sleipnirgroup-jormungandr 0.5.6.dev10__tar.gz → 0.5.6.dev12__tar.gz

{sleipnirgroup_jormungandr-0.5.6.dev10 → sleipnirgroup_jormungandr-0.5.6.dev12}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: sleipnirgroup-jormungandr
-Version: 0.5.6.dev10
+Version: 0.5.6.dev12
 Summary: Reverse mode autodiff library and NLP solver DSL
 License-Expression: BSD-3-Clause
 License-File: LICENSE.txt

{sleipnirgroup_jormungandr-0.5.6.dev10 → sleipnirgroup_jormungandr-0.5.6.dev12}/include/sleipnir/optimization/solver/util/feasibility_restoration.hpp

@@ -146,12 +146,14 @@ ExitStatus feasibility_restoration(
 
   constexpr Scalar ρ(1e3);
   const Scalar μ(options.tolerance / 10.0);
-  const Scalar ζ = sqrt(μ);
 
   const DenseVector c_e = matrices.c_e(x);
 
+  Scalar fr_μ = std::max(μ, c_e.template lpNorm<Eigen::Infinity>());
+  const Scalar ζ = sqrt(fr_μ);
+
   const auto& x_r = x;
-  const auto [p_e_0, n_e_0] = compute_p_n(c_e, ρ, μ);
+  const auto [p_e_0, n_e_0] = compute_p_n(c_e, ρ, fr_μ);
 
   // Dᵣ = diag(min(1, 1/xᵣ[i]²) for i in x.rows())
   const DiagonalMatrix D_r =
@@ -164,10 +166,9 @@ ExitStatus feasibility_restoration(
 
   DenseVector fr_y = DenseVector::Zero(num_eq);
 
+  // Force the duals to start with perfect complementarity with the slacks
   DenseVector fr_z{2 * num_eq};
-  fr_z << μ * p_e_0.cwiseInverse(), μ * n_e_0.cwiseInverse();
-
-  Scalar fr_μ = std::max(μ, c_e.template lpNorm<Eigen::Infinity>());
+  fr_z << fr_μ * p_e_0.cwiseInverse(), fr_μ * n_e_0.cwiseInverse();
 
   // Inherit the parent problem's scaling for the constraints, and use no
   // scaling for the cost function since it has changed. The new rows introduced
@@ -379,14 +380,17 @@ ExitStatus feasibility_restoration(
   const auto& num_ineq = matrices.num_inequality_constraints;
 
   constexpr Scalar ρ(1e3);
-  const Scalar ζ = sqrt(μ);
 
   const DenseVector c_e = matrices.c_e(x);
   const DenseVector c_i = matrices.c_i(x);
 
+  Scalar fr_μ = std::max({μ, c_e.template lpNorm<Eigen::Infinity>(),
+                          (c_i - s).template lpNorm<Eigen::Infinity>()});
+  const Scalar ζ = sqrt(fr_μ);
+
   const auto& x_r = x;
-  const auto [p_e_0, n_e_0] = compute_p_n(c_e, ρ, μ);
-  const auto [p_i_0, n_i_0] = compute_p_n((c_i - s).eval(), ρ, μ);
+  const auto [p_e_0, n_e_0] = compute_p_n(c_e, ρ, fr_μ);
+  const auto [p_i_0, n_i_0] = compute_p_n((c_i - s).eval(), ρ, fr_μ);
 
   // Dᵣ = diag(min(1, 1/xᵣ[i]²) for i in x.rows())
   const DiagonalMatrix D_r =
@@ -401,12 +405,11 @@ ExitStatus feasibility_restoration(
 
   DenseVector fr_y = DenseVector::Zero(c_e.rows());
 
+  // Force the duals to start with perfect complementarity with the slacks
   DenseVector fr_z{c_i.rows() + 2 * num_eq + 2 * num_ineq};
-  fr_z << z.cwiseMin(ρ), μ * p_e_0.cwiseInverse(), μ * n_e_0.cwiseInverse(),
-      μ * p_i_0.cwiseInverse(), μ * n_i_0.cwiseInverse();
-
-  Scalar fr_μ = std::max({μ, c_e.template lpNorm<Eigen::Infinity>(),
-                          (c_i - s).template lpNorm<Eigen::Infinity>()});
+  fr_z << fr_μ * s.cwiseInverse(), fr_μ * p_e_0.cwiseInverse(),
+      fr_μ * n_e_0.cwiseInverse(), fr_μ * p_i_0.cwiseInverse(),
+      fr_μ * n_i_0.cwiseInverse();
 
   // Inherit the parent problem's scaling for the constraints, and use no
   // scaling for the cost function since it has changed. The new rows introduced

{sleipnirgroup_jormungandr-0.5.6.dev10 → sleipnirgroup_jormungandr-0.5.6.dev12}/include/sleipnir/optimization/solver/util/inertia.hpp

@@ -2,6 +2,8 @@
 
 #pragma once
 
+#include <limits>
+
 #include <Eigen/Core>
 
 namespace slp {
@@ -36,9 +38,9 @@ class Inertia {
   template <typename Scalar>
   explicit Inertia(const Eigen::Vector<Scalar, Eigen::Dynamic>& D) {
     for (const auto& elem : D) {
-      if (elem > Scalar(0)) {
+      if (elem > std::numeric_limits<Scalar>::epsilon()) {
         ++positive;
-      } else if (elem < Scalar(0)) {
+      } else if (elem < -std::numeric_limits<Scalar>::epsilon()) {
         ++negative;
       } else {
         ++zero;
@@ -56,9 +58,9 @@ class Inertia {
       const Eigen::Diagonal<
           const Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic>>& D) {
     for (const auto& elem : D) {
-      if (elem > Scalar(0)) {
+      if (elem > std::numeric_limits<Scalar>::epsilon()) {
         ++positive;
-      } else if (elem < Scalar(0)) {
+      } else if (elem < -std::numeric_limits<Scalar>::epsilon()) {
         ++negative;
       } else {
         ++zero;

{sleipnirgroup_jormungandr-0.5.6.dev10 → sleipnirgroup_jormungandr-0.5.6.dev12}/python/src/sleipnir/__init__.py

@@ -2,4 +2,4 @@
 
 from ._sleipnir import *
 
-__version__ = "0.5.6.dev10"
+__version__ = "0.5.6.dev12"

{sleipnirgroup_jormungandr-0.5.6.dev10 → sleipnirgroup_jormungandr-0.5.6.dev12}/python/test/optimization/cart_pole_ocp_test.py

@@ -1,5 +1,4 @@
 import math
-import platform
 
 import numpy as np
 import pytest
@@ -79,14 +78,7 @@ def test_cart_pole_ocp():
     assert problem.equality_constraint_type() == ExpressionType.NONLINEAR
     assert problem.inequality_constraint_type() == ExpressionType.LINEAR
 
-    if platform.system() == "Windows" and platform.machine() == "ARM64":
-        # FIXME: Fails on Windows aarch64 with "feasibility restoration failed"
-        assert (
-            problem.solve(diagnostics=True) == ExitStatus.FEASIBILITY_RESTORATION_FAILED
-        )
-        return
-    else:
-        assert problem.solve(diagnostics=True) == ExitStatus.SUCCESS
+    assert problem.solve(diagnostics=True) == ExitStatus.SUCCESS
 
     # Verify initial state
     assert X.value(0, 0) == pytest.approx(x_initial[0, 0], abs=1e-8)