pounce_algorithm/alg_builder.rs
1//! Algorithm builder — port of `Algorithm/IpAlgBuilder.{hpp,cpp}`.
2//!
3//! Reads `OptionsList`, walks the dependency order documented in
4//! `ref/Ipopt/AGENT_REFERENCE/ARCHITECTURE.md` §"BuildBasicAlgorithm",
5//! and assembles the strategy objects needed by `IpoptAlgorithm`:
6//!
7//! * `SymLinearSolver` (MA57 / MUMPS / FERAL) → `AugSystemSolver`
8//! (`StdAugSystemSolver`) → `PdSystemSolver` (`PdFullSpaceSolver`)
9//! → `SearchDirCalculator` (`PdSearchDirCalc`).
10//! * `BacktrackingLsAcceptor` (filter / penalty / cg-penalty) →
11//! `BacktrackingLineSearch`.
12//! * `MuUpdate` (monotone / adaptive[+oracle]).
13//! * `ConvCheck` (`OptErrorConvCheck`).
14//! * `IterateInitializer` (default / warm-start) and
15//! `EqMultCalculator` (`LeastSquareMults`).
16//! * `HessianUpdater` (exact / limited-memory).
17//! * `IterationOutput` (`OrigIterationOutput`).
18//! * `NLPScalingObject` (none / user / gradient-based / equilibration-based).
19//!
20//! Phase 7 ships the option-driven dispatch surface; the assembled
21//! `IpoptAlgorithm` lands once each strategy's arithmetic does.
22
23use crate::conv_check::opt_error::OptErrorConvCheck;
24use crate::eq_mult::least_square::LeastSquareMults;
25use crate::hess::exact::ExactHessianUpdater;
26use crate::hess::lim_mem_quasi_newton::{InitialApprox, LimMemQuasiNewtonUpdater, UpdateType};
27use crate::init::default::DefaultIterateInitializer;
28use crate::init::warm_start::WarmStartIterateInitializer;
29use crate::kkt::aug_system_solver::AugSystemSolver;
30use crate::kkt::low_rank_aug_system_solver::LowRankAugSystemSolver;
31use crate::kkt::pd_full_space_solver::PdFullSpaceSolver;
32use crate::kkt::pd_search_dir_calc::PdSearchDirCalc;
33use crate::kkt::perturbation_handler::PdPerturbationHandler;
34use crate::kkt::std_aug_system_solver::StdAugSystemSolver;
35use crate::line_search::backtracking::BacktrackingLineSearch;
36use crate::line_search::filter_acceptor::FilterLsAcceptor;
37use crate::line_search::ls_acceptor::BacktrackingLsAcceptor;
38use crate::line_search::penalty_acceptor::PenaltyLsAcceptor;
39use crate::mu::adaptive::{AdaptiveMuUpdate, MuOracleKind};
40use crate::mu::monotone::MonotoneMuUpdate;
41use crate::output::orig::OrigIterationOutput;
42use pounce_common::types::{Index, Number};
43use pounce_linsol::{SparseSymLinearSolverInterface, TSymLinearSolver};
44use std::cell::RefCell;
45use std::rc::Rc;
46
47/// Backend factory — the application supplies one before calling
48/// [`AlgorithmBuilder::build`]. Mirrors upstream's
49/// `SymLinearSolverFactory` knob in `IpAlgBuilder.cpp`. The default
50/// factory wires in FERAL; MA57 is selectable when the `ma57` cargo
51/// feature is enabled.
52pub type LinearBackendFactory =
53 Box<dyn FnMut(LinearSolverChoice) -> Box<dyn SparseSymLinearSolverInterface>>;
54
55/// Top-level algorithm choice. `InteriorPoint` is pounce's default
56/// (the existing `IpoptAlgorithm`); `ActiveSetSqp` is the
57/// Phase 5b SQP driver in `crate::sqp::SqpAlgorithm`, which uses
58/// `pounce-qp` for QP subproblem solves and reuses
59/// `FilterLsAcceptor` for globalization.
60#[derive(Debug, Clone, Copy, PartialEq, Eq, Default)]
61pub enum AlgorithmChoice {
62 #[default]
63 InteriorPoint,
64 ActiveSetSqp,
65}
66
67#[derive(Debug, Clone, Copy, PartialEq, Eq)]
68pub enum LinearSolverChoice {
69 Ma57,
70 Feral,
71}
72
73/// Symmetric scaling method applied to the augmented KKT system by
74/// [`TSymLinearSolver`]. Mirrors the `linear_system_scaling` option
75/// in `IpAlgBuilder.cpp:302-318` and the `RuizTSymScalingMethod` /
76/// `Mc19TSymScalingMethod` strategies in upstream Ipopt.
77///
78/// * `None` (default) — no scaling; `TSymLinearSolver` runs with a
79/// null scaling method. Matches upstream's default.
80/// * `Ruiz` — iterative symmetric ∞-norm equilibration (Ruiz, 2001).
81/// Implemented in `pounce_linsol::RuizTSymScalingMethod`.
82/// * `Mc19` — Curtis-Reid (HSL MC19) scaling. Not yet implemented;
83/// falls back to `None` with a warning.
