Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

hook up to MOI (WIP) #56

Merged
merged 13 commits into from
Oct 1, 2018
Merged

hook up to MOI (WIP) #56

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
13 commits
Select commit Hold shift + click to select a range
50b7b57
WIP hook up to MOI; working on linear tests
chriscoey Sep 7, 2018
0da5440
finish adding linear conic transformations
chriscoey Sep 8, 2018
d5bc54a
progress on getting linear tests to pass
chriscoey Sep 8, 2018
f052112
support MOI cones
chriscoey Sep 11, 2018
d815f4f
Merge branch 'master' into mathoptint
chriscoey Sep 29, 2018
cf38b1b
Merge branch 'master' of github.com:chriscoey/Alfonso.jl into mathoptint
chriscoey Sep 29, 2018
4cca579
Merge branch 'master' of github.com:chriscoey/Alfonso.jl into mathoptint
chriscoey Sep 29, 2018
35e042f
add nonpositives cone, start updating MOI functions for new P-D format
chriscoey Sep 29, 2018
440617b
prep to transition to new format in MOI functions
chriscoey Sep 29, 2018
902371a
construct model in copy_to
chriscoey Sep 29, 2018
1249639
progress in making MOI getter functions work
chriscoey Sep 29, 2018
66ee10e
MOI contlinear/contconic tests passing modulo SDP and singularity of A
chriscoey Oct 1, 2018
a8bd54e
exclude SDP tests for now, restore native tests
chriscoey Oct 1, 2018
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
4 changes: 3 additions & 1 deletion Manifest.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -79,8 +79,10 @@ uuid = "d6f4376e-aef5-505a-96c1-9c027394607a"
[[MathOptInterface]]
deps = ["Compat", "Unicode"]
git-tree-sha1 = "ba12e7ce825c1458c03f88aae84fa630d882d303"
repo-rev = "master"
repo-url = "https://github.com/JuliaOpt/MathOptInterface.jl.git"
uuid = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
version = "0.6.1"
version = "0.6.1+"

[[Mmap]]
uuid = "a63ad114-7e13-5084-954f-fe012c677804"
Expand Down
3 changes: 2 additions & 1 deletion examples/lp/lp.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,5 +1,6 @@
#=
Copyright 2018, David Papp, Sercan Yildiz, and contributors
Copyright 2018, Chris Coey and contributors
Copyright 2018, David Papp, Sercan Yildiz

modified from https://github.com/dpapp-github/alfonso/blob/master/random_lp.m
solves a simple LP min c'x s.t. Ax = b, x >= 0
Expand Down
3 changes: 2 additions & 1 deletion examples/namedpoly/namedpoly.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,5 +1,6 @@
#=
Copyright 2018, David Papp, Sercan Yildiz, and contributors
Copyright 2018, Chris Coey and contributors
Copyright 2018, David Papp, Sercan Yildiz

modified from https://github.com/dpapp-github/alfonso/blob/master/polyOpt.m
formulates and solves the polynomial optimization problem for a given polynomial, described in the paper:
Expand Down
7 changes: 5 additions & 2 deletions src/Alfonso.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,7 @@ module Alfonso
include("interpolation.jl")
include("cone.jl")
for primcone in [
"nonnegative",
"orthant",
"sumofsquares",
"secondorder",
"exponential",
Expand All @@ -19,5 +19,8 @@ module Alfonso
include(joinpath(@__DIR__, "primitivecones", primcone * ".jl"))
end
include("nativeinterface.jl")
# include("mathoptinterface.jl")

import MathOptInterface
MOI = MathOptInterface
include("mathoptinterface.jl")
end
13 changes: 9 additions & 4 deletions src/cone.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,15 +1,20 @@

#=
cone object
=#

# cone object
abstract type PrimitiveCone end

# TODO reorder primitive cones so easiest ones to check incone are first
mutable struct Cone
prms::Vector{PrimitiveCone}
idxs::Vector{AbstractVector{Int}}
end
Cone() = Cone(PrimitiveCone[], AbstractVector{Int}[])

function addprimitivecone!(cone::Cone, prm::PrimitiveCone, idx::AbstractVector{Int})
@assert dimension(prm) == length(idx)
push!(cone.prms, prm)
push!(cone.idxs, idx)
return cone
end

# calculate complexity parameter of the barrier (sum of the primitive cone barrier parameters)
barrierpar(cone::Cone) = sum(barrierpar_prm(prm) for prm in cone.prms)
Expand Down
5 changes: 3 additions & 2 deletions src/interpolation.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,5 +1,6 @@
#=
Copyright 2018, David Papp, Sercan Yildiz, and contributors
Copyright 2018, Chris Coey and contributors
Copyright 2018, David Papp, Sercan Yildiz

modified from files in https://github.com/dpapp-github/alfonso/
https://github.com/dpapp-github/alfonso/blob/master/ChebInterval.m
Expand Down Expand Up @@ -182,7 +183,7 @@ function approxfekete_data(n::Int, d::Int, calc_w::Bool)

pts = ipts[keep_pnt,:] # subset of points indexed with the support of w
P0 = M[keep_pnt,1:L] # subset of polynomial evaluations up to total degree d
P = Array(qr(P0).Q)
P = Array(qr(P0).Q)

if calc_w
w = UpperTriangular(F.R[:,1:U])\(F.Q'*m)
Expand Down
Loading