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Fix penalty parameter setting in augmented Lagrangian method #637

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Merged
kellertuer merged 7 commits into from
Aug 25, 2026
Merged

Fix penalty parameter setting in augmented Lagrangian method #637

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3291ec3
Fix penalty parameter setting in augmented Lagrangian method
JoshuaLampert Aug 24, 2026
4372536
update PR number
JoshuaLampert Aug 24, 2026
1dd84fa
add a test and fix type parameter in AugmentedLagrangianCost
JoshuaLampert Aug 24, 2026
14cb7d9
add date to release
JoshuaLampert Aug 24, 2026
c6a013a
remove type parameter from signature in set_parameter!
JoshuaLampert Aug 24, 2026
03fd9b1
adjust release date
JoshuaLampert Aug 25, 2026
107743e
remove accidentally committed files
JoshuaLampert Aug 25, 2026
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7 changes: 7 additions & 0 deletions Changelog.md
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Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,13 @@ The file was started with Version `0.4`.
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).

## [0.6.6] unreleased

### Fixed

* `augmented_Lagrangian_method` set the penalty parameter `ρ` of the sub problem's cost to the
constant `1/3` instead of the current `alms.ρ`, while its gradient did receive `alms.ρ`. (#TODO)
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## [0.6.5] August 22, 2026

### Added
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2 changes: 1 addition & 1 deletion Project.toml
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@@ -1,6 +1,6 @@
name = "Manopt"
uuid = "0fc0a36d-df90-57f3-8f93-d78a9fc72bb5"
version = "0.6.5"
version = "0.6.6"

[workspace]
projects = ["test", "docs", "tutorials"]
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2 changes: 1 addition & 1 deletion src/solvers/augmented_Lagrangian_method.jl
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Expand Up @@ -480,7 +480,7 @@ end
function step_solver!(mp::AbstractManoptProblem, alms::AugmentedLagrangianMethodState, iter)
M = get_manifold(mp)
# use subsolver to minimize the augmented Lagrangian
set_parameter!(alms.sub_problem, Val(:Objective), Val(:Cost), Val(:ρ), 1 / 3)
set_parameter!(alms.sub_problem, Val(:Objective), Val(:Cost), Val(:ρ), alms.ρ)
set_parameter!(alms.sub_problem, Val(:Objective), Val(:Cost), Val(:μ), alms.μ)
set_parameter!(alms.sub_problem, Val(:Objective), Val(:Cost), Val(:λ), alms.λ)
set_parameter!(alms.sub_problem, Val(:Objective), Val(:Gradient), Val(:ρ), alms.ρ)
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