otspot-core 0.3.1

Core implementation for otspot (LP/QP/MIP solver) — published as a dependency of the otspot facade
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
//! IP-PMM 主反復ループ (predictor-corrector + Gondzio + PMM ρ/δ 更新)。

use super::factorize::{
    auto_schur_enabled, factorize_kkt_with_retry, FactorizeCaches, FactorizeContext,
    FactorizeOutcome,
};
use super::init::build_initial_point;
use super::state::{
    alpha_stall_eps_for, PmmState, ADAPTIVE_REG_C_MAX_THRESH, ALPHA_DEADLOCK_N, ALPHA_STALL_N,
    DELTA_INIT, DIRECTION_BLOWUP_THRESHOLD, DUALITY_GAP_TOL, GONDZIO_ALPHA_TRIGGER,
    MIN_CONSECUTIVE_INFEAS, MU_ZERO_THRESHOLD, PF_FAR_FROM_TARGET_RATIO, PF_HISTORY_LEN,
    PF_STUCK_RATIO, PMM_IMPROVE_THRESHOLD, PMM_SLOW_RATE, PROX_DOMINATE_RATIO, REG_LIMIT_INIT_LP,
    REG_LIMIT_INIT_QP, REG_LIMIT_MIN, REG_LIMIT_STEP, RESIDUAL_STALL_REL_DEC,
    RESIDUAL_STALL_WINDOW, RHO_INIT, STEP_REL_CAP,
};
use crate::linalg::kkt_solver::{inexact_eta_for_eps, KktConfig};
use crate::linalg::parallelism::solver_par_from_threads;
use crate::linalg::timeout::TimeoutCtx;
use crate::options::SolverOptions;
use crate::problem::{SolveStatus, SolverResult};
use crate::qp::ipm_core::common::{
    check_infeasible_or_unbounded, numerical_error_result, solve_unconstrained, timeout_result,
};
use crate::qp::ipm_core::kkt::{
    build_extended_constraints, collapse_extended_dual, norm_inf, spmtv, spmv, spmv_q,
};
use crate::qp::ipm_core::solver_loop::{
    compute_sigma_vec, corrector_step, corrector_step_schur, gondzio_correctors,
    gondzio_correctors_schur, predictor_step, predictor_step_schur, update_variables,
};
use crate::qp::problem::QpProblem;

/// IP-PMM 内部ソルバー (Ruiz scaling 後の problem を受け取る)。
pub(crate) fn solve_ippmm_inner(
    problem: &QpProblem,
    options: &SolverOptions,
    eps_orig: f64,
) -> SolverResult {
    let n = problem.num_vars;
    let timeout_ctx = TimeoutCtx::from_options(options);
    let par = solver_par_from_threads(options.threads);

    if timeout_ctx.should_stop() {
        return timeout_result(n);
    }

    if problem.num_constraints == 0
        && problem.bounds.iter().all(|&(lb, ub)| lb.is_infinite() && ub.is_infinite())
    {
        return solve_unconstrained(problem, &timeout_ctx);
    }

    let (a_ext, b_ext, m_ext, m_orig, _n_lb, is_eq_ext) = build_extended_constraints(problem);

    if m_ext == 0 {
        return solve_unconstrained(problem, &timeout_ctx);
    }

    let eq_count = is_eq_ext.iter().filter(|&&v| v).count();
    let m_ineq = m_ext - eq_count;

    let init = build_initial_point(
        problem, options, &a_ext, &b_ext, &is_eq_ext, m_orig, m_ext, m_ineq,
        &timeout_ctx, par,
    );
    let (mut x, mut s, mut y, warm_mu) = (init.x, init.s, init.y, init.warm_mu);

    let (rho_init, delta_init) = match warm_mu {
        // warm start: μ 規模に揃えた rho/delta で出発し proximal pull を最小化。
        Some(mu) => {
            let v = mu.max(options.ipm.delta_min);
            (v, v)
        }
        None => (RHO_INIT, DELTA_INIT),
    };

    let mut pmm = PmmState {
        x_ref: x.clone(),
        y_ref: y.clone(),
        rho: rho_init,
        delta: delta_init,
        prev_nr_p: f64::INFINITY,
        prev_nr_d: f64::INFINITY,
    };

