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How to warm start convex Quadratic Programs after changing objective function

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2 comments

  • Riley Clement
    Gurobi Staff Gurobi Staff

    Hi Ruofeng,

    I suspect the issue is the update() causing the CBasis and VBasis to be discarded. You can test this theory by inserting `print(LASSO.VBasis)` after the update() call.

    Can you reposition the update() after setting the new objective, but before setting the basis information and see if it resolves your issue?

    - Riley

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  • Ruofeng Liu
    Gurobi-versary
    First Question
    First Comment

    This solves my problem! Thank you very much!

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