Uno
Uno copied to clipboard
Accept trial iterate if acceptable to augmented filter and constraint violation decreased
I encountered a situation where a trial iterate:
- was acceptable to the augmented filter (filter + current point)
- decreased the constraint violation
- but was rejected because the switching condition was satisfied and Armijo failed.
-> we need to test this scenario and accept early before testing the switching condition.
@leyffer
For the filtersqp preset, this situation happens for the CUTEst instances deconvc, dallass, hs103, pentagon, hs092, s365mod, hs027, hs062, cresc4, avion2, mwright, hs090, and hs089.