# Initialize a SDP solver with Convex

**URL:** https://discourse.julialang.org/t/initialize-a-sdp-solver-with-convex/115339
**Category:** Optimization (Mathematical)
**Created:** [June 7, 2024, 2:28pm UTC](https://discourse.julialang.org/t/initialize-a-sdp-solver-with-convex/115339 "2024-06-07T14:28:39Z")
**Posts on this page:** 7
**Page:** 1

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### Author: ![gustave\_Robichon](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/gustave_robichon/32/207522_2.png) [@gustave\_Robichon](https://discourse.julialang.org/u/gustave_Robichon)
#### Post date: [June 7, 2024, 2:28pm UTC](https://discourse.julialang.org/t/initialize-a-sdp-solver-with-convex/115339/1 "2024-06-07T14:28:39Z")

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hello there 🙂  
I am using julia to solve some Semi-definite Problem. I use Convex to define the problem and the constraints, then I use Hypatia to solve it :

```
M = HermitianSemidefinite(N)
problem = minimize( real(M[1,1]))
problem.constraints += [...]
solve!(problem, () -> Hypatia.Optimizer())

```

for some reason of feasibility, I need to give the solver an initial value of the matrix M. I would like the solver to begin with M=M0. Is it possible any way ? If I don’t give it the initial matrix it won’t find a feasible solution …

I’ve asked a lot to chatGPT and searched on the net for a solution, but didn’t find any … that’s why I ask it here.

Thanks a lot ! Thanks for reading !  
Gustave

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### Author: ![ericphanson](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/ericphanson/32/215186_2.png) [@ericphanson](https://discourse.julialang.org/u/ericphanson)
#### Post date: [June 7, 2024, 3:42pm UTC](https://discourse.julialang.org/t/initialize-a-sdp-solver-with-convex/115339/2 "2024-06-07T15:42:50Z")

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It should just be a matter of calling `set_value!(M, M0)` before calling `solve!`, then calling `solve!` with `warmstart=true`.

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### Author: ![gustave\_Robichon](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/gustave_robichon/32/207522_2.png) [@gustave\_Robichon](https://discourse.julialang.org/u/gustave_Robichon)
#### Post date: [June 7, 2024, 4:53pm UTC](https://discourse.julialang.org/t/initialize-a-sdp-solver-with-convex/115339/3 "2024-06-07T16:53:00Z")

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Yes, but I have this problem showing on the console :

┌ Warning: Skipping variable warmstart; the solver does not support it.  
└ @ Convex ~/.julia/packages/Convex/b2S4H/src/solution.jl:363

I wondered if it was still possible to initialize M=M0 ?  
Thanks a lot for answering 🙂

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### Author: ![ericphanson](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/ericphanson/32/215186_2.png) [@ericphanson](https://discourse.julialang.org/u/ericphanson)
#### Post date: [June 7, 2024, 5:15pm UTC](https://discourse.julialang.org/t/initialize-a-sdp-solver-with-convex/115339/4 "2024-06-07T17:15:27Z")

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In that case you will need to try another solver instead. There is a list here: [Installation Guide · JuMP](https://jump.dev/JuMP.jl/stable/installation/#Supported-solvers)

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### Author: ![gustave\_Robichon](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/gustave_robichon/32/207522_2.png) [@gustave\_Robichon](https://discourse.julialang.org/u/gustave_Robichon)
#### Post date: [June 7, 2024, 5:24pm UTC](https://discourse.julialang.org/t/initialize-a-sdp-solver-with-convex/115339/5 "2024-06-07T17:24:10Z")

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thank you for this very long list ! I should find what I want 🙂

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### Author: ![Naman\_Aggarwal](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/naman_aggarwal/32/212408_2.png) [@Naman\_Aggarwal](https://discourse.julialang.org/u/Naman_Aggarwal)
#### Post date: [October 4, 2024, 2:01pm UTC](https://discourse.julialang.org/t/initialize-a-sdp-solver-with-convex/115339/6 "2024-10-04T14:01:29Z")

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@gustave_Robichon just following up on this; were you able to find a suitable solver that supports warmstarting for SDPs? I need it for my application too. Thank you!

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### Author: ![gustave\_Robichon](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/gustave_robichon/32/207522_2.png) [@gustave\_Robichon](https://discourse.julialang.org/u/gustave_Robichon)
#### Post date: [October 7, 2024, 2:38pm UTC](https://discourse.julialang.org/t/initialize-a-sdp-solver-with-convex/115339/7 "2024-10-07T14:38:35Z")

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no sorry I didn’t find it. But if you have some tolerance\_inconsistent problem , you can change this parameter, for the solver to find a feasible point.

The time won by a warm start is not so big, I think.
