Originally posted by: Frops

Dear all,

I would like to use MIPStart to use a solution previously found to help Cplex find an optimal of the problem or to save some computational time.

My current way of working is:

• I write a model with opl language and export it to lp model.
• I try to solve the model in Matlab, and work with matlab interfaces.
• My heuristic finds a feasible solution

I would like to write a MST or SOL file from this feasible solution that I obtain to enter it to CPLEX as a MIPstart solution.
What are the features of these files?
Are they linked to only one lp model?
Are there specific headings or format to follow?

I have exported sol files from solved models to see the structure, but I would like to know if I can just follow the examples to generate them externally.
Changing the names of the variables, and indexs.

Thanks in advanced,
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

Yes, by looking at one or two examples of *.sol files you should be able to generate them yourself.

Those files are typically linked to a particular problem instance. Of course, if you happen to have another problem instance with exactly the same variable names, then you could se the MIP start for this problem instance as well. The question then is whether it would be useful...

On the other hand, if you have, for example, an algorithm based on rolling horizon where you want to take the solution from a previous time interval and use it as a MIP start for the next time interval, this could be useful. Namely, CPLEX would then use the variable values of the overlapping time points as an incomplete MIP start and try to find values for the new time points to make the solution feasible for the new time interval.
Tobias
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: Frops

Thank you Daniel Junglas and Tobias Achterberg,

It is not like a rolling horizon but the features of one problem are really useful to a similar problem. And I would like to take advantage of that.
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

The MST format is an XML format and is documented in the stylesheet solution.xsl and schema solution.xsd in the include directory of the CPLEX distribution.
You can find a few more details in the reference documentation for MST and SOL files.
#CPLEXOptimizers
#DecisionOptimization