Specify initial condition for linprog?
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Hello there,
I am using `linprog` to solve a linear program. The solution to the program are mostly zeros. Also, I have a version of the problem with zero cost, i.e., constraint satisfaction problem, again, with mostly zeros solution. It takes 7 and 16 seconds, respectively, to solve those two problems. I figured I would set the initial condition for `linprog` to zeros as it may speed up convergence. However, it appears that for new versions of MATLAB, `linprog` stopped supporting the initial condition argument. When I pass an initial condition argument following this old api, I get the following warning:
The dual-simplex algorithm uses a built-in starting point; ignoring supplied X0.
Is there a way to set the initial condition for the `linprog` solver in another way?
Kind regards, and I look forward to hearing from you soon.
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Walter Roberson
2022-8-10
编辑:Walter Roberson
2022-8-11
Use the options to set the Algorithm to interior-point
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Walter Roberson
2022-8-11
I just checked the code, and there is no work-around (sort of editing the code.)
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