I'm working on the scheduling model which takes a long time to solve to optimality (even for a small instance), therefore I would like to use a warm start (MIP start) to solve the problem. I'm using the following two different methods:
- Determine a feasible solution and feed that into the model.
- Using B&B GAP control to achieve a sub-optimal solution and then feeding that into the model.
The original model, a small instance, is solved in 2 minutes. Its objective function value is 5966. In the first case, the model is solved quickly (less than 1 second) and the objective function value is 6737. In the second case, I set the GAP to be 0.20. The model is solved in 12 seconds and the objective function value is 5966.
According to the above comments, I was wondering if:
- Is my approach suitable to use a warm start into the model?
- Is there any way to improve the objective function value of 6737 (first case)?
- Are there any other ways to execute a warm start to solve the problem as quickly as possible?