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SPDHG tests #2019

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SPDHG tests #2019

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Description

Removed lengthy tests comparing SPDHG and PDHG which relied on recalculated values and large tolerances and were expensive
Added two new SPDHG tests:

  • Comparison with CVXPY
  • Check the update rule for SPDHG does as expected, comparing against the algorithm in the original SPDHG paper

Related issues/links

Closes #2014

Checklist

  • I have performed a self-review of my code
  • I have added docstrings in line with the guidance in the developer guide
  • I have updated the relevant documentation
  • I have implemented unit tests that cover any new or modified functionality
  • CHANGELOG.md has been updated with any functionality change
  • Request review from all relevant developers
  • Change pull request label to 'Waiting for review'

Contribution Notes

Please read and adhere to the developer guide and local patterns and conventions.

  • The content of this Pull Request (the Contribution) is intentionally submitted for inclusion in CIL (the Work) under the terms and conditions of the Apache-2.0 License
  • I confirm that the contribution does not violate any intellectual property rights of third parties

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@MargaretDuff MargaretDuff linked an issue Dec 18, 2024 that may be closed by this pull request
@MargaretDuff MargaretDuff marked this pull request as ready for review December 18, 2024 14:08
@MargaretDuff MargaretDuff self-assigned this Dec 18, 2024
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Successfully merging this pull request may close these issues.

test_SPDHG_vs_PDHG_explicit test is unreliable
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