more informative comment
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@ -78,6 +78,10 @@ public:
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const VectorValues& x0, bool useLeastSquare = false) const;
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/**
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* The goal of this function is to find currently active inequality constraints
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* that violate the condition to be active. The one that violates the condition
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* the most will be removed from the active set. See Nocedal06book, pg 469-471
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*
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* Find the BAD active inequality that pulls x strongest to the wrong direction
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* of its constraint (i.e. it is pulling towards >0, while its feasible region is <=0)
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*
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@ -85,18 +89,26 @@ public:
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* in the current working set), we want lambda < 0.
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* This is because:
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* - From the Lagrangian L = f - lambda*c, we know that the constraint force
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* is (lambda * \grad c) = \grad f, because it cancels out the unconstrained
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* force (-\grad f), which is pulling x in the opposite direction of \grad f
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* towards the unconstrained minimum point
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* - We also know that at the constraint surface \grad c points toward + (>= 0),
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* while we are solving for - (<=0) constraint
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* - So, we want the constraint force (lambda * \grad c) to to pull x
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* towards the opposite direction of \grad c, i.e. towards the area
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* where the inequality constraint <=0 is satisfied.
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* - Hence, we want lambda < 0
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* is (lambda * \grad c) = \grad f. Intuitively, to keep the solution x stay
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* on the constraint surface, the constraint force has to balance out with
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* other unconstrained forces that are pulling x towards the unconstrained
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* minimum point. The other unconstrained forces are pulling x toward (-\grad f),
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* hence the constraint force has to be exactly \grad f, so that the total
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* force is 0.
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* - We also know that at the constraint surface c(x)=0, \grad c points towards + (>= 0),
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* while we are solving for - (<=0) constraint.
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* - We want the constraint force (lambda * \grad c) to pull x towards the - (<=0) direction
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* i.e., the opposite direction of \grad c where the inequality constraint <=0 is satisfied.
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* That means we want lambda < 0.
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* - This is because when the constrained force pulls x towards the infeasible region (+),
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* the unconstrained force is pulling x towards the opposite direction into
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* the feasible region (again because the total force has to be 0 to make x stay still)
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* So we can drop this constraint to have a lower error but feasible solution.
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*
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* So active inequality constraints with lambda > 0 are BAD.
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* And we want the worst one with the largest lambda.
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* In short, active inequality constraints with lambda > 0 are BAD, because they
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* violate the condition to be active.
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*
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* And we want to remove the worst one with the largest lambda from the active set.
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*
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*/
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std::pair<int, int> findWorstViolatedActiveIneq(
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