Skip to content

Commit fed6bab

Browse files
pre-commit-ci[bot]jcarpent
authored andcommitted
[pre-commit.ci] auto fixes from pre-commit.com hooks
for more information, see https://pre-commit.ci
1 parent aeff669 commit fed6bab

File tree

4 files changed

+46
-51
lines changed

4 files changed

+46
-51
lines changed

include/proxsuite/proxqp/dense/solver.hpp

Lines changed: 7 additions & 6 deletions
Original file line numberDiff line numberDiff line change
@@ -987,8 +987,8 @@ qp_solve( //
987987

988988
T duality_gap(0);
989989
T rhs_duality_gap(0);
990-
isize max_dim = std::max(qpmodel.dim,qpmodel.n_eq);
991-
max_dim = std::max(max_dim,qpmodel.n_in);
990+
isize max_dim = std::max(qpmodel.dim, qpmodel.n_eq);
991+
max_dim = std::max(max_dim, qpmodel.n_in);
992992
T sqrt_max_dim(std::sqrt(max_dim));
993993

994994
for (i64 iter = 0; iter < qpsettings.max_iter; ++iter) {
@@ -1016,8 +1016,7 @@ qp_solve( //
10161016
dual_feasibility_rhs_3,
10171017
rhs_duality_gap,
10181018
duality_gap,
1019-
sqrt_max_dim
1020-
);
1019+
sqrt_max_dim);
10211020
qpresults.info.pri_res = primal_feasibility_lhs;
10221021
qpresults.info.dua_res = dual_feasibility_lhs;
10231022
qpresults.info.duality_gap = duality_gap;
@@ -1092,7 +1091,8 @@ qp_solve( //
10921091
qpresults.info.rho = rho_new;
10931092
}
10941093
if (is_dual_feasible) {
1095-
if (qpresults.info.duality_gap<=qpsettings.eps_abs* rhs_duality_gap ){
1094+
if (qpresults.info.duality_gap <=
1095+
qpsettings.eps_abs * rhs_duality_gap) {
10961096
qpresults.info.status = QPSolverOutput::PROXQP_SOLVED;
10971097
break;
10981098
}
@@ -1174,7 +1174,8 @@ qp_solve( //
11741174
std::max(dual_feasibility_rhs_1, qpwork.dual_feasibility_rhs_2)));
11751175

11761176
if (is_dual_feasible) {
1177-
if (qpresults.info.duality_gap<=qpsettings.eps_abs * rhs_duality_gap ){
1177+
if (qpresults.info.duality_gap <=
1178+
qpsettings.eps_abs * rhs_duality_gap) {
11781179
qpresults.info.status = QPSolverOutput::PROXQP_SOLVED;
11791180
break;
11801181
}

include/proxsuite/proxqp/dense/utils.hpp

Lines changed: 11 additions & 14 deletions
Original file line numberDiff line numberDiff line change
@@ -372,9 +372,9 @@ global_dual_residual(const Results<T>& qpresults,
372372
ruiz.unscale_primal_in_place(VectorViewMut<T>{ from_eigen, qpresults.x });
373373
duality_gap = (qpmodel.g).dot(qpresults.x);
374374
rhs_duality_gap = std::abs(duality_gap);
375-
T xHx = (qpwork.CTz).dot(qpresults.x) ;
376-
duality_gap += xHx;// contains now xHx+g.Tx
377-
rhs_duality_gap = std::max(rhs_duality_gap,std::abs(xHx));
375+
T xHx = (qpwork.CTz).dot(qpresults.x);
376+
duality_gap += xHx; // contains now xHx+g.Tx
377+
rhs_duality_gap = std::max(rhs_duality_gap, std::abs(xHx));
378378

379379
ruiz.scale_primal_in_place(VectorViewMut<T>{ from_eigen, qpresults.x });
380380

@@ -398,24 +398,21 @@ global_dual_residual(const Results<T>& qpresults,
398398
ruiz.scale_dual_residual_in_place(
399399
VectorViewMut<T>{ from_eigen, qpwork.dual_residual_scaled });
400400

