Solver options

Here are all the options that can be used in SHOT compiled. Note that the default value is normally a good starting point, so do not change options unless you have a good reason.

Dual strategy

These settings control the various functionality of the dual strategy in SHOT, i.e., the polyhedral outer approximation utilizing the ESH or ECP algorithms.

Extended supporting hyperplane method

These settings control various aspects of the ESH implementation, including the strategy to obtain the interior point.

Generated hyperplane cuts

These settings control how the cutting planes or supporting hyperplanes are generated.

MIP solver

These settings control the general functionality of the MIP solver in the dual strategy. Note that solver-specific settings for Cplex, Gurobi and Cbc are available under the "Subsolver" category.

Dual reduction cut

These settings control the added dual reduction cuts from the primal solution that will try to force a better primal solution. This functionality is only used if SHOT cannot deduce that the problem is nonconvex .

Relaxation strategies

These settings contorl various aspects regarding integer-relaxation of the dual problem.

Tree strategy

The single-tree strategy is normally more efficient than the multi-tree one. However, not all MIP solvers support the required lazy constraint callbacks. These settings selects this strategy and controls its behaviour.

Optimization model

These settings control various aspects of SHOT's representation for and handling of the provided optimization model.

Bound tightening

SHOT performs bound tightening to strengthen the internal representation of the problem. These settings control how and when bound tightening is performed.

Convexity

These settings control the convexity detection functionality

Automatic reformulations

These settings control the automatic reformulations performed in SHOT.

Variables

These settings control the maximum variable bounds allowed in SHOT. Projection will be performed onto these intervals. Note that the MIP solvers may have stricter requirements, in which case those may be used.

Modeling system

These settings control functionality used in the interfaces to different modeling environments.

GAMS interface

These settings control functionality used in the GAMS interface.

Solver output

These settings control how much and what output is shown to the user from the solver.

Primal heuristics

These settings control the primal heuristics used in SHOT.

Fixed-integer (NLP) strategy

The main primal strategy in SHOT is to solve integer-fixed NLP problems. These settings control, e.g., how often NLP problems are solved.

Primal root search

SHOT can utilize root searches between the dual solution point and an integer-fixed interior point. This setting controls whether this strategy is used.

Strategy

Overall strategy parameters used in SHOT.

Subsolver functionality

These settings allow for more direct control of the different subsolvers utilized in SHOT.

Cbc

Cplex

GAMS

Settings for the GAMS NLP solvers.

Gurobi

Ipopt

Root search solver

Settings for the Boost rootsearch functionality.

SHOT primal NLP solver

Termination

These settings control when SHOT will terminate the solution process.