Hi all,

i am facing a problem with setting an initial MIP solution using CPLEX. My variables are as follows:

```
Variables
x_ijk(V,V,M)
y_ik(V,M)
w_ik(V,M)
b_ik(V,M)
rt_ik(V,M)
GOAL;
Binary Variable x_ijk, y_ik;
Positive Variable b_ik, w_ik, rt_ik;
```

In my understanding by setting mipstart 1 option only binary and integer values have to be set. To construct the solution I am loading the results from a different gdx file (result from heuristic)

```
Parameters
x_ijk_l (instances,*,*,*)
y_ik_l (instances,*,*)
```

and am setting levels of integer and binary variables as follows:

```
x_ijk.l(i,j,k) = x_ijk_l('%INSTANCE%',i,j,k);
y_ik.l(i,k)= y_ik_l('%INSTANCE%',i,k);
```

Please note %instance% = ID for given testdateset.

Checking the assignment of x_ijk.l and y_ik.l via Display statement shows the same results as given in the solution gdx file (=x_ijk_l, y_ik_l).

By setting options as follows I am activating the MIP initial solution feature of cplex.

```
Model transport /all/ ;
Option mip=cplex;
Option optca=0.000001;
Option optcr=0.000001;
Option reslim=7200;
transport.optfile=yes;
$Onecho > cplex.opt
mipstart 1
$offecho
Solve transport using mip maximizing GOAL ;
```

This configuration leads to a log entry of CPLEX (when solving) like

… provided solution m1 no feasible solution…

Concluding, the given solution is not accepted (and ignored). If i am changing the .l to .fx in the assignment a feasible (and optimal solution) is obtained. I also tried to set all variable values by using mipstart 2. Again, CPLEX is not obtaining a valid solution in the startup, but setting .fx with the same values a feasible (and optimal solution) is obtained. This confuses me.

Of course, I can provide a mini sample if required to reproduce the issue. I have skipped the mini sample creation as this would cause some efforts and maybe some general thoughts are wrong from my side. What be happy to hear your thoughts/advices. Please let me know if mini sample is needed.

Edit: Maybe this topic should go to “Solver” section. Sorry for circumstances.

Kind regards,