    // Gershgorin 由来の Q + δ_ic·I PSD 化量。凸 QP では 0。indefinite 判定 (返却 status 用) のみに使う。
    let inertia_correction = crate::qp::ipm_core::kkt::compute_inertia_correction(&problem.q);
    let q_is_indefinite = inertia_correction > 0.0;

    let initial_reg_limit = if problem.q.values.iter().all(|&v| v == 0.0) {
        REG_LIMIT_INIT_LP
    } else {
        REG_LIMIT_INIT_QP
    };
    // rank-deficient Q + c≈0 で rho が floor に張り付き proximal 項が df を支配する病理を回避する適応 floor。
    let c_max = problem.c.iter().fold(0.0_f64, |a, &v| a.max(v.abs()));
    let allow_adaptive_reg = c_max < ADAPTIVE_REG_C_MAX_THRESH;
    let mut reg_limit = initial_reg_limit;

    // pf-stagnation trigger (adaptive reg_limit の追加経路、c≠0 問題向け):
    // pf が最近の N 反復で実質改善せず (ratio > THRESHOLD) かつ pf が target から
    // 桁違いに離れている場合、reg_limit を下げて IPM が boundary を探索できる。
    let mut pf_history: Vec<f64> = Vec::with_capacity(PF_HISTORY_LEN);

    // 1 iter 単発の infeasible fire は noise なので、K iter 連続で確定。
    let mut consecutive_infeas_triggers: usize = 0;

    let mut ax = vec![0.0f64; m_ext];
    let mut aty = vec![0.0f64; n];
    let mut qx = vec![0.0f64; n];
    let mut r_d = vec![0.0f64; n];
    let mut r_p = vec![0.0f64; m_ext];
    let mut dx = vec![0.0f64; n];
    let mut dy = vec![0.0f64; m_ext];
    let mut ds = vec![0.0f64; m_ext];

    // 反復間で sparsity 不変な構造はキャッシュ。
    let aug_cache = crate::qp::ipm_core::kkt::build_augmented_cache(&problem.q, &a_ext);
    let mut factor_caches = FactorizeCaches::new();

    let inexact_eta = inexact_eta_for_eps(eps_orig);

    // augmented LDL が memory budget 超過なら Schur (n×n SPD) に切替。
    let use_schur = auto_schur_enabled(problem, &a_ext, m_ext, options, &timeout_ctx, par);

    // 終了条件は Some(Optimal) / Some(Timeout) のみ。MaxIterations 経路は除去。
    let mut status: Option<SolveStatus> = None;
    let mut final_iter = options.ipm.max_iter;
    let mut final_residuals: Option<(f64, f64, f64)> = None;

    // NaN guard で崩壊解を返さないための best-so-far スナップショット。
    let mut best_score = f64::INFINITY;
    let mut best_x = x.clone();
    let mut best_y = y.clone();
    let mut best_s = s.clone();
    let mut best_iter: usize = 0;
    let mut best_residuals: (f64, f64, f64) = (f64::INFINITY, f64::INFINITY, f64::INFINITY);
    let mut best_rel_gap: f64 = f64::INFINITY;

    let mut alpha_stall_count: usize = 0;

    let mut last_score_improvement_iter: usize = 0;
    let mut last_score_improvement_value: f64 = f64::INFINITY;

    let mut total_factorize_ns: u128 = 0;
    let mut total_solve_ns: u128 = 0;
    let mut total_reg_retries: u32 = 0;
    let mut any_iterative = false;

    for iter in 0..options.ipm.max_iter {
        if timeout_ctx.should_stop() {
            status = Some(SolveStatus::Timeout);
            final_iter = iter;
            break;
        }

        spmv(&a_ext, &x, &mut ax);
        spmtv(&a_ext, &y, &mut aty);
        spmv_q(&problem.q, &x, &mut qx);

        for i in 0..n {
            r_d[i] = -(qx[i] + problem.c[i] + aty[i]);
        }
        for i in 0..m_ext {
            r_p[i] = b_ext[i] - ax[i] - s[i];
        }

