MISOCP warm start

[Zohar Levi]

Hi,

I have a SOCP problem, where some of the variables are binary and appear in linear constraints. Is it possible to use a warm start for the binary variables (initialize them) in this case?

[Renan Garcia]

You can provide a MIP start using the 'Start' variable attribute (see http://www.gurobi.com/documentation/7.0/refman/start.html#attr:Start).

On Jan 17, 2017, at 6:44 PM, Zohar Levi <zoh...@gmail.com> wrote:

Hi,

I have a SOCP problem, where some of the variables are binary and appear in linear constraints. Is it possible to use a warm start for the binary variables (initialize them) in this case?

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[Zohar Levi]

Thanks. I'm currently using yalmip to formulate a problem for Gurobi. The warm start works for MIQP but not for MISOCP. From your answer I gather it should work as well, and I need to verify it with a direct example for Gurobi that it is a problem on yalmip side.

[Renan Garcia]

That's correct. Gurobi allows you to provide a MIP start for all supported versions of quadratic MIPs (i.e., MIQP, MISOCP and MIQCP).

[Zohar Levi]

It seems that indeed you are right, and I found the problem in yalmip. Thanks again.