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stephane-caronstephane-caron
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Rename eps_gap to eps_duality_gap
Addresses #169
1 parent ad7c9fc commit b480bc2

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11 files changed

+45
-45
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11 files changed

+45
-45
lines changed

‎bindings/python/src/expose-settings.hpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -71,8 +71,8 @@ exposeSettings(pybind11::module_ m)
7171
&Settings<T>::compute_preconditioner)
7272
.def_readwrite("update_preconditioner", &Settings<T>::update_preconditioner)
7373
.def_readwrite("check_duality_gap", &Settings<T>::check_duality_gap)
74-
.def_readwrite("eps_gap_abs", &Settings<T>::eps_gap_abs)
75-
.def_readwrite("eps_gap_rel", &Settings<T>::eps_gap_rel)
74+
.def_readwrite("eps_duality_gap_abs", &Settings<T>::eps_duality_gap_abs)
75+
.def_readwrite("eps_duality_gap_rel", &Settings<T>::eps_duality_gap_rel)
7676
.def_readwrite("verbose", &Settings<T>::verbose)
7777
.def_readwrite("bcl_update", &Settings<T>::bcl_update)
7878
.def(pybind11::self == pybind11::self)

‎bindings/python/src/expose-solve.hpp‎

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -89,11 +89,11 @@ solveDenseQp(pybind11::module_ m)
8989
false,
9090
"if set to true, include the duality gap in absolute and relative "
9191
"stopping criteria."),
92-
pybind11::arg_v("eps_gap_abs",
92+
pybind11::arg_v("eps_duality_gap_abs",
9393
nullopt,
9494
"absolute accuracy threshold used for the duality-gap "
9595
"stopping criterion."),
96-
pybind11::arg_v("eps_gap_rel",
96+
pybind11::arg_v("eps_duality_gap_rel",
9797
nullopt,
9898
"relative accuracy threshold used for the duality-gap "
9999
"stopping criterion."));
@@ -160,11 +160,11 @@ solveSparseQp(pybind11::module_ m)
160160
false,
161161
"if set to true, include the duality gap in absolute and "
162162
"relative stopping criteria."),
163-
pybind11::arg_v("eps_gap_abs",
163+
pybind11::arg_v("eps_duality_gap_abs",
164164
nullopt,
165165
"absolute accuracy threshold used for the duality-gap "
166166
"stopping criterion."),
167-
pybind11::arg_v("eps_gap_rel",
167+
pybind11::arg_v("eps_duality_gap_rel",
168168
nullopt,
169169
"relative accuracy threshold used for the duality-gap "
170170
"stopping criterion."));

‎doc/2-PROXQP_API/2-ProxQP_api.md‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -312,8 +312,8 @@ In this table you have on the three columns from left to right: the name of the
312312
| eps_abs | 1.E-5 | Asbolute stopping criterion of the solver.
313313
| eps_rel | 0 | Relative stopping criterion of the solver.
314314
| check_duality_gap | False | If set to true, include the duality gap in absolute and relative stopping criteria.
315-
| eps_gap_abs | 1.E-4 | Asbolute duality-gap stopping criterion of the solver.
316-
| eps_gap_rel | 0 | Relative duality-gap stopping criterion of the solver.
315+
| eps_duality_gap_abs | 1.E-4 | Asbolute duality-gap stopping criterion of the solver.
316+
| eps_duality_gap_rel | 0 | Relative duality-gap stopping criterion of the solver.
317317
| VERBOSE | False | If set to true, the solver prints information at each loop.
318318
| default_rho | 1.E-6 | Default rho parameter of result class (i.e., for each initial guess, except WARM_START_WITH_PREVIOUS_RESULT, after a new solve or update, the solver initializes rho to this value).
319319
| default_mu_eq | 1.E-3 | Default mu_eq parameter of result class (i.e., for each initial guess, except WARM_START_WITH_PREVIOUS_RESULT, after a new solve or update, the solver initializes mu_eq to this value).

