algorithm for continuous quadratic optimization

Sets which algorithm to use when the C routine CPXqpopt (or the command optimize in the Interactive Optimizer) is invoked.

Purpose

Algorithm for continuous quadratic optimization

API	Parameter Name	Name prior to V12.6.0
C	CPXPARAM_QPMethod	CPX_PARAM_QPMETHOD
C++	IloCplex::Param::RootAlgorithm	RootAlg (int)
Java	IloCplex.Param.RootAlgorithm	RootAlg (int)
.NET	Cplex.Param.RootAlgorithm	RootAlg (int)
OPL	rootalg	rootalg
Python	parameters.qpmethod	qpmethod
Interactive	qpmethod	qpmethod
Identifier	1063	1063

Description

Sets which algorithm to use when the C routine CPXXqpopt and CPXqpopt (or the command optimize in the Interactive Optimizer) is invoked.

Currently, the behavior of the Automatic setting is that CPLEX invokes the Barrier Optimizer for continuous QP models. The Automatic setting may be expanded in the future so that CPLEX chooses the algorithm based on additional problem characteristics.

Tip: In the presence of a linear programming (LP) callback, CPLEX does not invoke concurrent optimization, regardless of the value of this parameter.

Table 1. Values
Value	Symbol	Meaning
0	`CPX_ALG_AUTOMATIC`	Automatic: let CPLEX choose; default
1	`CPX_ALG_PRIMAL`	Use the primal simplex optimizer.
2	`CPX_ALG_DUAL`	Use the dual simplex optimizer.
3	`CPX_ALG_NET`	Use the network optimizer.
4	`CPX_ALG_BARRIER`	Use the barrier optimizer.
6	`CPX_ALG_CONCURRENT`	Use the concurrent optimizer.