[sdpb] annotated tag v1.0 created (now 6adbd3f)
Tobias Hansen
thansen at moszumanska.debian.org
Thu Mar 9 04:42:28 UTC 2017
This is an automated email from the git hooks/post-receive script.
thansen pushed a change to annotated tag v1.0
in repository sdpb.
at 6adbd3f (tag)
tagging 26c89ef85fe969806301141e2bac877a4dfecce3 (commit)
tagged by David Simmons-Duffin
on Wed Mar 8 22:50:00 2017 -0500
- Log -----------------------------------------------------------------
version 1.0
Connor Behan (2):
Pedantic help text
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David Simmons-Duffin (216):
initial commit
Consolidated the code into main for now; wrote an initial schur complement routine; testing for block congruence, cholesky decomp.
Initial parsing code for SDPs
Some progress implementing bootstrap versions of sdps
More parsing code
Added new SDP representation
Removed old representation of SDP
Initialization for SDPSolver mostly done
Finished solver initialization code; initial work on search direction computations
Progress in search direction computations
wrote constraint matrix weighted sum
More progress computing search direction
Fixed a couple bugs
Finished coding search direction
Added code to print constraint matrices
Debugged search direction computation for simple test data
Fixed bug in computation of schur complement and d
Modifications to testing code; passes more complicated checks
Implemented Mehrotra predictor/corrector algorithm in search direction computation
Some renaming and cleanup
Added QR routine for min eigenvalue; Lanczos method currently not working; some cleanup
Now using SDPA's exact algorithm for computing DirectionParameter predictor and corrector; several more changes
Removed redundant minReal and maxReal functions
Hooked up search algorithm; following sdpa.yamashita.pdf instead of the SDPA source for SearchDirection and StepLength calculations
Also outputting to dense SDPA format, for cross-checking
Added slack variables, fixed constants so that bootstrapSDP is now correct; still not being solved correctly
It works.
moved constraintIndexTuples into SDP as constraintIndices
Some cleanup and documentation
Added cholesky update functions
Switched to low-rank update of SchurComplementCholesky
Renamed SDP parameters; some cleanup
Nicer output and result reporting
Small changes
Some changes to step length code -- simplified away from SDPA, works better for reducing dual error; high precision required to get sufficiently small dual error
Now reading bilinearBasisPols and samplePoints from input file
Removed old files
Attempts to parallelize not going perfectly
Added timers; Cholesky update is the bottleneck; parallelized it for a modest speedup;
Switched from get+set to elt for Matrix
Implemented Sherman-Morrison formula for solving schur complement -- about 10x faster, but much more unstable
Tiny changes for debugging output
Some more experimenting; numerical instability due to unbounded direction in normalization constriant. Next: consider Tr(Y)=1 constraint
Removed own mpack, now using mpack library; initialized some quantities for free variable elimination
Some progress up to step 6 of eliminatefree steps
More progress on eliminating free variables
Working on Schur complement solution with eliminated free variables -- surprisingly nice...
Finished implementing variable elimination. Untested
Fixed a couple silly segfaults
eliminate free variables working
Got rid of diagonal part for BlockDiagonalMatrix; some dead code cleanup
More old code elimination; next: read affineConstants from file
No longer using XInv -- doesn't seem to improve stability much but oh well
Got rid of inverse cholesky's -- only using cholesky now; a little slower, but maybe simpler
Added stabilization to Schur solver -- it works.
Now allowing arbitrary choices of basic and nonbasic variables
Some cleanup
More cleanup and renaming
Some renaming of things
More renaming and cleanup
Added a routine to find linearly independent rows
Now computing basicIndices from scratch using linear independence
Small fixes and renamings; things seem to work with actual bootstrap problems
Loss of dual feasibility probably caused by ill-conditioning of X. Not sure what the fix is right now...
Now using program_options for parameter parsing
Switched to local version of mpack again because of openmp weirdness; some rearranging of files and editing of Makefile
More source rearranging; parallelizing now works without any funny business
More parallelization
Generalized timer
Some rearranging and cleanup
Split things up into different files
Added checkpointing
Some cleanup; have yet to print solution to file
Added printing of free variable solution; some refactoring
Nicer formatting
Now outputting correct free variable solution
Fixed parameter setting bug
made only two changes from newsearchdirection that actually help
Some cleanup
Fixed old bug again
Made it possible to use mpfr -- still much slower by at least 10x
Added ability to independently set initialMatrixScale for primal and dual
Attempt at returning to polynomial SDPs -- cholesky woes on current test data
Fixed bug in sampleBilinearBasis
First attempt at stabilized cholesky decomposition
More fixes to cholesky stabilization
Added maxComplementarity, now output solution for whatever status -- probably shouldn't do this for maxIterations or maxRuntime...
