LPWarmStart
Controls whether and how to warm-start LP optimization
| Type: | int | |
|---|---|---|
| Default value: | 1 | |
| Minimum value: | 0 | |
| Maximum value: | 2 |
Controls whether and how Gurobi uses warm start information for an LP optimization. The non default setting of 2 is particularly useful for communicating advanced start information while retaining the performance benefits of presolve. A warm start can consist of any combination of basis statuses, a primal start vector, or a dual start vector. It is specified using the attributes VBasis and CBasis or PStart and DStart on the original model.
As a general rule, setting this parameter to 0 ignores any start information and solves the model from scratch. Setting it to 1 (the default) uses the provided warm start information to solve the original, unpresolved problem, regardless of whether presolve is enabled. Setting it to 2 uses the start information to solve the presolved problem, assuming that presolve is enabled. This involves mapping the solution of the original problem into an equivalent (or sometimes nearly equivalent) crushed solution of the presolved problem. If presolve is disabled, then setting 2 still prioritizes start vectors, while setting 1 prioritizes basis statuses. Taken together, the LPWarmStart parameter setting, the LP algorithm specified by Gurobi's Method parameter, and the available advanced start information determine whether Gurobi will use basis statuses only, basis statuses augmented with information from start vectors, or a basis obtained by applying the crossover method to the provided primal and dual start vectors to jump start the optimization.
When Gurobi's Method parameter requests the barrier solver, primal and dual start vectors are prioritized over basis statuses (but only if you provide both). These start vectors are fed to the crossover procedure. This is the same crossover that is used to compute a basic solution from the interior solution produced by the core barrier algorithm, but in this case crossover is started from arbitrary start vectors. If you set the LPWarmStart parameter to 1, crossover will be invoked on the original model using the provided vectors. Any provided basis information will not be used in this case. If you set LPWarmStart to 2, crossover will be invoked on the presolved model using crushed start vectors. If you set the parameter to 2 and provide a basis but no start vectors, the basis will be used to compute the corresponding primal and dual solutions on the original model. Those solutions will then be crushed and used as primal and dual start vectors for the crossover, which will then construct a basis for the presolved model. Note that for all of these settings and start combinations, no barrier algorithm iterations are performed.
The simplex algorithms provide more warm-starting options, With a
parameter value of 1, simplex will start from a provided basis, if
available. Otherwise, it uses a provided start vector to refine the crash
basis it computes. Primal simplex will use PStart and dual simplex will
use DStart in this refinement process.
With a value of 2, simplex will use the crushed start vector on the
presolved model (PStart for primal simplex, DStart for
dual) to refine the crash basis. This is true regardless of whether
the start is derived from start vectors or a starting basis from the
original model. The difference is that if you provide an advanced basis,
the basis will be used to compute the corresponding primal and dual
solutions on the original model from which the primal or dual start on
the presolved model will be derived.
Note: Only affects linear programming (LP) models
For examples of how to query or modify parameter values from our different APIs, refer to our Parameter Examples.
