add to docs and edit readme

README.md

@@ -5,60 +5,35 @@
 [![](https://img.shields.io/badge/docs-stable-blue.svg)](https://chriscoey.github.io/Hypatia.jl/stable)
 [![](https://img.shields.io/badge/docs-dev-blue.svg)](https://chriscoey.github.io/Hypatia.jl/dev)
 
-Hypatia is a highly-customizable open source interior point solver for generic conic optimization problems, written in Julia.
-For more information, please see our [working paper](https://arxiv.org/abs/2005.01136) and our [cones reference](https://github.com/chriscoey/Hypatia.jl/wiki/files/coneref.pdf).
+# Hypatia.jl
 
-primal (over x,s):
-```
-  min  c'x :          duals
-    b - Ax == 0       (y)
-    h - Gx == s in K  (z)
-```
-dual (over z,y):
-```
-  max  -b'y - h'z :      duals
-    c + A'y + G'z == 0   (x)
-                z in K*  (s)
-```
-where K is a convex cone defined as a Cartesian product of recognized proper
-cones, and K* is its dual cone.
-An objective offset can be provided as the keyword arg `obj_offset` (default 0).
-
-The primal-dual optimality conditions are:
-```
-         b - Ax == 0
-         h - Gx == s
-  c + A'y + G'z == 0
-            s'z == 0
-              s in K
-              z in K*
-```
+Hypatia is a highly-customizable interior point solver for generic conic optimization problems, written in Julia.
+It is licensed under the MIT License; see [LICENSE](https://github.com/chriscoey/Hypatia.jl/blob/master/LICENSE.md).
 
+To learn how to model and solve conic problems with Hypatia, see the many applied examples in the [examples folder](https://github.com/chriscoey/Hypatia.jl/tree/master/examples).
+For more information about conic optimization, Hypatia's algorithms, and proper cones, please see our [working paper](https://arxiv.org/abs/2005.01136) and our [cones reference](https://github.com/chriscoey/Hypatia.jl/wiki/files/coneref.pdf).
 Hypatia is an experimental solver and a work in progress, and may not run with older releases of Julia.
 If you have trouble using Hypatia or wish to make improvements, please submit an issue or contribute a PR.
 Default options/parameters are not well-tuned, so we encourage you to experiment with these.
 
