Warm Starting

We may warm start SuperSCS by passing an initial estimate of the (x,y)-solution.

To activate warm starting, set warm_start to 1.

Here is a simple example in MATLAB:

K.q = 4;

A(1,1) = 0.3;
A(4,1) = -0.5;
A(2,2) = 0.7;
A(4,2) = 0.9;
A(3,3) = 0.2;

b = [0.2; 0.1; -0.1; 0.1];
c = [1;-2;-3];

data.A = sparse(A);
data.b = b;
data.c = c;

params.eps      = 1e-6;
params.verbose  = 1;
[x, y, s, info] = scs_direct(data, K, params);