TR strategy: properly reset the duals AND the feasibility duals if TR…

… constraints are active
cvanaret · Nov 11, 2024 · 372ad25 · 372ad25
1 parent 7831b52
commit 372ad25
Showing 1 changed file with 8 additions and 8 deletions.
diff --git a/uno/ingredients/globalization_mechanisms/TrustRegionStrategy.cpp b/uno/ingredients/globalization_mechanisms/TrustRegionStrategy.cpp
@@ -107,17 +107,17 @@ namespace uno {
 
    void TrustRegionStrategy::reset_active_trust_region_multipliers(const Model& model, const Direction& direction, Iterate& trial_iterate) const {
       assert(0 < this->radius && "The trust-region radius should be positive");
-      // set multipliers for bound constraints active at trust region to 0 (except if one of the original bounds is active)
-      for (size_t variable_index: direction.active_bounds.at_lower_bound) {
-         if (variable_index < model.number_variables && std::abs(direction.primals[variable_index] + this->radius) <= this->activity_tolerance &&
-             this->activity_tolerance < std::abs(trial_iterate.primals[variable_index] - model.variable_lower_bound(variable_index))) {
+      // reset multipliers for bound constraints active at trust region (except if one of the original bounds is active)
+      for (size_t variable_index: Range(model.number_variables)) {
+         if (std::abs(direction.primals[variable_index] + this->radius) <= this->activity_tolerance &&
+               this->activity_tolerance < std::abs(trial_iterate.primals[variable_index] - model.variable_lower_bound(variable_index))) {
             trial_iterate.multipliers.lower_bounds[variable_index] = 0.;
+            trial_iterate.feasibility_multipliers.lower_bounds[variable_index] = 0.;
          }
-      }
-      for (size_t variable_index: direction.active_bounds.at_upper_bound) {
-         if (variable_index < model.number_variables && std::abs(direction.primals[variable_index] - this->radius) <= this->activity_tolerance &&
-             this->activity_tolerance < std::abs(model.variable_upper_bound(variable_index) - trial_iterate.primals[variable_index])) {
+         if (std::abs(direction.primals[variable_index] - this->radius) <= this->activity_tolerance &&
+               this->activity_tolerance < std::abs(model.variable_upper_bound(variable_index) - trial_iterate.primals[variable_index])) {
             trial_iterate.multipliers.upper_bounds[variable_index] = 0.;
+            trial_iterate.feasibility_multipliers.upper_bounds[variable_index] = 0.;
          }
       }
    }