MIP starts and multi-scenario

Answered

Benjamin Coltman

• January 30, 2025 09:09

I have setup an MILP multi-scenario model and for each scenario have some good, feasible starting points generated by a custom heuristic. 

I want to define MIP starts in a scenario specific sense. Looking at the reference manual I would guess it would be something along the lines of:

myVar = model.addVar(vtype=GRB.BINARY, name="myVar")
model.NumStart = 2 
model.NumScenarios = len(scenario_starts)


for i, sc_starts in enumerate(scenario_starts):
   model.Params.ScenarioNumber = i
   model.Params.StartNumber = 0
   myVar.start = sc_starts

However, I don't believe the .start values would be scenario-specific. At the moment, is it possible to define scenario-specific start values?

Thanks

Related to

• Multiple Scenarios
• MIPStart

0

• 

  Yuya Masumura

  Gurobi Staff

  • February 04, 2025 09:48

  Hi, Benjamin

  is it possible to define scenario-specific start values?

  The parameters and attributes of Start, StartNumber and NumStart are common in a single model across multiple scenarios. In this sense, you can't set the scenario-specific Start value. If you have a good feasible solutions for each scenario, you can try solving each scenario separately and compare if it is any better. If you extract each scenarios as a single model, see Extracting One Scenario. 

   

  Best regards,

  Yuya

  0

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