84#[derive(Debug, Clone, Copy, PartialEq, Eq, Default)]
85pub enum LinearSystemScalingChoice {
86 #[default]
87 None,
88 Ruiz,
89 Mc19,
90 /// `slack-based` — `IpSlackBasedTSymScalingMethod`. Unlike the
91 /// others this one is a function of the iterate, not of the matrix,
92 /// so the algorithm pushes the `s`-block factors down each
93 /// iteration (see `IpoptAlgorithm::push_slack_scaling`).
94 SlackBased,
95}
96
97#[derive(Debug, Clone, Copy, PartialEq, Eq)]
98pub enum MuStrategyChoice {
99 Monotone,
100 Adaptive,
101}
102
103#[derive(Debug, Clone, Copy, PartialEq, Eq)]
104pub enum HessianApproxChoice {
105 Exact,
106 LimitedMemory,
107 /// Partitioned quasi-Newton: one small dense block per element
108 /// function (the objective and each constraint row), assembled into
109 /// a genuine sparse `SymTMatrix`. See
110 /// [`crate::hess::partitioned_quasi_newton`].
111 Partitioned,
112 /// Sparse finite-difference Lagrangian Hessian, recovered by graph
113 /// coloring from the analytic Jacobian. See
114 /// [`crate::hess::fd_hessian`].
115 FiniteDifference,
116}
117
118#[derive(Debug, Clone, Copy, PartialEq, Eq)]
119pub enum LineSearchChoice {
120 Filter,
121 CgPenalty,
122 Penalty,
123}
124
125/// Assembled strategy bundle. Phase 7 ships the structural bundle;
126/// `IpoptAlgorithm::new` reads from this when it lands.
127pub struct AlgorithmBundle {
128 pub mu_update: Box<dyn crate::mu::r#trait::MuUpdate>,
129 pub conv_check: Box<dyn crate::conv_check::r#trait::ConvCheck>,
130 pub init: Box<dyn crate::init::r#trait::IterateInitializer>,
131 pub eq_mult: Box<dyn crate::eq_mult::r#trait::EqMultCalculator>,
132 pub hess: Box<dyn crate::hess::r#trait::HessianUpdater>,
133 pub line_search: BacktrackingLineSearch,
134 pub iter_output: Box<dyn crate::output::r#trait::IterationOutput>,
135 /// `Some` when the builder was given a [`LinearBackendFactory`];
136 /// `None` for the bare structural bundle that pre-Phase-6 unit
137 /// tests still rely on.
138 pub search_dir: Option<PdSearchDirCalc>,
139}
140
141/// Knobs read off `OptionsList` and baked into the assembled
142/// `OptErrorConvCheck`. Defaults mirror
143/// `IpOptErrorConvCheck.cpp:RegisterOptions`.
144#[derive(Debug, Clone)]
145pub struct ConvCheckOptions {
146 pub tol: Number,
147 pub dual_inf_tol: Number,
148 pub constr_viol_tol: Number,
149 pub compl_inf_tol: Number,
150 pub acceptable_tol: Number,
151 pub acceptable_dual_inf_tol: Number,
152 pub acceptable_constr_viol_tol: Number,
153 pub acceptable_compl_inf_tol: Number,
154 pub acceptable_obj_change_tol: Number,
155 pub acceptable_iter: Index,
156 pub max_iter: Index,
157 pub max_cpu_time: Number,
158 pub max_wall_time: Number,
159 pub infeas_stationarity_tol: Number,
160 pub infeas_viol_kappa: Number,
161 pub infeas_max_streak: Index,
162 /// Objective-scale floor below which a strict termination certificate is
163 /// refused while the unscaled KKT error is still above `acceptable_tol`
164 /// (gh #200). `0` disables the mechanism.
165 pub obj_scale_certificate_threshold: Number,
166 /// Safety factor on the per-row floor the **strict** gate uses to decide
167 /// when a constraint residual is finer than the row can represent
168 /// (gh #528). `0` disables the floor, restoring upstream Ipopt's
169 /// bare-absolute primal term.
170 pub primal_noise_floor_kappa: Number,
171 /// Fraction of `acceptable_tol` the KKT error and the objective may drift
172 /// across the acceptable-level streak's window while the streak still
173 /// counts as settled (gh #533). `0` disables the progress test, leaving
174 /// acceptable-level termination the bare consecutive-count criterion.
175 pub acceptable_progress_kappa: Number,
176 /// Safety factor on the scale-relative floor under `dual_inf_tol` the
177 /// **strict** gate judges the dual infeasibility against (gh #532). `0`
178 /// disables the floor, restoring upstream Ipopt's bare-absolute bound.
