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Fix ReverseConstraintDual for variable bounds in NonLinearProgram #332

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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
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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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