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Originally posted by: brown_rice
Hello,
When I set strategy 3 for Benders in OPL, is there a way to warm start the model with a heuristic? So say there are two variables in the master problem namely X and Y. I'd like to give partial solution for X and Y and call benders with that.
I'd like to make my question clearer. I want to obtain an initial solution with a heuristic method in order to get a good lower bound. Then, I want to call benders function. Is that possible?
Yes, you can use MIP starts to warmstart Benders like any other MIP. See the example opl/examples/opl/warmstart/warmstart.mod shipped with CPLEX for how to do warmstarts in OPL.
Hi Daniel,
I have a MILP and I'd like to warm start the entire model and call benders. So it is not like I will only warm start master problem. Do you think that it is still possible? I am currently developing the heuristic but want to make sure beforehand that what I intent to do is applicable.
Actually, what you have in mind is the only thing you can do. You cannot warmstart the master problem (if you chose automatic decomposition then you don't even know what the master problem is). The only thing you can warmstart is the full problem. CPLEX will process your warmstart and do the decomposition only afterwards.