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ILOG CPLEX 11.0 User's Manual

ILOG CPLEX 11.0 User's Manual

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est order. It may require more time than the other settings. The ordering time is usuallysmall relative to the total solution time, and a better order can lead to a smaller total solutiontime. In other words, a change in this parameter is unlikely to improve performance verymuch.The AMD algorithm provides good quality order within moderate ordering time. AMFusually provides better order than AMD (usually 5-10% smaller factors) but it requiressomewhat more time (10-20% more). ND often produces significantly better order thanAMD or AMF. Ten-fold reductions in runtimes of the <strong>ILOG</strong> <strong>CPLEX</strong> Barrier Optimizer havebeen observed with it on some problems. However, ND sometimes produces worse order,and it requires much more time.To select an ordering algorithm, set the parameter BarOrder to a value 0, 1, 2, or 3.Using a Starting-Point Heuristic<strong>ILOG</strong> <strong>CPLEX</strong> supports several different heuristics to compute the starting point for the<strong>ILOG</strong> <strong>CPLEX</strong> Barrier Optimizer. The starting-point heuristic is specified by theBarStartAlg parameter, and Table 10.8 summarizes the possible settings and theirmeanings.Table 10.8 BarStartAlg Parameter Settings for Starting-Point HeuristicsSettingHeuristic1 dual is 0 (default)2 estimate dual3 average primal estimate, dual 04 average primal estimate, estimate dualFor most problems the default works well. However, if you are using the dual preprocessingoption (setting the parameter PreDual to 1) then one of the other heuristics for computing astarting point may perform better than the default.◆ In the Interactive Optimizer, use the command set barrier startalg i,substituting a value for i.◆When using the Component Libraries, set the parameter IloCplex::BarStartAlg orCPX_PARAM_BARSTARTALG.Overcoming Numeric DifficultiesAs noted in Differences between Barrier and Simplex Optimizers on page 199, thealgorithms in the barrier optimizer have very different numeric properties from those in the<strong>ILOG</strong> <strong>CPLEX</strong> <strong>11.0</strong> — USER’ S MANUAL 211

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