Nonlinear SDP interior point meta-algorithm #106
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Co-authored-by: Mathieu Besançon <[email protected]>
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Refactored following advised by @mohamed82008 . But still debugging the StackOverflow Error. |
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Notifying @matbesancon as well |
Co-authored-by: Mohamed Tarek <[email protected]>
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Once the minor comments above are addressed and the tests pass, please add documentation on this. Then I am ready to merge this. |
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let's have a separate PR for docs. |
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thanks @noilreed, great PR 🎉 |
| @@ -100,7 +100,7 @@ end | |||
| function sd_objective(objective0, sd_constraints, c::AbstractArray) | |||
| function _objective(args) | |||
| target = objective0(args) | |||
| barrier = sum(c .* -logdet.(sd_constraints.fs.(args))) | |||
| barrier = sum(c .* -logdet.(map(f -> f(args), sd_constraints.fs))) | |||
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@mohamed82008 What makes this different? I found weird thing in my local version test yesterday before went to bed and I haven't pushed it, not sure if that's a bug. That if two MvNormal applied to one optimization then the first one is not well optimized, is this the reason?
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Yes, broadcasting a function calls it element-wise on the arguments. We need to call each function with all the arguments as input, hence the map.
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