Warm start in callback to improve solution

Answered

Devaraja Vignesh Radha Krishnan

• February 24, 2020 04:01

Hello,

I have developed a C++ code where a relaxation of original formulation is solved and violated inequalities are separated and added via lazy cuts.

I have also developed a heuristic technique which could possibly improve the incumbent solution in a branch-and -bound node. As such, I am trying to implement something similar to warm start (start attribute) in callback. Then I can use the heuristic to suggest a solution that might be better than incumbent in callback. This could help me to improve my runtime.

Directly using "variable.set(GRB_DoubleAttr_Start, 1.0);" does not seem to work in callback function. So my question is this:

Is there a way use start attribute (or something synonymous) in callback function?

I would really appreciate any feedback. Thank you in advance.

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• 

  Silke Horn

  Gurobi Staff

  • March 03, 2020 12:54

  Have you looked at the method GRBCallback::setSolution?

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  Devaraja Vignesh Radha Krishnan

  • March 13, 2020 00:43

  

  

  

  Hi,

  Thank you so much for the helpful reply. I tried setsolution after your response. It worked for me perfectly. However, I am not able to use it multiple times as it results in error code 10011. I only needed to do it once, so it works for my purpose. I really appreciate the comment.

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