Solve a problem several times

To solve the same problem from several starting points, or with several parameter values, create a cache once with init and solve it with solve!. The cache keeps the derivative functions that Optimization.jl prepared for the problem, so later solves do not prepare them again.

cache = init(prob, SnoptOptimizer())
sol1 = solve!(cache)

reinit!(cache; u0 = [0.8, 0.8])        # new starting point
sol2 = solve!(cache)

reinit!(cache; p = [1.0, 50.0])        # new parameter values
sol3 = solve!(cache)

reinit! changes only the starting point u0 and the parameters p. The keywords passed to init, such as maxiters or callback, apply to every solve! of the cache. To change the bounds, the constraints or the optimizer, create a new problem or a new cache.

Each solve! is a new SNOPT solve that starts from u0. SNOPT does not reuse its basis (the record of which variables are at a bound) or its Hessian approximation from the previous solve; for warm and hot starts, use SNOPT.jl directly.