slsqp_jax.qp.bound_fixing

Box-bound active-set loop that runs after the QP direction; extracts the released / pinned variables, re-solves the reduced subproblem, and recovers bound multipliers.

slsqp_jax.qp.bound_fixing

Box-bound active-set loop run on top of the QP solution.

Previously inlined inside SLSQP._solve_qp_subproblem, this module hosts the iterative bound-fixing post-pass: after the main QP solve returns a direction in the unconstrained-on-bounds space, fix the variables that violate their box bounds, re-solve the inner equality- constrained QP in the reduced free subspace, check for new violations and wrong-sign bound multipliers, repeat (up to 5 passes).

The loop also recovers the bound multipliers from the reduced gradient Bd + g − A^T λ at the final clipped direction and packages everything into the outer-facing QPResult.

slsqp_jax.qp.bound_fixing.package_qp_result_no_bounds(qp_result)[source]

Wrap a QPSolverResult as the outer QPResult when no bound constraints are present.

Mirrors the else branch of the legacy _solve_qp_subproblem bound-fixing block: copy through multipliers and active set, set the bound-related diagnostics to zero / False, and copy the projection diagnostics from the inner result.

Return type:

QPResult

Parameters:

qp_result (QPSolverResult)

slsqp_jax.qp.bound_fixing.run_bound_fixing(qp_result, *, inner_solver, hvp_fn, g, A_eq, b_eq, A_ineq_general, b_ineq_general, n_eq_constraints, m_ineq_general, bounds, y, n_lower_bounds, n_upper_bounds, lower_indices, upper_indices, precond_fn, adaptive_tol, lpeca_bound_lower, lpeca_bound_upper, lpeca_bypassed, lpeca_capped, lpeca_bounds_prefixed_count)[source]

Run the bound-fixing post-pass on top of a QP solution.

Return type:

QPResult

Parameters:

  • qp_result (QPSolverResult)

  • inner_solver (AbstractInnerSolver)

  • hvp_fn (Callable[[Float[Array, 'n']], Float[Array, 'n']])

  • g (Float[Array, 'n'])

  • A_eq (Float[Array, 'm_eq n'])

  • b_eq (Float[Array, 'm_eq'])

  • A_ineq_general (Float[Array, 'm_gen n'])

  • b_ineq_general (Float[Array, 'm_gen'])

  • n_eq_constraints (int)

  • m_ineq_general (int)

  • bounds (Float[Array, 'n 2'] | None)

  • y (Float[Array, 'n'])

  • n_lower_bounds (int)

  • n_upper_bounds (int)

  • lower_indices (tuple[int, ...] | None)

  • upper_indices (tuple[int, ...] | None)

  • precond_fn (Callable[[Float[Array, 'n']], Float[Array, 'n']] | None)

  • adaptive_tol (Float[Array, ''] | float | None)

  • lpeca_bound_lower (Bool[Array, 'n'])

  • lpeca_bound_upper (Bool[Array, 'n'])

  • lpeca_bypassed (Bool[Array, ''])

  • lpeca_capped (Bool[Array, ''])

  • lpeca_bounds_prefixed_count (Array)

Args:

qp_result: Result of the main QP solve (no bound block). inner_solver: The inner equality-constrained QP solver. Used

for the reduced-space re-solves in each bound-fixing pass.

hvp_fn: Lagrangian HVP. g: Objective gradient. A_eq, b_eq: Equality constraint matrix / RHS. A_ineq_general, b_ineq_general: General-inequality matrix / RHS

(bounds are NOT included; they are handled here).

n_eq_constraints: Number of equality constraints. m_ineq_general: Number of general inequality constraints

(excluding bounds).

bounds: (n, 2) array of [lower, upper] per variable, or

None (in which case this function should not be called).

y: Current iterate (for converting bounds to direction-space

limits d_lower = lb - y, d_upper = ub - y).

n_lower_bounds, n_upper_bounds: Counts of finite lower / upper

bounds.

lower_indices, upper_indices: Variable indices with finite

lower / upper bounds (precomputed at NLP construction).

precond_fn: Preconditioner forwarded to the inner solver. adaptive_tol: Eisenstat-Walker adaptive CG tolerance, or

None.

lpeca_bound_lower, lpeca_bound_upper: LPEC-A predicted active

bound masks (length n). All-False when LPEC-A is disabled / bypassed / not predicting bounds.

lpeca_bypassed, lpeca_capped: LPEC-A status flags forwarded to

the outer QPResult.

lpeca_bounds_prefixed_count: Number of variables warm-started

from LPEC-A bound predictions (diagnostic).

Returns:

Outer-facing QPResult with bound multipliers recovered and all bound-related diagnostics populated.