Decision Optimization

Decision Optimization

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


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  • 1.  Initial starting point to cplex

    Posted 06/11/12 11:50 AM

    Originally posted by: tsenne


    Hello,

    Is it possible the user gives an initial point to the cplex solver? If it is true, how could I do this?

    Thanks by the attention.

    Thadeu
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Initial starting point to cplex

    Posted 06/11/12 07:46 PM

    Originally posted by: SystemAdmin


    > tsenne wrote:
    >
    > Is it possible the user gives an initial point to the cplex solver?

    Yes (at least for LPs and MILPs -- I'm not sure about QPs and MIQPs).

    > If it is true, how could I do this?

    That depends on the type of problem (LP, MILP, QP, ...) and how you plan to solve it (interactive optimizer or one of the APIs).

    With the interactive optimizer, you can create a basis file (BAS format) for an LP or a MIP start file (MST format) for a MIP, then read that file in after reading the problem and before solving it.

    With the Java API, IloCplex.addMIPStart can be used to add an initial solution for a MILP (or IloCplex.readMIPStarts can read an MST file); IloCplex.setVectors can be used to specify a starting solution for an LP (or IloCplex.readBasis can read a BAS file). Other APIs should have similarly named methods.

    File formats and methods are documented in the manual.

    Paul

    Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
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