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How to warm-start a solver
======================================
Many solvers permit the possibility of giving a valid (or parcially valid in some cases) solution so the solver can start from that solution. This can lead to performance gains.
Supported solver APIs
-----------------------
The present solver APIs that work with PuLP warm-start are the following: ``CPLEX_CMD``, ``GUROBI_CMD``, ``PULP_CBC_CMD``, ``CBC_CMD``, ``CPLEX_PY``, ``GUROBI``.
Example problem
----------------
We will use as example the model in :ref:`set-partitioning-problem`. At the end is the complete modified code.
Filling a variable with a value
--------------------------------
If a model has been previously solved, each variable has already a value. To check the value of a variable we can do it via the ``value`` method of the variable.
In our example, if we solve the problem, we could just do the following afterwards:
.. code-block:: python
x[('O', 'P', 'Q', 'R')].value() # 1.0
x[('K', 'N', 'O', 'R')].value() # 0.0
If we have not yet solved the model, we can use the ``setInitialValue`` method to assign a value to the variable.
In our example, if we want to get those two same values, we would do the following:
.. code-block:: python
x[('O', 'P', 'Q', 'R')].setInitialValue(1)
x[('K', 'N', 'O', 'R')].setInitialValue(0)
Activating MIP start
---------------------
Once we have assigned values to all variables and we want to run a model while reusing those values, we just need to pass the ``warmStart=True`` argument to the solver when initiating it.
For example, using the default PuLP solver we would do:
.. code-block:: python
seating_model.solve(pulp.PULP_CBC_CMD(msg=True, warmStart=True))
I usually turn ``msg=True`` so I can see the messages from the solver confirming it loaded the solution correctly.
Fixing a variable
-------------------
Assigning values to variables also permits fixing those variables to that value. In order to do that, we use the ``fixValue`` method of the variable.
For our example, if we know some variable needs to be 1, we can do:
.. code-block:: python
_variable = x[('O', 'P', 'Q', 'R')]
_variable.setInitialValue(1)
_variable.fixValue()
This implies setting the lower bound and the upperbound to the value of the variable.
Whole Example
-------------
If you want to see the complete code of the warm start version of the example, :download:`click here <../../../examples/wedding_initial.py>` or see below.
.. literalinclude:: ../../../examples/wedding_initial.py
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