‎doc/3-ProxQP_solve.md‎

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -106,8 +106,8 @@ Different options are available for the solve function. In the table below you h
106106
| eps_abs | 1.E-5 | Asbolute stopping criterion of the solver.
107107
| eps_rel | 0 | Relative stopping criterion of the solver.
108108
| check_duality_gap | False | If set to true, include the duality gap in absolute and relative stopping criteria.
109-
| eps_gap_abs | 1.E-4 | Asbolute duality-gap stopping criterion of the solver.
110-
| eps_gap_rel | 0 | Relative duality-gap stopping criterion of the solver.
109+
| eps_duality_gap_abs | 1.E-4 | Asbolute duality-gap stopping criterion of the solver.
110+
| eps_duality_gap_rel | 0 | Relative duality-gap stopping criterion of the solver.
111111
| mu_eq | 1.E-3 | Proximal step size wrt equality constraints multiplier.
112112
| mu_in | 1.E-1 | Proximal step size wrt inequality constraints multiplier.
113113
| rho | 1.E-6 | Proximal step size wrt primal variable.
@@ -159,4 +159,4 @@ Note that if some elements of your QP model are not defined (for example a QP wi
159159
\include initializing_with_none_without_api.py
160160
</td>
161161
</tr>
162-
</table>
162+
</table>

‎include/proxsuite/proxqp/dense/solver.hpp‎

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -1076,7 +1076,7 @@ qp_solve( //
10761076
if (is_primal_feasible && is_dual_feasible) {
10771077
if (qpsettings.check_duality_gap) {
10781078
if (std::abs(qpresults.info.duality_gap) <=
1079-
qpsettings.eps_gap_abs + qpsettings.eps_gap_rel * rhs_duality_gap) {
1079+
qpsettings.eps_duality_gap_abs + qpsettings.eps_duality_gap_rel * rhs_duality_gap) {
10801080
qpresults.info.status = QPSolverOutput::PROXQP_SOLVED;
10811081
break;
10821082
}
@@ -1162,8 +1162,8 @@ qp_solve( //
11621162
if (is_dual_feasible) {
11631163
if (qpsettings.check_duality_gap) {
11641164
if (std::abs(qpresults.info.duality_gap) <=
1165-
qpsettings.eps_gap_abs +
1166-
qpsettings.eps_gap_rel * rhs_duality_gap) {
1165+
qpsettings.eps_duality_gap_abs +
1166+
qpsettings.eps_duality_gap_rel * rhs_duality_gap) {
11671167
qpresults.info.status = QPSolverOutput::PROXQP_SOLVED;
11681168
break;
11691169
}

‎include/proxsuite/proxqp/dense/wrapper.hpp‎

Lines changed: 8 additions & 8 deletions
Original file line numberDiff line numberDiff line change
@@ -393,8 +393,8 @@ struct QP
393393
* initial iterate values.
394394
* @param check_duality_gap If set to true, include the duality gap in absolute
395395
* and relative stopping criteria.
396-
* @param eps_gap_abs absolute accuracy threshold for the duality-gap criterion.
397-
* @param eps_gap_rel relative accuracy threshold for the duality-gap criterion.
396+
* @param eps_duality_gap_abs absolute accuracy threshold for the duality-gap criterion.
397+
* @param eps_duality_gap_rel relative accuracy threshold for the duality-gap criterion.
398398
*/
399399
template<typename T>
400400
proxqp::Results<T>
@@ -421,8 +421,8 @@ solve(
421421
proxsuite::proxqp::InitialGuessStatus initial_guess =
422422
proxsuite::proxqp::InitialGuessStatus::EQUALITY_CONSTRAINED_INITIAL_GUESS,
423423
bool check_duality_gap = false,
424-
optional<T> eps_gap_abs = nullopt,
425-
optional<T> eps_gap_rel = nullopt)
424+
optional<T> eps_duality_gap_abs = nullopt,
425+
optional<T> eps_duality_gap_rel = nullopt)
426426
{
427427
isize n(0);
428428
isize n_eq(0);
@@ -453,11 +453,11 @@ solve(
453453
if (max_iter != nullopt) {
454454
Qp.settings.max_iter = max_iter.value();
455455
}
456-
if (eps_gap_abs != nullopt) {
457-
Qp.settings.eps_gap_abs = eps_gap_abs.value();
456+
if (eps_duality_gap_abs != nullopt) {
457+
Qp.settings.eps_duality_gap_abs = eps_duality_gap_abs.value();
458458
}
459-
if (eps_gap_rel != nullopt) {
460-
Qp.settings.eps_gap_rel = eps_gap_rel.value();
459+
if (eps_duality_gap_rel != nullopt) {
460+
Qp.settings.eps_duality_gap_rel = eps_duality_gap_rel.value();
461461
}
462462
Qp.settings.compute_timings = compute_timings;
463463
Qp.init(H, g, A, b, C, l, u, compute_preconditioner, rho, mu_eq, mu_in);

