[Clp] command line warm start

[John Forrest]

Marc,
>
> A few questions:
>
> (1)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?
>

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
>
> (2)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.
>
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.

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.


John Forrest
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/clp/attachments/20140623/41d6b70f/attachment.html>