Starting point for Barrier algorithm in CPLEX

GAMS
1

Hi guys,

I am using Barrier algorithm in CPLEX to solve a QP model. I would like to assign a starting point for the Barrier algorithm (preferably from a gdx file rather than a previous solve in the same run).

This might help:
The most related post in the forum is https://newforum.gams.com/t/execute-loadpoint/2582/3 that explains that using AdvInd and setting simplex as the solving algorithm, we can actually enforce the desired starting points (from a previous solve in the same run). I attach the recreated solution model here:
Transp_quad.gms (1.69 KB)
It automatically creates the following opt file:
qpmethod 1 (this line makes simplex as the solving algorithm. 4 is for Barrier)

This works fine for the simplex algorithm, but as soon as I choose Barrier algorithm, it stops doing the correct initializing.
I was wondering how I should change the code or the optfile here.

Thanks guys.
Ali

2

The barrier algorithm is notoriously difficult to restart. See https://scicomp.stackexchange.com/questions/8478/why-are-interior-point-methods-difficult-to-warm-start.

-Michael