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bstellato / random_mat_condition_number.py
Last active October 11, 2022 20:52
Generate matrix with predefined condition number
# Construct random matrix P with specified condition number
#
# Bierlaire, M., Toint, P., and Tuyttens, D. (1991).
# On iterative algorithms for linear ls problems with bound constraints.
# Linear Algebra and Its Applications, 143, 111–143.
#
cond_P = 10**2 # Condition number
log_cond_P = np.log(cond_P)
exp_vec = np.arange(-log_cond_P/4., log_cond_P * (n + 1)/(4 * (n - 1)), log_cond_P/(2.*(n-1)))
@bstellato
bstellato / bootabs_table.tex
Created February 1, 2021 14:38
Booktabs table from csv
\usepackage{booktabs}
\usepackage{csvsimple}
...
...
\begin{table}
\centering
\caption{Example table.}
\label{tab:tablelabel}
\begin{tabular}{ll}
@bstellato
bstellato / julia_parallel.jl
Created March 27, 2020 17:05
Julia example of parallel execution
using ProgressMeter
using Distributed
addprocs(2)
@everywhere using LinearAlgebra
@everywhere function myfunc(theta)
for i in 1:100000
dot(theta, theta)
end
return Dict(["A" => norm(theta, 2), "B" => norm(theta, 1)])
@bstellato
bstellato / pgfplots_example.tex
Created February 12, 2020 22:38
Create PGFPlots lines from csv file
\begin{figure}
\begin{tikzpicture}
\begin{axis}
[
axis x line=bottom,
axis y line=left,
enlarge y limits=0.1, % Enlarge limits by 10%
% ymode=log, % If you want to be logarithmic
width=\textwidth,
height=0.33\textheight,
@bstellato
bstellato / MITaly privacy policy
Created March 11, 2019 14:28
mitaly_privacy_policy.html
<h1>Privacy Policy</h1>
<p>Effective date: March 11, 2019</p>
<p>MITaly - Italian Association at MIT ("us", "we", or "our") operates the http://mitaly.mit.edu website (the "Service").</p>
<p>This page informs you of our policies regarding the collection, use, and disclosure of personal data when you use our Service and the choices you have associated with that data. Our Privacy Policy for MITaly - Italian Association at MIT is created with the help of the <a href="https://www.freeprivacypolicy.com/">Free Privacy Policy website</a>.</p>
@bstellato
bstellato / mosek_error_pr664.txt
Created February 7, 2019 21:06
Mosek error in CVXPY PR 664
ERROR: Test grad for partial minimization/maximization problems.
----------------------------------------------------------------------
Traceback (most recent call last):
File "/Users/sidereus/Dropbox/research/code/projects/cvxpy/cvxpy/tests/test_grad.py", line 692, in test_partial_problem
fix_prob.solve()
File "/Users/sidereus/Dropbox/research/code/projects/cvxpy/cvxpy/problems/problem.py", line 271, in solve
return solve_func(self, *args, **kwargs)
File "/Users/sidereus/Dropbox/research/code/projects/cvxpy/cvxpy/problems/problem.py", line 511, in _solve
self.unpack_results(solution, full_chain, inverse_data)
File "/Users/sidereus/Dropbox/research/code/projects/cvxpy/cvxpy/problems/problem.py", line 650, in unpack_results
N = 8
FUNCTION: with_compile Used 100 times with solver ECOS
Solver time
MEDIAN 0.000482311
MEAN 0.000531244488888889
STDEV 0.0001849527009135786
CVXPY time
MEDIAN 0.03360658268151855
MEAN 0.041804371728830295
STDEV 0.02494174225767466
N = 8
FUNCTION: with_compile Used 100 times with solver ECOS
Solver time
MEDIAN 0.000491588
MEAN 0.000584584825
STDEV 0.00025277084914314066
CVXPY time
MEDIAN 0.03191720293206787
MEAN 0.03357378209356384
STDEV 0.005317177566723467
@bstellato
bstellato / test_cvxpy_params.py
Created February 6, 2019 19:43
Test CVXPY speed with and without parameters
from __future__ import print_function
import time
import random
import cvxpy as cvx
import numpy as np
solver = "ECOS"
for N in [8, 800, 8000]:
@bstellato
bstellato / osqp_cla.md
Last active January 23, 2018 18:13
OSQP Contributor License Agreement

OSQP Contributor License Agreement

Adapted from https://www.apache.org/licenses/icla.pdf

Thank you for your interest in the OSQP project ("OSQP").

In order to clarify the intellectual property license granted with Contributions from any person or entity, OSQP must have a Contributor License Agreement ("CLA") on file that has been signed by each Contributor, indicating agreement to the license terms below. This license is for