Hi,
I am trying to warm-start a model with bilinear constraints and continuous variables to the locally optimal solution found with IPOPT and then solve the model with Gurobi (option nonconvex=2).
The GAMS guidelines indicate to use
- the option mipstart=1 (https://www.gams.com/latest/docs/S_GUROBI.html#GUROBImipstart)
- the attribute .l for the variables (https://www.gams.com/mccarlGuide/starting_points_--_initial_values.htm)
Therefore, in my code I considered:
variable.l(index) = variable_IPOPT(index) ;
$onecho > gurobi.opt
nonconvex=2
presolve=0
mipstart=1
$offecho
model.optfile = 1;
solve model using qcp minimizing z;
From the .log file it seems that Gurobi does not consider the given initial solution.
I also tried to set the entire solution of IPOPT as the initial point with the option multimipstart (https://www.gams.com/latest/docs/S_GUROBI.html#GUROBImultimipstart):
I created the .gdx file for the solution of IPOPT with
Option savePoint = 1 ;
and then considered
execute_unload "solution_IPOPT.gdx", variable.l;
$onecho > gurobi.opt
nonconvex=2
presolve=0
mipstart=1
multimipstart=solution_IPOPT.gdx
$offecho
model.optfile = 1;
but without any success.
Could you help me, please?
Thank you in advance,
Martina