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erandtkecr
commented
Apr 5, 2024
| if (norm(Ax_) <= prm_.eps_abs + prm_.eps_rel * std::max<Scalar>(Ax_norm, norm(z_us_))) { | ||
| //std::cout << "primal check, norm(Ax_): " << norm(Ax_) << ", delta norm: " << (Ax_norm_old ? std::abs(Ax_norm - *Ax_norm_old) : 0.) << ",norm(z_us_): " << norm(z_us_) << ", eps: " << prm_.eps_abs + prm_.eps_rel * std::max<Scalar>(Ax_norm, norm(z_us_)) << std::endl; | ||
| //if (norm(Ax_) <= prm_.eps_abs + prm_.eps_rel * std::max<Scalar>(Ax_norm, norm(z_us_)) or (Ax_norm_old and std::abs(Ax_norm - *Ax_norm_old) < 1e-6)) { | ||
| if (norm(Ax_) <= prm_.eps_abs + prm_.eps_rel * std::max<Scalar>(Ax_norm, norm(z_us_))) |
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The check here was not working, I had to look at Ax norm vs old Ax norm, I am not sure why. I don't really care about that though, the idea is govern step size. In any case this check will probably fail if you don't put a max time or max iter or check delta objective in a dumber way.
erandtkecr
commented
Apr 5, 2024
| [[maybe_unused]] auto Px_max = (pbm.P * x_us_).template lpNorm<Eigen::Infinity>(); | ||
| [[maybe_unused]] auto q_max = (pbm.q).template lpNorm<Eigen::Infinity>(); | ||
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| auto updated_rho = std::sqrt((primal_residual_max / std::max(Ax_max,z_max)) / (dual_residual_max / std::max(Px_max, q_max)))/2.; |
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