Initial guess for class 'optim.problemdef.OptimizationProblem'.

Answered

Livia Paiva

• May 19, 2022 18:04

Hello community,

In this example problem (https://www.gurobi.com/documentation/9.5/refman/matlab_using_grb_within_ma.html), how can I set an initial guess?

 

Thanks!

Livia

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  Jaromił Najman

  Gurobi Staff

  • May 20, 2022 11:28

  Hi Livia,

  As described in the model argument documentation, you have to set the \(\texttt{start}\) vector. The facility.m example shows how to set the start vector.

  Best regards, 
  Jaromił

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  Livia Paiva

  • May 20, 2022 17:44

  

  

  

  Hi Jaromil,

  Thanks for your reply. I saw similar examples using the start vector, but they all would use the Gurobi general constraint interface.

  However, the example I mentioned uses the formulation called  “Problem-Based Optimization”. Is there a way to set the initial guess within this alternative interface?

  Best,

  Livia

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  Jaromił Najman

  Gurobi Staff

  • May 30, 2022 07:09

  Hi Livia,

  I don't know about MATLAB's Optimization Toolbox, but what should be possible is to read in a solution file which holds an initial point. However, this is something that should be documented in MATLAB's Optimization Toolbox.

  Best regards, 
  Jaromił

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