Warmstart in `COSMO.jl` with `JuMP`

I’m currently using COSMO.jl to do a large scale SDP with JuMP as the interface. Is it possible to store the status of model for example every 100000 iterations, and if max_iter is reached, to start from the starting status in the next run?

This is seemingly supported. See here. You could try to play around with the given example and set, e.g., max_iter = 50. Then adapt the example to your problem accordingly.

Note: I have not tried this before.

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