Forum Discussion
FICO
6 years agoCommunity Manager
I would like to do a warm start of the newton barrier method. Would it be possible to provide an example (Python is preferred) on how to use the BARSTART control parameter? (see details, please)
This parameter should be set to "-1" when one wants to "use the available solution for warm-start". Two questions: (1) the solution must be feasible? (2) How this solution is passed to the solver? T...
FICO
4 years agoCommunity Manager
Hi Paula,
It depends on how you are warm-starting.
One case would be where you solve the problem, modify it and then reoptimize the problem. In this case, the first solve would automatically set KEEPBASIS=1 such that the optimal basis from the first solve is used for warm-starting the second solve.
On the other hand, if you re-load the problem between two solves then any existing basis will clearly be removed and KEEPBASIS will be reset to 0. In this case you would need to load the warm-start basis after loading the problem, which will automatically set KEEPBASIS=1.
Note that if you are using Mosel then any modification to the model will automatically cause the problem to be re-loaded into the solver and any basis will be lost. In Mosel you will have to explicitly store and reload the basis between reoptimizations (using savebasis/loadbasis). In Python the problem is modified directly in the solver, so this should not trigger a re-load.
The final possibility is of course that your modifications to the problem is so signficant that the basis is not suitable for warm-starting, but you should be able to observe this from the solver's output log.
Regards,
Michael
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