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The issue here is the scaling of the penalty function, which scales with the number of nodes N and makes the merit function much steeper for problems with more discretization nodes.
My idea:
keep (μ_k) the same and controlled by BCL (or filter in the future see Filter line-search #31)
scale the penalty terms according to number of nodes or timestep
adjust the direction computation accordingly
The text was updated successfully, but these errors were encountered:
At the moment, the merit function looks like (for the primal, proximal augmented Lagrangian with no constraints other than system dynamics)
The issue here is the scaling of the penalty function, which scales with the number of nodes N and makes the merit function much steeper for problems with more discretization nodes.
My idea:
The text was updated successfully, but these errors were encountered: