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fix socp line search failure case #141

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merged 1 commit into from
Jan 6, 2025
Merged

fix socp line search failure case #141

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8 changes: 8 additions & 0 deletions src/solver/core/cones/socone.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -420,6 +420,14 @@ fn _step_length_soc_component<T>(x: &[T], y: &[T], αmax: T) -> T
where
T: FloatT,
{
let mut αmax = αmax;

// upper bound the step length by the maximum allowable
// step length for the scalar part of the cone
if x[0] >= T::zero() && y[0] < T::zero() {
αmax = T::min(αmax, -x[0] / y[0]);
}

// assume that x is in the SOC, and find the minimum positive root
// of the quadratic equation: ||x₁+αy₁||^2 = (x₀ + αy₀)^2

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