reduce allocations during iteration to essentially zero #36
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chriscoey
commented
Aug 23, 2018
| prm.gtmp .-= diag(prm.VtVp) | ||
| prm.Htmp .+= prm.VtVp.^2 | ||
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| prm.Vp[j] .= prm.ipwt[j]/F.U # TODO in-place syntax should work but ldiv! is very broken for triangular matrices in 0.7 |
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Julia 0.7 missing methods
chriscoey
commented
Aug 23, 2018
| prm.Htmp .+= prm.VtVp.^2 | ||
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| prm.Vp[j] .= prm.ipwt[j]/F.U # TODO in-place syntax should work but ldiv! is very broken for triangular matrices in 0.7 | ||
| mul!(prm.Vp2, prm.Vp[j], prm.Vp[j]') # TODO if parallel, need to use separate Vp2[j] # TODO this is much slower than it should be on 0.7 |
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Julia 0.7 very slow
chriscoey
commented
Aug 23, 2018
| calcHiprod_prm!(prod, arr, prm::SumOfSquaresCone) = (prod .= prm.F.U\(prm.F.L\arr)) # TODO do in-place | ||
| calcLiprod_prm!(prod, arr, prm::SumOfSquaresCone) = (prod .= prm.F.L\arr) | ||
| calcHiprod_prm!(prod, arr, prm::SumOfSquaresCone) = ldiv!(prod, prm.F, arr) | ||
| calcLiprod_prm!(prod, arr, prm::SumOfSquaresCone) = ldiv!(prm.F.U', arr, prod) # TODO this in-place syntax should not work (arguments order wrong, should accept F.L) but ldiv! is very broken for triangular matrices in 0.7 |
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Julia 0.7 missing methods / incorrect definition
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SOS allocations are reduced but not yet at zero, because there are missing methods for Unclear when the Julia issues will be fixed (I haven't submitted them yet) |
This was referenced Aug 23, 2018
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I have LP allocations down to nil. working on SOS allocations (and can probably improve efficiency of the SOS barrier procedures with a little thought - see #37).
I also refactored linear system solve into its own function. partially fixes #31
fixes #12