CLeARoboticsLab / MixedComplementarityProblems.jl

A custom interior point solver for mixed complementarity problems.
BSD 3-Clause "New" or "Revised" License
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Use Kyrlov linear solver for the Newton step. #24

Closed lassepe closed 1 month ago

lassepe commented 1 month ago

This speeds up the toy example in the readme by a factor of 4 on my machine (80microseconds -> 18microseconds).

lassepe commented 1 month ago

The failures are due to KKT residual tolerance violations in two cases. We can probably tighten the tolerance on the gmres call

dfridovi commented 1 month ago

Nice find! I’m not at my laptop this week but I agree this seems like an easy fix.

dfridovi commented 1 month ago

Nice! Good fix!