linprog ignores options, why?
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Zohar
le 12 Août 2022
Réponse apportée : Bruno Luong
le 12 Août 2022
I'm executing:
options = optimoptions( 'linprog' );
options.Algorithm = 'interior-point';
%options.Algorithm = 'dual-simplex';
options.Display = 'iter';
options.MaxIterations = 100;
options.OptimalityTolerance = 1e-2;
options.Preprocess = 'basic';
options.MaxTime = 1;
options
x = linprog( c, A, b, [], [], [], [], options );
linprog completely ignores the options: it doesn't show any output, and it takes 2sec instea of 1. No matter the algorithm, the performance is the same.
On the subject. How do I set a warm start x0?
How do I stop the simplex prematurely after finding the 10th feassible vertex?
6 commentaires
Bruno Luong
le 12 Août 2022
"How do I set a warm start x0?"
It is NOT possible.
"How do I stop the simplex prematurely after finding the 10th feassible vertex?"
What vertex? MATLAB propose 2 algorithms, interior points and dual-simplex.
In both cases the intermediate results are NOT primal feasible vertex. So finding feasible vertex is meanigless for both algorithm.
Réponse acceptée
Bruno Luong
le 12 Août 2022
Can you run with exitflag and output
[x, fval, exitflag, output] = linprog( c, A, b, [], [], [], [], options )
and share them?
"How do I set a warm start x0?"
It is NOT possible.
"How do I stop the simplex prematurely after finding the 10th feassible vertex?"
What vertex? MATLAB propose 2 algorithms, interior points and dual-simplex.
In both cases the intermediate results are NOT primal feasible vertex. So finding feasible vertex is meanigless for both algorithm
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