401-
ruiz.unscale_dual_in_place_eq(
402-
VectorViewMut<T>{ from_eigen, qpresults.y });
401+
ruiz.unscale_dual_in_place_eq(VectorViewMut<T>{ from_eigen, qpresults.y });
403402
T by = (qpmodel.b).dot(qpresults.y);
404-
rhs_duality_gap = std::max(rhs_duality_gap,std::abs(by));
403+
rhs_duality_gap = std::max(rhs_duality_gap, std::abs(by));
405404
duality_gap += by;
406405
ruiz.scale_dual_in_place_eq(VectorViewMut<T>{ from_eigen, qpresults.y });
407-
ruiz.unscale_dual_in_place_in(
408-
VectorViewMut<T>{ from_eigen, qpresults.z });
409-
T zu= positive_part(qpresults.z).dot(qpmodel.u);
410-
rhs_duality_gap = std::max(rhs_duality_gap,std::abs(zu));
406+
ruiz.unscale_dual_in_place_in(VectorViewMut<T>{ from_eigen, qpresults.z });
407+
T zu = positive_part(qpresults.z).dot(qpmodel.u);
408+
rhs_duality_gap = std::max(rhs_duality_gap, std::abs(zu));
411409
duality_gap += zu;
412410
T zl = negative_part(qpresults.z).dot(qpmodel.l);
413-
rhs_duality_gap = std::max(rhs_duality_gap,std::abs(zl));
411+
rhs_duality_gap = std::max(rhs_duality_gap, std::abs(zl));
414412
duality_gap += zl;
415-
ruiz.scale_dual_in_place_in(
416-
VectorViewMut<T>{ from_eigen, qpresults.z });
413+
ruiz.scale_dual_in_place_in(VectorViewMut<T>{ from_eigen, qpresults.z });
417414
duality_gap /= sqrt_max_dim; // in order to get an a-dimensional duality gap
418-
rhs_duality_gap +=1.;
415+
rhs_duality_gap += 1.;
419416
}
420417

421418
} // namespace dense

include/proxsuite/proxqp/sparse/solver.hpp

Lines changed: 10 additions & 10 deletions
Original file line numberDiff line numberDiff line change
@@ -725,10 +725,10 @@ qp_solve(Results<T>& results,
725725
}
726726
}
727727
T rhs_duality_gap(0);
728-
isize max_dim = std::max(data.dim,data.n_eq);
729-
max_dim = std::max(max_dim,data.n_in);
728+
isize max_dim = std::max(data.dim, data.n_eq);
729+
max_dim = std::max(max_dim, data.n_in);
730730
T sqrt_max_dim(std::sqrt(max_dim));
731-
731+
732732
for (isize iter = 0; iter < settings.max_iter; ++iter) {
733733

734734
results.info.iter_ext += 1;
@@ -843,7 +843,7 @@ qp_solve(Results<T>& results,
843843
}
844844
if (is_primal_feasible(primal_feasibility_lhs) &&
845845
is_dual_feasible(dual_feasibility_lhs)) {
846-
if (results.info.duality_gap<=settings.eps_abs*rhs_duality_gap){
846+
if (results.info.duality_gap <= settings.eps_abs * rhs_duality_gap) {
847847
results.info.pri_res = primal_feasibility_lhs;
848848
results.info.dua_res = dual_feasibility_lhs;
849849
results.info.status = QPSolverOutput::PROXQP_SOLVED;
@@ -1235,12 +1235,12 @@ qp_solve(Results<T>& results,
12351235

12361236
if (is_primal_feasible(primal_feasibility_lhs_new) &&
12371237
is_dual_feasible(dual_feasibility_lhs_new)) {
1238-
if (results.info.duality_gap<=settings.eps_abs*rhs_duality_gap){
1239-
results.info.pri_res = primal_feasibility_lhs_new;
1240-
results.info.dua_res = dual_feasibility_lhs_new;
1241-
results.info.status = QPSolverOutput::PROXQP_SOLVED;
1242-
break;
1243-
}
1238+
if (results.info.duality_gap <= settings.eps_abs * rhs_duality_gap) {
1239+
results.info.pri_res = primal_feasibility_lhs_new;
1240+
results.info.dua_res = dual_feasibility_lhs_new;
1241+
results.info.status = QPSolverOutput::PROXQP_SOLVED;
1242+
break;
1243+
}
12441244
}
12451245

