Hi I have to solve multiple 0-1 linear programs all of them differ in only 2 or 3 constraints. I am using cplex. Is it possible that I can pass some information from one instance to another so that entire search is not carried out again ?

Thanks

asked 31 Oct '14, 04:06

Meghna's gravatar image

Meghna
114
accept rate: 0%

edited 03 Nov '14, 18:25

Matthew%20Saltzman's gravatar image

Matthew Salt... ♦
4.7k310

3

Are you sure no information is reused by the solver automatically to improve the second run ? You might be surprised.. Please post log from two following runs. Otherwise you can fetch the solution(s) and input it into the solution pool. I would assume, that if the solution is feasible the it will be used in presolve, search and to bound, if infeasible solver can run heuristics on it trying to make it feasible.

(31 Oct '14, 04:16) Bo Jensen ♦

If you are changing a single model (i.e., adding/removing constraints to/from the same model), you could use the advanced start switch parameter (AdvInd in Concert Technology or CPX_PARAM_ADVIND in Callable Library). This parameter allows you to exploit the information supplied by a previous solve (including optimal/feasible solutions and the MIP search tree) or MIP Starts (supplied by yourself). As @Bo has already suggested, this parameter is turned on by default, so you must have the possible gain already. For more information, see here.

link

answered 31 Oct '14, 05:16

Ehsan's gravatar image

Ehsan ♦
4.8k31122
accept rate: 16%

Your answer
toggle preview

Follow this question

By Email:

Once you sign in you will be able to subscribe for any updates here

By RSS:

Answers

Answers and Comments

Markdown Basics

  • *italic* or _italic_
  • **bold** or __bold__
  • link:[text](http://url.com/ "Title")
  • image?![alt text](/path/img.jpg "Title")
  • numbered list: 1. Foo 2. Bar
  • to add a line break simply add two spaces to where you would like the new line to be.
  • basic HTML tags are also supported

Tags:

×191

Asked: 31 Oct '14, 04:06

Seen: 719 times

Last updated: 03 Nov '14, 18:25

OR-Exchange! Your site for questions, answers, and announcements about operations research.