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Fix conic objective reverse diff #237

Merged
merged 2 commits into from
Apr 5, 2023
Merged

Fix conic objective reverse diff #237

merged 2 commits into from
Apr 5, 2023

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blegat
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@blegat blegat commented Apr 5, 2023

This PR throws the Conic diff through all the QP tests we have with no quadratic parts, this already caught one bug that is fixed in this PR

@matbesancon
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what was the bug it caught?

@blegat
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blegat commented Apr 5, 2023

The objective function returned was incorrect for backward differentiation. We should have πz[end] * g[1:n] - πz[1:n] * g[end] and we had πz[end] * g - πz * g[end] where n is the number of variables.

@blegat blegat force-pushed the bl/rev_obj_conic branch from 66be0c2 to d39563f Compare April 5, 2023 14:18
@blegat blegat force-pushed the bl/rev_obj_conic branch from d39563f to 2237f13 Compare April 5, 2023 15:20
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codecov bot commented Apr 5, 2023

Codecov Report

Patch coverage: 75.00% and project coverage change: +0.19 🎉

Comparison is base (794dd56) 87.37% compared to head (2237f13) 87.57%.

Additional details and impacted files
@@            Coverage Diff             @@
##           master     #237      +/-   ##
==========================================
+ Coverage   87.37%   87.57%   +0.19%     
==========================================
  Files          11       11              
  Lines        1006     1006              
==========================================
+ Hits          879      881       +2     
+ Misses        127      125       -2     
Impacted Files Coverage Δ
src/ConicProgram/ConicProgram.jl 93.70% <0.00%> (ø)
src/diff_opt.jl 98.47% <100.00%> (ø)

... and 2 files with indirect coverage changes

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@blegat blegat merged commit cd24703 into master Apr 5, 2023
@blegat blegat mentioned this pull request Apr 5, 2023
@matbesancon matbesancon deleted the bl/rev_obj_conic branch April 6, 2023 10:56
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2 participants