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Add warm start #1

Merged
merged 7 commits into from
May 29, 2019
Merged

Add warm start #1

merged 7 commits into from
May 29, 2019

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WimVanRoy
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  • 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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@lostella lostella left a comment

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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.

test/warm_start.jl Outdated Show resolved Hide resolved
@WimVanRoy
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WimVanRoy commented May 29, 2019

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.
Only when you can reuse the same model-data, the number of iterations are equal to 1.

If you are happy with the changes, you may merge this branch...

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Just fix the random seed, then we can merge. Thank you!

test/warm_start.jl Show resolved Hide resolved
WimVanRoy and others added 2 commits May 29, 2019 18:36
Co-Authored-By: Lorenzo Stella <lorenzostella@gmail.com>
@lostella lostella merged commit cb2be6b into kul-optec:master May 29, 2019
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2 participants