Decision Optimization

Decision Optimization

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  • 1.  CPLEX parameter settings for MIPs

    Posted 07/03/15 06:39 AM

    Originally posted by: Erebos


    Hi all,

    Question 1:

    I cannot see any effect if I set IloCplex::RootAlg or IloCplex::NodeAlg when the model is a MIP. The same is the case if I read a parameter file using IloCplex::readParam where CPX_PARAM_LPMETHOD or CPX_PARAM_STARTALG and CPX_PARAM_SUBALG are set.

    However, in the case of an LP model IloCplex::RootAlg works as expected.

    In the documentation I see: IloCplex::RootAlg or CPX_PARAM_LPMETHOD "controls which algorithm is used to solve continuous models or to solve the root relaxation of a MIP"

    Calling IloCplex::getAlgorithm after having solved A MIP returns always "MIP". I use concert with CPLEX 12.6.0.1

    Does CPLEX apply the linear solver methods anyway but just won't show it?
    Or will CPLEX ignore any solver settings in the case of a MIP?

    Question 2:

    It it possible to set parameters with IloCplex::readParam *after* the model has been extracted but (of course) not yet solved?

    Kind regards

     


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  • 2.  Re: CPLEX parameter settings for MIPs

    Posted 07/03/15 10:07 AM

    Question 2: Yes. Any parameter you change will apply to the next call to IloCplex::solve().

    Question 1: Can you please elaborate on "I cannot see any effect". What are the values you set for these algorithms? Have you tried to set CPX_PARAM_MIPDISPLAY to 4 or higher? If you do so then you get log output for the root node solve. Depending on whether you set the RootAlg to simplex or barrier, you should see either a simplex or a barrier log, for example.


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  • 3.  Re: CPLEX parameter settings for MIPs

    Posted 07/03/15 10:39 AM

    Originally posted by: Erebos


    Thanks for the answer! If CPX_PARAM_MIPDISPLAY is set to 2 the LP solver method can't be seen in the log (at least for me), but if I choose 4 it can. 

    Also IloCplex::readParam did reset IloCplex::MIPDisplay (which I did set before) to the default 2.

    I was also confused that IloCplex::getAlgorithms always returned "MIP" but this has to be expected obviously in the case of a MIP.


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