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Module active_set

Module active_set 

Source

Structs§

ActiveRowDependence
One dependent row of the WORKING SET expressed against its representative: a_dep ≈ coeff · a_rep.
ConstraintKktDiagnostics
KKT diagnostics for inequality-constrained Newton subproblems.
ConstraintRowDependence
One tight row of a REDUCED FACE expressed against its representative: a_dep ≈ coeff · a_rep, with the dependent named in constraint-row space.
ReducedFace
The result of reducing a tight active face to a minimal independent set — the shared output of the ConstraintSet reduced-face op (Dense arm = dense_reduced_face; KhatriRaoCone / BlockDiagonal arms produce the same shape). Determinism: representatives are the lowest-flat-index row per independent direction, ascending, with no float tie-break.

Constants§

ACTIVE_SET_PRIMAL_FEASIBILITY_TOL
Primal-feasibility tolerance the inequality-constrained active-set Newton solver guarantees on its returned iterate, measured in the unit-normalized constraint-row metric (b_i − a_i·β)/‖a_i‖ that ConstraintSet::max_scaled_violation computes.
ACTIVE_SET_WORKING_FACE_TOL
Scaled slack tolerance for membership in an active working face.

Traits§

ConstraintSetReducedFace
The shared tight-face reduction op over the ConstraintSet carrier union. An extension trait (not an inherent method) so the numeric reduction stays in gam-solve where the solvers consume it, keeping gam-problem a pure data crate. All three arms produce the same ReducedFace contract.

Functions§

constraint_set_rows_tight_at_point
Retain only candidate row ids that are genuinely tight at beta.
dense_reduced_face
Dense arm of the reduced-face op: reduce the tight rows of an explicit A x ≥ b set at beta to a minimal independent set. Mirrors khatri_rao_cone_reduced_face exactly — ascending-index greedy MGS, RANK_ALPHA·ε·max(n_tight,p)·max‖a‖ tolerance, (A)-strict parallel-only dependence (|cos| ≥ 1−1e-9, coeff = a_depᵀa_rep/‖a_rep‖², row = the dependent row’s flat id) — so both carriers produce the same ReducedFace contract. Flat id = the constraint row index. A zero-norm row is vacuous (never a direction, never a representative).
khatri_rao_cone_reduced_face
Reduce the tight active face of a Khatri–Rao monotonicity cone to its minimal independent set — the KhatriRaoCone arm of the ConstraintSet reduced-face op (gam#2306; the Dense arm is dense_reduced_face).
project_point_strictly_into_feasible_cone
Project point to a strictly interior feasible point of the polyhedron {β : A·β ≥ b}: the solution of min_β ½‖β − point‖² subject to the margin-shifted system A·β ≥ b + δ·‖a_i‖, with δ = ACTIVE_SET_INTERIOR_SEED_MARGIN.
project_point_strictly_into_feasible_constraint_set
Strictly-interior projection onto a ConstraintSet: the operator analogue of project_point_strictly_into_feasible_cone. Dense sets delegate to the dense projection (including its anti-parallel equality lift); the factored cone is homogeneous and one-sided, so the projection is a single identity-Hessian QP against the margin-shifted rows. The QP uses the same finite dual active-set solver as production metric projection: coefficient dimension bounds its dense work, while carrier row count enters only through operator scans.
project_stationarity_residual_on_constraint_cone
project_stationarity_residual_on_constraint_set
Project a stationarity residual onto the normal cone of an operator-carried constraint set without materializing its complete tight face.
rank_reduce_rows_pivoted_qr_with_dependence
solve_quadratic_with_constraint_set
solve_quadratic_with_linear_constraints