Implementing bridge cost #1125
Merged
Implementing bridge cost #1125
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
blegat
force-pushed
the
bl/bridge_cost
branch
6 times, most recently
from
0070950 to
0f0e6a1
Compare
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
There is an issue with the fact that there may be a clash between constraint indices between bridged constraint and solvers constraints of type
VectorOfVariablesorSingleVariable.Indeed for instance if variables constrained on creation in
Sare supported but notVectorOfVariables-in-Sconstraints then there may be a clash between a constraint indexVectorOfVariables-in-Sthat was created with a variable constrained on creation and a bridgedVectorOfVariables-in-Sconstraints.The solution would be to recommend the index value of
VectorOfVariables-in-Sconstraints to be equal to the index of the first variable (this is already the case for most solvers) so that when there is a clash, it's when the same variable is the first one of two conic variable constraint so it's the user fault. It's already an error withLazyBridgeOptimizerif the two constraints are bridged anyway it seems to be a reasonable solution.It's not what is implemented in this PR (I tried using negative indices but it's a bad idea), I still need to make the change.
jump-dev/MosekTools.jl#53 is passing all the tests (except an error which seems unrelated) with this PR