Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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How to accelerate Barrier crossover

  • 1.  How to accelerate Barrier crossover

    Posted 10/06/16 12:37 PM

    Originally posted by: BLAIS


    Hi,

           I have a problem that solve fast with barrier but crossover before starting the MIP is really long. Did someone have some hint or a guide on how to accelerate the crossover?

    Thank you in advance,


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  • 2.  Re: How to accelerate Barrier crossover

    Posted 10/07/16 02:59 AM

    Originally posted by: BoJensen


    Your problem seem to run into numerical difficulties.

    Try to set CPX_PARAM_NUMERICALEMPHASIS, which will let CPLEX put more emphasis on numerical issues. Also lowering CPX_PARAM_BAR_EPCOMP may help, since it will provide a more accurate solution for the cross over phase. For simplex/cross over try to raise  CPX_PARAM_EPMRK  to maybe 0.1 or 0.2.

     


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