feasibility pump switch
Turns on or off the feasibility pump heuristic for mixed integer programming (MIP) models.
Purpose
Feasibility pump switch
| API | Parameter Name | Name prior to V12.6.0 |
|---|---|---|
| C | CPXPARAM_MIP_Strategy_FPHeur | CPX_PARAM_FPHEUR |
| C++ | IloCplex::Param::MIP::Strategy::FPHeur | FPHeur (int) |
| OPL | fpheur | |
| Interactive | mip strategy fpheur | mip strategy fpheur |
| Identifier | 2098 | 2098 |
Description
Turns on or off the feasibility pump heuristic for mixed integer programming (MIP) models.
At the default setting 0 (zero), CPLEX automatically chooses whether or not to apply the feasibility pump heuristic on the basis of characteristics of the model. The feasibility pump does not apply to models of the type mixed integer quadratically constrained programs (MIQCP).
To turn off the feasibility pump heuristic, set the parameter to -1 (minus one).
To turn on the feasibility pump heuristic, set the parameter to 1 (one) or 2.
If the parameter is set to 1 (one), the feasibility pump tries to find a feasible solution without taking the objective function into account.
If the parameter is set to 2, the heuristic usually finds solutions of better objective value, but is more likely to fail to find a feasible solution.
For more detail about the feasibility pump heuristic, see research by Fischetti, Glover, and Lodi (2003, 2005), by Bertacco, Fischetti, and Lodi (2005), and by Achterberg and Berthold (2005, 2007).
| Value | Meaning |
|---|---|
| -1 | Do not apply the feasibility pump heuristic |
| 0 | Automatic: let CPLEX choose; default |
| 1 | Apply the feasibility pump heuristic with an emphasis on finding a feasible solution |
| 2 | Apply the feasibility pump heuristic with an emphasis on finding a feasible solution with a good objective value |