Decision Optimization

Decision Optimization

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


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  • 1.  Reuse existing IP solution information?

    Posted 03/11/16 11:53 AM

    Originally posted by: Perth2


    I use CPLEX with Java in a column generation context. I have a restricted master problem (RPM) that I add columns to and that I have to solve as an IP at regular intervals once columns are added.

    Is there any way I can limit the next (or reuse the previous) branch-and-bound tree (or similar) if I have an existing IP solution and have only added new columns to the model, so CPLEX won't have to start the B&B all over?

     


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  • 2.  Re: Reuse existing IP solution information?

    Posted 03/14/16 07:36 AM

    No, there is no way. Since you changed the model the B&B tree of the previous solve becomes invalid.

    The best you may do is remember the integer feasible/optimal solution from the previous solve and use it as a MIP start in the current solve.


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