ILOG CPLEX 11.0 User's Manual

The symbolic names for these settings in an application program are summarized inTable 9.2.Table 9.2 Symbolic Names for LP Solution MethodsConcert C++ Concert Java Concert.NET Callable Library0 IloCplex::AutoAlg IloCplex.Algorithm.Auto Cplex.Auto CPX_ALG_AUTOMATIC1 IloCplex::Primal IloCplex.Algorithm.Primal Cplex.Primal CPX_ALG_PRIMAL2 IloCplex::Dual IloCplex.Algorithm.Dual Cplex.Dual CPX_ALG_DUAL3 IloCplex::Network IloCplex.Algorithm.Network Cplex.Network CPX_ALG_NET4 IloCplex::Barrier IloCplex.Algorithm.Barrier Cplex.Barrier CPX_ALG_BARRIER5 IloCplex::Sifting IloCplex.Algorithm.Sifting Cplex.Sifting CPX_ALG_SIFTING6 IloCplex::Concurrent IloCplex.Algorithm.Concurrent Cplex.Concurrent CPX_ALG_CONCURRENTAutomatic Selection of OptimizerThe default Automatic setting of LPMethod lets ILOG CPLEX decide which algorithm touse to optimize your problem. Most models are solved well with this setting, and this is therecommended option except when you have a compelling reason to tune performance for aparticular class of model.On a serial computer, or on a parallel computer where only one thread will be invoked, theautomatic setting will in most cases choose the dual simplex optimizer. An exception to thisrule is when an advanced basis is present that is ascertained to be primal feasible; in thatcase, primal simplex will be called.On a computer where parallel threads are available to ILOG CPLEX, the automatic settingresults in the dual simplex optimizer being called if the parallel mode is deterministic, and inthe concurrent optimizer being called if the parallel mode is opportunistic. An exception tothis rule occurs when an advanced basis is present; in that case, it will behave as the serialalgorithm would.Dual Simplex OptimizerIf you are familiar with linear programming theory, then you recall that a linearprogramming problem can be stated in primal or dual form, and an optimal solution (if oneexists) of the dual has a direct relationship to an optimal solution of the primal model.ILOG CPLEX Dual Simplex Optimizer makes use of this relationship, but still reports thesolution in terms of the primal model. The dual simplex method is the first choice foroptimizing a linear programming problem, especially for primal-degenerate problems withILOG CPLEX 11.0 — USER’ S MANUAL 173