ILOG CPLEX 11.0 User's Manual

In the Interactive Optimizer, you can tune one model or a group of models with the tunecommand. See the Example: Time Limits on Tuning in the Interactive Optimizer onpage 164.You can specify whether you want the least worst performance or the best averageperformance across a set of models with the tuning measure parameter, (TuningMeasure,CPX_PARAM_TUNINGMEASURE), documented in the reference manual ILOG CPLEXParameters.When you are tuning a single model, you can ask ILOG CPLEX to permute the model andre-tune to get more robust results, as explained in the documentation of the repeat tuningparameter (TuningRepeat, CPX_PARAM_TUNINGREPEAT).You can also set a time limit specific to tuning per problem and per optimization run, asdocumented for the tuning time limit parameter (TuningTiLim,CPX_PARAM_TUNINGTILIM). Example: Time Limits on Tuning in the Interactive Optimizeron page 164 shows how to set such a time limit.Example: Time Limits on Tuning in the Interactive OptimizerAs an example, suppose that you want to spend an overall amount of time tuning theparameter settings for a given model, say, 1000 seconds. Also suppose that you wantILOG CPLEX to make multiple attempts within that overall time limit to tune the parametersettings for your model. Suppose further that you want to set a time limit on each of thoseattempts, say, 200 seconds per attempt.In the Interactive Optimizer, first enter your model into a session (for example, by reading aformatted file), like this:read model.mpsThen set the overall time limit through the environment with this command:set timelimit 1000That command makes 1000 seconds available as a resource in the environment. Thecommand effectively sets the overall time limit (TiLim, CPX_PARAM_TILIM).Then set the tuning time limit, like this:set tune timelimit 200This series of commands tells ILOG CPLEX to tune the parameters of your model, makingmultiple attempts of 200 seconds each (set by the tuning time limit TuningTiLim,CPX_PARAM_TUNINGTILIM), within an overall time limit of 1000 seconds (set by the timelimit TiLim, CPX_PARAM_TILIM) .164 ILOG CPLEX 11.0 — USER’ S MANUAL