jump-dev / Pajarito.jl

A solver for mixed-integer convex optimization
Mozilla Public License 2.0
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discuss tolerances for zeros and eigenvalues in the subproblem cuts functions #378

Closed chriscoey closed 6 years ago

chriscoey commented 7 years ago

maybe should be hardcoded and smaller

problem is if make the eigenvalue tolerance smaller, some of the SDP SOC cut tests fail because mosek can't handle the near-zeros in A matrix. so maybe use a larger tolerance when doing SDP SOC cuts, or clean out larger zeros before adding norm constraint