Originally posted by: SystemAdmin

[shaon said:]

Dear all,

I use CPLEX to develop B&C where the cutcallback is used. For my considered instances, the total computation time is very expensive (say, 2000 seconds).  But my separation routine works well with a success ratio of about 80%.  Further the separation procedure only accounted for a very small percent of the total computation time (say. 2%).  It seems that solving LP subproblems is very time-consuming.

Is there any way to reduce the computation time for my instances? I have tried some strategies, e.g., changing the algorithm for solving each subproblem, and root problem, etc. But all these failed.


Shaon

#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

[MMorin01 said:]

Hello Shaon,
Have you tried different solution polishing parameters? Maybe that it doesn't apply to your problem, but there is a section about this in the help file:

[i]"When subproblems are not solved satisfactorily, another option is to solve as few subproblems of the original model as possible by switching to solution polishing as soon as a first feasible solution is found. This strategy is helpful when finding a good integer solution is more important than proving optimality. For more information about this strategy, see Solution polishing in this manual."[/i] from section "Unsatisfactory optimization of subproblems" - "Solution polishing and difficult subproblems"

Hope this can help...

M.
#CPLEXOptimizers
#DecisionOptimization