Initial values for primal variables

[ambyld]

It doesn't yet seem to be possible to warm-start primal variables. For example, the following code:

solver_model = JuMP.Model(with_optimizer(Ipopt.Optimizer))
@variable(solver_model, x[1:2])
@constraint(solver_model, x .>= 0.)
@objective(solver_model, Min, x[1]+x[2])
set_start_value(x[1], 1.0)
JuMP.optimize!(solver_model)

Results in:

MathOptInterface.SetAttributeNotAllowed{MathOptInterface.VariablePrimalStart}: Setting attribute MathOptInterface.VariablePrimalStart() cannot be performed. You may want to use a `CachingOptimizer` in `AUTOMATIC` mode or you may need to call `resetoptimizer!` before doing this operation if the `CachingOptimizer` is in `MANUAL` mode.

Stacktrace:
 [1] #throw_set_error_fallback#13(::MathOptInterface.SetAttributeNotAllowed{MathOptInterface.VariablePrimalStart}, ::Function, ::Ipopt.Optimizer, ::MathOptInterface.VariablePrimalStart, ::MathOptInterface.VariableIndex, ::Nothing) at /home/bylard/.julia/dev/MathOptInterface/src/attributes.jl:312
 [2] throw_set_error_fallback(::Ipopt.Optimizer, ::MathOptInterface.VariablePrimalStart, ::MathOptInterface.VariableIndex, ::Nothing) at /home/bylard/.julia/dev/MathOptInterface/src/attributes.jl:311
 [3] set(::Ipopt.Optimizer, ::MathOptInterface.VariablePrimalStart, ::MathOptInterface.VariableIndex, ::Nothing) at /home/bylard/.julia/dev/MathOptInterface/src/attributes.jl:289
 [4] _broadcast_getindex_evalf at ./broadcast.jl:574 [inlined]
 [5] _broadcast_getindex at ./broadcast.jl:547 [inlined]
 [6] getindex at ./broadcast.jl:507 [inlined]
 [7] macro expansion at ./broadcast.jl:814 [inlined]
 [8] macro expansion at ./simdloop.jl:73 [inlined]
 [9] copyto! at ./broadcast.jl:813 [inlined]
 [10] copyto! at ./broadcast.jl:768 [inlined]
 [11] copy at ./broadcast.jl:744 [inlined]
 [12] materialize at ./broadcast.jl:724 [inlined]
 [13] set(::Ipopt.Optimizer, ::MathOptInterface.VariablePrimalStart, ::Array{MathOptInterface.VariableIndex,1}, ::Array{Union{Nothing, Float64},1}) at /home/bylard/.julia/dev/MathOptInterface/src/attributes.jl:285
 [14] _pass_attributes(::Ipopt.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}, ::Bool, ::MathOptInterface.Utilities.IndexMap, ::Array{MathOptInterface.AbstractVariableAttribute,1}, ::Tuple{DataType}, ::Tuple{Array{MathOptInterface.VariableIndex,1}}, ::Tuple{Array{MathOptInterface.VariableIndex,1}}, ::typeof(MathOptInterface.set)) at /home/bylard/.julia/dev/MathOptInterface/src/Utilities/copy.jl:127
 [15] pass_attributes at /home/bylard/.julia/dev/MathOptInterface/src/Utilities/copy.jl:111 [inlined]
 [16] pass_attributes at /home/bylard/.julia/dev/MathOptInterface/src/Utilities/copy.jl:109 [inlined]
 [17] default_copy_to(::Ipopt.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}, ::Bool) at /home/bylard/.julia/dev/MathOptInterface/src/Utilities/copy.jl:179
 [18] #copy_to#12 at /home/bylard/.julia/packages/Ipopt/OLtKb/src/MOI_wrapper.jl:72 [inlined]
 [19] #copy_to at ./none:0 [inlined]
 [20] attach_optimizer(::MathOptInterface.Utilities.CachingOptimizer{Ipopt.Optimizer,MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}}) at /home/bylard/.julia/dev/MathOptInterface/src/Utilities/cachingoptimizer.jl:125
 [21] optimize!(::MathOptInterface.Utilities.CachingOptimizer{Ipopt.Optimizer,MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}}) at /home/bylard/.julia/dev/MathOptInterface/src/Utilities/cachingoptimizer.jl:161
 [22] optimize!(::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{Ipopt.Optimizer,MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}},MathOptInterface.Bridges.AllBridgedConstraints{Float64}}) at /home/bylard/.julia/dev/MathOptInterface/src/Bridges/bridgeoptimizer.jl:73
 [23] optimize!(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}}) at /home/bylard/.julia/dev/MathOptInterface/src/Utilities/cachingoptimizer.jl:165
 [24] #optimize!#77(::Bool, ::Bool, ::Function, ::Model, ::Nothing) at /home/bylard/.julia/packages/JuMP/MuwSj/src/optimizer_interface.jl:124
 [25] optimize! at /home/bylard/.julia/packages/JuMP/MuwSj/src/optimizer_interface.jl:101 [inlined] (repeats 2 times)
 [26] top-level scope at In[9]:6

[mlubin]

Thanks for the report. This is a bug somewhere in the MOI interface. It works correctly if you set a start value for all variables in the model.
@blegat