179 pub dual_inf_scale_kappa: Number,
180}
181
182impl Default for ConvCheckOptions {
183 fn default() -> Self {
184 Self {
185 tol: 1e-8,
186 dual_inf_tol: 1.0,
187 constr_viol_tol: 1e-4,
188 compl_inf_tol: 1e-4,
189 acceptable_tol: 1e-6,
190 acceptable_dual_inf_tol: 1e10,
191 acceptable_constr_viol_tol: 1e-2,
192 acceptable_compl_inf_tol: 1e-2,
193 acceptable_obj_change_tol: 1e20,
194 acceptable_iter: 15,
195 max_iter: 3000,
196 max_cpu_time: 1e6,
197 max_wall_time: 1e6,
198 infeas_stationarity_tol: 1e-8,
199 infeas_viol_kappa: 1e2,
200 infeas_max_streak: 5,
201 obj_scale_certificate_threshold: 1e-4,
202 primal_noise_floor_kappa: 64.0,
203 acceptable_progress_kappa: 1e-1,
204 dual_inf_scale_kappa: 1.0,
205 }
206 }
207}
208
209#[derive(Debug, Clone)]
210pub struct AlgorithmBuilder {
211 /// Top-level algorithm dispatch. Default `InteriorPoint` ⇒
212 /// `build_with_backend` returns the existing `AlgorithmBundle`
213 /// (consumed by `IpoptAlgorithm`). `ActiveSetSqp` ⇒ caller
214 /// must use `build_sqp_with_backend` to assemble the Phase 5b
215 /// `SqpAlgorithm`. The two builder methods sit side by side
216 /// because the assembled algorithm shape differs (IPM bundle
217 /// vs SQP struct).
218 pub algorithm: AlgorithmChoice,
219 pub linear_solver: LinearSolverChoice,
220 /// Symmetric scaling method for the augmented KKT system. Wired
221 /// into [`TSymLinearSolver`] by [`Self::build_with_backend`].
222 /// Mirrors upstream `linear_system_scaling` (`IpAlgBuilder.cpp:538-560`).
223 pub linear_system_scaling: LinearSystemScalingChoice,
224 /// Lazy-vs-eager scaling toggle (`linear_scaling_on_demand`,
225 /// `IpTSymLinearSolver.cpp:50-58`). Only consulted when
226 /// `linear_system_scaling != None`. Upstream default is `true`
227 /// (compute scaling only on the first solve that fails / shows
228 /// poor conditioning); pounce mirrors that. Set to `false` to
229 /// scale every factorization.
230 pub linear_scaling_on_demand: bool,
231 pub mu_strategy: MuStrategyChoice,
232 /// Selector forwarded to [`AdaptiveMuUpdate`] when
233 /// `mu_strategy = Adaptive`. Ignored for `Monotone`. Defaults to
234 /// `QualityFunction` per upstream's `RegisterOptions` default.
235 pub mu_oracle: MuOracleKind,
236 pub hessian_approximation: HessianApproxChoice,
237
238 /// Element update formula for
239 /// [`HessianApproxChoice::Partitioned`] (`partitioned_update_type`).
240 /// SR1 by default: a single constraint is not convex, so damped
241 /// BFGS would force every `∇²c_j` model PSD and then scale it by a
242 /// multiplier of either sign.
243 pub partitioned_update_type: UpdateType,
244 /// Whether the caller named `partitioned_update_type` explicitly, so
245 /// the block mode's BFGS default does not override them.
246 pub partitioned_update_type_was_set: bool,
247 /// Widest element that keeps a dense block under
248 /// [`HessianApproxChoice::Partitioned`]; wider elements degrade to a
249 /// diagonal approximation (`partitioned_max_element`).
250 pub partitioned_max_element: usize,
251 /// Variables the **objective** is nonlinear in, in the compressed
252 /// `x_var` space — `TNLPAdapter::objective_nonlinear_vars`. Consumed
253 /// by both the partitioned updater (as its objective element's
254 /// support) and the finite-difference updater (as the objective's
255 /// contribution to a Jacobian-derived Hessian pattern, which the
256 /// constraint Jacobian cannot supply). `None` leaves each to fall
257 /// back on the first `∇f`'s nonzeros, which is value-derived; see
258 /// that method for what it costs.
259 pub objective_nonlinear_vars: Option<Vec<Index>>,
260 /// `partitioned_curvature_cap` — multiple of an element's implied
261 /// curvature that one update may reach. See
262 /// [`crate::hess::partitioned_quasi_newton`].
263 pub partitioned_curvature_cap: Number,
264 /// How the Lagrangian is split into elements under
265 /// [`HessianApproxChoice::Partitioned`] (`partitioned_elements`).
266 pub partitioned_elements: crate::hess::partitioned_quasi_newton::ElementMode,
267 /// Target primal-block width when `partitioned_elements` is
268 /// `blocks` (`partitioned_block_size`).
269 pub partitioned_block_size: usize,
270 /// Where [`HessianApproxChoice::FiniteDifference`] takes its
271 /// sparsity pattern from (`fd_hessian_pattern`).
272 pub fd_hessian_pattern: crate::hess::fd_hessian::FdPatternSource,
273 /// How finite-difference probe groups are formed
274 /// (`fd_hessian_coloring`).
275 pub fd_hessian_coloring: crate::hess::fd_hessian::FdColoring,
276 /// Relative movement in `x` AND `y` below which the previous Hessian
277 /// is reused (`fd_hessian_reuse_tol`). `0` rebuilds every iteration.
