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Support warmstarts #23

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ericphanson opened this issue Sep 20, 2019 · 1 comment
Open

Support warmstarts #23

ericphanson opened this issue Sep 20, 2019 · 1 comment
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enhancement New feature or request

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@ericphanson
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The solvers accept an InitialPtFile to provide a starting point. This could be hooked up to MOI to allow the user to specify an initial search point (aka a warmstart). This probably wouldn't be too hard because we can reuse some of our printing code.

@ericphanson ericphanson added the enhancement New feature or request label Sep 20, 2019
@ericphanson
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It would be cool also to have some way to load the problem using e.g. BigFloats, then write + solve it at 64 bit precision with plain SDPA, use that solution as an initial point, and then solve it again at high precision with SDPA-GMP. I wonder if that could end up a lot quicker than just using SDPA-GMP the whole way.

We could probably do it in a such a way that the problem data doesn't have to get loaded into the Optimizer object twice, and of course only do the presolve once as well.

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