Originally posted by: SystemAdmin
When we implement the DWD in MATLAB that invokes CPLEX, how do we come up with an initial basis solution?
How did you come up with an initial solution, i.e., the initial basis for MP with a few equality constraints before passing the values of dual variables of MP constraints to a SP?
If we can start with an origin, i.e., setting all MP variables to zero, then it would be nice. However, there might be cases where we cannot start with an origin due to those equality constraints in MP. Then any good method to get an initial basis?
Are there also cases in which a generated column from SP might not be feasible in the MP? If so, how do we you address those cases?
Chaehwa Lee
#CPLEXOptimizers#DecisionOptimization