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The code in this repository demonstrates two methods to warm start your linear programs in Gurobi. For the full article please visit my blog post.

Example output:

Cold start: 1.271 secs.
Warm start with VBasis/CBasis: 0.110 secs.
Warm start with PStart/Dstart: 0.230 secs.

As you can see above, warm starting your linear programs after a modification to the model makes a dramatic difference. This scenario is a crucial part of column generation procedure.

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Example code on warm starting linear programs in Gurobi.

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