I started out running my 20W halogen directly from a protected 14.8v Li-Ion battery. When I would turn on the light the battery pack protection would trip and shut the light off. I would turn it off and then back on again a couple of times and it would then stay on. The problem is that a cold halogen bulb has very little resistance. This looks like a short to the battery protection circuit so it shuts down. Some current gets through and heats up the bulb enough to create some resistance. This limits the initial current and the protection circuit allows the light to stay on.
To avoid this problem I built a simple soft start circuit to ramp the voltage to the bulb. Now it starts up first time every time.