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I asked this on the soplex mailing list, but no answer yet:

http://listserv.zib.de/pipermail/soplex/2022-August/000001.html

I tried scip, and it took 30sec. Maybe because it performs pre-solve.

Is there an easy way to achieve my objective:

Specify an initial solution (something that I have, which is better than a random init), and use the solver for a limited time to find a better feasible solution

https://math.stackexchange.com/questions/4510587/find-a-feasible-but-not-optimal-solution-to-a-large-lp

Reply from the mailing list:

http://listserv.zib.de/pipermail/soplex/2022-August/000002.html

Zohar Levi
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To find only a feasible solution, you can just remove the objective function. This will terminate as soon as feasibility is attained. Then, you could plug in this solution as a starting basis - I don't think this is going to help much, though.

mattmilten
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