TO-DO list

[cvanaret]

Moving here ideas that don't belong to the Issues.

@cvanaret

• very high priority

  • JOSS revision (see here)
  • write oracle to pick default preset given on problem properties (#797)
  • set ZIB self-hosted runner and adapt the HSL workflow (Test ZIB self-hosted runner #813)
  • pick good settings for MUMPS, SSIDS, and HSL solvers
    • MUMPS (Tune the MUMPS settings #778)
    • MA57 (Optimized MA57 settings #821)
    • MA27 (Optimized MA27 settings #840)
    • MA86
    • SSIDS
  • add abstraction layer IQPSolver + reactivate functional tests for BQPD and HiGHS (Added IQPSolver abstraction on top of LPSolver and QPSolver #784)
  • Improve ipopt preset
    • iterative refinement (#978)
    • function scaling (#866, #896)
    • second-order corrections (Second-order corrections for line-search IPM #812)
    • least-square initial multipliers (Computation of least-square multipliers for equality-constrained problems #833)
    • better infeasibility detection
    • fix bugs (#886, #888, #902)
  • fix quasi-Newton methods: replace circular permutation with physical shift (783)
  • Fix allocation of BQPD workspace (#928)
  • Documented C++ API

• medium priority

  • Test CUTEst in reverse CI ([CI] Test CUTEst in reverse CI #762)
  • optimize statistics table (Optimized statistics table #727)
  • parameterize functional tests to reuse them across all linear solvers (Parameterized tests for the linear solvers #878)
  • move Subproblem and SubproblemSolver to InequalityHandlingMethod (Move Subproblem and SubproblemSolver to InequalityHandlingMethod #828)
  • use previous Hessian if evaluation at current point failed (Use previous Hessian if its evaluation fails #857)
  • WoodburyEQPSolver: optimize solve with multiple RHS (Added support in linear solvers for solving with multiple RHS #782)
  • Fix primal_dual inertia correction for Hessians (Fixed get_dual_regularization_constraints in l1RelaxedProblem and PrimalDualInteriorPointProblem #872)
  • use views instead of raw pointers in evaluation functions in Subproblem and OptimizationProblem (Replace raw pointers with views for KKT blocks #831, Use views instead of raw pointers #885)
  • Query Jacobian sparsity from Model instead of storing it in EvaluationCache (Create the Jacobian sparsity once in the models, and copy them in the subproblem solvers #865)
  • Print subproblem solver version (Print the versions of the subproblem solvers #845)
  • cache optimize the computation of predicted reductions (#909)
  • LS: compute the minimum step length (a la IPOPT) (#910)
  • Add a "metadata" in KKTSystem so that we can use a relevant filename for dumping the sparse linear systems
  • copy options before overwriting (#950)
  • Update Julia README with SSIDS
  • CasADi: write tutorial + reverse CI workflow
  • add timers for subproblem solves and NLP evaluations (Accumulating timers for wallclock and subproblem solves #879)
  • Add CMake variable INCLUDE_DIRECTORIES that should contain all the include directories of the dependencies
  • Test option file in CI
    • AMPL (#949)
    • C
    • Fortran
  • More detailed timing stats, see Need more detailed timing stats #695
  • Count the numbers of Jv, Jtv and Hv evaluations
  • Compute Solution status if max iterations, time limit, user termination, or algorithmic error
  • Move Evaluations into Iterate?
  • Document dual convention
  • Interface the HiGHS HIPO linear solver
  • ASL2
    • create Yggdrasil package (Added builder for ASL2 JuliaPackaging/Yggdrasil#13950)
    • write ASL2 model for Uno
  • Do not evaluate objective measure if trial iterate rejected by filter/funnel upper bound
  • handle linear constraints (in API and in Uno)
  • add bool option detailed_statistics (#922)
  • check model consistency (variables bounds, constraints bounds)
  • cross-compile dependencies for MSVC, and HiGHS for MinGW, using a Github Action

• low priority

  • Use enums in C API (presets, LP/QP/NLP, statuses)
  • Implement Riccati recursion when structure is provided/detected (with @david0oo)
  • Add function to interfaces for evaluating subset of Jacobian
  • Architecture: differentiate between positive definite and indefinite linear solvers
  • Return error codes instead of throwing exceptions?
  • quasi-Newton: optimize Hessian-vector product
  • add CPU time to statistics table
  • Customize nl reader for quadratic functions (fill matrix instead of creating a tree)
  • Set no constraint relaxation strategy if only linear constraints and no trust region
    • Rename UnconstrainedStrategy into NoRelaxation #414 suggests that feasibility restoration may be useful when the line search fails (step length too small)

• new methods

  • K2.5 formulation
  • primal-dual shifted method (Gill-Kungurtsev-Robinson)
  • KNITRO-like barrier method
  • Gauss-Newton/Levenberg-Marquardt restoration
  • add specialized support for bound-constrained problems
    • partition MINLPTests and MOI instances, and target CI tests ([CI] Taylored Julia tests #764)
    • finish TRON implementation ([WIP] TRON solver for bound constrained QPs #746)
    • allow multi-step globalization
  • constraint relaxation strategies
    • l1 relaxation
    • Powell relaxation
    • funnel-based relaxation

@amontoison

• high priority

  • Reverse CI for Uno HiGHS / HiPO (Add reverse CI to test Uno with HiGHS and HiPO ERGO-Code/HiGHS#3085)
  • Review the dynamic loader of HSL packages (Dynamic loading for HSL #771)
  • Build with OpenBLAS and redistribute it in precompiled archives
  • Use Krylov like HSL without linking

• medium priority

  • Run all MOI tests with the preset ipopt ([UnoSolver.jl] Run the MOI tests with various presets #822)
  • Interface HSL MA86 (Add interface to HSL MA86 linear solver #811)
  • Option for dumping KKT systems from Uno (Dump KKT systems to disk in MatrixMarket format #895)

• low priority

  • link libspral to Uno without openMP ([CI] Compile Uno with SPRAL #588)
  • LBT / unit tests...
  • test KKT dumper from Julia
  • measure code coverage