kalmar/PropertyT.jl
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save primal, dual solutions and slack for future warmstart

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kalmarek 2017-12-01 14:12:52 +01:00
parent 0d20df8207
commit da6a2df814
1 changed files with 10 additions and 3 deletions
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13
src/PropertyT.jl
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@ -146,7 +146,7 @@ function λandP(name::String, SDP_problem::JuMP.Model, varλ, varP)
DefaultFormatter("{date}| {msg}")), DefaultFormatter("{date}| {msg}")),
"solver_log") "solver_log")
λ, P = compute_λandP(SDP_problem, varλ, varP) λ, P, warmstart = compute_λandP(SDP_problem, varλ, varP)
remove_handler(solver_logger, "solver_log") remove_handler(solver_logger, "solver_log")
@ -155,6 +155,8 @@ function λandP(name::String, SDP_problem::JuMP.Model, varλ, varP)
if λ > 0 if λ > 0
save(λ_fname, "λ", λ) save(λ_fname, "λ", λ)
save(P_fname, "P", P) save(P_fname, "P", P)
@show warmstart[1]
save(joinpath(name, "warmstart.jld"), "warmstart", warmstart)
else else
throw(ErrorException("Solver did not produce a valid solution!: λ = $λ")) throw(ErrorException("Solver did not produce a valid solution!: λ = $λ"))
end end
@ -162,7 +164,7 @@ function λandP(name::String, SDP_problem::JuMP.Model, varλ, varP)
end end
function compute_λandP(m, varλ, varP) function compute_λandP(m, varλ, varP; warmstart=nothing)
λ = 0.0 λ = 0.0
P = nothing P = nothing
while λ == 0.0 while λ == 0.0
@ -170,11 +172,16 @@ function compute_λandP(m, varλ, varP)
solve_SDP(m) solve_SDP(m)
λ = JuMP.getvalue(varλ) λ = JuMP.getvalue(varλ)
P = JuMP.getvalue(varP) P = JuMP.getvalue(varP)
p_sol = m.internalModel.primal_sol
d_sol = m.internalModel.dual_sol
s = m.internalModel.slack
catch y catch y
warn(solver_logger, y) warn(solver_logger, y)
end end
end end
return λ, P return λ, P, (p_sol, d_sol, s)
end end
Kazhdan_from_sgap(λ,N) = sqrt(2*λ/N) Kazhdan_from_sgap(λ,N) = sqrt(2*λ/N)