TR strategy: properly reset the bounds duals and set the warm-start information

[cvanaret]

Properly update the WarmstartInformation object: handle phase switches, errors, etc.
Two fixes in TrustRegionStrategy:

• loop over all variables to reset the multipliers when TR constraints are active;
• reset the feasibility multipliers as well;

[odow]

Can we test the TR without BQPD?

[cvanaret]

Yes, we can assemble a trust-region SLP method with HiGHS as LP solver.
So far, I've fixed lack of convergence on infeasible problems for SLP methods. I'm still working on properly setting the warmstart information.

[leyffer]

Excellent. It would be good to also test it with BQPD, just to make make sure the two solvers behave the same on smaller instances. Eventually, we should add an EQP phase and get a second order method. Sven Sven Leyffer Senior Computational Mathematician and Deputy Director Mathematics and Computer Science Division Argonne National Laboratory

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________________________________ From: Charlie Vanaret ***@***.***> Sent: Tuesday, November 12, 2024 1:26 AM To: cvanaret/Uno ***@***.***> Cc: Subscribed ***@***.***> Subject: Re: [cvanaret/Uno] TR strategy: properly reset the bounds duals and set the warm-start information (PR #83) Yes, we can assemble a trust-region SLP method with HiGHS as LP solver. So far, I've fixed lack of convergence on infeasible problems for SLP methods. I'm still working on properly setting the warmstart information. — Reply to this email ZjQcmQRYFpfptBannerStart This Message Is From an External Sender This message came from outside your organization. ZjQcmQRYFpfptBannerEnd Yes, we can assemble a trust-region SLP method with HiGHS as LP solver. So far, I've fixed lack of convergence on infeasible problems for SLP methods. I'm still working on properly setting the warmstart information. — Reply to this email directly, view it on GitHub<https://urldefense.us/v3/__https://github.com/cvanaret/Uno/pull/83*issuecomment-2469782394__;Iw!!G_uCfscf7eWS!bZvRUVGsxxuiRXPSLQUQSdWAvvVFWYr90UTzEFfBtCwYjZ9t1F2MJ8me78JDdYtuhKPC-ysyHWvx0korKllKHZFntfo$>, or unsubscribe<https://urldefense.us/v3/__https://github.com/notifications/unsubscribe-auth/AB52TLLHQTYEDGY75LPTYST2AGUUHAVCNFSM6AAAAABRR5UPBCVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDINRZG44DEMZZGQ__;!!G_uCfscf7eWS!bZvRUVGsxxuiRXPSLQUQSdWAvvVFWYr90UTzEFfBtCwYjZ9t1F2MJ8me78JDdYtuhKPC-ysyHWvx0korKllKBWGr1yE$>. You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>

[odow]

It would be good to also test it with BQPD

Sure. But this requires us to be able to compile a version of Uno that includes BQPD on a public CI instance.