Originally posted by: Mr.Hai

I am trying to provide multiple MIP starts (provided by efficient heuristic which is specific to the problem) to Cplex solver in order to test if there is any improvement in running time and memory. 

However, I have following problem: Cplex only accepts one solution as MIP start and ignores the rest by considering them as not a solution. Is there anyone confronting this problem and do you know how to incorporate multiple MIP starts to cplex?

I use the following command (with Matlab API): cplex. mipstart(i).x=start_solution(i)

Thanks

CPLEX accepts multiple MIP starts. However, if a MIP start does not provide a solution that is better than the current solution then this MIP start is not considered to provide a solution. If you want to see each of your starts to provide a solution then you have to order them by improving objective function value (so that MIP starts with higher index have a better objective than MIP starts with a smaller index). I did not try that but according to the docs you not only need to set mipstart(i).x but also mipstart(i).indices.