Options issues in CPLEX MP

[4er4er4er]

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.

[glebbelov]

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.

[glebbelov]

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.