Tuesday, May 27, 2008

Undocumented GAMS/CPLEX options



The following options are useful to make pictures of MIP performance:


  • miptrace filename : write trace file to the indicated file

  • miptracenode n : write a trace record each n nodes (default: n=100)

  • miptracetime r : write a trace record each r seconds (default: r=1)


Example output file:

* miptrace file trace.csv: ID = Cplex 11.0.1
* fields are lineNum, seriesID, node, seconds, bestFound, bestBound
1, S, 0, 0.075, na, 4053.06
2, N, 0, 0.084, na, 4053.06
3, N, 0, 0.09, 1740.37, 3852.17
4, N, 0, 0.095, 1740.37, 3804.84
5, N, 0, 0.101, 1740.37, 3798.37
6, N, 0, 0.107, 1740.37, 3781.77
7, N, 0, 0.113, 1740.37, 3781.53
8, N, 0, 0.149, 1826.58, 3779.84
9, N, 100, 0.229, 2769.62, 3327.77
10, N, 200, 0.304, 2891.26, 3135.02
11, N, 300, 0.391, 2891.26, 2910.57
12, E, 320, 0.397, 2891.26, 2891.26
* miptrace file trace.csv closed

It is easy to make a plot of this in Excel:




These options are actually available in all or most MIP solvers under GAMS.