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gams:adding_a_constraint_to_a_model_and_doing_a_warm_start [2007/03/05 15:31] (current)
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 +====== Adding a constraint to a model and do a warm start ======
 +//I was wondering if it were possible to solve a model using gams, and
 +then to add a single constraint to the model with out rebuilding the
 +entire model.
 +There are two ways to interpret your question: Can one add a
 +constraint without regenerating the rest of the model? ​ Here the
 +answer is no; the entire model is regenerated,​ even if only one
 +parameter (say, an objective coefficient) changes, or indeed if none
 +change. ​ "​Smart"​ regeneration has been on our "​wish-list"​ for some
 +time, but we have not implemented it yet.
 +However, if you solve a model and add a constraint, the model is
 +regenerated and the solver starts from the optimum value of the
 +previous model, so from the solver standpoint, there is likely to be
 +very little work required in the second solve. ​ For an LP problem, one
 +can choose to use dual simplex on the second solve so that a feasible
 +start is guaranteed and the algorithm will take probably very few
 +pivots before reaching optimality.
IMPRESSUM / LEGAL NOTICEPRIVACY POLICY gams/adding_a_constraint_to_a_model_and_doing_a_warm_start.txt ยท Last modified: 2007/03/05 15:31 (external edit)