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Add SDP backend using CVXPY #31962

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mkoeppe opened this issue Jun 12, 2021 · 110 comments
Open

Add SDP backend using CVXPY #31962

mkoeppe opened this issue Jun 12, 2021 · 110 comments
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c: linear programming good first issue p: major / 3 t: enhancement

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mkoeppe commented Jun 12, 2021 •
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#34251 adds cvxpy and a MIP backend.

Here we add:

  • a new SDP backend.

See also:

Depends on #33487
Depends on #33504
Depends on #34251

CC: @dimpase @yuan-zhou @sheerluck @dcoudert @seblabbe

Component: linear programming

Work Issues: Rebase on #34251

Author: Matthias Koeppe, Andrey Belgorodski

Branch/Commit: u/mkoeppe/package_cvxpy @ c4462bc

Issue created by migration from https://trac.sagemath.org/ticket/31962
@mkoeppe mkoeppe added this to the sage-9.4 milestone Jun 12, 2021
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mkoeppe commented Jun 12, 2021

Branch: u/mkoeppe/package_cvxpy

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slel commented Jun 12, 2021

New commits:

dd94452build/pkgs/cvxpy: New pip package

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slel commented Jun 12, 2021

Commit: dd94452

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dimpase commented Jun 12, 2021

comment:4

can we get some examples/tests using it, too?

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mkoeppe commented Jun 17, 2021

comment:6

Replying to @dimpase:

can we get some examples/tests using it, too?

see #31981

@mkoeppe mkoeppe modified the milestones: sage-9.4, sage-9.5 Jul 19, 2021
@mkoeppe mkoeppe changed the title Package cvxpy Package cvxpy, add SDP backend Jul 21, 2021
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sagetrac-git mannequin commented Jul 21, 2021

Branch pushed to git repo; I updated commit sha1. New commits:

714ac44sage.numerical.backends.generic_sdp_backend.{get_solver,default_sdp_solver}: Refactor through new function resolve_sdp_solver
de29f81sage.numerical.backends.cvxpy_sdp_backend: New

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sagetrac-git mannequin commented Jul 21, 2021

Changed commit from dd94452 to de29f81

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sagetrac-git mannequin commented Jul 21, 2021

Changed commit from de29f81 to 9391d0a

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sagetrac-git mannequin commented Jul 21, 2021

Branch pushed to git repo; I updated commit sha1. This was a forced push. New commits:

055838bbuild/pkgs/cvxpy: New pip package
001cba1sage.numerical.backends.generic_sdp_backend.{get_solver,default_sdp_solver}: Refactor through new function resolve_sdp_solver
22367cbsage.numerical.backends.cvxpy_sdp_backend: New
9391d0aReplace CVXPYSDPBackendFactory by functools.partial

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sagetrac-git mannequin commented Jul 21, 2021

Changed commit from 9391d0a to 8afe7b3

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sagetrac-git mannequin commented Jul 21, 2021

Branch pushed to git repo; I updated commit sha1. New commits:

8afe7b3CVXPYSDPBackend.cvxpy_problem: New

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sagetrac-git mannequin commented Jul 22, 2021

Branch pushed to git repo; I updated commit sha1. New commits:

c701cc2MatrixSDPBackend._update_problem: New
19c707aCVXPYSDPBackend.cvxpy_variables, solve, get_objective_value: New

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sagetrac-git mannequin commented Jul 22, 2021

Changed commit from 8afe7b3 to 19c707a

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sagetrac-git mannequin commented Jul 22, 2021

Changed commit from 19c707a to e18f72c

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sagetrac-git mannequin commented Jul 22, 2021

Branch pushed to git repo; I updated commit sha1. New commits:

e18f72cCVXPYSDPBackend: Add more stubs

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mkoeppe commented Jul 25, 2021

Author: Matthias Koeppe, ...

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mkoeppe commented Jul 25, 2021

comment:14

Ready for a look by an SDP expert...

