otspot-core 0.5.0

Core implementation for otspot (LP/QP/MIP solver) — published as a dependency of the otspot facade
Documentation
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//! Compute a least-squares `y` satisfying `A^T y ≈ -(Qx + c + bound_contrib)`.
//!
//! Solves the normal equations `(A·Aᵀ + εI) y = A·target` via implicit CG,
//! avoiding explicit construction of `A·Aᵀ` for sparse problems.
//! Falls back to direct LDL+IR only when CG returns NaN/Inf.
//! Unconverged best-effort solutions are refined downstream by `refine_dual_lsq`.

use crate::qp::kkt_resid;
use crate::qp::linalg::{build_aat_upper_csc, AAT_REG_FACTOR};
use crate::qp::problem::QpProblem;
use crate::qp::FX_TOL;
use crate::sparse::CscMatrix;
use crate::tolerances::{any_nonfinite, COMP_SLACK_REL_TOL};

/// CG 相対収束判定 (||r||² / ||r0||² < tol)。
/// √tol = 1e-10 の rel_res で、f64 精度の LSQ 解に十分。
const CG_TOL_SQ: f64 = 1e-20;

/// CG 内 deadline check の周期 (iter 数)。各 iter の `aat_apply` は O(nnz) で
/// large-sparse では非自明なため、毎 iter ではなく周期 check で overhead を抑える。
/// size gate 除去で m_sub が大規模化し得るため、暴走 CG を deadline で打ち切る。
const CG_DEADLINE_CHECK_STRIDE: usize = 64;

/// (A·Aᵀ + ε·I) を p (m_sub 次元) に適用して m_sub 次元ベクトルを返す。
/// A_sub は CSC 形式 (nrows=m_sub, ncols=n)、reg = ε。
fn aat_apply(
    a_sub: &CscMatrix,
    n: usize,
    m_sub: usize,
    p: &[f64],
    reg: f64,
    tmp: &mut [f64], // length n scratch
) -> Vec<f64> {
    // Step 1: atp = Aᵀ·p  (n 次元)
    tmp.iter_mut().for_each(|v| *v = 0.0);
    for col in 0..n {
        let cs = a_sub.col_ptr[col];
        let ce = a_sub.col_ptr[col + 1];
        let mut s = 0.0f64;
        for k in cs..ce {
            s += a_sub.values[k] * p[a_sub.row_ind[k]];
        }
        tmp[col] = s;
    }
    // Step 2: ap = A·atp + reg·p  (m_sub 次元)
    let mut ap = vec![0.0f64; m_sub];
    for col in 0..n {
        let cs = a_sub.col_ptr[col];
        let ce = a_sub.col_ptr[col + 1];
        let tv = tmp[col];
        if tv == 0.0 {
            continue;
        }
        for k in cs..ce {
            ap[a_sub.row_ind[k]] += a_sub.values[k] * tv;
        }
    }
    for i in 0..m_sub {
        ap[i] += reg * p[i];
    }
    ap
}

/// 陰的 CG で正規方程式 (A·Aᵀ + ε·I)·y = A·target を解く。
///
/// 反復上限 = m_sub (系の次元)。CG は Krylov 理論より ≤ m_sub 回で収束する (exact
/// arithmetic)。浮動小数点誤差による未収束は稀で best-effort y を返す。下流の
/// DD-guard (refine_dual_lsq) がその y を refine する。NaN/Inf のときのみ None。
///
/// `deadline` 超過時は best-seen y で打ち切る (CG_DEADLINE_CHECK_STRIDE iter 毎に判定)。
fn solve_aat_cg(
    a_sub: &CscMatrix,
    n: usize,
    m_sub: usize,
    target_dd: &[twofloat::TwoFloat],
    deadline: Option<std::time::Instant>,
) -> (Option<Vec<f64>>, bool) {
    use twofloat::TwoFloat;
    let zero = TwoFloat::from(0.0);

