Decision Optimization

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Mon August 10, 2020 10:44 AM

It might be better to ask this question in the forum, because that is dedicated to discussions.

Anyway, the easiest way to solve this is to keep the variables from the previous iteration(s) but fix them to the solution in the second iteration. Then you can use CPXwritemipstarts() and CPXreadcopymipstarts() to write out the solutions and read them back as starting point.

Moreover, CPLEX automatically retains solutions as MIP starts. That is, if you only modify the problem (and do not recreate it), then CPLEX will automatically try to use every feasible solution from the previous run as MIP start for the next run.