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WIP: use new primal-dual format (linear objectives only) #62

Merged
merged 31 commits into from
Sep 29, 2018
Merged

WIP: use new primal-dual format (linear objectives only) #62

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a6c9274
up to initial iterate
chriscoey Sep 15, 2018
298eba0
use variable cones
chriscoey Sep 17, 2018
5203d11
pred and corr finally seem to work
chriscoey Sep 21, 2018
34756ac
use CVXOPT convergence criteria, working for some small LPs
chriscoey Sep 21, 2018
3c63dce
update examples for format, uncomment some tests
chriscoey Sep 22, 2018
6e5445c
fix conv tol bug, get more tests working
chriscoey Sep 22, 2018
430ead2
refactor direction finding
chriscoey Sep 22, 2018
16b1209
improve linear system solve size partially
chriscoey Sep 22, 2018
4f7f985
use two symmetric linsys solves and combine
chriscoey Sep 22, 2018
a01d0f6
initial work on QR+cholesky linsys solve
chriscoey Sep 22, 2018
5889300
get qr+cholesky linsys solve working for dense LP
chriscoey Sep 23, 2018
1111280
prepare to work on hessian vector product functions
chriscoey Sep 23, 2018
8fb501f
hessian for nonneg cone, get sparse and dense QRs working
chriscoey Sep 24, 2018
7ea1b27
hessian for SOS cone, SOS examples working
chriscoey Sep 24, 2018
a6aaae5
improve initial iterate finding procedure
chriscoey Sep 24, 2018
0031282
psd cone hessian and examples working
chriscoey Sep 24, 2018
cc7dd69
SOC/RSOC hessian and examples working
chriscoey Sep 24, 2018
e8e50c9
update for all cones, remove power cone for now (needs AD)
chriscoey Sep 24, 2018
9ac242e
cleanup tests and printing a bit
chriscoey Sep 24, 2018
d853972
compute appropriate certificates
chriscoey Sep 24, 2018
d6f3d36
refactored and improved operations in linear system solves, clarified…
chriscoey Sep 26, 2018
0bb4445
reduced allocations drastically, more to go
chriscoey Sep 26, 2018
afa85cc
refac initial iterate, reduce allocs more
chriscoey Sep 26, 2018
667ceb8
further reduce allocations, rename some variables to improve clarity
chriscoey Sep 26, 2018
b978412
reduced allocs during iteration to essentially zero
chriscoey Sep 27, 2018
579eb6d
reduce allocs for SOS cone barrier functions
chriscoey Sep 27, 2018
e6719a1
use Diagonal matrix type instead of sparse in examples; restore tests
chriscoey Sep 27, 2018
f65af8a
remove a couple redundant prealloc arrays
chriscoey Sep 27, 2018
7ccb061
reorder tests, add comments, add constraint cone test
chriscoey Sep 29, 2018
0d70c65
restore many tests
chriscoey Sep 29, 2018
12dd5ef
Merge branch 'master' into newlinearpdform
chriscoey Sep 29, 2018
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10 changes: 5 additions & 5 deletions Manifest.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -21,15 +21,15 @@ version = "0.7.0"

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git-tree-sha1 = "ff2595695fc4f14427358ce2593f867085c45dcb"
uuid = "34da2185-b29b-5c13-b0c7-acf172513d20"
version = "1.1.0"
version = "1.2.0"

[[Conda]]
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git-tree-sha1 = "a47f9a2c7b80095e6a935536795635522fe27f5d"
git-tree-sha1 = "85b5bf3ffcf4f39abe019dab1dd00a0aead8d882"
uuid = "8f4d0f93-b110-5947-807f-2305c1781a2d"
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version = "1.0.2"

[[Dates]]
deps = ["Printf"]
Expand Down Expand Up @@ -149,4 +149,4 @@ uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5"
deps = ["Compat"]
git-tree-sha1 = "c9d5aa108588b978bd859554660c8a5c4f2f7669"
uuid = "81def892-9a0e-5fdd-b105-ffc91e053289"
version = "1.1.2"
version = "1.1.3"
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