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allow specifying an initial point for a WSOS dual cone #476

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lkapelevich opened this issue Feb 18, 2020 · 0 comments
Open

allow specifying an initial point for a WSOS dual cone #476

lkapelevich opened this issue Feb 18, 2020 · 0 comments

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@lkapelevich
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When using the 1s vector as the initial point, we restrict the Ps that parameterize the cone (e.g. in our scheme, interpolation points have to come from the domain of interest, which may not be best for numerics).

One way to construct initial points is to pick sufficiently many points in the domain of interest, and use a dirac measure at these as the initial point.

In the general case, only the user would know what their domain is, and be able to construct this dirac measure. One idea would be to allow the user to specify the initial point.

@chriscoey chriscoey changed the title make the initial point in the WSOS dual cone / moment cone less restrictive allow specifying an initial point for a WSOS dual cone Apr 8, 2021
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