Scale iterative refinement tolerance with mu#44
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IPM convergence only requires linear solve error = o(mu), but the refinement tolerance was fixed at 1e-12 throughout. Early iterations (large mu, well-conditioned system) were wasting refinement steps solving far more accurately than needed. Scale tolerance as max(atol + rtol * ||rhs||, 1e-4 * mu) so early iterations use fewer refinement steps while final iterations retain full accuracy.
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Summary
max(atol + rtol * ||rhs||, 1e-4 * mu), so early iterations use fewer refinement steps while final iterations retain full accuracyTest plan