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CPLEX MIP warm start seems slow down the program?

Operations Research Asked by Mengfan Ma on August 19, 2021

I have been working on a combinatorial optimization problem which can be modeled as an integer linear programming. I implemented it as a c++ project in visual studio 2017 and CPLEX1271. With the hope that my program would run faster, I use MIPStart to provide cplex a feasible solution. But the running time changed from 49s to 140s. All I did is providing a feasible solution to cplex, according to the answer, it cannot hurt the running time. Can anyone explain it?

UPDATE1: The log shows that cplex accept the solution.

UPDATE2: I’ve tested on hundreds of instances. It turned out that a warm start sometimes slows down cplex and at other times it accelerates cplex.

One Answer

If the solution you provided is not very good (i.e., it's far from the global optimum), it often leads the branch-and-bound algorithm down a different path, which ends up slowing down the overall solution time.

MIP solvers are very good in figuring this stuff out by themselves, so the best use of warm-start nowadays is when we solve many similar problems sequentially.

Answered by Nikos Kazazakis on August 19, 2021

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