ILOG CPLEX 11.0 User's Manual

Table 14.10Parameters for Controlling MIP PreprocessingInteractive CommandConcertTechnologyParameterCallable Library ParameterCommentset preprocessing aggregator AggInd CPX_PARAM_AGGIND on by defaultset preprocessing presolve PreInd (bool) CPX_PARAM_PREIND (int) on by defaultset preprocessing boundstrength BndStrenInd CPX_PARAM_BNDSTRENIND presolve must be onset preprocessing coeffreduce CoeRedInd CPX_PARAM_COEREDIND presolve must be onset preprocessing relax RelaxPreInd CPX_PARAM_RELAXPREIND applies to relaxationset preprocessing reduce Reduce CPX_PARAM_REDUCE all on by defaultset preprocessing numpass PrePass CPX_PARAM_PREPASS automatic by defaultset preprocessing repeatRepeatPresolve CPX_PARAM_REPEATPRESOLVE automatic by defaultThese and other parameters also control the behavior of preprocessing of the continuoussubproblem (LP, QP, or QCP) solved during a MIP optimization. See Preprocessing onpage 176 for further details about these parameters in that context. The following discussionpertains to these parameters specifically in MIP preprocessing.While preprocessing, ILOG CPLEX attempts to strengthen bounds on variables. This boundstrengthening may take a long time. In such cases, you may want to turn off boundstrengthening.ILOG CPLEX attempts to reduce coefficients of constraints during preprocessing.Coefficient reduction usually strengthens the continuous relaxation and reduces the numberof nodes in the branch & cut tree, but not always. Sometimes, it increases the amount of timeneeded to solve the linear relaxations at each node, possibly enough time to offset the benefitof fewer nodes. Two levels of coefficient reduction are available, so it is worthwhile toexperiment with these preprocessing options to see whether they are beneficial to yourproblem.The RelaxPreInd parameter controls whether an additional round of presolve is appliedbefore ILOG CPLEX solves the continuous subproblem at the root relaxation. Often the rootrelaxation is the single most time-consuming subproblem solved during branch-and-cut.Certain additional presolve reductions are possible when MIP restrictions are not present,and on difficult models this extra step will often pay off in faster root-solve times. Evenwhen there is no appreciable benefit, there is usually no harm either. However, theRelaxPreInd parameter is available if you want to explore whether skipping the additionalpresolve step will improve overall solution speed, for example, if you are solving a longsequence of very easy models and need maximum speed on each one.278 ILOG CPLEX 11.0 — USER’ S MANUAL