RXGottlieb
RXGottlieb
Looks like that accounts for a lot of it, though on my machine `EnsembleGPUArray` is still slower: ``` @btime sol = solve(monteprob,Tsit5(),EnsembleSerial(),trajectories=10_000,saveat=1.0f0) 1.086 s (2544793 allocations: 201.55 MiB) @btime sol...
Got it, and thanks for the responses! Also, I noticed that both `EnsembleSerial` and `EnsembleGPUArray` cause my GPU to jump to ~13% utilization. Is that normal? I would expect the...
Hi @freemin7. EAGO is a deterministic global optimizer and uses the branch and bound algorithm, so one of the requirements is that `x` has a compact set as a domain....
Fair points, although I am not aware of a well defined branching rule when the interval bounds contain +/- Inf. Regarding the use of nextfloat/prevfloat and large real numbers in...
Hi, We'll continue to look into it, but with this problem in particular, it looks like scaling may be a major issue. E.g., `v` spans 8 orders of magnitude (so...
Based on the README for Ipopt, it looks like it should be possible as of Julia v1.9. We're still in the process of updating our overall documentation---we'll look into this...
EAGO sets subsolver parameters in two ways. The first is by overloading `set_default_config!` where the `m` field is the subsolver whose properties you are trying to set. The `src/subsolvers/ipopt.jl` file...
The default parameters in `set_default_config!` are only used if `"user_solver_config"` is set to `false` (which is the default). If you want parameters such as `tol` to be set, and you...
If you're looking to change the default behavior of EAGO, it's probably a better idea to create your own fork of EAGO and modify/use that. If you're only making changes...
EAGO solves MILP subproblems if the problem given to EAGO is an MINLP. Most of the LP solvers mentioned in the documentation are capable of solving MILPs as well as...