CVXOPT initial states

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joshua chen

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Mar 15, 2024, 1:10:27 PMMar 15

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Hi!

I am using CVXOPT Quadratic Programming to solve a problem.

I notice that solving for fewer points in x makes the computation run much, much faster. Is there a way for the solver to take in an initial estimate for x to solve much faster? Such that we can first solve with much fewer points in x, and then solve again using that x with interpolated points to solve much faster?

Best,
Josh

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