[Clp] Warmstart Query

[Ashutosh Mahajan]

On Wed, Jul 14, 2010 at 10:26:37AM -0500, Michael Hennebry wrote:
> On Tue, 13 Jul 2010, Agram Piyush Shanker wrote:
> 
> >    I have large minimization problem (LP) with all equality constraints (Ax=b). I also happen to know a feasible solution (x_0) to the set of these equality constraints. How do I let the solver to use this feasible solution as a starting point.
> 
> Isn't that the kind of thing done by crossover
> functions attached to interior point solvers?
> 

Do you have any bounds on variables? If yes, ignore rest of the message.

If all variables are unbounded, then there are only two possibilities: either
your starting point is optimal or the problem is unbounded. The first
possibility can be checked by solving a system of linear equations in dual
variables: uA = c, ub = z, where z is the solution value at x_0. You will
probably be much faster using a solver for linear systems (e.g. ma27). 

--
regards
Ashutosh Mahajan
http://coral.ie.lehigh.edu/~asm4