sleipnirgroup-jormungandr 0.6.7.dev67__tar.gz → 0.6.7.dev68__tar.gz

{sleipnirgroup_jormungandr-0.6.7.dev67 → sleipnirgroup_jormungandr-0.6.7.dev68}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: sleipnirgroup-jormungandr
-Version: 0.6.7.dev67
+Version: 0.6.7.dev68
 Summary: Reverse mode autodiff library and NLP solver DSL
 License-Expression: BSD-3-Clause
 License-File: LICENSE.txt

{sleipnirgroup_jormungandr-0.6.7.dev67 → sleipnirgroup_jormungandr-0.6.7.dev68}/include/sleipnir/optimization/solver/ipm.hpp

@@ -145,6 +145,22 @@ ExitStatus ipm(const IPMMatrixCallbacks<Scalar>& matrix_callbacks,
     DenseVector p_y;
     /// Inequality constraint dual step.
     DenseVector p_z;
+
+    /// Returns the infinity norm of the primal step.
+    ///
+    /// @return The infinity norm of the primal step.
+    Scalar primal_inf_norm() const {
+      return std::max(p_x.template lpNorm<Eigen::Infinity>(),
+                      p_s.template lpNorm<Eigen::Infinity>());
+    }
+
+    /// Returns the infinity norm of the dual step.
+    ///
+    /// @return The infinity norm of the dual step.
+    Scalar dual_inf_norm() const {
+      return std::max(p_y.template lpNorm<Eigen::Infinity>(),
+                      p_z.template lpNorm<Eigen::Infinity>());
+    }
   };
 
   using std::isfinite;
@@ -570,11 +586,8 @@ ExitStatus ipm(const IPMMatrixCallbacks<Scalar>& matrix_callbacks,
                   trial_f, constraint_violation(trial_c_e, trial_c_i, trial_s),
                   trial_s.dot(trial_z), μ, solver.hessian_regularization(),
                   solver.constraint_jacobian_regularization(),
-                  std::max(soc_step.p_x.template lpNorm<Eigen::Infinity>(),
-                           soc_step.p_s.template lpNorm<Eigen::Infinity>()),
-                  std::max(soc_step.p_y.template lpNorm<Eigen::Infinity>(),
-                           soc_step.p_z.template lpNorm<Eigen::Infinity>()),
-                  α_soc, Scalar(1), α_reduction_factor, α_z_soc);
+                  soc_step.primal_inf_norm(), soc_step.dual_inf_norm(), α_soc,
+                  Scalar(1), α_reduction_factor, α_z_soc);
             }
           }};
 
@@ -831,12 +844,8 @@ ExitStatus ipm(const IPMMatrixCallbacks<Scalar>& matrix_callbacks,
           inner_iter_profiler.current_duration(), E_0, f,
           constraint_violation(c_e, c_i, s), s.dot(z), μ,
           solver.hessian_regularization(),
-          solver.constraint_jacobian_regularization(),
-          std::max(step.p_x.template lpNorm<Eigen::Infinity>(),
-                   step.p_s.template lpNorm<Eigen::Infinity>()),
-          std::max(step.p_y.template lpNorm<Eigen::Infinity>(),
-                   step.p_z.template lpNorm<Eigen::Infinity>()),
-          α, α_max, α_reduction_factor, α_z);
+          solver.constraint_jacobian_regularization(), step.primal_inf_norm(),
+          step.dual_inf_norm(), α, α_max, α_reduction_factor, α_z);
     }
 
     ++iterations;

{sleipnirgroup_jormungandr-0.6.7.dev67 → sleipnirgroup_jormungandr-0.6.7.dev68}/include/sleipnir/optimization/solver/sqp.hpp

@@ -103,6 +103,20 @@ ExitStatus sqp(const SQPMatrixCallbacks<Scalar>& matrix_callbacks,
     DenseVector p_x;
     /// Equality constraint dual step.
     DenseVector p_y;
+
+    /// Returns the infinity norm of the primal step.
+    ///
+    /// @return The infinity norm of the primal step.
+    Scalar primal_inf_norm() const {
+      return p_x.template lpNorm<Eigen::Infinity>();
+    }
+
+    /// Returns the infinity norm of the dual step.
+    ///
+    /// @return The infinity norm of the dual step.
+    Scalar dual_inf_norm() const {
+      return p_y.template lpNorm<Eigen::Infinity>();
+    }
   };
 
   using std::isfinite;
@@ -398,8 +412,7 @@ ExitStatus sqp(const SQPMatrixCallbacks<Scalar>& matrix_callbacks,
                   trial_f, constraint_violation(trial_c_e), Scalar(0),
                   Scalar(0), solver.hessian_regularization(),
                   solver.constraint_jacobian_regularization(),
-                  soc_step.p_x.template lpNorm<Eigen::Infinity>(),
-                  soc_step.p_y.template lpNorm<Eigen::Infinity>(), α_soc,
+                  soc_step.primal_inf_norm(), soc_step.dual_inf_norm(), α_soc,
                   Scalar(1), α_reduction_factor, Scalar(1));
             }
           }};
@@ -580,9 +593,8 @@ ExitStatus sqp(const SQPMatrixCallbacks<Scalar>& matrix_callbacks,
                                   f, constraint_violation(c_e), Scalar(0),
                                   Scalar(0), solver.hessian_regularization(),
                                   solver.constraint_jacobian_regularization(),
-                                  step.p_x.template lpNorm<Eigen::Infinity>(),
-                                  step.p_y.template lpNorm<Eigen::Infinity>(),
-                                  α, α_max, α_reduction_factor, α);
+                                  step.primal_inf_norm(), step.dual_inf_norm(),
+                                  α, α_max, α_reduction_factor, Scalar(1));
     }
 
