Which non default parameters can be selected to tune CPLEX performance for a big MIP?

25 February 2016 1 7K Report

By big I'm assuming you can't solve it to optimality in a feasible computing time, so I'd suggest you to try changing MIPEmphasis to CPX_MIPEMPHASIS_FEASIBILITY (http://www.ibm.com/support/knowledgecenter/SS9UKU_12.4.0/com.ibm.cplex.zos.help/Parameters/topics/MIPEmphasis.html). This way the MIP solver will focus on finding good solutions rather than trying to prove optimality.

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