jump-dev / Pajarito.jl

A solver for mixed-integer convex optimization
Mozilla Public License 2.0
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add option to clean zeros on SDP cuts after form outer products #273

Closed chriscoey closed 7 years ago

chriscoey commented 7 years ago

hopefully this will fix the failures and numerical instability warnings we get on SDP tests

maybe a new tolerance, 0 for no cut cleaning, some small positive number for cut cleaning

chriscoey commented 7 years ago

this did not fix the failure of:

SDP+SOC conic MISOCP - Iter, Pajarito, SCS  |   82     4     86
    Init SOC cuts: JuMP.jl A-opt design         |          4      4

which was Pajarito(CPLEX, Mosek) as the MISOCP solver

chriscoey commented 7 years ago

until we have stronger evidence that cleaning zeros on SDP cuts is needed, this can be closed