'Baron solver and warmstart in Pyomo
I am using Baron solver and Pyomo. I would like to feed an starting point to the variable in Baron. Pyomo has an option called "warmstart=True" that allows to do this in some solvers that support warm start (but Pyomo documentation didn't say which solvers support this option). On the other hand, Baron has an option "STARTING_POINT" that is a keyword in Baron and allows to set a starting point for variables, but this is in Baron syntax while I am using Pyomo for modelling my problem.
My question is that if I set "warmstart=True" in Pyomo, does Baron support this and recognise that it must use "STARTING_POINT" option and apply my starting point?
I tried to use this option in Pyomo ("warmstart=True") but have encountered this error:
ValueError: ProblemWriter_baron_writer passed unrecognized io_options:
warmstart = True
If Baron doesn't support this option, how can I feed the starting point to Baron through Pyomo?
Solution 1:[1]
Just initialise the variables (at definition) at the starting value. Warm starts, as far as I know, are suited for MILP problems, to restart the tree at some known solution set.
Sources
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Source: Stack Overflow
| Solution | Source |
|---|---|
| Solution 1 | EJay |