Using a starting-point heuristic

Describes impact of starting-point heuristics on performance of the barrier algorithm.

CPLEX supports several different heuristics to compute the starting point for the CPLEX barrier optimizer. The starting-point heuristic is specified by the BarStartAlg parameter, and Table 1 summarizes the possible settings and their meanings.
Table 1. BarStartAlg parameter settings for starting-point heuristics
Setting Heuristic
1 dual is 0 (default)
2 estimate dual
3 average primal estimate, dual 0
4 average primal estimate, estimate dual

For most problems the default works well. However, if you are using the dual preprocessing option (setting the parameter PreDual to 1 ) then one of the other heuristics for computing a starting point may perform better than the default.

  • In the Interactive Optimizer, use the command set barrier startalg i, substituting a value for i.

  • When using the Component Libraries, set the barrier starting point algorithm parameter IloCplex::BarStartAlg or CPX_PARAM_BARSTARTALG.