[docs] Some solvers do not support start values

[odow]

Raised on discourse: https://discourse.julialang.org/t/cannot-set-the-starting-point-for-lp/66531

[codecov]

Codecov Report

Merging #2667 (be3155d) into master (fe1f0d1) will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master    #2667   +/-   ##
=======================================
  Coverage   93.51%   93.51%           
=======================================
  Files          44       44           
  Lines        5549     5549           
=======================================
  Hits         5189     5189           
  Misses        360      360           

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