I want to use cvx to solve the convex problem many times. moreover, I want to set the iterative initial points for every cvx. how to set the iterative initial point for every cvx
You can not provide initial values (starting points) for use by CVX. See Initial guess for convex program .
As for solving a problem many times, you didn’t explicitly ask about reducing overhead, but the answer is that you can not. See Repeated Solving .