Skip to main content

Module warm_start

Module warm_start 

Source
Expand description

Warm-start helpers — building a pounce_qp::WorkingSet from a converged IPM (or any) iterate so the next SQP solve can pick up where the IPM left off (Phase 5c §7.5 + sensitivity corrector handoff).

The classifier is the multiplier-sign + primal-distance heuristic standard in mixed IPM/SQP warm-start pipelines (Wächter-Biegler 2006 §6; Forsgren-Gill-Wright 2002 §5). It is intentionally lossy at degenerate active sets — the QP solver will detect and correct any misclassification in the first step of the next QP, so correctness is preserved.

Functions§

classify_working_set
Classify the active set at iterate (x, λ_x, λ_g) against the supplied bounds and constraint-bound vectors.