-To learn how to model using exotic cones in Hypatia, look through the examples folder.
-Our examples are set up using either [JuMP](https://github.com/jump-dev/JuMP.jl) or Hypatia's native interface.
-Modeling with JuMP is generally more user-friendly, though it may make sense to try the more-expressive native interface for large dense or structured models.
-
-Here is a simple example (from D-optimal experiment design) that sets up a JuMP model and calls Hypatia:
+Here is a simple example from D-optimal experiment design that sets up a JuMP model and calls Hypatia:
 ```julia
 using LinearAlgebra
 using JuMP
 using Hypatia
 
-# setup model
-V = rand(2, 3)
+# setup JuMP model
 model = Model(Hypatia.Optimizer)
 @variable(model, x[1:3] >= 0)
 @constraint(model, sum(x) == 5)
 @variable(model, hypo)
 @objective(model, Max, hypo)
+V = rand(2, 3)
 Q = V * diagm(x) * V'
-@constraint(model, vcat(hypo, [Q[i, j] for i in 1:2 for j in 1:i]...) in MOI.RootDetConeTriangle(2))
+aff = vcat(hypo, [Q[i, j] for i in 1:2 for j in 1:i]...)
+@constraint(model, aff in MOI.RootDetConeTriangle(2))
 
-# solve
+# solve and query solution
 optimize!(model)
 termination_status(model)
 objective_value(model)

docs/make.jl

@@ -4,8 +4,12 @@ using Hypatia
 
 makedocs(
     sitename = "Hypatia",
-    format = Documenter.HTML(),
-    modules = [Hypatia]
+    format = Documenter.HTML(prettyurls = get(ENV, "CI", nothing) == "true"),
+    modules = [Hypatia],
+    pages = [
+        "Home" => "index.md",
+        "API" => "api.md"
+        ],
     )
 
 deploydocs(

docs/src/api.md

@@ -0,0 +1,29 @@
+# Hypatia API
+
+```@autodocs
+Modules = [Hypatia]
+```
+
+## Cones module
+
+```@autodocs
+Modules = [Hypatia.Cones]
+```
+
+## Models module
+
+```@autodocs
+Modules = [Hypatia.Models]
+```
+
+## Solvers module
+
+```@autodocs
+Modules = [Hypatia.Solvers]
+```
+
+## PolyUtils module
+
+```@autodocs
+Modules = [Hypatia.PolyUtils]
+```

docs/src/index.md

@@ -1,7 +1,169 @@
-# Hypatia.jl
+# Hypatia
 
-Documentation for Hypatia.jl
+Hypatia is a highly-customizable interior point solver for generic conic optimization problems, written in Julia.
+It is licensed under the MIT License; see [LICENSE](https://github.com/chriscoey/Hypatia.jl/blob/master/LICENSE.md).
 
-```@autodocs
-Modules = [Hypatia, Hypatia.Cones, Hypatia.Models, Hypatia.Solvers, Hypatia.PolyUtils]
+To learn how to model and solve conic problems with Hypatia, see the many applied examples in the [examples folder](https://github.com/chriscoey/Hypatia.jl/tree/master/examples).
+For more information about conic optimization, Hypatia's algorithms, and proper cones, please see our [working paper](https://arxiv.org/abs/2005.01136) and our [cones reference](https://github.com/chriscoey/Hypatia.jl/wiki/files/coneref.pdf).
+Hypatia is an experimental solver and a work in progress, and may not run with older releases of Julia.
+If you have trouble using Hypatia or wish to make improvements, please submit an issue or contribute a PR.
+Default options/parameters are not well-tuned, so we encourage you to experiment with these.
+
+## Conic form
+
+The primal conic form over variable ``x \in \mathbb{R}^n`` is:
+```math
+\begin{aligned}
+\min \quad c'x &:
+\\
+b - Ax &= 0
+\\
+h - Gx &\in \mathcal{K}
+\end{aligned}
+```
+where ``\mathcal{K}`` is a proper cone.
+
+The corresponding conic dual form over variables ``y \in \mathbb{R}^p`` and ``z \in \mathbb{R}^q`` is:
+```math
+\begin{aligned}
+\max \quad -b'y - h'z &:
+\\
+c + A'y + G'z &= 0
+\\
+z &\in \mathcal{K}^*
+\end{aligned}
+```
+where ``\mathcal{K}^*`` is the dual cone of ``\mathcal{K}``.
+
+## Generic cone interface
+
+The cone interface allows specifying proper cones.
+Hypatia predefines many proper cones that are practically useful; see the [Cones folder](https://github.com/chriscoey/Hypatia.jl/tree/master/src/Cones).
+Defining a proper cone requires implementing several key oracles:
+- an initial interior point inside the cone,
+- a feasibility test, which checks whether a given point is in the interior of the cone,
+- gradient and Hessian evaluations for a logarithmically homogeneous self-concordant barrier function for the cone.
+Additional optional oracle can be specified to improve speed and numerical performance.
+Defining a new cone automatically defines its dual cone (through the `use_dual` option) also.
+
+## Model interface
+
+A model specifies the data in the primal conic form above:
+- ``\mathcal{K}`` is a vector of Hypatia cones,
+- ``c \in \mathbb{R}^n``, ``b \in \mathbb{R}^p``, ``h \in \mathbb{R}^q`` are vectors,
+-  ``A \in \mathbb{R}^{p \times n}`` and ``G \in \mathbb{R}^{p \times n}`` are linear operators.
+An objective offset can be specified using the keyword arg `obj_offset` (the default is 0).
+
+## Solver interface
+
+Hypatia's native solver interface provides low-level functions for solving models and querying solve information and conic certificates.
+Below is a simple example of a spectral norm optimization problem:
+```julia
+using LinearAlgebra
+import Hypatia
+import Hypatia.Cones
+import Hypatia.Solvers
+
+T = BigFloat
+(Xn, Xm) = (3, 4)
+dim = Xn * Xm
+c = vcat(one(T), zeros(T, dim))
+A = hcat(zeros(T, dim, 1), Matrix{T}(I, dim, dim))
+b = rand(T, dim)
+G = -one(T) * I
+h = vcat(zero(T), rand(T, dim))
+cones = [Cones.EpiNormSpectral{T, T}(Xn, Xm),]
+model = Hypatia.Models.Model{T}(c, A, b, G, h, cones);
+```
+Now we call optimize and query the solution:
+```julia
+julia> solver = Solvers.Solver{T}(verbose = true);
+
+julia> Solvers.load(solver, model);
+
+julia> Solvers.solve(solver);
+
+ iter        p_obj        d_obj |  abs_gap    x_feas    z_feas |      tau       kap        mu |  dir_res  step     alpha
+    0   2.0000e+00   0.0000e+00 | 4.00e+00  5.00e-01  6.14e-01 | 1.00e+00  1.00e+00  1.00e+00 |
+    1   2.5147e+00   2.2824e+00 | 1.07e+00  2.24e-01  2.74e-01 | 6.71e-01  7.44e-01  3.14e-01 | 3.45e-77  co-a  7.00e-01
+    2   3.0958e+00   3.0966e+00 | 3.39e-01  7.40e-02  9.08e-02 | 6.08e-01  2.70e-01  1.01e-01 | 1.73e-77  co-a  7.00e-01
+...
+   33   3.2962e+00   3.2962e+00 | 1.33e-30  1.86e-30  2.29e-30 | 2.21e-01  1.88e-30  3.50e-31 | 4.85e-50  co-a  5.00e-01
+   34   3.2962e+00   3.2962e+00 | 2.29e-31  2.77e-31  3.40e-31 | 2.23e-01  1.56e-31  5.28e-32 | 2.70e-48  co-a  8.50e-01
+   35   3.2962e+00   3.2962e+00 | 7.32e-32  1.21e-31  1.49e-31 | 2.04e-01  1.15e-31  1.93e-32 | 2.52e-49  co-a  6.00e-01
+optimal solution found; terminating
+
+status is Optimal after 35 iterations and 1.417 seconds
+
+julia> Solvers.get_status(solver)
+Optimal::Status = 3
+
+julia> Solvers.get_primal_obj(solver)
+3.296219213377718379486912616497183695150874915748434424139285907044225666610375
+
+julia> Solvers.get_dual_obj(solver)
+3.29621921337771837948691261649702242580041815859477664034990154727149325280482
+
+julia> Solvers.get_x(solver)
+13-element Vector{BigFloat}:
+ 3.296219213377718379486912616497183695150874915748434424139285907044225666610375
+ 0.2014951884389319019635492500560556305705409904059068283971229702024509946542355
+ 0.2974304558864173403751380894865665103907350340298129119333915978313596204101965
+...
+ 0.5076818262444516526146124557277599761994226912376378984924714206880970861448005
+ 0.4719189060586783692091058031965586401783925037880741775651825386863356120491953
+ 0.6377366379371803537625028513405673487028387050401566067448589228065218202592247
+```
+
+## MathOptInterface/JuMP
+
+[JuMP](https://github.com/jump-dev/JuMP.jl) is generally more user-friendly than Hypatia's native interface, though it may make sense to try the more-expressive native interface for large dense or structured models.
+Below is a simple example from D-optimal experiment design:
+
+```julia
+using LinearAlgebra
+using JuMP
+using Hypatia
+
+opt = Hypatia.Optimizer(verbose = false)
+model = Model(() -> opt)
+@variable(model, x[1:3] >= 0)
+@constraint(model, sum(x) == 5)
+@variable(model, hypo)
+@objective(model, Max, hypo)
+V = rand(2, 3)
+Q = V * diagm(x) * V'
+aff = vcat(hypo, [Q[i, j] for i in 1:2 for j in 1:i]...)
+@constraint(model, aff in MOI.RootDetConeTriangle(2))
+```
+The model is now:
+```julia
+julia> model
+A JuMP Model
+Maximization problem with:
+Variables: 4
+Objective function type: VariableRef
+`AffExpr`-in-`MathOptInterface.EqualTo{Float64}`: 1 constraint
+`Vector{AffExpr}`-in-`MathOptInterface.RootDetConeTriangle`: 1 constraint
+`VariableRef`-in-`MathOptInterface.GreaterThan{Float64}`: 3 constraints
+Model mode: AUTOMATIC
+CachingOptimizer state: EMPTY_OPTIMIZER
+Solver name: Hypatia
+Names registered in the model: hypo, x
+```
+Now we call optimize and query the solution:
+```julia
+julia> optimize!(model)
+
+julia> termination_status(model)
+OPTIMAL::TerminationStatusCode = 1
+
+julia> objective_value(model)
+1.4303650845824805
+
+julia> value.(x)
+3-element Vector{Float64}:
+ 2.499999987496876
+ 2.499999992300735
+ 2.0202389761081463e-8
 ```

