CPLEX找到最佳的LP解决方案，但不返回基本错误

Question

I am solving a series of LP problems using the CPLEX Python API. Since many of the problems are essentially the same, save a hand full of parameters. I want to use a warm start with the solution of the previous problem for most of them, by calling the function cpx.start.set_start(col_status, row_status, col_primal, row_primal, col_dual, row_dual) where cpx = cplex.Cplex() .

This function is documented here . Two of the arguments, col_status and row_status , are obtained by calling cpx.solution.basis.get_col_basis() and cpx.solution.basis.get_row_basis() .

However, despite cpx.solution.status[cpx.solution.get_status()] returning optimal and being able to obtain both cpx.solution.get_values() and cpx.solution.get_dual_values() ...

Calling cpx.solution.basis.get_basis() returns CPLEX Error 1262: No basis exists.

Now, according to this post one can call the warm start function with empty lists for the column and row basis statuses, as follows.

lastsolution = cpx.solution.get_values()
cpx.start.set_start(col_status=[], row_status=[], 
                    col_primal=lastsolution, row_primal=[],
                    col_dual=[], row_dual=[])

However, this actually results in making a few more CPLEX iterations. Why more is unclear, but the overall goal is to have significantly less, obviously.

Version Info Python 2.7.12 CPLEX 12.6.3

Answer 1

I'm not sure why you're getting the CPXERR_NO_BASIS . See my comment.

You may have better luck if you provide the values for row_primal , col_dual , and row_dual too. For example:

cpx2.start.set_start(col_status=[],
                     row_status=[],
                     col_primal=cpx.solution.get_values(),
                     row_primal=cpx.solution.get_linear_slacks(),
                     col_dual=cpx.solution.get_reduced_costs(),
                     row_dual=cpx.solution.get_dual_values())

I was able to reproduce the behavior you describe using the afiro.mps model that comes with the CPLEX examples (number of deterministic ticks actually increased when specifying col_primal alone). However, when doing the above, it did help (number of det ticks improved and iterations went to 0).

Finally, I don't believe that there is any guarantee that using set_start will always help (it may even be a bad idea in some cases). I don't have a reference for this.