[FEATURE] Avoid giving an initial solution when variables and constraints are created

[joanvendrell]

I'm using PMD with some commercial solvers, specifically Knitro from Artelys, and even that I do not initiate any value on the variables, the solver is detecting as if an initial point was given. Revising the code, this is happening because a start value of 0 is given to the variables by default. See for example in variable_mc_bus_voltage_magnitude_only:

start = _PMD.comp_start_value(ref(pm, nw, :bus, i), ["vm_start", "vm"], t, 1.0)

The expected behavior in my opinion should be to avoid this "start" flag to be initialized if the user does not specify any initial value. This is specially useful in custom initial point definition as you do not want undefined variables to be 0, you just want to leave them undefined.

My suggestions are:

1- Either modify each function adding a conditional if the initialization is desired or not and using JuMP.set_start_value instead of start flag, as it is done in some functions such as variable_mc_bus_voltage.

2- Or just erase any initial point after defining the variables using

variables = JuMP.all_variables(pm.model) 
for var in variables 
     JuMP.set_start_value(var, nothing) 
end

I guess the option 2 is the least intrusive and time expensive in the code as it does not imply to modify every single function, but to establish a generic method.

Example of Knitro with no initialization:

Example of Knitro with default initial points erased (option 2):