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google-research / FirstOrderLp.jl

Experimental first-order solvers for linear and quadratic programming.
Apache License 2.0
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Warm starts #120

Open richardrl opened 8 months ago

richardrl commented 8 months ago

Expected Behavior

How do you warm start LP algorithms? Also, are there benchmarks for the various algorithms for how effective warm starting is?

Actual Behavior

Steps to Reproduce the Problem

1. 1. 1.

Specifications

dapplegate commented 8 months ago

This issue does not seem to be specific to FirstOrderLp.jl, but rather a very general question. However, I will attempt to answer the implied questions relevant to FirstOrderLp.jl.

This implementation doesn't directly support warm starts. The underlying algorithm supports warm starts, because it is an iterative algorithm that modifies a current solution to obtain the next solution. You could potentially modify the implementation by providing a different initial value of current_primal_solution and current_dual_solution when constructing the initial PdhgSolverState.

We have not benchmarked the effectiveness of warm starts for FirstOrderLp.jl.