I have a quadratic problem, \begin{align} \min_{x\in [0,1]^n} x^T p+ \frac{1}{2\lambda} x^T Q x \end{align} ($Q$ is semidefinite) which I want to solve repeatedly, with the slight change of p and Q, in each iteration. $n$ length of the vector $x$ is at most 1000.
I need a method as fast as possible, which I can use the result of previous solve of the problem. How to solve this problem which uses the result of previous iteration as starting point( may be warm-starting in next iteration) This question already posted on computational science.