Originally posted by: BLAIS

Is this possible to explore more parameter configuration with the Cplex tuner? The default setting only tries a couple of configurations and stop. I can wait for a more extensive exploration of the multiple possible parameters configurations.

In SAS we can give a list of parameters follow by a list of parameter value to test and the tuner explore all the combination of parameter value.

   [("Cliques", [0; 2]);

    ("Covers", [1]);

    ("MIRCuts", [2; 3])]

By example, the above list would generate all those trial:

01 "Cliques"=0 "Covers"=1 "MIRCuts"=2

02 "Cliques"=2 "Covers"=1 "MIRCuts"=2

03 "Cliques"=0 "Covers"=1 "MIRCuts"=3

04 "Cliques"=2 "Covers"=1 "MIRCuts"=3

Link to the SAS tuner help:http://support.sas.com/documentation/cdl/en/ormpug/67517/HTML/default/viewer.htm#ormpug_tuner_examples02.htm

Hi,

have you tried to use flow control ?

Suppose you have an lp file test.lp you want to tune.

Then you could write:

{int} Cliques={0,2};
 {int} Covers={1};
 {int} MirCuts={1,2};
 

main
{
for (var cliques in thisOplModel.Cliques)
    for(var covers in thisOplModel.Covers)
        for(var mircuts in thisOplModel.MirCuts)    
            {
                writeln("settings ",cliques," ",covers," ",mircuts);            
                cplex=new IloCplex();
                cplex.importModel("test.lp");
                
                cplex.cliques=cliques;
                cplex.mircuts=mircuts;
                cplex.covers=covers;
                var d1=new Date();
                cplex.solve();
                var d2=new Date();
                writeln("time in s = ",(d2-d1)/1000);
                cplex.end();
                        
            }

 

}

which will give

settings 0 1 1
time in s = 26.861
settings 0 1 2
time in s = 28.439
settings 2 1 1
time in s = 27.515
settings 2 1 2
time in s = 28.134

regards

Originally posted by: BLAIS

Alex,

    Thank you for your answer. What I want is to only specify a list of parameter to tune and the tuner test the all possible combination.

By example, if I give a model, a data file and the following list:

        [("TiLim", [DoubleParam 140.0]);

        ("RootAlg", [IntParam 4]);

        ("BarAlg", [ IntParam 3]);

        ("BarStartAlg", [IntParam 4]);

        ("BarOrder", [IntParam 1;IntParam 2;IntParam 3]);

        ("BarCrossAlg", [IntParam 1]);

        ("BarColNz", [IntParam 229;IntParam 100;IntParam 300;IntParam 400]);

        ("EpGap", [DoubleParam 0.05]);

        ("NodeAlg", [IntParam 4]);

        ("HeurFreq",[IntParam 10]);

        ("CutPass", [IntParam -1]);

        ]

All combination of BasOrder and BarColNz will be test. Others parameters in the list are only set once.

I want to give a list and change it easily.

I post a small .NET code that does this job on: http://www.fssnip.net/7PD