Decision Optimization

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Iterations in a MIP problem

  • 1.  Iterations in a MIP problem

    Posted Fri February 05, 2016 11:59 AM

    Originally posted by: Calvin999


    Hello,

    We are trying to solve a MIP problem and the relaxed version of the same problem using the primal simplex algorithm in both cases. After performing the presolver, the sizes of the simplified problems are similar (MIP: 855 rows, 1204 columns and 7157 nonzeros; relaxed: 722 rows, 1247 columns and 7061 nonzeros). The time to solve both problems is similar, but according to the iteration count in the MIP, the number of times that the primal simplex algorithm is executed to solve the subproblems is above 10000. So, this raises some questions to us:

    • Does each iteration appearing in the log of the MIP algorithm correspond to one call to the primal simplex algorithm?
    • And if so, how  can the primal simplex algorithm run so fast when solving the subproblems? (we are talking about 10000 calls in just 1 second).

     

    Thanks in advance.


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Iterations in a MIP problem

    Posted Fri February 05, 2016 04:02 PM

    I think the iteration count to which you are referring is the cumulative number of pivots, not (primal simplex) solves.


    #CPLEXOptimizers
    #DecisionOptimization