Options for solving LP relaxations

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chris.man...@gmail.com

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Aug 14, 2017, 2:05:46 AM8/14/17
to AMPL Modeling Language
Can I just check my understanding of something?

If I set options relax_integrality 1 then ask to solve a model the process is
1. AMPL ignores the integer attribute on relevant variables and treats everything as continuous
2. AMPL runs its pre-solve processes, treating the variables as continuous
3. AMPL passes the resulting model to the solver, and tells the solver that everything is continuous

i.e. the entire process runs as though the variables are continuous rather than integer

However, if I set, for example, options cplex_options 'relax', then the process is
1. AMPL runs its presolve, treating integer variables as integers
2. AMPL passes the resulting model to the solver, and tells the solver which variables are integer
3. The solver then solves the LP relaxation of the model it was given, including the integer-based pre-solve adjustments

i.e. AMPL never knows that the model is being relaxed, does everything as though the variables are integer, then the solver solves the relaxation.

Is that a fair description?

Regards,
Chris

Robert Fourer

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Aug 14, 2017, 2:10:10 PM8/14/17
to am...@googlegroups.com
That is a correct description.

Bob Fourer
am...@googlegroups.com

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