Hi, and welcome!
Long story short: (i) yes there is, but (ii) it depends on the LP solver (and algorithm) you use.
The JuMP function that does so is set_start_value
.
I have tried using the “PStart” attribute for LPs to no avail
Can you give more details about what happened there? For instance, did you encounter an error? Did the code run smoothly but the provided warm-start changed nothing?
Providing a minimal working example would help giving specific feedback and identifying the issue: see Please read: make it easier to help you.
There is a lot that may be happening: could be an issue with how you call JuMP, it could be a bug in JuMP itself, it could be that Gurobi silently rejects your warm-start, or that the warm-start you provide is actually detrimental to Gurobi’s performance, etc.
Without a working example one can only speculate which it is.