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coin-or / qpOASES

Open-source C++ implementation of the recently proposed online active set strategy
GNU Lesser General Public License v2.1
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Does hotstart initialize the active set? #125

Closed jlack1987 closed 2 years ago

jlack1987 commented 2 years ago

This is more just a question about functionality. Whenever hotstart is called, does this also initialize the active set to the one from the previous solution? I saw in the manual that you can give an initial guess for the active set, but if calling hotstart already does this then I don't want to waste my time

apotschka commented 2 years ago

hotstart already does this. Actually, it does even more: It reuses existing matrix decompositions from the last call. If you supply an initial active set manually, it will discard these decompositions, which will lead to worse performance.

jlack1987 commented 2 years ago

Thanks for the clarification :+1: