Decision Optimization

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Suggestion regarding improving cplex solver time for MIP

  • 1.  Suggestion regarding improving cplex solver time for MIP

    Posted 12/05/17 03:02 AM

    Originally posted by: Anjikum


    Hello,

     

    I have attached one of my MIP log where I have found LP relaxation of the same is getting solved by barrier method but some times gets stuck in crossover step(use either Primal/Dual). Also, in current log have found very high dual objective value(347773233893130920000000) and following are the suggestions required:

    a) Is there any way to fix this high dual objective value? Does this effect performance of solver?

    b) Gomory cuts have been used by CPLEX, does it helped in this problem.

     

    Attached Log and used parameters.

     

    Thanks in Advance.


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Suggestion regarding improving cplex solver time for MIP

    Posted 12/05/17 08:14 AM

    It seems you are using CPLEX version 12.2? Would it be an option to upgrade your CPLEX version to the most recent version 12.7 (or wait for 12.8, see here)? Algorithms have improved a lot in the last 7 years.

    In more recent versions you may also want to try again switching CPX_PARAM_STARTALG back to its default value 0. That enables concurrentopt which may be faster than barrier in some cases.


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