Currently, I am working on the implementation of a MILP formulation with lazy constraints for an optimization problem, and I am using the MIP Start strategy. I am generating the integer feasible solution to the MIP Start through a heuristic, the solution is feasible for all possible lazy constraints. However, whenever I pass the integer solution to the MIP Start the Cplex returns the following warning:
Warning: No solution found from 481 MIP starts.
And the Cplex begins to solve the problem without using the provided integer solution. In all MIP Start effort level, the same behavior is presented. Also, as recommended by this IBM Support webpage, I am setting the Cplex parameters:
Presolve reduce to 1:
Symmetry to 0.
and again, the same behavior is presented. It seems that the MIP start is not accepting the provided solution. But I do not know why. I would like to know if anyone already experienced this. For more information, I am using the programming language C++ with Cplex studio 12.10 and Concert technology.
UPDATE 1: The approached optimization problem is a variant of the VRP, and the MILP formulation is very similar to the VRP Vehicle flow formulation. And regarding the feasible solution, it is composed of one customer per route.