Originally posted by: jasmin12

Hello,

I am using MILP solver from CPLEX for MATLAB. I would like to provide some MIPstart to speed up the optimization. The MIPstart is obtained from the last solved problem by applying 'cplex.writeMipStart'.Then I use them as initial value for next round optimization. However, errors pop up as follows:

Error using cplexlink1280
CPLEX Error  3003: Not a mixed-integer problem.

Since I use the same format as for solution, i don't understand why this problem happens. It would be great that anyone has the same experience. You see the MST file for MIPstart in the attachment. 

Best,

The problem is not with the MIP start but with your model: Apparently your model is not a MIP, i.e., it does not have any integer or binary variables. Can you double check that? If you model contains integer or binary variables, can you export your model using cplex.exportModel() to a SAV file and attach it here?

Originally posted by: jasmin12

Hi, Daniel,

you will see the model in the attachment. 

Thanks for your help! 

Ok, your model is indeed a MIP. But how exactly did you obtain that MST file? Did you really just call cplex.writeMIPstart()? I am asking because the file is not even well-formed XML and CPLEX should not produce such a file.

Originally posted by: jasmin12

Yes, my full code is 'cplex.writeMipStart('MIP_start')'. Then I use this created MIPstart as the initial value for next round. The only thing I changed is values of some varibles. I send its complete original version in the attachment. Now I also tried 'cplex.writeOrder('VarOrder_cplex.ord') to set new priority order for next optimization round. And the same error comes up. It confuses me. If it creates the format, re-use the same format causes problem. 

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That all seems pretty odd. Can you share a minimal matlab code that reproduces the problem so that we can check here?

Originally posted by: jasmin12

You will see the matlab file in the attachment!

Your code looks fine at first glance. But it is missing the part that actually causes the trouble (using the MIP start). Can you include that as well?

Originally posted by: jasmin12

Hi, Daniel,

I added the files created by the command 'cplex.writeMipStart' and 'cplex.writeOrder'. You could just use the corresponding read command to see the error. Or you could also use the write command to create the file by yourself. 

Best,

I manage to reproduce the problem here. I don't know yet what is going wrong but can you please try this workaround: Directly after creating the Cplex instance, call cplex.getProbType() (and just discard the result).

Alternatively, don't use the Cplex(prob) constructor but use the Cplex() constructor and the various cplex.add* functions to create variables and constraints.

Originally posted by: jasmin12

Hi, Daniel,

thanks for your great help! 

I tried now using cplex.getProbType() and it works for MIPstart. However, it failed with cplex.readOrder() with the error 'CPLEX Error  1219: No names exist.' It is also strange because I have this file in the correct order with the correct name. 

I think the problem is that you don't have names for your variables. When you call writeOrder() then CPLEX will assign default names to the variables ("x" followed by the index of the variable). But these names exist only for writing the order file.

Now if you try to read the order file then CPLEX has to match the variable names in the order file against names in the model so that it can assign the priorities to the correct variables. Since your model has no names, this fails.

Can you try explicitly assigning names to your variables?

Originally posted by: jasmin12

Hi, Daniel, 

I will try use the command 'cplex.addCol' to add the variables.

Thanks for helpful advices. 

Best,