Ipopt can load current solution to warm start

Author: metab0t

include/pyoptinterface/ipopt_model.hpp

@@ -34,6 +34,7 @@ struct IpoptfreeproblemT
 
 struct IpoptResult
 {
+	bool is_valid = false;
 	// store results
 	std::vector<double> x, g, mult_g, mult_x_L, mult_x_U;
 	double obj_val;
@@ -146,6 +147,9 @@ struct IpoptModel
 	void analyze_structure();
 	void optimize();
 
+	// load current solution as	initial guess
+	void load_current_solution();
+
 	// set options
 	void set_raw_option_int(const std::string &name, int value);
 	void set_raw_option_double(const std::string &name, double value);

lib/ipopt_model.cpp

@@ -529,6 +529,17 @@ void IpoptModel::optimize()
 	m_status = ipopt::IpoptSolve(problem_ptr, m_result.x.data(), m_result.g.data(),
 	                             &m_result.obj_val, m_result.mult_g.data(),
 	                             m_result.mult_x_L.data(), m_result.mult_x_U.data(), (void *)this);
+	m_result.is_valid = true;
+}
+
+void IpoptModel::load_current_solution()
+{
+	if (!m_result.is_valid)
+	{
+		throw std::runtime_error("No valid solution to load");
+	}
+
+	std::copy(m_result.x.begin(), m_result.x.end(), m_var_init.begin());
 }
 
 void IpoptModel::set_raw_option_int(const std::string &name, int value)

lib/ipopt_model_ext.cpp

@@ -153,6 +153,9 @@ NB_MODULE(ipopt_model_ext, m)
 	    .def("_add_nl_constraint_eq", &IpoptModel::_add_nl_constraint_eq)
 
 	    .def("_optimize", &IpoptModel::optimize, nb::call_guard<nb::gil_scoped_release>())
+
+	    .def("load_current_solution", &IpoptModel::load_current_solution)
+
 	    .def("set_raw_option_int", &IpoptModel::set_raw_option_int)
 	    .def("set_raw_option_double", &IpoptModel::set_raw_option_double)
 	    .def("set_raw_option_string", &IpoptModel::set_raw_option_string);