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Revise duality gap check #77

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Revise duality gap check #77

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30 changes: 13 additions & 17 deletions src/qoco_utils.c
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Original file line number Diff line number Diff line change
Expand Up @@ -221,7 +221,6 @@ unsigned char check_stopping(QOCOSolver* solver)
QOCOFloat* xbuff = get_data_vectorf(work->xbuff);
QOCOFloat* ybuff = get_data_vectorf(work->ybuff);
QOCOFloat* ubuff1 = get_data_vectorf(work->ubuff1);
QOCOFloat* ubuff2 = get_data_vectorf(work->ubuff2);
QOCOFloat* ubuff3 = get_data_vectorf(work->ubuff3);
QOCOFloat* kktres = get_data_vectorf(work->kktres);

Expand Down Expand Up @@ -292,13 +291,6 @@ unsigned char check_stopping(QOCOSolver* solver)
QOCOFloat dres = inf_norm(xbuff, data->n);
solver->sol->dres = dres;

// Compute complementary slackness residual.
ew_product(sdata, Fruiz_data, ubuff1, data->m);
ew_product(zdata, Fruiz_data, ubuff2, data->m);
QOCOFloat gap = qoco_dot(ubuff1, ubuff2, data->m);
gap *= work->scaling->kinv;
solver->sol->gap = gap;

// Compute max{Axinf, binf, Gxinf, hinf, sinf}.
QOCOFloat pres_rel = qoco_max(Axinf, binf);
pres_rel = qoco_max(pres_rel, Gxinf);
Expand All @@ -311,19 +303,23 @@ unsigned char check_stopping(QOCOSolver* solver)
dres_rel = qoco_max(dres_rel, cinf);
dres_rel *= work->scaling->kinv;

// Compute max{1, abs(pobj), abs(dobj)}.
// Compute gap as abs(pobj - dobj) and relative scale max{1, abs(pobj),
// abs(dobj)}.
QOCOFloat* cdata = get_data_vectorf(work->data->c);
QOCOFloat ctx = qoco_dot(cdata, xdata, work->data->n);
QOCOFloat bty = qoco_dot(bdata, ydata, work->data->p);
QOCOFloat htz = qoco_dot(hdata, zdata, work->data->m);
QOCOFloat pobj = 0.5 * xPx + ctx;
QOCOFloat dobj = -0.5 * xPx - bty - htz;
pobj = safe_div(pobj, work->scaling->k);
dobj = safe_div(dobj, work->scaling->k);
QOCOFloat pobj_abs = qoco_abs(pobj);
QOCOFloat dobj_abs = qoco_abs(dobj);

pobj = qoco_abs(pobj);
dobj = qoco_abs(dobj);

QOCOFloat gap_rel = qoco_max(1, pobj);
gap_rel = qoco_max(gap_rel, dobj);
QOCOFloat gap_abs = qoco_abs(pobj - dobj);
QOCOFloat gap_rel = qoco_max(1, pobj_abs);
gap_rel = qoco_max(gap_rel, dobj_abs);
solver->sol->gap = gap_abs;

// Composite progress metric in inaccurate-tolerance units. metric <= 1.0
// means the current iterate satisfies the inaccurate stopping criterion.
Expand Down Expand Up @@ -371,7 +367,7 @@ unsigned char check_stopping(QOCOSolver* solver)
if (solver->settings->kkt_dynamic_reg > 1e-6) {
if (pres < eabsinacc + erelinacc * pres_rel &&
dres < eabsinacc + erelinacc * dres_rel &&
solver->sol->gap < eabsinacc + erelinacc * gap_rel) {
gap_abs < eabsinacc + erelinacc * gap_rel) {
solver->sol->status = QOCO_SOLVED_INACCURATE;
return 1;
}
Expand All @@ -382,7 +378,7 @@ unsigned char check_stopping(QOCOSolver* solver)
}

if (pres < eabs + erel * pres_rel && dres < eabs + erel * dres_rel &&
solver->sol->gap < eabs + erel * gap_rel) {
gap_abs < eabs + erel * gap_rel) {
solver->sol->status = QOCO_SOLVED;
return 1;
}
Expand Down Expand Up @@ -477,4 +473,4 @@ QOCOSettings* copy_settings(QOCOSettings* settings)
new_settings->verbose = settings->verbose;

return new_settings;
}
}
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