How to use multiple MIP starts with only some variables?

Hello,

I'm trying to use multiple starts as outlined here. (https://support.gurobi.com/hc/en-us/articles/360043834831-How-do-I-use-MIP-starts-)

With just one multiple start, I can do something like

x = model.addVars(N, vtype = GRB.BINARY, name = "x")
for i in range(N):
  x[i].Start = <value>

However, when I try to do this with two variables like:

model.NumStart = 2

# iterate over all MIP starts
for s in range(model.NumStart):
  
  # set StartNumber
  model.params.StartNumber = s

  for i in range(N):
    x[i].Start = <value>

I get the following error:

No start values specified in MIP start
No start values specified in MIP start

I was wondering if I have to use the syntax in the support article, namely:

model.NumStart = 2

# iterate over all MIP starts
for s in range(model.NumStart):

  # set StartNumber
  model.params.StartNumber = s

  for v in model.getVars():
    v.Start = <value>

However, I only want to specify some of my variables. I have tried something like the following, but I still get the same error.

model.NumStart = 2

# iterate over all MIP starts
for s in range(model.NumStart):

  # set StartNumber
  model.params.StartNumber = s

  for v in model.getVars():
    for i in range(N):
      if v.VarName == "x["+i+"]":
        v.Start = <value>

Any help would be much appreciated. Thanks!

Jaromił Najman

Gurobi Staff

January 27, 2023 09:22

Hi,

At a first glance, your code looks correct. Could you try calling the update method after you set the NumStart parameter? Or run the \(\texttt{for}\)-loop over \(\texttt{range(2)}\) instead of \(\texttt{range(model.NumStart)}\)?

# first try
model.NumStart = 2 
model.update()

# if this does not help try

for s in range(2):
#...

If the above does not help, could you please share the corresponding model for which you are trying to set multiple MIPStarts? If possible, please try to generate a minimal reproducible example.

Best regards,
Jaromił

Sun Ju Lee

January 27, 2023 16:08

Calling model.update() after setting NumStart helped. I also had to call model.update() after setting StartNumber in the loop.

Thank you for your help!

How to use multiple MIP starts with only some variables?

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