pounce-sensitivity
Sensitivity analysis, parametric NLP warm-start, and reduced-Hessian
computation for POUNCE. Port of upstream Ipopt's
contrib/sIPOPT/.
Status
Feature-complete for the standard sIPOPT workflow. The post-optimal
sensitivity step (SensStepCalc + DenseGenSchurDriver), reduced-
Hessian computation, and end-to-end SensApplication are all wired
into the CLI: an AMPL .nl file declaring sens_state_* / sens_init_constr
suffixes triggers auto-detection — no separate binary needed. Matches
upstream sIPOPT's golden output to ~6e-9/component on the parametric_cpp
fixture (see pounce-cli/tests/pounce_sens_end_to_end.rs). See the
CLI README for usage.
Algorithmic reference
Pirnay, H., López-Negrete, R., and Biegler, L.T. (2012). Optimal sensitivity based on IPOPT. Mathematical Programming Computation, 4(4), 307–331. DOI: 10.1007/s12532-012-0043-2.
DOI verification (Crossref, 2026-05-14): resolves to Springer; title, authors, volume/issue/pages all confirmed.
Upstream source
The port follows the upstream sIPOPT contrib at
ref/Ipopt/contrib/sIPOPT/src/
in this repo (EPL-2.0, © Hans Pirnay 2009–2011 per the headers).
Phase-A files mapped:
| pounce-sensitivity | upstream |
|---|---|
src/schur_data.rs — SchurData trait |
SensSchurData.hpp (lines 17–177) |
src/schur_data.rs — IndexSchurData |
SensIndexSchurData.{hpp,cpp} |
src/p_calculator.rs — PCalculator trait |
SensPCalculator.hpp (lines 17–133) |
src/backsolver.rs — SensBacksolver trait |
SensBacksolver.hpp |
Every public item in this crate documents the upstream symbol it mirrors, with line numbers when they're stable.
License
EPL-2.0, matching upstream Ipopt and the sIPOPT contrib.