Decision Optimization

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Warm-start in the automated Benders

  • 1.  Warm-start in the automated Benders

    Posted Mon November 29, 2021 10:08 AM

    If possible, I'd like to learn how the warm-start is utilized when employing the Benders strategy provided by CPLEX. Suppose I give an initial feasible solution and call Benders. It is clear that CPLEX will take my solution and feed the B&B tree with it. My question is about what happens in the following iterations. 

    Does CPLEX use the same vector that I provide over and over again to warm-start at each iteration? or Does CPLEX use the last optimal solution obtained to warm-start the next iteration? 

    I am aware that CPLEX switches to branch-and-Benders after a while. That's why my question is related to the implementation details of the classical Benders (i..e, solve the master problem, generate a cut, and resolve the master problem from scratch).

    Ser Y