Answers to: Solving a Sequence of Similar IPshttp://www.or-exchange.com/questions/14433/solving-a-sequence-of-similar-ips<p>Hello,</p>
<p>I am solving multi IPs in a sequence, each of them differing only in a few constraints and objective coefficients. Technically it's a mixed-IP, but all of the important decision variables are all Boolean, while the couple of nonBoolean ones are tied to the Boolean ones (e.g. nonBoolean is the weighted sum of some Boolean variables) and serve to encodes a few constraints. </p>
<p>What could one do to speed up the process, given that the IPs are somewhat similar? I thought about using warm starts, although c++ concert technology for cplex does not allow warm starts for Boolean variables (I could change my Booleans to be IloNums and constraining the value between 0 and 1, though).</p>enMon, 28 Nov 2016 19:30:27 -0500Answer by Paul Rubinhttp://www.or-exchange.com/questions/14433/solving-a-sequence-of-similar-ips/14440<p>One possibility would be to take the solution to problem N and try to tweak it to get a feasible solution to problem N+1, then feed that as a MIP start. This assumes that the problems are ordered in a way that makes it plausible to get a feasible solution to the next problem in "reasonable" time. Another possibility is to feed the previous optimum as a MIP start to the next problem and set the MIP start effort and number of repair tries high enough that CPLEX might be able to do the tweaking for you. There is, of course, absolutely no guarantee that either approach pays dividends.</p>Paul RubinMon, 28 Nov 2016 19:30:27 -0500http://www.or-exchange.com/questions/14433/solving-a-sequence-of-similar-ips/14440