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Hello guys, I need to solve a bunch of second-order cone optimization problems with same constraints. Since their objective functions just slight different to each other , it is a natural idea to take the result of the previous solution as the initial value of the next one, so I tried to reuse the pwork structure and cancel the initialization.
what I want is something like this:
x1=ecos_solve_first(pwork);//
update c1->c2
x2=ecos_solve_next(pwork);// very fast
update c2->c3
x3=ecos_solve_next(pwork);// very fast
.....
I may have broken some internal relationships in the pwork structure through what I have done, the result could not converge,please tell me what needs to be done.
The text was updated successfully, but these errors were encountered:
Hello guys, I need to solve a bunch of second-order cone optimization problems with same constraints. Since their objective functions just slight different to each other , it is a natural idea to take the result of the previous solution as the initial value of the next one, so I tried to reuse the pwork structure and cancel the initialization.
what I want is something like this:
The text was updated successfully, but these errors were encountered: