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Topic/jrl qp #26
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Topic/jrl qp #26
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Looks good to me except for a few changes.
Why not include it in the CI?
################### | ||
# - jrl-qp - # | ||
################### | ||
option(TVM_WITH_JRLQP "Build with Quadprog support" OFF) |
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Wrong description
class TVM_DLLAPI JRLQPLSSolverFactory : public abstract::LSSolverFactory | ||
{ | ||
public: | ||
std::unique_ptr<abstract::LSSolverFactory> clone() const override; |
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clone
can return std::unique_ptr<JRLQPLSSolverFactory>
@@ -16,7 +16,7 @@ public: \ | |||
} | |||
|
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/** Adding an option \a optionName of type \a type with no default value. | |||
* (The default value of the underlying solver will be used. | |||
* The default value of the underlying solver will be used. | |||
*/ | |||
#define TVM_ADD_DEFAULT_OPTION(optionName, type) \ |
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This is not related to this PR but why do TVM_ADD_NON_DEFAULT_OPTION
still store things as std::optional<T>
when there's no way for them not to hold a value?
TVM_PROCESS_OPTION(maxIter, options_); | ||
TVM_PROCESS_OPTION(warmStart, options_); | ||
TVM_PROCESS_OPTION(logFlags, options_); | ||
if(options.logStream()) | ||
options_.logStream(*options.logStream().value()); |
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Couldn't we simplify this by having a jrl::qp::SolverOptions
field in JRLQPLSSolverOptions
?
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And why separate big_number
and bigBnd
from jrl::qp::SolverOptions
which are the same things afaik?
if(impact.equalityConstraints_) | ||
impact.inequalityConstraints_ = true; | ||
if(impact.inequalityConstraints_) | ||
impact.equalityConstraints_ = true; |
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impact.equalityConstraints_ |= impact.inequalityConstraints_;
impact.inequalityConstraints_ = impact.equalityConstraints_;
(generates branchless code godbolt)
This PR adds supports for the Goldfarb-Idnani solver from
jrl-qp
(with the latest improvements from the branch topic/BlockStructure - waiting for me to clean it and merge it into master).Nothing special here, the solver wrapping is a mix between
LSSOLLeastSquareSolver
andQuadprogLeastSquareSolver
.