Q:How can I use an initial vector of binary variables in a MIP problem with CPLEX (providing a good start point)? The CPLEX manual says about “mipstart 1” but doesn't say how you provide the initial binary solution but only the capability of using this option. Should I use the “.L” field before solve command (e.g. X.L(J1) = 1) or is there another way?
Setting the level
(.l) of the discrete variable and then passing
'mipstart 1' in a GAMS/Cplex option file will do the trick as you guessed correctly. If the supplied solution is not feasible, Cplex will tell you so and try to repair the solution. So even an infeasible or just partial solution can help to seed the B&C algorithm. For details please consult the GAMS/CPLEX manual.