MIP Starts

Utilities of MIP Starts

Set and Load MIP Starts

For MIP problems, COPT provides methods to specify initial solution value(s) for a single variable or set of variables and load it/them into model. The parameters that can be specified are:

• vars :variables

• startvals :variables’ solution values

The functions in different APIs are shown in Table 22:

Table 22 Functions for setting MIP starts

API	Function
C	COPT_AddMipStart
C++	Model::SetMipStart()
C#	Model.SetMipStart()
Java	Model.setMipStart()
Python	Model.setMipStart(vars, startvals)

Note

• Regarding the operations of MIP starts, their function names, calling methods, and parameter names are slightly different in different programming interfaces, but the implementation of functions and meanings of parameter are the same.

• For more details on setting initial solutions in C, please refer to funtion COPT_AddMipStart in chapter C API Function: MIP start utilities.

• You may want to call this method several times to input the MIP start. Please call loadMipStart() once when the input is done.

Read and Write MIP Starts

COPT provides functions for file read/write. It can read variable values from a MIP start file (".mst") as the initial solution values of variables, and write the solving results or existing initial solution to a MIP start file (".mst"). The functions for reading and writing MIP start file in different APIs are shown in Table 23:

Table 23 Functions for reading and writing MIP starts

API	read MIP starts	write MIP starts
C	COPT_ReadMst	COPT_WriteMst
C++	Model::ReadMst	Model::WriteMst
C#	Model.ReadMst()	Model.WriteMst()
Java	Model.readMst()	Model.writeMst()
Python	Model.readMst()	Model.writeMst()

Related Parameters

COPT provides the following parameters that control how MIP starts (initial solutions) are handled inside.

• MipStartMode

  Integer parameter.

  Mode of MIP starts, i.e. how MIP starts are handled.

  Default -1

  Possible values:

  -1: Automatic.

  0: Do not use any MIP starts.

  1: Only load full and feasible MIP starts.

  2: Only load feasible ones (complete partial solutions by solving subMIPs).

Note: If the provided initial solution is incomplete (partial), MipStartMode=2 needs to be set, otherwise the initial solution will be rejected.

• MipStartNodeLimit

  Integer parameter.

  Limit of nodes for MIP start sub-MIPs.

  Default: -1

  Minimal: -1

  Maximal: INT_MAX

Log of MIP starts

MIP starts are accepted

1.A (better) initial solution was provided

Initial MIP solution # 1 with objective value 9.73987 was accepted

2.A partial initial solution was provided, and set MipStartMode=2. (complete it by solving a subMIP)

Loading 1 initial MIP solution
Extending partial MIP solution # 1
Extending partial MIP solution # 1 succeed (0.2s)
Initial MIP solution # 1 with objective value 9.66566 was accepted

MIP starts are rejected

1.The provided initial solution was infeasible

Initial MIP solution # 1 was rejected: Primal Inf 1.00e+00  Int Inf 1.78e-15

2.The provided initial solution was not better than the current best one

Initial MIP solution # 2 with objective value 10.3312 was rejected (not better)

3.The provided initial solution was incomplete (partial), and not set MipStartMode=2

Loading 1 initial MIP solution
Initial MIP solution # 1 was rejected: partial

4.The provided initial solution was incomplete (partial), and COPT failed to find a feasible solution by solving subMIP

Loading 1 initial MIP solution
Extending partial MIP solution # 1
Extending partial MIP solution # 1 failed (infeasible)
Initial MIP solution # 1 was rejected: partial