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Arbitrary precision PSD constraints. #134

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lrnv opened this issue May 11, 2021 · 1 comment
Closed

Arbitrary precision PSD constraints. #134

lrnv opened this issue May 11, 2021 · 1 comment
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enhancement New feature or request

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@lrnv
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lrnv commented May 11, 2021 •
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Welcome to COSMO! You can use this Github issue to suggest a new feature for COSMO.

Is your feature request related to a problem? Please describe.

This page of the documentation states: Since we call the LAPACK function syevr for eigenvalue decompositions, we currently only support solving problems with PSD constraints in Float32 and Float64.

Is it possible to somehow overcome this issue to be able to have the whole model in arbitrary precision ? I am pretty sure that Julia has somewhere eigenvalues decomposition in arbitrary precision.

Describe the solution you'd like
The possibility to provide the whole model in arbitrary type (say not only BigFloat, but also e.g. MultiFloats.jl, ArbFloats.jl, DoubleFloats.jl and have all subroutines accept these types.
@lrnv lrnv added the enhancement New feature or request label May 11, 2021
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lrnv commented May 11, 2021

Duplicate of #127 ...

@lrnv lrnv closed this as completed May 11, 2021
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