Pass Initial Solution to MOSEK

[agotsis]

I wonder if it is possible for YALMIP to pass an initial solution (acquired through a problem specific heuristic) to MOSEK in order to speed up the solution of a Mixed Integer Second Order Conic Program.
I know that this can happen if I use directly MOSEK (through the command prob .sol .int .xx = [...]) but I am not sure if I can pass it from the YALMIP interface.
Regards,
a.

[Johan Löfberg]

Yes, YALMIP passes initial values if asked to do so through the 'usex0' options

x = intvar(...)
...
assign(x,feasiblevalue);
solvesdp(Constraints,Objective,sdpsettings('usex0',1))

Note though, this will only work if you actually know all the integer variables. In complex models, YALMIP will introduce a lot of internal binary and integer variables which you have no control of.

Also, knowing reasonable solutions is in many cases not of much help, since the main effort for the solver is not to find the optimal solution, but to close the gap to the relaxation.