Questions tagged [warm-start]

For questions about solving a problem faster by using an initial solution obtained from a related problem.

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Temporal changing model parameters/constraints/variables in MILPs

In general, I can compute an MILP using a solver of my choice (Gurobi, ...) and stop it at any time, change parameters/constraints add variables. Take the so far best solution computed based on the ...
baxbear's user avatar
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3 votes
1 answer
122 views

What does a solver do with a MIP warmstart solution?

From what I understand, most solvers use a user provided solution by first detecting if it feasible. If it is feasible, its objective value is used as a first bound for the branch and cut tree, this ...
JKHA's user avatar
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2 votes
1 answer
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updating cliques for an updated graph

A graph $G$ has nodes $V$ and edges $E$. Let's say I have found the maximum clique or all the cliques in $G$ with any algorithm, such as the Bron-Kerbosch algorithm. After a while, $E$ has been ...
OR Junior's user avatar
  • 521
3 votes
1 answer
203 views

Warm starting a LP problem with PuLP and Gurobi

I have a set of many similar linear programs (LP). All these LPs have the same objective function, and almost all constraints are the same. The only difference is for one linear constraint $f(x)=a_{i}$...
Quentin PLOUSSARD's user avatar
2 votes
3 answers
426 views

"Re-optimize" feature in Commercial Optimization

How does the "re-optimize" feature work in commercial optimization solvers such as IBM CPLEX and Gurobi? I recently experienced a considerable performance boost by re-solving a model with ...
Pia MiA's user avatar
  • 392
2 votes
1 answer
452 views

Re-optimizing pyomo model based on previous computation

I am currently new to pyomo and modelling techniques but I came across information mentioning that the CPLEX and Gurobi APIs offer a functionality where you can re-use already computed values and feed ...
Pia MiA's user avatar
  • 392
2 votes
0 answers
201 views

Simplex Method Manual pivoting in GLPK for a Warm Start

My question is kind of related to this 2015 post at Stackoverflow. About Simplex method tableau pivoting in Linear Programming -- this is proving to be difficult in GLPK.. I am using Linux, GLPK 5.0 ...
Shuxue Jiaoshou's user avatar
5 votes
2 answers
1k views

Julia JuMP successive optimization

I am using Julia's JuMP package to solve a cutting-plane method. Namely, I solve a sub-problem, find the most-violated constraint in the master problem, add that to ...
independentvariable's user avatar
2 votes
3 answers
181 views

Warm starting ideas for iteratively solving a model with a few additional constraints

I'm trying to solve a MILP model iteratively, and at each iteration a few constraints are added to the problem that cut off the previous optimal solution. I'm trying to figure out ways to implement a ...
jackson's user avatar
  • 29
2 votes
3 answers
751 views

How to say to Gurobi solver with Python API to start from a given solution?

I have a binary linear program, where all my variables are binary. So, I have implemented the problem on python with Gurobi solver. I have implemented also a heuristic to find a near-optimal solution. ...
MAJID majid's user avatar
3 votes
1 answer
741 views

B&B hot and warm starting

In a branch and bound algorithm, what is the difference between hot and warm starting and what kind of information does each of them require to store in memory? Otherwise, for the hot starting, what ...
O. Sd's user avatar
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1 vote
1 answer
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How to call Cplex.AddMIPStart method

Could you please tell where I can find a method Cplex.AddMIPStart? By that I mean in which library and how to link this library to my C# project.
Markov's user avatar
  • 83
4 votes
2 answers
569 views

OR-Tools: Partial Solution ignored due to "unknown rate is too large"

With SetHint() from the OR-tools linear solver I am trying to pass a feasible solution to my problem. But I receive the following warning: ...
Dav's user avatar
  • 93
4 votes
3 answers
186 views

warmstarting simplex algorithm- how much can problems differ from each other?

I'm working on an implementation of the simplex algorithm. I want to solve problems in real time every 30 minutes. They could be interpreted as a classic transportation problem. I couldn't really say ...
ORpyhton's user avatar
0 votes
1 answer
163 views

How can I use warm start in C#

I have been working on an MIP in C#. I want to reduce the gap, so I'm trying warm start. I use this code just before solve(). ...
fhm.ider's user avatar
7 votes
1 answer
545 views

CPLEX MIP warm start seems slow down the program?

I have been working on a combinatorial optimization problem which can be modeled as an integer linear programming. I implemented it as a c++ project in visual studio 2017 and CPLEX1271. With the hope ...
Mengfan Ma's user avatar
4 votes
1 answer
2k views

How to read a solution file (.sol) in cplex python API?

I've been to trying to read a .sol file in cplex python API before solving the problem but couldn't find any command to do so. There are analogous commands for this ...
xxx's user avatar
  • 41
13 votes
1 answer
160 views

Re-calculating shortest path in slightly altered graph

I was wondering if someone has come across this before and/or has a smart idea for the following: I have a directed graph $G$ with costs $c$ associated with the arcs, and I know the shortest path $P^...
Martim Joyce-Moniz's user avatar
10 votes
2 answers
994 views

How to use warm start to solve MIPs efficiently?

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 ...
A.Omidi's user avatar
  • 8,882
6 votes
2 answers
6k views

What Exactly Is A Warm Start? [duplicate]

I am fairly new to optimization modelling but I am encountering a situation in which I supply initial values to my problem and then after I run my optimization those initial values change. This seems ...
GrayLiterature's user avatar
22 votes
2 answers
7k views

How does a warm start work in LP/MIP?

Can someone explain how warm starts/ MIP starts work? How do solvers like CPLEX/GUROBI use warm start with the Simplex algorithm? I am interested in understanding how the entire warm start pipeline ...
Palaniappan Chellappan's user avatar
9 votes
2 answers
2k views

Warm-start SCIP with a solution

I am trying to solve a MIP using SCIP. I let my solver run for some initial time-bound - let's say 10min. After 10min, I check if the problem is solved to optimality or 1% gap. If not, then I would ...
Rahul Patel's user avatar
16 votes
1 answer
2k views

Warm start CPLEX using google or-tools

I have been trying to use the SetHint python API in google or-tools to warm start MIPs and solve it using CPLEX. It looks like my hints are accepted by the SetHint function but I am not sure whether ...
Palaniappan Chellappan's user avatar