Tuning Barrier Optimizer Performance

ILOG CPLEX 11.0 User's Manual > Continuous Optimization > Solving LPs: Barrier Optimizer > Tuning Barrier Optimizer Performance

Tuning Barrier Optimizer Performance

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Naturally, the default parameter settings for the ILOG CPLEX Barrier Optimizer work best on most problems. However, you can tune several algorithmic parameters to improve performance or to overcome numeric difficulties.

To help you decide whether default settings of parameters are best for your model, or whether other parameter settings may improve performance, the tuning tool is available. Tuning Tool explains more about this utility and shows you examples of its use.

The following sections document parameters particularly relevant to performance and numeric difficulties in the barrier optimizer:

In addition, several parameters set termination criteria. With them, you control when ILOG CPLEX stops optimization.

You can also control convergence tolerance--another factor that influences performance. Convergence tolerance specifies how nearly optimal a solution ILOG CPLEX must find: tight convergence tolerance means ILOG CPLEX must keep working until it finds a solution very close to the optimal one; loose tolerance means ILOG CPLEX can return a solution within a greater range of the optimal one and thus stop calculating sooner.

Performance of the ILOG CPLEX Barrier Optimizer is most highly dependent on the number of floating-point operations required to compute the Cholesky factor at each iteration. When you adjust barrier parameters, always check their impact on this number. At default output settings, this number is reported at the beginning of each barrier optimization in the log file, as explained in Cholesky Factor in the Log File.

Another important performance issue is the presence of dense columns. A dense column means that a given variable appears in a relatively large number of rows. You can check column density as suggested in Nonzeros in Lower Triangle of AAT in the Log File. Detecting and Eliminating Dense Columns also says more about column density.

In adjusting parameters, you may need to experiment to find beneficial settings because the precise effect of parametric changes will depend on the nature of your LP problem as well as your platform (hardware, operating system, compiler, etc.). Once you have found satisfactory parametric settings, keep them in a parameter specification file for re-use, as explained in Saving a Parameter Specification File in the reference manual ILOG CPLEX Interactive Optimizer Commands.

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