Final solution of a nonlinear non-convex problem solved with Knitro (via Xpress) looks worse than the initial solution

Hi Caterina,

there exists the function XSLPsetcurrentiv (https://www.fico.com/fico-xpress-optimization/docs/latest/solver/nonlinear/HTML/XSLPsetcurrentiv.html) to store the current solution as an initial point for the next solve. Of course that would assume that you solve twice from the same problem, so if you want to solve from two separate Mosel models, you would have to store the solution after the first call and then forward this to the second to then insert as an initial point.

For testing purposes, you can also try to set the LOG (https://www.fico.com/fico-xpress-optimization/docs/latest/solver/nonlinear/HTML/XSLP_LOG.html) control to 5, which will give you an additional output of the initial values that Xpress actually transferred to Knitro. Knitro itself will generally also print some information about what it did with the initial solution, like for example

Knitro shifted start point further inside presolved bounds (2 variables).

In addition to that, I would suggest to check the first line in the Knitro log (when going through Mosel, you might need to activate this explicitly via XNLP_VERBOSE (https://www.fico.com/fico-xpress-optimization/docs/latest/mosel/mosel_lang/dhtml/XNLP_VERBOSE.html)). If the previous solution was accepted, then this first line, in particular the objective value, should match the previous solution, if it doesn't, then the solution was not accepted for some reason (or completed in an unexpected way in case of a partial solution).

Whether a partial solution is sufficient really depends on how obvious the remaining ones are. If presolve can remove the remaining variables, then initial values for them might not be needed, but if it doesn't, then the solver may not always be able to figure out the correct values for the remaining variables, so if you do have a full solution, then it would generally be advisable to set up all initial values rather than only a subset in the hope that the solver can fill in the rest.

Best,

Tristan