Sifting method from scratch

Answered

Ritesh Bhalerao

March 22, 2024 21:00

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Hello,

I have a LPP which has 5000 columns and I want to use Sifting method to solve it. I wish to implement Sifting from scratch. Could anyone help me with that ? 

Related to

• Parameters
• Simplex

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  Simranjit Kaur

  • Gurobi Staff

  March 25, 2024 02:55

  Hi Ritesh,

  You can use Gurobi's Sifting parameter to control sifting within the dual simplex. Please see the excerpt below from the section "Continuous models" in our reference manual:

  Sifting is actually implemented within our dual simplex solver, so to select sifting, set the Method parameter to 1 (to select dual), and then set the Sifting parameter to a positive value. You can use the SiftMethod parameter to choose the algorithm that is used to solve the sub-problems that arise within the sifting algorithm. In general, sifting is only effective when the ratio between variables and constraints is extremely large (100 to 1 or more).

  Best regards,
  Simran

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