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.