ILOG CPLEX 11.0 User's Manual

When no candidates are present, the solution of the working problem is optimal for the fullproblem, and sifting terminates.The choice of optimizer to solve the working problem is governed by the SiftAlgparameter. You can set this parameter to any of the values accepted by the LPMethodparameter, except for Concurrent and of course Sifting itself. At the default SiftAlgsetting, ILOG CPLEX chooses the optimizer automatically, typically switching betweenbarrier and primal simplex as the optimization proceeds. It is recommended that you not turnoff the barrier crossover step (that is, do not set the parameter BarCrossAlg to -1) whenyou use the sifting optimizer, so that this switching can be carried out as needed.Concurrent OptimizerThe concurrent optimizer launches distinct optimizers in multiple threads. When theconcurrent optimizer is launched on a single-threaded platform, it calls the dual simplexoptimizer. In other words, choosing the concurrent optimizer makes sense only on amultiprocessor computer where threads are enabled. For more information about theconcurrent optimizer, see Parallel Optimizers on page 491, especially Concurrent Optimizeron page 496.Parameter Settings and Optimizer ChoiceWhen you are using parameter settings other than the default, consider the algorithms thatthese settings will affect. Some parameters, such as the time limit, will affect all thealgorithms invoked by the concurrent optimizer. Others, such as the refactoring frequency,will affect both the primal and dual simplex algorithms. And some parameters, such as theprimal gradient, dual gradient, or barrier convergence tolerance, affect only a singlealgorithm.Tuning LP PerformanceEach of the optimizers available in ILOG CPLEX is designed to solve most linearprogramming problems under its default parameter settings. However, characteristics ofyour particular problem may make performance tuning advantageous.As a first step in tuning performance, try the different ILOG CPLEX optimizers, asrecommended in Choosing an Optimizer for Your LP Problem on page 172.To help you decide whether default settings of parameters are best for your model, orwhether other parameter settings may improve performance, the tuning tool is available.Tuning Tool on page 161 explains more about this utility and offers you examples of its use.The following sections suggest other features of ILOG CPLEX to consider in tuning theperformance of your application:ILOG CPLEX 11.0 — USER’ S MANUAL 175