When should the Crossover Parameter be used?

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Andrew B. Martin

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Sep 23, 2016, 10:12:24 AM9/23/16
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Hello,

I'm looking for some information on when its preferable to have the first push phase be primal versus dual when using the Barrier method on LP.


--Andrew

Tobias Achterberg

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Sep 23, 2016, 3:33:32 PM9/23/16
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This is hard to answer. I think you just have to try whether one setting gives a
consistent benefit over the other for your problem class.

Tobias

Andrew B. Martin

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Sep 23, 2016, 3:56:39 PM9/23/16
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Thanks, Tobias.

I suppose if there were general properties of a problem class that made it amenable to the first push phase being primal or dual, then Gurobi would be able to determine that on its own.

Tobias Achterberg

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Sep 23, 2016, 4:04:59 PM9/23/16
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The automatic choice tries to guess the superior approach using statistics like
density of columns and the ratio of number of columns to rows. But it may happen
that a manual setting is superior for certain problem classes. Thus, as I said,
you have to try it experimentally.

Tobias
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