Example #1
0
/*
 * Main solver routine.
 */
idxint ECOS_solve(pwork* w)
{
	idxint i, initcode, KKT_FACTOR_RETURN_CODE;
	pfloat dtau_denom, dtauaff, dkapaff, sigma, dtau, dkap, bkap, pres_prev;
	idxint exitcode = ECOS_FATAL;
#if PROFILING > 0
	timer tsolve;
#endif
#if PROFILING > 1
    timer tfactor, tkktsolve;
#endif
    
#if PROFILING > 0
    /* start timer */
    tic(&tsolve);
#endif
	
	/* Initialize solver */
    initcode = init(w);
	if( initcode == ECOS_FATAL ){
#if PRINTLEVEL > 0
        if( w->stgs->verbose ) PRINTTEXT("\nFatal error during initialization, aborting.");
#endif
        return ECOS_FATAL;
    }
    
    
    
	/* MAIN INTERIOR POINT LOOP ---------------------------------------------------------------------- */
	for( w->info->iter = 0; w->info->iter <= w->stgs->maxit; w->info->iter++ ){
        
		/* Compute residuals */
		computeResiduals(w);
        
		/* Update statistics */
		updateStatistics(w);

#if PRINTLEVEL > 1
		/* Print info */
		if( w->stgs->verbose ) printProgress(w->info);
#endif		
        
        
        /* SAFEGUARD: Backtrack to old iterate if the update was bad such that the primal residual PRES has
         *            increased by a factor of SAFEGUARD.
         * If the safeguard is activated, the solver quits with the flag ECOS_NUMERICS.
         */
        if( w->info->iter > 0 && w->info->pres > SAFEGUARD*pres_prev ){
#if PRINTLEVEL > 1
            if( w->stgs->verbose ) PRINTTEXT("\nNUMERICAL PROBLEMS, recovering iterate %d and stopping.\n", (int)w->info->iter-1);
#endif
            /* Backtrack */
            for( i=0; i < w->n; i++ ){ w->x[i] -= w->info->step * w->KKT->dx2[i]; }
            for( i=0; i < w->p; i++ ){ w->y[i] -= w->info->step * w->KKT->dy2[i]; }
            for( i=0; i < w->m; i++ ){ w->z[i] -= w->info->step * w->KKT->dz2[i]; }
            for( i=0; i < w->m; i++ ){ w->s[i] -= w->info->step * w->dsaff[i]; }
            w->kap -= w->info->step * dkap;
            w->tau -= w->info->step * dtau;
            exitcode = ECOS_NUMERICS;
            computeResiduals(w);
            updateStatistics(w);
            break;
        }
        pres_prev = w->info->pres;
        

		/* Check termination criteria and exit if necessary */
		/* Optimal? */
		if( ( ( -w->cx > 0 ) || ( -w->by - w->hz > 0) ) &&
            w->info->pres < w->stgs->feastol && w->info->dres < w->stgs->feastol &&
			( w->info->gap < w->stgs->abstol || w->info->relgap < w->stgs->reltol ) ){
#if PRINTLEVEL > 0
			if( w->stgs->verbose ) PRINTTEXT("\nOPTIMAL (within feastol=%3.1e, reltol=%3.1e, abstol=%3.1e).", w->stgs->feastol, w->stgs->reltol, w->stgs->abstol);
#endif
	        exitcode = ECOS_OPTIMAL;
			break;
		}            
		/* Primal infeasible? */
		else if( ((w->info->pinfres != NAN) && (w->info->pinfres < w->stgs->feastol)) ||
                 ((w->tau < w->stgs->feastol) && (w->kap < w->stgs->feastol && w->info->pinfres < w->stgs->feastol)) ){
#if PRINTLEVEL > 0
			if( w->stgs->verbose ) PRINTTEXT("\nPRIMAL INFEASIBLE (within feastol=%3.1e, reltol=%3.1e, abstol=%3.1e).", w->stgs->feastol, w->stgs->reltol, w->stgs->abstol);
#endif
			w->info->pinf = 1;
			w->info->dinf = 0;
			exitcode = ECOS_PINF;
			break;
		}        
		/* Dual infeasible? */
		else if( (w->info->dinfres != NAN) && (w->info->dinfres < w->stgs->feastol) ){
#if PRINTLEVEL > 0
			if( w->stgs->verbose ) PRINTTEXT("\nUNBOUNDED (within feastol=%3.1e, reltol=%3.1e, abstol=%3.1e).", w->stgs->feastol, w->stgs->reltol, w->stgs->abstol);
#endif
			w->info->pinf = 0;  
			w->info->dinf = 1;        
			exitcode = ECOS_DINF;
			break;
		}   
		/* Did the line search c**k up? (zero step length) */
		else if( w->info->iter > 0 && w->info->step == STEPMIN*GAMMA ){
#if PRINTLEVEL > 0
			if( w->stgs->verbose ) PRINTTEXT("\nNo further progress possible (- numerics?), exiting.");
#endif
			exitcode = ECOS_NUMERICS;
			break;
		}
		/* MAXIT reached? */
		else if( w->info->iter == w->stgs->maxit ){
#if PRINTLEVEL > 0
			if( w->stgs->verbose ) PRINTTEXT("\nMaximum number of iterations reached, exiting.");
#endif
			exitcode = ECOS_MAXIT;
			break;
		}


