How to add hint to dual variables? #4024
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CenturionMKIII
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Linear Solver questions
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This operation is supported for MathOpt (see ModelSolveParameters) but not MPSolver/MPModelRequest. Note that simplex solvers prefer a basis to a hint and hints are to my knowledge not very useful for IPM solvers. PDLP, and I believe SCS and OSQP can all use hints well. Gurobi does try to consume a hint (by finding a near by basis). I believe this is also possible with GLOP but not exposed through any API (using the PDLP + GLOP crossover code). |
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Hi!
Is there any method to give an initial point for dual variables (just like add_hint for primal variables).
I tried to use add_hint but with constraints; it did not report any immediate error, but apparently it did not work as intended ('duplicated hint' when solving the model).
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