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Multiple MIP starts with the same makespan

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  • Martin Bromberger
    • Gurobi Staff

    Hi Tobias,

    Gurobi only uses the MIP start with the best objective value. If multiple MIP starts have the same objective value, all but the first one will be discarded.

    This is the case because Gurobi uses MIP starts as a pruning technique, not a guide to computing the next candidate solutions. (This is in contrast to what happens with warm starts for LPs.) The pruning is done as part of the branch-and-bound algorithm. Because the MIP start tells Gurobi that the optimal objective value is at least as small (in case of a minimization objective) as the objective O of the best MIP start, it can prune any branches where the optimal objective of the relaxed subproblem is larger than O.

    The variable values of the MIP starts are only essential to computing the start objective and confirming that it corresponds to a feasible solution that satisfies variable types. Otherwise, the values can be discarded, so Gurobi does not benefit from having multiple solution assignments for the same objective value.

    It is still possible to provide multiple MIP starts, so users don't have to check themselves to see which are feasible and lead to the best objective. Gurobi will take care of that algorithmic and computational effort. This is particularly relevant when the provided MIP starts are just guesses or partial solutions.

    I hope that helps answer your question.

    Best,

    Martin

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    Gurobi GmbH
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  • Tobias Hart
    • Gurobi-versary
    • First Comment
    • First Question

    Hey Martin,

    thanks for the fast reply. You did in fact answer my question :). Thank you very much.

    best regards,
    Tobias

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