Is it possible to set the initial value of optimization variables when using Yalmip and Sedumi

[Pan Zhao]

Hi Johan,

I was wondering whether we can set the initial value of optimization variables when solving an optimization problem using Yalmip + sedumi solver. I checked sdpsettings command and didn't find the option for initial value. Thanks. 

Regards

Pan

[Johan Löfberg]

No (and it is extremely hard to warm-start primal-dual IP solvers, so even if you had a good initial primal guess, you would almost never benefit anything)

Standard nonlinear solvers can be warm-started by assigning values (assign) and using the option 'usex0'

[Pan Zhao]

Thanks a lot for your quick reply, Johan. Got it!