How to get linprog to not ignore x0 R2019a

Is there anyway I can get linprog to start with my own x0 and not have it ignored? I always get this warning:

'XX algorithm uses a built-in starting point;ignoring supplied X0.'

Whenever I change the algorithm I still get this same response. Is there even a way to use linprog and an initial condition that isn't a built in starting point?

Thanks.

Answer 1

[Tommy]

This suggests the initial condition is ignored unless you use the active-set algorithm.

This says active-set was removed for linprog in 2016.

[Jordan Tynan]

So is there any reason to even have x0 if you can't use it? Or is there a way to use it that I am missing.

[Tommy]

Passing in an X0 won't have any effect. You can scour the contents of linprog.m if you want, and you'll see that your warning message is printed as long as an X0 is passed in.

Answer 2

[Matt J]

If your initial x0 is feasible, one way you might benefit from it is to add the inequality constraint

f(:).'*x(:) <= f(:).'*x0

That will tighten the search, somewhat, if your x0 is better than the initial guess that linprog auto-generates.