Decision Optimization

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CPLEX Tuning - Dense MIP Variables >> Constraints

  • 1.  CPLEX Tuning - Dense MIP Variables >> Constraints

    Posted Fri September 16, 2016 03:57 PM

    Originally posted by: LuisPinto


    Hello All,
     

    Looking for some advice with regards to tuning a model. It has the following characteristics:

    • Dense matrix (~ 2,4%)
    • Large amount of binary variables (100.000+)
    • Small amount of constraints (1.000+)
    • An example extracted from the log
      • Reduced MIP has 1918 rows, 118394 columns (118137 binary), and 5381822 nonzeros.

     

    This takes a while to solve, although the root node is very simple (I use barrier in the root node algorithm).

    Does anyone have any tuning suggestions for improving solve times?

     

    Regards,

    Luis Pinto


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: CPLEX Tuning - Dense MIP Variables >> Constraints

    Posted Sun September 18, 2016 04:46 PM

    I would generate a scaled-down test instance (or two or three) and run the CPLEX tuning tool on it (them).


    #CPLEXOptimizers
    #DecisionOptimization


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