Warm start in Mosek

[thanh tu]

Hi everyone,
I am new with Mosek. I want to ask about one issue.
I am trying to implement a branch-and-cut algorithm with Mosek.
The algorithm adds violated cuts after each time it resolves the model.
However, I implemented in Python and Mosek did not use warm start to resolve the model, which makes the solving process much longer.
Is there any way to Mosek use warm start after some cuts (constraints) are added to the model? For example, implement in C++? 
I hope someone can help me figure it out!

[Erling D. Andersen]

Did you read

https://docs.mosek.com/latest/pythonapi/tutorial-reoptimization.html

[thanh tu]

Hi,

Thanks for your answer. However, it is not the thing that I am seeking for.

Sorry I forgot to mention at the beginning. The model that I want to solve with Mosek is semidefinite programming (SDP) problem.
So I saw this post
https://www.blogger.com/blogger.g?blogID=2124323532937076865#overview The MOSEK blog: The interior-point optimizer and warm-start

But I still hope there is a better answer. Is there any chances to do warm-start with Mosek while solving SDP?

[Michal Adamaszek]

Hi,

Nothing has changed since that blogpost, the interior-point/conic optimizer in Mosek does not exploit warmstart.

Michal