[Ipopt] How to warm start dual variables in IPOPT?

[max leo correa cordova]

Hello. I am using IPOPT for solving MPC using the c++ interface. I want to improve the computational time in the solution by using the final values of primal and dual variables (x, lambda, z_l and z_u) in the previous prediction.  I have read the documentation and used:

app->Options()->SetStringValue("warm_start_init_point","yes");

and initialize lambda, z_l and z_u in MyNLP::get_starting_point(), but the results are the same and seems that Ipopt doesn't use the dual initial values. Could you help me please how to do that correct or is it factible to use this approach of warm starting? I will apprecciate your help.

Thanks in advance 
Max

 		 	   		  
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