Initial feasible solution for Linear Optimization

進行中

Huanwen Shen

2023年11月29日 21:02

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I want to use Gurobi in Julia Jump to solve a linear optimization and using primal simplex method, and I have a good guess of optimal solution denoted as X_init, so I set a starting value for the model. However the solver still takes a long time to solve the problem and seems does not use any initial value information. Did I make any mistakes here? Thank you.

Here is my sample code:

m =Model(Gurobi.Optimizer);
@variable(m, X[1:N,1:N] >= 0, Symmetric);
set_start_value.(X, X_init);
set_attribute(m, "LPWarmStart", 1);
set_attribute(m, "Method", 1);
@constraint(m, ...)
@objective(m, ...)
optimize!(m)

関連

• Julia

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  Michel Soares

  2023年12月01日 14:24

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  Hi,

  Could you write Gurobi's logs? There might be more information there regarding the use of warm start, information about your model and how it is solving your LP.

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