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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.
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