I would like to modify the hot start of a variable. I’ve given an minimum working example below:
using JuMP, Gurobi, Ipopt
m = Model(with_optimizer(Ipopt.Optimizer))
@variable(m, x, start = 0) # hot start
@constraint(m, -x <= 0)
@constraint(m, x <= 4*pi)
@NLobjective(m, Min, sin(x))
optimize!(m) # Assume this didn't work, let's try again
@variable(m, x, start = pi) # JuMP complains about redefining variables
Obviously I could just rerun my model, but this is silly - there must be a better way of doing this?