Originally posted by: cjlmartins

Hi,

I am trying to use MIPStart with both integer and real (double) variables but apparently this is not possible...?

When I create MIPStart vectors I don't specify what type of variables they will have:

        IloNumVarArray startVar(env);
        IloNumArray startVal(env);

First I add the integer variables then the real variables. The MIPStart is used by cplex because I get the message:

"1 of 1 MIP starts provided solutions.
MIP start 'm1' defined initial solution with objective 11245.3636."

but when I write the MIPStart only the integer variables are there, so it seems that the real variables were not used.

Is is possbile to use both integer and real variables in the same MIPStart?

Thanks?

Please take a look at parameter CPX_PARAM_WRITELEVEL. This controls which variables are written to the MST file. By default CPLEX will only write values for integer variables to MST files.

Originally posted by: cjlmartins

Right! I missed that...

Thanks!