I faced a problem while using addMIPStart().
At first, for testing purpose, I took a generalized assignment problem (has only one set of binary decision variables x[i][]j) and add a bound using addMIPStart(). It has worked perfectly.
But, when I was trying the same on my own problem, I got an error problem CPLEX: "IloExtractable 189 IloNumVarl has not been extracted by Iloalgorithm 000001ECF89B160".
In my problem, there are four types of variables:
x[k][p][t] = IloNumVar(env, 0.0, 1, ILOINT, name.str().c_str()); //binary
y[p][t] = IloNumVar(env, 0.0, 1, ILOINT, name.str().c_str()); //binary
z[k][p][t] = IloNumVar(env, 0.0, 1, ILOINT, name.str().c_str()); //binary
w[p][t] = IloNumVar(env, 0.0, IloInfinity, ILOINT, name.str().c_str()); //pure integer
Now, I have added the following piece of code ......................
/*************************************************/
IloNumVarArray startVar(env);
IloNumArray startVal(env);
IloNum remExtResource = 0;
IloInt cutOffTime = 0;
IloInt totExtResource = 0;
for (k = 0; k < K; k++) {
for (p = 0; p<P; p++) {
for (t = 0; t<T + 2; t++) {
startVar.add(x[k][p][t]);
startVal.add(0);
}
}
}
for (k = 0; k < K; k++) {
for (p = 0; p<P2; p++) {
for (t = 0; t<T + 1; t++) {
startVar.add(z[k][p][t]);
startVal.add(0);
}
}
}
for (p = 0; p<P2; p++) {
totExtResource = ceil(D[p] / a_e[p]);
cutOffTime = ceil(totExtResource / Q[p]);
for (t_p = 0; t_p<T + 2; t_p++) {
if (t <= cutOffTime){
startVar.add(y[p][t]);
startVal.add(0);
}
if (t > cutOffTime){
startVar.add(y[p][t]);
startVal.add(1);
}
}
totExtResource = 0;
cutOffTime = 0;
}
for (p = 0; p<P2; p++) {
remExtResource = ceil(D[p] / a_e[p]);
for (t = 0; t<T + 1; t++) {
if (t == 0) {
startVar.add(w[p][t]);
startVal.add(0);
}
else {
if (remExtResource == 0) {
startVar.add(w[p][t]);
startVal.add(0);
}
else if ((remExtResource > 0) && (remExtResource <= Q[p])) {
startVar.add(w[p][t]);
startVal.add(remExtResource);
remExtResource = 0;
}
else {
startVar.add(w[p][t]);
startVal.add(Q[p]);
remExtResource = remExtResource - Q[p];
}
}
}
remExtResource = 0;
}
// cplex.addMIPStart(startVar, startVal, IloCplex::MIPStartAuto, "secondMIPStart");
cplex.addMIPStart(startVar, startVal);
startVal.end();
startVar.end();
/*************************************************/
As a starting solution, I make all the x-variables and z-variables to 0. And based on some logic some y-variables are 0 and some are 1, whereas some w-variables are assigned to full capacity Q[p], whereas others are 0.
It has the same logic I have followed but could find what I have missed here. Could you please help me?