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Introducing the Convex.jl Problem Depot #328

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merged 12 commits into from
Oct 28, 2019
Merged

Introducing the Convex.jl Problem Depot #328

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467ec15
Begin creating the problem depot
ericphanson Sep 9, 2019
1928cfb
Add problems
ericphanson Sep 9, 2019
ab61cdf
Use ProblemDepot for tests and benchmarks
ericphanson Sep 9, 2019
b39e952
Remove old tests
ericphanson Sep 9, 2019
3ed95b9
Update docs, function name, license
ericphanson Sep 9, 2019
e906485
Fix benchmarking, add test, update docs
ericphanson Sep 9, 2019
e0fd198
Small fixes
ericphanson Sep 9, 2019
d7e0eab
Include only certain problems for benchmarking
ericphanson Sep 10, 2019
4146dc3
Benchmark only 10 problems
ericphanson Sep 10, 2019
9d07db4
Fix benchmark include
ericphanson Sep 11, 2019
8687913
Update from MOI branch: reduce code duplication
ericphanson Sep 24, 2019
3cc8626
Add tests from #332
ericphanson Oct 28, 2019
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6 changes: 3 additions & 3 deletions LICENSE.md
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Expand Up @@ -24,9 +24,9 @@ The Convex.jl package is licensed under the Simplified "2-clause" BSD License:
> (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
> OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
The file benchmark/benchmarks/benchmark.jl contains some utilities copied
from the MathOptInterface.jl package (https://github.com/JuliaOpt/MathOptInterface.jl)
which is licensed under the MIT License:
The file src/problem_depot/problem_depot.jl contains some utilities copied from
the MathOptInterface.jl package (https://github.com/JuliaOpt/MathOptInterface.jl)
which is licensed under the following MIT License:

>Copyright (c) 2017: Miles Lubin and contributors Copyright (c) 2017: Google Inc.
>
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2 changes: 2 additions & 0 deletions Project.toml
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Expand Up @@ -4,10 +4,12 @@ version = "0.12.5"

[deps]
AbstractTrees = "1520ce14-60c1-5f80-bbc7-55ef81b5835c"
BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
MathProgBase = "fdba3010-5040-5b88-9595-932c9decdf73"
OrderedCollections = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

[compat]
AbstractTrees = "^0.2.1"
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32 changes: 22 additions & 10 deletions benchmark/benchmarks.jl
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Expand Up @@ -2,20 +2,32 @@ using Pkg
tempdir = mktempdir()
Pkg.activate(tempdir)
Pkg.develop(PackageSpec(path=joinpath(@__DIR__, "..")))
Pkg.add(["BenchmarkTools", "SCS", "ECOS", "PkgBenchmark"])
Pkg.add(["BenchmarkTools", "PkgBenchmark"])
Pkg.resolve()

using Convex: Convex
using SCS: SCSSolver
using ECOS: ECOSSolver
using Convex: Convex, ProblemDepot
using BenchmarkTools


include("benchmarks/benchmarks.jl") # defines module Benchmarks

const SUITE = BenchmarkGroup()

SUITE["SCS"] = Benchmarks.suite(p -> Convex.solve!(p, SCSSolver(verbose=0)))
SUITE["ECOS"] = Benchmarks.suite(p -> Convex.solve!(p, ECOSSolver(verbose=0));
exclude = [r"sdp", r"SDP"])
SUITE["formulation"] = Benchmarks.suite(Convex.conic_problem)
problems = [
"constant_fix!_with_complex_numbers",
"affine_dot_multiply_atom",
"affine_hcat_atom",
"affine_trace_atom",
"exp_entropy_atom",
"exp_log_perspective_atom",
"socp_norm_2_atom",
"socp_quad_form_atom",
"socp_sum_squares_atom",
"lp_norm_inf_atom",
"lp_maximum_atom",
"sdp_and_exp_log_det_atom",
"sdp_norm2_atom",
"sdp_lambda_min_atom",
"sdp_sum_largest_eigs",
"mip_integer_variables",
]

SUITE["formulation"] = ProblemDepot.benchmark_suite(Convex.conic_problem, problems)
164 changes: 0 additions & 164 deletions benchmark/benchmarks/affine_benchmarks.jl
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56 changes: 0 additions & 56 deletions benchmark/benchmarks/benchmarks.jl
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58 changes: 0 additions & 58 deletions benchmark/benchmarks/sdp_benchmarks.jl
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1 change: 1 addition & 0 deletions docs/make.jl
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Expand Up @@ -15,6 +15,7 @@ makedocs(;
"FAQ" => "faq.md",
"Optimizing in a Loop" => "loop.md",
"Advanced" => "advanced.md",
"Problem Depot" => "problem_depot.md",
"Contributing" => "contributing.md",
"Credits" => "credits.md"
],
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