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Changing Pivoting Rules in Simplex Method

  • 1.  Changing Pivoting Rules in Simplex Method

    Posted Wed August 24, 2016 02:29 PM

    Originally posted by: fabioftv


    Hello,

    Does anyone know if it is possible to change pivoting rules when solving linear programs using the simplex method in CPLEX? I have a code in C++ with a pivoting rule that I would like to test in CPLEX but I don't know if that's possible or not.

    Thanks in advance.


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Changing Pivoting Rules in Simplex Method

    Posted Fri August 26, 2016 03:50 AM

    Originally posted by: BoJensen


    Hi,

    Take a look at the pricing parameters for build in pivoting rules :

    https://www.ibm.com/support/knowledgecenter/en/SSSA5P_12.6.3/ilog.odms.cplex.help/CPLEX/Parameters/topics/PPriInd.html

    https://www.ibm.com/support/knowledgecenter/SSSA5P_12.6.3/ilog.odms.cplex.help/CPLEX/Parameters/topics/DPriInd.html

     

    For implementing your own pivoting rule, see this ticket :

    https://www.ibm.com/developerworks/community/forums/html/topic?id=77777777-0000-0000-0000-000014700723

    https://www.ibm.com/support/knowledgecenter/SSSA5P_12.6.3/ilog.odms.cplex.help/refcallablelibrary/cpxapi/hpBasis.html

     

    I think doing a few selective pivots will be fine, but developing your own pivoting strategy for a start to finish run is probably a bit more questionable, since it will involve some overhead compared to the internal methods.

     

    Best

    Bo


    #CPLEXOptimizers
    #DecisionOptimization