Skip to content

Add slacks in the barrier reformulation, not in the model - #914

Open
cvanaret wants to merge 15 commits into
mainfrom
slacks_in_ipm
Open

Add slacks in the barrier reformulation, not in the model#914
cvanaret wants to merge 15 commits into
mainfrom
slacks_in_ipm

Conversation

@cvanaret

@cvanaret cvanaret commented Sep 5, 2026

Copy link
Copy Markdown
Owner

TODO:

  • moved slacks from HomogeneousEqualityConstrainedModel to PrimalDualInteriorPointProblem
  • phase transitions
  • correct residuals (stat and cmp from slacked model, constraint violation from original model)
  • residual scaling
  • fix remaining failures on infeasible instances

Consequences of the refactoring:

  • keep track of structure in a finer way (identity block in inequality Jacobian, regularize only original variables)
  • it's cheaper (fewer variables) to do l1 relaxation then slacks, than slacks then l1 relaxation

…teriorPointProblem (TODO: phase transitions)
@cvanaret cvanaret changed the title Add slacks in the IPM method, keep the original model to compute the termination criteria Add slacks in the IPM method, not in the model Sep 7, 2026
@cvanaret cvanaret changed the title Add slacks in the IPM method, not in the model Add slacks in the barrier reformulation, not in the model Sep 7, 2026
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant