If DUALPR is set to 2, LINGO’s dual simplex solver will use steepest edge pricing. If DUALPR is 1, the dual solver will use Dantzig pricing methods. If DUALPR is 0, LINGO chooses the most appropriate pricing method.

In Dantzig pricing mode, the dual simplex solver will tend to select variables that offer the highest absolute rate of improvement to the objective, regardless of how far other variables may have to move per unit of movement in the newly introduced variable. The problem with this strategy is that other variables may quickly hit a bound, resulting in little gain to the objective. With the steepest-edge option, the solver spends a little more time selecting variables by looking at the total improvement in the objective by adjusting a particular variable. Thus, on average, each iteration will lead to larger gains in the objective. In general, the steepest-edge option will result in fewer iterations. However, each iteration will take longer.

LINGO defaults to choosing the pricing method for the dual solver.