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I'm still thinking there must be a better way here. If we know which constraints are linear (which we do), we can evaluate them (and therefore also their Jacobian) only once and store it. Every subsequent evaluation is a matrix-vector product followed by a vector addition (or subtraction). We don't need to call CUTEst again.
I'm still thinking there must be a better way here. If we know which constraints are linear (which we do), we can evaluate them (and therefore also their Jacobian) only once and store it. Every subsequent evaluation is a matrix-vector product followed by a vector addition (or subtraction). We don't need to call CUTEst again.
Originally posted by @dpo in #284 (comment)
We should also compute the linear constraint within the function
CUTEst.jl/src/julia_interface.jl
Line 372 in e89575d
cons_lin
just do the matrix-vector product + vector.The text was updated successfully, but these errors were encountered: