Primal-dual hybrid gradient algorithm also affect this heuristic, in particular the BARHGPRECISION to control the precision of the arithmetic on the GPU, and BARHGRELTOL to specify the feasibility tolerance. If those values are left to their defaults, the heuristic may choose a sensibly loose tolerance value to speed up the convergence of the PDHG algorithm.
The feasibility of solutions returned by the GPU heuristic is unaffected by the selected value for BARHGRELTOL, as the rounding and polishing steps are performed respecting the main tolerances of the Optimizer, namely MIPTOL and FEASTOL.
Affects routines
XPRSmipoptimize ( MIPOPTIMIZE).
See also
BARHGPRECISION.
Category
Control

Parent Topic Control Parameters

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