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some _p
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mateuszbaran committed Aug 1, 2024
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16 changes: 8 additions & 8 deletions src/plans/interior_point_Newton_plan.jl
Original file line number Diff line number Diff line change
Expand Up @@ -464,7 +464,7 @@ the vector field is given by
```math
F(p, μ, λ, s) = \begin{pmatrix}
\operatorname{grad}\mathcal L(p, μ, λ)\\
\operatorname{grad}_p \mathcal L(p, μ, λ)\\
g(p) + s\\
h(p)\\
μ ⊙ s
Expand Down Expand Up @@ -521,15 +521,15 @@ for the inequality constraints, see [`KKTVectorField`](@ref) and [`KKTVectorFiel
```math
\operatorname{J} F(p, μ, λ, s)[X, Y, Z, W] = \begin{pmatrix}
\operatorname{Hess} \mathcal L(p, μ, λ)[X] + \displaystyle\sum_{i=1}^m Y_i \operatorname{grad} g_i(p) + \displaystyle\sum_{j=1}^n Z_j \operatorname{grad} h_j(p)\\
\operatorname{Hess}_p \mathcal L(p, μ, λ)[X] + \displaystyle\sum_{i=1}^m Y_i \operatorname{grad} g_i(p) + \displaystyle\sum_{j=1}^n Z_j \operatorname{grad} h_j(p)\\
\Bigl( ⟨\operatorname{grad} g_i(p), X⟩ + W_i\Bigr)_{i=1}^m\\
\Bigl( ⟨\operatorname{grad} h_j(p), X⟩ \Bigr)_{j=1}^n\\
μ ⊙ W + s ⊙ Y
\end{pmatrix},
```
where ``⊙`` denotes the Hadamard (or elementwise) product
See also the [`LagrangianHessian`](@ref) ``\operatorname{Hess} \mathcal L(p, μ, λ)[X]``.
See also the [`LagrangianHessian`](@ref) ``\operatorname{Hess}_p \mathcal L(p, μ, λ)[X]``.
# Fields
Expand Down Expand Up @@ -592,15 +592,15 @@ for the inequality constraints, see [`KKTVectorField`](@ref) and [`KKTVectorFiel
```math
\operatorname{J}^* F(p, μ, λ, s)[X, Y, Z, W] = \begin{pmatrix}
\operatorname{Hess} \mathcal L(p, μ, λ)[X] + \displaystyle\sum_{i=1}^m Y_i \operatorname{grad} g_i(p) + \displaystyle\sum_{j=1}^n Z_j \operatorname{grad} h_j(p)\\
\operatorname{Hess}_p \mathcal L(p, μ, λ)[X] + \displaystyle\sum_{i=1}^m Y_i \operatorname{grad} g_i(p) + \displaystyle\sum_{j=1}^n Z_j \operatorname{grad} h_j(p)\\
\Bigl( ⟨\operatorname{grad} g_i(p), X⟩ + s_iW_i\Bigr)_{i=1}^m\\
\Bigl( ⟨\operatorname{grad} h_j(p), X⟩ \Bigr)_{j=1}^n\\
μ ⊙ W + Y
\end{pmatrix},
```
where ``⊙`` denotes the Hadamard (or elementwise) product
See also the [`LagrangianHessian`](@ref) ``\operatorname{Hess} \mathcal L(p, μ, λ)[X]``.
See also the [`LagrangianHessian`](@ref) ``\operatorname{Hess}_p \mathcal L(p, μ, λ)[X]``.
# Fields
Expand Down Expand Up @@ -703,14 +703,14 @@ which we can write with the adjoint ``J^*`` of the Jacobian
and hence is computed with [`KKTVectorFieldAdjointJacobian`](@ref) and [`KKTVectorField`](@ref).
For completeness, the gradient reads, using the [`LagrangianGradient`](@ref) ``L = \operatorname{grad} \mathcal L(p,μ,λ) ∈ T_p\mathcal M``,
For completeness, the gradient reads, using the [`LagrangianGradient`](@ref) ``L = \operatorname{grad}_p \mathcal L(p,μ,λ) ∈ T_p\mathcal M``,
for a shorthand of the first component of ``F``, as
```math
\operatorname{grad} φ
=
2 \begin{pmatrix}
\operatorname{grad} \mathcal L(p,μ,λ)[L] + (g_i(p) + s_i)\operatorname{grad} g_i(p) + h_j(p)\operatorname{grad} h_j(p)\\
\operatorname{grad}_p \mathcal L(p,μ,λ)[L] + (g_i(p) + s_i)\operatorname{grad} g_i(p) + h_j(p)\operatorname{grad} h_j(p)\\
\Bigl( ⟨\operatorname{grad} g_i(p), L⟩ + s_i\Bigr)_{i=1}^m + μ ⊙ s ⊙ s\\
\Bigl( ⟨\operatorname{grad} h_j(p), L⟩ \Bigr)_{j=1}^n\\
g + s + μ ⊙ μ ⊙ s
Expand Down Expand Up @@ -875,7 +875,7 @@ Stop when the KKT residual
```
r^2
= \lVert \operatorname{grad} \mathcal L(p, μ, λ) \rVert^2
= \lVert \operatorname{grad}_p \mathcal L(p, μ, λ) \rVert^2
+ \sum_{i=1}^m [μ_i]_{-}^2 + [g_i(p)]_+^2 + \lvert \mu_ig_i(p)^2
+ \sum_{j=1}^n \lvert h_i(p)\rvert^2.
```
Expand Down

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