Hey guys ,
Am trying to implement a distributed optimization in gams.
Therefore I'm trying to perform one iteration of 3 non-linear optimization problems, in a loop.
After each iterations variables are exchanged between the 3 systems.
So, my problem is now:
I want to perform a cold start at the first iteration and then always warm-start with the values for the primal and dual-variables from the previous iterations.
I was planning to use IPOPTH but now I just read that I would have to write an options.opt file and save it in the project's depository.
So for me it sounds like I can either use a cold or a warm-start but not both in one GAMS file.
Does anybody have a quick work-around or can give me advise on this.
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