linprog to ouput variables at each iteration

I am optimizing a large problem (~1 million variables) using linprog (large-scale: interior point).

I would like to know the variables at each interal iteration within linprog. Is there some special flag I can pass in options for this?

Answer 1

[Alan Weiss]

Sorry, there is no way that I know to do this. Nonlinear solvers have an OutputFcn option that allows you to do this kind of reporting, but linprog does not.

Alan Weiss

MATLAB mathematical toolbox documentation

Answer 2

[Nick L]

Is there a way to code a work-around? Can linprog be inside a while loop and the iterations be limited to 1? And then use the output of the 1-iteration linprog as the new starting point each time within the loop. Just an idea.