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Using triangular matrix representations is both a blessing and a curse, everyone.
adowling2
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Sep 17, 2025
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Looks great! For context, we are also working on a paper that writes out all of the math for the gradient and Hessian calculations, including the bug fixes in this PR.
blnicho
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Sep 17, 2025
Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## main #3727 +/- ##
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Coverage 89.31% 89.31%
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Files 896 896
Lines 103675 103682 +7
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+ Hits 92594 92605 +11
+ Misses 11081 11077 -4
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mrmundt
approved these changes
Sep 19, 2025
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Fixes # .
GreyBox derivatives now match expected values between cyIPOPT and IPOPT.
Summary/Motivation:
GreyBox would converge to points very slightly away from a fixed point. The issue stemmed from using a triangular version of the FIM. In this manner, the excluded elements from triangularization would not have impact on the GreyBox output, causing the gradient (and hessian) to be incorrect for off-diagonal elements of the FIM.
Changes proposed in this PR:
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