Hello,
When using the xpress solver through JuMP and the Xpress.jl packages to solve a mixed-integer program, I seem to be unable to warm-start primal variable values using set_start_value. Is this expected?
Thanks!
Hi there! Welcome to the forum.
Take a read of the first post of Please read: make it easier to help you and provide a minimal working example demonstrating the problem.
Sure thing:
using JuMP, Cbc, Xpress
# knapsack problem from JuMP tutorials
profit = [5, 3, 2, 7, 4]
weight = [2, 8, 4, 2, 5]
capacity = 10
model = Model()
@variable(model, x[1:5], Bin)
## Objective: maximize profit
@objective(model, Max, profit' * x)
## Constraint: can carry all
@constraint(model, weight' * x <= capacity)
# Start with Xpress
set_optimizer(model, Xpress.Optimizer)
# Find the solution and initialise the optimal solution in the JuMP model
optimize!(model)
set_start_value.(all_variables(model), value.(all_variables(model)));
# Run with Xpress again - restarts from scratch and no logs to indicate warmstarted variables
optimize!(model)
# Cbc completes instantly after warmstarting
set_optimizer(model, Cbc.Optimizer)
optimize!(model)
The lack of starting values can be a bit difficult to see in the logs of a small problem like this. I’m happy to provide an mps file with more obvious log outputs if needed.
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I opened an issue. It looks like they aren’t passed to the solver: Xpress ignore LP warm starts · Issue #127 · jump-dev/Xpress.jl · GitHub
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