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ILOG CPLEX 11.0 User's Manual

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Relaxation Induced Neighborhood Search (RINS) HeuristicRelaxation induced neighborhood search (RINS) is a heuristic that explores a neighborhoodof the current incumbent solution to try to find a new, improved incumbent. It formulates theneighborhood exploration as another MIP (known as the subMIP), and truncates the subMIPoptimization by limiting the number of nodes explored in the search tree.Two parameters apply specifically to RINS: RINSHeur and SubMIPNodeLim.RINSHeur controls how often RINS is invoked, in a manner analogous to the way thatHeurFreq works. A setting of 100, for example, means that RINS is invoked every 100thnode in the tree, while -1 turns it off. The default setting is 0 (zero), which means that<strong>ILOG</strong> <strong>CPLEX</strong> decides when to apply it; with this automatic setting, RINS is applied verymuch less frequently than the node heuristic is applied because RINS typically consumesmore time. Also, with the default setting, RINS is turned entirely off if the node heuristichas been turned off via a HeurFreq setting of -1; with any other RINSHeur settingthan 0 (zero), the HeurFreq setting does not affect RINS frequency.SubMIPNodeLim restricts the number of nodes searched in the subMIP during applicationof the relaxation induced neighborhood search (RINS) heuristic. Its default is 500 issatisfactory in most situations, but you can set this parameter to any positive integer if youneed to tune performance for your problem.Solution PolishingSolution polishing can be used to improve the best known solution at the end of branch & cutif optimality has not been proven. Alternatively, it can used instead of the branch & cutalgorithm if an initial solution can be found at the root node. If Solution Polishing is used asan alternative algorithm to branch & cut, optimality may not be proven, even if the optimalsolution is found.A parameter enables you to specify the amount of time <strong>ILOG</strong> <strong>CPLEX</strong> spends polishing thebest solution found. The default value of this parameter is 0.0, so that by default no separatepolishing phase is performed. The parameter accepts any nonnegative value, to set a limit inseconds.●●PolishTime in Concert TechnologyCPX_PARAM_POLISHTIME in the Callable Library● mip limit polishtime in the Interactive OptimizerIf a MIP optimization has located a feasible solution and already terminated, you can invokepolishing alone in the same application call or interactive session by following these steps:1. Set the polishing time parameter to a positive value.2. Set the ordinary time limit to 0.0.●TiLim in Concert Technology276 <strong>ILOG</strong> <strong>CPLEX</strong> <strong>11.0</strong> — USER’ S MANUAL

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