MPL for Windows Manual

Change CPLEX Barrier Options

You can change the barrier options for CPLEX by selecting Barrier from the CPLEX Parameters submenu in the Options menu. This will display the Barrier Options for CPLEX dialog box shown below:

Barrier Algorithm

The default barrier algorithm is almost always fastest. However, on problems that are primal or dual infeasible, the default algorithm may not work as well as alternatives. The two alternative algorithms may eliminate numerical difficulties related to infeasibility, but will generally be slower.

Primal Dual Log		Use standard algorithm. This is the default

Infeasibility-Estimate	Use infeasibility-estimate start

Infeasibility-Constant	Use infeasibility-constant start

Standard Barrier   	Use Standard Barrier for problems other than MIP, 
                        it is fastest.

Ordering Algorithm

The Ordering option sets the algorithm to be used to permute the rows of the constraint matrix in order to reduce fill in the Cholesky factor.

Automatic	The default automatic option will usually be 
		the best choice.  This option attempts to choose the 
		most effective of the available ordering methods.  
		It usually requires more ordering runtime than any of 
		the alternatives, but it typically chooses the best 
		ordering.  The ordering runtime is usually small relative 
		to the total solution time, and a better ordering can 
		lead to smaller total solution time.

AMD		The AMD algorithm provides good quality orderings 
		in moderate ordering runtime.

AMF		The AMF algorithm usually gives better orderings than
		AMD (usually 5-10% smaller factors), but requires somewhat
		more runtime (10-20%).

ND		The ND algorithm produces significantly better 
		orderings than AMD or AMF. Ten-fold reductions in barrier 
		solvers runtimes have been observed for some problems. This 
		option sometimes produces worse orderings, though, and it 
		requires much more ordering runtime.

Starting Point Algorithm

Dual is zero			Default primal, dual pi is 0

Estimate Dual			Default primal, estimate dual

Avg. primal, Dual is zero	Primal average, dual pi is 0

Avg. primal, Estimate dual	Primal average, estimate dual

Column Nonzeros

The Column Nonzeros value is used in the recognition of dense columns. If columns (in the presolved and aggregated problem) exist with more entries than the value of this option, these columns will be considered "dense" and CPLEX Barrier will treat the dense columns specially in order to reduce their effect. At the default setting of 0 this option is determined automatically, considering factors such as the size of the problem. If a number greater than 0 is entered, this number will be used as the "cutoff" number of entries for considering columns to be dense.

Note: If the problem (after Presolve and Aggregator) contains less than 400 rows, dense column handling will not be initiated, regardless of the column nonzero setting.

Max Correction Limit

This option sets the maximum number of centering correction done on each iteration. By default the barrier solver automatically computes an estimate value for this parameter (the computed value can be observed by setting the barrier progress info log option to diagnostics information in the log file option dialog box). When the using the default barrier algorithm, if the computed value is zero setting the value to an explicit value greater than zero may improve the numerical performance of the algorithm at the expense of computation time.

-1 Automatically determined (default)

0 None

>0 Maximum number of corrections

Iteration Limit

The Iterations Limit sets the number of barrier iterations before termination. When set to 0, no barrier iterations will occur, but problem "setup" will occur and information about the setup will be displayed (Cholesky factorization information).

Growth Limit

The Growth Limit is used to detect unbounded optimal faces. At higher values, the barrier algorithm will be less likely to conclude that the problem has an unbounded optimal face, but more likely to have numerical difficulties if the problem has an unbounded face. The default value is 1e-6.

Objective Range

The Objective Range value sets the maximum absolute value of the objective function. The barrier algorithm looks at this limit to detect unbound problems. The default value is lel5.

Variable Upper

The Variable Upper value sets the upper bound for all variables that have infinite upper bounds. This limit is used to prevent difficulties associated with unbound optimal faces. The default value is le20.

Convergence Tol

The Convergence Tolerance sets the tolerance on complementarity for convergence. The barrier algorithm will terminate with an optimal solution if the relative complementarity is smaller than this value. The default value is le-8.