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[WIP] Spectral Bundle Method#8

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holmesco wants to merge 19 commits intomainutiasASRL/certifiable-tools:mainfrom spectral-bundleutiasASRL/certifiable-tools:spectral-bundleCopy head branch name to clipboard

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Commits on Nov 7, 2023

• Initial implementation of simplified SBM. Working on global opt problems, but need termination criteria for local opt.

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• Added status check for negative model eigenvalue. Fixed case when no redundant constraints are available.

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• Removed upper bound logic (doesn't work). Modified constraint eval function to make it faster.

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• Intial commit of SDP version of SBM.

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• SDP version of SBM passing all unit tests. Improved termination criteria on model-actual eig relative gap.

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• some linting. Removed 79 char requirement for flake8.

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• fixed accidental test file changes. added cvxopt as backup for mosek

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Commits on Nov 10, 2023

• Intial commit of SDP version of SBM.

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• fixed accidental test file changes. added cvxopt as backup for mosek

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• defined trust region agreement variable and changed null step criteria accordingly.

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• Variable trust region implemented cd /home/cho/research/mat_weight_certs ; /usr/bin/env /home/cho/mambaforge/envs/mwcerts/bin/python /home/cho/.vscode-server/extensions/ms-python.python-2023.20.0/p…

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• redefined parameter inputs in terms of trust region. Fixed test problems (linear independance check was turned off)

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• Added lower bound on trust region.

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• Added adaptive eigenspace size, depending on the number of eigenvalues that are close to the current minimum eigenvalue.

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• fixed gap convergence issue, led to new issue with computed gradient: model giving negative cost delta prediction.

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• fixes for unit tests. Trying to speed up SDP compute.

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Commits on Nov 14, 2023

• Set up trust region properly (no longer uses penalty).

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Commits on Nov 18, 2023

• minor changes to sub and cut schemes to facilitate comparisons over iterations. Changed the sbm method to have an equality on the trace constraints (as per Helmberg paper), introduced intermediate …

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Commits on Nov 20, 2023

• Added script that has code that can generate arbitrary convex hull objectives for the e-opt problem

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