Initial feasible solution for Linear Optimization

Ongoing

Huanwen Shen

• November 29, 2023 21:02

I want to use Gurobi in Julia Jump to solve a linear optimization and using primal simplex method, and I have a good guess of optimal solution denoted as X_init, so I set a starting value for the model. However the solver still takes a long time to solve the problem and seems does not use any initial value information. Did I make any mistakes here? Thank you.

Here is my sample code:

m =Model(Gurobi.Optimizer);
@variable(m, X[1:N,1:N] >= 0, Symmetric);
set_start_value.(X, X_init);
set_attribute(m, "LPWarmStart", 1);
set_attribute(m, "Method", 1);
@constraint(m, ...)
@objective(m, ...)
optimize!(m)

Related to

• Julia

0

• 

  Michel Soares

  • December 01, 2023 14:24

  

  

  Hi,

  Could you write Gurobi's logs? There might be more information there regarding the use of warm start, information about your model and how it is solving your LP.

  0

Please sign in to leave a comment.