MIP Method
- Type
Selection
- Range
The settings listed below
- Default
Automatic
This option can be used to set the algorithm to be used on subproblems. At the default setting, CPLEX decides which method will be used. Possible values are:
Automatic
Primal simplex
Dual simplex
Network simplex
Barrier
Sifting
The default ‘Automatic’ setting of this option currently selects the dual simplex optimizer for subproblem solution for MILP and MIQP.
For MILP (integer constraints and otherwise continuous variables), all settings are permitted.
For MIQP (integer constraints and positive semi-definite quadratic terms in the objective), setting ‘Network’ is not permitted, and setting ‘Sifting’ reverts to ‘Automatic’.
For MIQCP (integer constraints and positive semi-definite quadratic terms among the constraints), only the setting ‘Automatic’ is permitted. In other words, given a problem of type MIQCP, and any setting of this option other than ‘Automatic’, CPLEX will exit because of the quadratic constraint or quadratic constraints, and CPLEX displays an error message specifying that a mixed integer problem cannot be solved by this setting.
With the setting ‘Sifting’, CPLEX solves a sequence of LP subproblems, where the results from one subproblem are used to select columns from the original model for inclusion in the next subproblem. This iterative sifting process eventually converges to an optimal solution for the original model. Sifting is especially applicable to models with many more columns than rows.
Note
The option MIP Start Algorithm determines which algorithm is used to solve the initial relaxation of a MIP.
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