Closed chriscoey closed 6 years ago
Implementing setbvec!
and handling the warm starts internally in SCS.jl is a better idea than having Pajarito manage the warm starts
exactly what I mean, it seems that SCS just keeps the solution around, and all we should need to do is implement setbvec!
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
wait for https://github.com/JuliaOpt/MathProgBase.jl/issues/64 EDIT no, not needed
@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