I was testing some options with Gekko for an optimization with MINLP , but I still couldn't figure out how the option COLDSTART = 2
work. Using the variable values from a prior solution as initial values to a new solve still somehow shows that infeasibilities exist:
Could not perform presolve. Failed at block 0 with infeasible variables and equations reported in presolve.txt
Do i need to manually put extra equations so that the number of variables is equal to the number of equations? And why does sometimes using the prior solution as initial values to a new solve lead to worse solution with COLDSTART = 1
? Shouldn't the first integer solution found be at least as good as the initial values (or solution from the previous solve)