Fix/obj gap (#7)

* fix: objective_gap calculation

* fix: constraint_bound_norm=0 bug when bound_objective_rescaling=false

Author: ZedongPeng

cupdlpx/solver.cu

@@ -563,7 +563,7 @@ static void initialize_step_size_and_primal_weight(pdhg_solver_state_t *state, c
     }
     else
     {
-        state->primal_weight = state->objective_vector_norm / state->constraint_bound_norm;
+        state->primal_weight = (state->objective_vector_norm + 1.0) / (state->constraint_bound_norm + 1.0);
     }
     state->best_primal_weight = state->primal_weight;
 }

cupdlpx/utils.cu

@@ -561,8 +561,8 @@ void compute_residual(pdhg_solver_state_t *state)
 
     state->relative_primal_residual = state->absolute_primal_residual / (1.0 + state->constraint_bound_norm);
     state->relative_dual_residual = state->absolute_dual_residual / (1.0 + state->objective_vector_norm);
-    state->relative_objective_gap = fabs(state->primal_objective_value - state->dual_objective_value) /
-                                    (1.0 + fabs(state->primal_objective_value) + fabs(state->dual_objective_value));
+    state->objective_gap = fabs(state->primal_objective_value - state->dual_objective_value);
+    state->relative_objective_gap = state->objective_gap / (1.0 + fabs(state->primal_objective_value) + fabs(state->dual_objective_value));
 }
 
 void compute_infeasibility_information(pdhg_solver_state_t *state)