Fixed bugs in tensorMatrixInvCongruenceTransposeWithCholesky
Fixed bug in constraintMatrixWeightedSum whereby old data wasn't overwritten
Some cosmetic changes to output
Now splitting SchurUpdateLowRank and stabilization apart into block pieces; 15% speed improvement with 4 cores, though code is more complex
Added parallelized version of Rgemm (matrix multiplication) for use in Rgetrf (LU decomposition); another 10-15% speedup
Removed timing information, made a few small fixes
Some cosmetic changes and cleanup
Flush stdout after every iteration
Now including free variables in the differential equation; way more numerically stable -- yay :)
Cleaned up Makefile
Some changes to arguments; added detectDualFeasibleJump flag
A few cosmetic changes
Now allowing individual sample points, scalings, bilinear basis for each matrix
Made choleskyStabilizeThreshold a parameter; added (temporary) timers for a bunch of things
Added detectPrimalFeasibleJump and findPrimalFeasible options
Removed author notice from tinyxml2 files
Added Readme.md
Readme.md edited online with Bitbucket
Readme.md edited online with Bitbucket
Added LICENSE file and headers
Ran cpplint on some files
More cosmetic changes from cpplint.py
Removed test files
moved tinyxml2 into its own directory
Readme.md edited online with Bitbucket
Readme.md edited online with Bitbucket
removed Y,X from out files, initial comments
Merge branch 'master' of bitbucket.org:davidsd/sdpb
Commented SDP.h; changed some names
Small documentation changes to SDP, some function renaming
Mostly commented SDPSolver.h
Removed some unnecessary prototypes from SDP.h; small fixes to SDPSolver.h
Removed SDPSolverStatus class
Added parameters to SDPSolver object; got rid of SDPSolver.initialize; few other small fixes
Made dualityGap a variable like primal/dual objectives
Included printHeader and printIteration methods in SDPSolver
Some reorganization of SDPSolver.cpp
Fixed a couple typos so everything compiles again; extended license year to 2015
Finished commenting SDPSolver.cpp
Commented Matrix, BlockDiagonalMatrix, and main; some minor fixes and cleanup
More commenting
Removed util.h
Simplified types.h
Commented Timers.h
Commented SDP.cpp
Small fixes/simplifications
Commented Makefile, made it easier to modify
Trivial changes to comments
Added SDPB.m
Added manual
Small fixes to manual
More updates to manual
Modifications to Readme.md
Merge branch 'master' of bitbucket.org:davidsd/sdpb
Tiny change to Readme.md
Separated SDPB.m from examples
Small fix in SDPSolver.cpp comments
Some fixes to Readme and manual
Merge branch 'master' of https://bitbucket.org/davidsd/sdpb
Added Bootstrap2dExample.m
Removed old bootstrap example
Some fixes to Bootstrap2dExample.m
Edits to manual
Small fixes to Readme and manual
Simplified description in readme
Note about Linux and installation
Added references to arXiv paper
Removed a couple useless lines
Merge pull request #2 from sehe/master
Added Mac OS installation instructions
Update Readme.md
Update Readme.md
Update Readme.md
Generalized Makefile for Mac OS X users
Fixed compile warnings in Rgemm. Updated Readme installation instructions.
Added -std=c++0x flag to Makefile
Update Readme.md
Update Readme.md
Update Readme.md
Update Readme.md
Implemented Filip's fix for matrices larger than 2x2
Merge branch 'master' of https://github.com/davidsd/sdpb
Update Readme.md
Merge pull request #5 from cbehan/patch-1
Merge pull request #8 from pkravchuk/master
Update Readme.md
Added TOC to Readme
Update Readme.md
Update Readme.md
Added a list of papers using sdpb
Update Readme.md
Small fix to parsing; added test.xml; small fixes to Makefile
Merge branch 'master' of https://github.com/pkravchuk/sdpb into windowsinstructions
Merge branch 'master' of https://github.com/pkravchuk/sdpb into windowsinstructions
Split off installation instructions into own file
fixed thanks in Install.md
Added description image
Update Readme.md
Update Readme.md
Update Readme.md
Update Readme.md
Update Readme.md
Update Readme.md
Update Readme.md
Update Readme.md
Added compatibility with INTEL compiler
Update Readme.md
Update Readme.md
Update Readme.md
Update Readme.md
Update Readme.md
Merge pull request #10 from KeYeeYeK/master
Fixed ordered list
Mention librt issues.
Merge pull request #12 from yujitach/master
Update Install.md
Update Readme.md
Update Readme.md
Update Install.md
Update Readme.md
Merge pull request #14 from cbehan/patch-1
Update Readme.md
Update Readme.md
Update Readme.md
Merge pull request #16 from spikebike/master
Update Readme.md
Update Readme.md
Update Readme.md
Generalize Makefile; improve make test; remove pseudolicense from docs .sty
Ke Ye (2):
Install.md Edited
Merge pull request #1 from KeYeeYeK/Install-Update
Seth Heeren (1):
Fix broken order of linker sources in makefile
Yuji Tachikawa (1):
option to use clang-omp on mac
pkravchuk (7):
Added BOOST_WINDOWS_API support to parse.cpp
cosmetic changes
Added windows installation instructions
Moved Win instructions to a separate file
Moved the Windows instructions to a separate file.
Minor cosmetics for windows instructions
More cosmetics
root (1):
Added boost define BOOST_NO_CXX11_SCOPED_ENUMS to allow ubuntu/gcc-4.8.2 to compile
yujitach (3):
Update Install.md
Update Install.md
Update Install.md
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