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cosmetics
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a-paulus committed Aug 26, 2024
1 parent 3d1235c commit ca1be3f
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions diffcp/utils.py
Original file line number Diff line number Diff line change
Expand Up @@ -139,9 +139,9 @@ def compute_adjoint_perturbed_solution(dx, dy, ds, tau, rho, A, b, c, P, cone_di
For ds!=0 we rewrite the problem as an embedded problem.
We add a constraint x'=s, replace all appearances of s with x' and solve
argmin. <[x, x'], [[P+rho*I, 0]; [x, x']> + <[c+tau*dx-rho*x^*, tau*ds-rho*s^*], [x, x']>
[ 0, rho*I]]
[ 0, rho*I]]
subject to [[A, I]; [x, x'] + [s'; s] = [b-tau*dy; 0]
[0, -I]]
[0, -I]]
(s', s) \in (0 x K)
Note that we also add a regularizer on s in this case (rho/2 |s-s^*|^2).
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