I have faced an essential problem when I try to start linprog optimizer with 48 variables and 30 inequality constraints and 48 variable constraints (side constraints); it doesn't accept my initial points (starting points)!
It gives the following message: Large scale (interior point) algorithm uses a built-in starting point; ignoring user-supplied X0.
My question is: Is there any way to let MATLAB to accept the starting points for the large-scale (not medium-scale) linear programming instead of using its built-in starting points?
It is very essential for me to let linprog to optimize the high-dimensional problem with the given supplied starting points
Thanks a lot