Solving Problems with the Network Optimizer
You instruct ILOG CPLEX to apply the network optimizer for solving the LP at hand by setting the CPX_PARAM_LPMETHOD
parameter to CPX_ALG_NET
in the C library, or setting the RootAlg
parameter to Network
in the C++ and Java library. When doing so, ILOG CPLEX performs a sequence of steps. It first searches for a part of the LP that conforms to network structure. Such a part is known as an embedded network. It then uses the network optimizer to solve that embedded network. Next, it uses the resulting basis to construct a starting basis for the full LP problem. Finally, it solves the LP problem with a simplex optimizer.
You can also use the network optimizer when solving QPs. To do so using the C library, you set the CPX_PARAM_QPMETHOD
parameter to CPX_ALG_NET
. For C++ and Java, the RootAlg
parameter must be set to Network
. When ILOG CPLEX uses the network optimizer to solve a QP, it first ignores the quadratic term and uses the network optimizer to solve the resulting LP, as described above. ILOG CPLEX then uses the resulting basis to start a simplex algorithm on the QP model with the original quadratic objective.