Is it possible to put Heuristic (starting) feasible solution into intlinprog function?

It would be very helpful if user can provide help to intlinprog function via providing heuristic solution which function will use in optimization. I am asking is there possibility for something like that? As I have checked there in no option for that, but I am asking if there is possible to do some modification in code in order to allow this.

Answer 1

[Alan Weiss]

Sorry, at the moment I believe that is not possible.

There is a chance that the following could prove useful. If you have a feasible point x1, then you can calculate the objective value g = f'*x1, and use that (or maybe g + 10*eps(g)) as an upper objective limit ObjectiveCutOff. I don't know if this will really help, but it might in some way.

Good luck,

Alan Weiss

MATLAB mathematical toolbox documentation

[Joseph McQuown]

IntLinProj should really be able to accept an initial solution or "warm start"

[Alan Weiss]

And now, it is. See the R2017b release note intlinprog Initial Point: Warm start branch-and-bound.

Alan Weiss

MATLAB mathematical toolbox documentation