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ipopt warm start #3666

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fp018 opened this issue Apr 23, 2024 · 0 comments
Open

ipopt warm start #3666

fp018 opened this issue Apr 23, 2024 · 0 comments

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@fp018
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fp018 commented Apr 23, 2024

Hi!
I am using CASADi and ipopt to solve an NMPC in matlab, how can I correctly warm start the ipopt solver?
I am currently setting

opts.ipopt.hessian_approximation = 'limited-memory'; opts.ipopt.warm_start_init_point = 'yes'; opts.ipopt.warm_start_same_structure = 'yes'; opts.ipopt.mu_strategy = 'adaptive';
and:

sol = solver('x0', w0, 'lbx', lbw, 'ubx', ubw,...
                'lbg', lbg, 'ubg', ubg,'p', p, 'lam_g0',sol.lam_g,'lam_x0', sol.lam_x);

With the same_structure option to "no" it works but seems quite slow , if I set it to "yes" it does not work anymore and it gives me the error "augmented system is not initialized".
Any suggestions on how to fix it, or to speed up the solution?

Thanks a lot!

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