    // RHS b = A_sub · target  (m_sub 次元、DD 精度で計算して f64 に落とす)
    let mut rhs_dd: Vec<TwoFloat> = vec![zero; m_sub];
    for col in 0..n {
        let cs = a_sub.col_ptr[col];
        let ce = a_sub.col_ptr[col + 1];
        let tv = target_dd[col];
        let tv_hi = f64::from(tv);
        let tv_lo = f64::from(tv - TwoFloat::from(tv_hi));
        for k in cs..ce {
            let row = a_sub.row_ind[k];
            let aval = a_sub.values[k];
            rhs_dd[row] =
                rhs_dd[row] + TwoFloat::new_mul(aval, tv_hi) + TwoFloat::new_mul(aval, tv_lo);
        }
    }
    let rhs: Vec<f64> = rhs_dd.iter().map(|&v| f64::from(v)).collect();

    // 正則化: max_diag(A·Aᵀ) = max_i Σ_k A[i,k]²  (O(nnz))
    let mut row_sq = vec![0.0f64; m_sub];
    for col in 0..n {
        for k in a_sub.col_ptr[col]..a_sub.col_ptr[col + 1] {
            let r = a_sub.row_ind[k];
            row_sq[r] += a_sub.values[k] * a_sub.values[k];
        }
    }
    let max_diag = row_sq.iter().cloned().fold(0.0f64, f64::max).max(1.0);
    let reg = AAT_REG_FACTOR * max_diag;

    // CG 初期化: y=0, r=b, p=b
    let mut y = vec![0.0f64; m_sub];
    let mut r = rhs;
    let r0_sq: f64 = r.iter().map(|&x| x * x).sum();
    if r0_sq < 1e-200 {
        return (Some(y), true);
    }
    let mut p = r.clone();
    let mut rdr = r0_sq;
    let mut tmp = vec![0.0f64; n];
    let mut converged = false;
    // best-seen y (stagnation/divergence 対策): rdr が増加に転じたら best_y で early-exit。
    let mut best_y = y.clone();
    let mut best_rdr = rdr;

    for iter_idx in 0..m_sub {
        // 暴走 CG を deadline で打ち切り best-seen y を返す (size gate 除去で
        // m_sub が大規模化し得るため)。下流 DD-guard が best-effort y を refine/reject。
        if iter_idx % CG_DEADLINE_CHECK_STRIDE == 0
            && deadline.is_some_and(|d| std::time::Instant::now() >= d)
        {
            break;
        }
        let ap = aat_apply(a_sub, n, m_sub, &p, reg, &mut tmp);
        let pap: f64 = p.iter().zip(ap.iter()).map(|(&a, &b)| a * b).sum();
        if pap <= 0.0 {
            break;
        }
        let alpha = rdr / pap;
        for i in 0..m_sub {
            y[i] += alpha * p[i];
            r[i] -= alpha * ap[i];
        }
        let rdr_new: f64 = r.iter().map(|&x| x * x).sum();
        if !rdr_new.is_finite() {
            break;
        }
        if rdr_new <= CG_TOL_SQ * r0_sq {
            converged = true;
            best_y = y.clone();
            break;
        }
        if rdr_new < best_rdr {
            best_rdr = rdr_new;
            best_y = y.clone();
        }
        let beta = rdr_new / rdr;
        for i in 0..m_sub {
            p[i] = r[i] + beta * p[i];
        }
        rdr = rdr_new;
    }

    if any_nonfinite(&best_y) {
        return (None, false);
    }
    (Some(best_y), converged)
}

/// 直接法: A·Aᵀ (上三角 CSC) + LDL + 反復精密化 (IR) で y を解く。
/// A·Aᵀ が memory budget 超なら None を返す (caller は CG にフォールバック)。
fn solve_aat_direct_ir(
    a_sub: &CscMatrix,
    n: usize,
    m_sub: usize,
    target_dd: &[twofloat::TwoFloat],
    deadline: Option<std::time::Instant>,
) -> Option<Vec<f64>> {
    use twofloat::TwoFloat;
    let zero = TwoFloat::from(0.0);

    if deadline.is_some_and(|d| std::time::Instant::now() >= d) {
        return None;
    }
    let aat = build_aat_upper_csc(a_sub, n, m_sub)?;
    if deadline.is_some_and(|d| std::time::Instant::now() >= d) {
        return None;
    }
    let factor = crate::linalg::ldl::factorize_budget(
        &aat,
        crate::linalg::kkt_solver::max_l_nnz_from_budget(),
    )
    .ok()?;

