Open lambe opened 7 years ago
And this raises a few other issues:
CUTEstModel
should return sparse derivatives in coordinate format (rows, cols, vals)
SciPyCUTEstModel
, PySparseCUTEstModel
, etc.hess()
should return sparse derivatives by default, and shess()
should be removed.I've made some modifications, let me know if it works.
See the latest pull request. That gets it working.
@kenjydem Please use pull requests to make such changes, so others can comment before code is merged. Thanks.
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.