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@andrewrosemberg andrewrosemberg commented Mar 24, 2025

Fix the bug in the conic formulation in which forward sensitivities with LHS have flipped the sign.

Related to how the dA matrix of sensitivities is used.

TODO:

@andrewrosemberg andrewrosemberg changed the title [WIP] Fix conic error Fix conic error Apr 12, 2025
Comment on lines +136 to +138
# FIXME: this is not working - https://github.com/jump-dev/DiffOpt.jl/issues/283
# @test JuMP.coefficient(MOI.get(model, DiffOpt.ReverseConstraintFunction(), csoc).func.func.func, t.index) ≈ ds atol=ATOL rtol=RTOL

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No clear API: #283

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this will be left open for a future PR

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codecov bot commented Apr 12, 2025

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 89.43%. Comparing base (93f058d) to head (83f1d1f).
Report is 5 commits behind head on jg/jumpapi.

Additional details and impacted files
@@              Coverage Diff               @@
##           jg/jumpapi     #284      +/-   ##
==============================================
+ Coverage       89.08%   89.43%   +0.35%     
==============================================
  Files              15       16       +1     
  Lines            1969     1997      +28     
==============================================
+ Hits             1754     1786      +32     
+ Misses            215      211       -4     

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blegat and others added 4 commits May 19, 2025 17:49
* Pass attributes through Objective.FunctionConversionBridge

* Fix

* add test

* fix tol

* fix test

* add reverse test

---------

Co-authored-by: joaquimg <[email protected]>
@joaquimg joaquimg merged commit 06efa77 into jg/jumpapi May 20, 2025
6 checks passed
@joaquimg joaquimg deleted the ar/jumpapi branch May 20, 2025 05:57
andrewrosemberg added a commit that referenced this pull request Aug 20, 2025
* fix conic error

* use jump psd problem

* [docs] update to Documenter@1 (#286)

* [docs] update to Documenter@1

* Update

* update

* format

* Pass attributes through Objective.FunctionConversionBridge (#287)

* Pass attributes through Objective.FunctionConversionBridge

* Fix

* add test

* fix tol

* fix test

* add reverse test

---------

Co-authored-by: joaquimg <[email protected]>

* bump POI

* cleanup

---------

Co-authored-by: Oscar Dowson <[email protected]>
Co-authored-by: Benoît Legat <[email protected]>
Co-authored-by: joaquimg <[email protected]>
joaquimg added a commit that referenced this pull request Aug 20, 2025
* initial sketch

* rm method

* add JuMP API and test it

* add diff_model test

* Fix conic error (#284)

* fix conic error

* use jump psd problem

* [docs] update to Documenter@1 (#286)

* [docs] update to Documenter@1

* Update

* update

* format

* Pass attributes through Objective.FunctionConversionBridge (#287)

* Pass attributes through Objective.FunctionConversionBridge

* Fix

* add test

* fix tol

* fix test

* add reverse test

---------

Co-authored-by: joaquimg <[email protected]>

* bump POI

* cleanup

---------

Co-authored-by: Oscar Dowson <[email protected]>
Co-authored-by: Benoît Legat <[email protected]>
Co-authored-by: joaquimg <[email protected]>

* fix parameters support

* Update jump-api pr (#294)

* prepare more tests

* sketch

* temp examples

* remove printing

* remove printing

* remove duplicatie def

* move definition

* format

* format

* simplify conic model

* force nlp on nlp tests

* fix param tests

* cleanup parameter usage

* remove code

* cleanup usage of parameters

* format

* add temp dep

* format

* add temp dep

* fix PSDSquare

* temp fix for tests

* format

* Improve name handling, cleanup parameter error messages, remove slack

* re-enable constraint names

* Integrate new POI (#302)

* integrate new POI

* remove test

* rm adhoc pkg add

* fix docs

* add POI test and docs

* rm test_solve_conflict

* format

* add parameter in cone test

* add back name constraint vect

* Update Project.toml

---------

Co-authored-by: Joaquim <[email protected]>

* add tests

* format

---------

Co-authored-by: Andrew Rosemberg <[email protected]>
Co-authored-by: Oscar Dowson <[email protected]>
Co-authored-by: Benoît Legat <[email protected]>
joaquimg added a commit that referenced this pull request Sep 22, 2025
* implement dual of parameter anywhere

* fix api and more tests

* format

* update docs

* update for appropriate API

* update documemtation

* format

* rm legacy function

* rm unecessary functions

* read necessary functions

* Update DiffOpt.jl

* fix bug indexing

* format

* initial sketch

* rm method

* add JuMP API and test it

* add diff_model test

* Fix conic error (#284)

* fix conic error

* use jump psd problem

* [docs] update to Documenter@1 (#286)

* [docs] update to Documenter@1

* Update

* update

* format

* Pass attributes through Objective.FunctionConversionBridge (#287)

* Pass attributes through Objective.FunctionConversionBridge

* Fix

* add test

* fix tol

* fix test

* add reverse test

---------

Co-authored-by: joaquimg <[email protected]>

* bump POI

* cleanup

---------

Co-authored-by: Oscar Dowson <[email protected]>
Co-authored-by: Benoît Legat <[email protected]>
Co-authored-by: joaquimg <[email protected]>

* fix parameters support

* Update jump-api pr (#294)

* prepare more tests

* sketch

* temp examples

* remove printing

* remove printing

* remove duplicatie def

* move definition

* format

* format

* simplify conic model

* force nlp on nlp tests

* fix param tests

* cleanup parameter usage

* remove code

* cleanup usage of parameters

* format

* add temp dep

* format

* add temp dep

* fix PSDSquare

* temp fix for tests

* format

* Improve name handling, cleanup parameter error messages, remove slack

* re-enable constraint names

* integrate new POI

* remove test

* rm adhoc pkg add

* fix docs

* add POI test and docs

* rm test_solve_conflict

* format

* add parameter in cone test

* add back name constraint vect

* Update Project.toml

* implement dual of parameter anywhere

* update for appropriate API

* format

* fix

* fix docs

* add error for non implemented backends

* fix error handeling

* format

* fix tests

* fix tests

* format

* improve coverage

* format

* bump version

* update docs

* udpate docs

* fix error dual objective sensitivity mention

* format

* fix typo

* fix typo

* Update docs/src/usage.md

Co-authored-by: Benoît Legat <[email protected]>

* Apply suggestion from @andrewrosemberg

* pin MLDatasets

* Apply suggestion from @joaquimg

Co-authored-by: Joaquim <[email protected]>

* Apply suggestion from @joaquimg

Co-authored-by: Joaquim <[email protected]>

* Apply suggestion from @joaquimg

Co-authored-by: Joaquim <[email protected]>

* Apply suggestion from @andrewrosemberg

* Apply suggestion from @andrewrosemberg

* Apply suggestion from @andrewrosemberg

* Apply suggestion from @andrewrosemberg

* rename objective_sensitivity_p

* fix tests

* update tests

* format

* rm dual and addition overloads

---------

Co-authored-by: joaquimg <[email protected]>
Co-authored-by: Oscar Dowson <[email protected]>
Co-authored-by: Benoît Legat <[email protected]>
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5 participants