[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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