    let build_rhs = |v_dd: &[TwoFloat]| -> Vec<f64> {
        let mut acc: Vec<TwoFloat> = vec![zero; m_sub];
        for col in 0..n {
            let cs = a_sub.col_ptr[col];
            let ce = a_sub.col_ptr[col + 1];
            for k in cs..ce {
                let row = a_sub.row_ind[k];
                let v_f64 = f64::from(v_dd[col]);
                let lo = v_dd[col] - TwoFloat::from(v_f64);
                acc[row] = acc[row]
                    + TwoFloat::new_mul(a_sub.values[k], v_f64)
                    + TwoFloat::new_mul(a_sub.values[k], f64::from(lo));
            }
        }
        acc.iter().map(|&v| f64::from(v)).collect()
    };

    let rhs0 = build_rhs(target_dd);
    let mut y = vec![0.0_f64; m_sub];
    factor.solve(&rhs0, &mut y);
    if any_nonfinite(&y) {
        return None;
    }

    // IR: AᵀA·y 残差を DD で計算し不足分を追加ソルブ
    const IR_STAGNATE_RATIO: f64 = 0.5;
    const IR_PROGRESS_EPS: f64 = 1e-18;
    let mut prev_r_inf = f64::INFINITY;
    loop {
        if deadline.is_some_and(|d| std::time::Instant::now() >= d) {
            break;
        }
        let mut aty_dd: Vec<TwoFloat> = vec![zero; n];
        for col in 0..n {
            let cs = a_sub.col_ptr[col];
            let ce = a_sub.col_ptr[col + 1];
            for k in cs..ce {
                let row = a_sub.row_ind[k];
                aty_dd[col] += TwoFloat::new_mul(a_sub.values[k], y[row]);
            }
        }
        let r_dd: Vec<TwoFloat> = (0..n).map(|j| target_dd[j] - aty_dd[j]).collect();
        let r_inf = r_dd.iter().fold(0.0_f64, |a, &v| a.max(f64::from(v).abs()));
        if !r_inf.is_finite() {
            break;
        }
        if prev_r_inf.is_finite() && r_inf + IR_PROGRESS_EPS >= prev_r_inf {
            break;
        }
        if prev_r_inf.is_finite() && r_inf > prev_r_inf * IR_STAGNATE_RATIO {
            break;
        }
        prev_r_inf = r_inf;
        let rhs_dy = build_rhs(&r_dd);
        let mut dy = vec![0.0_f64; m_sub];
        factor.solve(&rhs_dy, &mut dy);
        if any_nonfinite(&dy) {
            break;
        }
        for i in 0..m_sub {
            y[i] += dy[i];
        }
    }
    Some(y)
}

/// A·Aᵀ LSQ を解く。
///
/// 1. CG (上限 = m_sub、Krylov 理論): 陰的 matvec のみ。LASSO 等の密 A·Aᵀ で高速。
///    有限 y が得られたらそれを返す (収束・未収束を問わず)。
///    未収束の best-effort y は下流の DD-guard (refine_dual_lsq) が refine/reject する。
/// 2. Direct LDL+IR フォールバック: CG が NaN/Inf を返した場合のみ。
///    A·Aᵀ が memory budget 超なら None。
///
/// 非収束時に ‖Aᵀy−rhs‖ で CG vs LDL を比較しない理由:
///   ill-cond 問題 (LISWET9 等) では LDL の陽的 A·Aᵀ 構築が数値誤差を増幅し、
///   LDL の ‖Aᵀy−rhs‖ が見かけ上小さくても最終 KKT は CG が優る。
///   downstream DD-guard が y を reject できるため、CG best_y を優先する方が安全。
fn solve_aat(
    a_sub: &CscMatrix,
    n: usize,
    m_sub: usize,
    target_dd: &[twofloat::TwoFloat],
    deadline: Option<std::time::Instant>,
) -> Option<Vec<f64>> {
    // CG — upper limit = m_sub (Krylov theory: converges in ≤ dim, exact arithmetic).
    let (y_cg, _converged) = solve_aat_cg(a_sub, n, m_sub, target_dd, deadline);
    if y_cg.is_some() {
        return y_cg;
    }
    solve_aat_direct_ir(a_sub, n, m_sub, target_dd, deadline)
}

