Originally posted by: SystemAdmin

Hi all

When does CPLEX create a tableau for a linear program? I would like to create a linear program, give it a basis, and then play around with the tableau (perform some pivots, etc) before optimizing.

Specifically, this is all with the goal of implementing a certain pivoting rule.
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Originally posted by: SystemAdmin

CPLEX implements the revised simplex algorithms and never creates a tableau explicitly. But it manages bases, of course.

You can provide a starting basis using the C methods CPXcopybase (or equivalent methods from other APIs). You can also implement your own pivoting rule using the pivoting interface (CPXpivot, CPXpivotin, and CPXpivotout). I don't know if those functions exist in other APIs as well.

Tobias
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Originally posted by: SystemAdmin

The routines in the C Callable library would be very powerful, except to implement a pivoting rule you typically need information about the reduced costs, values in the tableau, etc., and as far as I can tell, these are only available after CPXopt has been called (after the problem has been optimized). In some cases, this is just an annoyance- its unnecessary operations. In other cases it could completely block a desired algorithm (for instance, implement a pivoting rule starting with a specific basis).

Its not really an issue for me anymore; it just seems that the CPLEX environment would be more useful if there was this freedom to access tableau information for any arbitrary basis.
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Originally posted by: SystemAdmin

I think that you can get all of this by installing a simplex iteration limit of 0. Then, CPLEX should take your basis and calculate all the values (such that you can query them), but do not do any pivot.

Tobias
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