diff --git a/fatrop/ocp/FatropOCPResto.hpp b/fatrop/ocp/FatropOCPResto.hpp index fcc33b78..30fddaa0 100644 --- 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 orig_; NLPDims orig_dims_; NLPDims this_dims_; diff --git a/fatrop/solver/FatropAlg.cpp b/fatrop/solver/FatropAlg.cpp index 6a1b1944..fdeb7f54 100644 --- 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++) {