Selecting an optimizer

Select an optimizer in a C++ application on the basis of the problem type.

IloCplex treats all problems it solves as Mixed Integer Programming (MIP) problems. The algorithm used by IloCplex for solving MIP is known as dynamic search or branch and cut (referred to in some contexts as branch and bound) and is documented in more detail in the CPLEX User’s Manual. For this tutorial, it is sufficient to know that this algorithm consists of solving a sequence of LPs, QPs, or QCPs that are generated in the course of the algorithm. The first LP, QP, or QCP to be solved is known as the root, while all the others are referred to as nodes and are derived from the root or from other nodes. If the model extracted to the cplex object is a pure LP, QP, or QCP (no integer variables), then it will be fully solved at the root.

As mentioned in Optimizer options, various optimizer options are provided for solving LPs, QPs, and QCPs. While the default optimizer works well for a wide variety of models, IloCplex allows you to control which option to use for solving the root and for solving the nodes, respectively, by the following methods:

void IloCplex::setParam(IloCplex::RootAlg, alg)
void IloCplex::setParam(IloCplex::NodeAlg, alg)

where IloCplex::Algorithm is an enumeration type. It defines the following symbols with their meaning:

For QP models, only the AutoAlg, Dual, Primal, Barrier, and Network algorithms are applicable.

Set the root algorithm argument to select the optimizer that CPLEX uses to solve a pure LP or QPs. The example ilolpex2.cpp illustrates this practice.