		/* Compute scalings */
		if( updateScalings(w->C, w->s, w->z, w->lambda) == OUTSIDE_CONE ){
#if PRINTLEVEL > 0
            if( w->stgs->verbose ) PRINTTEXT("\nSlacks or multipliers leaving the positive orthant (- numerics ?), exiting.\n");
#endif
            return ECOS_OUTCONE;
        }
        
		/* Update KKT matrix with scalings */
		kkt_update(w->KKT->PKPt, w->KKT->PK, w->C);
        
#if DEBUG > 0
        dumpSparseMatrix(w->KKT->PKPt,"PKPt_updated.txt");
#endif
        /* factor KKT matrix */
#if PROFILING > 1
		tic(&tfactor);
        KKT_FACTOR_RETURN_CODE = kkt_factor(w->KKT, w->stgs->eps, w->stgs->delta, &w->info->tfactor_t1, &w->info->tfactor_t2);
        w->info->tfactor += toc(&tfactor);
#else
        KKT_FACTOR_RETURN_CODE = kkt_factor(w->KKT, w->stgs->eps, w->stgs->delta);
#endif

		/* Solve for RHS1, which is used later also in combined direction */
#if PROFILING > 1
		tic(&tkktsolve);
#endif
		w->info->nitref1 = kkt_solve(w->KKT, w->A, w->G, w->KKT->RHS1, w->KKT->dx1, w->KKT->dy1, w->KKT->dz1, w->n, w->p, w->m, w->C, 0, w->stgs->nitref);
#if PROFILING > 1
		w->info->tkktsolve += toc(&tkktsolve);
#endif
  
		/* AFFINE SEARCH DIRECTION (predictor, need dsaff and dzaff only) */
		RHS_affine(w);
#if PROFILING > 1
		tic(&tkktsolve);
#endif
		w->info->nitref2 = kkt_solve(w->KKT, w->A, w->G, w->KKT->RHS2, w->KKT->dx2, w->KKT->dy2, w->KKT->dz2, w->n, w->p, w->m, w->C, 0, w->stgs->nitref);
#if PROFILING > 1
		w->info->tkktsolve += toc(&tkktsolve);
#endif
        
		/* dtau_denom = kap/tau - (c'*x1 + by1 + h'*z1); */
		dtau_denom = w->kap/w->tau - ddot(w->n, w->c, w->KKT->dx1) - ddot(w->p, w->b, w->KKT->dy1) - ddot(w->m, w->h, w->KKT->dz1);
		
        /* dtauaff = (dt + c'*x2 + by2 + h'*z2) / dtau_denom; */
		dtauaff = (w->rt - w->kap + ddot(w->n, w->c, w->KKT->dx2) + ddot(w->p, w->b, w->KKT->dy2) + ddot(w->m, w->h, w->KKT->dz2)) / dtau_denom;
        
		/* dzaff = dz2 + dtau_aff*dz1 */
		for( i=0; i<w->m; i++ ){ w->W_times_dzaff[i] = w->KKT->dz2[i] + dtauaff*w->KKT->dz1[i]; } 
		scale(w->W_times_dzaff, w->C, w->W_times_dzaff);

