Before you try tactics that apply to specific symptoms, as described in the following sections, a useful ILOG CPLEX parameter to try is the numerical emphasis parameter.

Unlike the following suggestions, which deal with knowledge of the way the barrier optimizer works or with details of your specific model, this parameter is intended as a way to tell ILOG CPLEX to exercise more than the usual caution in its computations. When you set it to its nondefault value specifying extreme numerical caution, various tactics are invoked internally to try to avoid loss of numerical accuracy in the steps of the barrier algorithm.

Be aware that the nondefault setting may result in slower solution times than usual. The effect of this setting is to shift the emphasis away from fastest solution time and toward numerical caution. On the other hand, if numerical difficulty is causing the barrier algorithm to perform excessive numbers of iterations due to loss of significant digits, it is possible that the setting of extreme numerical caution could actually result in somewhat faster solution times. Overall, it is difficult to project the impact on speed when using this setting.

The purpose of this parameter setting is not to generate "more accurate solutions" particularly where the input data is in some sense unsatisfactory or inaccurate. The numerical caution is applied during the steps taken by the barrier algorithm during its convergence toward the optimum, to help it do its job better. On some models, it may turn out that solution quality measures are improved (Ax-b residuals, variable-bound violations, dual values, and so forth) when ILOG CPLEX exercises numerical caution, but this would be a secondary outcome from better convergence.