Decision Optimization

Decision Optimization

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

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  • 1.  Selection of Algorithm?

    Posted Fri March 24, 2017 05:02 AM

    Originally posted by: ShaCplex


    Dear Alex sir,

    I have a basic query sir.

    When I model a problem as an integer programming problem (say) in CPLEX studio and solve using MP optimizer, how will the cplex engine go about selecting the algorithms like branch and bound etc..? Is there a predefined way of selecting algorithms or can it be configured by the user?

    Also what are the different algorithms which the cplex use for solving?

     

     

    Regards,

    shahul


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: Selection of Algorithm?

    Posted Mon March 27, 2017 01:54 AM

    What algorithms do you have in mind? The CPLEX engine solves all MIPs with the same algorithm which is based on Branch&Cut, see here. So there is no set of different algorithms you can select from for genera MIP. For linear programs the story is of course different.


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    #OPLusingCPLEXOptimizer


  • 3.  Re: Selection of Algorithm?

    Posted Mon March 27, 2017 05:14 AM

    Originally posted by: ShaCplex


    Thank you Mr. Daniel..!

    Could you please explain me the same for the linear programs as well?

    Looking forward to your response.

     

     

     

     

    Regards,

    shahul


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 4.  Re: Selection of Algorithm?

    Posted Mon March 27, 2017 07:32 AM

    You can find a list of supported LP solving algorithms here. The type of algorithm is selected by parameter CPX_PARAM_LPMETHOD. Note that this parameter has a special value 6 which asks CPLEX to run multiple different algorithms in parallel and pick the solution from whichever algorithm is fastest.


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    #OPLusingCPLEXOptimizer