warm_start

[green...@pobox.com]

I see warm_start is on by default. How does warm start work - does it cache the solution from the last solve, or does one provide an initial guess? If the latter, how is this done?

[Paul Goulart]

The warm_start options uses the primal and dual variables from a previous solution if one exists.   

If you have warm_start enabled and solve your problem more than once (e.g. after changing some parameter) the solver will restart from the primal/dual iterate where it left off.  Otherwise it starts over from 0.

If you have warm_start enabled but do not provide an initial condition, the solve just starts from 0 (i.e. same behaviour as without warm start).   

If you want to provide an initial guess, you can use (through the matlab interface) the ‘warm_start’ method implemented in the solver object.  See "help osqp/warm_start” in matlab.     Usage in the python interface is similar.  See here:  http://osqp.readthedocs.io/en/latest/interfaces/

PG

On 21 Jul 2017, at 15:07, <green...@pobox.com> <green...@pobox.com> wrote:

I see warm_start is on by default. How does warm start work - does it cache the solution from the last solve, or does one provide an initial guess? If the latter, how is this done?

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[green...@pobox.com]

I should mention we are using C++. What variable of what structure to set an initial guess?  

[Paul Goulart]

In that case you should do it through the C interface defined for this purpose, i.e. one of

: osqp_warm_start
: osqp_warm_start_x
: osqp_warm_start_y

which are included via osqp.h.

PG