I want to solve a cyclic minimization SDP problem like ADMM. I should get a solution from problem 1,and then set it as initial value to solve the problem2. how to set the inital value of variable?
Intiial value can not be provided to the solver when using CVX. However, if the result of one problem detrmines the input data to another problem, you can use optimal solution from the previous problem to specify what the next problem is.