How to appoint the iterative initial point in CVX?

[Mark_L_Stone]

This is not possible.

Initial guess for convex program

Hi all – I’m using calls to CVX within a larger coordinate descent method on a convex function (it’s too big to do in one piece) and thus have an initial guess for the variables in my optimization left from the last iteration (other than the ones CVX computes automatically and doesn’t leave behind, I guess). Hopefully this isn’t an obvious/easy/already-explained-somewhere question, but: Is there a way I can provide my old solution as an initial guess for the next call? Thanks!

Pass initial solution to MIDCP

Do you know if CVX supports (and how) passing an initial solution (calculated by a heuristic) to a MIDCP problem (either using mosek or gurobi) in order to speed up the execution. A possible solution could be to get the problem in the solver format through the cvx_solver_settings( ‘dumpfile’, ‘filename.mat’ ) command and then use the standalone solver capabilities. However, it would be very good if this could be done through cvx in an explicit way. Cheers, a.

Can we give an initial value/guess to a convex optimization problem?

Hi guys, I’m new on cvx forum and it’s the first time I use CVX. I’m trying to solve an non-linear optimization problem on image processing which was solved with fmincon. fmincon seemed to be able to solve the problem as it gives output images with realistic appearance but in fact, there are lots of noise. I’ve been experimenting to implement the model on CVX and I met some problems, one of them is the initial value problem which was possible on fmincon. So my question is obviously, is it poss…