OptPSDP (Spectral Gradient Projection Method for PSDP)

[banrovegrie]

@FanwangM @PaulWAyers This is the interim implementation of OptPSDP (the required third algorithm). Tests have passed on my local machine.

The algorithm appears to provide us with better error thresholds when compared to the previous algorithms. However, the threshold is quite nominal for the examples we have had in place. Optimizing the algorithm for the case when $A$ is a diagonal matrix remains.

Thanks to @abhishekmittal15 for helping me understand the MATLAB implementation provided here!

[codecov[bot]]

Codecov Report

Merging #195 (1df336b) into master (c8564cc) will decrease coverage by 0.08%. The diff coverage is 93.54%.

@@            Coverage Diff             @@
##           master     #195      +/-   ##
==========================================
- Coverage   94.38%   94.30%   -0.09%     
==========================================
  Files          11       11              
  Lines         695      755      +60     
==========================================
+ Hits          656      712      +56     
- Misses         39       43       +4     

Impacted Files	Coverage Δ
procrustes/psdp.py	94.66% <93.54%> (-0.89%)	:arrow_down:

[banrovegrie]

Some linting issues remain. Will fix them as soon as possible. Let me know if there is anything

[banrovegrie]

Resolved some of the issues, and I will fix all of them by tomorrow night. I will tag you when I finally push the updated code.

[FanwangM]

Resolved some of the issues, and I will fix all of them by tomorrow night. I will tag you when I finally push the updated code.

Thanks.

[FanwangM]

Can you push your local work to fix the problems so that we can move forward to final cleaning up/reafactorization for GSoC? Thanks. @banrovegrie

[banrovegrie]

Yep, I was having a few issues regarding refactoring the code. I will get them done right away.

[banrovegrie]

@FanwangM The code has been reformatted.

[banrovegrie]

Should we merge this and open a new PR for fixing tests? @FanwangM

[banrovegrie]

@FanwangM let me know if I need to do anymore updates before we merge this.

[FanwangM]

@FanwangM let me know if I need to do anymore updates before we merge this.

Sorry for the late reply. I am going to merge it soon after one minor fix.