Originally posted by: rocarvaj

Hello,
I'm wondering if is possible to have an idea of what is the range in which the default MIP heuristic frequency is located. I would like to modify the CPX_PARAM_HEURFREQ parameter but I don't have an idea of which values would be aggressive with respect to CPLEX's default frequency.

Thanks in advance,
Rodolfo
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Originally posted by: Eumpfenbach

1) I don't work for IBM. Maybe they will answer. Maybe they can't.

2) It might be dynamic, based on how much the heuristic is helping. Don't know.

If the answer for both of those is no, you could essentially do a line search on it. Get a relatively simple MIP (maybe on of the examples?). Set the threads to 1. Play with the setting until the time performance matches what you are seeing from cplex's default. Should put you in the ballpark. Then switch up the MIP and use your guess at what the parameter setting is. See if the performance stays consistent.
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Originally posted by: SystemAdmin

The frequency implied by CPX_PARAM_HEURFREQ=0 may change between releases so it is not a good idea to base your research on that concrete value. Values that are more aggressive than the default setting are small single-digit values like 1 or 5. Comparing heuristic frequencies like n and n+1 is usually not too meaningful. You may want to compare different orders of magnitude, like 1, 10, 100, 1000, ...
Also note that heuristics may involve a good deal of "luck": a high frequency may improve performance for one data set but deteriorate performance for another data set. When tuning the heuristic frequency parameter you should use a bunch of data sets/models.
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Originally posted by: SystemAdmin

Currently, the default frequency for heuristics starts somewhere at 10 and is then adjusted dynamically based on the success rate of the heuristic.
An exception is RINS, which has its own frequency.

Note that any non-default setting of the heuristic frequency will disable the dynamic adjustments. This means that any setting (even large values) can actually be more aggressive than the default.

Note also that a frequency of -1 disables all heuristics, including RINS.
Tobias
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Originally posted by: rocarvaj

Thanks for the replies!
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