Is it possible to initialize a linear program?
AnsweredI have a linear programming problem (not MIP) where I can easily obtain a (basic) feasible solution. Is it possible to use this to skip phase-1 problem of the simplex algorithm?
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Yes, you can do this. Just have a look at the following links:
https://www.gurobi.com/documentation/9.0/refman/vbasis.html
https://www.gurobi.com/documentation/9.0/refman/cbasis.html
https://www.gurobi.com/documentation/9.0/refman/pstart.html
https://www.gurobi.com/documentation/9.0/refman/dstart.html
https://www.gurobi.com/documentation/9.0/refman/bas_format.html
Still, this will disable some optimizations, so please do not be unhappy if it does not improve the runtime.
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