Partial start in Matlab?

Answered

Christoph Meckelnborg

May 11, 2023 10:13

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Hello everyone,

I'm trying to solve an AC OPF problem (QCQP) with Gurobi using the Matlab API. To speed up the process, I want to provide a start vector. I have found that providing a feasible start vector is rather difficult when a value for every variable needs to be given.
So my question is, can you partially populate the start vector in Matlab somehow? In the documentation is explicitly states that you can do it in C, C++, Java, .NET, and Python, but it doesn't say anything about Matlab.

Best regards
Christoph

Related to

• MATLAB
• MIPStart

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  Jaromił Najman

  • Gurobi Staff

  May 15, 2023 08:16

  Hi Christoph,

  From the MATLAB docs

  start (optional)The MIP start vector. The MIP solver will attempt to build an initial solution from this vector. When present, you must specify a start value for each variable. Note that you can set the start value for a variable to nan, which instructs the MIP solver to try to fill in a value for that variable.

  So yes, you are right and one has to define a value for each variable. However, you can set a value for a variable to nan and Gurobi will try to determine this value on its own. This is equivalent to a partial MIP start where instead of not setting a value, you just set it to nan in MATLAB.

  Best regards, 
  Jaromił

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