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The warnings that I henceforth refer to are as follows; repairing basis singularity, added to 1 column super-basic list and Markowitz threshold set to 0.3.

Will toggling the IloCplex::Param::MIP::Display parameter value between 2 (default) and 5 switch off and on the display of above-mentioned warnings in the log file respectively. Assume that the above-mentioned issues arise in the LP sub-problems inside the branch-cut and bound tree.

Anurag Ladage
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2 Answers2

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The "Repairing basis singularity" and "Markowitz threshold set to" messages are controled by the IloCplex::Param::Simplex::Display parameter (aka CPX_PARAM_SIMDISPLAY). I'm not sure about the other message ("added to 1 column super-basic list"), which version of CPLEX are you using?

As mentioned in the documentation for IloCplex::Param::MIP::Display:

A setting of 5 additionally generates entries for the LP subproblems, also according to the setting of the parameter to control the simplex iteration information display (SimDisplay, CPX_PARAM_SIMDISPLAY).

So, when you toggle the value of IloCplex::Param::MIP::Display between 2 and 5, it should control whether the warnings you mentioned are displayed or not if the value of IloCplex::Param::Simplex::Display is greater than 0.

rkersh
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  • Using cplex 12.7.1. Haven't touched the IloCplex::Param::Simplex::Display parameter setting. I ask this question because for lot of instances I get no warnings when I run them using IloCplex::Param::MIP::Display = 2. For the same instances if IloCplex::Param::MIP::Display = 5 then I start seeing this warnings. Just want to make sure that these warnings are not affected by the MIP display parameter. – Anurag Ladage Nov 20 '18 at 02:01
  • What is your goal? Do you want to make sure that the warnings are always shown? Or, do you want to make sure that they are never shown? – rkersh Nov 21 '18 at 00:42
  • Trying to figure out whether there is a bug in Cplex. Just wanted to make sure toggling the display parameters is not affecting the above mentioned messages. – Anurag Ladage Nov 27 '18 at 00:33
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After some experimentation, I finally reached this conclusion. Irrespective of the IloCplex::Param::Simplex::Display parameter setting if the IloCplex::Param::MIP::Display = 5 then it displays the 'repairing basis singularity' and 'added to 1 column super-basic list' even for LP sub-problems.

In contrast, setting the IloCplex::Param::MIP::Display = 2 (default) display the basis singularity related issues only for the root node LP.

Finally, Markowitz Tolerance message gets displayed for both IloCplex::Param::MIP::Display = 5 and IloCplex::Param::MIP::Display = 2.

Just putting it out there in case anyone requires it in the future. Additionally, these messages might point towards numerical issues in the data.

Anurag Ladage
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  • Is it possible to share the model that you get this behavior with by editing your question? If not, can you share the model (export to SAV format) with me at `rkersh at us dot ibm dot com`? – rkersh Nov 27 '18 at 20:30