Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.

 View Only
Back to discussions
Expand all | Collapse all

Initial solution (mip start) and cut callback

  • 1.  Initial solution (mip start) and cut callback

    Posted Mon May 25, 2009 03:20 AM

    Originally posted by: SystemAdmin


    [hernan said:]

    Hi,

    I've written an heuristic algorithm to get an initial solution for a mip. I set CPX_PARAM_ADVIND to 2 and use CPXcopymipstart to set the initial solution. I can see when I use the initial heuristic mipopt works better (much less iterations to get an optimal solution than when I set CPX_PARAM_ADVIND to 0). Also I've a cut callback function, and I don't know why the first time callback is called, I get the following node info: CPX_CALLBACK_INFO_NODE_COUNT 0 (0 nodes processed), CPX_CALLBACK_INFO_MIP_ITERATIONS 0 and CPX_CALLBACK_INFO_BEST_INTEGER 1e+75 (? ) and not the objective value of the initial solution. Is it correct?? Does really cplex use the initial solution? thanks!

    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Initial solution (mip start) and cut callback

    Posted Thu June 18, 2009 03:31 AM

    Originally posted by: SystemAdmin


    [rocarvaj said:]

    Hi, Hernan.

    I think this has to do with the fact that when you give CPLEX a starting solution it first calls your cut callback to check feasiblity, before starting to actually solve the MIP. I think this is why you see that weird info at the beginning.
    What I do is have a flag variable to know when CPLEX is calling the cut callback to solve the MIP and not just to test the starting sol.

    Hope this helps!
    #CPLEXOptimizers
    #DecisionOptimization


Related Content