Save solution and warm start

Specific Domains Optimization (Mathematical)
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1

I am using JuMP and CPLEX to solve an optimization problem.
How can I save the best solution found after a certain time limit to a file?
How can I then use this file as a warm start during another attempt to solve the same problem?

2

You can write the solution to a file using the regular Julia tools. There is no specific support in JuMP.

open("solution.txt", "w") do io
    for x in all_variables(model)
        println(io, value(x))
    end
end

solutions = readlines("solution.txt")
for (line, x) in zip(solutions, all_variables(model))
    set_start_value(x, parse(Float64, line))
end

Note that this assumes the variables are in the same order.

p.s. I moved your question to the “Optimization (Mathematical)” section. It gets a little more visibility for JuMP-related questions.

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