[Ipopt] Warm Starting Options Suggestions

[Breannan Smith]

Dear Ipopt Community,

I am solving a sequence of QPs, some of which are quite similar, and thus
wanted to experiment with warm starting. Despite the caveats against warm
starting an interior point method, I was able to obtain a reasonable
speedup by turning down the values of warm_start_bound_push and
warm_start_mult_bound_push, as well as by setting mu_strategy to adaptive.

Has anyone had luck warm starting Ipopt? Are there options beyond the ones
above that I should experiment with?

Thank your for your advice.

Best regards,
Breannan Smith
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