sleipnirgroup-jormungandr 0.6.7.dev33__tar.gz → 0.6.7.dev35__tar.gz

{sleipnirgroup_jormungandr-0.6.7.dev33 → sleipnirgroup_jormungandr-0.6.7.dev35}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: sleipnirgroup-jormungandr
-Version: 0.6.7.dev33
+Version: 0.6.7.dev35
 Summary: Reverse mode autodiff library and NLP solver DSL
 License-Expression: BSD-3-Clause
 License-File: LICENSE.txt

{sleipnirgroup_jormungandr-0.6.7.dev33 → sleipnirgroup_jormungandr-0.6.7.dev35}/include/sleipnir/optimization/solver/ipm.hpp

@@ -353,6 +353,8 @@ ExitStatus ipm(const IPMMatrixCallbacks<Scalar>& matrix_callbacks,
 
   int full_step_rejected_counter = 0;
 
+  StallDetector<Scalar> stall_detector;
+
   // Error
   Scalar E_0 = unscaled_kkt_error<Scalar, KKTErrorType::INF_NORM_SCALED>(
       matrices.scaling, g, A_e, c_e, A_i, c_i, s, y, z, Scalar(0));
@@ -691,6 +693,7 @@ ExitStatus ipm(const IPMMatrixCallbacks<Scalar>& matrix_callbacks,
         // If the step using αᵐᵃˣ reduced the KKT error, accept it anyway
         if (next_kkt_error <= Scalar(0.999) * current_kkt_error) {
           // Accept step
+          α = α_max;
           break;
         }
 
@@ -701,6 +704,15 @@ ExitStatus ipm(const IPMMatrixCallbacks<Scalar>& matrix_callbacks,
 
     line_search_profiler.stop();
 
+    // If solver stalled, invoke feasibility restoration
+    if (!call_feasibility_restoration && !in_feasibility_restoration) {
+      FilterEntry trial_entry{trial_f, trial_s, trial_c_e, trial_c_i, μ};
+      if (stall_detector.update(current_entry, trial_entry, α,
+                                filter.min_constraint_violation)) {
+        call_feasibility_restoration = true;
+      }
+    }
+
     if (call_feasibility_restoration) {
       ScopedProfiler feasibility_restoration_profiler{
           feasibility_restoration_prof};

{sleipnirgroup_jormungandr-0.6.7.dev33 → sleipnirgroup_jormungandr-0.6.7.dev35}/include/sleipnir/optimization/solver/newton.hpp

@@ -232,14 +232,15 @@ ExitStatus newton(
 
         trial_x = x + α_max * p_x;
 
+        trial_f = matrices.f(trial_x);
+
         Scalar next_kkt_error =
             kkt_error<Scalar, KKTErrorType::ONE_NORM>(matrices.g(trial_x));
 
         // If the step using αᵐᵃˣ reduced the KKT error, accept it anyway
         if (next_kkt_error <= Scalar(0.999) * current_kkt_error) {
-          trial_f = matrices.f(trial_x);
-
           // Accept step
+          α = α_max;
           break;
         }
 

{sleipnirgroup_jormungandr-0.6.7.dev33 → sleipnirgroup_jormungandr-0.6.7.dev35}/include/sleipnir/optimization/solver/sqp.hpp

@@ -236,6 +236,8 @@ ExitStatus sqp(const SQPMatrixCallbacks<Scalar>& matrix_callbacks,
 
   int full_step_rejected_counter = 0;
 
+  StallDetector<Scalar> stall_detector;
+
   // Error
   Scalar E_0 = unscaled_kkt_error<Scalar, KKTErrorType::INF_NORM_SCALED>(
       matrices.scaling, g, A_e, c_e, y);
@@ -488,6 +490,7 @@ ExitStatus sqp(const SQPMatrixCallbacks<Scalar>& matrix_callbacks,
         // If the step using αᵐᵃˣ reduced the KKT error, accept it anyway
         if (next_kkt_error <= Scalar(0.999) * current_kkt_error) {
           // Accept step
+          α = α_max;
           break;
         }
 
@@ -498,6 +501,15 @@ ExitStatus sqp(const SQPMatrixCallbacks<Scalar>& matrix_callbacks,
 
     line_search_profiler.stop();
 
+    // If solver stalled, invoke feasibility restoration
+    if (!call_feasibility_restoration) {
+      FilterEntry trial_entry{trial_f, trial_c_e};
+      if (stall_detector.update(current_entry, trial_entry, α,
+                                filter.min_constraint_violation)) {
+        call_feasibility_restoration = true;
+      }
+    }
+
     if (call_feasibility_restoration) {
       ScopedProfiler feasibility_restoration_profiler{
           feasibility_restoration_prof};

{sleipnirgroup_jormungandr-0.6.7.dev33 → sleipnirgroup_jormungandr-0.6.7.dev35}/include/sleipnir/optimization/solver/util/filter.hpp

@@ -211,4 +211,47 @@ class Filter {
   }
 };
 
+/// Detects a solver stall.
+///
+/// @tparam Scalar Scalar type.
+template <typename Scalar>
+class StallDetector {
+ public:
+  /// Returns true if the solver stalled.
+  ///
+  /// @param current_entry The entry corresponding to the current iterate.
+  /// @param trial_entry The entry corresponding to the accepted trial iterate.
+  /// @param α The accepted step size.
+  /// @param min_constraint_violation The minimum constraint violation from the
+  ///     filter.
+  /// @return True if the solver stalled.
+  bool update(const FilterEntry<Scalar>& current_entry,
+              const FilterEntry<Scalar>& trial_entry, Scalar α,
+              Scalar min_constraint_violation) {
+    // If step is tiny, current iterate is infeasible, and accepted trial
+    // iterate made insufficient progress toward feasibility, increment stalled
+    // step counter
+    if (α < Scalar(1e-3) &&
+        current_entry.constraint_violation > min_constraint_violation &&
+        trial_entry.constraint_violation >
+            Scalar(0.99) * current_entry.constraint_violation) {
+      ++m_stalled_step_counter;
+
+      // If there were too many consecutive tiny steps, report a stall
+      if (++m_stalled_step_counter >= 5) {
+        m_stalled_step_counter = 0;
+        return true;
+      }
+    } else {
+      // A break in stalled steps resets the counter
+      m_stalled_step_counter = 0;
+    }
+
+    return false;
+  }
+
+ private:
+  int m_stalled_step_counter = 0;
+};
+
 }  // namespace slp

{sleipnirgroup_jormungandr-0.6.7.dev33 → sleipnirgroup_jormungandr-0.6.7.dev35}/python/src/sleipnir/__init__.py

@@ -2,4 +2,4 @@
 
 from ._sleipnir import *
 
-__version__ = "0.6.7.dev33"
+__version__ = "0.6.7.dev35"