Difficulty Solving Subproblems: Overcoming Degeneracy

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There are classes of MIPs that produce very difficult subproblems, for example, if the subproblems are dual degenerate. In such a case, a different optimizer, such as the primal simplex or the barrier optimizer, may be better suited to your problem than the default dual simplex optimizer for subproblems. These alternatives are discussed in Unsatisfactory Optimization of Subproblems. A stronger dual pricing algorithm, such as dual steepest-edge pricing (that is, the parameter DPriInd or CPX_PARAM_DPRIIND set to the value 2), could also be considered.

If the subproblems are dual degenerate, then consider using the primal simplex optimizer for the subproblems. You make this change by setting the parameter NodeAlg (CPX_PARAM_SUBALG) to 1 (one).