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 ?


asked 31 Oct '14, 04:06

Meghna's gravatar image

accept rate: 0%

edited 03 Nov '14, 18:25

Matthew%20Saltzman's gravatar image

Matthew Salt... ♦


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.


answered 31 Oct '14, 05:16

Ehsan's gravatar image

Ehsan ♦
accept rate: 16%

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Asked: 31 Oct '14, 04:06

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Last updated: 03 Nov '14, 18:25

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