Advanced MIP StartCPLEX allows you to use a heuristic to generate an initial incumbent integer solution. Recall that at each node (for minimization problems), if the LP relaxation takes a value greater than the current incumbent, then we can prune the node without further branching. See the figure below: Thus having a good incumbent initial incumbent solution will reduce the total number of nodes you visit in branch and bound. Assuming you can generate your incumbent quickly, this could reduce the running time. Advanced MIP Start in CPLEX |