How to provide a MIP start (warm start) in Python

Glory Alozie

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Jul 16, 2018, 7:25:02 AM7/16/18

to Gurobi Optimization

Dear All,

I have followed a few posts on the issue of MIP start but I have been unable to find a guide on how to really do this.

Does it mean providing the actual feasible solution or the objective value corresponding to a feasible solution? If it is the former, how can one do this for problem with large number of variables (continuous and integer alike). Can I read in a feasible solution from a .txt file?

Thanks

Glory

Glory Alozie

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Jul 16, 2018, 11:43:56 AM7/16/18

to Gurobi Optimization

I have actually figured it out following the guide provided in the documentation: https://www.gurobi.com/documentation/7.5/refman/mst_format.html

Michael Winkler

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Jul 17, 2018, 10:51:03 AM7/17/18

to Gurobi Optimization

Yes, that is one way using the .mst and also the .sol file format. Another programmatic way would be described here https://www.gurobi.com/documentation/8.0/refman/start.html, https://www.gurobi.com/documentation/8.0/examples/mip_starts.html.