SDP preprocessing - facial reduction#372

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angeloskorakitis wants to merge 16 commits intoGeomScale:developfrom

angeloskorakitis:sdp_solver/preprocessing

Commits on Aug 7, 2025

More fixes/improvements
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Fixes and improvements regarding SDP solver: eigenvalues computation, simulated annealing, hmc and more.
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Commits on Sep 27, 2025

Updates/Fixes to Simulated annealing and Reflective HMC walk.
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Commits on Oct 19, 2025

Mainly changed isNegativeSemidefinite function in LMI and shift, is_in functions in spectrahedron.h
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Added both polynomial and exponential cooling schedules. Included a sliding window that checks the progress of the random walk if early convergence is enabled. Improved error handling and documenta…
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Improved linearization, from 2nx2n to nxn systems for the QEP. Improved find symmetric eigenvalue that uses cholesky for the -M matrix.
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Added metropolis filter. Added adaptive step with completion target. Added velocity persistence factor.
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Revert: More fixes/improvements
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Commits on Oct 23, 2025

Added sparse SDP test cases and testing.
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Commits on Oct 24, 2025

Added facial reduction preprocessing based on Sieve-SDP algorithm.
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