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jump-dev / Pajarito.jl

A solver for mixed-integer convex optimization
Mozilla Public License 2.0
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use SCS warm-starts - after MPB warm-starts fix #372

Closed chriscoey closed 6 years ago

chriscoey commented 7 years ago

@mlubin let's chat about this, determine what's missing to make this work.

SCS can use warm-starts, and it may be almost as simple as just implementing setbvec! for SCS

mlubin commented 7 years ago

Implementing setbvec! and handling the warm starts internally in SCS.jl is a better idea than having Pajarito manage the warm starts

chriscoey commented 7 years ago

exactly what I mean, it seems that SCS just keeps the solution around, and all we should need to do is implement setbvec!

chriscoey commented 7 years ago

https://github.com/JuliaOpt/SCS.jl/pull/75 implements setbvec!

warm-starts for SCS in Pajarito work if you only tell SCS to use warm-starts after the first subproblem solve. needs a SCS fix: see https://github.com/JuliaOpt/SCS.jl/issues/77

chriscoey commented 7 years ago

wait for https://github.com/JuliaOpt/MathProgBase.jl/issues/64 EDIT no, not needed