pub enum ConstraintSet {
Dense(LinearInequalityConstraints),
KhatriRaoCone(KhatriRaoConeConstraints),
BlockDiagonal {
blocks: Vec<PlacedConstraintBlock>,
total_cols: usize,
},
}Expand description
Closed union of the constraint carriers the blockwise solvers accept.
Variants§
Dense(LinearInequalityConstraints)
Explicit rows, exactly as today.
KhatriRaoCone(KhatriRaoConeConstraints)
Factored Khatri-Rao nonnegativity cone.
BlockDiagonal
Block-diagonal composition over disjoint column ranges of a joint coefficient vector (the multi-block joint-Newton assembly). Row ids are the concatenation of the member row ids in order.
Implementations§
Source§impl ConstraintSet
impl ConstraintSet
Sourcepub fn block_diagonal(
blocks: Vec<PlacedConstraintBlock>,
total_cols: usize,
) -> Result<ConstraintSet, String>
pub fn block_diagonal( blocks: Vec<PlacedConstraintBlock>, total_cols: usize, ) -> Result<ConstraintSet, String>
Validated block-diagonal composition: member column ranges must lie inside the joint width and must not overlap.
pub fn nrows(&self) -> usize
pub fn ncols(&self) -> usize
Sourcepub fn values(
&self,
beta: ArrayBase<ViewRepr<&f64>, Dim<[usize; 1]>>,
) -> Result<ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>, String>
pub fn values( &self, beta: ArrayBase<ViewRepr<&f64>, Dim<[usize; 1]>>, ) -> Result<ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>, String>
Raw constraint values Aβ (dense) / factored functional values (cone).
Sourcepub fn bound(&self, row: usize) -> Result<f64, String>
pub fn bound(&self, row: usize) -> Result<f64, String>
Right-hand sides (b dense; cone bounds are zero unless delta-shifted).
pub fn row_norm(&self, row: usize) -> Result<f64, String>
Sourcepub fn row_column_support(
&self,
row: ConstraintRowId,
) -> Result<Vec<usize>, String>
pub fn row_column_support( &self, row: ConstraintRowId, ) -> Result<Vec<usize>, String>
The coefficient (β) columns that constraint row row acts on, ascending
and in the JOINT column space of this set — the one and only sanctioned
route from constraint-row space to coefficient space.
Needed because the two spaces are genuinely different (see
ConstraintRowId): a consumer building a free/pinned β mask from a
reduced face has row ids in hand and coefficient positions to fill, and
the identity map between them is valid only for a square box carrier.
The block-diagonal arm is where it visibly fails — row ids advance by
each member’s nrows() while columns advance by its ncols(), so the
two run at different rates the moment any member constrains fewer rows
than it has coefficients.
Sourcepub fn shifted_to_delta(
&self,
beta: ArrayBase<ViewRepr<&f64>, Dim<[usize; 1]>>,
) -> Result<ConstraintSet, String>
pub fn shifted_to_delta( &self, beta: ArrayBase<ViewRepr<&f64>, Dim<[usize; 1]>>, ) -> Result<ConstraintSet, String>
The same constraint system expressed in delta coordinates around
beta: A(β + δ) ≥ b ⇔ Aδ ≥ b − Aβ. The matrix carrier is shared;
only the O(nrows) bounds change.
Sourcepub fn max_scaled_violation(
&self,
beta: ArrayBase<ViewRepr<&f64>, Dim<[usize; 1]>>,
) -> Result<(f64, Option<usize>), String>
pub fn max_scaled_violation( &self, beta: ArrayBase<ViewRepr<&f64>, Dim<[usize; 1]>>, ) -> Result<(f64, Option<usize>), String>
Scaled violation sweep: max_r (b_r − (Aβ)_r) / ‖a_r‖ restricted to
non-vacuous rows, plus the arg-max row. Matches the canonicalized dense
geometry (unit rows) without materializing it.
This is THE feasibility metric: β is feasible exactly when the value
returned here is at or below PRIMAL_FEASIBILITY_TOL.
A vacuous row (‖a‖ = 0) with a bound at or below zero is 0 ≥ b, true
for every β, and contributes nothing. A vacuous row with a POSITIVE
bound is 0 ≥ b > 0: no β satisfies it, so its violation is infinite
and the feasible set is empty. Reporting that as +∞ — rather than
skipping the row — is what makes this metric agree with
ConstraintSetOps::scaled_slack, which already answers −∞ for exactly
this row, and keeps a gate built on this metric from silently admitting
an unsatisfiable system.
A row that cannot be decided by comparison — a non-finite row norm,
bound or a·β — is refused rather than skipped (gam#2721): feasibility
of an iterate that is not a number is undefined, and violation > worst
being false for NaN would report the neutral 0.0 — “nothing is
violated” — for exactly the iterate this metric exists to catch.