src/Models/Models.jl

@@ -31,7 +31,7 @@ mutable struct Model{T <: Real}
         b::Vector{T},
         G,
         h::Vector{T},
-        cones::Vector{Cones.Cone{T}};
+        cones::Vector{<:Cones.Cone{T}};
         obj_offset::T = zero(T),
         ) where {T <: Real}
         model = new{T}()

src/Solvers/steppers/combined.jl

@@ -83,19 +83,19 @@ function step(stepper::CombinedStepper{T}, solver::Solver{T}) where {T <: Real}
 
     if iszero(alpha)
         # recover
-        println("trying combined without adjustment")
+        solver.verbose && println("trying combined without adjustment")
         stepper.unadj_only = true
         solver.time_search += @elapsed alpha = search_alpha(point, model, stepper)
 
         if iszero(alpha)
-            println("trying centering with adjustment")
+            solver.verbose && println("trying centering with adjustment")
             stepper.cent_only = true
             stepper.unadj_only = false
             solver.time_search += @elapsed alpha =
                 search_alpha(point, model, stepper)
 
             if iszero(alpha)
-                println("trying centering without adjustment")
+                solver.verbose && println("trying centering without adjustment")
                 stepper.unadj_only = true
                 solver.time_search += @elapsed alpha =
                     search_alpha(point, model, stepper)