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:
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
Starting point for Barrier algorithm in CPLEX Topic is solved
Re: Starting point for Barrier algorithm in CPLEX
The barrier algorithm is notoriously difficult to restart. See https://scicomp.stackexchange.com/quest ... warm-start.
-Michael
-Michael