Originally posted by: VivekPeriaraj

Hello Group,

I have to solve a MIP repeatedly. In each iteration, only the objective function coefficients change. The rest of the formulation remains the same. Since my model is quite large but easy to solve, much of the time is spent in the MIP presolve. It seems to me, it's doing the same MIP presolve reductions in each iteration, as the output in the log files indicate the same. Is there a way to store the the presolved model from the first iteration and keep using the same one in subsequent iterations? I hope this would save me some time.

Regards,
Vivek.

Originally posted by: T_O

The documentation says:

Setting the primal and dual reduction type (CPX_PARAM_REDUCE) parameter has one additional effect on the optimization. Normally, the presolved model and the presolved solution are freed at the end of an optimization call. However, when CPX_PARAM_REDUCE is set to a value other than its default, CPLEX assumes that the problem will subsequently be modified and reoptimized. It therefore retains the presolved model and any presolved solution information (internally to the LP problem object). If the user has set CPX_PARAM_REDUCE and is finished with problem modification, the user can call CPXfreepresolve to free the presolved model and reclaim the associated memory. The presolved model is automatically freed when the user calls CPXfreeprob on the original problem.

So, maybe it helps to set CPX_PARAM_REDUCE to CPX_PREREDUCE_PRIMALONLY.

Best regards,
Thomas