pounce-sensitivity 0.4.0

Sensitivity analysis / parametric NLP warm-start / reduced Hessian for POUNCE — port of upstream Ipopt's sIPOPT contrib (Pirnay, López-Negrete, Biegler 2012).
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

# pounce-sensitivity

Sensitivity analysis, parametric NLP warm-start, and reduced-Hessian
computation for POUNCE. Port of upstream Ipopt's
[`contrib/sIPOPT/`][upstream-src].

## 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](../pounce-cli/README.md#sensitivity-analysis) 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](https://doi.org/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/`][upstream-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`](../../ref/Ipopt/contrib/sIPOPT/src/SensSchurData.hpp) (lines 17–177)        |
| `src/schur_data.rs` — `IndexSchurData` | [`SensIndexSchurData.{hpp,cpp}`](../../ref/Ipopt/contrib/sIPOPT/src/SensIndexSchurData.hpp)       |
| `src/p_calculator.rs` — `PCalculator` trait | [`SensPCalculator.hpp`](../../ref/Ipopt/contrib/sIPOPT/src/SensPCalculator.hpp) (lines 17–133)   |
| `src/backsolver.rs` — `SensBacksolver` trait | [`SensBacksolver.hpp`](../../ref/Ipopt/contrib/sIPOPT/src/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.

[upstream-src]: ../../ref/Ipopt/contrib/sIPOPT/src/
[issue]: https://github.com/jkitchin/pounce/issues/7