[Soplex] performance, warm start, and early termination

[Ambros Gleixner]

Hi Zohar,

1. SoPlex may take longer than the commercial solvers; it may even be 
that they use interior point or concurrent instead of pure simplex.  But 
unsimplify should not take that long, this must be a performance bug. 
You can file a bug report on github.com/scipopt/soplex with log and 
precise info how to reproduce it.

2. You can provide a so called basis file on the command line, but not a 
primal solution.

3. No, you will not be able to achieve what you describe in the 
stackexchange issue with soplex, since intermediate solutions are not 
guaranteed to be feasible.  SoPlex applies what is called a composite 
simplex, switching between primal and dual, plus adds intermediate 
perturbations for numerical stability.

Hope that helps,
Ambros


Am 12.08.22 um 16:40 schrieb Zohar Levi:
> 
> 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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