OnePhase.jl

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handle maximize and minimization problems

1

ohinder

- due better job of explaining merit function acceptance condition - figure out why IPOPT fails more often than in IPOPT paper (I think it is MUMPs, https://github.com/JuliaSmoothOptimizers/CUTEst.jl may use...

ohinder

ohinder

Go through code and fix speed issues. Note that display progress is taking longer than it should. See: https://discourse.julialang.org/t/speeding-up-julia/4794 https://julialang.org/blog/2013/09/fast-numeric https://docs.julialang.org/en/release-0.4/manual/performance-tips/

ohinder

ohinder

$(s_i y_i - \mu)^3 / (\mu^2 * \beta_2^2)$

ohinder

Currently we use a(x) >= 0, but paper uses a(x)

ohinder