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WIP: Incorporate latest upstream changes #6

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@mcg1969 mcg1969 commented May 7, 2017

Fixes #5.
No MEX files have been recompiled yet. So needless to say, it isn't even tested yet. This is not ready to merge.

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mcg1969 commented May 7, 2017

There are quite a few changes to the MEX files, so we'll want to handle with care.

@@ -32,11 +32,11 @@
const = 1e-2/max(1,norm(par.dy2));
alpha = max(1e-14,min(1e-10,const*norm(par.rp))/(1+norm(diagschur.*par.dy2)));
pertdiag = alpha*max(1e-8,diagschur); %% Note: alpha is close to 1e-15.
mexschurfun(schur,pertdiag);
schur = mexschurfun(schur,pertdiag);
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One of the key functional changes: eliminating the reliance on MEX side effects. This is but one of the many instances of this change.

newtol = max(relgap,infeas);
update_best(iter+1) = ~( newtol >= besttol ); %#ok
if update_best(iter+1),
if ((prim_infeas < 1.5*prim_infeas_best) ...
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Non-trivial changes to progress tracking.

@@ -68,7 +68,7 @@
if (printlevel); fprintf('\n %s',msg); end
end
if (termcode == 3)
maxblowup = max(ops(X,'norm')/normX0,ops(Z,'norm')/normZ0);
maxblowup = max(ops(X,'norm')/max(1,normX0),ops(Z,'norm')/max(1,normZ0));
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Note the change to stopping criteria

@@ -38,17 +38,23 @@
% stime = cputime;
Ap = At{p}'; Cp = C{p};
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Non-trivial changes here.

@@ -71,17 +71,26 @@
end
else
decolidx = checkdense(At{p,1}');
%% checkdense punts if the matrix has too many dense columns
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Non-trivial changes here.

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mcg1969 commented May 7, 2017

Tested against cvx_setup on R2017a, seems to work. That's as far as I've taken it. I'm not sure when I will have time to do further testing or recompile the binaries for the various platforms.

@mcg1969 mcg1969 closed this Dec 9, 2017
@mcg1969 mcg1969 deleted the version4 branch December 9, 2017 21:52
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