pub(crate) fn compute_lsq_dual_y(
    problem: &QpProblem,
    result: &crate::problem::SolverResult,
    deadline: Option<std::time::Instant>,
) -> Option<Vec<f64>> {
    use twofloat::TwoFloat;
    let n = problem.num_vars;
    let m = problem.num_constraints;
    if m == 0 || result.solution.len() != n {
        return None;
    }
    // 規模ガードは固定 size proxy で行わない: 主経路は matrix-free CG (solve_aat_cg、
    // AAT 非構築で OOM 無縁)、CG 失敗時のみ direct LDL fallback が build_aat の
    // memory_budget と factorize_budget の L_nnz 予算で skip 判定する。
    if deadline.is_some_and(|d| std::time::Instant::now() >= d) {
        return None;
    }
    let x = &result.solution;

    let zero_dd = TwoFloat::from(0.0);
    let mut qx_dd: Vec<TwoFloat> = vec![zero_dd; n];
    for col in 0..n {
        let xv = x[col];
        let cs = problem.q.col_ptr[col];
        let ce = problem.q.col_ptr[col + 1];
        for k in cs..ce {
            let row = problem.q.row_ind[k];
            qx_dd[row] += TwoFloat::new_mul(problem.q.values[k], xv);
        }
    }
    let bound_contrib = kkt_resid::bound_contrib(&problem.bounds, &result.bound_duals);
    let target_dd: Vec<TwoFloat> = (0..n)
        .map(|j| -(qx_dd[j] + TwoFloat::from(problem.c[j]) + TwoFloat::from(bound_contrib[j])))
        .collect();

    let mut proj_lower = vec![f64::NEG_INFINITY; m];
    let mut proj_upper = vec![f64::INFINITY; m];
    for (i, ct) in problem.constraint_types.iter().enumerate() {
        match ct {
            crate::problem::ConstraintType::Le => proj_lower[i] = 0.0,
            crate::problem::ConstraintType::Ge => proj_upper[i] = 0.0,
            crate::problem::ConstraintType::Eq => {}
        }
    }
    for j in 0..n {
        let cs = problem.a.col_ptr[j];
        let ce = problem.a.col_ptr[j + 1];
        if ce - cs != 1 {
            continue;
        }
        let row = problem.a.row_ind[cs];
        let aij = problem.a.values[cs];
        if !aij.is_finite() || aij == 0.0 {
            continue;
        }
        let (lb, ub) = problem.bounds[j];
        let lb_finite = lb.is_finite();
        let ub_finite = ub.is_finite();
        if lb_finite && ub_finite && (lb - ub).abs() < FX_TOL {
            continue;
        }
        let qxj = f64::from(qx_dd[j]);
        let rhs = -(qxj + problem.c[j]) / aij;
        if !rhs.is_finite() {
            continue;
        }
        match (lb_finite, ub_finite) {
            (true, false) => {
                if aij > 0.0 {
                    proj_lower[row] = proj_lower[row].max(rhs);
                } else {
                    proj_upper[row] = proj_upper[row].min(rhs);
                }
            }
            (false, true) => {
                if aij > 0.0 {
                    proj_upper[row] = proj_upper[row].min(rhs);
                } else {
                    proj_lower[row] = proj_lower[row].max(rhs);
                }
            }
            _ => {}
        }
    }
    let mut fixed_y: Vec<Option<f64>> = vec![None; m];
    let mut n_fixed = 0usize;
    for i in 0..m {
        let lo = proj_lower[i];
        let hi = proj_upper[i];
        if lo.is_finite() && hi.is_finite() {
            let scale = 1.0 + lo.abs().max(hi.abs());
            if (lo - hi).abs() < 1e-10 * scale {
                fixed_y[i] = Some((lo + hi) * 0.5);
                n_fixed += 1;
            }
        }
    }
    // Complementary slackness: rows whose primal is strictly non-binding (slack
    // > COMP_SLACK_REL_TOL relative to the row magnitudes) must have y_i = 0.
    // Without this clamp LSQ is free to assign sign-feasible but
    // slackness-violating duals — the same drift root #45 fixed for
    // `recover_removed_row_dual`. Overwrite (rather than skip) any existing
    // `fixed_y[i]` so LSQ cannot resurrect a non-zero dual on a non-binding row.
    let mut ax = vec![0.0_f64; m];
    for col in 0..n {
        let cs = problem.a.col_ptr[col];
        let ce = problem.a.col_ptr[col + 1];
        let xv = x[col];
        for k in cs..ce {
            ax[problem.a.row_ind[k]] += problem.a.values[k] * xv;
        }
    }
    for i in 0..m {
        if problem.constraint_types[i] == crate::problem::ConstraintType::Eq {
            continue;
        }
        let b_i = problem.b[i];
        let ax_i = ax[i];
        let slack = match problem.constraint_types[i] {
            crate::problem::ConstraintType::Le => b_i - ax_i,
            crate::problem::ConstraintType::Ge => ax_i - b_i,
            crate::problem::ConstraintType::Eq => 0.0,
        };
        let scale = 1.0 + b_i.abs() + ax_i.abs();
        if slack > COMP_SLACK_REL_TOL * scale {
            if fixed_y[i].is_none() {
                n_fixed += 1;
            }
            fixed_y[i] = Some(0.0);
        }
    }

