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presolve to ensure rank conditions are satisfied #16

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chriscoey opened this issue Aug 5, 2018 · 2 comments
Closed

presolve to ensure rank conditions are satisfied #16

chriscoey opened this issue Aug 5, 2018 · 2 comments
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help wanted Extra attention is needed high priority interface speed

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@chriscoey
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chriscoey commented Aug 5, 2018 •
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must ensure rank conditions on A matrix are satisfied

conicIP's approach: https://github.com/MPF-Optimization-Laboratory/ConicIP.jl/blob/master/src/preprocessor.jl
see also https://github.com/HFriberg/prepro/tree/master/cblib/tools
@chriscoey chriscoey added speculative speed help wanted Extra attention is needed labels Aug 5, 2018
@chriscoey chriscoey changed the title presolve? preconditioning? presolve to ensure rank conditions are satisfied Sep 8, 2018
@chriscoey chriscoey added interface high priority and removed help wanted Extra attention is needed speculative labels Sep 8, 2018
@chriscoey chriscoey added this to the 0.1 milestone Sep 8, 2018
@chriscoey chriscoey added help wanted Extra attention is needed high priority labels Sep 25, 2018
@chriscoey chriscoey mentioned this issue Oct 1, 2018
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@chriscoey
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this is not as easy as it should be due to some fixable issues with Julia's linear algebra internals, in particular the lack of a unified QR interface (xref JuliaLang/LinearAlgebra.jl#514 and JuliaLang/LinearAlgebra.jl#510)

@chriscoey chriscoey mentioned this issue Oct 2, 2018
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closed by JuliaLang/julia#74

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WIP: preprocessing using QR factorizations jump-dev/Hypatia.jl
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