Originally posted by: SystemAdmin
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> 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)
#CPLEXOptimizers#DecisionOptimization