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Fix conic error #284
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Fix conic error #284
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* [docs] update to Documenter@1 * Update
| # 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
Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## jg/jumpapi #284 +/- ##
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+ Coverage 89.08% 89.43% +0.35%
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Files 15 16 +1
Lines 1969 1997 +28
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+ Hits 1754 1786 +32
+ Misses 215 211 -4 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
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* Pass attributes through Objective.FunctionConversionBridge * Fix * add test * fix tol * fix test * add reverse test --------- Co-authored-by: joaquimg <[email protected]>
* 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]>
* 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]>
* 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]>
Fix the bug in the conic formulation in which forward sensitivities with LHS have flipped the sign.
Related to how the
dAmatrix of sensitivities is used.TODO:
ReverseConstraintFunctionfor Conic Constraints #283DiffOpt.forward_differentiate!from PSD Conic JuMP problems #285