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Update multiplier initialization #202

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Update multiplier initialization #202

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f624a42
Update multiplier initialization
MaxenceGollier Aug 29, 2026
0b56d1a
safeguard, document and rename initialize_multipliers function
MaxenceGollier Aug 30, 2026
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2 changes: 1 addition & 1 deletion src/algorithm.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -299,7 +299,7 @@ function SolverCore.solve!(

set_solver_specific!(solver.substats, :smooth_obj, fx)
grad!(nlp, x, solver.∇fk)
compute_least_square_multipliers!(solver)
initialize_multipliers!(solver)
dual_feas = least_square_dual_feas!(solver)
solver.subsolver.y .= solver.y

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7 changes: 6 additions & 1 deletion src/feas_computer.jl
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Expand Up @@ -51,7 +51,7 @@ function kkt_primal_feas!(solver::L2PenaltySolver{T}) where {T}
return norm(solver.subsolver.subpb.h.b, Inf)
end

function compute_least_square_multipliers!(solver::L2PenaltySolver{T}) where {T}
function initialize_multipliers!(solver::L2PenaltySolver{T}) where {T}

## Retrieve workspace
r2n_solver, r2n_stats = solver.subsolver, solver.substats
Expand All @@ -63,11 +63,16 @@ function compute_least_square_multipliers!(solver::L2PenaltySolver{T}) where {T}
nlp, ψ = ms_problem.model, ms_problem.h
n, m = nlp.meta.nvar, length(ψ.b)

norm_∇f = norm(solver.∇fk)
# Step 1: Compute
# ( I Jᵀ )( s ) = - ( ∇f )
# ( J 0I )( y ) = - ( 0 )
# If ∇f != 0, otherwise, solve
# ( I Jᵀ )( s ) = - ( 0 )
# ( J 0I )( y ) = - ( c )
@. u1[1:n] = - solver.∇fk
@. u1[(n+1):(n+m)] = 0
iszero(norm_∇f) && (@. u1[(n+1):(n+m)] = - ψ.b)

σ, α = one(T), eps(T)
update_workspace!(ls_workspace, ψ.A, σ, α)
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