An important observation to make here is that IloCplex
is not really one algorithm, but in fact consists of a set of highly configurable algorithms also known as optimizer options. They include primal and dual simplex algorithms, barrier algorithms, a sifting algorithm, a network simplex algorithm, and a branch & cut algorithm for MIPs. Though in most cases IloCplex
can be used like a black box, the optimizer options can be individually selected and provide a wealth of parameters that allow you to fine tune the algorithm to your particular model. In the case of the mixed integer optimizer you can use your own goals or callbacks and directly control the branch & cut search carried out by IloCplex
.