Merge pull request #91 from chrhansk/hotfix-linear-solver-errors

Catch errors produced by singular factors

docs/conf.py

@@ -14,7 +14,7 @@
 project = "pygradflow"
 copyright = "2023, Christoph Hansknecht"
 author = "Christoph Hansknecht"
-release = "0.4.21"
+release = "0.4.22"
 
 # -- General configuration ---------------------------------------------------
 # https://www.sphinx-doc.org/en/master/usage/configuration.html#general-configuration

pygradflow/step/extended_step_solver.py

@@ -84,9 +84,6 @@ def solve_scaled(self, b0, b1, b2t):
         if self._deriv is None:
             self._compute_deriv()
 
-        if self.solver is None:
-            self.solver = self.linear_solver(self.deriv)
-
         n = self.n
         m = self.m
 
@@ -95,6 +92,8 @@ def solve_scaled(self, b0, b1, b2t):
         assert rhs.shape == (n + m,)
 
         try:
+            if self.solver is None:
+                self.solver = self.linear_solver(self.deriv)
             sol = self.solver.solve(rhs)
         except LinearSolverError as e:
             raise StepSolverError from e

pygradflow/step/standard_step_solver.py

@@ -60,12 +60,12 @@ def solve(self, iterate: Iterate) -> StepResult:
         if self.deriv is None:
             self._compute_deriv()
 
-        if self.solver is None:
-            self.solver = self.linear_solver(self.deriv)
-
         rhs = self.func.value_at(iterate, self.rho, self.active_set)
 
         try:
+            if self.solver is None:
+                self.solver = self.linear_solver(self.deriv)
+
             sol = self.solver.solve(rhs)
         except LinearSolverError as e:
             raise StepSolverError from e

pygradflow/step/symmetric_step_solver.py

@@ -128,10 +128,9 @@ def solve_scaled(self, b0, b1, b2t):
     def solve_deriv(
         self, active_set: np.ndarray, deriv: sp.sparse.spmatrix, rhs: np.ndarray
     ) -> np.ndarray:
-        if self.solver is None:
-            self.solver = self.linear_solver(self.deriv)
-
         try:
+            if self.solver is None:
+                self.solver = self.linear_solver(self.deriv)
             sol = self.solver.solve(rhs)
         except LinearSolverError as e:
             raise StepSolverError from e

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pygradflow"
-version = "0.4.21"
+version = "0.4.22"
 description = "PyGradFlow is a simple implementation of the sequential homotopy method to be used to solve general nonlinear programs."
 authors = ["Christoph Hansknecht <[email protected]>"]
 readme = "README.md"