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add gradient cache in Optimizer #66

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merged 10 commits into from
Feb 16, 2021
Merged

add gradient cache in Optimizer #66

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c7a2c5a
add gradient cache in Optimizer
matbesancon Jan 31, 2021
257585c
bug in indexing, complete tests for cache
matbesancon Jan 31, 2021
53efde7
increase tolerance
matbesancon Jan 31, 2021
384bab9
changed solver for robustness
matbesancon Jan 31, 2021
e6b615a
added cache to conic version
matbesancon Jan 31, 2021
f1ac088
fix other hard-coded variable index
matbesancon Feb 1, 2021
f265cb3
merge conflicts
matbesancon Feb 14, 2021
58a99bd
fix gradient conic
matbesancon Feb 14, 2021
6e0b712
specify test to cache type
matbesancon Feb 14, 2021
7941882
relax type constraints
matbesancon Feb 14, 2021
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4 changes: 2 additions & 2 deletions examples/solve-QP.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -5,7 +5,7 @@ using MathOptInterface
const MOI = MathOptInterface
const MOIU = MathOptInterface.Utilities;

using OSQP
using Ipopt

n = 20 # variable dimension
m = 15 # no of inequality constraints
Expand All @@ -17,7 +17,7 @@ q = rand(n)
G = rand(m, n)
h = G * x̂ + rand(m);

model = MOI.instantiate(OSQP.Optimizer, with_bridge_type=Float64)
model = MOI.instantiate(Ipopt.Optimizer, with_bridge_type=Float64)
x = MOI.add_variables(model, n);

# define objective
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