Implement adaptive epsilon for regularizations: MIRROR and PROJECT
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sandmaennchen
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Mar 12, 2025
interfaces/acados_template/acados_template/acados_ocp_options.py
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FreyJo
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Mar 19, 2025
- fix test, run test on CI - add option: `reg_min_epsilon`: Minimum value for epsilon if regularize_method in ['PROJECT', 'MIRROR'] is used with reg_adaptive_eps. Default: 1e-8. - fix `reg_max_cond_block` default: 1e7 instead of 1e-7. Add check that it must be >= 1.0.
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New options:
reg_max_cond_block: Maximum condition number per block when using regularize_method in ['PROJECT', 'MIRROR'] withreg_adaptive_eps= True, Default: 1e-7reg_adaptive_eps: Determines if epsilon is chosen adaptively in regularization used if regularize_method in ['PROJECT', 'MIRROR']If true, epsilon is chosen block-wise based on
reg_max_cond_block.Otherwise, epsilon is chosen globally based on
reg_epsilon.Default: False
Inspired by "A nonmonotone filter SQP method: local convergence and numerical results" by NICHOLAS I. M. GOULD, YUELING LOH, DANIEL P. ROBINSON, Sec. 5.1