		/* W\dsaff = -W*dzaff -lambda; */		
		for( i=0; i<w->m; i++ ){ w->dsaff_by_W[i] = -w->W_times_dzaff[i] - w->lambda[i]; }
		
		/* dkapaff = -(bkap + kap*dtauaff)/tau; bkap = kap*tau*/
		dkapaff = -w->kap - w->kap/w->tau*dtauaff;
        
        /* Line search on W\dsaff and W*dzaff */
		w->info->step_aff = lineSearch(w->lambda, w->dsaff_by_W, w->W_times_dzaff, w->tau, dtauaff, w->kap, dkapaff, w->C, w->KKT);
        
		/* Centering parameter */
        sigma = 1.0 - w->info->step_aff;
        sigma = sigma*sigma*sigma;
        if( sigma > SIGMAMAX ) sigma = SIGMAMAX;
        if( sigma < SIGMAMIN ) sigma = SIGMAMIN;
        w->info->sigma = sigma;
        
		
		/* COMBINED SEARCH DIRECTION */
		RHS_combined(w);
#if PROFILING > 1
		tic(&tkktsolve);
#endif
		w->info->nitref3 = kkt_solve(w->KKT, w->A, w->G, w->KKT->RHS2, w->KKT->dx2, w->KKT->dy2, w->KKT->dz2, w->n, w->p, w->m, w->C, 0, w->stgs->nitref);
#if PROFILING > 1
		w->info->tkktsolve += toc(&tkktsolve);
#endif
        
  		/* bkap = kap*tau + dkapaff*dtauaff - sigma*info.mu; */
		bkap = w->kap*w->tau + dkapaff*dtauaff - sigma*w->info->mu;

		/* dtau = ((1-sigma)*rt - bkap/tau + c'*x2 + by2 + h'*z2) / dtau_denom; */		
		dtau = ((1-sigma)*w->rt - bkap/w->tau + ddot(w->n, w->c, w->KKT->dx2) + ddot(w->p, w->b, w->KKT->dy2) + ddot(w->m, w->h, w->KKT->dz2)) / dtau_denom;
      	
		/* dx = x2 + dtau*x1;     dy = y2 + dtau*y1;       dz = z2 + dtau*z1; */
		for( i=0; i < w->n; i++ ){ w->KKT->dx2[i] += dtau*w->KKT->dx1[i]; }
		for( i=0; i < w->p; i++ ){ w->KKT->dy2[i] += dtau*w->KKT->dy1[i]; }
		for( i=0; i < w->m; i++ ){ w->KKT->dz2[i] += dtau*w->KKT->dz1[i]; }

		/*  ds_by_W = -(lambda \ bs + conelp_timesW(scaling,dz,dims)); */
		/* note that ath this point w->dsaff_by_W holds already (lambda \ ds) */
		scale(w->KKT->dz2, w->C, w->W_times_dzaff);
		for( i=0; i < w->m; i++ ){ w->dsaff_by_W[i] = -(w->dsaff_by_W[i] + w->W_times_dzaff[i]); }

		/* dkap = -(bkap + kap*dtau)/tau; */
		dkap = -(bkap + w->kap*dtau)/w->tau;

		/* Line search on combined direction */
		w->info->step = lineSearch(w->lambda, w->dsaff_by_W, w->W_times_dzaff, w->tau, dtau, w->kap, dkap, w->C, w->KKT) * w->stgs->gamma;
		
		/* ds = W*ds_by_W */
		scale(w->dsaff_by_W, w->C, w->dsaff);

		/* Update variables */
		for( i=0; i < w->n; i++ ){ w->x[i] += w->info->step * w->KKT->dx2[i]; }
		for( i=0; i < w->p; i++ ){ w->y[i] += w->info->step * w->KKT->dy2[i]; }
		for( i=0; i < w->m; i++ ){ w->z[i] += w->info->step * w->KKT->dz2[i]; }
		for( i=0; i < w->m; i++ ){ w->s[i] += w->info->step * w->dsaff[i]; }
		w->kap += w->info->step * dkap;
		w->tau += w->info->step * dtau;
	}

