algorithm for initial MIP relaxation
Sets which continuous optimizer will be used to solve the initial relaxation of a MIP.
Purpose
MIP starting algorithm
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Description
Sets which continuous optimizer will be used to solve the initial relaxation of a MIP.
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), settings 5 (Sifting) and 6 (Concurrent) are not implemented; if you happen to choose them, setting 5 (Sifting) reverts to 0 (zero) and setting 6 (Concurrent) reverts to 4.
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 |
6 | CPX_ALG_CONCURRENT |
Concurrent (Dual, Barrier, and Primal in opportunistic mode; Dual and Barrier in deterministic mode) |