ILOG CPLEX 11.0 User's Manual

it allows a generous number of cuts while in rare instances it also serves to limit uncheckedgrowth in the problem size.The AggCutLim parameter controls the number of constraints allowed to be aggregated forgenerating MIR and flow cover cuts.The FracPass parameter controls the number of passes for generating Gomory fractionalcuts. This parameter will not have any effect if the parameter for set mip cuts gomoryhas a nondefault value.The FracCand parameter controls the number of variable candidates to be considered forgenerating Gomory fractional cuts.HeuristicsIn ILOG CPLEX, a heuristic is a procedure that tries to produce good or approximatesolutions to a problem quickly but which lacks theoretical guarantees. In the context ofsolving a MIP, a heuristic is a method that may produce one or more solutions, satisfying allconstraints and all integrality conditions, but lacking an indication of whether it has foundthe best solution possible.ILOG CPLEX provides these families of heuristics to find integer solutions at nodes(including the root node) during the branch & cut procedure:◆ Node Heuristic on page 275◆ Relaxation Induced Neighborhood Search (RINS) Heuristic on page 276◆ Solution Polishing on page 276Being integrated into branch & cut, these heuristic solutions gain the same advantagestoward a proof of optimality as any solution produced by branching, and in many instances,they can speed the final proof of optimality, or they can provide a suboptimal buthigh-quality solution in a shorter amount of time than by branching alone. With defaultparameter settings, ILOG CPLEX automatically invokes the heuristics when they seemlikely to be beneficial.Node HeuristicThe node heuristic employs techniques to try to construct a feasible solution from the current(fractional) branch & cut node. This feature is controlled by the parameter HeurFreq. At itsdefault value of 0 (zero), ILOG CPLEX dynamically sets the frequency with which theheuristic is invoked. The setting -1 turns the feature off. A positive value specifies thefrequency (in node count) with which the heuristic will be called. For example, if theHeurFreq parameter is set to 20, then the node heuristic will be applied at node 0, node 20,node 40, and so on.ILOG CPLEX 11.0 — USER’ S MANUAL 275