Provide initial feasible point for intlinprog
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I have a MILP where I know a feasible point. Is there a way to provide this as a starting point to the intlinprog procedure? Currently, intlinprog takes a while just to find any feasible point.
Accepted Answer
Alan Weiss
on 21 May 2015
0 votes
Sorry, there is currently no affordance for passing an initial feasible point.
It is possible that you could use your initial feasible point to help speed things along. Set the ObjectiveCutOff option to f'*x0, where f is your objective function vector, and x0 is your initial feasible point. This has the effect of discarding any branch-and-bound node where the linear programming solution has an objective value exceeding ObjectiveCutOff.
Alan Weiss
MATLAB mathematical toolbox documentation
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