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Directly modify A matrix during SGP solves #1479

Merged
merged 11 commits into from
Mar 7, 2020
Merged

Directly modify A matrix during SGP solves #1479

merged 11 commits into from
Mar 7, 2020

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bqpd
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@bqpd bqpd commented Mar 6, 2020

Paves the way for removing .as_approxlts, .as_approxgts, mutategp, blackbox, pineq.as_gpconstr, sigeq.as_hmapslt1, externalfn, and other joys. Plus, it's much faster.

(note to self: will that still need a fallback for if the number of variables / etc changes size? maybe what I want to do is generate the GP with just the GP constraints first (but, bound warnings), then add the SPs to the A matrix manually?)

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bqpd commented Mar 6, 2020

test models please

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bqpd commented Mar 6, 2020

test models please

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bqpd commented Mar 7, 2020

test models please

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bqpd commented Mar 7, 2020

test this please

@bqpd bqpd merged commit b6fd017 into master Mar 7, 2020
@bqpd bqpd deleted the directA branch March 7, 2020 21:12
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whoburg commented May 17, 2020

cool!

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