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
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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.
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.
| 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 |