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Speeding up subsolvers #391

Merged
merged 47 commits into from
Nov 7, 2022
Merged

Speeding up subsolvers #391

merged 47 commits into from
Nov 7, 2022

Commits on Oct 11, 2022

  1. write some hard-coded values as function arguments in _tranquilo()

    @mpetrosian
    mpetrosian committed Oct 11, 2022
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Commits on Oct 12, 2022

  1. polish documentation

    @mpetrosian
    mpetrosian committed Oct 12, 2022
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Commits on Oct 19, 2022

  1. render take_preliminary_gradient_descent_step_and_check_for_solution … 

    …numba compatible and jitted
    @mpetrosian
    mpetrosian committed Oct 19, 2022
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  2. fix a bug in find_hessian_inactive_bounds

    @mpetrosian
    mpetrosian committed Oct 19, 2022
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  3. Add fast bntr as a new subsolver. Add tests

    @mpetrosian
    mpetrosian committed Oct 19, 2022
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  4. add test for prelim grad descent

    @mpetrosian
    mpetrosian committed Oct 19, 2022
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  5. add bntr_fast to test set of subfolders

    @mpetrosian
    mpetrosian committed Oct 19, 2022
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Commits on Oct 20, 2022

  1. Rename some functions in bntr_fast.

    @mpetrosian
    mpetrosian committed Oct 20, 2022
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Commits on Oct 24, 2022

  1. jit trs_box_quadratic

    @mpetrosian
    mpetrosian committed Oct 24, 2022
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  2. add more tests for fucntion in trs_box

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    mpetrosian committed Oct 24, 2022
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Commits on Oct 25, 2022

  1. Set default radius to float to get minimize_trs_box to run.

    @mpetrosian
    mpetrosian committed Oct 25, 2022
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  2. Add more tests for minimize_trust_region.

    @mpetrosian
    mpetrosian committed Oct 25, 2022
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  3. Add more tests.

    @mpetrosian
    mpetrosian committed Oct 25, 2022
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  4. Add more tests.

    @mpetrosian
    mpetrosian committed Oct 25, 2022
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  5. Relax test for trust region minimization

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    mpetrosian committed Oct 25, 2022
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Commits on Oct 26, 2022

  1. Add test for _minimize_bntr for test coverage

    @mpetrosian
    mpetrosian committed Oct 26, 2022
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  2. Add pickled model for bntr test

    @mpetrosian
    mpetrosian committed Oct 26, 2022
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  3. Relax checking for criterion equality in bntr test to 10 digits

    @mpetrosian
    mpetrosian committed Oct 26, 2022
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  4. fix a test. remove gqtpar_fast form under version control.

    @mpetrosian
    mpetrosian committed Oct 26, 2022
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  5. use array_almost_equal to get windows test pass

    @mpetrosian
    mpetrosian committed Oct 26, 2022
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  6. fix a test

    @mpetrosian
    mpetrosian committed Oct 26, 2022
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Commits on Oct 30, 2022

  1. Add numba versions of most gqtpar functions

    @mpetrosian
    mpetrosian committed Oct 30, 2022
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  2. Add new test for find_new_candidate_and_update_params.

    @mpetrosian
    mpetrosian committed Oct 30, 2022
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  3. Jit check_for_interior_convergene, add tests

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    mpetrosian committed Oct 30, 2022
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  4. Jit update_lambdas_when_factorization_unsuccessful, add tests

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    mpetrosian committed Oct 30, 2022
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  5. Get rid of namedtuples

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    mpetrosian committed Oct 30, 2022
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Commits on Nov 1, 2022

  1. Add fast gqtpar to quadratic subsolvers

    @mpetrosian
    mpetrosian committed Nov 1, 2022
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Commits on Nov 2, 2022

  1. Remove files related gqtpar_fast

    @mpetrosian
    mpetrosian committed Nov 2, 2022
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  2. Hadn't save a change

    @mpetrosian
    mpetrosian committed Nov 2, 2022
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  3. Relax a test

    @mpetrosian
    mpetrosian committed Nov 2, 2022
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  4. Resolve merge conflicts

    @mpetrosian
    mpetrosian committed Nov 2, 2022
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  5. Fix tests in bntr_fast

    @mpetrosian
    mpetrosian committed Nov 2, 2022
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  6. Working on test coverage. Remove is True statements

    @mpetrosian
    mpetrosian committed Nov 2, 2022
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  7. in bntr_quadratic, generate initial x_candidate inside take_prelimina… 

    …ry_gradient_descent_step...
    @mpetrosian
    mpetrosian committed Nov 2, 2022
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  8. Add new test case for minimize_bntr_fast. Improve docstrings

    @mpetrosian
    mpetrosian committed Nov 2, 2022
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  9. Add a test for a function in _trs_box_fast

    @mpetrosian
    mpetrosian committed Nov 2, 2022
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  10. Add test for more functions in _trsbox_quadratic_fast

    @mpetrosian
    mpetrosian committed Nov 2, 2022
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  11. Exclude fast subsolvers from code coverage report

    @mpetrosian
    mpetrosian committed Nov 2, 2022
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  12. Add docstrings in bntr_fast

    @mpetrosian
    mpetrosian committed Nov 2, 2022
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  13. update paths in codecov

    @mpetrosian
    mpetrosian committed Nov 2, 2022
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Commits on Nov 4, 2022

  1. Update docstrings

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    mpetrosian committed Nov 4, 2022
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Commits on Nov 6, 2022

  1. Merge branch 'main' into tranquilo-subsolver-speedup

    @janosg
    janosg committed Nov 6, 2022
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  2. Add dtypes explicitly to activa/inactive bounds indices.

    @mpetrosian
    mpetrosian committed Nov 6, 2022
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  3. Merge branch 'tranquilo-subsolver-speedup' of https://github.com/Open… 

    …SourceEconomics/estimagic into tranquilo-subsolver-speedup
    @mpetrosian
    mpetrosian committed Nov 6, 2022
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Commits on Nov 7, 2022

  1. Return information on active bounds as boolean arrays

    @mpetrosian
    mpetrosian committed Nov 7, 2022
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  2. Initiate direction in get fischer burmeister vector as an array inste… 

    …ad of a list
    @mpetrosian
    mpetrosian committed Nov 7, 2022
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  3. Incorporate pr comments

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    mpetrosian committed Nov 7, 2022
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