Timeline for Warm starting a LP problem with PuLP and Gurobi
Current License: CC BY-SA 4.0
10 events
when toggle format | what | by | license | comment | |
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Dec 18, 2023 at 14:13 | vote | accept | Quentin PLOUSSARD | ||
Dec 18, 2023 at 14:05 | answer | added | mattmilten | timeline score: 2 | |
Dec 17, 2023 at 16:48 | comment | added | Andy W | You also don't need your second bullet in pulp if you are calling the same model object. The values will be set to whatever the solved solution was in the prior iteration. This shows warmstart for CPLEX, but is an example of subtour elimination constraints using pulp, github.com/apwheele/PatrolRedistrict/blob/master/DataCreated/…. | |
Dec 16, 2023 at 21:10 | comment | added | Quentin PLOUSSARD | The solution I am using for warm start was feasible (and optimal) in the previous LP but infeasible in the new LP. This is because it satisfied the previous equality constraint f(x) = a_(i-1) but it does not satisfy f(x)=a_i. But it has the same objective function so it is dual feasible in both LP. | |
Dec 15, 2023 at 20:58 | comment | added | Sune | Are you warm starting using a primal infeasible solution or a basis corresponding to the solution? | |
Dec 15, 2023 at 14:01 | history | edited | SecretAgentMan | CC BY-SA 4.0 |
removed unnecessary text based on https://meta.stackexchange.com/q/2950/476162
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Dec 13, 2023 at 17:57 | comment | added | Quentin PLOUSSARD | Update: I tried the same process using gurobipy instead of PuLP and the warm start does work! I only have to do cst_a.rhs = a[i] and model.update(). This is simpler because I do not even have to set the initial values, the gurobi model "remembers" the last solution. However, I would still be interested to know how to do it in PuLP | |
Dec 13, 2023 at 17:54 | history | edited | RobPratt |
edited tags
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S Dec 13, 2023 at 16:09 | review | First questions | |||
Dec 13, 2023 at 18:02 | |||||
S Dec 13, 2023 at 16:09 | history | asked | Quentin PLOUSSARD | CC BY-SA 4.0 |