[Clp] Warmstart Query

Matthew Saltzman mjs at clemson.edu
Wed Jul 14 17:19:06 EDT 2010


On Wed, 2010-07-14 at 12:14 -0500, Michael Hennebry wrote: 
> On Wed, 14 Jul 2010, Ashutosh Mahajan wrote:
> 
> > 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.
> 
> I expect he has nonnegativity constraints.
> Without inequality constraints,
> there won't be any basic solution.

Standard terminology in linear algebra for a system of equations with no
inequalities is that the basic solution associated with a basis matrix
is the one where all nonbasics are set to zero.

Notwithstanding, solving systems of equality constraints with no
inequalities is indeed best left up to systems dedicated to the purpose.

-- 
                Matthew Saltzman

Clemson University Math Sciences
mjs AT clemson DOT edu
http://www.math.clemson.edu/~mjs





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