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Add handling for multipliers that matches the reg_homotopy solver #21

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Merged
nurkanovic merged 2 commits into from
Mar 20, 2025
Merged

Add handling for multipliers that matches the reg_homotopy solver #21

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63f7c26
add handling for multipliers that matches the reg_homotopy solver
apozharski Mar 20, 2025
eff00ca
only try to get saved multipliers if we have them
apozharski Mar 20, 2025
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26 changes: 17 additions & 9 deletions src/+mpecopt/Solver.m
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Original file line number Diff line number Diff line change
Expand Up @@ -284,6 +284,9 @@
end
% If not sucessful do one more relaxation step until max reached
if feasible_bnlp_found
% if we have a feasible BNLP already papulate the multipliers as we may not have a chance to later.
stats.lambda_g_opt = full(results_nlp.lam_g(dims.map_g(1:dims.n_g_non_lifted)));
stats.lambda_x_opt = full(results_nlp.lam_x(dims.map_w(1:dims.n_primal_non_lifted)));
stats.success_phase_i = true;
break;
else
Expand Down Expand Up @@ -696,27 +699,27 @@
if ~isempty(p.Results.x0)
obj.solver_initialization.x0 = p.Results.x0;
else
obj.solver_initialization.x0 = zeros(dims.n_primal,1);
obj.solver_initialization.x0 = zeros(dims.n_primal_non_lifted,1);
end
if ~isempty(p.Results.lbx)
obj.solver_initialization.lbx = p.Results.lbx;
else
obj.solver_initialization.lbx = -inf(dims.n_primal,1);
obj.solver_initialization.lbx = -inf(dims.n_primal_non_lifted,1);
end
if ~isempty(p.Results.ubx)
obj.solver_initialization.ubx = p.Results.ubx;
else
obj.solver_initialization.ubx = inf(dims.n_primal,1);
obj.solver_initialization.ubx = inf(dims.n_primal_non_lifted,1);
end
if ~isempty(p.Results.lbg)
obj.solver_initialization.lbg = p.Results.lbg;
else
obj.solver_initialization.lbg = zeros(dims.n_g,1);
obj.solver_initialization.lbg = zeros(dims.n_g_non_lifted,1);
end
if ~isempty(p.Results.ubg)
obj.solver_initialization.ubg = p.Results.ubg;
else
obj.solver_initialization.ubg = zeros(dims.n_g,1);
obj.solver_initialization.ubg = zeros(dims.n_g_non_lifted,1);
end
if ~isempty(p.Results.p)
obj.solver_initialization.p0 = p.Results.p;
Expand All @@ -726,12 +729,12 @@
if ~isempty(p.Results.lam_g0)
obj.solver_initialization.lam_g0 = p.Results.lam_g0;
else
obj.solver_initialization.lam_g0 = zeros(dims.n_g, 1);
obj.solver_initialization.lam_g0 = zeros(dims.n_g_non_lifted, 1);
end
if ~isempty(p.Results.lam_x0)
obj.solver_initialization.lam_x0 = p.Results.lam_x0;
else
obj.solver_initialization.lam_x0 = zeros(dims.n_primal, 1);
obj.solver_initialization.lam_x0 = zeros(dims.n_primal_non_lifted, 1);
end
if ~isempty(p.Results.y0)
obj.solver_initialization.y0 = p.Results.y0;
Expand Down Expand Up @@ -1730,9 +1733,14 @@ function create_lpec_functions(obj)
stats.total_outer_iterations = k;

stats.n_biactive = sum(x_k(dims.ind_x1)+x_k(dims.ind_x2) < 2*opts.tol_active );

try
stats.lambda_g_opt = full(results_nlp.lam_g(dims.map_g(1:dims.n_g_non_lifted)));
stats.lambda_x_opt = full(results_nlp.lam_x(dims.map_w(1:dims.n_primal_non_lifted)));
end
try
stats.lambda_g_opt = full(results_nlp.lam_g(dims.map_g));
stats.lambda_x_opt = full(results_nlp.lam_x(dims.map_x));
solution.lam_g = stats.lambda_g_opt;
solution.lam_x = stats.lambda_x_opt;
stats.n_active_ineq = sum(abs(lambda_g_opt(ind_g_ineq))>opts.tol);
stats.n_active_box = sum(abs((lambda_x_opt))>opts.tol & lbx_bnlp_k~=ubx_bnlp_k);
stats.n_box = sum(lbx_bnlp_k~=ubx_bnlp_k);
Expand Down