     ++iterations;

{sleipnirgroup_jormungandr-0.6.7.dev67 → sleipnirgroup_jormungandr-0.6.7.dev68}/include/sleipnir/util/print_diagnostics.hpp

@@ -193,7 +193,7 @@ void print_initial_iterate_diagnostics(Scalar error, Scalar cost,
       "┃{:^4}   {:^9} {:^10} {:^11} {:^10} {:^8} {:^8} {:^5} {:^5} {:^8} {:^8} "
       "{:^8} {:^8} {:^2}┃",
       "iter", "duration", "error", "cost", "infeas.", "complem.", "μ", "δ", "γ",
-      "|p_pr|", "|p_du|", "α_pr", "α_du", "↩");
+      "|p_pr|", "|p_du|", "α", "α_z", "↩");
   slp::println("┡{:━^119}┩", "");
 
   slp::println(
@@ -220,28 +220,25 @@ void print_initial_iterate_diagnostics(Scalar error, Scalar cost,
 /// @param γ The constraint Jacobian regularization factor.
 /// @param full_primal_step_inf_norm The infinity norm of the full primal step.
 /// @param full_dual_step_inf_norm The infinity norm of the full dual step.
-/// @param primal_α The primal step size.
-/// @param primal_α_max The max primal step size.
-/// @param α_reduction_factor Factor by which primal_α is reduced during
-///     backtracking.
-/// @param dual_α The dual step size.
+/// @param α The step size for the decision variables, inequality constraint
+///     slack variables, and equality constraint dual variables.
+/// @param α_max The max step size for α.
+/// @param α_reduction_factor Factor by which α is reduced during backtracking.
+/// @param α_z The step size for the inequality constraint dual variables.
 template <typename Scalar, typename Rep, typename Period = std::ratio<1>>
-void print_iteration_diagnostics(int iterations, IterationType type,
-                                 const std::chrono::duration<Rep, Period>& time,
-                                 Scalar error, Scalar cost,
-                                 Scalar infeasibility, Scalar complementarity,
-                                 Scalar μ, Scalar δ, Scalar γ,
-                                 Scalar full_primal_step_inf_norm,
-                                 Scalar full_dual_step_inf_norm,
-                                 Scalar primal_α, Scalar primal_α_max,
-                                 Scalar α_reduction_factor, Scalar dual_α) {
+void print_iteration_diagnostics(
+    int iterations, IterationType type,
+    const std::chrono::duration<Rep, Period>& time, Scalar error, Scalar cost,
+    Scalar infeasibility, Scalar complementarity, Scalar μ, Scalar δ, Scalar γ,
+    Scalar full_primal_step_inf_norm, Scalar full_dual_step_inf_norm, Scalar α,
+    Scalar α_max, Scalar α_reduction_factor, Scalar α_z) {
   if (iterations > 0 && iterations % 20 == 0) {
     slp::println("┢{:━^119}┪", "");
     slp::println(
         "┃{:^4}   {:^9} {:^10} {:^11} {:^10} {:^8} {:^8} {:^5} {:^5} {:^8} "
         "{:^8} {:^8} {:^8} {:^2}┃",
         "iter", "duration", "error", "cost", "infeas.", "complem.", "μ", "δ",
-        "γ", "|p_pr|", "|p_du|", "α_pr", "α_du", "↩");
+        "γ", "|p_pr|", "|p_du|", "α", "α_z", "↩");
     slp::println("┡{:━^119}┩", "");
   }
 
@@ -256,8 +253,7 @@ void print_iteration_diagnostics(int iterations, IterationType type,
   //   x ln(r) = ln(α/αᵐᵃˣ)
   //   x = ln(α/αᵐᵃˣ)/ln(r)
   using std::log;
-  int backtracks =
-      static_cast<int>(log(primal_α / primal_α_max) / log(α_reduction_factor));
+  int backtracks = static_cast<int>(log(α / α_max) / log(α_reduction_factor));
 
   constexpr std::array ITERATION_TYPES{" ", "s", "r"};
   slp::println(
@@ -265,8 +261,7 @@ void print_iteration_diagnostics(int iterations, IterationType type,
       "{:<5} {:8.2e} {:8.2e} {:8.2e} {:8.2e} {:2d}│",
       iterations, ITERATION_TYPES[std::to_underlying(type)], to_ms(time), error,
       cost, infeasibility, complementarity, μ, power_of_10(δ), power_of_10(γ),
-      full_primal_step_inf_norm, full_dual_step_inf_norm, primal_α, dual_α,
-      backtracks);
+      full_primal_step_inf_norm, full_dual_step_inf_norm, α, α_z, backtracks);
 }
 #else
 #define print_iteration_diagnostics(...)

{sleipnirgroup_jormungandr-0.6.7.dev67 → sleipnirgroup_jormungandr-0.6.7.dev68}/python/src/sleipnir/__init__.py

@@ -2,4 +2,4 @@
 
 from ._sleipnir import *
 
-__version__ = "0.6.7.dev67"
+__version__ = "0.6.7.dev68"