From f78c989d8c133d035738922fc95484ea69b4d6d6 Mon Sep 17 00:00:00 2001
From: Johan Gronqvist <johan.gronqvist@control.lth.se>
Date: Mon, 12 Aug 2024 13:55:34 +0200
Subject: [PATCH] Update acceptance criteria in convergence rate gradient SDP
problems
---
src/Gradients.jl | 12 ++++++------
1 file changed, 6 insertions(+), 6 deletions(-)
diff --git a/src/Gradients.jl b/src/Gradients.jl
index 747342a..9affe8c 100644
--- a/src/Gradients.jl
+++ b/src/Gradients.jl
@@ -2156,7 +2156,7 @@ end
-function solve_deviation_problem(base_problem, deviation_problem, ζ²_val; P_val = nothing, always_accept_optimal = false, accept_slow_progress = false, abstol, timer)
+function solve_deviation_problem(base_problem, deviation_problem, ζ²_val; P_val = nothing, always_accept_optimal = false, always_accept_slow_progress = false, accept_slow_progress_if_improved = false, abstol, timer)
tr = LinearAlgebra.tr
(; sys_deviation, P_deviation, δP, δζ², Ms_deviation ) = deviation_problem
@@ -2203,9 +2203,9 @@ function solve_deviation_problem(base_problem, deviation_problem, ζ²_val; P_va
prim_status = JuMP.primal_status(sys_deviation.model)
value_improved = value(Float64, δζ², timer=timer) >= -abstol
- if always_accept_optimal && term_status == JuMP.OPTIMAL
+ if (always_accept_optimal && term_status == JuMP.OPTIMAL) || (always_accept_slow_progress && term_status == JuMP.SLOW_PROGRESS)
true
- elseif term_status == JuMP.OPTIMAL || prim_status == JuMP.FEASIBLE_POINT || (accept_slow_progress && term_status == JuMP.SLOW_PROGRESS)
+ elseif term_status == JuMP.OPTIMAL || prim_status == JuMP.FEASIBLE_POINT || (accept_slow_progress_if_improved && term_status == JuMP.SLOW_PROGRESS)
value_improved
else
false
@@ -2286,12 +2286,12 @@ function convergence_rate_gradient(sys :: DiscreteTimeSystem, x :: Signal, vars;
P = value(base_problem.P_base, timer=timer)
if base_success != true
deviation_problem = prep_deviation_problem(sys, base_problem, x; margin=margin, timer=timer)
- deviation_success = solve_deviation_problem(base_problem, deviation_problem, ζ²; accept_slow_progress = true, always_accept_optimal = true, abstol=abstol, timer=timer)
+ deviation_success = solve_deviation_problem(base_problem, deviation_problem, ζ²; accept_slow_progress_if_improved = true, always_accept_optimal = true, abstol=abstol, timer=timer)
(; δP, sys_deviation, δζ² ) = deviation_problem
P = P + value(δP, timer=timer)
if !deviation_success
- @warn "Initial re-solving convergence-rate problem failed with termination status $(JuMP.termination_status(deviation_problem.sys_deviation.model)). Returning zero gradient. Note: This is a bug and should never happen." maxlog=100
+ @warn "Re-solving convergence-rate problem failed with termination status $(JuMP.termination_status(deviation_problem.sys_deviation.model)). Returning zero gradient. Note: This is due to non-reproducibility in JuMP or solver." maxlog=100
return (; conv_rate = √(ζ²), grads = Dict( k => zero(shape(k)) for k in vars))
end
end
@@ -2308,7 +2308,7 @@ function convergence_rate_gradient(sys :: DiscreteTimeSystem, x :: Signal, vars;
# First, without δP
deviation_problem = prep_deviation_problem(sys, base_problem, x; allow_δP = false, margin=margin, timer=timer)
- deviation_success = solve_deviation_problem(base_problem, deviation_problem, ζ²; P_val = P, always_accept_optimal = true, accept_slow_progress = true, abstol=abstol, timer=timer)
+ deviation_success = solve_deviation_problem(base_problem, deviation_problem, ζ²; P_val = P, always_accept_optimal = true, always_accept_slow_progress = true, abstol=abstol, timer=timer)
if !deviation_success
@warn "Solving deviation problem without δP failed with termination status $(JuMP.termination_status(deviation_problem.sys_deviation.model)). Returning zero gradient." maxlog=100
--
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