Skip to content

Commit

Permalink
fix typo
Browse files Browse the repository at this point in the history
  • Loading branch information
fabian-sp committed Dec 20, 2023
1 parent d4b3db3 commit 5cf6f22
Showing 1 changed file with 7 additions and 5 deletions.
12 changes: 7 additions & 5 deletions ncopt/sqpgs.py
Original file line number Diff line number Diff line change
Expand Up @@ -29,10 +29,9 @@ def q_rho(d, rho, H, f_k, gI_k, gE_k, D_f, D_gI, D_gE):

term3 = 0
for l in np.arange(len(D_gE)):
term2 += np.abs(gE_k[l] + D_gE[l] @ d).max()

term4 = 0.5 * d@H@d
term3 += np.abs(gE_k[l] + D_gE[l] @ d).max()

term4 = 0.5 * d.T@H@d
return term1+term2+term3+term4

def phi_rho(x, f, gI, gE, rho):
Expand Down Expand Up @@ -111,6 +110,7 @@ def compute_gradients(fun, X):
for i in np.arange(N):
D[i,:,:] = fun.grad(X[i,:])

# TODO: write this directly in return statement
D_list = list()
for j in np.arange(fun.dimOut):
D_list.append(D[:,j,:])
Expand Down Expand Up @@ -174,6 +174,7 @@ def SQP_GS(f, gI, gE, x0 = None, tol = 1e-8, max_iter = 100, verbose = True, ass
pE = np.repeat(pE_, dimE)

# parameters (set after recommendations in paper)
# TODO: add params argument to set these
eta = 1e-8
gamma = 0.5
beta_eps = 0.5
Expand Down Expand Up @@ -325,7 +326,8 @@ def SQP_GS(f, gI, gE, x0 = None, tol = 1e-8, max_iter = 100, verbose = True, ass
if cond:
Hs = hH@sl
hH = hH - np.outer(Hs,Hs)/(sl @ Hs + 1e-16) + np.outer(yl,yl)/(yl @ sl + 1e-16)


# TODO: is this really necessary?
assert np.all(np.abs(hH - hH.T) <= 1e-8), f"{H}"

H = hH.copy()
Expand Down Expand Up @@ -422,7 +424,7 @@ def solve(self):
self.rI = self.cvx_sol_x[self.dim +1 : self.dim +1 +self.nI]
self.rE = self.cvx_sol_x[self.dim +1 + self.nI : ]


# TODO: pipe through assert_tol
assert len(self.rE) == self.nE
assert np.all(self.rI >= -1e-5) , f"{self.rI}"
assert np.all(self.rE >= -1e-5), f"{self.rE}"
Expand Down

0 comments on commit 5cf6f22

Please sign in to comment.