update sigma

tjdiamandis · Aug 18, 2023 · d186994 · d186994 · tjdiamandis · Aug 18, 2023
1 parent 0004913
commit d186994
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Showing 4 changed files with 7 additions and 8 deletions.
diff --git a/benchmarks/2-logistic.jl b/benchmarks/2-logistic.jl
@@ -99,7 +99,7 @@ function build_genios_conic_model(A, b, λ1)
     c = zeros(size(M, 1))
     K = GeNIOS.ProductCone(vcat(K1, K2, K3, K4, K5, K6))
 
-    return GeNIOS.ConicSolver(P, q, K, M, c)
+    return GeNIOS.ConicSolver(P, q, K, M, c; σ=0.0)
 end
 
 

diff --git a/benchmarks/3-huber.jl b/benchmarks/3-huber.jl
@@ -146,7 +146,7 @@ function run_trial(n)
 
     # compile
     solve!(GeNIOS.QPSolver(P, q, Aqp, l, u); options=GeNIOS.SolverOptions(max_iters=2, verbose=false))
-    solver_qp = GeNIOS.QPSolver(P, q, Aqp, l, u)
+    solver_qp = GeNIOS.QPSolver(P, q, Aqp, l, u; σ=0.0)
     options_qp = GeNIOS.SolverOptions(
         verbose=false,
         relax=true,

diff --git a/benchmarks/4-constrained-ls-compare.jl b/benchmarks/4-constrained-ls-compare.jl
@@ -77,7 +77,7 @@ function run_trial(n::Int)
     # GeNIOS solve
     # With everything
     GC.gc()
-    solver = GeNIOS.QPSolver(P, q, A, l, u)
+    solver = GeNIOS.QPSolver(P, q, A, l, u; σ=0.0)
     options = GeNIOS.SolverOptions(
         verbose=false,
         precondition=true,
@@ -91,7 +91,7 @@ function run_trial(n::Int)
 
     # No preconditioner
     GC.gc()
-    solver_npc = GeNIOS.QPSolver(P, q, A, l, u)
+    solver_npc = GeNIOS.QPSolver(P, q, A, l, u; σ=0.0)
     options = GeNIOS.SolverOptions(
         verbose=false,
         precondition=false,

diff --git a/benchmarks/5-portfolio.jl b/benchmarks/5-portfolio.jl
@@ -170,7 +170,7 @@ function run_trial(n::Int; solvers=[:qp, :op, :custom, :cosmo_indirect, :cosmo_d
 
     if :qp ∈ solvers
         GC.gc()
-        solver = GeNIOS.QPSolver(P_eq, q_eq, M_eq, l_eq, u_eq)
+        solver = GeNIOS.QPSolver(P_eq, q_eq, M_eq, l_eq, u_eq; σ=0.0)
         result_qp = solve!(solver; options=options)
     else
         result_qp = nothing
@@ -183,7 +183,7 @@ function run_trial(n::Int; solvers=[:qp, :op, :custom, :cosmo_indirect, :cosmo_d
         q = -μ
         l = vcat(zeros(n), ones(1))
         u = vcat(Inf*ones(n), ones(1))
-        solver = GeNIOS.QPSolver(P, q, M, l, u)
+        solver = GeNIOS.QPSolver(P, q, M, l, u; σ=0.0)
         result_qp_full = solve!(solver; options=options)
     else
         result_qp_full = nothing
@@ -200,7 +200,7 @@ function run_trial(n::Int; solvers=[:qp, :op, :custom, :cosmo_indirect, :cosmo_d
         l = vcat(zeros(n), ones(1))
         u = vcat(Inf*ones(n), ones(1))
 
-        solver = GeNIOS.QPSolver(P, q, M, l, u; check_dims=false);
+        solver = GeNIOS.QPSolver(P, q, M, l, u; check_dims=false, σ=0.0);
         result_op = solve!(solver; options=options)
     else
         result_op = nothing
@@ -384,7 +384,6 @@ timing_plt = plot(
     yaxis=:log, 
     xaxis=:log,
     label=["GeNIOS (eq qp)" "GeNIOS (full qp)" "GeNIOS (cust ops)" "GeNIOS (GenericSolver)"  "COSMO (indirect)" "COSMO (direct)" "OSQP" "Mosek"], 
-    # label=["GeNIOS (eq qp)" "GeNIOS (full qp)" "GeNIOS (cust ops)" "GeNIOS (GenericSolver)"], 
     xlabel=L"Problem size $n$", 
     ylabel="Total solve time (s)", 
     legend=:bottomright,