dual simplex pricing algorithm

Decides the type of pricing applied in the dual simplex algorithm.

Purpose

Dual simplex pricing algorithm

API Parameter Name Name prior to V12.6.0
C CPXPARAM_Simplex_DGradient CPX_PARAM_DPRIIND
C++ IloCplex::Param::Simplex::DGradient DPriInd (int)
OPL dpriind
Interactive simplex dgradient simplex dgradient
Identifier 1009 1009

Description

Decides the type of pricing applied in the dual simplex algorithm. The default pricing (0) usually provides the fastest solution time, but many problems benefit from alternate settings.

Table 1. Values
Value Symbol Meaning
0 CPX_DPRIIND_AUTO Automatic: let CPLEX choose; default
1 CPX_DPRIIND_FULL Standard dual pricing
2 CPX_DPRIIND_STEEP Steepest-edge pricing
3 CPX_DPRIIND_FULL_STEEP Steepest-edge pricing in slack space
4 CPX_DPRIIND_STEEPQSTART Steepest-edge pricing, unit initial norms
5 CPX_DPRIIND_DEVEX devex pricing

See also

candidate limit for generating Gomory fractional cuts, MIP Gomory fractional cuts switch, pass limit for generating Gomory fractional cuts