        // μ = sᵀy / m_ineq (等式行除外)
        let mu: f64 = if m_ineq > 0 {
            s.iter().zip(y.iter()).zip(is_eq_ext.iter())
                .filter(|&(_, &eq)| !eq)
                .map(|((&si, &yi), _)| si * yi)
                .sum::<f64>() / m_ineq as f64
        } else {
            0.0
        };

        let nr_p = norm_inf(&r_p);
        let nr_d = norm_inf(&r_d);
        final_residuals = Some((nr_p, nr_d, mu));

        // 符号規約: r_d = -(Qx + c + A^T y) → dual = -0.5 x^T Q x - Σ b_ext·y。
        let qx_dot_x: f64 = qx.iter().zip(x.iter()).map(|(&a, &b)| a * b).sum();
        let c_dot_x: f64 = problem.c.iter().zip(x.iter()).map(|(&a, &b)| a * b).sum();
        let p_obj_s = 0.5 * qx_dot_x + c_dot_x;
        let mut d_lin: f64 = 0.0;
        for i in 0..m_ext {
            d_lin -= b_ext[i] * y[i];
        }
        let d_obj_s = -0.5 * qx_dot_x + d_lin;
        let gap_abs = p_obj_s - d_obj_s;
        let gap_denom = p_obj_s.abs().max(d_obj_s.abs()).max(1.0);
        let rel_gap = gap_abs / gap_denom;

        // mu は dual と同スケール (sᵀy/m) なので ||c|| 大の問題でバイアスしないよう mu/(1+||c||) 正規化。
        let norm_c_bs = norm_inf(&problem.c).max(1.0);
        let norm_b_bs = norm_inf(&b_ext).max(1.0);
        if nr_p.is_finite() && nr_d.is_finite() && mu.is_finite() {
            let score = nr_p / (1.0 + norm_b_bs)
                + nr_d / (1.0 + norm_c_bs)
                + mu.abs() / (1.0 + norm_c_bs);
            if score < best_score {
                best_score = score;
                best_x.copy_from_slice(&x);
                best_y.copy_from_slice(&y);
                best_s.copy_from_slice(&s);
                best_iter = iter;
                best_residuals = (nr_p, nr_d, mu);
                best_rel_gap = rel_gap;
            }
            // residual 停滞検出: best_score が「有意に」減少したら improvement とみなす。
            if score < last_score_improvement_value * (1.0 - RESIDUAL_STALL_REL_DEC) {
                last_score_improvement_iter = iter;
                last_score_improvement_value = score;
            }
        }

        // per-row componentwise relative (bench と同形):
        //   primal: max_i |r_p[i]| / (1 + |ax[i]| + |b_ext[i]|)
        //   dual:   max_j |r_d[j]| / (1 + |qx[j]| + |c[j]| + |aty[j]|)
        let eps = options.ipm_eps();
        let nr_p_rel = {
            let mut m = 0.0_f64;
            for i in 0..m_ext {
                let denom_i = 1.0 + ax[i].abs() + b_ext[i].abs();
                let rel_i = r_p[i].abs() / denom_i;
                if rel_i > m { m = rel_i; }
            }
            m
        };
        let nr_d_rel = {
            let mut m = 0.0_f64;
            for j in 0..n {
                let denom_j = 1.0 + qx[j].abs() + problem.c[j].abs() + aty[j].abs();
                let rel_j = r_d[j].abs() / denom_j;
                if rel_j > m { m = rel_j; }
            }
            m
        };