‎include/proxsuite/proxqp/settings.hpp‎

Lines changed: 10 additions & 10 deletions
Original file line numberDiff line numberDiff line change
@@ -86,8 +86,8 @@ struct Settings
8686
bool compute_timings;
8787

8888
bool check_duality_gap;
89-
T eps_gap_abs;
90-
T eps_gap_rel;
89+
T eps_duality_gap_abs;
90+
T eps_duality_gap_rel;
9191

9292
isize preconditioner_max_iter;
9393
T preconditioner_accuracy;
@@ -142,8 +142,8 @@ struct Settings
142142
* time).
143143
* @param check_duality_gap If set to true, duality gap will be calculated and
144144
* included in the stopping criterion.
145-
* @param eps_gap_abs absolute duality-gap stopping criterion.
146-
* @param eps_gap_rel relative duality-gap stopping criterion.
145+
* @param eps_duality_gap_abs absolute duality-gap stopping criterion.
146+
* @param eps_duality_gap_rel relative duality-gap stopping criterion.
147147
* @param preconditioner_max_iter maximal number of authorized iterations for
148148
* the preconditioner.
149149
* @param preconditioner_accuracy accuracy level of the preconditioner.
@@ -192,8 +192,8 @@ struct Settings
192192
bool compute_preconditioner = true,
193193
bool compute_timings = false,
194194
bool check_duality_gap = false,
195-
T eps_gap_abs = 1.e-4,
196-
T eps_gap_rel = 0,
195+
T eps_duality_gap_abs = 1.e-4,
196+
T eps_duality_gap_rel = 0,
197197
isize preconditioner_max_iter = 10,
198198
T preconditioner_accuracy = 1.e-3,
199199
T eps_primal_inf = 1.E-4,
@@ -230,8 +230,8 @@ struct Settings
230230
, compute_preconditioner(compute_preconditioner)
231231
, compute_timings(compute_timings)
232232
, check_duality_gap(check_duality_gap)
233-
, eps_gap_abs(eps_gap_abs)
234-
, eps_gap_rel(eps_gap_rel)
233+
, eps_duality_gap_abs(eps_duality_gap_abs)
234+
, eps_duality_gap_rel(eps_duality_gap_rel)
235235
, preconditioner_max_iter(preconditioner_max_iter)
236236
, preconditioner_accuracy(preconditioner_accuracy)
237237
, eps_primal_inf(eps_primal_inf)
@@ -278,8 +278,8 @@ operator==(const Settings<T>& settings1, const Settings<T>& settings2)
278278
settings1.compute_preconditioner == settings2.compute_preconditioner &&
279279
settings1.compute_timings == settings2.compute_timings &&
280280
settings1.check_duality_gap == settings2.check_duality_gap &&
281-
settings1.eps_gap_abs == settings2.eps_gap_abs &&
282-
settings1.eps_gap_rel == settings2.eps_gap_rel &&
281+
settings1.eps_duality_gap_abs == settings2.eps_duality_gap_abs &&
282+
settings1.eps_duality_gap_rel == settings2.eps_duality_gap_rel &&
283283
settings1.preconditioner_max_iter == settings2.preconditioner_max_iter &&
284284
settings1.preconditioner_accuracy == settings2.preconditioner_accuracy &&
285285
settings1.eps_primal_inf == settings2.eps_primal_inf &&

