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Termination Conditition of ALADIN Toolbox #21

@xinliang-dai

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@xinliang-dai

The default tolerance parameter is set to 10^{-10}, but some simulations shows a comparable lower accuracy. Main factor might lay in termination condition of ALADIN Toolbox.

Termination condition of ALADIN Toolbox differs from original ALADIN paper in 2 ways:

  • Termination check is activated right after NLP local-step in ALADIN paper. In contrast to the original paper, Toolbox uses a while-loop for iterative, which means the termination conditions in the Toolbox acts like a pre-condition for the while-loop.

  • The sufficitent and necessary conditions of ALADIN paper consists of feasibility condition

    image

    and duality condition

    image

    However, there is only feasibility condition in the Toolbox. Lacking duality condition, or more specifically, lacking consideration of penalty parameter image might be the main factors for comparable lower accuracy.

This topic needs further investigated.

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