        // 残差小・duality gap 大の偽 Optimal (rank-deficient Q + c=0) を弾くため rel_gap も要求。
        if nr_p_rel < eps && nr_d_rel < eps && mu < eps && rel_gap.abs() < DUALITY_GAP_TOL {
            status = Some(SolveStatus::Optimal);
            final_iter = iter;
            break;
        }

        // Algorithm PEU: primal/dual 改善を独立判定。
        let primal_improved = PMM_IMPROVE_THRESHOLD * pmm.prev_nr_p > nr_p;
        let dual_improved = PMM_IMPROVE_THRESHOLD * pmm.prev_nr_d > nr_d;

        // r_d_pmm = r_d − ρ(x−x_ref), r_p_pmm = r_p − δ(y−y_ref)。
        let rho_prox = pmm.rho;
        let delta_prox = pmm.delta;
        let mut r_d_pmm = r_d.clone();
        let mut r_p_pmm = r_p.clone();
        for i in 0..n {
            r_d_pmm[i] -= rho_prox * (x[i] - pmm.x_ref[i]);
        }
        for i in 0..m_ext {
            r_p_pmm[i] -= delta_prox * (y[i] - pmm.y_ref[i]);
        }

        // Σ = diag(s_i / y_i) (等式行は0)
        let sigma_max = 1.0 / options.ipm.delta_min.max(MU_ZERO_THRESHOLD);
        let sigma_vec = compute_sigma_vec(&s, &y, &is_eq_ext, sigma_max);

        // 正則化は PMM 駆動。mu 依存 floor は使わない。
        let rho_matrix = pmm.rho.max(options.ipm.delta_min);
        let delta_matrix = pmm.delta.max(options.ipm.delta_min);

        if timeout_ctx.should_stop() {
            status = Some(SolveStatus::Timeout);
            final_iter = iter;
            break;
        }

        let fact_ctx = FactorizeContext {
            problem,
            a_ext: &a_ext,
            aug_cache: &aug_cache,
            sigma_vec: &sigma_vec,
            is_eq_ext: &is_eq_ext,
            s: &s,
            r_d_pmm: &r_d_pmm,
            r_p_pmm: &r_p_pmm,
            rho_matrix,
            delta_matrix,
            inertia_correction,
            use_schur,
            timeout_ctx: &timeout_ctx,
            par,
            n,
            kkt_cfg: KktConfig {
                dd_ldl: options.ipm.dd_ldl,
                minres_ir: options.ipm.effective_minres_ir(),
                max_l_nnz: options.ipm.effective_max_l_nnz(),
            },
        };
        let factorize_outcome = factorize_kkt_with_retry(&fact_ctx, &mut factor_caches);
        let (mut fac, aug_mat, d_inv_opt, rho_retry) = match factorize_outcome {
            FactorizeOutcome::Ok { factor, aug_mat, d_inv, rho_used,
                                   retry_count, used_iterative, factorize_ns } => {
                total_factorize_ns += factorize_ns;
                total_reg_retries += retry_count;
                any_iterative |= used_iterative;
                (factor, aug_mat, d_inv, rho_used)
            }
            FactorizeOutcome::Timeout => {
                status = Some(SolveStatus::Timeout);
                final_iter = iter;
                break;
            }
            FactorizeOutcome::Failure => return numerical_error_result(n),
        };
        // MINRES (iterative) backend のみ user eps 由来 η を反映、Direct/DirectDd では no-op。
        fac.set_iterative_tol(inexact_eta);

