Decision Optimization

Decision Optimization

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


#Analytics
#DecisionOptimization
#DecisionOptimization
 View Only
  • 1.  MIP Warmstart Problem

    Posted 02/22/11 02:16 PM

    Originally posted by: TobiasV.


    Hi,
    I am doing a university project on an MIP optimiziation with IBM Ilog OPL. As the runtime is getting to an unacceptable level I want to speed up the solution process by suggesting a initial solution.

    The model itself is working and solves the problem sufficiently just too time consuming for the real use.

    I added an initial solution, defined as data in the following way: (I used the warmstart example of the user manual as orientation)
    main{
    thisOplModel.generate();
    var def = thisOplModel.modelDefinition;
    var data= new IloOplDataSource("Gesamt(mod).dat");
    var ofile = new IloOplOutputFile("solution.txt");
    // Setting initial solution
    writeln("Setting initial solution");
    var opl2 = new IloOplModel(def, cplex);
    opl2.addDataSource(data);
    opl2.generate();
    var vectors = new IloOplCplexVectors();
    vectors.attach(opl2.x,opl2.startx);
    vectors.setVectors(cplex);
    cplex.solve();
    writeln(opl2.printSolution());
    writeln(cplex.status);
    ofile.writeln(opl2.printSolution());
    opl2.end();
    data.end();
    cplex.end();
    vectors.end();
    0;
    }

    The problem that I have is that Cplex terminates with staying at the initial solution without improving it. This cannot be right as I could define a better solution with just looking at it. It seems that cplex just terminates after a fixed time or fixed number of iterations. I am struggling with this for about a week and hope that somebody can help me with that.

    If I run the model without the main block with the same ops file I get an optimized solution that is more feasible. Not sure where the mistake is. Any help would be much appreciated.

    Best regards,
    Tobias
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: MIP Warmstart Problem

    Posted 02/24/11 10:08 PM

    Originally posted by: GuangFeng


    Are you able to post a runnable example? It is difficult to tell what has happened based on the OPL Script codes.
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: MIP Warmstart Problem

    Posted 02/28/11 01:16 PM

    Originally posted by: TobiasV.


    Actually it seems to be a problem when converting between Opl Studio 6.3 and 6.1! I could solve it by copying the model in a new file in the old opl studio and it worked without any problem!

    No changes in the script code - quite confusing tbh...

    Nevertheless thanks for you support!
    #DecisionOptimization
    #OPLusingCPLEXOptimizer