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fix gradient for multidimensional quad form #1854
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roberthuisman
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fix multidimensional quad form
fix gradient for multidimensional quad form
Aug 2, 2022
Benchmarks that have stayed the same:
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LGTM. |
SteveDiamond
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Nov 3, 2022
* fix multidimensional quad form * autoblack messed up line ordering
SteveDiamond
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Nov 3, 2022
* fix multidimensional quad form * autoblack messed up line ordering
SteveDiamond
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Nov 4, 2022
* 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>
SteveDiamond
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Nov 4, 2022
* 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>
SteveDiamond
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Dec 27, 2022
* 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 * disallow float for diamatrix values (#1931) * pin setuptools * 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: Riley Murray <rileyjmurray@users.noreply.github.com> Co-authored-by: phschiele <44360364+phschiele@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> Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com> Co-authored-by: Robert Luce <2168992+rluce@users.noreply.github.com>
SteveDiamond
added a commit
that referenced
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Dec 27, 2022
* 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>
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Description
Implement a fix for retrieving gradient of quad_form for a two-dimensional optimization problem.
Current unit test for gradient of quad_form still passes. I added an additional unittest for multidimension quad_form gradient.
Fix for #1837
New test would fail under the original code:
Type of change
Contribution checklist