Decision Optimization

Decision Optimization

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

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  • 1.  Random seeds

    Posted Mon May 13, 2013 11:37 PM

    Originally posted by: rocarvaj


    Hello, I wanted to get a better idea of what the random seed parameter in CPLEX 12.5 does. Doe it affect the solution of the LP relaxation only? Or does it affect the root node of the B&B tree only? Does it affect branching decisions in any way?

    Thanks in advance,

    Rodolfo


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Random seeds

    Posted Tue May 14, 2013 06:08 AM

    Originally posted by: TobiasAchterberg


    The random seed parameter affects quite a number of places in the code, in particular the MIP solver. For example, it has an influence on probing, on the LP perturbation, on primal heuristics, and on branching. Because the decisions in MIP are based on previous results, a single change (for example in probing or the optimal LP basis of the root node relaxation) will affect all of the remaining search process. Moreover, because CPLEX internally solves MIPs to find primal solutions, to separate cuts, and for other purposes, the random seed parameter will also implicitly affect those components since it is also used for the sub-MIP solves.

    We are using this very strong impact of the random seed parameter on purpose. The fact that changing the random seed will change the solving path on almost any problem instance makes scientific experimentation easier, as modifying the random seed can be used in statistical experiments to distinguish random noise from significant effects imposed by a change in the algorithm, the model, or the parameter settings.

    Tobias


    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Random seeds

    Posted Tue May 14, 2013 08:58 AM

    Originally posted by: rocarvaj


    Thanks a lot, Tobias. That helps a lot.

    Rodolfo


    #CPLEXOptimizers
    #DecisionOptimization