	/* scale variables back */    
	backscale(w);

	/* stop timer */
#if PROFILING > 0
	w->info->tsolve = toc(&tsolve);
#endif

#if PRINTLEVEL > 0
#if PROFILING > 0
	if( w->stgs->verbose ) PRINTTEXT("\nRuntime: %f seconds.", w->info->tsetup + w->info->tsolve);
#endif
	if( w->stgs->verbose ) PRINTTEXT("\n\n");
#endif

	return exitcode;
}
Example #2
0
File: ecos.c Project: mercelik/ecos
/*
 * Main solver routine.
 */
idxint ECOS_solve(pwork* w)
{
	idxint i, initcode, KKT_FACTOR_RETURN_CODE;
	pfloat dtau_denom, dtauaff, dkapaff, sigma, dtau, dkap, bkap, pres_prev;
	idxint exitcode = ECOS_FATAL, interrupted;
    
#if DEBUG
    char fn[20];
#endif
    
#if (defined _WIN32 || defined _WIN64 )
	/* sets width of exponent for floating point numbers to 2 instead of 3 */
	unsigned int old_output_format = _set_output_format(_TWO_DIGIT_EXPONENT);
#endif

#if PROFILING > 0
	timer tsolve;
#endif
#if PROFILING > 1
    timer tfactor, tkktsolve;
#endif
    
#if PROFILING > 0
    /* start timer */
    tic(&tsolve);
#endif
	
    /* initialize ctrl-c support */
    init_ctrlc();

	/* Initialize solver */
    initcode = init(w);
	if( initcode == ECOS_FATAL ){
#if PRINTLEVEL > 0
        if( w->stgs->verbose ) PRINTTEXT("\nFatal error during initialization, aborting.");
#endif
        return ECOS_FATAL;
    }
    
    
    
	/* MAIN INTERIOR POINT LOOP ---------------------------------------------------------------------- */
	for( w->info->iter = 0; w->info->iter <= w->stgs->maxit ; w->info->iter++ ){
        
		/* Compute residuals */
		computeResiduals(w);
        
		/* Update statistics */
		updateStatistics(w);

#if PRINTLEVEL > 1
		/* Print info */
		if( w->stgs->verbose ) printProgress(w->info);
#endif
        
        /* SAFEGUARD: Backtrack to best previously seen iterate if
         *
         * - the update was bad such that the primal residual PRES has increased by a factor of SAFEGUARD, or
         * - the gap became negative
         *
         * If the safeguard is activated, the solver tests if reduced precision has been reached, and reports
         * accordingly. If not even reduced precision is reached, ECOS returns the flag ECOS_NUMERICS.
         */
        if( w->info->iter > 0 && (w->info->pres > SAFEGUARD*pres_prev || w->info->gap < 0) ){
#if PRINTLEVEL > 1
            if( w->stgs->verbose ) deleteLastProgressLine( w->info );
            if( w->stgs->verbose ) PRINTTEXT("Unreliable search direction detected, recovering best iterate (%d) and stopping.\n", (int)w->best_info->iter);
#endif
            restoreBestIterate( w );
            
            /* Determine whether we have reached at least reduced accuracy */
            exitcode = checkExitConditions( w, ECOS_INACC_OFFSET );
            
            /* if not, exit anyways */
            if( exitcode == ECOS_NOT_CONVERGED_YET ){
                exitcode = ECOS_NUMERICS;
#if PRINTLEVEL > 0
                if( w->stgs->verbose ) PRINTTEXT("\nNUMERICAL PROBLEMS (reached feastol=%3.1e, reltol=%3.1e, abstol=%3.1e).", MAX(w->info->dres, w->info->pres), w->info->relgap, w->info->gap);
#endif
                break;
            } else {
                break;
            }
        }
        pres_prev = w->info->pres;
        

		/* Check termination criteria to full precision and exit if necessary */
		exitcode = checkExitConditions( w, 0 );
        interrupted = check_ctrlc();
        if( exitcode == ECOS_NOT_CONVERGED_YET ){
            
            /*
             * Full precision has not been reached yet. Check for two more cases of exit:
             *  (i) min step size, in which case we assume we won't make progress any more, and
             * (ii) maximum number of iterations reached
             * If these two are not fulfilled, another iteration will be made.
             */
            
            /* Did the line search c**k up? (zero step length) */
            if( w->info->iter > 0 && w->info->step == STEPMIN*GAMMA ){
#if PRINTLEVEL > 0
                if( w->stgs->verbose ) deleteLastProgressLine( w->info );
                if( w->stgs->verbose ) PRINTTEXT("No further progress possible, recovering best iterate (%d) and stopping.", (int)w->best_info->iter );
#endif
                restoreBestIterate( w );
                
                /* Determine whether we have reached reduced precision */
                exitcode = checkExitConditions( w, ECOS_INACC_OFFSET );
                if( exitcode == ECOS_NOT_CONVERGED_YET ){
                    exitcode = ECOS_NUMERICS;
#if PRINTLEVEL > 0
                    if( w->stgs->verbose ) PRINTTEXT("\nNUMERICAL PROBLEMS (reached feastol=%3.1e, reltol=%3.1e, abstol=%3.1e).", MAX(w->info->dres, w->info->pres), w->info->relgap, w->info->gap);
#endif
                }
                break;
            }
            /* MAXIT reached? */
            else if( interrupted || w->info->iter == w->stgs->maxit ){

#if PRINTLEVEL > 0                
                const char *what = interrupted ? "SIGINT intercepted" : "Maximum number of iterations reached";
#endif                
                /* Determine whether current iterate is better than what we had so far */
                if( compareStatistics( w->info, w->best_info) ){
#if PRINTLEVEL > 0
                    if( w->stgs->verbose ) 
                        PRINTTEXT("%s, stopping.\n",what);
#endif
                } else
                {
#if PRINTLEVEL > 0
                    if( w->stgs->verbose ) 
                        PRINTTEXT("%s, recovering best iterate (%d) and stopping.\n", what, (int)w->best_info->iter);
#endif
                    restoreBestIterate( w );
                }
                
                /* Determine whether we have reached reduced precision */
                exitcode = checkExitConditions( w, ECOS_INACC_OFFSET );
                if( exitcode == ECOS_NOT_CONVERGED_YET ){
                    exitcode = interrupted ? ECOS_SIGINT : ECOS_MAXIT;
#if PRINTLEVEL > 0
                    if( w->stgs->verbose ) {
                        const char* what = interrupted ? "INTERRUPTED" : "RAN OUT OF ITERATIONS";
                        PRINTTEXT("\n%s (reached feastol=%3.1e, reltol=%3.1e, abstol=%3.1e).", what, MAX(w->info->dres, w->info->pres), w->info->relgap, w->info->gap);
                    }
#endif
                }
                break;

            }
        } else {
            
            /* Full precision has been reached, stop solver */
            break;
        }
        
		
        
        /* SAFEGUARD:
         * Check whether current iterate is worth keeping as the best solution so far,
         * before doing another iteration
         */
        if (w->info->iter == 0) {
            /* we're at the first iterate, so there's nothing to compare yet */
            saveIterateAsBest( w );
        } else if( compareStatistics( w->info, w->best_info) ){
            /* PRINTTEXT("Better solution found, saving as best so far \n"); */
            saveIterateAsBest( w );
        }
        

		/* Compute scalings */
		if( updateScalings(w->C, w->s, w->z, w->lambda) == OUTSIDE_CONE ){
            
            /* SAFEGUARD: we have to recover here */
#if PRINTLEVEL > 0
            if( w->stgs->verbose ) deleteLastProgressLine( w->info );
            if( w->stgs->verbose ) PRINTTEXT("Slacks/multipliers leaving the cone, recovering best iterate (%d) and stopping.\n", (int)w->best_info->iter);
#endif
            restoreBestIterate( w );
            
            /* Determine whether we have reached at least reduced accuracy */
            exitcode = checkExitConditions( w, ECOS_INACC_OFFSET );
            if( exitcode == ECOS_NOT_CONVERGED_YET ){
#if PRINTLEVEL > 0
                if( w->stgs->verbose ) PRINTTEXT("\nNUMERICAL PROBLEMS (reached feastol=%3.1e, reltol=%3.1e, abstol=%3.1e).", MAX(w->info->dres, w->info->pres), w->info->relgap, w->info->gap);
#endif
                return ECOS_OUTCONE;

