Decision Optimization

Decision Optimization

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


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  • 1.  Warm start - does it make a difference?

    Posted 06/06/09 03:27 AM

    Originally posted by: SystemAdmin


    [chicoscience said:]

    Does providing cplex with an  initial integer solution helps in solving a problem faster? I once came across some text on the internet that claimed that it does not make any difference, but i can't find this anywhere now. Anybody here knows about this?
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Warm start - does it make a difference?

    Posted 06/06/09 07:59 PM

    Originally posted by: SystemAdmin


    [prubin said:]

    "Some days you get the bear, and some days the bear gets you."

    If the initial solution (I assume it is feasible) is a good one in terms of the objective, it may help by allowing earlier pruning of nodes than would otherwise be possible.  Also, depending on settings, CPLEX may apply improvement heuristics to it, and may quickly get an even better solution.  On the other hand, if CPLEX without a warm start finds an even better solution early, then the warm start probably does not help.

    /Paul

    #CPLEXOptimizers
    #DecisionOptimization


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