‎include/proxsuite/proxqp/sparse/solver.hpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -844,7 +844,7 @@ qp_solve(Results<T>& results,
844844
is_dual_feasible(dual_feasibility_lhs)) {
845845
if (settings.check_duality_gap) {
846846
if (std::abs(results.info.duality_gap) <=
847-
settings.eps_gap_abs + settings.eps_gap_rel * rhs_duality_gap) {
847+
settings.eps_duality_gap_abs + settings.eps_duality_gap_rel * rhs_duality_gap) {
848848
results.info.pri_res = primal_feasibility_lhs;
849849
results.info.dua_res = dual_feasibility_lhs;
850850
results.info.status = QPSolverOutput::PROXQP_SOLVED;
@@ -1244,7 +1244,7 @@ qp_solve(Results<T>& results,
12441244
is_dual_feasible(dual_feasibility_lhs_new)) {
12451245
if (settings.check_duality_gap) {
12461246
if (std::fabs(results.info.duality_gap) <=
1247-
settings.eps_gap_abs + settings.eps_gap_rel * rhs_duality_gap) {
1247+
settings.eps_duality_gap_abs + settings.eps_duality_gap_rel * rhs_duality_gap) {
12481248
results.info.pri_res = primal_feasibility_lhs_new;
12491249
results.info.dua_res = dual_feasibility_lhs_new;
12501250
results.info.status = QPSolverOutput::PROXQP_SOLVED;

‎include/proxsuite/proxqp/sparse/wrapper.hpp‎

Lines changed: 8 additions & 8 deletions
Original file line numberDiff line numberDiff line change
@@ -686,8 +686,8 @@ struct QP
686686
* initial iterate values.
687687
* @param check_duality_gap If set to true, include the duality gap in absolute
688688
* and relative stopping criteria.
689-
* @param eps_gap_abs absolute accuracy threshold for the duality-gap criterion.
690-
* @param eps_gap_rel relative accuracy threshold for the duality-gap criterion.
689+
* @param eps_duality_gap_abs absolute accuracy threshold for the duality-gap criterion.
690+
* @param eps_duality_gap_rel relative accuracy threshold for the duality-gap criterion.
691691
*/
692692
template<typename T, typename I>
693693
proxqp::Results<T>
@@ -716,8 +716,8 @@ solve(
716716
proxsuite::proxqp::SparseBackend sparse_backend =
717717
proxsuite::proxqp::SparseBackend::Automatic,
718718
bool check_duality_gap = false,
719-
optional<T> eps_gap_abs = nullopt,
720-
optional<T> eps_gap_rel = nullopt)
719+
optional<T> eps_duality_gap_abs = nullopt,
720+
optional<T> eps_duality_gap_rel = nullopt)
721721
{
722722

723723
isize n(0);
@@ -749,11 +749,11 @@ solve(
749749
if (max_iter != nullopt) {
750750
Qp.settings.max_iter = max_iter.value();
751751
}
752-
if (eps_gap_abs != nullopt) {
753-
Qp.settings.eps_gap_abs = eps_gap_abs.value();
752+
if (eps_duality_gap_abs != nullopt) {
753+
Qp.settings.eps_duality_gap_abs = eps_duality_gap_abs.value();
754754
}
755-
if (eps_gap_rel != nullopt) {
756-
Qp.settings.eps_gap_rel = eps_gap_rel.value();
755+
if (eps_duality_gap_rel != nullopt) {
756+
Qp.settings.eps_duality_gap_rel = eps_duality_gap_rel.value();
757757
}
758758
Qp.settings.compute_timings = compute_timings;
759759
Qp.settings.sparse_backend = sparse_backend;

‎include/proxsuite/serialization/settings.hpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -46,8 +46,8 @@ serialize(Archive& archive, proxsuite::proxqp::Settings<T>& settings)
4646
CEREAL_NVP(settings.compute_preconditioner),
4747
CEREAL_NVP(settings.compute_timings),
4848
CEREAL_NVP(settings.check_duality_gap),
49-
CEREAL_NVP(settings.eps_gap_abs),
50-
CEREAL_NVP(settings.eps_gap_rel),
49+
CEREAL_NVP(settings.eps_duality_gap_abs),
50+
CEREAL_NVP(settings.eps_duality_gap_rel),
5151
CEREAL_NVP(settings.preconditioner_max_iter),
5252
CEREAL_NVP(settings.preconditioner_accuracy),
5353
CEREAL_NVP(settings.eps_primal_inf),

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