MIP starts

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MIP starts

Example: facility, sensitivity

A MIP modeler often knows how to compute a feasible solution to their problem. In cases where the MIP solver is slow in finding an initial feasible solution, it can be helpful for the modeler to provide a feasible solution along with the model itself. This is done through the Start attribute on the variables. This is illustrated in the facility example.

The facility example solves a simple facility location problem. The model contains a set of warehouses, and a set of plants that produce the products required in the warehouses. Each plant has a maximum production capacity and a fixed operating cost. Additionally, there is a cost associated with shipping products from a plant to a warehouse. The goal is to decide which plants should satisfy the demand for the product, given the associated capacities and costs.

The example uses a simple heuristic for choosing an initial solution: it closes the plant with the highest fixed cost. The associated solution may not be optimal, but it could produce a reasonable starting solution for the MIP optimization. The MIP start is passed to the MIP solver by setting the Start attribute before the optimization begins. In C, we set the start attribute to open all plants using the following code:

  /* First, open all plants */
for (p = 0; p < nPlants; ++p)
{
error = GRBsetdblattrelement(model, "Start", opencol(p), 1.0);
if (error) goto QUIT;
}

In C++:
    // First, open all plants
for (p = 0; p < nPlants; ++p)
{
open[p].set(GRB_DoubleAttr_Start, 1.0);
}

In Java:
      // First, open all plants
for (int p = 0; p < nPlants; ++p) {
open[p].set(GRB.DoubleAttr.Start, 1.0);
}

In C#:
      // First, open all plants
for (int p = 0; p < nPlants; ++p) {
open[p].Start = 1.0;
}

In Python:
# First open all plants
for p in plants:
open[p].start = 1.0


When you run the example, the MIP solver reports that the start produced a feasible initial solution:

User MIP start produced solution with objective 210500 (0.01s)