Warm start LP with barrier
Answered
I am working with very large models that I solve iteratively changing some coefficients or RHS values between the iterations. Due to memory consumption I always need to construct and deconstrcut the models. Due to the size of the models I use the barrier algorithm disabling crossover. As far as I understand the parameter LPWarmStart it is possible to provide PStart and DStart to the models and warm start the lp. However, I am not sure if I understand the following procedure correctly. Does solving the model with LPWarmStart=2 and Method=2 run the barrier algorithm again or does it only run the crossover. I think the latter in my case might be slower than just solving the models from scratch again. Any clarifications or suggestions are highly appreciated.
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Gurobi Staff
Hi Christian,
The barrier algorithm can't be warm started, but crossover can be (since it is simplex based).
It sounds quite possible it would just be faster to solve via barrier (without crossover) from scratch.
- Riley
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