Choosing an Optimizer for Your LP Problem

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Choosing an Optimizer for Your LP Problem

ILOG CPLEX offers several different optimizers for linear programming problems. Each of these optimizers is available whether you call ILOG CPLEX from within your own application using Concert or the Callable Library, or you use the Interactive Optimizer.

The choice of LP optimizer in ILOG CPLEX can be specified through a parameter, named CPX_PARAM_LPMETHOD in the Callable Library, and named LPMETHOD in the Interactive Optimizer. In both the C++ and Java versions of Concert, the LP method is controlled by the RootAlg parameter (which also controls related aspects of QP and MIP solutions, as explained in the corresponding chapters of this manual). In this chapter, this parameter will be referred to uniformly as LPMethod.

The LPMethod parameter determines which optimizer will be used when you solve a model in one of the following ways:

cplex.solve (Concert)
CPXlpopt (Callable Library)
optimize (Interactive Optimizer)

The choices for LPMethod are summarized in Table 8.1.

Table 8.1 Settings of the LPMethod Parameter for Choosing an Optimizer
Setting of LPMethod	Meaning	See Section
0	Default Setting	Automatic Selection of Optimizer
1	Primal Simplex	Primal Simplex Optimizer
2	Dual Simplex	Dual Simplex Optimizer
3	Network Simplex	Network Optimizer
4	Barrier	Barrier Optimizer
5	Sifting	Sifting Optimizer
6	Concurrent Dual, Barrier, and Primal	Concurrent Optimizer

The symbolic names for these settings in an application program are summarized in Table 8.2.

Table 8.2 Symbolic Names for LP Solution Methods
	Concert C++	Concert Java	Concert.NET	Callable Library
`0`	`IloCplex::AutoAlg`	`IloCplex.Algorithm.Auto`	`Cplex.Auto`	`CPX_ALG_AUTOMATIC`
`1`	`IloCplex::Primal`	`IloCplex.Algorithm.Primal`	`Cplex.Primal`	`CPX_ALG_PRIMAL`
`2`	`IloCplex::Dual`	`IloCplex.Algorithm.Dual`	`Cplex.Dual`	`CPX_ALG_DUAL`
`3`	`IloCplex::Network`	`IloCplex.Algorithm.Network`	`Cplex.Network`	`CPX_ALG_NET`
`4`	`IloCplex::Barrier`	`IloCplex.Algorithm.Barrier`	`Cplex.Barrier`	`CPX_ALG_BARRIER`
`5`	`IloCplex::Sifting`	`IloCplex.Algorithm.Sifting`	`Cplex.Sifting`	`CPX_ALG_SIFTING`
`6`	`IloCplex::Concurrent`	`IloCplex.Algorithm.Concurrent`	`Cplex.Concurrent`	`CPX_ALG_CONCURRENT`

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