    if n_fixed == 0 {
        return solve_aat(&problem.a, n, m, &target_dd, deadline);
    }

    let mut free_row_local = vec![usize::MAX; m];
    let mut free_rows: Vec<usize> = Vec::with_capacity(m - n_fixed);
    for (i, fy) in fixed_y.iter().enumerate() {
        if fy.is_none() {
            free_row_local[i] = free_rows.len();
            free_rows.push(i);
        }
    }
    let m_free = free_rows.len();
    if m_free == 0 {
        return Some(fixed_y.iter().map(|fy| fy.unwrap_or(0.0)).collect());
    }

    let mut a_free_col_ptr = vec![0usize; n + 1];
    let mut a_free_row_ind: Vec<usize> = Vec::new();
    let mut a_free_values: Vec<f64> = Vec::new();
    for col in 0..n {
        for k in problem.a.col_ptr[col]..problem.a.col_ptr[col + 1] {
            let orig_row = problem.a.row_ind[k];
            let local_row = free_row_local[orig_row];
            if local_row != usize::MAX {
                a_free_row_ind.push(local_row);
                a_free_values.push(problem.a.values[k]);
            }
        }
        a_free_col_ptr[col + 1] = a_free_row_ind.len();
    }
    let a_free = CscMatrix {
        col_ptr: a_free_col_ptr,
        row_ind: a_free_row_ind,
        values: a_free_values,
        nrows: m_free,
        ncols: n,
    };

    let mut target_adj_dd = target_dd.clone();
    for col in 0..n {
        for k in problem.a.col_ptr[col]..problem.a.col_ptr[col + 1] {
            let orig_row = problem.a.row_ind[k];
            if let Some(yfi) = fixed_y[orig_row] {
                if yfi != 0.0 {
                    target_adj_dd[col] -= TwoFloat::new_mul(problem.a.values[k], yfi);
                }
            }
        }
    }

    let y_free = match solve_aat(&a_free, n, m_free, &target_adj_dd, deadline) {
        Some(v) => v,
        None => return solve_aat(&problem.a, n, m, &target_dd, deadline),
    };

    let mut y_full = vec![0.0_f64; m];
    for (local_idx, &orig_row) in free_rows.iter().enumerate() {
        y_full[orig_row] = y_free[local_idx];
    }
    for (i, fy) in fixed_y.iter().enumerate() {
        if let Some(v) = fy {
            y_full[i] = *v;
        }
    }
    Some(y_full)
}

#[cfg(test)]
mod comp_slackness_tests {
    //! LSQ comp slackness sentinels — non-binding rows must return y_i = 0.
    //!
    //! Without the clamp, LSQ minimises ||A^T y + c|| subject only to the
    //! sign convention on y; nothing stops it from absorbing residual into a
    //! slack-positive row. Removing the `if slack > COMP_SLACK_REL_TOL` branch
    //! flips these tests to FAIL (the LSQ y becomes non-zero on the loose row).
    use super::*;
    use crate::problem::{ConstraintType, SolverResult};
    use crate::sparse::CscMatrix;

