MIP Start with CPLEX

Question

Hi, I would like to know how I can give an initial integer solution to a MIP solved with CPLEX. I found this link on the topic but I’m not convinced about the option it suggests for CPLEX in particular “Advanced basis” sounds like a setting to warm start an LP, not a MIP. I’m also not sure how to actually give my heuristic solution to CPLEX after that.
https://how-to.aimms.com/Articles/108/108-kb11-mip-initial-solution.html.

I also found this related question, but the link in the selected answer seems to be broken: https://community.aimms.com/developers-math-or-programming-39/how-to-start-solving-with-an-initial-solution-466.

Marcel Hunting · Accepted Answer

Hi @Paulafernalia. That is the correct option, and yes, it can also be used to warm start an LP.

Note that you can check whether CPLEX accepts the MIP start by printing the CPLEX status file (in the log folder) by setting the following options:

Solvers General option 'Solver listing messages' to 'All'
CPLEX option 'MIP display' to 'Display each nth node'

CPLEX will print for example:

1 of 1 MIP starts provided solutions.
MIP start 'm1' defined initial solution with objective 21.0000.

Paulafernalia · Answer

Thank you for your quick response, Marcel. I’m still not sure how to give my heuristic solution to CPLEX. Should I just give a value to the variables in the model? Do I need to provide values for all the variables?

Thanks,

Paula

MIP Start with CPLEX

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