Warm-start basis for mip in root relaxation

Answered

ce jekl

• December 30, 2023 02:12

I am currently developing a set of heuristics that are similar to local branching. After incorporating all the local branching constraints into my model, my approach involves only modifying the constants of these constraints. Based on LP dual theory, it appears unnecessary to fully resolve the problem each time these constants are changed. Therefore, my question is: Is there a method to supply initial information to the Gurobi model that could bypass or expedite the slow root relaxation process?

Related to

• Heuristics
• MIPStart
• Callbacks
• Warm Start

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  Jaromił Najman

  Gurobi Staff

  • January 04, 2024 10:32

  Unfortunately, there is currently no possibility to pass warm start information into a node LP relaxation during a MIP solve process. For MIPs, you can only provide a MIPStart, see How do I use MIP starts?. From your description, I would guess that MIP start would not help.

  Best regards, 
  Jaromił

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