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CPLEX writeSolution method outputs both primal and dual variable values of a LP. I know how to parse through the solution file to extract specific primal variable values.

However, is there a build-in way (parameters or options) in CPLEX to just output primal variable values of a LP?

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The method writeSolution will always output both primal and dual values.

A MIP Start will not have the dual values. C.f. https://www.ibm.com/support/knowledgecenter/SSSA5P_12.10.0/ilog.odms.cplex.help/CPLEX/FileFormats/topics/MST.html. But MIP Start don’t apply to continuous problems, so that’s not suited to your case.

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  • $\begingroup$ Thanks for the answer. I tried to use writeMIPStart() on a LP solution. CPLEX will throw an exception 'ilog.cplex.CpxException: CPLEX Error 3003: Not a mixed-integer problem.' So I guess I probably should just parse the LP solution file. $\endgroup$
    – Qian Zhang
    Commented Sep 25, 2020 at 23:22

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