CPLEX Barrier Method Iteration Limit

Question

I am trying to solve a nonconvex-quadratic optimization problem on CPLEX, with setting optimality target to 2. Trying with different data sets I observed that the barrier method stops at the 500th iteration. I checked the settings, it is set to a very large number. Is it a coincidence or should I change any other setting?

I also have convex-quadratic version of the problem, with binary variables. However, CPLEX could not find an improving solution within hours, so I terminated the runs. Any tuning suggestions for this is also appreciated. Note: The problem is a facility layout optimization problem

Thanks in advance.

Answer 1

If CPLEX gets stuck after 500 iterations then this may be a numerical issue. It is definitely not expected that CPLEX gets stuck for a longer time. In order to debug this you could increase the display verbosity for barrier ( CPX_PARAM_BARDISPLAY ) and also check whether the CPU is still active. If CPLEX gets stuck due to numerical issues then you could try to enable numerical emphasis ( CPX_PARAM_NUMERICALEMPHASIS ).

If CPLEX does not get stuck but just terminates after 500 iterations then you want to check the status value that CPLEX returns. In that case also the engine log may contain more information.

Finally, in order to tune parameters, CPLEX comes with a tuning tool.