Optimizing QPs with the Barrier Optimizer

To use the ILOG CPLEX Barrier Optimizer in application development, you must hold a special, optional, development license. If you call barrier routines from the ILOG CPLEX Callable Library in your applications, your end user must be licensed for runtime or derived work. For more information about ILOG CPLEX licensing, contact your ILOG CPLEX representative.

To optimize a QP that you have entered or read:

For a QP, the ILOG CPLEX Barrier Optimizer generates a pure barrier solution. That is, the solution is not a basic solution. The barrier crossovers described in Barrier Simplex Crossover do not apply to quadratic barrier optimizations.

The ILOG CPLEX Barrier Optimizer automatically preprocesses your quadratic problem, conducting presolution problem analysis and reductions appropriate for a QP. (It ignores the settings of the ILOG CPLEX parameters for preprocessing, presolver, and aggregator.)

Generally, the default parameter settings of the ILOG CPLEX Barrier Optimizer are appropriate for most QPs. In fact, for QPs, the ILOG CPLEX Barrier Optimizer uses only the default barrier algorithm (indicated in the Interactive Optimizer by set barrier algorithm 0 and from the Callable Library by the parameter CPX_PARAM_BARALG with the value 0). In other words, it does not use the other two algorithms discussed in the context of linear barrier optimization and listed in Table 4.13.


Previous Page: Changing Quadratic Terms  Return to Top Next Page: Understanding QP Solution Information