How to specify an initial feasible solution to CVX with a MOSEK Solver?


(Chen Chen) #1

How can I specify an initial feasible solution to CVX with a MOSEK Solver?

I know usually we can pass MOSEK parameters through CVX by commands like
cvx_solver_settings(‘MSK_PARAMETER’, parameter_value)
but seems like in this way we could not pass initial feasible solutions …

Thanks for the help!


(Mark L. Stone) #2

Initial solutions can not be specified in CVX, regardless of solver used or problem type. It can not even be done with MILP (Mixed Integer Linear Program)…