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Published 20 hours ago • verified publisher icon lanl-ansi

Hot start

Open Wikunia opened this issue 7 years ago • 3 comments

Set initial primal & dual variables

  • μ Barrier parameter

Wikunia avatar Nov 01 '17 15:11 Wikunia

Currently not available in JuMP https://discourse.julialang.org/t/setting-dual-initial-point-for-warm-start/6828 Maybe adding in https://github.com/JuliaOpt/Ipopt.jl

Wikunia avatar Nov 01 '17 20:11 Wikunia

To update, MathOptInterface supports a variety of warm-starts:

  • MOI.VariablePrimalStart
  • MOI.ConstraintPrimalStart
  • MOI.ConstraintDualStart
  • MOI.NLPBlockDualStart so this is no longer blocked at the MOI or solver level.

odow avatar Feb 28 '22 05:02 odow

Given that warm starting IPM methods is not so easy. The benefit of this feature will required rigorous benchmarking to ensure it provides a performance gain.

ccoffrin avatar Mar 06 '22 17:03 ccoffrin