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Add warm start #1
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WimVanRoy
commented
May 28, 2019
- Added the warm_start functionality to the wrapper
- Added a .gitignore file for the automatically generated files
- Added simple tests for the warm_start functionality
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Looks good to me, thanks.
We could test that the warm starting actually takes place, by e.g. initializing the iterates from a previously computed solution and checking that 0 iterations take place.
But this already looks fine.
Ok, I improved the testing but it turns out that if you re-create the model and reuse x & y, you only need less iterations (f.ex. from 10 -> 5). This is probably due to the stop criteria that are updated each cycle. If you are happy with the changes, you may merge this branch... |
Just fix the random seed, then we can merge. Thank you! |
Co-Authored-By: Lorenzo Stella <lorenzostella@gmail.com>