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darali00
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Starting point for Barrier algorithm in CPLEX

Post by darali00 »

Hi guys,

I am using Barrier algorithm in CPLEX to solve a QP model. I would like to assign a starting point for the Barrier algorithm (preferably from a gdx file rather than a previous solve in the same run).

This might help:
The most related post in the forum is viewtopic.php?f=11&t=10808&p=25229&hili ... ind#p25229 that explains that using AdvInd and setting simplex as the solving algorithm, we can actually enforce the desired starting points (from a previous solve in the same run). I attach the recreated solution model here:
Transp_quad.gms
(1.69 KiB) Downloaded 294 times
It automatically creates the following opt file:
qpmethod 1 (this line makes simplex as the solving algorithm. 4 is for Barrier)

This works fine for the simplex algorithm, but as soon as I choose Barrier algorithm, it stops doing the correct initializing.
I was wondering how I should change the code or the optfile here.

Thanks guys.
Ali
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bussieck
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Re: Starting point for Barrier algorithm in CPLEX

Post by bussieck »

The barrier algorithm is notoriously difficult to restart. See https://scicomp.stackexchange.com/quest ... warm-start.

-Michael
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