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Initialization Procedure #4

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Roman-Croessmann opened this issue Oct 4, 2017 · 0 comments
Open

Initialization Procedure #4

Roman-Croessmann opened this issue Oct 4, 2017 · 0 comments

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@Roman-Croessmann
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The implemented initialization procedures are not guranteed to work for all cases. The LP-based initialization procedure can lead to a violation of the stationarity conditions at the starting point even if the initial solution is unique. The implemented QP initialization procedure can lead to missing out part of the solution path because the chosen starting value for rho is not guaranteed to lead to the same coefficients as solving the LP that results for an infinite rho.
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@Roman-Croessmann