Another performance improvement to consider, unless you are using the barrier optimizer, is starting from an advanced basis. If you can start a simplex optimizer from an advanced basis, then there is the potential for the optimizer to perform significantly fewer iterations, particularly when your current problem is similar to a problem that you have solved previously. Even when problems are different, starting from an advanced basis may possibly help performance. For example, if your current problem is composed of several smaller problems, an optimal basis from one of the component problems may significantly speed up solution of the other components or even of the full problem.

Note that if you are solving a sequence of LP models all within one run, by entering a model, solving it, modifying the model, and solving it again, then with default settings the advanced basis will be used for the last of these steps automatically.

In cases where models are solved in separate application calls, and thus the basis will not be available in memory, you can communicate the final basis from one run to the start of the next by first saving the basis to a file before the end of the first run.

To save the basis to a file:

Then to later read an advanced basis from this file:

Make sure that the advanced start parameter, AdvInd, is set to either 1 (its default value) or 2, and not 0 (zero), before calling the optimization routine that is to make use of an advanced basis.

The two nonzero settings for AdvInd differ in this way:

If you anticipate the advanced basis to be a close match for your problem, so that relatively few iterations will be needed, or if you are unsure, then the default setting of 1 is a good choice because it avoids some overhead processing. If you anticipate that the simplex optimizer will require many iterations even with the advanced basis, or if the model is large and preprocessing typically removes much from the model, then the setting of 2 may give you a faster solution by giving you the advantages of preprocessing. However, in such cases, you might also consider not using the advanced basis, by setting this parameter to 0 instead, on the grounds that the basis may not be giving you a helpful starting point after all.