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ILOG CPLEX 11.0 User's Manual

ILOG CPLEX 11.0 User's Manual

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It is possible to apply preprocessing a second time, after cuts and other analyses have beenperformed and before branching begins. If your models tend to require a lot of branching,this technique is sometimes useful in further tightening the formulation. Use theRepeatPresolve parameter (CPX_PARAM_REPEATPRESOLVE in the Callable Library) toinvoke this additional step. Its default value of -1 means that <strong>ILOG</strong> <strong>CPLEX</strong> makes thedecision internally whether to repeat presolve; 0 (zero) turns off this feature unconditionally,while positive values allow you control over which aspects of the preprocessed model arere-examined during preprocessing and whether additional cuts are then permitted.Table 14.11 summarizes the possible values of this parameter.Table 14.11 Values of RepeatPresolve ParameterValue Effect-1 Automatic (default)0 Turn off repeat presolve1 Repeat presolve without cuts2 Repeat presolve with cuts3 Repeat presolve with cuts and allow new root cuts<strong>ILOG</strong> <strong>CPLEX</strong> preprocesses a MIP by default. However, if you use a basis to start LPoptimization of the root relaxation, <strong>ILOG</strong> <strong>CPLEX</strong> will proceed with that starting basiswithout preprocessing it. Frequently the strategic benefits of MIP presolve outweigh thetactical advantage of using a starting basis for the root node, so use caution whenconsidering the advantages of a starting basis.Starting from a SolutionYou can provide a known solution (for example, from a MIP problem previously solved orfrom your knowledge of the problem) to serve as the first integer solution. When youprovide such a starting solution, you may invoke relaxation induced neighborhood search(its RINS heuristic) or solution polishing to improve the given solution. This first integersolution may include continuous and discrete variables of various types, such assemi-continuous variables or those in lazy constraints, linearized constraints, or specialordered sets.If you specify values for all discrete variables, <strong>ILOG</strong> <strong>CPLEX</strong> will check the validity of thevalues as an integer-feasible solution; if you specify values for only a portion of the discretevariables, <strong>CPLEX</strong> will attempt to fill in the missing values in a way that leads to aninteger-feasible solution. If the specified values do not lead directly to an integer-feasiblesolution, <strong>CPLEX</strong> will apply a quick heuristic to try to repair the MIP Start. The number oftimes that <strong>CPLEX</strong> applies the heuristic is controlled by the repair tries parameter(RepairTries in Concert Technology, CPX_PARAM_REPAIRTRIES in the Callable<strong>ILOG</strong> <strong>CPLEX</strong> <strong>11.0</strong> — USER’ S MANUAL 279

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