Decision Optimization

Decision Optimization

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  • 1.  Primal Simplex For Quadratic Objective With Linear Constraints

    Posted Fri March 13, 2015 12:02 PM

    Originally posted by: mathygirl


    I'm solving a problem with a quadratic objective and linear constraints within an Opl Script, which I invoke from the command line with oplrun. The default algorithm that CPLEX uses for such a problem is the Barrier method. I would like to set the algorithm to be Primal Simplex. Is this possible in OPL Script? And if so, what is the command to do so?


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: Primal Simplex For Quadratic Objective With Linear Constraints

    Posted Fri March 13, 2015 01:05 PM

    Hi

    have you tried

    execute

    {

    cplex.lpmethod=1;

    }

    in the .mod

    ?

    regards


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: Primal Simplex For Quadratic Objective With Linear Constraints

    Posted Fri March 13, 2015 01:24 PM

    Originally posted by: mathygirl


    Yes, that works. Thank you so much! Is this information somewhere in the documentation? I sifted through a lot of the IBM OPL/OPL Script documentation and couldn't find this method.


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 4.  Re: Primal Simplex For Quadratic Objective With Linear Constraints

    Posted Fri March 13, 2015 01:28 PM

    Hi

    CPLEX > Parameters of CPLEX > List of CPLEX parameters

     

    You will see

    algorithm for continuous problems

    Controls which algorithm is used to solve continuous models or to solve the root relaxation of a MIP.

    and then

     

    regards


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 5.  Re: Primal Simplex For Quadratic Objective With Linear Constraints

    Posted Fri March 13, 2015 01:31 PM

    Originally posted by: mathygirl


    So I should be looking at the parameter names for the "Interactive" API?


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 6.  Re: Primal Simplex For Quadratic Objective With Linear Constraints