Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Docplex utils methods to generate square matrix variables #56

Merged
merged 5 commits into from
Jun 23, 2022

Conversation

gcattan
Copy link
Collaborator

@gcattan gcattan commented Jun 19, 2022

Implements #28.
The PR introduces helper methods to generate covariance matrix variables for optimization problems.
This is a pre-request to build a custom optimizer we could use to run a version of the MDM algorithm rewritten with the constraint programming paradigm.
We do this because quantum optimization algorithms in Qiskit accepts optimization problem written in docplex as possible input.

@gcattan gcattan changed the title Gc/docplex Docplex utils method to generate square matrix variables Jun 19, 2022
@gcattan gcattan changed the title Docplex utils method to generate square matrix variables Docplex utils methods to generate square matrix variables Jun 19, 2022
@gcattan gcattan marked this pull request as ready for review June 19, 2022 11:23
@toncho11
Copy link
Collaborator

I think it is OK. You can merge it.
Next step is to make a optimizer that uses these methods.

And then re-formulate:

  • the Riemannian mean as an optimization problem
  • the minimum distance as an optimization problem

@gcattan
Copy link
Collaborator Author

gcattan commented Jun 23, 2022

Ok, thanks for the review :)
Some of the details, such as the need for an optimizer wrapper were explained by messaging. I hope I have answered all your concerns.

@gcattan gcattan merged commit 3b751de into pyRiemann:main Jun 23, 2022
@gcattan gcattan mentioned this pull request Jun 25, 2022
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants