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Add local bound to reduce nodes in BnB #231

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Merged
darnstrom merged 2 commits into from
Oct 20, 2026
Merged

Add local bound to reduce nodes in BnB #231

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bafbd65
Add local bound for nodes
darnstrom Oct 20, 2026
3255bda
far -> dist_far to avoid conflict with Windows
darnstrom Oct 20, 2026
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1 change: 1 addition & 0 deletions include/types.h
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Original file line number Diff line number Diff line change
Expand Up @@ -85,6 +85,7 @@ typedef struct{
int depth;
int WS_start;
int WS_end;
c_float lb; // Lower bound on internal objective
}DAQPNode;

typedef struct{
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16 changes: 13 additions & 3 deletions src/bnb.c
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Expand Up @@ -187,6 +187,7 @@ int daqp_bnb(DAQPWorkspace* work){
work->bnb->tree[0].WS_start=0;
work->bnb->tree[0].WS_end=0;
work->bnb->tree[0].bin_id=0;
work->bnb->tree[0].lb=-DAQP_INF; // Always process the root
work->bnb->n_nodes=1;
work->bnb->n_clean=work->bnb->neq;
work->bnb->nWS=0;
Expand All @@ -196,6 +197,7 @@ int daqp_bnb(DAQPWorkspace* work){
while( work->bnb->n_nodes > 0 ){

node = work->bnb->tree+(--work->bnb->n_nodes);
if(node->lb > 2*work->settings->fval_bound) continue;
exitflag = daqp_process_node(node,work); // Solve relaxation
if(node->depth < 0 && exitflag > 0 && work->bnb->root_WS != NULL)
work->bnb->n_root_WS = daqp_bnb_store_ws(work->bnb->root_WS,work);
Expand Down Expand Up @@ -255,8 +257,9 @@ int daqp_process_node(DAQPNode* node, DAQPWorkspace* work){
// Setup relaxation
if(work->bnb->n_nodes==0 || (node-1)->depth!=node->depth){
// Sibling has been processed => need to fix workspace state
work->bnb->n_clean += (node->depth-(node+1)->depth);
if(work->bnb->n_clean < work->bnb->neq) work->bnb->n_clean = work->bnb->neq;
// Retain only fixed constraints of common ancestors (robust to pruned nodes)
if(work->bnb->n_clean > work->bnb->neq+node->depth)
work->bnb->n_clean = work->bnb->neq+node->depth;
daqp_node_cleanup_workspace(work->bnb->n_clean,work);
if(daqp_warmstart_node(node,work) < 0) return DAQP_EXIT_INFEASIBLE;
}
Expand Down Expand Up @@ -288,7 +291,8 @@ int daqp_process_node(DAQPNode* node, DAQPWorkspace* work){
int daqp_get_branch_id(DAQPWorkspace* work){
int i;
int id = DAQP_EMPTY_IND;
c_float diff, dist, tol;
c_float diff, dist, tol, dist_far;
DAQPNode* node = work->bnb->tree+work->bnb->n_nodes; // Node being processed

for(i=0; i < work->bnb->nb; i++){
id = work->bnb->bin_ids[i];
Expand All @@ -306,6 +310,12 @@ int daqp_get_branch_id(DAQPWorkspace* work){
if(work->scaling != NULL) tol *= work->scaling[id];
if(dist <= tol) continue;

// Bounds for the children (spawned in node/node+1) from KKT at u*:
// ||u||^2 >= ||u*||^2 + (m_i'(u-u*))^2 since ||m_i|| = 1 (unless soft)
dist_far = DAQP_IS_SOFT(id) ? 0 : work->dupper[id]-work->dlower[id]-dist-tol;
dist = DAQP_IS_SOFT(id) ? 0 : dist-tol;
(node+1)->lb = work->fval + dist*dist; // Nearest endpoint
node->lb = work->fval + dist_far*dist_far;
// Explore the endpoint nearest to the relaxation first.
return diff < 0 ? id : DAQP_ADD_LOWER_FLAG(id);
}
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