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Fix SOC residual #1844
Fix SOC residual #1844
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Doesn't handle edge cases correctly. |
Benchmarks that have stayed the same:
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I merged @phschiele's changes into this branch. I'll note that it might be difficult to cherry-pick this commit for propagating to the release/1.2.x and release/1.1.x branches. But manually copying the changes shouldn't be hard. Philipp suggests merging master into this branch before merging this PR. That should result in the PR affecting 16 files to just 2 files. |
Kudos, SonarCloud Quality Gate passed! |
Thanks @phschiele ! |
* fix SOC residual * dimension test * Suggestion for how to compute SOC residual (#1853) Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>
* fix SOC residual * dimension test * Suggestion for how to compute SOC residual (#1853) Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>
* fix osqp warm start (#1882) * switch SCS timings to seconds (#1880) Co-authored-by: Steven Diamond <steven@gridmatic.com> * merge fix * merge fix * Fix SOC residual (#1844) * fix SOC residual * dimension test * Suggestion for how to compute SOC residual (#1853) Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com> * Fix bug with diff (#1835) * fix #1834 * test error Co-authored-by: Steven Diamond <steven@gridmatic.com> * fix #1828 (#1829) * fix mosek * switch pcp opt vals back * resolved merge conflicts * removed mi_lp_5 test * Update __init__.py Resolve #1910 * allow lists as shape definitions * fix types * fix types for 3.6 * fix gradient for multidimensional quad form (#1854) * fix multidimensional quad form * autoblack messed up line ordering * Adding edge case handling for string inputs into norm (#1871) * Adding edge case handling for string inputs into norm Signed-off-by: KerimovEmil <emilkerimov93@gmail.com> * Update cvxpy/atoms/norm.py Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com> * Adding norm exception tests to ensure that invalid string inputs are caught Signed-off-by: KerimovEmil <emilkerimov93@gmail.com> Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com> Co-authored-by: Steven Diamond <steven@gridmatic.com> Signed-off-by: KerimovEmil <emilkerimov93@gmail.com> Co-authored-by: Fabian Schramm <55981657+fabinsch@users.noreply.github.com> Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com> Co-authored-by: Riley Murray <rileyjmurray@users.noreply.github.com> Co-authored-by: Robert Huisman <74955560+roberthuisman@users.noreply.github.com> Co-authored-by: KerimovEmil <emilkerimov93@gmail.com>
* fix osqp warm start (#1882) * switch SCS timings to seconds (#1880) Co-authored-by: Steven Diamond <steven@gridmatic.com> * merge fix * fix test * resolve merge * Fix SOC residual (#1844) * fix SOC residual * dimension test * Suggestion for how to compute SOC residual (#1853) Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com> * Fix bug with diff (#1835) * fix #1834 * test error Co-authored-by: Steven Diamond <steven@gridmatic.com> * fix #1828 (#1829) * cap ortools at 9.3 * fix mosek * switch pcp opt vals back * resolve merge conflict * Update __init__.py Resolve #1910 * allow list as shape input * fix gradient for multidimensional quad form (#1854) * fix multidimensional quad form * autoblack messed up line ordering * Adding edge case handling for string inputs into norm (#1871) * Adding edge case handling for string inputs into norm Signed-off-by: KerimovEmil <emilkerimov93@gmail.com> * Update cvxpy/atoms/norm.py Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com> * Adding norm exception tests to ensure that invalid string inputs are caught Signed-off-by: KerimovEmil <emilkerimov93@gmail.com> Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com> Co-authored-by: Steven Diamond <steven@gridmatic.com> * Fix time_limit_sec for GLOP and PDLP (#1859) Fixes #1858 Signed-off-by: KerimovEmil <emilkerimov93@gmail.com> Co-authored-by: Fabian Schramm <55981657+fabinsch@users.noreply.github.com> Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com> Co-authored-by: Riley Murray <rileyjmurray@users.noreply.github.com> Co-authored-by: Robert Huisman <74955560+roberthuisman@users.noreply.github.com> Co-authored-by: KerimovEmil <emilkerimov93@gmail.com> Co-authored-by: Miles Lubin <miles.lubin@gmail.com>
* fix osqp warm start (#1882) * switch SCS timings to seconds (#1880) Co-authored-by: Steven Diamond <steven@gridmatic.com> * merge fix * merge fix * Fix SOC residual (#1844) * fix SOC residual * dimension test * Suggestion for how to compute SOC residual (#1853) Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com> * Fix bug with diff (#1835) * fix #1834 * test error Co-authored-by: Steven Diamond <steven@gridmatic.com> * fix #1828 (#1829) * fix mosek * switch pcp opt vals back * resolved merge conflicts * removed mi_lp_5 test * Update __init__.py Resolve #1910 * allow lists as shape definitions * fix types * fix types for 3.6 * fix gradient for multidimensional quad form (#1854) * fix multidimensional quad form * autoblack messed up line ordering * Adding edge case handling for string inputs into norm (#1871) * Adding edge case handling for string inputs into norm Signed-off-by: KerimovEmil <emilkerimov93@gmail.com> * Update cvxpy/atoms/norm.py Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com> * Adding norm exception tests to ensure that invalid string inputs are caught Signed-off-by: KerimovEmil <emilkerimov93@gmail.com> Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com> Co-authored-by: Steven Diamond <steven@gridmatic.com> * disallow float for diamatrix values (#1931) * add setup.cfg * Make log_det robust to numerical issues with complex data (#1866) * log_det takes Hermitian part of its input, therefore can assume that "sign" from numpys slogdet is real. * Update test_complex.py * Update test_complex.py Make certain failing tests verbose, so we can see why logdet tests fail on a small number of platforms. * guess for fix * lower precision of test log det * Update cvxpy/tests/test_complex.py Remove verbose Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com> * Update cvxpy/tests/test_complex.py Remove verbose from test Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com> Co-authored-by: Steven Diamond <diamond.po.central@gmail.com> Co-authored-by: Steven Diamond <steven@gridmatic.com> Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com> * Adapt to API changes in gurobipy (#1962) Signed-off-by: KerimovEmil <emilkerimov93@gmail.com> Co-authored-by: Fabian Schramm <55981657+fabinsch@users.noreply.github.com> Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com> Co-authored-by: Riley Murray <rileyjmurray@users.noreply.github.com> Co-authored-by: Robert Huisman <74955560+roberthuisman@users.noreply.github.com> Co-authored-by: KerimovEmil <emilkerimov93@gmail.com> Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com> Co-authored-by: Robert Luce <2168992+rluce@users.noreply.github.com>
Description
I fixed the computation of the SOC residual.
Issue link (if applicable): #1841
Type of change
Contribution checklist