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Avoid LSMR post-computation in feasibility step #198

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Avoid LSMR post-computation in feasibility step
arnavk23 Apr 19, 2026
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arnavk23 Apr 19, 2026
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24 changes: 18 additions & 6 deletions src/dci_feasibility.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -65,6 +65,15 @@ function feasibility_step(
d, Jd, infeasible, solved =
eval(meta.TR_compute_step)(cz, Jz, ctol, Δ, normcz, Jd, meta.TR_compute_step_struct)

if meta.TR_compute_step == :TR_lsmr
lsmr_stats = meta.TR_compute_step_struct.lsmr_solver.stats
nd = lsmr_stats.xNorm
nczJd = lsmr_stats.residual
else
nd = norm(d)
nczJd = zero(T)
end

if infeasible #the direction is too small
failed_step_comp = true #too small step
status = :too_small
Expand All @@ -73,8 +82,11 @@ function feasibility_step(
cons_norhs!(nlp, zp, czp)
normczp = norm(czp)

Jd .+= cz
Pred = T(0.5) * (normcz^2 - norm(Jd)^2) # T(0.5) * (normcz^2 - norm(Jd + cz)^2)
if meta.TR_compute_step != :TR_lsmr
Jd .+= cz
nczJd = norm(Jd)
end
Pred = T(0.5) * (normcz^2 - nczJd^2)
Ared = T(0.5) * (normcz^2 - normczp^2)

if Ared / Pred < η₁
Expand All @@ -91,7 +103,7 @@ function feasibility_step(
end
normcz = normczp
status = :success
if Ared / Pred > η₂ && norm(d) >= T(0.99) * Δ
if Ared / Pred > η₂ && nd >= T(0.99) * Δ
Δ *= σ₂
end
end
Expand All @@ -109,7 +121,7 @@ function feasibility_step(
Float64,
ρ,
status,
norm(d),
nd,
Δ,
time() - start_time,
],
Expand Down Expand Up @@ -304,14 +316,14 @@ function TR_lsmr(
itmax = meta.itmax,
)

infeasible = norm(d) < ctol * min(normcz, one(T))
solved = stats.solved
if !solved
@warn "Fail lsmr in TR_lsmr: $(stats.status)"
end

infeasible = stats.xNorm < ctol * min(normcz, one(T))
@. d = -d
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arnavk23 marked this conversation as resolved.
mul!(Jd, Jz, d) #lsmr doesn't return this information
Jd .= Jz * d

return d, Jd, infeasible, solved
end