CPLEX MIP熱啟動似乎會使程序變慢了嗎?


6

我一直在研究組合優化問題,可以將其建模為整數線性規劃。我在Visual Studio 2017和CPLEX1271中將其實現為c ++項目。希望我的程序能夠運行得更快,所以我使用MIPStart為cplex提供了可行的解決方案。但是運行時間從49s變為140s。我所做的只是為a cplex提供可行的解決方案,根據answer的說法,它不會影響運行時間。有人可以解釋嗎?

UPDATE1 :日誌顯示cplex接受該解決方案。

UPDATE2 :我已經測試了數百個實例。事實證明,熱啟動有時會降低cplex的速度,而在其他時候則會加速cplex。

3

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.