Warm-startingΒΆ
SCS supports warm-starting (aka hot-starting) the solver with a guess of the solution which can sometimes substantially improve the algorithm performance. This is useful, for example, when solving a sequence of related problems.
In the raw API this can be done by toggling the warm-start
setting to True
, and then including the guess of the
solution in the x, y, s
members of the Solution struct, where
those members correspond to the guess of the solution in the standard form. SCS will initialize the solver at those points and then
overwrite the Solution struct members with the real solution at
termination.
In other languages the warm-starting is documented in their respective Interfaces.