You can provide a known solution (for example, from a MIP problem previously solved or from your knowledge of the problem) to serve as the first integer solution. In such a start, you must specify values for all integer variables, for all semi-continuous variables, and for all members of special ordered sets. Optionally, you may also specify values for continuous variables. ILOG CPLEX evaluates that start solution for integrality and feasibility. If it is integer-feasible, it will become an integer solution of the current problem.

Occasionally, a set of MIP start values will be integer feasible for the original problem, but not feasible for the preprocessed problem because of complicated transformations carried out by the presolver or aggregator. ILOG CPLEX issues a warning whenever the MIP start values do not provide an integer solution, and optimization continues.

You control whether ILOG CPLEX uses a MIP start solution through the mipstart parameter.

• In the Interactive Optimizer, use the command set mip strategy mipstart 1.

• For the Concert Technology Library, use the method IloCplex::setParam(MIPStart, IloTrue).

• For the Callable Library, use the routine CPXsetintparam(env, CPX_PARAM_MIPSTART, CPX_ON).

ILOG CPLEX reads and writes MIP start information in MST files (that is, MIP start-file format, as described briefly inUnderstanding File Formats or documented in the ILOG CPLEX Reference Manual).

CPLEX saves starting values for all integer variables, all semi-continuous variables, and all members of special ordered sets at the end of MIP optimization when there is a feasible solution. These values can then be used in subsequent optimizations.

• In the Interactive Optimizer, use the write command to generate an MST file.

• In the Concert Technology Library, use the method IloCplex::exportModel().

• In the Callable Library, use the routine CPXmstwrite().