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Improve numerics in hdaqp for weakly active constraints #96

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Merged
darnstrom merged 2 commits into from
Nov 13, 2025
Merged

Improve numerics in hdaqp for weakly active constraints #96

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358bb67
Improve numerics in hdaqp for weakly active constraints.
Nov 10, 2025
89e2598
Ensure constraints that cannot be activated are are mutable
darnstrom Nov 13, 2025
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9 changes: 6 additions & 3 deletions src/hierarchical.c
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Original file line number Diff line number Diff line change
Expand Up @@ -52,9 +52,9 @@ int daqp_hiqp(DAQPWorkspace *work, c_float *lambda){
id=work->WS[j];
if(IS_SOFT(id)){
w = work->lam_star[j]*work->settings->rho_soft;
if(IS_LOWER(id))
if(w < -work->settings->primal_tol)
work->dlower[id]+=w;
else
else if(w > work->settings->primal_tol)
work->dupper[id]+=w;
if(lambda != NULL){
w += IS_LOWER(id) ? -1e-14 : 1e-14; // For weakly active
Expand All @@ -73,7 +73,9 @@ int daqp_hiqp(DAQPWorkspace *work, c_float *lambda){
// reactive constraint in level current (to addresss soft->hard)
// TODO: can factorization be directly reused?
int n_active_old = (work->n_active < work->n) ? work->n_active : work->n;
for(int jj=n_active_old; jj < work->n_active ;jj++) SET_INACTIVE(work->WS[jj]);
for(int jj=n_active_old; jj < work->n_active ;jj++) {
work->sense[work->WS[jj]]&=~(ACTIVE+IMMUTABLE); // ensure inactive + mutable
}
work->n_active =j;
work->reuse_ind=j;
work->sing_ind = EMPTY_IND;
Expand All @@ -83,6 +85,7 @@ int daqp_hiqp(DAQPWorkspace *work, c_float *lambda){
if(work->sing_ind != EMPTY_IND){
remove_constraint(work,j);
work->sing_ind = EMPTY_IND;
SET_MUTABLE(work->WS[j]);
}
else{
if(IS_IMMUTABLE(work->WS[j])) nfree--;
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