Pass initial solution to MIDCP

MIDCP
1

Do you know if CVX supports (and how) passing an initial solution (calculated by a heuristic) to a MIDCP problem (either using mosek or gurobi) in order to speed up the execution.
A possible solution could be to get the problem in the solver format through the cvx_solver_settings( ‘dumpfile’, ‘filename.mat’ ) command and then use the standalone solver capabilities. However, it would be very good if this could be done through cvx in an explicit way.

Cheers,
a.

2

No, this can’t be done. It’s not as easy as you might think, because for complex models CVX generates quite a few internal variables to help represent the functions you have used. Even if you knew reasonable guesses for your primary variables, there’s no reasonable way to determine good values for these hidden variables.