make resto more similar to ipopt

meco-group · Jul 31, 2024 · 0619f88 · 0619f88
1 parent c033702
commit 0619f88
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Showing 2 changed files with 11 additions and 3 deletions.
diff --git a/fatrop/ocp/FatropOCPResto.hpp b/fatrop/ocp/FatropOCPResto.hpp
@@ -120,7 +120,7 @@ namespace fatrop
             // compute delta's
             axpby(1.0, primal_vars, -1.0, x_start_[0], x_tmp_[0]);
             axpby(1.0, slack_vars.block(0, orig_dims_.nineqs), -1.0, s_start_[0], s_tmp_[0]);
-            res = 0.5*(sumsqr(x_tmp_[0]) + sumsqr(s_tmp_[0]));
+            res = 0.5*xi*(sumsqr(x_tmp_[0]) + sumsqr(s_tmp_[0]));
             res += rho * sum(slack_vars.block(orig_dims_.nineqs, n_n + n_p));
             return 0;
         };
@@ -281,6 +281,11 @@ namespace fatrop
             orig_->get_initial_sol_guess(initial);
             return 0;
         }
+        virtual void update_mu(double mu) override
+        {
+            xi = std::sqrt(mu);
+            orig_->update_mu(mu);
+        };
         std::shared_ptr<FatropOCP> orig_;
         NLPDims orig_dims_;
         NLPDims this_dims_;

diff --git a/fatrop/solver/FatropAlg.cpp b/fatrop/solver/FatropAlg.cpp
@@ -136,6 +136,7 @@ fatrop_int FatropAlg::optimize()
     double deltaw = 0;
     double deltac = 0.0;
     bool watch_dog_step = false;
+    fatropnlp_->update_mu(mu);
     for (iter_count_ = start_iter_; iter_count_ < maxiter; iter_count_++)
     {
         fatropdata_->obj_curr = eval_objective_curr();
@@ -230,6 +231,7 @@ fatrop_int FatropAlg::optimize()
         while (!watch_dog_step && mu > mu_min && (fatropdata_->e_mu_curr(mu) <= kappa_eta * mu || (no_conse_small_sd == 2)))
         {
             mu = MAX(mu_min, MIN(kappa_mu * mu, pow(mu, theta_mu)));
+            fatropnlp_->update_mu(mu);
             filter_reseted = 0;
             filter_->reset();
             no_no_full_steps_bc_filter = 0;
@@ -508,7 +510,8 @@ fatrop_int FatropAlg::start_resto_alg(double mu, int iter)
 {
     fatrop_int n_ineqs = fatropdata_->n_ineqs;
     // set mu_init of resto alg
-    resto_alg_->mu0 = std::max(mu, fatropdata_->constr_viol_max_curr());
+    mu = std::max(mu, fatropdata_->constr_viol_max_curr());
+    resto_alg_->mu0 = mu;
     // set the starting iteration number
     resto_alg_->start_iter_ = iter+1;
     // initialize primal variables
@@ -518,7 +521,7 @@ fatrop_int FatropAlg::start_resto_alg(double mu, int iter)
     // call initialize slacks from the resto nlp
     resto_alg_->fatropnlp_->initialize_slacks(mu, resto_alg_->fatropdata_->s_curr);
     // initialize equality multipliers
-    resto_alg_->fatropdata_->lam_init = 0.;
+    resto_alg_->fatropdata_->lam_curr = 0.;
     // initialize z0, zn and zp
     for (fatrop_int i = 0; i < n_ineqs; i++)
     {