sleipnirgroup-jormungandr 0.6.7.dev41__tar.gz → 0.6.7.dev43__tar.gz

{sleipnirgroup_jormungandr-0.6.7.dev41 → sleipnirgroup_jormungandr-0.6.7.dev43}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: sleipnirgroup-jormungandr
-Version: 0.6.7.dev41
+Version: 0.6.7.dev43
 Summary: Reverse mode autodiff library and NLP solver DSL
 License-Expression: BSD-3-Clause
 License-File: LICENSE.txt

{sleipnirgroup_jormungandr-0.6.7.dev41 → sleipnirgroup_jormungandr-0.6.7.dev43}/include/sleipnir/optimization/solver/ipm.hpp

@@ -777,30 +777,30 @@ ExitStatus ipm(const IPMMatrixCallbacks<Scalar>& matrix_callbacks,
       y = trial_y;
       z = trial_z;
 
-      // A requirement for the convergence proof is that the primal-dual barrier
-      // term Hessian Σₖ₊₁ does not deviate arbitrarily much from the primal
-      // barrier term Hessian μSₖ₊₁⁻².
-      //
-      //   Σₖ₊₁ = μSₖ₊₁⁻²
-      //   Sₖ₊₁⁻¹Zₖ₊₁ = μSₖ₊₁⁻²
-      //   Zₖ₊₁ = μSₖ₊₁⁻¹
-      //
-      // We ensure this by resetting
-      //
-      //   zₖ₊₁ = clamp(zₖ₊₁, 1/κ_Σ μ/sₖ₊₁, κ_Σ μ/sₖ₊₁)
-      //
-      // for some fixed κ_Σ ≥ 1 after each step. See equation (16) of [2].
-      for (int row = 0; row < z.rows(); ++row) {
-        constexpr Scalar κ_Σ(1e10);
-        z[row] =
-            std::clamp(z[row], Scalar(1) / κ_Σ * μ / s[row], κ_Σ * μ / s[row]);
-      }
-
       f = trial_f;
       c_e = trial_c_e;
       c_i = trial_c_i;
     }
 
+    // A requirement for the convergence proof is that the primal-dual barrier
+    // term Hessian Σₖ₊₁ does not deviate arbitrarily much from the primal
+    // barrier term Hessian μSₖ₊₁⁻².
+    //
+    //   Σₖ₊₁ = μSₖ₊₁⁻²
+    //   Sₖ₊₁⁻¹Zₖ₊₁ = μSₖ₊₁⁻²
+    //   Zₖ₊₁ = μSₖ₊₁⁻¹
+    //
+    // We ensure this by resetting
+    //
+    //   zₖ₊₁ = clamp(zₖ₊₁, 1/κ_Σ μ/sₖ₊₁, κ_Σ μ/sₖ₊₁)
+    //
+    // for some fixed κ_Σ ≥ 1 after each step. See equation (16) of [2].
+    for (int row = 0; row < z.rows(); ++row) {
+      constexpr Scalar κ_Σ(1e10);
+      z[row] =
+          std::clamp(z[row], Scalar(1) / κ_Σ * μ / s[row], κ_Σ * μ / s[row]);
+    }
+
     // Update autodiff for Jacobians and Hessian
     A_e = matrices.A_e(x);
     A_i = matrices.A_i(x);

{sleipnirgroup_jormungandr-0.6.7.dev41 → sleipnirgroup_jormungandr-0.6.7.dev43}/include/sleipnir/optimization/solver/util/filter.hpp

@@ -130,15 +130,11 @@ class Filter {
         trial_entry.cost <= current_entry.cost + η_ϕ * α * D_ϕ;
 
     // Sufficient decrease condition
-    //
-    // See equation (2.13) of [3].
-    Scalar ϕ = pow(α, Scalar(1.5));
     bool sufficient_decrease =
         trial_entry.cost <=
-            current_entry.cost -
-                ϕ * γ_cost * current_entry.constraint_violation ||
+            current_entry.cost - γ_cost * current_entry.constraint_violation ||
         trial_entry.constraint_violation <=
-            (Scalar(1) - ϕ * γ_constraint) * current_entry.constraint_violation;
+            (Scalar(1) - γ_constraint) * current_entry.constraint_violation;
 
     // If constraint violation is below threshold and switching condition is
     // true, check Armijo condition for step rejection. Otherwise, check
@@ -164,8 +160,8 @@ class Filter {
     // condition are false
     if (!switching_condition || !armijo_condition) {
       add(FilterEntry{
-          current_entry.cost - ϕ * γ_cost * current_entry.constraint_violation,
-          (Scalar(1) - ϕ * γ_constraint) * current_entry.constraint_violation});
+          current_entry.cost - γ_cost * current_entry.constraint_violation,
+          (Scalar(1) - γ_constraint) * current_entry.constraint_violation});
     }
 
     return true;

{sleipnirgroup_jormungandr-0.6.7.dev41 → sleipnirgroup_jormungandr-0.6.7.dev43}/python/src/sleipnir/__init__.py

@@ -2,4 +2,4 @@
 
 from ._sleipnir import *
 
-__version__ = "0.6.7.dev41"
+__version__ = "0.6.7.dev43"