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Snochacz
Snochacz

Reputation: 725

CPLEX python API warmstart

I'm trying to implement a warmstart in CPLEX python API.

I know I have to use the following function:

set_start(self, col_status, row_status, col_primal, row_primal, col_dual, row_dual)

Let's assume that I have five variables ["x1", "x2", "x3", "x4", "x5"] and I want to assigned them the following values [0, 1, 0, 0, 1] for the warmstart.

I would like to do something like:

set_start(col_status=[],
          row_status=[],
          col_primal=["x1", "x2", "x3", "x4", "x5"],
          row_primal=[0, 1, 0, 0, 1],
          col_dual=[],
          row_dual=[])

but in the documentation it's written that:

Each entry of col_primal and row_primal must be a float specifying the starting primal values for the columns and rows, respectively.

and I don't understand why.

How can I do it in practice?

Upvotes: 1

Views: 509

Answers (1)

rkersh
rkersh

Reputation: 4465

In the documentation for set_start it also says:

The arguments col_status, col_primal, and col_dual are lists that either have length equal to the number of variables or are empty. If col_status is empty, then row_status must also be empty. If col_primal is empty, then row_primal must also be empty.

For example, we can call set_status, like so:

>>> import cplex
>>> c = cplex.Cplex()
>>> indices = c.variables.add(names=["x" + str(i) for i in range(5)])
>>> c.start.set_start(col_status=[],
...                   row_status=[],
...                   col_primal=[0., 1., 0., 0., 1],
...                   row_primal=[],
...                   col_dual=[],
...                   row_dual=[])

With the example, note that the variable indices that correspond with ["x1", "x2", "x3", "x4", "x5"] are [0, 1, 2, 3, 4], and that there are a total of 5 variables in the model. The values passed to col_primal must also correspond with that list of indices (e.g., for variable with index 0, the value is 0.0, for variable with index 1, the value is 1.0, etc.).

Upvotes: 3

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