Questions tagged [warm-start]
For questions about solving a problem faster by using an initial solution obtained from a related problem.
29 questions
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Can one warm-start spatial branch and bound?
I have a nonconvex MIQCQP that I have been using Gurobi's spatial B&B to solve. I want to test whether warm starting has any benefits in terms of solution time. I am aware that for MIPs, warm ...
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Using addHint in Google OR Tools CP sat solver is giving invalid model
I am working on solving a large scheduling model using GOOGLE OR Tools, and was trying to add warm start to it via addHint() for one of the variables, from the ...
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Warm start on IBM ILOG CPLEX Optimisation Studio
I’m working on a MILP model in IBM ILOG CPLEX Optimization Studio (version 22.1.1.0), but it struggles to find any solutions.
I have managed to find a feasible solution externally and I would like to ...
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Can you exploit a sequence of related optimisation problems in order to get a better solution?
I have a sequence of related optimisation problems which I solve over and over again in my real-time application as new parameter values come in - these range from difficult nonlinear optimisation ...
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How does warm start work in simplex algorithm?
Can you please help me understand how warm start works in simplex algorithm?
Let's imagine that the simplex algorithm has found an optimal solution (left figure, point A). Then we added one new ...
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Pyomo warmstart does not work with GLPK and CBC
I am trying to warmstart a MIP using Pyomo and a free solver like GLPK or CBC.
Following the documentation it is enough to specify warmstart=True in the following code:
...
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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 ...
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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 ...
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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 ...
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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 $f(x)=a_{i}$...
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"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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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