MIP Start with CPLEX from a file

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cladelpino
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Re: MIP Start with CPLEX from a file

Post by cladelpino » 1 week ago

Hmm, we are now in the realm of official help, your question is valid. My guess is that this option was fully implemented in the newer GAMS versions. I will expect an answer with you :)

Fred
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Re: MIP Start with CPLEX from a file

Post by Fred » 1 week ago

Peter,

The reason you have no other options than mipstart=1 available is probably that you use an outdated GAMS system. Values >= 2 for CPLEX option mipstart were introduced in version 24.7.4 (release notes: https://www.gams.com/latest/docs/RN_247 ... 474_CPLEXD). You can download the latest version from https://www.gams.com/download/.

As already mentioned by Claudio, you might want to test whether your provided initial values actually allow for a feasible solution. An easy way to test that is to fix the variables instead of just setting the levels:

Code: Select all

x.fx(t, household) =  x_Initial(t, household);
y.fx(t, household) =  y_Initial(t, household);
Even if it turns out that x_Initial and y_Initial allow a feasible solution in general, there is still no guarantee that CPLEX accepts them as a MIP starting point. As you already mentioned, you provide only the levels for *some* of the variables. Hence, this is at best a partial solution. CPLEX spends limited resources on constructing a full solution for the entire problem but if it fails to find one quickly, Cplex might reject your MIP start.

I hope this helps!

Best,
Fred

PeterBe
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Re: MIP Start with CPLEX from a file

Post by PeterBe » 1 week ago

Thanks Fred for your help, especially regarding how to test if a solution if feasible.

Now - even with the old GAMS version - I can start the problem with a feasible solution.

Is it also possible to start the model with several feasible solutions?

Fred
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Re: MIP Start with CPLEX from a file

Post by Fred » 4 days ago

Hi Peter,

Currently, there is no way to provide multiple MIP starts to CPLEX via GAMS. If you think, being able to provide multiple MIP starts would be a significant benefit for you model, could you please provide the following to support@gams.com?

- The different solution points you want to use as MIP starting values stored in gdx files (e.g. created with option savepoint: https://www.gams.com/latest/docs/UG_Gam ... OSavePoint)
- The model (and all the files needed to run it) for which you want to use the mipstarts (e.g. saved in a dump file (run with command line parameter dumpopt=11 https://www.gams.com/latest/docs/UG_Gam ... SAODumpOpt))

Best,
Fred

PeterBe
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Re: MIP Start with CPLEX from a file

Post by PeterBe » 2 days ago

Thanks Fred for your answer,

no, I do not think that multiple solutions would change the performance significantly. I justed wanted to know if that is possible or not. Anyways, thanks for your help :)

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