        let t_solve = std::time::Instant::now();
        let (pred, alpha, r_c_corr) = if use_schur {
            let d_inv = d_inv_opt.as_ref().expect("d_inv must be set when use_schur");
            let pred = predictor_step_schur(
                &s, &y, &is_eq_ext, m_ineq,
                &r_d_pmm, &r_p_pmm,
                &sigma_vec, &fac, &aug_mat, d_inv, &a_ext, n, m_ext, mu,
            );
            let (alpha, r_c_corr) = corrector_step_schur(
                &s, &y, &is_eq_ext,
                &pred, mu,
                &r_d_pmm, &r_p_pmm,
                &sigma_vec, &fac, &aug_mat, d_inv, &a_ext, n, m_ext,
                &mut dx, &mut dy, &mut ds,
            );
            (pred, alpha, r_c_corr)
        } else {
            let pred = predictor_step(
                &s, &y, &is_eq_ext, m_ineq,
                &r_d_pmm, &r_p_pmm,
                &sigma_vec, &fac, &aug_mat, n, m_ext, mu,
                timeout_ctx.deadline,
            );
            let (alpha, r_c_corr) = corrector_step(
                &s, &y, &is_eq_ext,
                &pred, mu,
                &r_d_pmm, &r_p_pmm,
                &sigma_vec, &fac, &aug_mat, n, m_ext,
                &mut dx, &mut dy, &mut ds,
                timeout_ctx.deadline,
            );
            (pred, alpha, r_c_corr)
        };

        let mut alpha = alpha;
        if alpha < GONDZIO_ALPHA_TRIGGER {
            alpha = if use_schur {
                let d_inv = d_inv_opt.as_ref().expect("d_inv must be set when use_schur");
                gondzio_correctors_schur(
                    &s, &y, &is_eq_ext, m_ineq,
                    &r_d_pmm, &r_p_pmm,
                    &r_c_corr, &sigma_vec, &fac, &aug_mat, d_inv, &a_ext, n, m_ext,
                    options.ipm.max_correctors, alpha,
                    &mut dx, &mut dy, &mut ds,
                    timeout_ctx.deadline,
                )
            } else {
                gondzio_correctors(
                    &s, &y, &is_eq_ext, m_ineq,
                    &r_d_pmm, &r_p_pmm,
                    &r_c_corr, &sigma_vec, &fac, &aug_mat, n, m_ext,
                    options.ipm.max_correctors, alpha,
                    &mut dx, &mut dy, &mut ds,
                    timeout_ctx.deadline,
                )
            };
        }

        let _ = pred;

        // NaN/Inf または finite-but-huge は LDL blow-up とみなし best-so-far で復帰。
        let direction_finite_but_huge = dx.iter().chain(dy.iter()).chain(ds.iter())
            .any(|v| v.is_finite() && v.abs() > DIRECTION_BLOWUP_THRESHOLD);
        if dx.iter().any(|v| !v.is_finite())
            || dy.iter().any(|v| !v.is_finite())
            || ds.iter().any(|v| !v.is_finite())
            || direction_finite_but_huge
        {
            if best_score.is_finite() {
                x.copy_from_slice(&best_x);
                y.copy_from_slice(&best_y);
                s.copy_from_slice(&best_s);
                final_iter = best_iter;
                final_residuals = Some(best_residuals);
                let quality_threshold = 10.0 * eps_orig;
                let combined_quasi = best_score < quality_threshold
                    && best_rel_gap.abs() < DUALITY_GAP_TOL;
                let feasibility_quasi = best_residuals.0 < eps_orig
                    && best_residuals.1 < eps_orig;
                let is_quasi_optimal = combined_quasi || feasibility_quasi;
                let exit_status = if is_quasi_optimal {
                    SolveStatus::Optimal
                } else {
                    SolveStatus::SuboptimalSolution
                };
                status = Some(exit_status);
            } else {
                final_iter = iter;
                status = Some(SolveStatus::NumericalError);
            }
            break;
        }