    /// Threshold for declaring "y is zero" — well below COMP_SLACK_REL_TOL.
    const Y_ZERO_TOL: f64 = 1e-9;

    fn lp_qp(
        n: usize,
        m: usize,
        c: Vec<f64>,
        a: CscMatrix,
        b: Vec<f64>,
        bounds: Vec<(f64, f64)>,
        cts: Vec<ConstraintType>,
    ) -> QpProblem {
        let q = CscMatrix::new(n, n);
        let _ = m;
        QpProblem::new(q, c, a, b, bounds, cts).unwrap()
    }

    fn run_lsq(problem: &QpProblem, x: Vec<f64>) -> Vec<f64> {
        let result = SolverResult {
            solution: x,
            ..Default::default()
        };
        compute_lsq_dual_y(problem, &result, None)
            .expect("LSQ should succeed on a tiny well-conditioned fixture")
    }

    /// Fixture A: 2 rows, both Le; row 0 binding at the chosen primal, row 1
    /// strictly loose. With comp clamp, row 1's y must be 0 regardless of how
    /// the LSQ residual would prefer to split.
    #[test]
    fn lsq_le_loose_row_clamped_to_zero() {
        let a = CscMatrix::from_triplets(&[0, 1], &[0, 0], &[1.0, 1.0], 2, 1).unwrap();
        let qp = lp_qp(
            1,
            2,
            vec![1.0],
            a,
            vec![1.0, 10.0],
            vec![(0.0, f64::INFINITY)],
            vec![ConstraintType::Le, ConstraintType::Le],
        );
        let y = run_lsq(&qp, vec![1.0]);
        assert_eq!(y.len(), 2);
        assert!(
            y[1].abs() < Y_ZERO_TOL,
            "loose Le row y[1]={:.3e} should be clamped to 0",
            y[1],
        );
    }

    /// Fixture B: 2 rows, both Ge; row 0 binding, row 1 loose. Mirrors A on
    /// the Ge branch (proj_upper instead of proj_lower).
    #[test]
    fn lsq_ge_loose_row_clamped_to_zero() {
        let a = CscMatrix::from_triplets(&[0, 1], &[0, 0], &[1.0, 1.0], 2, 1).unwrap();
        let qp = lp_qp(
            1,
            2,
            vec![-1.0],
            a,
            vec![1.0, -5.0],
            vec![(f64::NEG_INFINITY, 1.0)],
            vec![ConstraintType::Ge, ConstraintType::Ge],
        );
        let y = run_lsq(&qp, vec![1.0]);
        assert_eq!(y.len(), 2);
        assert!(
            y[1].abs() < Y_ZERO_TOL,
            "loose Ge row y[1]={:.3e} should be clamped to 0",
            y[1],
        );
    }

    /// Fixture C: mixed Le + Ge, both loose.
    #[test]
    fn lsq_mixed_loose_rows_all_clamped_to_zero() {
        let a =
            CscMatrix::from_triplets(&[0, 0, 1, 1], &[0, 1, 0, 1], &[1.0, 1.0, 1.0, -1.0], 2, 2)
                .unwrap();
        let qp = lp_qp(
            2,
            2,
            vec![1.0, -1.0],
            a,
            vec![100.0, -50.0],
            vec![(0.0, 5.0), (0.0, 5.0)],
            vec![ConstraintType::Le, ConstraintType::Ge],
        );
        let y = run_lsq(&qp, vec![1.0, 1.0]);
        for i in 0..2 {
            assert!(
                y[i].abs() < Y_ZERO_TOL,
                "loose row {} y={:.3e} should be 0 (all rows non-binding at this primal)",
                i,
                y[i],
            );
        }
    }

