Initial Guess/Warm start in CVXPY: give a hint of the solution

Question

In this bit of code:

import cvxpy as cvx

# Examples: linear programming
# Create two scalar optimization variables.
x = cvx.Variable()
y = cvx.Variable()

#         


        

Answer 1

You can manually assign the values using x.value = 1/2, and then passing the warm_start=True parameter in the available solvers. Keep in mind not all solvers allow this, one that does is for example SCS.

More info available on: https://www.cvxpy.org/tutorial/advanced/index.html