sleipnirgroup-jormungandr 0.6.6.dev21__tar.gz → 0.6.6.dev22__tar.gz

{sleipnirgroup_jormungandr-0.6.6.dev21 → sleipnirgroup_jormungandr-0.6.6.dev22}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: sleipnirgroup-jormungandr
-Version: 0.6.6.dev21
+Version: 0.6.6.dev22
 Summary: Reverse mode autodiff library and NLP solver DSL
 License-Expression: BSD-3-Clause
 License-File: LICENSE.txt

{sleipnirgroup_jormungandr-0.6.6.dev21 → sleipnirgroup_jormungandr-0.6.6.dev22}/include/sleipnir/optimization/solver/util/fraction_to_the_boundary_rule.hpp

@@ -20,22 +20,27 @@ template <typename Scalar>
 Scalar fraction_to_the_boundary_rule(
     const Eigen::Vector<Scalar, Eigen::Dynamic>& x,
     const Eigen::Vector<Scalar, Eigen::Dynamic>& p, Scalar τ) {
-  // α = max(α ∈ (0, 1] : x + αp ≥ (1 − τ)x)
+  // The fraction-to-the-boundary rule is defined as:
   //
-  // where x and τ are positive.
+  //   α = max(α ∈ (0, 1] : x + αp ≥ (1 − τ)x)   (1)
   //
-  // x + αp ≥ (1 − τ)x
-  // x + αp ≥ x − τx
-  // αp ≥ −τx
+  // where x and τ are positive. Rearranging the inequality in (1) gives
   //
-  // If the inequality is false, p < 0 and α is too big. Find the largest value
-  // of α that makes the inequality true.
+  //   x + αp ≥ (1 − τ)x
+  //   x + αp ≥ x − τx
+  //   αp ≥ −τx                                  (2)
   //
-  // α = −τ/p x
+  // (2) is false if p < 0 and α is sufficiently large. Let p < 0.
+  //
+  //   αp ≥ −τx
+  //   α ≤ −τxᵢ/pᵢ for i in range(x.rows())      (3)
+  //
+  // When (2) is false, find the largest α for which (3) is true.
   Scalar α(1);
   for (int i = 0; i < x.rows(); ++i) {
-    if (α * p(i) < -τ * x(i)) {
-      α = -τ / p(i) * x(i);
+    if (α * p[i] < -τ * x[i]) {
+      // α = −τx/p is (3)'s upper bound
+      α = -τ * x[i] / p[i];
     }
   }
 

{sleipnirgroup_jormungandr-0.6.6.dev21 → sleipnirgroup_jormungandr-0.6.6.dev22}/python/src/sleipnir/__init__.py

@@ -2,4 +2,4 @@
 
 from ._sleipnir import *
 
-__version__ = "0.6.6.dev21"
+__version__ = "0.6.6.dev22"