Hypatia.jl

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chriscoey

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

1

after #252

chriscoey

try using Q factor of P for interpolation based WSOS cone

1

wlog we should be able to use use qr(P).Q instead of P (as opposed to only using the qr for point picking) leaving as a reminder although this is more...

lkapelevich

Support SumOfSquares MOI extension

2

Hypatia should support the `SOSPolynomialSet` set: https://github.com/JuliaOpt/SumOfSquares.jl/blob/master/src/sos_polynomial.jl#L16-L29 so that when using the Hypatia solver with SumOfSquares, the PSD reformulation is not done.

blegat

need to first rewrite loop code to not depend on index incrementing. need to be wary of threading loops with lapack calls inside due to https://github.com/JuliaLang/julia/issues/32786

chriscoey

chriscoey

If these will contain data from previous solve, it's possible they could cause failures during the next solve

chriscoey

implement algorithm without HSDE (and handle quadratic objectives)

1

shouldn't be too hard given the infrastructure already built. should involve some refactoring of nativeinterface.jl. based on CVXOPT's "cone QP" algorithm and the similar method in ConicIP.jl solver

chriscoey

allow user to specify initial iterate

1

through model or through solver?

chriscoey

try parallelizing independent barrier procedures

1

in particular: - cone barrier procedures (one per primitive cone) - for WSOS cones specifically, the n+1 indepedent cholesky factorizations - ~~linear system solves (two independent sub-solves)~~ LAPACK does it...

chriscoey