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Normalized residuals and tolerances #55

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Normalized residuals and tolerances #55

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@kibaekkim kibaekkim commented Aug 15, 2023 •
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This implemented the normalized residuals and absolute/relative tolerances, resolving #54.

  • Any two-level ADMM should not be affected much because the residuals are used in the inner part, where the termination is based on an inexact primal tolerance.
  • One-level ADMM is used in QPsub only and terminated with this new implementation.

This also implemented a simple residual balancing scheme that works for one-level ADMM only. By default it is disabled.

@kibaekkim kibaekkim added the enhancement New feature or request label Aug 15, 2023
@kibaekkim kibaekkim self-assigned this Aug 15, 2023
@kibaekkim kibaekkim mentioned this pull request Aug 15, 2023
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This was linked to issues Aug 16, 2023
Normalized residuals and absolute/relative tolerances #54
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Residual balancing scheme #56
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Residual balancing scheme Normalized residuals and absolute/relative tolerances
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