Decision Optimization

Decision Optimization

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

 View Only
Back to discussions
Expand all | Collapse all

Need I turn off the CPLEX cut routines when I implement my branch and cut

  • 1.  Need I turn off the CPLEX cut routines when I implement my branch and cut

    Posted Thu January 08, 2009 06:25 PM

    Originally posted by: SystemAdmin


    [shaon said:]

    Hi, I am using CPLEX as the framework to implement my own branch and cut algorithm. I have a problem:

    Need I turn off the cut routines by which CPLEX can produce its own cuts such as flow-cover, GUB cuts, and 0-1 cuts etc?

    If I let these routines work, does they influence the performance of my own branch and cut algorithm?  May use of these cut routines make my own branch and cut algorithm produce wrong results or speed up my algorithm?

    Thanks.


    Shaon
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Need I turn off the CPLEX cut routines when I implement my branch and cut

    Posted Fri January 09, 2009 08:35 PM

    Originally posted by: SystemAdmin


    [prubin said:]

    [quote author=shaon link=topic=809.msg2443#msg2443 date=1231428277]
    Hi, I am using CPLEX as the framework to implement my own branch and cut algorithm. I have a problem:

    Need I turn off the cut routines by which CPLEX can produce its own cuts such as flow-cover, GUB cuts, and 0-1 cuts etc?

    If I let these routines work, does they influence the performance of my own branch and cut algorithm?

    Probably.

    [quote author=shaon link=topic=809.msg2443#msg2443 date=1231428277] May use of these cut routines make my own branch and cut algorithm produce wrong results

    If by wrong results you mean incorrect (suboptimal or infeasible) solutions, not if your algorithm is properly constructed.  AFAIK none of CPLEX's cuts will remove a valid integer-feasible solution (unless it is demonstrably suboptimal).  If your algorithm relies on something specific in the simplex tableau (or equivalent), I suppose there might possibly be issues; but CPLEX makes it difficult if not impossible (I think impossible) to directly access the tableau, so that's unlikely to be an issue.

    If you mean might they mess with the timing of your algorithm, possibly.  They could make it faster (below), or they could make it slower.

    [quote author=shaon link=topic=809.msg2443#msg2443 date=1231428277]or speed up my algorithm?

    Quite possibly (but, as with all things involving MIPs, no guarantee).

    /Paul
    #CPLEXOptimizers
    #DecisionOptimization


Related Content