[AMPL 2601] Warm start with mixed-integer problems

[stefano.coniglio]

Greetings,

to what level can a warm start be done via AMPL+CPLEX for mixed-
integer linear problems?

It looks like the satuses sent via
option send_statuses 1
are devised for linear problems only (i.e. they only describe the
basic status of the variables in the solution).

Can I obtain some warm start by setting the initial solution to some
value?

Thanks a lot,
-Stefano

--~--~---------~--~----~------------~-------~--~----~
You received this message because you are subscribed to the Google Groups "AMPL Modeling Language" group.
To post to this group, send email to ampl@...
To unsubscribe from this group, send email to ampl+unsubscribe@...
For more options, visit this group at http://groups.google.com/group/ampl?hl=en
-~----------~----~----~----~------~----~------~--~---

[Robert Fourer-2]

AMPL OPTIMIZATION LLC AT UPCOMING CONFERENCES

There will be AMPL exhibits and/or presentations at the following conferences in
the second half of 2009.  One or more AMPL developers will be on hand to answer
questions and discuss modeling language issues.


July 5-8, 2009
23rd European Conference on Operational Research (EURO)
Bonn, Germany

August 23-28, 2009
20th International Symposium of Mathematical Programming (ISMP)
Chicago, Illinois, USA

September 8-11, 2009
40th Annual Conference of the
   Italian Operational Research Society (AIRO)
Siena, Italy

October 11-14, 2009
INFORMS Annual Meeting
San Diego, California, USA




--~--~---------~--~----~------------~-------~--~----~
You received this message because you are subscribed to the Google Groups "AMPL Modeling Language" group.
To post to this group, send email to ampl@...
To unsubscribe from this group, send email to ampl+unsubscribe@...
For more options, visit this group at http://groups.google.com/group/ampl?hl=en
-~----------~----~----~----~------~----~------~--~---

[Robert Fourer-2]

Stefano,

If you assign a feasible solution to the variables before invoking CPLEX,
then CPLEX will use the objective value corresponding to that solution to
compute its initial upper bound (when minimizing), and if it is a good bound
then the search time may be reduced.  In addition CPLEX has a heuristic that
can take an initial solution (feasible or infeasible, I think, though I'm
not entirely sure) as a start in making a quick search for a better
solution, which would provide an even better bound.

In general warm starting does not work all that well for mixed-integer
programming, though.  Even if you send CPLEX a solution that is optimal, in
fact, it may need a long time to establish that there really are no better
solutions.  

Bob Fourer
4er@...

> -----Original Message-----
> From: ampl@... [mailto:ampl@...]
> On Behalf Of Stefano Coniglio [stefano.coniglio@...]
> Sent: Wednesday, June 17, 2009 6:49 AM
> To: AMPL Modeling Language
> Subject: [AMPL 2601] Warm start with mixed-integer problems
>
>
> Greetings,
>
> to what level can a warm start be done via AMPL+CPLEX for mixed-
> integer linear problems?
>
> It looks like the satuses sent via
> option send_statuses 1
> are devised for linear problems only (i.e. they only describe the
> basic status of the variables in the solution).
>
> Can I obtain some warm start by setting the initial solution to some
> value?
>
> Thanks a lot,
> -Stefano
>

--~--~---------~--~----~------------~-------~--~----~
You received this message because you are subscribed to the Google Groups "AMPL Modeling Language" group.
To post to this group, send email to ampl@...
To unsubscribe from this group, send email to ampl+unsubscribe@...
For more options, visit this group at http://groups.google.com/group/ampl?hl=en
-~----------~----~----~----~------~----~------~--~---