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!