Extend the barrier solver to SOCP problems#1051
Draft
yan-zaretskiy wants to merge 5 commits intoNVIDIA:mainfrom
Draft
Extend the barrier solver to SOCP problems#1051yan-zaretskiy wants to merge 5 commits intoNVIDIA:mainfrom
yan-zaretskiy wants to merge 5 commits intoNVIDIA:mainfrom
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Build the cone-local Jordan-product, scaling, and corrector kernels needed for the SOCP barrier path before augmented-system integration.
Wire the SOCP cone Hessian updates into the augmented solve path and fold in the follow-up cleanup that removes now-redundant kernel plumbing.
Tighten the augmented-system SOCP updates so the barrier path converges on the mixed LP/QP cone cases covered by the new regression tests.
Flatten the remaining SOCP barrier plumbing, remove superseded cone kernels, and harden presolve so linear columns stay ahead of the trailing cone block.
…hecks Add row-cone and presolve regression cases around the SOCP barrier path, clean up the PR-facing test wording, and align the cone layout validation with the shared infinity convention. Signed-off-by: Yan Zaretskiy <yzaretskiy@nvidia.com>
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This is a draft PR that extends the 2x2 augmented system formulation of the barrier solver to solve SOCP problems. It supports both explicit cone variables as well as the cone rows in the Ax=b constraint, both of which can be specified in the CBF format. It uses Nesterov-Todd scaling to make the conic diagonal blocks symmetric.