Hessian oracle#3153
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…ntries, index, value, void*
…ance of incoming data
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## latest #3153 +/- ##
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- Coverage 73.19% 73.18% -0.02%
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Files 430 432 +2
Lines 104154 105459 +1305
Branches 16738 16982 +244
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…iminating the need for a special method for HighsCHessianFunctionType
| pdlp_cupdlpc_restart_method(0), | ||
| pdlp_step_size_strategy(0), | ||
| pdlp_optimality_tolerance(0.0), | ||
| test_qp_oracle(false), |
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Is this options supposed to be here? Or is it just for development?
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In the unit tests I wanted to have it on and off, but I'll change it to a const bool internally. Thanks
| HighsCHessianFunctionType oracleCall, | ||
| void* oracle_data) { | ||
| auto status = | ||
| static_cast<Highs*>(highs)->passHessian(dim, oracleCall, oracle_data); |
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Here you are passing the HighsCHessianFunctionType as second argument to passHessian (hence casting to HighsHessianFunctionType), while there is an unused fourth argument which takes exactly HighsCHessianFunctionType.
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BTW, I think std::function can be constructed from a C-style function pointer if the signatures are exactly the same, so this may be totally fine and the fourth argument of passHessian may actually not be needed at all.
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Thanks, I just followed what was done for the call-backs, but then the C-style function pointer had to be retrofitted.
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Oh I see, then it's fine if it's consistent with the rest of the callbacks.
| void clear(); | ||
| bool isValid() const { return hasProductCall(); } | ||
| bool hasProductCall() const; | ||
| void formFromOracle(); |
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formFromOracle is unused, as you are doing it as part of HighsHessian and not HessianOracle
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Looks great, apart from minor things and documentation to be added later. |
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This allows the QP active set solve (QpAsm) and HiPO to operate using an oracle for the Hessian$$Q$$ .
This oracle must be able to compute$$Qx$$ , but there is greater efficiency if it can supply a column of the Hessian.
Also incorporates a method for users to check that their Hessian oracle is correct
C API methods have been written, and tested in
check/testCAPI.cReview of QpAsm identified the dense Cholesky code in
highs/qpsolver/feasibility_bounded.hppas being wholly incorrect, requiring a complete re-write.Documentation is in C API header file, and
check/TestQpOracle.cpp. Formal documentation will follow