February 14, 2006

Update of AIMMS 3.6 includes new CPLEX 10 release

Haarlem (The Netherlands) – The bugfix release of AIMMS 3.6 of February 13, 2006 supports the new release of CPLEX, version 10.0. This CPLEX version has several new features and performance improvements.  

Performance improvements CPLEX 10.0

CPLEX 10 provides several performance improvements. For a set of difficult LP problems, CPLEX 10 has improved the time to optimality by an average of 20% with both the Primal Simplex algorithm and the Barrier Optimizer. It has improved the time to optimality by an average of 35% for MILP models. Improvements average 70% for particularly difficult models.

Infeasibility Analysis

Given an infeasible model, CPLEX 10 can construct an irreducible infeasibility set (IIS) for any type of problem, even mixed integer programs and those containing quadratic element. The IIS finder can be activated in AIMMS by switching on the general solvers option ‘Infeasibility Finder’.

Solution Polishing

Solution Polishing is a new CPLEX heuristic used to boost performance on certain types of models. Solution Polishing is appropriate for finding the best solutions to complex and difficult MIP models within a specified time. Solution Polishing is used to improve the best solution at the end of the branch-and-cut process if optimality has not been proven. It can also be used instead of the branch-and-cut algorithm if an initial solution can be found in the root node. Solution Polishing is controlled by the new CPLEX option ‘Polishing Time’.

MIP Starts

The advanced restart capabilities of CPLEX have been improved to utilize initial solutions, partial solutions and partially correct solutions. If the user specifies values for only a portion of the discrete variables, CPLEX 10 will attempt to fill in the missing values or correct the wrong values in a way that leads to an integer-feasible solution, potentially reducing the time to solve the problem. The values of the discrete variables are allowed to be fractional. In CPLEX 10 MIP Starts are controlled by the option ‘Advanced Start’.

Indicators

Due to required construct changes in AIMMS to make the ‘Indicators’ feature available, this feature can not yet be supported in AIMMS 3.6 and will therefore be available per AIMMS 3.7.
Indicators are new constraint types that enable the user to express particular modeling constructs among variables by identifying a binary variable to control whether or not a specified linear constraint is active. Formulations using indicator constraints are more numerically robust and accurate than conventional formulations involving so-called Big M data.

CPLEX 10 solver extension options for AIMMS

Per AIMMS 3.7, the AIMMS CPLEX solver extension options will change according to the new ILOG license structure. The new structure foresees in a CPLEX Basic (currently ‘CPLEX L’, but extended with ‘B’), a CPLEX Intermediate (currently ‘CPLEX L+M+B’), and a CPLEX Full (currently ‘CPLEX L+M+B+Q’).  Because of this license structure change by ILOG, the CPLEX L+M option will no longer be available per AIMMS 3.7. 
Implications: If you have a maintained AIMMS 3.6 license with a CPLEX L solver extension you will receive a free license upgrade to CPLEX Basic. If you have a maintained AIMMS 3.6 license with a CPLEX L+M solver extension you will receive a free license upgrade to CPLEX Intermediate.

 

*For more details on the new CPLEX release, click here.

 

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