    /// Fixture D: binding row keeps its y free.
    #[test]
    fn lsq_binding_row_y_is_not_clamped() {
        let a = CscMatrix::from_triplets(&[0], &[0], &[1.0], 1, 1).unwrap();
        let qp = lp_qp(
            1,
            1,
            vec![-1.0],
            a,
            vec![1.0],
            vec![(0.0, 1.0)],
            vec![ConstraintType::Le],
        );
        let y = run_lsq(&qp, vec![1.0]);
        assert!(
            y[0].abs() > Y_ZERO_TOL,
            "binding Le row y[0]={:.3e} should NOT be clamped to 0",
            y[0],
        );
    }

    /// Load-bearing for the removal of the fixed `n + m > 50_000` size proxy.
    /// A large but sparse problem (n+m = 60_000, diagonal A) fits the
    /// `memory_budget` / `factorize_budget` limits, so LSQ dual recovery must
    /// run and return a full y. Re-introducing the proxy flips this to None.
    #[test]
    fn lsq_runs_on_large_sparse_above_old_size_gate() {
        let dim = 30_000usize; // n = m = 30_000 → n + m = 60_000 > old 50_000 gate
        let rows: Vec<usize> = (0..dim).collect();
        let cols: Vec<usize> = (0..dim).collect();
        let vals: Vec<f64> = vec![1.0; dim];
        let a = CscMatrix::from_triplets(&rows, &cols, &vals, dim, dim).unwrap();
        let qp = lp_qp(
            dim,
            dim,
            vec![1.0; dim],
            a,
            vec![0.0; dim],
            vec![(f64::NEG_INFINITY, f64::INFINITY); dim],
            vec![ConstraintType::Eq; dim],
        );
        let result = SolverResult {
            solution: vec![0.5; dim],
            ..Default::default()
        };
        let y = compute_lsq_dual_y(&qp, &result, None)
            .expect("large-sparse LSQ must run (no fixed size gate; within memory budget)");
        assert_eq!(y.len(), dim);
        assert!(
            y.iter().all(|v| v.is_finite()),
            "all recovered duals must be finite"
        );
        // Diagonal A=I, Eq rows, target=-c=-1 ⇒ AAT y = A·(-c) ⇒ y_i = -1.
        for (i, &yi) in y.iter().enumerate().take(8) {
            assert!((yi + 1.0).abs() < 1e-6, "y[{i}]={yi:.3e} expected ≈ -1");
        }
    }

    /// Load-bearing for the CG deadline guard (P2). A past deadline must abort
    /// `solve_aat_cg` before any iteration (best-seen y stays at the zero init),
    /// whereas `None` lets CG converge to the true solution. Removing the
    /// in-loop deadline check makes the past-deadline call also converge, which
    /// flips the `y ≈ 0` assertion to FAIL.
    #[test]
    fn cg_aborts_on_past_deadline() {
        use twofloat::TwoFloat;
        // A = diag([2,2]) (m_sub = n = 2). AAT = diag([4,4]); RHS = A·target.
        let a = CscMatrix::from_triplets(&[0, 1], &[0, 1], &[2.0, 2.0], 2, 2).unwrap();
        let target: Vec<TwoFloat> = vec![TwoFloat::from(2.0), TwoFloat::from(4.0)];

        // No deadline → CG converges to y ≈ [1, 2].
        let (y_ok, conv_ok) = solve_aat_cg(&a, 2, 2, &target, None);
        let y_ok = y_ok.expect("finite y");
        assert!(
            conv_ok,
            "well-conditioned 2x2 CG must converge without a deadline"
        );
        assert!(
            (y_ok[0] - 1.0).abs() < 1e-6 && (y_ok[1] - 2.0).abs() < 1e-6,
            "no-deadline CG must converge to [1,2]: y={y_ok:?}"
        );

        // Past deadline → abort at iter 0, best-seen y stays at the zero init.
        let past = std::time::Instant::now() - std::time::Duration::from_secs(1);
        let (y_dl, conv_dl) = solve_aat_cg(&a, 2, 2, &target, Some(past));
        let y_dl = y_dl.expect("finite y even when aborted");
        assert!(!conv_dl, "aborted CG must not report converged");
        assert!(
            y_dl.iter().all(|v| v.abs() < 1e-12),
            "past-deadline CG must abort before any update (y≈0): y={y_dl:?}"
        );
    }
}