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disabling rescale bound duals after penalty paramter update (#77)
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* disabling rescale for performance improvement

* Check if varphi_trial, theta_trial is NaN

* Use LapackCPU in MINLPTest
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sshin23 committed Sep 14, 2021
1 parent 83ba7fa commit de2b285
Showing 1 changed file with 0 additions and 4 deletions.
4 changes: 0 additions & 4 deletions src/interiorpointsolver.jl
Original file line number Diff line number Diff line change
Expand Up @@ -679,8 +679,6 @@ function regular!(ips::AbstractInteriorPointSolver)
ips.opt.mu_linear_decrease_factor,ips.opt.mu_superlinear_decrease_power,ips.opt.tol)
inf_compl_mu = get_inf_compl(ips.x_lr,ips.xl_r,ips.zl_r,ips.xu_r,ips.x_ur,ips.zu_r,ips.mu,sc)
ips.tau= get_tau(ips.mu,ips.opt.tau_min)
ips.zl_r./=sqrt(mu_new/ips.mu)
ips.zu_r./=sqrt(mu_new/ips.mu)
ips.mu = mu_new
empty!(ips.filter)
push!(ips.filter,(ips.theta_max,-Inf))
Expand Down Expand Up @@ -832,8 +830,6 @@ function robust!(ips::Solver)
ips.x_lr,ips.xl_r,ips.zl_r,ips.xu_r,ips.x_ur,ips.zu_r,RR.pp,RR.zp,RR.nn,RR.zn,RR.mu_R,sc)
RR.tau_R= max(ips.opt.tau_min,1-RR.mu_R)
RR.zeta = sqrt(RR.mu_R)
ips.zl_r./=sqrt(mu_new/RR.mu_R)
ips.zu_r./=sqrt(mu_new/RR.mu_R)
RR.mu_R = mu_new

empty!(RR.filter)
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