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#![allow(non_snake_case)]
use super::*;
use crate::algebra::*;
use crate::solver::core::traits::Residuals;
// ---------------
// Residuals type for default problem format
// ---------------
/// Standard-form solver type implementing the [`Residuals`](crate::solver::core::traits::Residuals) trait
pub struct DefaultResiduals<T> {
// the main KKT residuals
pub(crate) rx: Vec<T>,
pub(crate) rz: Vec<T>,
pub(crate) rτ: T,
// partial residuals for infeasibility checks
pub(crate) rx_inf: Vec<T>,
pub(crate) rz_inf: Vec<T>,
// various inner products.
// NB: these are invariant w.r.t equilibration
pub(crate) dot_qx: T,
pub(crate) dot_bz: T,
pub(crate) dot_sz: T,
pub(crate) dot_xPx: T,
// the product Px by itself. Required for infeasibilty checks
pub(crate) Px: Vec<T>,
}
impl<T> DefaultResiduals<T>
where
T: FloatT,
{
/// Create a new `DefaultResiduals` object
pub fn new(n: usize, m: usize) -> Self {
let rx = vec![T::zero(); n];
let rz = vec![T::zero(); m];
let rτ = T::one();
let rx_inf = vec![T::zero(); n];
let rz_inf = vec![T::zero(); m];
let Px = vec![T::zero(); n];
Self {
rx,
rz,
rτ,
rx_inf,
rz_inf,
Px,
dot_qx: T::zero(),
dot_bz: T::zero(),
dot_sz: T::zero(),
dot_xPx: T::zero(),
}
}
}
impl<T> Residuals<T> for DefaultResiduals<T>
where
T: FloatT,
{
type D = DefaultProblemData<T>;
type V = DefaultVariables<T>;
fn update(&mut self, variables: &DefaultVariables<T>, data: &DefaultProblemData<T>) {
// various products used multiple times
let qx = data.q.dot(&variables.x);
let bz = data.b.dot(&variables.z);
let sz = variables.s.dot(&variables.z);
//Px = P*x, P treated as symmetric
let symP = data.P.sym_up();
symP.symv(&mut self.Px, &variables.x, T::one(), T::zero());
let xPx = variables.x.dot(&self.Px);
//partial residual calc so we can check primal/dual
//infeasibility conditions
//Same as:
//rx_inf .= -data.A'* variables.z
let At = data.A.t();
At.gemv(&mut self.rx_inf, &variables.z, -T::one(), T::zero());
//Same as: residuals.rz_inf .= data.A * variables.x + variables.s
self.rz_inf.copy_from(&variables.s);
let A = &data.A;
A.gemv(&mut self.rz_inf, &variables.x, T::one(), T::one());
//complete the residuals
//rx = rx_inf - Px - qτ
self.rx.waxpby(-T::one(), &self.Px, -variables.τ, &data.q);
self.rx.axpby(T::one(), &self.rx_inf, T::one());
// rz = rz_inf - bτ
self.rz
.waxpby(T::one(), &self.rz_inf, -variables.τ, &data.b);
// τ = qz + bz + κ + xPx/τ;
self.rτ = qx + bz + variables.κ + xPx / variables.τ;
//save local versions
self.dot_qx = qx;
self.dot_bz = bz;
self.dot_sz = sz;
self.dot_xPx = xPx;
}
}