Could Yalmip provide a solver to solve large scale LP problem with initial solution

[Jason]

Hi all,

I want to solve a large scale LP problem with a near optimal initial solution. But, the matlab 'linprog' solver only provides the active-set algorithm to take the initial solution into account and the 'active-set' algorithm has been removed since 2016b version. Besides, because my coefficient is a larger sparse matrix, which Matlab only suggest to use the interior-point method that ignore the user provided initial point.

Do you know any other solver which can take the initial solution into account? Maybe CPLEX ?


Thank you in advance!

[Johan Löfberg]

cplex and gurobi are marked as supporting initial guesses in yalmip, but I don't know if that is for simple LPs

[Jason]

Hi, Johan

Could you give me an example of Cplex or Gurobi to solve this kind of problems? I can't find it in your website.  Thank you!

[Johan Löfberg]

https://yalmip.github.io/command/assign/

[Jason]

Thank you!
I see it. But, as you write, it only used in the nonlinear solvers. for Linear problem, does it works?

[Johan Löfberg]

As I said, I don't know if it used in the simple LP/QP solvers