2021-07-28 –, JuMP Track
In this talk we describe two recent improvements to the COSMO solver. The first improvement is an automatic clique merging strategy which allows COSMO to solve large sparse SDPs more effectively. The second improvement is a safeguarded acceleration method that wraps around the solver's ADMM algorithm. We show that this leads to a significant improvement in both convergence and solve time to higher accuracy solutions. We tested the method on more than 500 QPs and SDPs from various applications.
