jump-dev / jump-dev/PolyJuMP.jl
Support setting starting values
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- Julia
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Description
Hello :)
I've seen this old thread on discourse https://discourse.julialang.org/t/warm-start-mosek-in-a-linear-polynomial-optimization-problem/90478 and since there wasn't an open issue I obliged.
I'm planning to translate a bit of MATLAB code which I've written using SOSTOOLS to Julia using SumOfSquares.jl. In particular the code uses an iterative algorithm to approximate the RAS of a non-linear system.
It would be nice to be able to warm start the SOS optimization at each iteration using the polynomial obtained from the previous step.
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