[Bonmin] starting point

[Pierre Bonami]

Stefan Vigerske wrote:
> Hi,
>
>> It depends what you mean by a starting point. The branch-and-cut in 
>> Bonmin does not use a starting point (it is an implicit enumeration 
>> algorithm) so there is no way to specify one. The only thing which 
>> can be used by Bonmin is a good cutoff value to help prune nodes in 
>> the tree.
>>
>> Now the nonlinear programming solver used by Bonmin to solve 
>> continuous relaxations is an interior point method and can use a 
>> starting point to improve convergence. You can specify such a 
>> starting point in the ampl model when you declare your variables. 
>> This starting point will be used to solve the root node relaxation.
>
> I think she would like to have Bonmin consider this point also for a 
> first incumbent solution, i.e., if you provide Bonmin with an integer 
> and NLP-feasible solution, it should make use of it. Like the mipstart 
> option in CPLEX or CbcModel::setBestSolution(), 
> http://www.coin-or.org/Doxygen/Cbc/class_cbc_model.html#9192ca20d686cc817dcac8500bf3837c 
>
I don't know precisely how CPLEX will use such a point. For Cbc, as far 
as I know, it  may be used in heuristics like RINS or Local Branching 
(it could be used in branching strategies but I don't think Cbc 
currently has any such strategy). Those are not included in Bonmin (at 
the moment).
Best,
Pierre
>
> Stefan
>