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sagetrac-git mannequin commented Jul 25, 2021

Branch pushed to git repo; I updated commit sha1. This was a forced push. New commits:

92dd31fMatrixSDPBackend._update_problem: New
1850188build/pkgs/cvxpy: New pip package
7aae0besage.numerical.backends.generic_sdp_backend.{get_solver,default_sdp_solver}: Refactor through new function resolve_sdp_solver
0ec2ccfCVXPYSDPBackend.cvxpy_problem: New

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sagetrac-git mannequin commented Jul 25, 2021

Changed commit from e18f72c to 0ec2ccf

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mkoeppe commented Mar 14, 2022

comment:69

Replying to @mkoeppe:

The remaining failures are from unimplemented set_variable_type

I've opened #33504 sage.graphs, sage.numerical.mip: Remove unnecessary uses of set_binary, set_integer.

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mkoeppe commented Mar 14, 2022

Changed dependencies from #33487 to #33487, #33504

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sagetrac-git mannequin commented Mar 14, 2022

Branch pushed to git repo; I updated commit sha1. New commits:

cbfeef2MIPVariable: Avoid using _backend.set_variable_type
6c1a8f5vertex_separation_MILP: Remove redundant call of set_binary
44e219fGenericGraph.multicommodity_flow: Directly create MIP variables as integers, do not use set_integer
d0320b1Merge #33504

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sagetrac-git mannequin commented Mar 14, 2022

Changed commit from 444d1d0 to d0320b1

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sagetrac-git mannequin commented Mar 16, 2022

Changed commit from d0320b1 to 6daae93

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sagetrac-git mannequin commented Mar 16, 2022

Branch pushed to git repo; I updated commit sha1. New commits:

6daae93build/pkgs/cylp: Add another commit from https://github.com/coin-or/CyLP/pull/150

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sagetrac-git mannequin commented Mar 27, 2022

Changed commit from 6daae93 to 3275a0e

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sagetrac-git mannequin commented Mar 27, 2022

Branch pushed to git repo; I updated commit sha1. New commits:

8bd5e04src/sage/numerical/backends/cvxpy_backend_test.py: New
3275a0ebuild/pkgs/cylp: Update to 0.91.5, remove patches

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sagetrac-git mannequin commented Mar 27, 2022

Changed commit from 3275a0e to 7b30db4

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sagetrac-git mannequin commented Mar 27, 2022

Branch pushed to git repo; I updated commit sha1. New commits:

7b30db4build/pkgs/cvxpy/requirements.txt: Update git ref

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sagetrac-git mannequin commented Mar 27, 2022

Branch pushed to git repo; I updated commit sha1. New commits:

c4462bcbuild/pkgs/mip/SPKG.rst: Add license

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sagetrac-git mannequin commented Mar 27, 2022

Changed commit from 7b30db4 to c4462bc

@mkoeppe mkoeppe changed the title Packages cvxpy, mip-cvxpy, mip, add SDP backend, add MIP backend Update cylp, add packages cvxpy, mip-cvxpy, mip, add SDP backend, add MIP backend Mar 27, 2022
@mkoeppe mkoeppe modified the milestones: sage-9.7, sage-9.8 May 28, 2022
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mkoeppe commented Jul 30, 2022

Changed dependencies from #33487, #33504 to #33487, #33504, #34251

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mkoeppe commented Jul 30, 2022

Work Issues: Rebase on #34251

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@mkoeppe mkoeppe changed the title Update cylp, add packages cvxpy, mip-cvxpy, mip, add SDP backend, add MIP backend Add SDP backend using CVXPY Jul 30, 2022
@mkoeppe mkoeppe modified the milestones: sage-9.8, sage-9.9 Dec 31, 2022
@dimpase dimpase mentioned this issue Aug 11, 2021
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Please assign this to me @mkoeppe

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mkoeppe commented Feb 25, 2023

The starting point would be the files src/sage/numerical/backends/*sdp_backend.p* from the branch linked in the issue description.

@mkoeppe mkoeppe removed this from the sage-10.0 milestone Apr 30, 2023
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