sleipnirgroup-jormungandr 0.0.1.dev473__tar.gz → 0.0.1.dev474__tar.gz

{sleipnirgroup_jormungandr-0.0.1.dev473 → sleipnirgroup_jormungandr-0.0.1.dev474}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: sleipnirgroup-jormungandr
-Version: 0.0.1.dev473
+Version: 0.0.1.dev474
 Summary: A linearity-exploiting sparse nonlinear constrained optimization problem solver that uses the interior-point method.
 License: Copyright (c) Sleipnir contributors
         

{sleipnirgroup_jormungandr-0.0.1.dev473 → sleipnirgroup_jormungandr-0.0.1.dev474}/pyproject.toml

@@ -1,7 +1,7 @@
 [project]
 name = "sleipnirgroup-jormungandr"
 description = "A linearity-exploiting sparse nonlinear constrained optimization problem solver that uses the interior-point method."
-version = "0.0.1.dev473"
+version = "0.0.1.dev474"
 readme = "README.md"
 requires-python = ">=3.9"
 dependencies = [ "matplotlib", "numpy", "scipy" ]

{sleipnirgroup_jormungandr-0.0.1.dev473 → sleipnirgroup_jormungandr-0.0.1.dev474}/src/optimization/solver/interior_point.cpp

@@ -233,7 +233,6 @@ ExitStatus interior_point(
   constexpr double α_min = 1e-7;
 
   int full_step_rejected_counter = 0;
-  int step_too_small_counter = 0;
 
   // Error estimate
   double E_0 = std::numeric_limits<double>::infinity();
@@ -571,22 +570,6 @@ ExitStatus interior_point(
       full_step_rejected_counter = 0;
     }
 
-    // Handle very small search directions by letting αₖ = αₖᵐᵃˣ when
-    // max(|pₖˣ(i)|/(1 + |xₖ(i)|)) < 10ε_mach.
-    //
-    // See section 3.9 of [2].
-    double max_step_scaled = 0.0;
-    for (int row = 0; row < x.rows(); ++row) {
-      max_step_scaled = std::max(
-          max_step_scaled, std::abs(step.p_x[row]) / (1.0 + std::abs(x[row])));
-    }
-    if (max_step_scaled < 10.0 * std::numeric_limits<double>::epsilon()) {
-      α = α_max;
-      ++step_too_small_counter;
-    } else {
-      step_too_small_counter = 0;
-    }
-
     // xₖ₊₁ = xₖ + αₖpₖˣ
     // sₖ₊₁ = sₖ + αₖpₖˢ
     // yₖ₊₁ = yₖ + αₖᶻpₖʸ
@@ -665,16 +648,6 @@ ExitStatus interior_point(
     if (std::chrono::steady_clock::now() - solve_start_time > options.timeout) {
       return ExitStatus::TIMEOUT;
     }
-
-    // The search direction has been very small twice, so assume the problem has
-    // been solved as well as possible given finite precision and reduce the
-    // barrier parameter.
-    //
-    // See section 3.9 of [2].
-    if (step_too_small_counter >= 2 && μ > μ_min) {
-      update_barrier_parameter_and_reset_filter();
-      continue;
-    }
   }
 
   return ExitStatus::SUCCESS;

{sleipnirgroup_jormungandr-0.0.1.dev473 → sleipnirgroup_jormungandr-0.0.1.dev474}/src/optimization/solver/newton.cpp

@@ -214,19 +214,6 @@ ExitStatus newton(const NewtonMatrixCallbacks& matrix_callbacks,
       }
     }
 
-    // Handle very small search directions by letting αₖ = αₖᵐᵃˣ when
-    // max(|pₖˣ(i)|/(1 + |xₖ(i)|)) < 10ε_mach.
-    //
-    // See section 3.9 of [2].
-    double max_step_scaled = 0.0;
-    for (int row = 0; row < x.rows(); ++row) {
-      max_step_scaled = std::max(max_step_scaled,
-                                 std::abs(p_x(row)) / (1.0 + std::abs(x(row))));
-    }
-    if (max_step_scaled < 10.0 * std::numeric_limits<double>::epsilon()) {
-      α = α_max;
-    }
-
     line_search_profiler.stop();
 
     // xₖ₊₁ = xₖ + αₖpₖˣ

{sleipnirgroup_jormungandr-0.0.1.dev473 → sleipnirgroup_jormungandr-0.0.1.dev474}/src/optimization/solver/sqp.cpp

@@ -432,19 +432,6 @@ ExitStatus sqp(const SQPMatrixCallbacks& matrix_callbacks,
       full_step_rejected_counter = 0;
     }
 
-    // Handle very small search directions by letting αₖ = αₖᵐᵃˣ when
-    // max(|pₖˣ(i)|/(1 + |xₖ(i)|)) < 10ε_mach.
-    //
-    // See section 3.9 of [2].
-    double max_step_scaled = 0.0;
-    for (int row = 0; row < x.rows(); ++row) {
-      max_step_scaled = std::max(
-          max_step_scaled, std::abs(step.p_x(row)) / (1.0 + std::abs(x(row))));
-    }
-    if (max_step_scaled < 10.0 * std::numeric_limits<double>::epsilon()) {
-      α = α_max;
-    }
-
     // xₖ₊₁ = xₖ + αₖpₖˣ
     // yₖ₊₁ = yₖ + αₖpₖʸ
     x += α * step.p_x;