Implement comprehensive duality calculations and solution storage#5
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Summary
infeasibility calculations using unified formulas for
fair solver comparison
--save-solutionsflag for verification and analysis
causing GitHub Actions failures
codebase and documentation
requirements structure
Key Features
formulas
b@y - c@xfor dual gap,norm(A_eq.T @ y - c)/(1 + norm(c))for dual infeasibility,norm(A_eq @ x - b)/(1 + norm(b))for primal infeasibilityproblems/solutions/as compressed .npz filesnp.sum(c ** 2)instead ofnp.linalg.norm(c)for sparse arraysupport
infeasibility calculations for free variables,
non-negative variables, SOC cones, and SDP cones
Technical Changes
scripts/solvers/python/cvxpy_runner.pywith manual duality calculations
--save-solutionscommand-line flag tomain.pyscripts/benchmark/runner.pyto passsolution saving parameter to all solvers
external libraries
.gitmodulesfiles and infinitedirectory structures from SDPLIB
Test plan
Actions checkout errors
all problem types (LP, QP, SOCP, SDP)
--save-solutionsflagfrom codebase
test commands
🤖 Generated with Claude
Code