Saving the solution during the algorithm

At times, it can be useful to save the current iterate in the algorithm every now and then. For this, the SaveSettings struct can be used. It can be provided to solvesdp using the save_settings keyword. This allows to save the solution of the algorithm

• every k'th iteration, when iter_interval = k,
• every s seconds, when time_interval = s. The solution is then saved at the end of an iteration of the algorithm after at least s seconds have passed, so the total time interval between two saves is at most s plus the time needed for 1 iteration.

You can choose whether only the last solution is kept (only_last = true, default), or all intermediate solutions (only_last = false). In the first case, the solution is saved as [save_name].jls. In the second case, save_name should contain a #, which is used as placeholder for the solution number.

The solutions can be retrieved using deserialize of Serialization.jl:

using Serialization
primalsol, dualsol = deserialize('solution.jl')

@docsSaveSettings