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fix bug in dual feasibility check. We want dual variables < 0.

release/4.3a0
krunalchande 2014-12-23 16:14:50 -05:00 committed by thduynguyen
parent 121feb2281
commit 3653e93338
1 changed files with 2 additions and 1 deletions
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3
gtsam_unstable/nonlinear/LCNLPSolver.cpp
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@ -40,8 +40,9 @@ bool LCNLPSolver::isDualFeasible(const VectorValues& duals) const {
Key dualKey = inequality->dualKey(); Key dualKey = inequality->dualKey();
if (!duals.exists(dualKey)) continue; // should be inactive constraint! if (!duals.exists(dualKey)) continue; // should be inactive constraint!
double dual = duals.at(dualKey)[0]; // because we only support single-valued inequalities double dual = duals.at(dualKey)[0]; // because we only support single-valued inequalities
if (dual < 0.0) if (dual > 0.0) { // See the explanation in QPSolver::identifyLeavingConstraint, we want dual < 0 ?
return false; return false;
}
} }
return true; return true;
} }