CPLEX LP Warmstart
Posted: Tue Feb 14, 2017 9:59 pm
Hi all,
I'm solving a huge LP using CPLEX. I know that the final solution will be quiet similar to a solution, that I can obtain very easily, if I ignore a couple of equations. So I thought I could speed up things, if I solve the problem without the named equations and then pass the solution as a starting point to the actual problem.
To test working with an initial solution I solved the whole LP on a small scale, saved the solution and set all variables to the optimal solution before starting it again, but the number of necessary iterations won't decrease. I tried different algorithms for solving without any change. From my understanding at least the Simplex algorithm should benefit from an optimal initial solution. I've looked closely at the CPLEX options the GAMS documentation provides without any success.
I'm thankful for every support you can provide.
Regards,
Leo
I'm solving a huge LP using CPLEX. I know that the final solution will be quiet similar to a solution, that I can obtain very easily, if I ignore a couple of equations. So I thought I could speed up things, if I solve the problem without the named equations and then pass the solution as a starting point to the actual problem.
To test working with an initial solution I solved the whole LP on a small scale, saved the solution and set all variables to the optimal solution before starting it again, but the number of necessary iterations won't decrease. I tried different algorithms for solving without any change. From my understanding at least the Simplex algorithm should benefit from an optimal initial solution. I've looked closely at the CPLEX options the GAMS documentation provides without any success.
I'm thankful for every support you can provide.
Regards,
Leo