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Hi, Are the basis returned by |
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Yes, any basis communicated to/from HiGHS corresponds to the original model. You can create your own basis and pass it to HiGHS with |
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Yes, any basis communicated to/from HiGHS corresponds to the original model.
You can create your own basis and pass it to HiGHS with
setBasis. It doesn't even need to have the right number of basic and nonbasic variables - so it can be rectangular (either way) - and the basic columns can be linearly dependent - or almost linearly dependent, which is just as bad. HiGHS will factorize the matrix corresponding to what you say is basic and, when it stops due to the matrix having a lower rank than the number of constraints (or because it would have to pivot on a number that's too small), it will complete the basis with slack variables.