Decision Optimization

Decision Optimization

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


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Resuing information from one linear program to other

  • 1.  Resuing information from one linear program to other

    Posted 10/31/14 04:16 AM

    Originally posted by: MeghnaL


    Hi

    I have to solve multiple 0-1 linear programs all of them differ in only 2 or 3 constraints. I am using cplex. Is it possible that I can pass some information from one instance to another so that entire search is not carried out again ?

    Thanks

     


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  • 2.  Re: Resuing information from one linear program to other

    Posted 11/11/14 03:02 AM

    Changing only a single constraint can change the feasible region significantly, so in general the search has to be restarted from scratch as soon as you change a single constraint.

    What you can re-use are feasible solutions: any feasible solution found for the first problem can be added to the solve of the second problem as MIP start. If the solutions happen to be feasible for the second model as well then this may speed up the second solve.


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