[OS] Use the result of a precedent call

[Kipp Martin]

Hi Adrien:

When you use OS you do not interface "directly" with the solver, you do 
so through the OS interface.  You can certainly add constraints and 
variables through OSInstance, but there is not a way to directly tell 
Gurobi to use the old solution when you call solve again unless there is 
some option you can give Gurobi to use the old solution. You can give a 
solver options through OS.

The code available in

OS/applications/columnGen

is a column generation algorithm implemented using OS.

Cheers


>
> I actually want to develop an algorithm which will be solve several
> times the same model but adding between the call some variables and
> constraints.
>
> To speed up the computation I want to use the previous result for the
> modified problem as initial solution. I know that it is possible with
> Gurobi but I had not found a solution to realise this with COIN-OR OS.
>
> Is it possible?
>
> Thanks a lot,
>
> Adrien
>
>
>
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-- 
Kipp Martin
Professor of Operations Research
and Computing Technology
Booth School of Business
University of Chicago
5807 South Woodlawn Avenue
Chicago, IL 60637
773-702-7456
kmartin at chicagobooth.edu
http://www.chicagobooth.edu/faculty/bio.aspx?person_id=12825325568
http://projects.coin-or.org/OS

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