How to get linprog to not ignore x0 R2019a
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Is there anyway I can get linprog to start with my own x0 and not have it ignored? I always get this warning:
'XX algorithm uses a built-in starting point;ignoring supplied X0.'
Whenever I change the algorithm I still get this same response. Is there even a way to use linprog and an initial condition that isn't a built in starting point?
Thanks.
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Answers (2)
Matt J
on 19 Apr 2020
Edited: Matt J
on 19 Apr 2020
If your initial x0 is feasible, one way you might benefit from it is to add the inequality constraint
f(:).'*x(:) <= f(:).'*x0
That will tighten the search, somewhat, if your x0 is better than the initial guess that linprog auto-generates.
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