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MIP Start with CPLEX

  • 13 November 2020
  • 3 replies
  • 136 views
P

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.

Thanks

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Best answer by Marcel Hunting 13 November 2020, 17:17

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.

 

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3 replies

Marcel Hunting
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Userlevel 4

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.

 

Marcel - AIMMS Optimization Specialist
P

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

Marcel Hunting
Rank
Userlevel 4

You should assign values to the variables before the solve statement. You do not necessarily have to assign values to all variables; CPLEX can often construct a solution from a partial MIP start.

Marcel - AIMMS Optimization Specialist

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