Options issues in CPLEX MP

I get various complaints that some CPLEX option does not work, when a user of the ASL version has switched to MP. Here's a summary; the first 3 are the most serious.

network simplex
ASL: netopt requires an argument (0, 1, 2, or 3) which determines whether and how the network simplex method is applied; there are also related options
netdisplay, netfeasibility, netfind, netiterations, netoptimality, and netpricing.
MP: netopt does not accept an argument. netiterations is recognized, but the other 5 related options are not.

logs
ASL: mipdisplay and mipinterval control the contents of the MIP log; display or lpdisplay controls the simplex log, and bardisplay controls the barrier log.
MP: All of the above are accepted but do not produce any log output. outlev does produce logs, but with less control over the settings, and with a - in front of almost every line. outlev=1 would be better if it used mipdisplay=2 rather than mipdisplay=3 (which is usually more verbose than needed).

primal versus dual
ASL: primal and dual force CPLEX to solve the primal or the dual, respectively, of the problem received from AMPL. predual is similar, but chooses between the primal and the dual form of the problem that results after presolve. primalopt and dualopt select the primal or dual simplex method.
MP: primal is not recognized, and dual is treated as a synonym for dualopt (alg:dual). (predual, primalopt, and dualopt are still available.)

sensitivity
ASL: sensitivity does not have an argument. It creates suffixes .up, .down, and .current which only apply properly to objective coefficients and single right-hand sides. (There is an example of their use in the subsection Solver-defined suffixes: sensitivity analysis in the AMPL book.)
MP: sensitivity (alg:sens) requires an argument. It doesn't recognize ASL's suffixes, but defines others that are more general.

error handling
ASL: Scans the entire cplex_options string and reports every option that is in error.
MP: Stops scanning the cplex_options string after the first error is found.

MP also has alg:method:

alg:method (method, lpmethod, simplex, mipstartalg)
      Which algorithm to use for non-MIP problems or for the root node of MIP
      problems, unless primal/dual/barrier/network/sifting flags are
      specified:

      -1 - Automatic (default)
      0  - Primal simplex
      1  - Dual simplex
      2  - Barrier
      3  - Nondeterministic concurrent (several solves in parallel)
      4  - Network simplex
      5  - Sifting

      For MIQP problems (quadratic objective, linear constraints), setting 5
      is treated as 0 and 6 as 4. For MIQCP problems(quadratic objective &
      constraints), all settings are treated as 4.

This option was introduced for compatibility with other drivers.

The last paragraph makes little sense.

Xpress alg:method=4: comment on bar:alg=4 #261

Compatibility option alg:netopt #261

CPLEX: process major options in FinishOptionParsing() #261

CPLEX: PlayObjNParams() back to InputExtras() #261

CPLEX: netdisplay, netfeasibility, netfind, netoptimality, and netpri…

CPLEX: fix logs #261

CPLEX: dummy 'primal', 'dual' #261

Done the following changes:

alg:netopt (netopt)
      Whether to use network simplex method for non-MIP problems or for the
      root node of MIP problems, unless
      primalopt/dualopt/barrier/network/sifting flags or alg:method are
      specified:

      0 - Never invoke the network optimizer
      1 - Compatibility value; same as 3
      2 - Compatibility value; same as 3
      3 - (Default) invoke the network optimizer by setting CPLEX'
          LP/QPMethod to CPX_ALG_NET telling CPLEX to search for network
          (sub)structures in the model. CPLEX presolve might influence
          automatic recognition of network structures

The reason is, we don't parse any arc/node info in FlatConverter. Instead, we only use value 3 of netopt, which is the default (i.e., any LP is analyzed for network by default; this is affected by CPLEX presolve).

Fixed logs.

Option dual was manually implemented in cplexasl. Changed it to be dummy:

'dual' Options:

alg:dual (dualopt)
      Solve (MIP root) LPs by dual simplex method.

alg:dualproblem (dual)
      Compatibility option with the legacy cplexasl driver. No effect.

pre:dual (predual)
      Whether CPLEX's presolve phase should present the CPLEX solution
      algorithm with the primal(-1) or dual(1) problem or (default = 0) should
      decide automatically.

'primal' Options:

alg:primal (primalopt)
      Solve (MIP root) LPs by primal simplex method.

alg:primalproblem (primal)
      Compatibility option with the legacy cplexasl driver. No effect.

We might still think about priorities between alg:method / alg:priamlopt... / alg:netopt.

CPLEX: netopt=0 default #261

CPLEX: align alg:method values #261

XPRESS: set_verbose_mode() in FinishOptionParsing() #261

CPLEX: finalizing solver warnings only with debug=1 #261

Gurobi, CPLEX, Mosek: alg:sens: .down/.up[/.current] #261

More changes:

netopt=0 default
alg:method and mip:nodemethod override the keyword flags alg:primalopt etc., which override netopt
Aligned alg:method values with those of mip:nodemethod, mip:submipstartalg, mip:submipalg.
Added suffixes .down/.up/.current for objective coefficients and .down/.up for RHS constraints (Gurobi, CPLEX, Mosek).

In detail on 1.:

alg:netopt (netopt)
      Whether to use network simplex method for non-MIP problems or for the
      continuous relaxations of MIP nodes, unless alg:(node)method
      orprimalopt/dualopt/barrier/network/sifting flags are specified. Options
      alg:(node)method override (for MIP, in the root or subnodes):

      0 - (Default) never invoke the network optimizer
      1 - Compatibility value; same as 3
      2 - Compatibility value; same as 3
      3 - Invoke the network optimizer by setting CPLEX' LP/QP/MIPNodeMethod
          to CPX_ALG_NET telling CPLEX to search for network (sub)structures
          in the model. CPLEX presolve might influence automatic recognition
          of network structures

alg:network (network)
      Solve (substructure of) (MIP node's) LP/QP by network simplex method.
      Synonym for alg:netopt=3.

