Decision Optimization

Decision Optimization

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


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  • 1.  Setting a start point for a MIP

    Posted 08/05/14 12:19 PM

    Originally posted by: dominic2014


    I wish to solve a quadratic programming problem with binary variables.

    If I use the MIP solver then it runs forever without ever showing a gap. I suspect that this is because it is unable to find a feasible solution.

    I know a feasible solution soln={+1,+1,...,+1} that is not optimal.

    Can I start it there and will this help it to find a better solution.

    I have tried to find the Python syntax for passing this solution to the MIP Start interface but have failed. 

    Can anyone tell me what I need to do. I wish to pass the vector soln to the optimiser.


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  • 2.  Re: Setting a start point for a MIP

    Posted 08/06/14 12:47 AM

    Isn't the reference documentation of Cplex.MIP_starts.add() good enough? It even has a small example. This (untested) code should add a MIP start with a 1 for each variable:

    c.MIP_starts.add([range(c.variables.get_num()), [1] * c.variables.get_num()], cplex.MIP_starts.effort_level.auto)

     


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