integrate sqrt_max_dim computations within associated functions

Author: Bambade

include/proxsuite/proxqp/dense/solver.hpp

@@ -987,9 +987,6 @@ qp_solve( //
 
   T duality_gap(0);
   T rhs_duality_gap(0);
-  isize max_dim = std::max(qpmodel.dim, qpmodel.n_eq);
-  max_dim = std::max(max_dim, qpmodel.n_in);
-  T sqrt_max_dim(std::sqrt(max_dim));
 
   for (i64 iter = 0; iter < qpsettings.max_iter; ++iter) {
 
@@ -1015,8 +1012,7 @@ qp_solve( //
                          dual_feasibility_rhs_1,
                          dual_feasibility_rhs_3,
                          rhs_duality_gap,
-                         duality_gap,
-                         sqrt_max_dim);
+                         duality_gap);
     qpresults.info.pri_res = primal_feasibility_lhs;
     qpresults.info.dua_res = dual_feasibility_lhs;
     qpresults.info.duality_gap = duality_gap;
@@ -1160,8 +1156,7 @@ qp_solve( //
                            dual_feasibility_rhs_1,
                            dual_feasibility_rhs_3,
                            rhs_duality_gap,
-                           duality_gap,
-                           sqrt_max_dim);
+                           duality_gap);
       qpresults.info.dua_res = dual_feasibility_lhs_new;
       qpresults.info.duality_gap = duality_gap;
 
@@ -1220,8 +1215,7 @@ qp_solve( //
                          dual_feasibility_rhs_1,
                          dual_feasibility_rhs_3,
                          rhs_duality_gap,
-                         duality_gap,
-                         sqrt_max_dim);
+                         duality_gap);
     qpresults.info.dua_res = dual_feasibility_lhs_new;
     qpresults.info.duality_gap = duality_gap;
 

include/proxsuite/proxqp/dense/utils.hpp

@@ -352,15 +352,17 @@ global_dual_residual(const Results<T>& qpresults,
                      T& dual_feasibility_rhs_1,
                      T& dual_feasibility_rhs_3,
                      T& rhs_duality_gap,
-                     T& duality_gap,
-                     T sqrt_max_dim)
+                     T& duality_gap)
 {
   // dual_feasibility_lhs = norm(dual_residual_scaled)
   // dual_feasibility_rhs_0 = norm(unscaled(Hx))
   // dual_feasibility_rhs_1 = norm(unscaled(ATy))
   // dual_feasibility_rhs_3 = norm(unscaled(CTz))
   //
   // dual_residual_scaled = scaled(Hx + g + ATy + CTz)
+  const isize max_dim = std::max(qpmodel.dim,std::max(qpmodel.n_eq,qpmodel.n_in));
+  const T sqrt_max_dim(std::sqrt(max_dim)); // for normalizing scalar products 
+
   qpwork.dual_residual_scaled = qpwork.g_scaled;
   qpwork.CTz.noalias() =
     qpwork.H_scaled.template selfadjointView<Eigen::Lower>() * qpresults.x;

include/proxsuite/proxqp/sparse/solver.hpp

@@ -725,10 +725,7 @@ qp_solve(Results<T>& results,
     }
   }
   T rhs_duality_gap(0);
-  isize max_dim = std::max(data.dim, data.n_eq);
-  max_dim = std::max(max_dim, data.n_in);
-  T sqrt_max_dim(std::sqrt(max_dim));
-
+  
   for (isize iter = 0; iter < settings.max_iter; ++iter) {
 
     results.info.iter_ext += 1;
@@ -793,7 +790,6 @@ qp_solve(Results<T>& results,
                                               dual_feasibility_rhs_1,
                                               dual_feasibility_rhs_3,
                                               rhs_duality_gap,
-                                              sqrt_max_dim,
                                               precond,
                                               data,
                                               qp_scaled.as_const(),
@@ -1224,7 +1220,6 @@ qp_solve(Results<T>& results,
                                               dual_feasibility_rhs_1,
                                               dual_feasibility_rhs_3,
                                               rhs_duality_gap,
-                                              sqrt_max_dim,
                                               precond,
                                               data,
                                               qp_scaled.as_const(),
@@ -1286,7 +1281,6 @@ qp_solve(Results<T>& results,
                                               dual_feasibility_rhs_1,
                                               dual_feasibility_rhs_3,
                                               rhs_duality_gap,
-                                              sqrt_max_dim,
                                               precond,
                                               data,
                                               qp_scaled.as_const(),

include/proxsuite/proxqp/sparse/utils.hpp

@@ -630,7 +630,6 @@ unscaled_primal_dual_residual(
   T& dual_feasibility_rhs_1,
   T& dual_feasibility_rhs_3,
   T& rhs_duality_gap,
-  T sqrt_max_dim,
   const P& precond,
   Model<T, I> const& data,
   const QpView<T, I> qp_scaled,
@@ -642,6 +641,9 @@ unscaled_primal_dual_residual(
 {
   isize n = x_e.rows();
 
+  const isize max_dim = std::max(data.dim,std::max(data.n_eq,data.n_in));
+  const T sqrt_max_dim(std::sqrt(max_dim)); // for normalizing scalar products 
+
   LDLT_TEMP_VEC_UNINIT(T, tmp, n, stack);
   dual_residual_scaled = qp_scaled.g.to_eigen();
   {