CVXPY中的初始猜测/热启动：给出解决方案的提示 [英] Initial Guess/Warm start in CVXPY: give a hint of the solution

问题描述

在这段代码中：

import cvxpy as cvx

# Examples: linear programming
# Create two scalar optimization variables.
x = cvx.Variable()
y = cvx.Variable()

# Create 4 constraints.
constraints = [x >= 0,
               y >= 0,
               x + y >= 1,
              2*x + y >= 1]

# Form objective.
obj = cvx.Minimize(x+y)

# Form and solve problem.
prob = cvx.Problem(obj, constraints)
prob.solve(warm_start= True)  # Returns the optimal value.
print ("status:", prob.status)
print ("optimal value", prob.value)
print ("optimal var", x.value, y.value)

我正在寻找一种选择暖身值 我自己的方式 （例如：x = 1/2和y = 1/2），而不是先前的求解器结果。

I'm looking for a way to choose the warm start value myself (for example: x = 1/2 and y = 1/2), not the previous solver result.

有什么办法可以给求解器输入？如果不是，是否还有cvxpy的非商业替代方案？

Is there any way to give the solver this input? And if not, is there a non-commercial alternative to cvxpy?

推荐答案

您可以使用<$ c $手动分配值c> x.value = 1/2 ，然后在可用的求解器中传递 warm_start = True 参数。请记住，并非所有求解器都允许这样做，例如SCS。

You can manually assign the values using x.value = 1/2, and then passing the warm_start=True parameter in the available solvers. Keep in mind not all solvers allow this, one that does is for example SCS.

有关更多信息，请访问： https://www.cvxpy.org/tutorial/advanced/index.html

More info available on: https://www.cvxpy.org/tutorial/advanced/index.html

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