Sourcepub fn max_feasible_step(
&self,
beta: ArrayBase<ViewRepr<&f64>, Dim<[usize; 1]>>,
delta: ArrayBase<ViewRepr<&f64>, Dim<[usize; 1]>>,
skip_rows: &[usize],
) -> Result<(f64, Option<usize>), String>
pub fn max_feasible_step( &self, beta: ArrayBase<ViewRepr<&f64>, Dim<[usize; 1]>>, delta: ArrayBase<ViewRepr<&f64>, Dim<[usize; 1]>>, skip_rows: &[usize], ) -> Result<(f64, Option<usize>), String>
Largest t ∈ [0, 1] with β + t·δ feasible for every row, together
with the first blocking row (the EXACT ratio test of a primal
active-set method — zero tolerance, raw slacks). Rows already violated
at β are reported as blocking at t = 0.
This is the pivot rule: it answers “where does this chord cross a
hyperplane in exact arithmetic”, and its consumers (the feasible-chord
clipper) want exactly that. It is NOT the rule for sizing a Newton step
— a globalization that demands exact feasibility rejects steps this
carrier’s own contract calls feasible. Use
ConstraintSet::max_contract_feasible_step for that.
Like the contract rule, this one is TOTAL (gam#2721): a row that cannot
be decided by comparison — a non-finite row norm, bound, a·β or a·δ
— and that was not explicitly skipped is refused, because every
comparison it would otherwise feed is false for NaN and the answer
would be an unlimited t = 1.
Sourcepub fn max_contract_feasible_step(
&self,
beta: ArrayBase<ViewRepr<&f64>, Dim<[usize; 1]>>,
direction: ArrayBase<ViewRepr<&f64>, Dim<[usize; 1]>>,
) -> Result<ContractFeasibleStep, ContractFeasibleStepError>
pub fn max_contract_feasible_step( &self, beta: ArrayBase<ViewRepr<&f64>, Dim<[usize; 1]>>, direction: ArrayBase<ViewRepr<&f64>, Dim<[usize; 1]>>, ) -> Result<ContractFeasibleStep, ContractFeasibleStepError>
Fraction-to-boundary limit denominated in the SAME metric and at the
SAME tolerance as the primal-feasibility contract
(PRIMAL_FEASIBILITY_TOL) — the globalization ratio test.
The rule, per non-vacuous row, on scaled slack s = (a·β − b)/‖a‖ and
scaled drift d = (a·δ)/‖a‖:
s < −tol— the current iterate is infeasible. There is no feasible origin to step from; report it (ContractFeasibleStepError::InfeasibleIterate) rather than returning a meaningless fraction.d ≥ 0— the row cannot block; a step alongδonly increases slack.s + d ≥ −tol— the WHOLE step lands inside the feasibility band. The row does not limit it. This is the clause thatmax_feasible_steplacks, and its absence is gam#2719: withs == 0the exact rule returns0for a drift of−1e-15, refusing a step whose endpoint the very same carrier calls feasible.- otherwise — the row genuinely blocks. Limit at the TRUE boundary,
max(s, 0) / (−d), not at the band edge: aiming at−tolevery step would walk the iterate to the edge of the contract and leave it there.
The returned fraction is therefore never larger than the exact ratio
test’s answer EXCEPT on steps whose whole excursion is sub-tolerance,
and the worst violation any accepted step can introduce is tol — the
contract, exactly.
A fraction of 0.0 is an answer, not a failure: see
ContractFeasibleStep::is_blocked_by_active_face.
Sourcepub fn gather_rows(
&self,
rows: &[usize],
) -> Result<LinearInequalityConstraints, String>
pub fn gather_rows( &self, rows: &[usize], ) -> Result<LinearInequalityConstraints, String>
Materialize the requested rows densely (KKT systems on the active set).
Sourcepub fn to_dense(&self) -> Result<LinearInequalityConstraints, String>
pub fn to_dense(&self) -> Result<LinearInequalityConstraints, String>
Exact dense equivalent of the whole set (tests / small systems only).
Trait Implementations§
Source§impl Clone for ConstraintSet
impl Clone for ConstraintSet
Source§fn clone(&self) -> ConstraintSet
fn clone(&self) -> ConstraintSet
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read moreSource§impl ConstraintSetReducedFace for ConstraintSet
impl ConstraintSetReducedFace for ConstraintSet
fn reduced_face( &self, beta: ArrayView1<'_, f64>, membership_tol: f64, ) -> Result<ReducedFace, EstimationError>
Source§impl Debug for ConstraintSet
impl Debug for ConstraintSet
Source§impl From<LinearInequalityConstraints> for ConstraintSet
impl From<LinearInequalityConstraints> for ConstraintSet
Source§fn from(dense: LinearInequalityConstraints) -> ConstraintSet
fn from(dense: LinearInequalityConstraints) -> ConstraintSet
Auto Trait Implementations§
impl Freeze for ConstraintSet
impl RefUnwindSafe for ConstraintSet
impl Send for ConstraintSet
impl Sync for ConstraintSet
impl Unpin for ConstraintSet
impl UnsafeUnpin for ConstraintSet
impl UnwindSafe for ConstraintSet
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