Invoking the network optimizer
Describes invocation of the network optimizer.
You instruct CPLEX to apply the network optimizer for solving the LP at hand by setting the algorithm for continuous linear problems parameter:
setting
CPX_PARAM_LPMETHODtoCPX_ALG_NETin the Callable Libraryor setting
RootAlgtoNetworkin Concert Technology
When you do so, CPLEX performs a sequence of steps. It first searches for a part of the LP that conforms to network structure. Such a part is known as an embedded network. It then uses the network optimizer to solve that embedded network. Next, it uses the resulting basis to construct a starting basis for the full LP problem. Finally, it solves the LP problem with a simplex optimizer.
You can also use the network optimizer when solving QPs
(that is, problems with a positive semi-definite quadratic term in
the objective function), but not when solving quadratically constrained
problems. To do so using the Callable Library, you set the algorithm for continuous quadratic optimization parameter CPX_PARAM_QPMETHOD to CPX_ALG_NET.
For Concert Technology, you set the RootAlg parameter
to Network. When CPLEX uses the network
optimizer to solve a QP, it first ignores the quadratic term and uses
the network optimizer to solve the resulting LP. CPLEX then uses the
resulting basis to start a simplex algorithm on the QP model with
the original quadratic objective.