Fix dual residual computation in final solution output - #1718
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Signed-off-by: yuwenchen95 <yuwchen@nvidia.com>
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📝 WalkthroughWalkthroughThe barrier solution calculation now includes ChangesQuadratic dual residual
Estimated code review effort: 2 (Simple) | ~10 minutes Mergeability Score: ⚪ Minimal · up to This localized fix corrects the reported dual-residual calculation and adds a regression test; no actionable merge-blocking risk remains beyond normal checks and review. Suggested reviewers: 🚥 Pre-merge checks | ✅ 4 | ❌ 1❌ Failed checks (1 warning)
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✨ Finishing Touches🧪 Generate unit tests (beta)
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mlubin
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Aug 13, 2026
Signed-off-by: yuwenchen95 <yuwchen@nvidia.com>
CI Test Summary✅ All 31 test job(s) passed. |
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Description
get_lp_stats()reported a spurious, largel2_dual_residualfor QPs and SOCPs solved via the barrier path, even at a fully optimal solution. The final-solution dual residual computed initeration_data_t::to_solution()(cpp/src/barrier/barrier.cu) omitted theQ*xquadratic term, computing only‖Aᵀy + z − c‖instead of‖Aᵀy + z − c − Qx‖.Adds the missing
Q*xterm to the reported dual residual, mirroring the existing correct pattern used internally.Also adds a regression test (
qp_diagonal_only_dual_residual) that reuses the diagonal-Hessian QP problem from the linked issue and assertsl2_dual_residualis near zero at the known optimum.Issue
Closes #1598