Warm start - how to set custom initial values in the R-interface?

Hi, is there a possibility to set custom initial values to use within the warm start option in the R-interface? In section 6 of the main paper of the algorithm this is suggested.

I have a minimisation problem where I have the ability to compute estimates of the variables to be minimized. I assume the convergence time/iterations can be reduced through using these approximations as initial values.

Thanks in advance!

Yes, OSQP has a warm_start function. I do not use R myself, but you can look here for more details.

Great, thank you for the fast reply!