OR641 Project                                                       CPLEX PROJECT

You will be able to work with ONE partner. Project Deadline: December 7.
You will have to work on ithe IT&E sun cluster on the machine called chrono.
To get an account, you should follow the instructions at http://labs.ite.gmu.edu/reference/faq_iteaccount.htm , and follow the instructions. Please ignore the instructions on switchibg over to Zeus.

Your project will involve running eight test problems with different settings, using CPLEX.
All eight files are in a format called mps format, and can be downloaded directly to your files.  Due to space limitations you may have to
copy just a few at a time.
The problems are in my ftp directory. The problems are

You can download the files to your sun account directly by anonymous ftp to mason. type
    ftp mason.gmu.edu
and in respond to the user name type prompt type
    anonymous
in respond to the password type in
   your email account
(e.g. I would type asofer@gmu.edu).
Then type
   cd asofer
and then the easiest way to get things is to type
    mget *
For each file in the directory you will be asked to confirm whether you want it downloaded into your account. You may not have enough space for all the files at once . In that case you can just download a few, and when done, delete them and get new ones.
The unix command for delete is rm so to delete boeing1.mps type
    rm boeing1.mps
you can also use the compress command to compress files and uncompress to uncompress files.
You can also download via ftp
    ftp://mason.gmu.edu/asofer


Note : To obtain a directory of your files type: ls
To obtain a detailed directory ( including date of creation, size, etc. ) of  your files type ls -l

Some information about the problems: fit1p and fit1d are in a sense, primal and dual versions of the same problem ( the dual was transformed to a minimization ). They originate from a model for finding a set of weights that can be used to score credit applications; the problem israel is a sparse problem with a few dense columns. As you will see, this can be challengind for some of the methods.
 Some of the problems in this set may be degenerate.
To run cplex you must go into the ite chrono machine. To do this in a secure way you must first download the secure shell software SSH for Windows (version 3.2.3). Upon clicking on it it will self install. Further instructions on how to use it click here. Use the shell to connnect to mason and from there connect to chrono by typing ssh chrono.ite
(You may also "tunnel" directly from your PC to chrono. See instructions above. To invoke cplex type
                         cplex
you must first read the problem,say
                          read fit1p.mps
then to run the simplex,type
                          primopt
(short for optimize), or if you want the dual simplex type
                          tran
(short for tranopt), or if you the interior point algorithm type
                           baropt
If you run a problem twice, the second time it will use last available solution. If you want to rerun it, you should reread it.
The display command will give you various display (output) options. Type display to see them. Display stat gives you information about the problem statistics.
The help command will give you the major cplex commands.If you want to change some parameters, use the set command---it will prompt you for the changes. For the simplex parameters, type  set simplex
The goal of the project is to compare different LP algorithms with different settings, for solution of these eight problems.
Run each of the problems
(a) with the simplex method
(b) with the dual simplex method
(c) with barrier method
In each case run the problem with its default settings, but
( i ) preprocessing ( the default;  to get it type default )
( ii )with no preprocessing. ( in set preprocessing ,set aggregator, coeffreduce and presolve all to " no " ).
For the primal simplex and the dual simplex ( with the default preprocessing ), test also the effect of different pricing options. To change the pricing option for the primal algorithm type
  set simplex pgradient
and choose options 0 , 2 , and 4. To change the pricing option for the dual algorithm, type
  set simplex dgradient
and choose options 0 , 1 , and 2. ( we will discuss the options in class).
Summarize your results in one or more table for each problem. State the problem size, and the noumber of non zeros, before and after preprocessing.Also summarize the results of each run, in terms of total solution time, the number of iterations, and average time per iteration. Note that the barrir method crosses over at the end to the simplex method. Provide information about each of the stages individually, as well as total time.

Give a short summary of the results of the runs. Include any conclusions that you can draw from these runs.