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ConstraintKktDiagnostics

Struct ConstraintKktDiagnostics 

Source
pub struct ConstraintKktDiagnostics {
    pub n_constraints: usize,
    pub n_active: usize,
    pub primal_feasibility: f64,
    pub dual_feasibility: f64,
    pub complementarity: f64,
    pub stationarity: f64,
    pub active_tolerance: f64,
    pub working_set_rank_deficient: bool,
    pub gradient_scale: f64,
}
Expand description

KKT diagnostics for inequality-constrained Newton subproblems.

Constraints are represented as A * beta >= b in the same coefficient coordinate system as the returned beta.

Invariants (held by all producers; not enforced at consumer boundary):

  • n_active <= n_constraints (a row cannot be active twice).
  • All four residual components (primal_feasibility, dual_feasibility, complementarity, stationarity) are >= 0.0 and finite.
  • active_tolerance >= 0.0 and finite.

Fields§

§n_constraints: usize

Number of inequality rows.

§n_active: usize

Number of rows considered active (slack <= active_tolerance).

§primal_feasibility: f64

Maximum primal feasibility violation: max_i max(0, b_i - a_i^T beta).

§dual_feasibility: f64

Maximum dual feasibility violation: max_i max(0, -lambda_i).

§complementarity: f64

Maximum complementarity residual: max_i |lambda_i * slack_i|.

§stationarity: f64

Stationarity residual: ||grad - A^T lambda||_inf.

§active_tolerance: f64

Tolerance used to classify active constraints from slacks.

§working_set_rank_deficient: bool

true when the active rows are linearly dependent (rank(A_active) < n_active) — a degenerate boundary face. On such a face the active-row multipliers are non-unique and the strict stationarity tolerance is unreachable by construction. The inner active-set solver certifies these iterates via its ACTIVE_SET_KKT_DEGENERATE_STATIONARITY_TOL relaxation; the outer validation gate must consult this flag to apply the matching relaxation, or it will refuse a legitimately-converged constrained optimum and abort the REML startup loop.

NOTE: B-spline shape=concave/shape=convex faces are not degenerate — that path reparameterizes curvature into independent coordinate lower bounds γ_j ≥ 0 (full-rank active subsets), so this flag stays false for them. Their cold-start fragility is a seed problem fixed by the strictly-interior seed, not by this relaxation.

§gradient_scale: f64

Inf-norm of the (raw, unprojected) gradient at beta, ‖gradient‖∞ — the natural scale of the stationarity residual. A converged constrained optimum drives stationarity = ‖grad − Aᵀλ‖∞ to zero relative to this scale, not to a fixed absolute floor: the profiled REML latent objective carries an O(n) gradient magnitude even at a genuine stationary point (issue #879), so a bare absolute stationarity gate is unreachable there by construction. The inner active-set solver already certifies convergence on the scale-invariant ratio stationarity / max(gradient_scale, 1) (its stationarity_rel path against ACTIVE_SET_KKT_STATIONARITY_TOL); the outer validation gate crate::estimate::reml::outer_eval::enforce_constraint_kkt consults this field to apply the identical relative test, so the two stop on the same contract instead of the gate spuriously aborting a constrained optimum the solver legitimately reached (issue #989). Defaults to 0.0 when deserialized from a model saved before this field existed, which makes max(gradient_scale, 1) = 1 and recovers the bare absolute test.

Trait Implementations§

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impl Clone for ConstraintKktDiagnostics

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fn clone(&self) -> ConstraintKktDiagnostics

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for ConstraintKktDiagnostics

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for ConstraintKktDiagnostics

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for ConstraintKktDiagnostics

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more

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