Parallel Simplex Optimizer
In the ILOG CPLEX implementation of the Parallel Simplex Optimizer, the column-based work occurs in parallel. Consequently, a significant gain in speed may occur in the dual simplex optimization(tranopt / IloCplex::Dual / CPXdualopt()).
Occasionally, in the primal simplex optimizer if the primal gradient parameter is set to steepest-edge pricing and the aspect ratio (that is, the number of columns divided by the number of rows) is relatively large (for example, 10 or more), then good speedups may occur with the parallel optimizer here, too. Larger problems with a somewhat smaller aspect ratio may also benefit from parallel simplex optimization. Since it is difficult to predict where the breakpoint will be, we encourage you to experiment.
If you decide to use the parallel simplex optimizer on the subproblems of a MIP, see other special considerations about nested parallelism in Using Parallel Optimizers.
The parallel simplex optimizer is only available in the OpenMP version of ILOG CPLEX, which is not available on all platforms.
