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* Add success flag to ipopt output * Implement low-rank projection algorithm * Change Constraints argument to A_list (b not used) * Expand doc, add points to CHANGELOG * Bump version * Improve interface, add low-rank extraction (#18) * Add success flag to ipopt output * Implement low-rank projection algorithm * Change Constraints argument to A_list (b not used)
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This pull request introduces improvements to the matrix rank manipulation utilities in
cert_tools/linalg_tools.pyand enhances the reporting of solver status incert_tools/sdp_solvers.py. The main changes include the addition of a new function for extracting lower-rank solutions from positive semidefinite matrices and improved reporting and typing.Matrix rank manipulation utilities:
extract_lower_rank_solutiontocert_tools/linalg_tools.pythat attempts to reduce the rank of a given positive semidefinite matrix by one, using nullspace computations and iterative updates.rank_projectto explicitly return a tuple of a NumPy array and a dictionary, and ensured the projected matrix is returned as a NumPy array.warningsto support warning messages in new functionality.Solver status reporting:
cert_tools/sdp_solvers.py, added extraction of solver statistics and success status after solving, and included this information in the returned info dictionary for low-rank SDP solves.