DOcloud users can now benefit from the support of CPLEX warm start to solve their MIP problems more efficiently.
A warm start, also known as a MIP start or an advanced start, refers to some information that is provided to CPLEX about a starting point for MIP optimization. More precisely, this information defines value assignments for a set of variables (discrete and/or continuous).
Warm start can dramatically improve the CPLEX solve process. In particular, you can use it to start search from a known (possibly incomplete) solution to further improve it, or you can use it to help guide the engine towards a first solution.
To automatically enable warm start for your CPLEX MIP problem, simply drop the MIP start file along with your other model files (if using DropSolve) or add the MIP start file to your list of job attachments (if using the REST API).
DOcloud accepts two file types for defining MIP starts:
- SOL file format (extension
.sol): this is the format for solution files. A SOL file specifies values for all variables. It has the same XML format as the result file that is returned by DropSolve. Therefore, simply changing the extension of the downloaded solution file to
.solis enough to make it a MIP start file.
- MST file format (extension
.mst): an MST file is of the same format as a SOL file. However, while SOL files specify values for all variables, MST files usually have values only for a subset of variables. This file can be generated either as the solution of another model (e.g., a relaxed model) or using some custom algorithm running outside DOcloud.
Detailed documentation about these two file formats can be found on the IBM Knowledge Center pages.
You can also use GZ and BZ2 compression with MIP start files.
Thanks to warm start support, you may now:
- restart an interrupted search with the latest solution (for instance if the user-defined solve stopping time preference has been reached),
- start search from an initial solution found by a heuristic (either using another model executed on DOcloud, or by executing some external algorithm),
- start search from the solution of a previous solve for a slightly different problem instance.
If you are not familiar with CPLEX warm start, please have a look at the timtab1 sample from the MIPLIB 2010 problem library available in the DOcloud FAQ & Samples section here. It illustrates the benefits of using CPLEX MIP warm start.