278 pub fd_hessian_reuse_tol: Number,
279 pub limited_memory_update_type: UpdateType,
280 /// History length for the limited-memory quasi-Newton approximation
281 /// (`limited_memory_max_history`). Defaults to upstream's 6.
282 pub limited_memory_max_history: i32,
283 /// `limited_memory_init_val_max` / `_min` — the clamp on the initial
284 /// Hessian scalar σ before the rank-2 updates. Upstream defaults 1e8
285 /// / 1e-8, which `LimMemQuasiNewtonUpdater` has carried as hard-coded
286 /// fields and consumed in `initial_hessian_scalar` all along; only
287 /// the read sites were missing (gh#483, #191 round 2).
288 pub limited_memory_init_val_max: Number,
289 pub limited_memory_init_val_min: Number,
290 /// `limited_memory_initialization` — which formula picks the initial
291 /// Hessian scalar σ. Matches upstream's `scalar1` (σ = sᵀy/sᵀs).
292 /// pounce shipped `scalar2` (σ = yᵀy/sᵀy) with no way to change it,
293 /// because the option was registered and never read (#677).
294 pub limited_memory_initialization: InitialApprox,
295 /// `limited_memory_init_val` — σ on the first iteration, before any
296 /// curvature pair exists, and every iteration under
297 /// `InitialApprox::Constant`. Upstream default 1.0.
298 pub limited_memory_init_val: Number,
299 /// `limited_memory_max_skipping` — consecutive skipped curvature
300 /// updates before the approximation is discarded (#686). Upstream
301 /// default 2.
302 pub limited_memory_max_skipping: Index,
303 /// Positions in the algorithm's compressed `x_var` space that enter
304 /// the problem *nonlinearly* (gh#624). `None` — the default —
305 /// approximates the Hessian over every variable, which is what the
306 /// limited-memory path has always done. When set, the quasi-Newton
307 /// update is restricted to this subspace and the Hessian is exactly
308 /// zero elsewhere. Comes from
309 /// `TNLPAdapter::quasi_newton_nonlinear_vars` (the TNLP's
310 /// `get_list_of_nonlinear_variables`, or the `num_linear_variables`
311 /// prefix fallback) and is ignored on the exact-Hessian path.
312 ///
313 /// The restoration sub-IPM must clear this: the mask indexes the
314 /// original NLP's variables, not the restoration compound primal.
315 pub limited_memory_nonlinear_vars: Option<Vec<Index>>,
316 pub line_search_method: LineSearchChoice,
317 pub warm_start_init_point: bool,
318 /// `mehrotra_algorithm` — when true, [`PdSearchDirCalc`] folds
319 /// the Mehrotra second-order complementarity term into the
320 /// search-direction RHS. Mirrors upstream's
321 /// `IpAlgBuilder.cpp:Mehrotra` flag. Requires `mu_strategy =
322 /// Adaptive` so that an affine step is computed each iteration;
323 /// [`Self::build_with_backend`] does not enforce this — the
324 /// option-parser in `application.rs` is responsible for the
325 /// cascading defaults (`mu_oracle = probing` etc.).
326 pub mehrotra_algorithm: bool,
327 /// `fast_step_computation` — when true, [`PdSearchDirCalc`] accepts
328 /// the search direction without the residual check and allows an
329 /// inexact linear solve. Mirrors upstream's flag of the same name,
330 /// default `no`. The field existed and was consumed from the day the
331 /// search-direction calculator landed, hard-coded to `false`; only
332 /// the option's read site was missing, so setting it did nothing
333 /// (gh#483 follow-up, #191 round 2).
334 pub fast_step_computation: bool,
335 /// `kappa_sigma` — factor bounding how far the bound multipliers may
336 /// deviate from their primal estimates. The clamp
337 /// (`kappa_sigma_clamp`) runs after every accepted step; `< 1`
338 /// disables the correction. Mirrors `IpIpoptAlg.cpp` (Eqn. (16)),
339 /// default `1e10`. Baked onto [`crate::ipopt_alg::IpoptAlgorithm`] by
340 /// the solve path.
341 pub kappa_sigma: Number,
342 /// `recalc_y` / `recalc_y_feas_tol` — least-square re-estimation of
343 /// the equality multipliers once feasible (#677). Registered
344 /// upstream, refused by pounce as unimplemented until now. Default
345 /// `false` matches the registry; the limited-memory path turns it on
346 /// for itself in `application.rs`, as upstream's own option text
347 /// says it does.
348 pub recalc_y: bool,
349 pub recalc_y_feas_tol: Number,
350 /// `kappa_d` — weight of the linear damping term added to the barrier
351 /// objective/gradient (and dual-infeasibility) to handle one-sided
352 /// bounds. Mirrors `IpIpoptCalculatedQuantities.cpp`, default `1e-5`.
353 /// Baked onto [`crate::ipopt_cq::IpoptCalculatedQuantities`] by the
354 /// solve path.
355 pub kappa_d: Number,
356 /// `s_max` — cap on the average multiplier magnitude used to build
357 /// the `(s_d, s_c)` scaling factors of the KKT error test
358 /// (`IpIpoptCalculatedQuantities.cpp:ComputeOptimalityErrorScaling`,
359 /// the paragraph after Eqn. (6) of the implementation paper).
