[Cbc] cbc MILP 'warm start'

Stefan Vigerske stefan at math.hu-berlin.de
Thu Jun 5 11:52:24 EDT 2008


Hi,

>  (1) Can CBC be 'warm-started' with a full and/or partial MILP solution? 
> For things like red-cost fixing, fathoming, etc. If so, how?

This one I can partially answer. :-)
John recently added another function setBestSolution(...) which you can 
give a primal solution and then it checks whether it is feasible and 
keeps it if so.

>  (2) Can CBC be given a starting upper bound (for a minimization)? i.e., 
> (1) w/o the actual solution, just the bound.

Don't know.

>  (3) Can (1) and (2) be done through the OsiCbc / any Osi interface?

Have never seen this.

>  (4) I am pretty sure Cplex can do (1) and (2), how would one do this 
> through the OsiCpx interface?

Have never seen this in OsiCpx. But yes, Cplex can do it. You would 
probably do something like OsiCpx::getModelPtr() and call Cplex directly.

Best,
Stefan

-- 
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan


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