Use std::fabs to evaluate duality gap

See #169 (comment)

Author: stephane-caron

include/proxsuite/proxqp/dense/solver.hpp

@@ -1075,7 +1075,7 @@ qp_solve( //
     }
     if (is_primal_feasible && is_dual_feasible) {
       if (qpsettings.check_duality_gap) {
-        if (std::abs(qpresults.info.duality_gap) <=
+        if (std::fabs(qpresults.info.duality_gap) <=
             qpsettings.eps_duality_gap_abs +
               qpsettings.eps_duality_gap_rel * rhs_duality_gap) {
           qpresults.info.status = QPSolverOutput::PROXQP_SOLVED;
@@ -1162,7 +1162,7 @@ qp_solve( //
 
       if (is_dual_feasible) {
         if (qpsettings.check_duality_gap) {
-          if (std::abs(qpresults.info.duality_gap) <=
+          if (std::fabs(qpresults.info.duality_gap) <=
               qpsettings.eps_duality_gap_abs +
                 qpsettings.eps_duality_gap_rel * rhs_duality_gap) {
             qpresults.info.status = QPSolverOutput::PROXQP_SOLVED;

include/proxsuite/proxqp/dense/utils.hpp

@@ -358,7 +358,7 @@ global_dual_residual(Results<T>& qpresults,
 
   ruiz.unscale_primal_in_place(VectorViewMut<T>{ from_eigen, qpresults.x });
   duality_gap = (qpmodel.g).dot(qpresults.x);
-  rhs_duality_gap = std::abs(duality_gap);
+  rhs_duality_gap = std::fabs(duality_gap);
   const T xHx = (qpwork.CTz).dot(qpresults.x);
   duality_gap += xHx; // contains now xHx+g.Tx
   rhs_duality_gap = std::max(rhs_duality_gap, std::abs(xHx));

include/proxsuite/proxqp/sparse/solver.hpp

@@ -843,7 +843,7 @@ qp_solve(Results<T>& results,
       if (is_primal_feasible(primal_feasibility_lhs) &&
           is_dual_feasible(dual_feasibility_lhs)) {
         if (settings.check_duality_gap) {
-          if (std::abs(results.info.duality_gap) <=
+          if (std::fabs(results.info.duality_gap) <=
               settings.eps_duality_gap_abs +
                 settings.eps_duality_gap_rel * rhs_duality_gap) {
             results.info.pri_res = primal_feasibility_lhs;

include/proxsuite/proxqp/sparse/utils.hpp

@@ -649,7 +649,7 @@ unscaled_primal_dual_residual(
     dual_feasibility_rhs_0 = infty_norm(tmp);
     precond.unscale_primal_in_place({ proxqp::from_eigen, x_e });
     results.info.duality_gap = x_e.dot(data.g); // contains gTx
-    rhs_duality_gap = std::abs(results.info.duality_gap);
+    rhs_duality_gap = std::fabs(results.info.duality_gap);
 
     const T xHx = (tmp).dot(x_e);
     results.info.duality_gap += xHx;