Preprocessing

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Preprocessing

For best performance of the ILOG CPLEX Barrier Optimizer, preprocessing should almost always be on. That is, use the default setting where the presolver and aggregator are active. While they may use more memory, they also reduce the problem, and problem reduction is crucial to barrier optimizer performance. In fact, reduction is so important that even when you turn off preprocessing, ILOG CPLEX still applies minimal presolving before barrier optimization.

For problems that contain linearly dependent rows, it is a good idea to turn on the preprocessing dependency parameter. (By default, it is off.) This dependency checker may add some preprocessing time, but it can detect and remove linearly dependent rows to improve overall performance. Table 9.7 shows you the possible settings of DepInd, the parameter that controls dependency checking, and indicates their effects.

Table 9.7 Dependency Checking Parameter DepInd or CPX_PARAM_DEPIND
Setting	Effect
-1	automatic: let CPLEX choose when to use dependency checking
0	turn off dependency checking
1	turn on only at the beginning of preprocessing
2	turn on only at the end of preprocessing
3	turn on at beginning and at end of preprocessing

These reductions can be applied to all types of problems: LP, QP, QCP, MIP, MIQP, MIQCP.

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