Originally posted by: CPXfanatic

Hi,

My question is the following:

Before I call the MIP solver, I know an initial solution of the problem. So, I tell to CPLEX the objective value of my initial solution in order to use it as a cutoff tolerance.

But, I have seen that CPLEX sometimes improves the current incumbent by local search, and I want to inject the initial solution at the begining of the optimization instead of giving just the cutoff value.

I also noticed that the heuristic callback allow me to inject that solution, but using callbacks in CPLEX disables some features. By the other way, it is meaningless to enable the heuristic callback in order to use it once.

Is there a way to inject such solution to the solver, without having to enable the heuristic callback?

Thanks!
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Originally posted by: SystemAdmin

Consider the setVectors method.

/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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Originally posted by: CPXfanatic

Yes, this is what I was looking for!
Thanks, Paul.
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Originally posted by: SystemAdmin

If your CPLEX version is sufficiently recent then the addMIPStart() is even better than setVectors() (for MIPs).
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