Method

Algorithm used to solve continuous models

Type: int
Default value: -1
Minimum value: -1
Maximum value: 4

Algorithm used to solve continuous models or the root node of a MIP model (-1=automatic, 0=primal simplex, 1=dual simplex, 2=barrier, 3=concurrent, 4=deterministic concurrent). Concurrent optimizers run multiple solvers on multiple threads simultaneously, and choose the one that finishes first. Deterministic concurrent (Method=4) gives the exact same result each time, while Method=3 is often faster but can produce different optimal bases when run multiple times. In the current release, the default Automatic (-1) will typically choose non-deterministic concurrent (Method=3) for an LP, barrier (Method=2) for a QP or QCP, and dual (Method=1) for the MIP root node. Only simplex and barrier algorithms are available for continuous QP models. Only primal and dual simplex are available for solving the root of an MIQP model. Only barrier is available for continuous QCP models.

The default setting is rarely significantly slower than the best possible setting, so you generally won't see a big gain from changing this parameter. There are classes of models where one particular algorithm is consistently fastest, though, so you may want to experiment with different options when confronted with a particularly difficult model.

Note that if memory is tight on an LP model, you should consider choosing the dual simplex method (Method=1). The default will invoke the concurrent optimizer, which typically consumes a lot more memory than dual simplex alone.