Solving Problems with the Network Optimizer

INDEX PREVIOUS NEXT

You instruct ILOG CPLEX to apply the network optimizer for solving the LP at hand by setting the CPX_PARAM_LPMETHOD parameter to CPX_ALG_NET in the Callable Library, or by setting the RootAlg parameter to Network in Concert Technology. When you do so, ILOG CPLEX performs a sequence of steps. It first searches for a part of the LP that conforms to network structure. Such a part is known as an embedded network. It then uses the network optimizer to solve that embedded network. Next, it uses the resulting basis to construct a starting basis for the full LP problem. Finally, it solves the LP problem with a simplex optimizer.

You can also use the network optimizer when solving QPs (that is, problems with a positive semi-definite quadratic term in the objective function), but not when solving quadratically constrained problems. To do so using the Callable Library, you set the parameter CPX_PARAM_QPMETHOD to CPX_ALG_NET. For Concert Technology, the RootAlg parameter must be set to Network. When ILOG CPLEX uses the network optimizer to solve a QP, it first ignores the quadratic term and uses the network optimizer to solve the resulting LP. ILOG CPLEX then uses the resulting basis to start a simplex algorithm on the QP model with the original quadratic objective.