Using the Barrier Optimizer

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As you have read in Identifying LPs for Barrier Optimization, the ILOG CPLEX Barrier Optimizer finds primal and dual solutions from the primal and dual formulations of a model, but you do not have to reformulate the problem yourself. The ILOG CPLEX Barrier Optimizer automatically creates the primal and dual formulations of the problem for you after you enter or read in the problem.

Specify that you want to use the barrier optimizer by setting the parameter LPMethod to one of the values in Table 9.1.

And then you call the solution routine just as for any other ILOG CPLEX optimizer, as you see in Table 9.2.