Save Optimizer Object to a File

[XB G]

Dear Johan,

I'm dealing with a large scale problem, it takes quite some time (~hours) for yalmip to build the optimization model. The model will be solved repeatedly with different parameters, so I created an optimizer object to save some time. Is it possible/appropriate to save the optimizer object into a file and reload+resolve it in the future? 

I tried to save the workspace, and got warning messages:

"Warning: YALMIP objects cannot be

saved in binary format. You will run

into troubles if you try to load this

file later. You should clear all

YALMIP objects first, or avoid having

any YALMIP objects in the list of

variables which you save. 

> In sdpvar/saveobj (line 3)"

I noticed there are a few posts about "import and export", but it seems none of them is about optimizer: https://yalmip.github.io/tags/#export-and-import

I also noticed your reply about a very similar question a few years ago: https://groups.google.com/forum/#!newtopic/yalmip/yalmip/maXY14CnUv8

Is it still not possible?

Thanks,

XB

[Johan Löfberg]

it is supposed to work, but it looks like nonlinear models involving functions (such as sin/cos/log etc) are currently not possible

[Mark L. Stone]

I have saved optimizer objects for models with a combination of LMI and SOC constraints, some being quite large and taking hours to generate, into MAT file, loaded MAT file into new MATLAB session and successfully used the optimizer objects.

[Johan Löfberg]

Yes, saving optimizer objects works as long as they don't use callback operators. Not sure why