        // check_infeasible_or_unbounded は Newton 方向の Farkas-like 近似なので
        // PMM floor 起因の false-positive がありうる。best-so-far がある間は信用せず、
        // best が無い時のみ Infeasible/Unbounded を確定とみなす。
        if let Some(infeas_status) = check_infeasible_or_unbounded(
            &dx, &dy, problem, &a_ext, m_orig, m_ext, iter, rho_retry,
        ) {
            consecutive_infeas_triggers += 1;
            let quality_threshold = 10.0 * eps_orig;
            if best_score.is_finite()
                && best_score < quality_threshold
                && best_rel_gap.abs() < DUALITY_GAP_TOL
            {
                x.copy_from_slice(&best_x);
                y.copy_from_slice(&best_y);
                s.copy_from_slice(&best_s);
                final_iter = best_iter;
                final_residuals = Some(best_residuals);
                status = Some(SolveStatus::Optimal);
                break;
            }
            // N 連続 fire まで判定保留: PMM floor の false-positive に adaptive reg の猶予を与える。
            if consecutive_infeas_triggers < MIN_CONSECUTIVE_INFEAS {
            } else {
                if best_score < quality_threshold {
                    x.copy_from_slice(&best_x);
                    y.copy_from_slice(&best_y);
                    s.copy_from_slice(&best_s);
                    final_iter = best_iter;
                    final_residuals = Some(best_residuals);
                    status = Some(SolveStatus::SuboptimalSolution);
                    break;
                }
                status = Some(infeas_status);
                final_iter = iter;
                break;
            }
        } else {
            // 検出器が反応しなかった iter で carry-over count をリセット。
            consecutive_infeas_triggers = 0;
        }

        let ndx = dx.iter().fold(0.0_f64, |a, &v| a.max(v.abs()));
        let ndy = dy.iter().fold(0.0_f64, |a, &v| a.max(v.abs()));
        let nds = ds.iter().fold(0.0_f64, |a, &v| a.max(v.abs()));

        // Trust-region cap: alpha·|dv|_inf ≤ STEP_REL_CAP·max(|v|_inf, 1)。
        // fraction-to-boundary は s,y>0 のみ保護で dx は無制約 → STEP_REL_CAP (=1e3) で 1 iter 3 桁以上の暴発を抑制。
        let nx_safe = x.iter().fold(0.0_f64, |a, &v| a.max(v.abs())).max(1.0);
        let ny_safe = y.iter().fold(0.0_f64, |a, &v| a.max(v.abs())).max(1.0);
        let ns_safe = s.iter().fold(0.0_f64, |a, &v| a.max(v.abs())).max(1.0);
        let alpha_x_cap = if ndx > 0.0 { (STEP_REL_CAP * nx_safe / ndx).min(1.0) } else { 1.0 };
        let alpha_y_cap = if ndy > 0.0 { (STEP_REL_CAP * ny_safe / ndy).min(1.0) } else { 1.0 };
        let alpha_s_cap = if nds > 0.0 { (STEP_REL_CAP * ns_safe / nds).min(1.0) } else { 1.0 };
        let alpha_tr = alpha_x_cap.min(alpha_y_cap).min(alpha_s_cap);
        let alpha = alpha.min(alpha_tr);

        // predictor/corrector + Gondzio 全体の solve 時間を常時収集。
        total_solve_ns += t_solve.elapsed().as_nanos();

        update_variables(&mut x, &mut s, &mut y, &dx, &ds, &dy, alpha, &is_eq_ext);

        // alpha=0 持続 = line search 停止 = 数値飽和 / null-space 漂流。best-so-far で復帰。
        if alpha < alpha_stall_eps_for(eps_orig) {
            alpha_stall_count += 1;
        } else {
            alpha_stall_count = 0;
        }
        // 真収束後の停滞のみ早期脱出 (best_score < eps)、マージナル問題は timeout 側に委ねる。
        let alpha_stall_converged = best_score.is_finite() && best_score < eps;
        let alpha_stall_deadlock = alpha_stall_count >= ALPHA_DEADLOCK_N
            && best_score.is_finite()
            && pmm.rho <= reg_limit * 1.01
            && pmm.delta <= reg_limit * 1.01;
        if alpha_stall_count >= ALPHA_STALL_N
            && (alpha_stall_converged || alpha_stall_deadlock)
        {
            x.copy_from_slice(&best_x);
            y.copy_from_slice(&best_y);
            s.copy_from_slice(&best_s);
            final_iter = best_iter;
            final_residuals = Some(best_residuals);
            status = Some(SolveStatus::SuboptimalSolution);
            break;
        }

