Miles Lubin
Miles Lubin
https://github.com/JuliaOpt/MathOptInterface.jl/pull/202. Needs more infrastructure outside JuMP first (i.e. MOIT, MOIU, solver wrappers). We'll have to think about how we want to test this on the JuMP side.
This is more of a Julia ecosystem issue than a JuMP issue, but it would be nice to have better syntax to do the following: ```julia item_count = 3 factory_count...
Both [OSQP](https://github.com/oxfordcontrol/osqp/blob/bb5bb360b6dee9725256cb6953c774a82520edda/include/auxil.h#L107) and [ECOS](https://github.com/embotech/ecos/blob/14e89089c76a99648e01b63c9503df7e3360271e/ecos_bb/ecos_bb.c#L239) define and export a function called `store_solution` with a signature that's basically identical at the linking level. I discovered this by watching `osqp_solve` crash with a...
I was playing around with implementing a basic linear SVM in both Convex.jl and JuMP and noticed a pretty significant penalty for model generation in Convex.jl: ``` using JuMP using...
@stevengj, we're moving repositories out from JuliaOpt and into [jump-dev](https://github.com/jump-dev), an organization more explicitly centered around JuMP. JuliaOpt will become an obsolete organization. While we'd be happy for the jump-dev...
Observe the following: ``` ./highs --model_file neos-2987310-joes.mps --solver ipm Running HiGHS 1.0.0 [date: 2021-04-26, git hash: cfe064e6] Copyright (c) 2020 ERGO-Code under MIT licence terms LP : neos-2987310-joes Rows :...
@ViralBShah mentioned in JuliaLang/julia#4272 that julia has a license to redistribute MKL. Could we use this for the Ipopt binaries? This should give much better default performance than with MUMPS....
QuadtoSOC computes a cholesky factorization, which fails when the Q matrix is positive semidefinite but not positive definite: https://github.com/jump-dev/MathOptInterface.jl/blob/8c8636f47cbcd0bda8494ac9dcb852df75e2bcc5/src/Bridges/Constraint/bridges/quad_to_soc.jl#L71-L85 Per @dpo we could use [LDLFactorizations](https://github.com/JuliaSmoothOptimizers/LDLFactorizations.jl) with a pivot tolerance of...
Closes #41 Tests are passing with Soplex and SCIP. I didn't actually try an instance that exceeds 2 billion variables/constraints. TODOs: - [ ] The interface with HiGHS should be...