Choosing an Optimizer for Your LP Problem

As we explain in Using the Callable Library in an Application, to exploit ILOG CPLEX in your own application, you must first create a ILOG CPLEX environment, instantiate a problem object, and populate the problem object with data. As your next step, you call a ILOG CPLEX optimizer. ILOG CPLEX offers several different optimizers for linear programming problems. All of these optimizers are available to you in three forms, as you see in Table 4.1: as commands for you to issue in the Interactive Optimizer, as parameters to select in the Concert Technology Library, and as routines to call from the Callable Library in your own application.

Table 4.1 Optimizers for Linear Programming (LP) Problems

Optimizer 
Interactive Command 
Concert Technology Library Parameter 
Callable Library Routine 
automatically chosen 
cplex.solve() 
primal simplex 
cplex.setRootAlgorithm(IloCplex::Primal) 
dual simplex 
cplex.setRootAlgorithm(IloCplex::Dual) 
network 
cplex.setRootAlgorithm(IloCplex::NetworkDual) 
primal-dual barrier 
cplex.setRootAlgorithm(IloCplex::BarrierPrimal) 


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