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. | 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 fori.When using the Component Libraries, set the barrier starting point algorithm parameter
IloCplex::BarStartAlgorCPX_PARAM_BARSTARTALG.