algorithm for initial MIP relaxation of a subMIP of a MIP

Sets which continuous optimizer will be used to solve the initial relaxation of a subMIP of a MIP.

Purpose

Starting algorithm for subMIP of a MIP

API Parameter Name
C CPXPARAM_MIP_SubMIP_StartAlg
C++ IloCplex::Param::MIP::SubMIP::StartAlg
Java IloCplex.Param.MIP.SubMIP.StartAlg
.NET Cplex.Param.MIP.SubMIP.StartAlg
OPL submipstartalg
Python parameters.mip.submip.startalg
Interactive mip submip startalg
Identifier 2205

Description

This parameter sets which continuous optimizer will be used to solve the initial relaxation of a subMIP of a MIP. For a definition of subMIP and for a list of conditions in which CPLEX solves a subMIP, see the topic What is a subMIP? in the CPLEX User's Manual.

See the documentation of these other subMIP parameters for further instructions that you can impose when CPLEX solves a subMIP:

The default Automatic setting (0 zero) of this parameter currently selects the concurrent optimizer for root relaxations of mixed integer linear programming models (MILP) and selects the dual simplex optimizer for root relaxations of mixed integer quadratic programming models (MIQP). The Automatic setting may be expanded in the future so that CPLEX chooses the algorithm based on additional characteristics of the model.

For MILP (integer constraints and otherwise continuous variables), all settings are permitted.

For MIQP (integer constraints and positive semi-definite quadratic terms in the objective), setting 5 (Sifting) is not implemented; if you happen to choose it, setting 5 (Sifting) reverts to 0 (zero).

For MIQCP (integer constraints and positive semi-definite quadratic terms among the constraints), only the setting 0 (zero) Automatic is permitted.

Tip: This rarely used parameter is helpful only in rare "corner" cases where there is clear evidence that the default choice of the continuous optimizer is really inappropriate for the heuristics applied to the problem.
Table 1. Values
Value Symbol Meaning
0 CPX_ALG_AUTOMATIC Automatic: let CPLEX choose; default
1 CPX_ALG_PRIMAL Primal Simplex
2 CPX_ALG_DUAL Dual Simplex
3 CPX_ALG_NET Network Simplex
4 CPX_ALG_BARRIER Barrier
5 CPX_ALG_SIFTING Sifting