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Fix: scale ray infeasibility back to original units #109

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Fix: scale ray infeasibility back to original units #109

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47d3d67
Fix: scale ray infeasibility back to original units
LucasBoTang Sep 11, 2026
9f996b9
Feat: add --eps_infeasible CLI option
LucasBoTang Sep 15, 2026
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1 change: 1 addition & 0 deletions README.md
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Expand Up @@ -109,6 +109,7 @@ After building the project, the `./build/cupdlpx` binary can be invoked from the
| `--opt_norm` | `string` | Norm for optimality criteria: `l2` or `linf` | `l2` |
| `--eps_opt` | `double` | Relative optimality tolerance. | `1e-4` |
| `--eps_feas` | `double` | Relative feasibility tolerance. | `1e-4` |
| `--eps_infeasible` | `double` | Relative tolerance on the ray certificate for declaring infeasibility. | `1e-10` |
| `--geo_mean_iter` | `int` | Iterations of geometric-mean scaling | `12` |
| `--l_inf_ruiz_iter` | `int` | Iterations of L-inf Ruiz rescaling| `10` |
| `--no_pock_chambolle` | `flag` | Disable Pock-Chambolle rescaling | `enabled` |
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2 changes: 1 addition & 1 deletion python/README.md
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Expand Up @@ -163,7 +163,7 @@ Below is a list of commonly used parameters, their internal keys, and descriptio
| `OptimalityNorm` | `optimality_norm` | string | `"l2"` | Norm for optimality criteria. Use `"l2"` for L2 norm or `"linf"` for infinity norm. |
| `OptimalityTol` | `eps_optimal_relative` | float | `1e-4` | Relative tolerance for optimality gap. Solver stops if the relative primal-dual gap ≤ this value. |
| `FeasibilityTol` | `eps_feasible_relative` | float | `1e-4` | Relative feasibility tolerance for primal/dual residuals. |
| `InfeasibleTol` | `eps_infeasible_relative` | float | `1e-14` | Relative tolerance on the ray certificate for declaring primal/dual infeasibility. |
| `InfeasibleTol` | `eps_infeasible_relative` | float | `1e-10` | Relative tolerance on the ray certificate for declaring primal/dual infeasibility. |
| `GeoMeanIters` | `geometric_mean_iterations` | int | `12` | Number of iterations of geometric-mean scaling. Improves numerical conditioning. |
| `RuizIters` | `l_inf_ruiz_iterations` | int | `10` | Number of iterations of L∞ Ruiz scaling. Improves numerical conditioning. |
| `UsePCAlpha` | `has_pock_chambolle_alpha` | bool | `True` | Whether to use the Pock–Chambolle α step size adjustment. |
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7 changes: 7 additions & 0 deletions src/cli.c
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Expand Up @@ -182,6 +182,9 @@ void print_usage(const char *prog_name)
fprintf(stderr,
" --eps_feas <tolerance> "
"Relative feasibility tolerance (default: 1e-4).\n");
fprintf(stderr,
" --eps_infeasible <tolerance> "
"Relative infeasibility tolerance (default: 1e-10).\n");
fprintf(stderr,
" --geo_mean_iter <int> "
"Iterations of geometric-mean scaling (default: 12).\n");
Expand Down Expand Up @@ -271,6 +274,7 @@ int main(int argc, char *argv[])
{"iter_limit", required_argument, 0, 1002},
{"eps_opt", required_argument, 0, 1003},
{"eps_feas", required_argument, 0, 1004},
{"eps_infeasible", required_argument, 0, 1005},
{"eps_feas_polish", required_argument, 0, 1006},
{"feasibility_polishing", no_argument, 0, 'f'},
{"geo_mean_iter", required_argument, 0, 1018},
Expand Down Expand Up @@ -325,6 +329,9 @@ int main(int argc, char *argv[])
case 1004: // --eps_feas
params.termination_criteria.eps_feasible_relative = atof(optarg);
break;
case 1005: // --eps_infeasible
params.termination_criteria.eps_infeasible_relative = atof(optarg);
break;
case 1006: // --eps_feas_polish_relative
params.termination_criteria.eps_feas_polish_relative = atof(optarg);
break;
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7 changes: 4 additions & 3 deletions src/utils.cu
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Expand Up @@ -457,7 +457,7 @@ void set_default_parameters(pdhg_parameters_t *params)
params->termination_criteria.time_sec_limit = 3600.0;
params->termination_criteria.iteration_limit = INT32_MAX;
params->termination_criteria.eps_feas_polish_relative = 1e-6;
params->termination_criteria.eps_infeasible_relative = 1e-14;
params->termination_criteria.eps_infeasible_relative = 1e-10;

params->restart_params.artificial_restart_threshold = 0.36;
params->restart_params.sufficient_reduction_for_restart = 0.2;
Expand Down Expand Up @@ -1268,10 +1268,11 @@ void compute_infeasibility_information(pdhg_solver_state_t *state)
state->variable_rescaling);

state->max_primal_ray_infeasibility =
get_vector_inf_norm(state->blas_handle, state->num_constraints, state->primal_slack);
get_vector_inf_norm(state->blas_handle, state->num_constraints, state->primal_slack) /
state->constraint_bound_rescaling;
double dual_scratch_norm =
get_vector_inf_norm(state->blas_handle, state->num_variables, state->infeasibility_dual_scratch);
state->max_dual_ray_infeasibility = dual_scratch_norm;
state->max_dual_ray_infeasibility = dual_scratch_norm / state->objective_vector_rescaling;

double scaling_factor = fmax(dual_ray_inf_norm, dual_scratch_norm);
if (scaling_factor > 0.0)
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