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<div class="moz-cite-prefix">Marc,<br>
<br>
If you want to send me two consecutive tougher problems (made
anonymous if necessary), I can have a quick look to see what might
work well.<br>
<br>
John Forrest <br>
<br>
On 23/06/14 11:07, Meketon, Marc wrote:<br>
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<p class="MsoNormal"><span>John, thank you very much.</span></p>
<p class="MsoNormal"><span> </span></p>
<p class="MsoNormal"><span>For my set of problems, for the cold
start the dual is much faster (40 minutes versus hours on
the tougher problems). If I don’t use the command-line
interface, what would be your suggestions? Of course, it
could be that the primal would work well for the warm start,
but it would be nice to know the alternative, non-command
line strategy in case I really need to use the dual
algorithm for the warm start.</span></p>
<p class="MsoNormal"><span> </span></p>
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<div>
<p class="MsoNormal"><b><span>From:</span></b><span>
<a class="moz-txt-link-abbreviated" href="mailto:clp-bounces@list.coin-or.org">clp-bounces@list.coin-or.org</a>
[<a class="moz-txt-link-freetext" href="mailto:clp-bounces@list.coin-or.org">mailto:clp-bounces@list.coin-or.org</a>]
<b>On Behalf Of </b>John Forrest<br>
<b>Sent:</b> Monday, June 23, 2014 3:34 AM<br>
<b>To:</b> <a class="moz-txt-link-abbreviated" href="mailto:clp@list.coin-or.org">clp@list.coin-or.org</a><br>
<b>Subject:</b> Re: [Clp] command line warm start</span></p>
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<p class="MsoNormal"> </p>
<p class="MsoNormal">Marc,<br>
</p>
<div>
<p class="MsoNormal">A few questions:</p>
<p class="MsoListParagraph">(1)<span>
</span>Does anyone have experience performing a warm start
using the command-line version of CLP? If so, do you have
any advice that you could share?</p>
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<p class="MsoNormal"><br>
It should be fine. If you do presolve on the problem then Clp
tries to adjust the input basis, but does not get it right
every time. If presolve does very little you may wish to
switch that off<br>
<br>
</p>
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<p class="MsoListParagraph">(2)<span>
</span>Does anyone have specific advice on the
“BasisOut/BasisIn” strategy? For example, while the
non-zero patterns will be the same, I cannot mathematically
guarantee that the basis from one LP in the set will form a
valid basis in another (the input basis could imply a
negative variable, although that is unlikely). Does CLP
reject the basis in that case and start cold, or is it more
clever? Any other advice on this strategy will also be most
welcomed.</p>
<p class="MsoNormal"> </p>
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<p class="MsoNormal">If the basis is non-singular then Clp
accepts it even if some variables are infeasible. If the
basis is singular then Clp throws some variables out of basis
- it may throw out more than absolutely necessary - but not
many. The standard format of the basis on file includes
primal values for variables. If you specify the primal
algorithm and if those values determine a feasible (or nearly
feasible) solution then when Clp throws out a variable it
keeps its input value and sets it to "superbasic". It then
goes through matrix once doing fast iterations to move these
variables to a bound or into basis. This means that nearly
all the useful information is used.<br>
<br>
If the dual algorithm is much faster for your problem (with a
basis) then there are things you can do - but not with command
line interface.
<br>
<br>
<br>
John Forrest</p>
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