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

Stefan Vigerske stefan at math.hu-berlin.de
Fri Nov 6 14:24:56 EST 2015


as an interior point solver, it cannot do very much with the solution of 
a previous problem, but the log should at least differ a bit if you set 
a warm_start_init_point.
If you set this option, I believe init_z and init_lambda should be true 
in TNLP::get_starting_point(). You might want to verify this.


On 11/05/2015 11:40 AM, max leo correa cordova wrote:
> 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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