pounce-presolve 0.3.0

Algorithmic NLP preprocessing as a TNLP wrapper for POUNCE: bound tightening, redundant-constraint removal, LICQ degeneracy detection.
Documentation

pounce-presolve

Algorithmic NLP preprocessing for POUNCE, exposed as a composable TNLP wrapper. Wraps a user TNLP and applies presolve passes before the IPM ever sees the problem; restores eliminated quantities (multipliers, dropped-row Lagrange entries) on the way out of finalize_solution.

Internal crate. Off by default — enabled by presolve = yes in the options table (SolverOptions::presolve = true).

Phases

Phase What it does Option keys Tracking issue
Phase 0 — auxiliary-equality preprocessing Hopcroft-Karp matching → Dulmage-Mendelsohn partition → Tarjan SCC → block-triangular reduction → damped-Newton block solver. Eliminates variables fixed by square equality blocks and drops the corresponding rows. Multipliers for dropped rows are recovered in finalize_solution. presolve_auxiliary, presolve_auxiliary_coupling, presolve_auxiliary_diagnostics #53
Phase 1 — Andersen-style bound tightening Propagates implied bounds from linear-row activity onto variable boxes. presolve_bound_tightening, presolve_max_passes #20
Phase 1b — FBBT Feasibility-Based Bound Tightening via interval arithmetic over the constraint expression DAGs. No-op unless the inner TNLP supplies an ExpressionProvider. presolve_fbbt, fbbt_tol, fbbt_max_iter, fbbt_max_constraints #62
Phase 2 — redundant-row removal Drops linear rows whose activity interval is already implied by the (post-tightening) variable box. presolve_redundant_constraint_removal #20
Phase 3 — LICQ structural check Flags rank-deficient equality Jacobians. Exposed via PresolveTnlp::licq_verdict. presolve_licq_check, presolve_licq_action #20
Phase 4 — bound-multiplier warm start For variables whose bounds Phase 1 moved strictly inward, seed z_l/z_u at bound_mult_init_val. Overlay only — user-supplied values always win. presolve_warm_z_bounds #20
Phase 5 — sensitivity-aware passthrough Projects user-supplied constraint metadata and scaling through the row reduction on the way in, and expands outer → inner on the way out in finalize_metadata. — #20

The phases compose: each builds on the bounds and row-keep mask the previous phases left behind. Phase 0 has a defence-in-depth rollback: if Phase 1 later derives a contradiction on the rows Phase 0 left behind, the elimination is rolled back for that solve and Phase 1 re-runs on the un-filtered linear rows.

Public surface

use pounce_presolve::{wrap_with_presolve, wrap_with_presolve_provider, PresolveOptions};

// Plain wrap — FBBT becomes a silent no-op without an ExpressionProvider.
let wrapped = wrap_with_presolve(inner_tnlp, opts)?;

// Or, with structural-expression access for FBBT:
let wrapped = wrap_with_presolve_provider(inner_tnlp, expr_provider, opts)?;

For inspection (used by integration tests + diagnostics): PresolveTnlp::{tighten_report, fbbt_report, n_dropped_rows, licq_verdict, z_warm_starts, auxiliary_diagnostics, cached_bounds}.

Acknowledgments

Phase 0 (the auxiliary-equality pass) is a port of ripopt PR #32 by David Bernal Neira (@bernalde). The tutorial_flow_density{,_perturbed}.nl and gaslib11_steady.nl fixtures originate from that PR. See docs/src/auxiliary-presolve.md for the user-facing write-up and dev-notes/auxiliary-equality-preprocessing.md for the design note.

License

EPL-2.0. See LICENSE at the repo root.