Originally posted by: Vincent.1

Hi all,

I tried to use writeMIPStarts("mysol") and readMIPStarts("mysol") to add initial solutions to CPLEX. I have 7 MIP starts in "mysol", but CPLEX can only import the first MIP start. Here is the message I got:

--
1 of 7 MIP starts provided solutions.
MIP start 'm1' defined initial solution with objective 2106.0000.
--

In CPLEX's user's manual it says: "By default, CPLEX expends effort at level 4 for the first MIP start and at level 1 (one) for other MIP starts."

I tried to set the effort level to 4 for all MIP starts, but CPLEX still can't import the rest solutions. Does anyone have an idea? Thanks a lot!
Best,
Vincent
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

As you can see in the log file CPLEX was able to import 7 MIP starts. It just did not use all of them. What is the best objective function value of the 7 MIP starts? Is it 2106? Or is there a MIP start that would provide a better solution?
MIP starts in a MIP start file are usually ordered from best to worst. So the first start CPLEX will try is usually the best one. Since the remaining MIP starts do not improve on the best MIP start you will not see a "provided a solution" message for them.
What happens if you revert the order of the MIP starts (but the worst solution at the front)? That should then give a message for each start since every starting solution improves over the previous one.
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: Vincent.1

Thanks Daniel! Yes 2106 is my best obj function value. I tried the reverse order and it behaves like what you said. Is there a difference if I do in this reverse way? And is there an advantage of importing all my MIP starts to CPLEX? It seems CPLEX is only using the best MIP start.
Best,
Vincent
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

I don't think that the order really matters for the MIP starts. In the end, CPLEX will use the best of them as incumbent.
In any case CPLEX will store all the MIP starts you provide. It might not display a "provides solution" message for each of them but it still stores them. There are some places (for example heuristics) at which CPLEX can make use of multiple "old" solutions and this may improve performance.
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: Vincent.1

Thanks for your reply! It's good to know that CPLEX uses all the MIP starts. It's just a bit confusing that if I set the effort level to "MIPStartRepair", CPLEX will say:

Retaining values of 6 MIP starts for possible repair.

So it looks like there is something wrong with the rest MIP starts.
#CPLEXOptimizers
#DecisionOptimization