Solver warm start #1229

When having hybrid events, it is always convenient to update the warm start. For instance, it is better to shift the previous solution. However, we could agree on an API to accommodate our requirements.

Could you elaborate on an API proposal that potentially doesn't break actual code? Writing a Python pseudo-code would be helpful.

I have some ideas but prefer to hear from you first. Thanks!

Hi, sorry for the delay.

I was thinking about overloading the solve function with a method that does not consider the init_xs and init_us. In this case, the method would skip the setCandidate function and start solving using the values in xs_ and us_. Of course we should add some safety checks on xs_ and us_. The method would look like this:

virtual bool solve(const std::size_t maxiter, const bool is_feasible,
 const double init_reg) 
{
// I skip the setCandidate
if (std::isnan(init_reg)) {
 preg_ = reg_min_;
 dreg_ = reg_min_;
 } else {
 preg_ = init_reg;
 dreg_ = init_reg;
 }
// ... the rest of the current solve method
}

Then, the current version of the method would use the one defined above as:

solve(const std::vector<Eigen::VectorXd>& init_xs,
 const std::vector<Eigen::VectorXd>& init_us,
 const std::size_t maxiter = 100, const bool is_feasible,
 const double init_reg)
{
 setCandidate(init_xs, init_us, is_feasible);
 
 solve(maxiter, is_feasible, init_reg);
}

The only problem I see with this approach is that right now, all parameters in the solve method are defaulted, and I think the compiler cannot resolve the overloading.