Provide GAMS/CPLEX with initial solution

[JapanGo]

Dear all,

I am currently working on a quite big sized MIP problem.
I read that it is possible to offer CPLEX a "warm start", i.e. an
initial solution.
How can I implement/include this solution?
I assume it is similar to an include file, just with values for my
decision variables...

Thanks a lot and have a great day!

[Destin Zed]

Hi,

Yea, I also agree that sometimes a warm-start helps in an MIP problem. It is good to tell the solver where to start digging in. I think most solvers by default initialize all variables to zero in the first iteration. Here is what I believe you should do in order that work for you.
Self-initialize your (integer) variables before the SOLVE statement (well, if you more or less know how the solution would look like). You can do something like:

yourVariableName.L('yourIndices-SingleQuoted') = YourPreferredIntegerValue;

Example: Suppose you have a binary variable b over the indices i and j (i=1,2,...10; j=10,11,..., 20). We can initialize b('2','13') as:

b.l('2','13') = 1;

I hope that helps,
Destin

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