How to warmstart an LP basis other than m.read(file.bas)? var.VBasis =

Answered

Kamal Ba

• August 13, 2023 16:20
• Edited

I use a heuristic to generate a feasible LP basis and want to use the generated basis to warmstart gurobi (I am using gurobipy) solver.
consider a heuristic h(.):P ---> I_{B}$, where P encoding the parameters of the LP, and I_{B}\in{0,1}^{number of variables} is binary vector indicating which variables are basic and non-basic.
Simply, I want to initialize the m.VBasis of a model m with I_B.
I tried the following:

m.reset()
m.display()
m.update()
m.setParam("Method",0)
m.setParam("LPWarmStart",1)
for var, bas in zip(m.getVars(), I_B):
var.VBasis = bas
m.optimize()

But I got the following error:

Warning, invalid warm-start basis discarded 
Gurobi Optimizer version 10.0.2 build v10.0.2rc0 (linux64) 
CPU model: Intel(R) Xeon(R) CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2] 
Thread count: 1 physical cores, 2 logical processors, using up to 2 threads 
Warning, invalid warm-start basis discarded 
Warning, invalid warm-start basis discarded 
Optimize a model with 1563 rows, 1600 columns and 7567 nonzeros
Coefficient statistics: 
Matrix range [1e+00, 4e+01] 
Objective range [5e+00, 1e+03] 
Bounds range [1e+00, 1e+00] 
RHS range [1e+00, 4e+01] 
Presolve removed 1 rows and 1 columns Presolve time: 0.02s 
Presolved: 1562 rows, 1599 columns, 7566 nonzeros 
Iteration Objective Primal Inf. Dual Inf. Time 0 -5.9238592e+03 2.512500e+01 7.695986e+07 0s 303 3.2892842e+03 0.000000e+00 0.000000e+00 0s 
Use crossover to convert LP symmetric solution to basic solution... 
Crossover log... 0 DPushes remaining with DInf 0.0000000e+00 0s 11 PPushes remaining with PInf 0.0000000e+00 0s 0 PPushes remaining with PInf 0.0000000e+00 0s 
Push phase complete: Pinf 0.0000000e+00, Dinf 2.7533531e-14 0s Iteration Objective Primal Inf. Dual Inf. Time 318 3.2892842e+03 0.000000e+00 0.000000e+00 0s 
Solved in 318 iterations and 0.06 seconds (0.01 work units) 
Optimal objective 3.289284196e+03

I have read the manual and searched the community posts but couldn't find a clear example. Any help is highly appreciated.

Related to

• Attribute
• Warm Start

0

• 

  Riley Clement

  Gurobi Staff

  • August 13, 2023 23:15

  Hi Kamal,

  To warmstart the LP you need to either provide

  • PStart and DStart, or
  • VBasis and CBasis
    

  It is not enough the supply VBasis values alone.

  - Riley

  0
• 

  Kamal Ba

  • August 13, 2023 23:45

  

  

  

  Thanks for the clarification Riley. I tried

  for var, bas in zip(m.getVars(), I_B):
          var.VBasis = bas
  for cont, bas in zip(m.getConstrs(), I_C):
          cont.CBasis = bas

  And it worked!

  0
• 

  Riley Clement

  Gurobi Staff

  • August 14, 2023 08:12

  Good to hear!  Thanks for update.

  0

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