Chris Coey

icon indicating a website link chriscoey.github.io

icon company @RelationalAI icon location Seattle, WA

Results 90 comments of Chris Coey

are the options of Hypatia.Optimizer documented anywhere?

Thanks! Feel free to ping me in May if I don't get around to it before then.

allow (optional) dynamic increasing of precision (floating point type) when numerical issues are detected

Can diagnose linear system numerical issues from residual on linear solution (computed combined directions). Can judge cone barrier numerical issues from residuals on log-homogeneity conditions perhaps. Thus we could only...

try parallelizing independent barrier procedures

waiting on PARTR to work nicely with BLAS and LAPACK multithreading (https://github.com/JuliaLang/julia/issues/32786)

allow user to specify initial iterate

related to #69

implement algorithm without HSDE (and handle quadratic objectives)

~~planning to have a crack at this over the next few days.~~ very curious to see how it compares to the current homogeneous-self-dual-embedding-based algorithm. edit: there are higher priority issues...

detect primal vs dual facial reduction certificate and return appropriate MOI status

see https://github.com/JuliaOpt/MathOptInterface.jl/pull/734

detect primal vs dual facial reduction certificate and return appropriate MOI status

see https://github.com/JuliaOpt/MathOptInterface.jl/issues/749

detect primal vs dual facial reduction certificate and return appropriate MOI status

another reference: https://arxiv.org/pdf/1408.4685.pdf

Support SumOfSquares MOI extension

as recently discussed with @blegat and @tweisser, we currently only support an interpolant-basis WSOS cone, which has a slightly more complicated parametrization than the cones currently defined by SumOfSquares. but...

implement more complete conic algorithm that can return unbounded certificates and distinguish primal or dual infeasibility

maybe want to define an "unbounded certificate" in MOI: - primal unbounded certificate is a feasible primal point plus a primal improving ray - dual unbounded certificate is feasible dual...