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Implement Acceleration schemes #19

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migarstka opened this issue Jan 31, 2018 · 6 comments
Closed

Implement Acceleration schemes #19

migarstka opened this issue Jan 31, 2018 · 6 comments
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enhancement New feature or request understand
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v0.3 Solver with ...

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@migarstka
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migarstka commented Jan 31, 2018 •
edited

  • understand fixed point acceleration
@migarstka migarstka added enhancement New feature or request understand labels Jan 31, 2018
@migarstka migarstka changed the title Implement Anderson Acceleration Implement Acceleration schemes Mar 4, 2019
@angeris
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angeris commented Jul 27, 2020 •
edited

Of possible interest here, we have some people from our group working on accelerated schemes for SCS and now has a C package available (if you're interested, I could make some Julia bindings or just reimplement it in Julia, directly.)

Additionally, SCS now has it on by default and it works fairly well, so might be a good reference!

@migarstka
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Thanks for offering. We are currently investigating different approaches for acceleration. It will likely be modular so that the user can choose the acceleration method. Once a stable interface for this has been established I might pick you up on that offer.

@angeris
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angeris commented Jul 28, 2020

Sounds great! Let me know :)

@migarstka
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Implemented in latest version v0.8.0

@angeris
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angeris commented Feb 3, 2021

Awesome, this is great ! I (again) have some big SDPs to solve that are very structured, so will try them with COSMO :)

@angeris
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angeris commented Feb 3, 2021

Thanks for all of your work on this!

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enhancement New feature or request understand
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v0.3 Solver with more elaborate features
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