3 ms·

Branch and bound is all about changing the bounds on a given fractional variable and resolving. It wasn't clear whether you could re-start from the previous so

Branch and bound is all about changing the bounds on a given fractional variable and resolving. It wasn't clear whether you could re-start from the previous solution with the new bound and quickly reoptimize.

pkhuong 2y ago
First order methods like PDLP tend to warm start much better than interior point. I'm confident Applegate (of Concorde fame, and who worked on huge MIPs at Google when I was there) is thinking about integration in MIP solvers.
- cschmidt 2y ago
  Cool, that’s just what I was wondering.