360 /// Registered default `100`, which is what
361 /// [`crate::ipopt_cq::IpoptCalculatedQuantities`] already carries as
362 /// its struct default, so forwarding it is behaviour-neutral for a
363 /// run that does not set it (#551 / #677). Baked onto the cq by the
364 /// solve path, next to `kappa_d`.
365 pub s_max: Number,
366 /// `tiny_step_tol` — relative primal step size below which the full
367 /// step is accepted without line search; repeated tiny steps
368 /// terminate the solve. Mirrors `IpBacktrackingLineSearch.cpp`,
369 /// default `10·EPSILON`. Baked onto
370 /// [`crate::ipopt_alg::IpoptAlgorithm`] by the solve path.
371 pub tiny_step_tol: Number,
372 /// `tiny_step_y_tol` — dual-step threshold; when both primal and dual
373 /// steps are tiny in consecutive iterations the algorithm stops at the
374 /// best attainable accuracy. Default `1e-2`.
375 pub tiny_step_y_tol: Number,
376 /// `diverging_iterates_tol` — if `max_i |x_i|` exceeds this the solve
377 /// aborts as diverging. Default `1e20`.
378 pub diverging_iterates_tol: Number,
379 /// `dual_diverging_streak` (pounce#246) — consecutive growing-dual-
380 /// infeasibility iterations before the dual-divergence guard routes to
381 /// restoration. **Default `0` (off).**
382 ///
383 /// It defaulted to `15` when introduced, on the strength of a reported
384 /// emfl050 bad-warm-start grind. That justification did not survive being
385 /// reproduced: the measurement was caller-side JAX compilation, and the
386 /// build predating the guard solves both emfl050 instances to the same
387 /// optimum in the same time (pounce#246 / pounce#250). What remained was a
388 /// knife-edge, non-monotone effect on four of 1284 MINLPLib models — so it
389 /// is opt-in rather than imposed. See `upstream_options.rs` for the full
390 /// account.
391 pub dual_diverging_streak: Index,
392 /// `dual_divergence_retry_step_tol` (gh#884) — the scale-relative
393 /// step `max_i |d_i| / (1 + |x_i|)` at or below which the biactive
394 /// dual-divergence detector calls the primal iterate *settled*.
395 /// Default `1e-5`; `0` disables the detector without disabling the
396 /// `dual_divergence_retry` option. See `upstream_options.rs` for the
397 /// measured population behind the default.
398 pub dual_divergence_retry_step_tol: Number,
399 /// `dual_divergence_retry_du_floor` (gh#884) — the *unscaled* dual
400 /// infeasibility at or above which the same detector calls the
401 /// multipliers *diverged*. Default `1e2`. Measured in the model's own
402 /// units on purpose: the `s_d`-normalised aggregate is what hid the
403 /// defect. See `upstream_options.rs`.
404 pub dual_divergence_retry_du_floor: Number,
405 /// `resto_decline_deferrals` (gh #534) — how many times the
406 /// acceptable-point restoration decline may be deferred on a solve whose
407 /// NLP error is still contracting. Default `1`; `0` restores the pre-#534
408 /// behaviour (decline immediately, always). See `upstream_options.rs`.
409 pub resto_decline_deferrals: Index,
410 /// `resto_decline_progress_ratio` (gh #534) — required per-iteration
411 /// contraction of the NLP error before a decline is deferred. Default
412 /// `0.5`; at or above `1` the progress requirement is dropped entirely.
413 pub resto_decline_progress_ratio: Number,
414 /// `neg_curv_escapes` (gh #797) — how many times a certified stationary
415 /// point with an indefinite reduced Hessian may be left along a direction
416 /// of negative curvature instead of reported. Default `1`; `0` restores the
417 /// pre-#797 behaviour. See `upstream_options.rs`.
418 pub neg_curv_escapes: Index,
419 /// `limited_memory_ls_failure_restarts` (gh #818) — how many times a
420 /// line-search failure at an already-feasible point may re-anchor the
421 /// quasi-Newton model and retry instead of entering restoration.
422 /// Default `0`, i.e. the rung is off and a line-search failure always
423 /// hands off, which is upstream's behaviour; see
424 /// `DEFAULT_LBFGS_LS_FAILURE_RESTARTS` in `ipopt_alg.rs` for the
425 /// measurement that put it there. See `upstream_options.rs`.
426 pub limited_memory_ls_failure_restarts: Index,
427 /// `kkt_fidelity_tol` (pounce#173). Read by the algorithm as well as by the
428 /// post-solve gate, because the #200 fallback's tiebreak has to rank the two
429 /// candidate points by the status each will be *reported* under. Default
430 /// `0.0` (gate disabled).
431 pub kkt_fidelity_tol: Number,
432 pub conv_check: ConvCheckOptions,
433 pub mu: MuOptions,
434 pub line_search: LineSearchOptions,
435 pub refinement: RefinementOptions,
436 pub perturbation: PerturbationOptions,
437 pub resto: RestoOptions,
438 pub output: OutputOptions,
439 pub warm: WarmStartOptions,
440 /// SQP-specific options (consulted only when
441 /// `algorithm = ActiveSetSqp`).
