SymmetricIndefiniteLinearSystem: perform the analysis only when the p…

…roblem has changed
cvanaret · Dec 3, 2024 · 7cb8e6a · 7cb8e6a
1 parent 97cf3db
commit 7cb8e6a
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Showing 2 changed files with 22 additions and 22 deletions.
diff --git a/uno/ingredients/subproblems/interior_point_methods/PrimalDualInteriorPointSubproblem.cpp b/uno/ingredients/subproblems/interior_point_methods/PrimalDualInteriorPointSubproblem.cpp
@@ -124,26 +124,6 @@ namespace uno {
 
    void PrimalDualInteriorPointSubproblem::evaluate_functions(Statistics& statistics, const OptimizationProblem& problem, Iterate& current_iterate,
          const Multipliers& current_multipliers, const WarmstartInformation& warmstart_information) {
-      // barrier Lagrangian Hessian
-      if (warmstart_information.objective_changed || warmstart_information.constraints_changed) {
-         // original Lagrangian Hessian
-         this->hessian_model->evaluate(statistics, problem, current_iterate.primals, current_multipliers.constraints);
-
-         // diagonal barrier terms (grouped by variable)
-         for (size_t variable_index: Range(problem.number_variables)) {
-            double diagonal_barrier_term = 0.;
-            if (is_finite(problem.variable_lower_bound(variable_index))) { // lower bounded
-               const double distance_to_bound = current_iterate.primals[variable_index] - problem.variable_lower_bound(variable_index);
-               diagonal_barrier_term += current_multipliers.lower_bounds[variable_index] / distance_to_bound;
-            }
-            if (is_finite(problem.variable_upper_bound(variable_index))) { // upper bounded
-               const double distance_to_bound = current_iterate.primals[variable_index] - problem.variable_upper_bound(variable_index);
-               diagonal_barrier_term += current_multipliers.upper_bounds[variable_index] / distance_to_bound;
-            }
-            this->hessian_model->hessian.insert(diagonal_barrier_term, variable_index, variable_index);
-         }
-      }
-
       // barrier objective gradient
       if (warmstart_information.objective_changed) {
          // original objective gradient
@@ -175,6 +155,26 @@ namespace uno {
          problem.evaluate_constraints(current_iterate, this->constraints);
          problem.evaluate_constraint_jacobian(current_iterate, this->constraint_jacobian);
       }
+
+      // barrier Lagrangian Hessian
+      if (warmstart_information.objective_changed || warmstart_information.constraints_changed) {
+         // original Lagrangian Hessian
+         this->hessian_model->evaluate(statistics, problem, current_iterate.primals, current_multipliers.constraints);
+
+         // diagonal barrier terms (grouped by variable)
+         for (size_t variable_index: Range(problem.number_variables)) {
+            double diagonal_barrier_term = 0.;
+            if (is_finite(problem.variable_lower_bound(variable_index))) { // lower bounded
+               const double distance_to_bound = current_iterate.primals[variable_index] - problem.variable_lower_bound(variable_index);
+               diagonal_barrier_term += current_multipliers.lower_bounds[variable_index] / distance_to_bound;
+            }
+            if (is_finite(problem.variable_upper_bound(variable_index))) { // upper bounded
+               const double distance_to_bound = current_iterate.primals[variable_index] - problem.variable_upper_bound(variable_index);
+               diagonal_barrier_term += current_multipliers.upper_bounds[variable_index] / distance_to_bound;
+            }
+            this->hessian_model->hessian.insert(diagonal_barrier_term, variable_index, variable_index);
+         }
+      }
    }
 
    void PrimalDualInteriorPointSubproblem::solve(Statistics& statistics, const OptimizationProblem& problem, Iterate& current_iterate,

diff --git a/uno/solvers/MUMPS/MUMPSSolver.cpp b/uno/solvers/MUMPS/MUMPSSolver.cpp
@@ -29,8 +29,8 @@ namespace uno {
       this->mumps_structure.icntl[1] = -1;
       this->mumps_structure.icntl[2] = -1;
       this->mumps_structure.icntl[3] = 0;
-      this->mumps_structure.icntl[5] = 0; // no scaling
-      this->mumps_structure.icntl[7] = 0; // no scaling
+      //this->mumps_structure.icntl[5] = 0; // no scaling
+      //this->mumps_structure.icntl[7] = 0; // no scaling
 
       this->mumps_structure.icntl[12] = 1;
       this->mumps_structure.icntl[23] = 1; // ICNTL(24) controls the detection of “null pivot rows”