Dual Ascent Multiplier Step

Problem

For a constraint g(x) <= 0, dual ascent updates the multiplier as max(0, lambda + lr * g(x)).

Given the multiplier, the constraint value, and lr, return the updated multiplier.

Hint

Project the dual update onto the nonnegative orthant.

case 1

in: [0,1,0.5]

expected: 0.5

case 2

in: [2,-1,1]

expected: 1

case 3

in: [1,0,3]

expected: 1

Starter codePython

def dual_ascent_multiplier_step(multiplier, violation, lr):
    # Your code here
    pass

3 test cases · run your code against them in the editor