        // alpha > 0 でも best_score が窓内で改善しない病理向け (alpha-stall と独立)。
        let residual_stall = best_score.is_finite()
            && iter >= last_score_improvement_iter + RESIDUAL_STALL_WINDOW
            && best_score >= eps;
        if residual_stall {
            x.copy_from_slice(&best_x);
            y.copy_from_slice(&best_y);
            s.copy_from_slice(&best_s);
            final_iter = best_iter;
            final_residuals = Some(best_residuals);
            status = Some(SolveStatus::SuboptimalSolution);
            break;
        }

        // Algorithm PEU Step 0: r = |μ_k − μ_{k+1}| / μ_k (corrector + line search 後の実 μ)。
        let mu_new: f64 = if m_ineq > 0 {
            s.iter().zip(y.iter()).zip(is_eq_ext.iter())
                .filter(|&(_, &eq)| !eq)
                .map(|((&si, &yi), _)| si * yi)
                .sum::<f64>() / m_ineq as f64
        } else {
            0.0
        };
        let r = if mu > MU_ZERO_THRESHOLD || mu_new > MU_ZERO_THRESHOLD {
            (mu - mu_new).abs() / mu.max(mu_new).max(MU_ZERO_THRESHOLD)
        } else {
            0.0
        };

        // For equality-only problems (mu≈0) use a fixed fast-decay rate;
        // otherwise clamp the relative mu reduction to a stable range.
        const MU_RATE_EQ: f64 = 0.9;
        const MU_RATE_MIN: f64 = 0.2;
        const MU_RATE_MAX: f64 = 0.9;
        let mu_rate_raw = if mu < MU_ZERO_THRESHOLD && mu_new < MU_ZERO_THRESHOLD { MU_RATE_EQ } else { r };
        let mu_rate = mu_rate_raw.clamp(MU_RATE_MIN, MU_RATE_MAX);

        pf_history.push(nr_p);
        if pf_history.len() > PF_HISTORY_LEN {
            pf_history.remove(0);
        }

        // Adaptive reg_limit: prox が df を支配 (c≈0) または pf が窓内停滞 + target から遠い場合、floor を下げる。
        if (pmm.rho - reg_limit).abs() < reg_limit * 0.01 && reg_limit > REG_LIMIT_MIN {
            let mut should_lower = false;
            if allow_adaptive_reg {
                let prox_d_inf = x.iter().zip(pmm.x_ref.iter())
                    .map(|(&xi, &xref)| (pmm.rho * (xi - xref)).abs())
                    .fold(0.0_f64, f64::max);
                if prox_d_inf > nr_d * PROX_DOMINATE_RATIO && nr_d > 0.0 {
                    should_lower = true;
                }
            }
            if !should_lower
                && pf_history.len() == PF_HISTORY_LEN
                && pf_history[0] > 0.0
                && nr_p > eps_orig * PF_FAR_FROM_TARGET_RATIO
            {
                let ratio = nr_p / pf_history[0];
                if ratio > PF_STUCK_RATIO {
                    should_lower = true;
                }
            }
            if should_lower {
                reg_limit = (reg_limit * REG_LIMIT_STEP).max(REG_LIMIT_MIN);
                pf_history.clear();
            }
        }

