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Release of the PriDec optimization solver
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@cnpetra cnpetra released this 31 Mar 21:40
· 200 commits to master since this release
v0.6.0
21af7eb

The salient features of v0.6.0 are

  • the release of the primal decomposition (PriDec) solver for structured two-stage problems
  • improved support for (NVIDIA) GPUs for solving sparse optimization problems via NVIDIA's cuSOLVER API and newly developed condensed optimization kernels.

Other notable capabilities include

  • improved accuracy in the computations of the search directions via Krylov-based iterative refinement
  • design of a matrix interface for sparse matrices in compressed sparse row format and (capable) CPU reference implementation
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