ILOG CPLEX 11.0 User's Manual

espectively, control these two preprocessing features; the default, automatic, setting of -1lets ILOG CPLEX decide the number of passes to make, while a setting of 0 directsILOG CPLEX not to use that preprocessing feature, and a positive integer limits the numberof passes to that value. At the automatic setting, ILOG CPLEX applies the aggregator justonce when it is solving an LP model; for some problems, it may be worthwhile to increasethe AggInd setting. The behavior under the PrePass default is less easy to predict, but ifthe output log indicates it is performing excessive analysis you may wish to try a limit of fivepasses or some other modest value.Aggregator Fill in PreprocessingAnother parameter, which affects only the aggregator, is AggFill. Occasionally thesubstitutions made by the aggregator will increase matrix density and thus make eachiteration too expensive to be advantageous. In such cases, try lowering AggFill from itsdefault value of 10. ILOG CPLEX may make fewer substitutions as a consequence, and theresulting problem will be less dense.Turning Off PreprocessingFinally, if for some reason you wish to turn ILOG CPLEX preprocessing entirely off, set theparameter PreInd to 0.Starting from an Advanced BasisAnother performance improvement to consider, unless you are using the barrier optimizer, isstarting from an advanced basis. If you can start a simplex optimizer from an advanced basis,then there is the potential for the optimizer to perform significantly fewer iterations,particularly when your current problem is similar to a problem that you have solvedpreviously. Even when problems are different, starting from an advanced basis may possiblyhelp performance. For example, if your current problem is composed of several smallerproblems, an optimal basis from one of the component problems may significantly speed upsolution of the other components or even of the full problem.Note that if you are solving a sequence of LP models all within one run, by entering a model,solving it, modifying the model, and solving it again, then with default settings the advancedbasis will be used for the last of these steps automatically.In cases where models are solved in separate application calls, and thus the basis will not beavailable in memory, you can communicate the final basis from one run to the start of thenext by first saving the basis to a file before the end of the first run.To save the basis to a file:◆ When you are using the Component Libraries, use the method cplex.writeBasis orthe Callable Library routine CPXmbasewrite, after the call to the optimizer.◆In the Interactive Optimizer, use the write command with the file type bas, afteroptimization.178 ILOG CPLEX 11.0 — USER’ S MANUAL