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Marc,<br>
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<p class="MsoNormal">A few questions:<o:p></o:p></p>
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</span></span><!--[endif]-->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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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>
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</span></span><!--[endif]-->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.<o:p></o:p></p>
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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<br>
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