            } else {
                break;
            }
        }
        
		/* Update KKT matrix with scalings */
		kkt_update(w->KKT->PKPt, w->KKT->PK, w->C);
        
#if DEBUG > 0
        /* DEBUG: Store matrix to be factored */
        sprintf(fn, "PKPt_updated_%02i.txt", (int)w->info->iter);
        dumpSparseMatrix(w->KKT->PKPt, fn);
#endif
        /* factor KKT matrix */
#if PROFILING > 1
		tic(&tfactor);
        KKT_FACTOR_RETURN_CODE = kkt_factor(w->KKT, w->stgs->eps, w->stgs->delta, &w->info->tfactor_t1, &w->info->tfactor_t2);
        w->info->tfactor += toc(&tfactor);
#else
        KKT_FACTOR_RETURN_CODE = kkt_factor(w->KKT, w->stgs->eps, w->stgs->delta);
#endif
        
#if DEBUG > 0
        /* DEBUG: store factor */
        sprintf(fn, "PKPt_factor_%02i.txt", (int)w->info->iter);
        dumpSparseMatrix(w->KKT->L, fn);
#endif

		/* Solve for RHS1, which is used later also in combined direction */
#if PROFILING > 1
		tic(&tkktsolve);
#endif
		w->info->nitref1 = kkt_solve(w->KKT, w->A, w->G, w->KKT->RHS1, w->KKT->dx1, w->KKT->dy1, w->KKT->dz1, w->n, w->p, w->m, w->C, 0, w->stgs->nitref);
#if PROFILING > 1
		w->info->tkktsolve += toc(&tkktsolve);
#endif
        
#if DEBUG > 0 && PRINTLEVEL > 2
        /* Print result of linear system solve */
        printDenseMatrix(w->KKT->dx1, 1, 5, "dx1(1:5)");
        printDenseMatrix(w->KKT->dy1, 1, 5, "dy1(1:5)");
        printDenseMatrix(w->KKT->dz1, 1, 5, "dz1(1:5)");
#endif
  
		/* AFFINE SEARCH DIRECTION (predictor, need dsaff and dzaff only) */
		RHS_affine(w);
#if PROFILING > 1
		tic(&tkktsolve);
#endif
		w->info->nitref2 = kkt_solve(w->KKT, w->A, w->G, w->KKT->RHS2, w->KKT->dx2, w->KKT->dy2, w->KKT->dz2, w->n, w->p, w->m, w->C, 0, w->stgs->nitref);
#if PROFILING > 1
		w->info->tkktsolve += toc(&tkktsolve);
#endif
        
		/* dtau_denom = kap/tau - (c'*x1 + by1 + h'*z1); */
		dtau_denom = w->kap/w->tau - eddot(w->n, w->c, w->KKT->dx1) - eddot(w->p, w->b, w->KKT->dy1) - eddot(w->m, w->h, w->KKT->dz1);
		
        /* dtauaff = (dt + c'*x2 + by2 + h'*z2) / dtau_denom; */
		dtauaff = (w->rt - w->kap + eddot(w->n, w->c, w->KKT->dx2) + eddot(w->p, w->b, w->KKT->dy2) + eddot(w->m, w->h, w->KKT->dz2)) / dtau_denom;
        
		/* dzaff = dz2 + dtau_aff*dz1 */
		for( i=0; i<w->m; i++ ){ w->W_times_dzaff[i] = w->KKT->dz2[i] + dtauaff*w->KKT->dz1[i]; } 
		scale(w->W_times_dzaff, w->C, w->W_times_dzaff);

		/* W\dsaff = -W*dzaff -lambda; */		
		for( i=0; i<w->m; i++ ){ w->dsaff_by_W[i] = -w->W_times_dzaff[i] - w->lambda[i]; }
		
		/* dkapaff = -(bkap + kap*dtauaff)/tau; bkap = kap*tau*/
		dkapaff = -w->kap - w->kap/w->tau*dtauaff;
        
