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Scaling methods #294

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sshin23 opened this issue Feb 2, 2024 · 0 comments
Open

Scaling methods #294

sshin23 opened this issue Feb 2, 2024 · 0 comments

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@sshin23
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sshin23 commented Feb 2, 2024

There are a few options for implementing scaling
cc: @amontoison @frapac

  • Scaling the factorized block at the linear solver level
  • Scaling the full KKT system at the MadNLPSolver level

Since mature CPU solvers have built in scaling method, the default behavior should be a dummy scaler, doing nothing. For less reliable linear solvers, scaling methods can be applied.
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