[Coin-discuss] Warmstart/basis reuse

[Jonathan Eckstein]

We on the PICO/PEBBL team have also noticed performance issues with CLP
warm starts.  I am not sure what the exact status is, but I think the
matter is unresolved and we were going to dig deeper and then raise the
issue ourselves.

   -- Jonathan


Esben Mose Hansen wrote:
> Hi,
> 
> I'm trying to implement warmstart in my solver that uses 
> OsiClpSolverInterface::initialSolve() as it's solver. Only, it doesn't work 
> like I would expect.
> 
> These are the steps I use:
> 
> 1. Solve a problem using OsiClpSolverInterface::initialSolve() 
> 2. Read the basis with solver.getWarmStart()
> 3. Load the same problem with (with readMps())
> 4. Set the basis with solver.setWarmStart()
> 5. solve the problem again.
> 
> 
> In my opinion 5 should be quite fast, but it is in reality slower than the 
> original solving, by 30 seconds or so. Any clue to what I am doing in wrong? 
> I inserted some getBasis()->print() in intialSolve(), and could verify that 
> the basis on the solved ClpSimplex model was indeed the same as was set on 
> the ClpSimplex when solving 5. I even checked that the presolved ClpModel 
> (called model model2 in the code) matched.
> 
> What have I missed? Does the solver need additional information in step 5, 
> such as the column solution from step 1?
> 
> Thanks for reading :)
>