Warm Start using ipopt

[Tomek Minko]

Hi

I would like to use warm start for my MPC, but i would like to pass not only the controls but also the dual variables. What would be the best way to do that?

I have tried to look for some info, but the only thing i have found was this:

http://www.coin-or.org/Ipopt/documentation/node48.html

"warm_start_init_point:
Warm-start for initial point 
Indicates whether this optimization should use a warm start initialization, where values of primal and dual variables are given (e.g., from a previous optimization of a related problem.) The default value for this string option is "no". 
Possible values:

• no: do not use the warm start initialization

• yes: use the warm start initialization "

This on other hand does not work.

I am using Casadi in Matlab 64bit 

[Joris Gillis]

Hi Tomek,

This is the option you need.
Besides setting an option, you need to pass the 'x0', 'lam_g0', 'lam_x0' inputs to have an effect.
Other relevant options to do warm-starting with ipopt: mu_init, warm_start_mult_bound_push, warm_start_slack_bound_push, warm_start_bound_push. Usually, you want to set these low.

Best regards,
  Joris

[Tomek Minko]

Thank you i will try it in a moment

All Best

Tomek