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Feature Request: MIP Starting solution in MATLAB API

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  • Maliheh Aramon
    • Gurobi Staff

    Hi Ashkay, 

    Is this an oversight or is there some genuine reason why the MATLAB API does not allow provision of starting values ?

    Gurobi supports start solutions in MATLAB API as a vector field of the model variable. Please check our documentation on “MATLAB API - Common Arguments” and search for “MIP start”. You will see the following:

    start (optional)

    The MIP start vector. The MIP solver will attempt to build an initial solution from this vector. When present, you must specify a start value for each variable. Note that you can set the start value for a variable to nan, which instructs the MIP solver to try to fill in a value for that variable.

    You can also check the facility.m script for an example of how to use start values in MATLAB.

    I am solving many models iteratively where only the objective changes between iterations
     

    Do you create a new model for each iteration? If you use the same model variable and only update the obj field when moving to the next iteration, Gurobi would use the information from the previous solve by default.

    Best regards,
    Maliheh

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