442 pub sqp: crate::sqp::SqpOptions,
443 /// QP-subproblem-solver options for the active-set SQP path
444 /// (`pounce_qp::QpOptions`), threaded into the `SqpAlgorithm` via
445 /// `with_qp_options`. Consulted only when `algorithm = ActiveSetSqp`.
446 /// Populated from the `sqp_qp_*` CLI options by
447 /// `application::apply_qp_subproblem_options`.
448 pub sqp_qp: pounce_qp::QpOptions,
449 pub init: InitOptions,
450 /// Optional block-triangular / Schur KKT partition (pounce#180 item 2):
451 /// `(schur_indices, feral_cfg)`. When `Some` and the IPM path is selected
452 /// with the feral linear solver and an exact Hessian, `build_with_backend`
453 /// wraps the standard aug-system solver in a
454 /// [`crate::kkt::SchurAugSystemSolver`] over the given KKT-space indices.
455 /// The Schur solver falls back to the standard solver transparently when
456 /// the partition is unsuitable. Set via [`Self::set_kkt_schur`].
457 pub kkt_schur: Option<(Vec<usize>, pounce_feral::FeralConfig)>,
458 /// Shared tally of successful linear-solver quality escalations, handed
459 /// to the assembled
460 /// [`PdFullSpaceSolver`](crate::kkt::pd_full_space_solver::PdFullSpaceSolver)
461 /// by [`Self::build_with_backend`]. `None` leaves that solver with its
462 /// own private counter, which is what every test double and every
463 /// direct builder user gets.
464 ///
465 /// The point of sharing it is the restoration sub-solve: its inner
466 /// algorithm is assembled from a *clone* of this builder
467 /// (`resto_inner_solver::run_inner_resto`), so a `Some` here makes the
468 /// sub-solve's escalations land in the same total as the main loop's.
469 /// gh#857's exact leg escalates once in each, and counting only the
470 /// main loop would report half the trajectory change.
471 pub quality_escalation_counter: Option<Rc<std::cell::Cell<u64>>>,
472}
473
474/// Knobs read off `OptionsList` and baked into
475/// [`DefaultIterateInitializer`]. Defaults mirror
476/// `IpDefaultIterateInitializer.cpp:RegisterOptions`. The Mehrotra
477/// cascade in `application.rs` overrides `bound_push`, `bound_frac`,
478/// and `bound_mult_init_val` to upstream's more-aggressive values
479/// (`10`, `0.2`, `1.0`).
480#[derive(Debug, Clone)]
481pub struct InitOptions {
482 pub bound_push: Number,
483 pub bound_frac: Number,
484 pub slack_bound_push: Number,
485 pub slack_bound_frac: Number,
486 pub constr_mult_init_max: Number,
487 pub bound_mult_init_val: Number,
488 /// `bound_mult_init_method`: `"constant"` (default) or `"mu-based"`
489 /// (matches upstream's `IpDefaultIterateInitializer.cpp`).
490 pub bound_mult_init_method: String,
491 /// `least_square_init_primal` — replace the user's starting `x`
492 /// with the min-norm primal that satisfies the linearized
493 /// constraints. Used by the Mehrotra cascade in `application.rs`
494 /// to drop iter-0 primal infeasibility on LP-shaped problems.
495 /// Mirrors upstream `IpDefaultIterateInitializer.cpp:200-222`.
496 pub least_square_init_primal: bool,
497}
498
499impl Default for InitOptions {
500 fn default() -> Self {
501 Self {
502 bound_push: 1e-2,
503 bound_frac: 1e-2,
504 slack_bound_push: 1e-2,
505 slack_bound_frac: 1e-2,
506 constr_mult_init_max: 1e3,
507 bound_mult_init_val: 1.0,
508 bound_mult_init_method: "constant".into(),
509 least_square_init_primal: false,
510 }
511 }
512}
513
514/// Knobs read off `OptionsList` and baked into
515/// [`WarmStartIterateInitializer`]. Defaults mirror
516/// `IpWarmStartIterateInitializer.cpp:RegisterOptions`.
517///
518/// Wired today: every knob above plus the gh#606 recentering pair.
519/// `warm_start_entire_iterate` / `warm_start_same_structure` are
520/// deliberately *not* here — they name the `GetWarmStartIterate` TNLP
521/// surface pounce does not expose, and are refused by
522/// [`crate::unimplemented_options`] rather than parsed into a field
523/// nothing reads (gh#606).
524#[derive(Debug, Clone)]
525pub struct WarmStartOptions {
526 pub bound_push: Number,
527 pub bound_frac: Number,
528 pub slack_bound_push: Number,
529 pub slack_bound_frac: Number,
530 pub mult_bound_push: Number,
531 pub mult_init_max: Number,
532 pub target_mu: Number,
533 /// The value a NaN-seeded bound multiplier takes: NaN in a
534 /// user-supplied `z`/`v` seed means "unseeded, use the default".
535 /// Threaded from `builder.init.bound_mult_init_val` at build time
536 /// so the Mehrotra override and any user setting stay the single
537 /// source of truth.
