Homogenized QCQP Class #12
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
…s non-chordal. SDP benchmark for problem works. Created function to convert to the chordal version of the problem.
… with tightness when increasing the penalty parameter. With this we get convergence in 3 iterations.
…now be broken at arbitrary point.
…raries to generate cliques and junction trees for a given problem.
…inition. Script now generates the junction tree to be used in solver.
…ition. This caused the cost matrix to be incorrect and led to convergence problems.
… sparsity structure, etc. Added rotational synch example problem
… junction/clique tree. Changed BaseClique: no longer needs to track slices and produce clique intersections (this is done at the junction tree)
…trices defined on the clique variables.
Wrote function to generate psd-completable matrix from clique variables. PSD completion not working
…hom_qcqp.py. Added minimum rank sdp completion algorithm.
… for use with SCS, Clarabel, etc. Added a function to run clarabel solver. Added functions to convert between vectorized form of PSD matrices.
Fixed testing so that we have problems with higher rank. Added timing info for dsdp sparse solver Added graph plotting to HTML.
…t when finding a minimum rank completion.
…lique matrices. Tested.
|
Nice additions! To be fixed / discussed before merge:
|
…ols into nonchordal-admm
|
LGTM! |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Introduced Homogenized QCQP (
HomQCQP) class and re-implemented decomposed IP SDP (primal and dual) so that it works for general clique trees.