In GAMS, we can initialize a nonlinear model by setting variable.l = initial_value. I’m wondering how this can be done in JuMP, i.e., how can we initialize the primal variables of a JuMP model before we use the nonlinear solvers to solve it? I don’t mean to initialize the same model with its previous solutions. I mean if we have the flexibility to initialize any single variable.
Does that depend on the solvers we use? If it does depend on solvers, does anyone know how to do it for Ipopt and Mosek?
Thanks a lot!