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matbesancon / MathOptSetDistances.jl

Distances to sets for MathOptInterface
MIT License
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Remove SCS specific scaling for PSD constraints #11

Closed akshay326 closed 3 years ago

akshay326 commented 3 years ago

As learned in https://github.com/jump-dev/MatrixOptInterface.jl/pull/7, code for MatOI, MOSD, and DiffOpt contained a lot of SCS specific code - which is now removed

Since I was comparing DiffOpt results by diffcp, which was SCS styled. But I hand-derived a few examples (duals, slack variables and their derivatives) and now the updated gradients are much simpler to understand

akshay326 commented 3 years ago

I'm copying whole projections.jl in DiffOpt. Will remove it once this PR is mergeg

codecov[bot] commented 3 years ago

Codecov Report

Merging #11 into master will increase coverage by 1.02%. The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #11      +/-   ##
==========================================
+ Coverage   75.44%   76.47%   +1.02%     
==========================================
  Files           4        3       -1     
  Lines         224      238      +14     
==========================================
+ Hits          169      182      +13     
- Misses         55       56       +1
Impacted Files Coverage Δ
src/projections.jl 88.00% <100.00%> (-0.30%) :arrow_down:
src/MathOptSetDistances.jl
src/distance_sets.jl 68.93% <0.00%> (+2.27%) :arrow_up:

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matbesancon commented 3 years ago

Looks good! will merge when Travis passes

matbesancon commented 3 years ago

Thanks!