12461246
// vvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvv

include/proxsuite/proxqp/sparse/utils.hpp

Lines changed: 18 additions & 21 deletions
Original file line numberDiff line numberDiff line change
@@ -649,41 +649,39 @@ unscaled_primal_dual_residual(
649649
noalias_symhiv_add(tmp, qp_scaled.H.to_eigen(), x_e);
650650
dual_residual_scaled += tmp;
651651

652-
precond.unscale_dual_residual_in_place({ proxqp::from_eigen, tmp });// contains unscaled Hx
652+
precond.unscale_dual_residual_in_place(
653+
{ proxqp::from_eigen, tmp }); // contains unscaled Hx
653654
dual_feasibility_rhs_0 = infty_norm(tmp);
654-
precond.unscale_primal_in_place({ proxqp::from_eigen, x_e});
655+
precond.unscale_primal_in_place({ proxqp::from_eigen, x_e });
655656
results.info.duality_gap = x_e.dot(data.g); // contains gTx
656657
rhs_duality_gap = std::abs(results.info.duality_gap);
657-
T xHx = (tmp).dot(x_e) ;
658+
T xHx = (tmp).dot(x_e);
658659
results.info.duality_gap += xHx;
659-
rhs_duality_gap = std::max(rhs_duality_gap,std::abs(xHx));
660-
tmp += data.g;// contains now Hx+g
661-
precond.scale_primal_in_place({ proxqp::from_eigen, x_e});
660+
rhs_duality_gap = std::max(rhs_duality_gap, std::abs(xHx));
661+
tmp += data.g; // contains now Hx+g
662+
precond.scale_primal_in_place({ proxqp::from_eigen, x_e });
662663

663-
precond.unscale_dual_in_place_eq(
664-
{ proxsuite::proxqp::from_eigen, y_e });
664+
precond.unscale_dual_in_place_eq({ proxsuite::proxqp::from_eigen, y_e });
665665
T by = (data.b).dot(y_e);
666666
results.info.duality_gap += by;
667-
rhs_duality_gap = std::max(rhs_duality_gap,std::abs(by));
668-
precond.scale_dual_in_place_eq(
669-
{ proxsuite::proxqp::from_eigen, y_e });
670-
precond.unscale_dual_in_place_in(
671-
{ proxsuite::proxqp::from_eigen, z_e });
667+
rhs_duality_gap = std::max(rhs_duality_gap, std::abs(by));
668+
precond.scale_dual_in_place_eq({ proxsuite::proxqp::from_eigen, y_e });
669+
precond.unscale_dual_in_place_in({ proxsuite::proxqp::from_eigen, z_e });
672670
T zl = (data.l).dot(detail::negative_part(z_e));
673671
results.info.duality_gap += zl;
674-
rhs_duality_gap = std::max(rhs_duality_gap,std::abs(zl));
672+
rhs_duality_gap = std::max(rhs_duality_gap, std::abs(zl));
675673
T zu = (data.u).dot(detail::positive_part(z_e));
676674
results.info.duality_gap += zu;
677-
rhs_duality_gap = std::max(rhs_duality_gap,std::abs(zu));
678-
precond.scale_dual_in_place_in(
679-
{ proxsuite::proxqp::from_eigen, z_e });
680-
results.info.duality_gap /= sqrt_max_dim; // in order to get an a-dimensional duality gap
681-
rhs_duality_gap +=1.;
675+
rhs_duality_gap = std::max(rhs_duality_gap, std::abs(zu));
676+
precond.scale_dual_in_place_in({ proxsuite::proxqp::from_eigen, z_e });
677+
results.info.duality_gap /=
678+
sqrt_max_dim; // in order to get an a-dimensional duality gap
679+
rhs_duality_gap += 1.;
682680
}
683681

684682
{
685683
auto ATy = tmp;
686-
ATy.setZero();
684+
ATy.setZero();
687685
primal_residual_eq_scaled.setZero();
688686

689687
detail::noalias_gevmmv_add(
@@ -693,7 +691,6 @@ unscaled_primal_dual_residual(
693691

694692
precond.unscale_dual_residual_in_place({ proxqp::from_eigen, ATy });
695693
dual_feasibility_rhs_1 = infty_norm(ATy);
696-
697694
}
698695

699696
{

0 commit comments

Comments
 (0)