538 pub bound_mult_init_val: Number,
539 /// `constr_mult_init_max`, threaded from the init options at build
540 /// time (gh#606). The warm path's reconstruction of an unseeded
541 /// equality-multiplier block runs the *cold* path's least-squares
542 /// solve, so it is capped by the cold path's cap — not by
543 /// `warm_start_mult_init_max`, which caps multipliers a caller
544 /// actually supplied and is three orders looser (1e6 vs 1e3).
545 /// Measured: on `redundant_rows`, whose duplicated equality rows
546 /// make the least-squares system singular, the looser cap let an
547 /// arbitrary estimate through and cost 7 -> 25 iterations.
548 pub constr_mult_init_max: Number,
549 /// `warm_start_recentering` (gh#606). Whether the initializer
550 /// measures the supplied point and adapts μ / the multiplier fills
551 /// to it, or keeps the pre-gh#606 universal constants.
552 pub recentering: WarmStartRecentering,
553}
554
555/// Value of `warm_start_recentering` (gh#606).
556#[derive(Debug, Clone, Copy, PartialEq, Eq)]
557pub enum WarmStartRecentering {
558 /// Pre-gh#606 behaviour: constant pushes and floors, `y` left at
559 /// zero when unseeded, μ untouched unless `warm_start_target_mu`
560 /// is set. The kill switch.
561 None,
562 /// Measure the supplied iterate's residuals and derive μ, the
563 /// bound-multiplier fills, and the equality-multiplier
564 /// reconstruction from them.
565 Residual,
566}
567
568impl WarmStartOptions {
569 /// `mult_init_max` as a usable cap: the registered `0` sentinel
570 /// means "no cap".
571 pub(crate) fn mult_init_max_or_inf(&self) -> Number {
572 if self.mult_init_max > 0.0 {
573 self.mult_init_max
574 } else {
575 Number::INFINITY
576 }
577 }
578}
579
580impl Default for WarmStartOptions {
581 fn default() -> Self {
582 Self {
583 bound_push: 1e-3,
584 bound_frac: 1e-3,
585 slack_bound_push: 1e-3,
586 slack_bound_frac: 1e-3,
587 mult_bound_push: 1e-3,
588 mult_init_max: 1e6,
589 target_mu: 0.0,
590 // seeded from the init options so the default has one
591 // home; build() re-resolves it from the live init options
592 // anyway (see `resolved_warm_options`)
593 bound_mult_init_val: InitOptions::default().bound_mult_init_val,
594 constr_mult_init_max: InitOptions::default().constr_mult_init_max,
595 recentering: WarmStartRecentering::Residual,
596 }
597 }
598}
599
600/// The warm-start options as the initializer actually receives them:
601/// `bound_mult_init_val` and `constr_mult_init_max` come from the
602/// (option-read, Mehrotra-resolved) init options, never from
603/// `WarmStartOptions`'s own copy. Split out of `build()` so the threading is testable.
604pub(crate) fn resolved_warm_options(
605 warm: &WarmStartOptions,
606 init: &InitOptions,
607) -> WarmStartOptions {
608 let mut w = warm.clone();
609 w.bound_mult_init_val = init.bound_mult_init_val;
610 w.constr_mult_init_max = init.constr_mult_init_max;
611 w
612}
613
614/// Knobs read off `OptionsList` and baked into the assembled
615/// `MonotoneMuUpdate` or `AdaptiveMuUpdate`. Defaults mirror
616/// `IpMonotoneMuUpdate.cpp` / `IpAdaptiveMuUpdate.cpp:RegisterOptions`.
617/// `mu_max` defaults to the sentinel `-1`; positive values are baked
618/// into both updaters at build time (adaptive interprets `-1` as
619/// "lazy-init from `mu_max_fact * avrg_compl`").
620#[derive(Debug, Clone)]
621pub struct MuOptions {
622 pub mu_init: Number,
623 pub mu_max: Number,
624 pub mu_max_fact: Number,
625 pub mu_min: Number,
626 pub mu_target: Number,
627 pub mu_linear_decrease_factor: Number,
628 pub mu_superlinear_decrease_power: Number,
629 pub mu_allow_fast_monotone_decrease: bool,
630 pub barrier_tol_factor: Number,
631 /// `tau_min` — floor on the fraction-to-the-boundary parameter
632 /// τ = max(tau_min, 1 − μ). Registered default 0.99, which is what
633 /// both `MonotoneMuUpdate` and `AdaptiveMuUpdate` already carry as
634 /// their struct default, so forwarding it is behaviour-neutral for
635 /// a run that does not set the option (#551 / #677). Consumed by
636 /// both updaters; the adaptive one also uses it in the monotone
637 /// mode and for the post-oracle τ = max(tau_min, 1 − NLP error).
638 pub tau_min: Number,
639 /// `sigma_max` / `sigma_min` — clamp on the centering parameter σ
640 /// chosen by `QualityFunctionMuOracle`. Only consumed when
641 /// `mu_strategy=adaptive` and `mu_oracle=quality-function`.
642 /// Defaults from `IpQualityFunctionMuOracle.cpp:RegisterOptions`.
