ILOG CPLEX 11.0 User's Manual

◆◆◆Simplex and barrier optimizers have different numeric properties, sensitivity, andbehavior. For example, the barrier optimizer is sensitive to the presence of unboundedoptimal faces, whereas the simplex optimizers are not. As a result, problems that arenumerically difficult for one method may be easier to solve by the other. In these cases,concurrent optimization, as documented in Concurrent Optimizer on page 496, may behelpful.Simplex and barrier optimizers have different memory requirements. Depending on thesize of the Cholesky factor, the barrier optimizer can require significantly more memorythan the simplex optimizers.Simplex and barrier optimizers work well on different types of problems. The barrieroptimizer works well on problems where the AA T remains sparse. Also, highlydegenerate problems that pose difficulties for the primal or dual simplex optimizers maybe solved quickly by the barrier optimizer. In contrast, the simplex optimizers willprobably perform better on problems where the AA T and the resulting Cholesky factorare relatively dense, though it is sometimes difficult to predict from the dimensions of themodel when this will be the case. Again, concurrent optimization, as documented inConcurrent Optimizer on page 496, may be helpful.Using the Barrier OptimizerAs you have read in Introducing the Barrier Optimizer on page 198, the ILOG CPLEXBarrier Optimizer finds primal and dual solutions from the primal and dual formulations of amodel, but you do not have to reformulate the problem yourself. The ILOG CPLEX BarrierOptimizer automatically creates the primal and dual formulations of the problem for youafter you enter or read in the problem.Specify that you want to use the barrier optimizer by setting the parameter LPMethod to oneof the values in Table 10.1.Table 10.1 Settings of LPMethod Invoke the Barrier OptimizerSettingIloCplex::BarrierIloCplex.Algorithm.BarrierCplex.Algorithm.BarrierCPX_ALG_BARRIERContextConcert Technology for C++ usersConcert Technology for Java usersConcert Technology for .NET usersCallable Library4 Interactive Optimizer200 ILOG CPLEX 11.0 — USER’ S MANUAL