kenjydem / CUTEST.py

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Returning sparse Jacobians and Hessians #11

Open lambe opened 7 years ago

lambe commented 7 years ago

This comes out of my CQP updates in NLP.py. We need to complete the interface returning sparse Hessians and Jacobians from a CUTEst problem and create a version of the CUTEstModel that transforms the return values into Pysparse matrices. The Pysparse version of the model can then be passed directly to solvers like CQP.

dpo commented 7 years ago

And this raises a few other issues:

kenjydem commented 7 years ago

I've made some modifications, let me know if it works.

lambe commented 7 years ago

See the latest pull request. That gets it working.

dpo commented 7 years ago

@kenjydem Please use pull requests to make such changes, so others can comment before code is merged. Thanks.