[mccourt]

Good call - if the problem is well behaved then small changes in gamma should be able to use the previous solution as an initial guess. And I absolutely agree with the robustness idea you're talking about; I was hinting at it when I was talking about the impact of choice of currency. For a well scaled problem there is a consistent and well-behaved impact on the solution for small changes in gamma. But when the currency was changed to RMB, small changes in gamma no longer had a consistent impact on the optimum.