[Bonmin] BONMIN warmstart example

[michael.gissler at gmx.net]

Hello,

I search an example for using BONMINs warmstart capabilities to better understand how it works.

Especially I want to to know how to get the warm start vector after an iteration and how to create it for inputing these values in the function get_warmstart_iterate().

At the end I want to use this routines do run structural topology optimizations by starting each iteration by a complete warmstart (like described in my request on IPOPT's mailing list):

http://list.coin-or.org/pipermail/ipopt/2011-December/002657.html

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Furthermore I got some questions on warm starting BONMIN/IPOPT.

Q1: Is it possible to use the option "warmstart_entire_iterate" with only the IPOPT code or does it only work in combination with BONMIN sources?

Q2: The vector I want to input in get_warmstart_iterate() consists of:

* design variables x[n]
* slack variables s[m_ieq]
* lower & upper bound multipliers z_L[n] and z_U[n]
* lagrange multipliers y_c[m_eq] and y_d[m_ieq]
* multipliers for inequality constraints v_L[m_ieq] and v_U[m_ieq]

n: amount of design variables
m_ieq: amount of ineq. constraints
m_eq: amount of eq. constraints

Is that right? Are the dimensions correct as well?

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Best regards,

Michael
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