        /* Line search on W\dsaff and W*dzaff */
		w->info->step_aff = lineSearch(w->lambda, w->dsaff_by_W, w->W_times_dzaff, w->tau, dtauaff, w->kap, dkapaff, w->C, w->KKT);
        
		/* Centering parameter */
        sigma = 1.0 - w->info->step_aff;
        sigma = sigma*sigma*sigma;
        if( sigma > SIGMAMAX ) sigma = SIGMAMAX;
        if( sigma < SIGMAMIN ) sigma = SIGMAMIN;
        w->info->sigma = sigma;
        
		
		/* COMBINED SEARCH DIRECTION */
		RHS_combined(w);
#if PROFILING > 1
		tic(&tkktsolve);
#endif
		w->info->nitref3 = kkt_solve(w->KKT, w->A, w->G, w->KKT->RHS2, w->KKT->dx2, w->KKT->dy2, w->KKT->dz2, w->n, w->p, w->m, w->C, 0, w->stgs->nitref);
#if PROFILING > 1
		w->info->tkktsolve += toc(&tkktsolve);
#endif
        
  		/* bkap = kap*tau + dkapaff*dtauaff - sigma*info.mu; */
		bkap = w->kap*w->tau + dkapaff*dtauaff - sigma*w->info->mu;

		/* dtau = ((1-sigma)*rt - bkap/tau + c'*x2 + by2 + h'*z2) / dtau_denom; */		
		dtau = ((1-sigma)*w->rt - bkap/w->tau + eddot(w->n, w->c, w->KKT->dx2) + eddot(w->p, w->b, w->KKT->dy2) + eddot(w->m, w->h, w->KKT->dz2)) / dtau_denom;
      	
		/* dx = x2 + dtau*x1;     dy = y2 + dtau*y1;       dz = z2 + dtau*z1; */
		for( i=0; i < w->n; i++ ){ w->KKT->dx2[i] += dtau*w->KKT->dx1[i]; }
		for( i=0; i < w->p; i++ ){ w->KKT->dy2[i] += dtau*w->KKT->dy1[i]; }
		for( i=0; i < w->m; i++ ){ w->KKT->dz2[i] += dtau*w->KKT->dz1[i]; }

		/*  ds_by_W = -(lambda \ bs + conelp_timesW(scaling,dz,dims)); */
		/* note that ath this point w->dsaff_by_W holds already (lambda \ ds) */
		scale(w->KKT->dz2, w->C, w->W_times_dzaff);
		for( i=0; i < w->m; i++ ){ w->dsaff_by_W[i] = -(w->dsaff_by_W[i] + w->W_times_dzaff[i]); }

		/* dkap = -(bkap + kap*dtau)/tau; */
		dkap = -(bkap + w->kap*dtau)/w->tau;

		/* Line search on combined direction */
		w->info->step = lineSearch(w->lambda, w->dsaff_by_W, w->W_times_dzaff, w->tau, dtau, w->kap, dkap, w->C, w->KKT) * w->stgs->gamma;
		
		/* ds = W*ds_by_W */
		scale(w->dsaff_by_W, w->C, w->dsaff);

		/* Update variables */
		for( i=0; i < w->n; i++ ){ w->x[i] += w->info->step * w->KKT->dx2[i]; }
		for( i=0; i < w->p; i++ ){ w->y[i] += w->info->step * w->KKT->dy2[i]; }
		for( i=0; i < w->m; i++ ){ w->z[i] += w->info->step * w->KKT->dz2[i]; }
		for( i=0; i < w->m; i++ ){ w->s[i] += w->info->step * w->dsaff[i]; }
		w->kap += w->info->step * dkap;
		w->tau += w->info->step * dtau;
	}

	/* scale variables back */    
	backscale(w);

	/* stop timer */
#if PROFILING > 0
	w->info->tsolve = toc(&tsolve);
#endif

#if PRINTLEVEL > 0
#if PROFILING > 0
	if( w->stgs->verbose ) PRINTTEXT("\nRuntime: %f seconds.", w->info->tsetup + w->info->tsolve);
#endif
	if( w->stgs->verbose ) PRINTTEXT("\n\n");
#endif

    remove_ctrlc();
	return exitcode;
}