In detail on 2., 3.:

alg:method (method, lpmethod, qpmethod, simplex, mip:method, mipstartalg)
      Which algorithm to use for non-MIP problems or for the root node of MIP
      problems:

      0 - Automatic (default)
      1 - Primal simplex
      2 - Dual simplex
      3 - Network simplex
      4 - Barrier
      5 - Sifting
      6 - Concurrent (dual, barrier and primal in opportunistic mode; dual
          and barrier in deterministic mode; 4 is used for MIPQs).

      For MIQP problems (quadratic objective, linear constraints), setting 5
      is treated as 0 and 6 as 4. For MIQCP problems (quadratic objective &
      constraints), all settings are treated as 4. See also mip:nodemethod.
      Overrides netopt option and primalopt/dualopt/barrier/network/sifting
      flags.

mip:nodemethod (nodemethod, mipalg, mipalgorithm)
      Algorithm used to solve relaxed MIP node problems (after the initial
      relaxation); for MIQP problems (quadratic objective, linear
      constraints), settings other than 3 and 5 are treated as 0. For MIQCP
      problems (quadratic objective and constraints), only 0 is permitted.

      0 - Automatic (default)
      1 - Primal simplex
      2 - Dual simplex
      3 - Network simplex
      4 - Barrier
      5 - Sifting

      See also alg:method. Overrides netopt option and
      primalopt/dualopt/barrier/network/sifting flags.

mip:submipalg (submipalg)
      Choice of algorithm used to solve the subproblems of a subMIP: not a
      subproblem, but an auxiliary MIP that CPLEX sometimes forms and solves,
      e.g., when dealing with a partial MIP start, repairing an infeasible MIP
      start, using the RINS heuristic, branching locally or polishing a
      solution. Possible values (only 0 is allowed for MIQCPs):

      0 - Automatic (default)
      1 - Primal simplex
      2 - Dual simplex
      3 - Network simplex
      4 - Barrier
      5 - Sifting

mip:submipstartalg (submipstartalg)
      Rarely used choice of algorithm for the initial relaxation of a subMIP
      (described with "submipalg"):

      0 - Automatic (default)
      1 - Primal simplex
      2 - Dual simplex
      3 - Network simplex
      4 - Barrier
      5 - Sifting
      6 - Concurrent (dual, barrier and primal in opportunistic mode; dual
          and barrier in deterministic mode; 4 is used for MIPQs).

In detail on 4.:

alg:sens (sens, solnsens, sensitivity)
      Whether to return suffixes for solution sensitivities, i.e., ranges of
      values for which the optimal basis remains optimal (note that the
      variable and objective values can change):

      0 - No (default)
      1 - Yes: suffixes returned on variables are
      .sensobjlo = smallest objective coefficients
      .down = same as .sensobjlo
      .sensobj = current objective coefficients
      .current = same as .sensobj
      .sensobjhi = greatest objective coefficients
      .up = same as .sensobjhi
      .senslblo = smallest variable lower bounds
      .senslbhi = greatest variable lower bounds
      .sensublo = smallest variable upper bounds
      .sensubhi = greatest variable upper bounds;

      suffixes for all constraints are

      .senslblo = smallest constraint lower bounds
      .senslbhi = greatest constraint lower bounds
      .sensublo = smallest constraint upper bounds
      .sensubhi = greatest constraint upper bounds;

      suffixes for one-sided constraints only:

      .sensrhslo = smallest right-hand side values
      .down = same as .sensrhslo
      .sensrhshi = greatest right-hand side values.
      .up = same as .sensrhshi.

      The suffixes correspond to the AMPL solver model, command 'solexpand'.
      For easiest interpretation, disable AMPL presolve, 'option presolve 0;'

MP changelog #261

The changes have been released in 20250424.

CPLEX: coordinate dual and predual #261

dual and predual are now connected to imitate CPLEX ASL:

'dual' Options:

alg:dualopt (alg:dual, dualopt)
      Solve (MIP node) LPs by dual simplex method.

alg:dualproblem (dual)
      Compatibility option with the legacy cplexasl driver. Interacts with
      pre:dual as follows:

      alg:dualproblem - alone, equivalent to pre:dual=0
      alg:dualproblem pre:dual=-1 - together, equivalent to pre:dual=1
      alg:dualproblem pre:dual=0 - together, equivalent to pre:dual=0
      alg:dualproblem pre:dual=1 - together, equivalent to pre:dual=-1.

pre:dual (predual)
      Whether CPLEX's presolve phase should present the CPLEX solution
      algorithm with the primal(-1) or dual(1) problem or (default = 0) should
      decide automatically.

      For compatibility, pre:dual interacts with alg:dualproblem.

For comparison, here CPLEX ASL versions:

dual                   Single-word phrase:  solve the dual problem.

dualopt                Single-word phrase:  use a dual simplex algorithm.

predual                Whether CPLEX's presolve phase should present the
                       CPLEX solution algorithm with the primal (-1) or
                       dual (1) problem or (default = 0) should decide
                       which automatically.  Specifying "predual=1" often
                       gives better performance than specifying just "dual",
                       but sometimes "dual predual=1" is still better.

To be released.

CPLEX: alg:start:advance #261

CPLEX changelog #261

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