Mathieu Tanneau
Mathieu Tanneau
Currently, failed factorizations are handled in the IPM solver via a `try ... catch` block that intercepts `PosDefException`s and increases regularizations. It would be more flexible/general to have `KKT.update!` return...
First step towards QP support. Only available for MPC algorithm, and at the lowest level. Homogeneous algorithm and MOI interface will follow.
TODO: * [ ] Unit tests, if possible with automatic detection of whether Pardiso project is installed * [ ] Make sure multi-threading works * [ ] Normal equations *...
cc @amontoison This PR introduces infrastructure for using preconditioners in conjunction with Krylov-based linear solvers. The overall scheme is as follows: * An `AbstractPreconditioner` type is introduced, from which preconditioner...
As far as I can tell, this needs MOI v1.7
I went for the easy way: fall back to the `RawOptimizerAttribute` ___ EDIT: I have updated the PR to follow the conclusions of https://github.com/jump-dev/MathOptInterface.jl/issues/1936 At the moment, the present branch...
I am trying to solve some of the [H Mittelmann benchmark](http://plato.asu.edu/ftp/lpbar.html) instances with Clp's interior-point algorithm. The following occurs when trying to solve `neos3`. Running Clp's command line executable works...
When setting a time limit, Clp adds a `CoinCpuTime()` offset https://github.com/coin-or/Clp/blob/29a3d29d94f102e9029eb4be72cde2bfd378d752/Clp/src/ClpModel.cpp#L2793 However, when querying that time limit, the offset is not substracted: https://github.com/coin-or/Clp/blob/633bcb884303806a0b083834f702c597f44c01a9/src/ClpModel.hpp#L406 This makes it impossible to interpret the...
I'm working with Clp through its Julia API, which uses Clp's C interface. I'm trying to change the bounds on _one_ constraint at a time, which is possible in Clp's...
I find myself unable to set/change/restrict the number of threads used by HiGHS. It feels like HiGHS internally initializes how many threads it's going to use, an that modifying it...