calculate beta and eta parameters from formulae, allow user to specify them

jump-dev / Hypatia.jl

interior point solver for general convex conic optimization problems

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calculate beta and eta parameters from formulae, allow user to specify them #88

Closed chriscoey closed 5 years ago

chriscoey commented 6 years ago

we could use the formulae in Papp & Yildiz "On A Homogeneous Interior-Point Algorithm for Non-Symmetric Convex Conic Optimization" to calculate values for beta, eta, and the line search parameters. this seems better than taking the values from a table.

these parameters also seem quite conservative.

chriscoey commented 5 years ago

now using a different algorithm since #171, with combined pred-corr direction, so less relevant