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ILOG CPLEX 11.0 User's Manual

ILOG CPLEX 11.0 User's Manual

ILOG CPLEX 11.0 User's Manual

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Then to later read an advanced basis from this file:◆When you are using the Component Libraries, use the method cplex.readBasis or theroutine CPXreadcopybase.◆ In the Interactive Optimizer, use the read command with the file type bas.Make sure that the advanced start parameter, AdvInd, is set to either 1 (its default value) or2, and not 0 (zero), before calling the optimization routine that is to make use of an advancedbasis.The two nonzero settings for AdvInd differ in this way:◆AdvInd=1 causes preprocessing to be skipped;◆ AdvInd=2 invokes preprocessing on both the problem and the advanced basis.If you anticipate the advanced basis to be a close match for your problem, so that relativelyfew iterations will be needed, or if you are unsure, then the default setting of 1 is a goodchoice because it avoids some overhead processing. If you anticipate that the simplexoptimizer will require many iterations even with the advanced basis, or if the model is largeand preprocessing typically removes much from the model, then the setting of 2 may giveyou a faster solution by giving you the advantages of preprocessing. However, in such cases,you might also consider not using the advanced basis, by setting this parameter to 0 instead,on the grounds that the basis may not be giving you a helpful starting point after all.Simplex ParametersAfter you have chosen the right optimizer and, if appropriate, you have started from anadvanced basis, you may want to experiment with different parameter settings to improveperformance. This section documents parameters that are most likely to affect performanceof the simplex linear optimizers. (The barrier optimizer is different enough from the simplexoptimizers that it is discussed elsewhere, in Solving LPs: Barrier Optimizer on page 197).The simplex tuning suggestions appear in the following topics:◆ Pricing Algorithm and Gradient Parameters on page 179◆ Scaling on page 181◆ Crash on page 182◆ Memory Management and Problem Growth on page 183Pricing Algorithm and Gradient ParametersThe parameters in Table 9.4 set the pricing algorithms that <strong>ILOG</strong> <strong>CPLEX</strong> uses.Consequently, these are the algorithmic parameters most likely to affect simplex linearprogramming performance. The default setting of these gradient parameters chooses thepricing algorithms that are best for most problems. When you are selecting alternate pricingalgorithms, look at these values as guides:<strong>ILOG</strong> <strong>CPLEX</strong> <strong>11.0</strong> — USER’ S MANUAL 179

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