        // PEU Step 1&2: for box-only QPs (m_orig == 0), require both primal AND dual
        // to improve before fast-decreasing δ,ρ (P-G 2021 Algorithm 1 outer-loop intent).
        // Without this, δ collapses via dual-only improvement → dy ≈ r_p/δ blows up.
        // For m_orig > 0, OR logic is kept: the original linear constraints in a_ext
        // contribute a Schur term A_orig(Q+ρI)⁻¹A_origᵀ/δ that must grow as δ→0 to
        // drive primal feasibility. (Bound rows remain in a_ext for both cases; it is
        // the original-constraint Schur term that differentiates the δ requirements.)
        let box_only = m_orig == 0;
        let both_improved = primal_improved && dual_improved;
        let either_improved = primal_improved || dual_improved;
        let use_fast_rate = if box_only { both_improved } else { either_improved };
        // Update reference point whenever at least one residual improved.
        if either_improved {
            pmm.y_ref.copy_from_slice(&y);
            pmm.x_ref.copy_from_slice(&x);
        }
        if use_fast_rate {
            pmm.delta = (pmm.delta * (1.0 - mu_rate)).max(reg_limit);
            pmm.rho   = (pmm.rho   * (1.0 - mu_rate)).max(reg_limit);
        } else {
            pmm.delta = (pmm.delta * (1.0 - PMM_SLOW_RATE * mu_rate)).max(reg_limit);
            pmm.rho   = (pmm.rho   * (1.0 - PMM_SLOW_RATE * mu_rate)).max(reg_limit);
        }

        pmm.prev_nr_p = nr_p;
        pmm.prev_nr_d = nr_d;
    }

    let status = status.unwrap_or(SolveStatus::Timeout);

    // 素の Timeout 経路は発散 x をそのまま返してしまうので best-so-far で上書き。
    if matches!(status, SolveStatus::Timeout | SolveStatus::MaxIterations)
        && best_score.is_finite()
    {
        let norm_b_bs = norm_inf(&b_ext).max(1.0);
        let norm_c_bs = norm_inf(&problem.c).max(1.0);
        let current_score = match final_residuals {
            Some((nr_p, nr_d, mu)) if nr_p.is_finite() && nr_d.is_finite() && mu.is_finite() => {
                nr_p / (1.0 + norm_b_bs) + nr_d / (1.0 + norm_c_bs) + mu.abs()
            }
            _ => f64::INFINITY,
        };
        if best_score < current_score {
            x.copy_from_slice(&best_x);
            y.copy_from_slice(&best_y);
            s.copy_from_slice(&best_s);
            final_iter = best_iter;
            final_residuals = Some(best_residuals);
        }
    }

    spmv_q(&problem.q, &x, &mut qx);
    let objective = 0.5
        * qx.iter().zip(x.iter()).map(|(&qi, &xi)| qi * xi).sum::<f64>()
        + problem.c.iter().zip(x.iter()).map(|(&ci, &xi)| ci * xi).sum::<f64>();

    let dual_solution = collapse_extended_dual(&y, m_orig, &problem.constraint_types);
    let bound_duals = y[m_orig..].to_vec();

    // 不定 Q の Optimal は慣性修正により局所最適に降格。
    let final_status = if q_is_indefinite && status == SolveStatus::Optimal {
        SolveStatus::LocallyOptimal
    } else {
        status
    };

    let ipm_timing = crate::problem::TimingBreakdown {
        ipm_factorize_us: (total_factorize_ns / 1_000) as u64,
        ipm_solve_us: (total_solve_ns / 1_000) as u64,
        ipm_reg_retries: total_reg_retries,
        ipm_used_iterative: any_iterative,
        ..Default::default()
    };

    SolverResult {
        status: final_status,
        objective,
        solution: x,
        dual_solution,
        bound_duals,

        iterations: final_iter,
        final_residuals,
        // best-so-far の rel gap。unscale_ipm_result の昇格ゲート用。
        duality_gap_rel: if best_rel_gap.is_finite() { Some(best_rel_gap) } else { None },
        timing_breakdown: Some(ipm_timing),
        ..Default::default()
    }
}