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Fix ReverseConstraintDual for variable bounds in NonLinearProgram #332

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Merged
blegat merged 6 commits into from
Jan 19, 2026
Merged

Fix ReverseConstraintDual for variable bounds in NonLinearProgram #332

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83666cb
fix NLP bounds
klamike Jan 7, 2026
603f76a
add test
klamike Jan 8, 2026
2935dc8
Remove redundant test
klamike Jan 8, 2026
73186f4
Fix format
blegat Jan 9, 2026
199bfac
get full coverage
klamike Jan 18, 2026
2f93d63
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klamike Jan 18, 2026
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4 changes: 2 additions & 2 deletions src/NonLinearProgram/NonLinearProgram.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -574,13 +574,13 @@ function DiffOpt.reverse_differentiate!(model::Model; tol = 1e-6)
end
end
for (i, var_idx) in enumerate(cache.primal_vars[cache.has_low])
idx = form.constraint_lower_bounds[var_idx.value].value
idx = form.constraint_lower_bounds[var_idx.value]
if haskey(model.input_cache.dy, idx)
Δdual[num_constraints+i] = model.input_cache.dy[idx]
end
end
for (i, var_idx) in enumerate(cache.primal_vars[cache.has_up])
idx = form.constraint_upper_bounds[var_idx.value].value
idx = form.constraint_upper_bounds[var_idx.value]
if haskey(model.input_cache.dy, idx)
Δdual[num_constraints+num_low+i] = model.input_cache.dy[idx]
end
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15 changes: 15 additions & 0 deletions test/nlp_program.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -977,6 +977,21 @@ function test_changing_factorization()
)
end

function test_reverse_bounds()
model = DiffOpt.nonlinear_diff_model(Ipopt.Optimizer)
set_silent(model)
@variable(model, x[1:3] >= 0) # x[3] ≥ 0 is active
@variable(model, p in MOI.Parameter(4.5))
@constraint(model, 6x[1] + 3x[2] + 2x[3] == p)
@constraint(model, x[1] + x[2] - x[3] == 1)
@objective(model, Min, sum(x.^2))
optimize!(model)
MOI.set(model, DiffOpt.ReverseConstraintDual(), LowerBoundRef(x[3]), 1.0)
DiffOpt.reverse_differentiate!(model)
dp = MOI.get(model, DiffOpt.ReverseConstraintSet(), ParameterRef(p)).value
@test isapprox(dp, -2.88888; atol = 1e-4)
end

end # module

TestNLPProgram.runtests()
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