Use inexact algorithm by default.

Author: SebKrantz

src/main/init_parameters.jl

@@ -20,7 +20,7 @@ Returns a `param` dict with the model parameters. These are independent of the g
 - `m::Vector{Float64}=ones(N)`: Vector of weights Nx1 in the cross congestion cost function
 - `annealing::Bool=true`: Switch for the use of annealing at the end of iterations (only if gamma > beta)
 - `verbose::Bool=true`: Switch to turn on/off text output (from Ipopt or other optimizers)
-- `duality::Bool=true`: Switch to turn on/off duality whenever available (fixed labor and beta <= 1)
+- `duality::Bool=true`: Switch to turn on/off duality whenever available (fixed labor and beta <= 1). Note that if `cross_good_congestion == true`, setting `duality = 2` uses an exact algorithm to compute the hessian, which has however not shown good numerical properties in some cases. 
 - `warm_start::Bool=true`: Use the previous solution as a warm start for the next iteration
 - `kappa_min::Float64=1e-5`: Minimum value for road capacities K
 - `min_iter::Int64=20`: Minimum number of iterations

src/models/solve_allocation_by_duality_cgc.jl

@@ -129,7 +129,7 @@ function hessian_duality_cgc(
         graph = auxdata.graph
         nodes = graph.nodes
         kappa = auxdata.kappa
-        inexact_algo = param.duality == 2
+        inexact_algo = param.duality == true # param.duality == 2 for exact algorithm
         beta = param.beta
         m1dbeta = -1 / beta
         sigma = param.sigma