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ILOG CPLEX Barrier Optimizer provides an alternative to the simplex method for solving linear and quadratic programs. It also offers a fast, robust method for solving quadratically constrained programs and second-order cone programming (SOCP) problems. Based on a primal-dual, predictor-corrector method, ILOG CPLEX Barrier Optimizer provides unsurpassed performance for large-scale linear programs.
All ILOG CPLEX algorithms are tightly integrated with cutting-edge presolve algorithms. These algorithms reduce problem size and provide significant reductions in solve times, without requiring special user intervention. Numerous options enable each optimizer's performance to be tuned for specific problems.
ILOG CPLEX Barrier Optimizer includes the fast, robust ILOG CPLEX crossover algorithm. Nonbasic solutions created by the ILOG ILOG CPLEX barrier algorithm are converted into basic solutions. Typically provided by the simplex method, these basic solutions are used for fast restarts and sensitivity analysis.
Features of ILOG CPLEX Barrier Optimizer:
- Fast crossover to basic solutions
- Integrated and automatic problem-reduction algorithms with preprocessing
and postprocessing
- Facilities for handling dense columns
- Multiple ordering algorithms
- State-of-the-art Cholesky factorization algorithms, tuned for specific
platforms
- Tight integration with other ILOG CPLEX optimizers
- Available for solving MIP subproblems
- Solutions available without use of crossover algorithm
- Primal and dual crossover algorithms
- Available in ILOG Paralell CPLEX on specific platforms
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