reaktoro / optima

A C++/Python library for numerical optimization calculations
GNU Lesser General Public License v2.1
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Introduce meta-stable basic variable concept and zero-out sensitivity derivatives w.r.t. them #14

Closed allanleal closed 3 years ago

allanleal commented 3 years ago

This PR introduces a classification of variables that are simultaneously basic and located on their lower/upper bounds. These variables are called meta-stable. They are considered stable for means of computing the Newton direction. However, sensitivity derivatives associated with these meta-stable basic variables are zero out. This is needed because these variables are at the limit of stability and these derivatives are thus not defined at the bounds.