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ericphanson / warmstart_error.jl
Created Oct 27, 2019
Problem trying to warmstart
View warmstart_error.jl
using SCS
using MathOptInterface # MathOptInterface v0.9.6
const MOI = MathOptInterface
const MOIU = MOI.Utilities
const MOIB = MOI.Bridges
function make_model(vector)
optimizer = SCS.Optimizer(verbose=false)
T = Float64
model = MOIB.full_bridge_optimizer(
ericphanson / convert_tests.jl
Created Sep 9, 2019
Convex.jl ProblemDepot test conversion
View convert_tests.jl
function convert_test(file, prefix)
# handle start and end:
# delete @testset for... and final "end"
file_contents = read(file, String)
file_contents = replace(file_contents, r"\h*@testset.*for\ssolver.*\n" => "")
file_contents = lstrip(file_contents)
file_contents = file_contents[1:prevind(file_contents, first(findlast("end", file_contents)))]
file_contents = replace(file_contents, r"\n\h\h\h\h(.*)" => SubstitutionString("\n\\1"))
# handle special cases
ericphanson /
Created Aug 3, 2019
Various attempts to differentiate through `eigmin` in Julia

Attempts to differentiate eigmin

Julia 1.1, with Zygote master

Version information:

julia> Pkg.status()
    Status `~/Dropbox (Personal)/Research/Code/julia-projects/DiffEvals/ZygoteMaster/Project.toml`
  [ec485272] ArnoldiMethod v0.0.4
  [14197337] GenericLinearAlgebra v0.1.0
ericphanson / simdiag.jl
Last active Jan 19, 2019
Simultaneous diagonalization for complex commuting normal matrices
View simdiag.jl
# Adapted from
# which has the following license:
# Copyright (c) 2009, Christian B. Mendl
# All rights reserved.
# Redistribution and use in source and binary forms, with or without
# modification, are permitted provided that the following conditions are met:
# * Redistributions of source code must retain the above copyright notice, this
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