From ca1be3f09845422b0840088446c84f8b228dc18b Mon Sep 17 00:00:00 2001 From: Anselm Paulus Date: Mon, 26 Aug 2024 12:40:56 +0200 Subject: [PATCH] cosmetics --- diffcp/utils.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/diffcp/utils.py b/diffcp/utils.py index 588d9ac..affe8b3 100644 --- a/diffcp/utils.py +++ b/diffcp/utils.py @@ -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).