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Add iterative refinement #6

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bamos opened this issue Apr 4, 2017 · 2 comments
Closed

Add iterative refinement #6

bamos opened this issue Apr 4, 2017 · 2 comments

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@bamos
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bamos commented Apr 4, 2017

@bamos
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bamos commented Apr 4, 2017

May fix #4

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bamos commented May 7, 2017

If you're facing accuracy and convergence issues, I've added an unoptimized and inefficient version of iterative refinement that can be used by manually changing the KKT system solver in pdipm.batch to KKTSolvers.IR_UNOPT. It doesn't seem to help some convergence issues I'm having on a problem. Let me know if it helps yours.

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