Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Custom opt improvements #63

Merged
merged 16 commits into from
Aug 11, 2019
Merged

Custom opt improvements #63

merged 16 commits into from
Aug 11, 2019

Conversation

avikde
Copy link
Owner

@avikde avikde commented Aug 9, 2019

  • use symm
  • quadratic form of objective
  • analytical gradient of J
  • julia optimizations
  • use AL

@avikde
Copy link
Owner Author

avikde commented Aug 9, 2019

gvalues: 20us

@avikde
Copy link
Owner Author

avikde commented Aug 10, 2019

Constraint violations (no AL)

opt = cu.OptOptions(true, 0.1, 1, cu.SYMMETRIC, 1e-8, false)
cu.csAlternateSolve(m, opt, traj0, params0, 1; μst=[1e6, 1e3], Ninnert=10, μsp=[1e-2,1e-2], Ninnerp=2)

image

AL true

image

@avikde
Copy link
Owner Author

avikde commented Aug 11, 2019

Overall the results are not good. Need to get back to this

@avikde avikde merged commit 18c9b60 into master Aug 11, 2019
@avikde avikde deleted the customopt-improve branch August 11, 2019 23:19
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

None yet

1 participant