cplexamplglpkmathprog

Setting an initial in solution in MathProg

I am using the MathProg language and GLPK to solve MIP's. If I have a "good" heuristic integer solution, is there a way to set the initial solution in the MathProg language (and be solved by GLPK)? This is a great feature in CPLEX that can greatly speed up solving an MIP. Thanks!

Solution

  • The usual way to provide initial values to the variables (initial solution) in AMPL is to use the := operator:

    var answer integer := 42;

    Since MathProg is a subset of AMPL this might work in MathProg as well. Alternatively, if your problem is not too big you can use a student version of AMPL available here for free.