# BilevelJuMP: Best way to initialize primal and dual problem

**URL:** <https://discourse.julialang.org/t/bileveljump-best-way-to-initialize-primal-and-dual-problem/44276>\
**Category:** Optimization (Mathematical)\
**Tags:** question, package, jump\
**Created:** [August 4, 2020, 5:53pm UTC](https://discourse.julialang.org/t/bileveljump-best-way-to-initialize-primal-and-dual-problem/44276 "2020-08-04T17:53:50Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![davide-f](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/davide-f/32/33780_2.png) [@davide-f](https://discourse.julialang.org/u/davide-f)\
**Post date:** [August 4, 2020, 5:53pm UTC](https://discourse.julialang.org/t/bileveljump-best-way-to-initialize-primal-and-dual-problem/44276/1 "2020-08-04T17:53:50Z")

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Dear Community,

I have a relatively large bilevel optimization problem that I’m trying to solve with BilevelJuMP; however it is very slow in reaching a feasible solution.  
I am using the FortuntyAmat mode, aiming to fasten the computational time.  
The initialization of only the primal variables is not enough and I need to initialize the entire model, including the binary constrary constraints of the formulation.

My idea is to solve the model a first time using simplified bounds, then initialize the start values using this simplified solution to help the solver find a feasible initial solution.  
What is the best to do so?

I believe after solving the first model I can retrive the solution of the primal and dual variables, then with set\_dual\_start and set\_value\_start, I should be able to initialize the primal and dual variables, however I cannot initialize the binary constraints.  
Is that enough?  
Any other suggested approache?

Thank you very much

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**Author:** ![odow](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/odow/32/28685_2.png) [@odow](https://discourse.julialang.org/u/odow)\
**Post date:** [August 5, 2020, 2:09pm UTC](https://discourse.julialang.org/t/bileveljump-best-way-to-initialize-primal-and-dual-problem/44276/2 "2020-08-05T14:09:18Z")

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There are a number of open issues about this on BilevelJuMP: [https://github.com/joaquimg/BilevelJuMP.jl/issues/78](https://github.com/joaquimg/BilevelJuMP.jl/issues/78). I suggest you keep the conversation there. BilevelJuMP is still in development.