[Soplex] performance, warm start, and early termination
Zohar Levi
zoharl3 at yahoo.com
Fri Aug 12 16:40:10 CEST 2022
This is my objective:
https://math.stackexchange.com/questions/4510587/find-a-feasible-but-not-optimal-solution-to-a-large-lp
1. I tried soplex on a small problem:
https://drive.google.com/file/d/1RhCqdziUNbrXJ1UyArQtIZevbXV2Shg-/view
soplex mymodel.mps
It found an optimal solution after 2min, and it spent another 8min to
unsimplify it.
Mosek and gurobi needed 2sec.
What am I doing wrong?
2. How do I specify a warm-start (an initial feasible guess)? In the
main page, there's a mention of hot-start, but I couldn't find it in the
parameters on anywhere else. Something lost in translation?
3. If I start from a feasible solution and stop the solver after X
iterations, will I get a better feasible solution?
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