ericphanson

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

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

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

using Mosek
using SCS
import DSP: conv
using Convex
conv(x::AbstractVector, y::AbstractVector) = DSP.conv(x,y)
conv(x::Variable, y::AbstractVector) = Convex.conv(x,y)
conv(x::AbstractVector, y::Variable) = Convex.conv(x,y)

using Random
using SparseArrays

ericphanson

# Adapted from
# https://uk.mathworks.com/matlabcentral/fileexchange/46794-simdiag-m
# 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