Dear All,

I am trying to solve the following SDP with warm starting. The code is as follows

```
using JuMP, COSMO
# data
m = 5
n = 10
using Random: bitrand
c = randn(n)
x0 = bitrand(n)
A = randn(m, n)
b = A * x0
x_prev = ones(n+1)
X_prev = x_prev*x_prev'
# JuMP model
sdp_model = JuMP.Model(COSMO.Optimizer)
@variables(sdp_model,
begin
X_tl[1 : n + 1, 1 : n + 1], PSD
end)
JuMP.set_start_value(X_tl, X_prev)
# this line produces the following error:
# ERROR: MethodError: no method matching
# set_start_value(::Symmetric{VariableRef,Array{VariableRef,2}}, ::Array{Float64,2})
obj = c' * X_tl[2:n + 1,1]
@objective(sdp_model, Min, obj)
@constraints(sdp_model, begin
con_sdp_equality_1, A * X_tl[2:n + 1,1] .== b
con_bound_1[i=1:n + 1, j=1:n + 1], X_tl[i,j] <= 1
con_bound_2[i=1:n + 1, j=1:n + 1], X_tl[i,j] >= 0
end
)
set_silent(sdp_model)
JuMP.optimize!(sdp_model)
obj_val = JuMP.objective_value(sdp_model)
X_sol = JuMP.value.(X_tl)
```

If I run the code I get the error

```
ERROR: MethodError: no method matching
set_start_value(::Symmetric{VariableRef,Array{VariableRef,2}}, ::Array{Float64,2})
```

If I comment the line `JuMP.set_start_value(...,...) `

, then the code runs without any problem. I have tried the code with other solvers such as `Mosek`

etc, but it is the same error.

Any help or suggestions will be much appreciated!

Best Regards,

Shuvo