ericphanson

# Adapted from
# https://uk.mathworks.com/matlabcentral/fileexchange/46794-simdiag-m
# which has the following license:
#    Copyright (c) 2009, Christian B. Mendl
#    All rights reserved.
#
#    Redistribution and use in source and binary forms, with or without
#    modification, are permitted provided that the following conditions are met:
#
#    * Redistributions of source code must retain the above copyright notice, this

ericphanson

using Mosek
using SCS
import DSP: conv
using Convex
conv(x::AbstractVector, y::AbstractVector) = DSP.conv(x,y)
conv(x::Variable, y::AbstractVector) = Convex.conv(x,y)
conv(x::AbstractVector, y::Variable) = Convex.conv(x,y)

using Random
using SparseArrays

ericphanson

Attempts to differentiate eigmin

Julia 1.1, with Zygote master

Version information:

julia> Pkg.status()
    Status `~/Dropbox (Personal)/Research/Code/julia-projects/DiffEvals/ZygoteMaster/Project.toml`
  [ec485272] ArnoldiMethod v0.0.4
  [14197337] GenericLinearAlgebra v0.1.0

ericphanson

function convert_test(file, prefix)
    # handle start and end:
    # delete @testset for... and final "end"
    file_contents = read(file, String)
    file_contents = replace(file_contents, r"\h*@testset.*for\ssolver.*\n" => "")
    file_contents = lstrip(file_contents)
    file_contents = file_contents[1:prevind(file_contents, first(findlast("end", file_contents)))]
    file_contents = replace(file_contents, r"\n\h\h\h\h(.*)" => SubstitutionString("\n\\1"))

    # handle special cases

ericphanson

using SCS
using MathOptInterface # MathOptInterface v0.9.6
const MOI = MathOptInterface
const MOIU = MOI.Utilities
const MOIB = MOI.Bridges

function make_model(vector)
    optimizer = SCS.Optimizer(verbose=false)
    T = Float64
    model = MOIB.full_bridge_optimizer(

ericphanson

# This file contains code taken from https://github.com/JuliaIntervals/IntervalSpecialFunctions.jl
# which is available under the following MIT license:

# > Copyright (c) 2018: David Sanders.
# >
# > Permission is hereby granted, free of charge, to any person obtaining a copy
# > of this software and associated documentation files (the "Software"), to deal
# > in the Software without restriction, including without limitation the rights
# > to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# > copies of the Software, and to permit persons to whom the Software is

ericphanson

# This file is machine-generated - editing it directly is not advised

[[AMD]]
deps = ["Libdl", "LinearAlgebra", "SparseArrays", "Test"]
git-tree-sha1 = "7b8e22e91af4ccbfbcae87c36d141441defe6f0f"
uuid = "14f7f29c-3bd6-536c-9a0b-7339e30b5a3e"
version = "0.3.1"

[[AbstractTrees]]
deps = ["Markdown"]

ericphanson

# This file is machine-generated - editing it directly is not advised

[[AbstractFFTs]]
deps = ["LinearAlgebra"]
git-tree-sha1 = "051c95d6836228d120f5f4b984dd5aba1624f716"
uuid = "621f4979-c628-5d54-868e-fcf4e3e8185c"
version = "0.5.0"

[[AbstractNumbers]]
deps = ["SpecialFunctions"]

ericphanson

# This file is machine-generated - editing it directly is not advised

[[ASL_jll]]
deps = ["Libdl", "Pkg"]
git-tree-sha1 = "7fa8d4626ddb4a142e82a8ce07279c1315803433"
uuid = "ae81ac8f-d209-56e5-92de-9978fef736f9"
version = "0.1.1+3"

[[Base64]]
uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"

ericphanson

# This file is machine-generated - editing it directly is not advised

[[ArgTools]]
uuid = "0dad84c5-d112-42e6-8d28-ef12dabb789f"

[[Artifacts]]
uuid = "56f22d72-fd6d-98f1-02f0-08ddc0907c33"

[[Base64]]
uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"