Uno

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Building without BQPD

1

Hello, I'm trying to build the AMPL driver for this interesting solver, but there is probably something I am missing; i'm trying to build without bqpd - as per instructions...

mapgccv

C++ API

1

Is there an C++ API available or there are Plans to provide a C++ API in the future? To clearify what I mean is did you design Uno such that...

FlorianSchwendinger

[WIP] L-BFGS approximation

4

Support for L-BFGS. Limited memory quasi-Newton Hessian approximations will be computed based on the [compact QN representation](https://en.wikipedia.org/wiki/Compact_quasi-Newton_representation) (see *Numerical optimization* by Nocedal & Wright, pp 181-184). The availability of quasi-Newton...

cvanaret

Create an `InequalityHandlingMethod` per phase in `FeasibilityRestoration`: - this allows a precise allocation of memory for the optimality problem and the feasibility problem; - this fixes an allocation bug in...

cvanaret

Interior-point methods: handle the slack variables in `PrimalDualInteriorPointProblem` instead of reformulating the `Model` into a `HomogeneousEqualityConstrainedModel`. Several goals: - handle more structure (e.g. the slacks produce a positive definite block...

cvanaret

[WIP] Reoptimization capabilities

1

Added reoptimization capabilities to Uno, using the existing `WarmstartInformation` object: - [x] pass the `WarmstartInformation` object as a parameter to `Uno::solve()`, instead of creating it within the function; - [x]...

cvanaret

The goal of this PR is to upgrade from 4 to 8 ingredients: - reformulation layer: - constraint relaxation strategy - inequality handling method - subproblem layer: - local model...

cvanaret

Here's the log for the `ipopt` preset on this [unbounded LP](https://github.com/jump-dev/MathOptInterface.jl/blob/7a0dd03758dfdd1e68e3c98c2635e971fac93f0b/src/Test/test_linear.jl#L1384) (MOI's `test_linear_DUAL_INFEASIBLE`). Although we reach feasible iterates (infeasibility in [1e-17, 1e-10]), the filter method allows increases of the infeasibility...

cvanaret

Bugfix: allow termination with `Unbounded` status only when primal feasible

cvanaret

Install Uno via CMake install

5

Add support to CMake install.

cvanaret