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Add MathProgBase solver interface. #9

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merged 23 commits into from
Feb 13, 2018
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0d9ac6c
Add MathProgBase solver interface.
tkoolen Feb 1, 2018
4f14108
Add MathProgBase solver interface.
tkoolen Feb 1, 2018
c27d244
Address review comments.
tkoolen Feb 5, 2018
df2f7e0
Copy over relevant parts of MathProgBase test/quadprog.jl.
tkoolen Feb 5, 2018
9b061b6
Refine/implement more of MathProgBase interface.
tkoolen Feb 5, 2018
de19e17
Upper bound on MPB.
tkoolen Feb 5, 2018
1510ae3
Added mathprog tests. Basic restructuring. Still need to complete the…
bstellato Feb 2, 2018
bce0012
Merged both changes but still need to finish the interface
bstellato Feb 6, 2018
4311dfd
Deleted solver interface in mathprog old file
bstellato Feb 6, 2018
ff8f248
Improve test coverage.
tkoolen Feb 6, 2018
938a50b
Add more tests, fix objective bug.
tkoolen Feb 7, 2018
683a6e5
Merged tkoolen changes
bstellato Feb 7, 2018
381c761
Added changes for proper updates without performing setup again. Trie…
bstellato Feb 7, 2018
14e0d97
Added update_settings! to setparameters
bstellato Feb 7, 2018
f4b4af9
First tests working but still getting segfaults when I close julia
bstellato Feb 9, 2018
7a46756
Apparently setwarmstart! causes troubles
bstellato Feb 9, 2018
23f3202
Got Twan tests working
bstellato Feb 9, 2018
ec0ab49
Got more tests working. Need to fix last ones in linproginterface
bstellato Feb 9, 2018
ed9b220
Fixed some bugs
bstellato Feb 12, 2018
1299cc5
Got all mathprogbase tests to work. Fixed dual variables signs
bstellato Feb 12, 2018
d11c474
Other adjustments based on comments
bstellato Feb 12, 2018
5094552
Fixed setquadobj! to reset problem status forcing a new solve
bstellato Feb 12, 2018
47f7010
Edited changelog before merging
bstellato Feb 13, 2018
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6 changes: 5 additions & 1 deletion CHANGELOG.md
Original file line number Diff line number Diff line change
@@ -1,4 +1,8 @@
Version 0.1.1 (30 January 2018): OSQP v0.2.2
Version 0.1.2 (12 February 2018): OSQP v0.2.1
----------------------------------------------
* Added MathProgBase interface

Version 0.1.1 (30 January 2018): OSQP v0.2.1
----------------------------------------------
* Updated matrix updates indexing to match Julia one
* Fixed issue [#2](https://github.com/oxfordcontrol/OSQP.jl/issues/2)
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1 change: 1 addition & 0 deletions REQUIRE
Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
BinDeps
julia 0.6
Compat
MathProgBase 0.7 0.8
6 changes: 3 additions & 3 deletions src/OSQP.jl
Original file line number Diff line number Diff line change
Expand Up @@ -2,14 +2,14 @@ __precompile__()

module OSQP

export OSQPMathProgBaseInterface

# Compatibility stuff
using Compat
using Compat.SparseArrays
using Compat.Iterators




if isfile(joinpath(dirname(@__FILE__), "..", "deps", "deps.jl"))
include("../deps/deps.jl")
else
Expand All @@ -30,9 +30,9 @@ function __init__()
end
end


include("constants.jl")
include("types.jl")
include("interface.jl")
include("mpbinterface.jl")

end # module
2 changes: 1 addition & 1 deletion src/interface.jl
Original file line number Diff line number Diff line change
Expand Up @@ -467,7 +467,7 @@ end



function warm_start!(model::OSQP.Model; x::Vector{Float64} = nothing, y::Vector{Float64} = nothing)
function warm_start!(model::OSQP.Model; x::Union{Vector{Float64}, Nothing} = nothing, y::Union{Vector{Float64}, Nothing} = nothing)
# Get problem dimensions
(n, m) = OSQP.dimensions(model)

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