[Ipopt] Warm start

[Tom Vacek]

Hello all,

I have a problem that has some symmetries that can be exploited in order 
to reduce pivoting.  The problem has a diagonal Hessian, so my goal is 
to reorder the variables in the problem so that the elements that need 
pivoting are at the end of the diagonal, where they will cause the least 
fill-in (using ma57).

Optimally, the reordering would be done at each iteration.  I hacked 
this out using warm start (reordering every 10 iterations).  It works 
remarkably well given that most iterations are wasted rediscovering the 
barrier parameter from before the reordering.  Clearly, I need a better 
way to restart the solver.  Does anyone have any advice for me?

Thanks,

Tom