643 pub sigma_max: Number,
644 pub sigma_min: Number,
645 /// `adaptive_mu_globalization` — globalization strategy for the
646 /// adaptive μ-selection mode. Mirrors
647 /// `IpAdaptiveMuUpdate.cpp:RegisterOptions`. Default is
648 /// `ObjConstrFilter`; the Mehrotra cascade switches to
649 /// `NeverMonotoneMode` to disable globalization entirely.
650 pub adaptive_mu_globalization: crate::mu::adaptive::AdaptiveMuGlobalization,
651 /// `quality_function_norm_type` — norm used inside the quality
652 /// function to aggregate the three KKT components. Forwarded to
653 /// `QualityFunctionMuOracle` when `mu_oracle=quality-function`.
654 pub quality_function_norm_type: crate::mu::oracle::quality_function::NormType,
655 /// `quality_function_centrality` — centrality penalty term added
656 /// to the quality function.
657 pub quality_function_centrality: crate::mu::oracle::quality_function::CentralityType,
658 /// `quality_function_balancing_term` — balancing penalty term in
659 /// the quality function (kicks in when complementarity is far
660 /// below infeasibilities).
661 pub quality_function_balancing_term: crate::mu::oracle::quality_function::BalancingTermType,
662 /// `quality_function_max_section_steps` — cap on golden-section
663 /// iterations when picking σ. Default 8.
664 pub quality_function_max_section_steps: i32,
665 /// `quality_function_section_sigma_tol` — width tolerance in
666 /// σ-space for golden section. Default 1e-2.
667 pub quality_function_section_sigma_tol: Number,
668 /// `quality_function_section_qf_tol` — relative flatness
669 /// tolerance for golden section. Default 0.0.
670 pub quality_function_section_qf_tol: Number,
671 /// `adaptive_mu_safeguard_factor` — guard for the LOQO fallback
672 /// in adaptive mode. Default 0.0.
673 pub adaptive_mu_safeguard_factor: Number,
674 /// `adaptive_mu_monotone_init_factor` — multiplier on the
675 /// average complementarity when seeding monotone mode after a
676 /// free-mode bailout. Default 0.8.
677 pub adaptive_mu_monotone_init_factor: Number,
678 /// `adaptive_mu_restore_previous_iterate` — restore the most
679 /// recent free-mode iterate when switching to fixed mode.
680 /// Default `false`.
681 pub adaptive_mu_restore_previous_iterate: bool,
682 /// `adaptive_mu_max_free_returns` (pounce#749, POUNCE
683 /// extension). Cap on how many times the adaptive strategy may
684 /// leave fixed-mu mode. `-1` = unlimited (upstream behavior).
685 pub adaptive_mu_max_free_returns: i32,
686 /// `adaptive_mu_budget_pin_fraction` (pounce#753, POUNCE
687 /// extension). Fraction of an explicitly-set `max_cpu_time` /
688 /// `max_wall_time` after which the adaptive strategy stops
689 /// returning to free-mu mode and finishes monotone. `1.0`
690 /// disables. Inert unless the caller set a time budget.
691 pub adaptive_mu_budget_pin_fraction: Number,
692 /// `adaptive_mu_kkterror_red_iters` — window length for the
693 /// `KKT_ERROR` globalization history. Default 4.
694 pub adaptive_mu_kkterror_red_iters: usize,
695 /// `adaptive_mu_kkterror_red_fact` — required relative reduction
696 /// of the KKT error over the window. Default 0.9999.
697 pub adaptive_mu_kkterror_red_fact: Number,
698 /// `adaptive_mu_kkt_norm_type` — norm used to score the iterate
699 /// in adaptive globalization decisions.
700 pub adaptive_mu_kkt_norm_type: crate::mu::adaptive::AdaptiveMuKktNorm,
701 /// `filter_margin_fact` — width factor of the margin an entry must
702 /// clear in the `obj-constr-filter` adaptive globalization test
703 /// (`margin = filter_margin_fact * min(filter_max_margin, err)`).
704 /// Only consumed when `mu_strategy=adaptive` and
705 /// `adaptive_mu_globalization=obj-constr-filter` (the default).
706 /// Default 1e-5, from `IpAdaptiveMuUpdate.cpp:RegisterOptions`.
707 pub filter_margin_fact: Number,
708 /// `filter_max_margin` — cap on the margin above. Default 1.0,
709 /// from `IpAdaptiveMuUpdate.cpp:RegisterOptions`.
710 pub filter_max_margin: Number,
711 /// `probing_iterate_quality_factor` (default 1e4, pounce-specific
712 /// — see pounce#58). When the probing (Mehrotra) μ-oracle is
713 /// about to read `curr_avrg_compl()` for its `mu_curr` input, a
714 /// single imbalanced `(s_i, z_i)` pair can inflate the average
715 /// 5+ orders above the stored `data.curr_mu`. The oracle then
716 /// returns `σ · mu_curr` ≫ previous μ, throwing the iterate out
717 /// of the convergence neighborhood. This guard short-circuits
718 /// that case by signalling restoration when the ratio
719 /// `curr_avrg_compl / curr_mu` exceeds the factor. Set to 0 or
720 /// any non-positive value to disable.
721 pub probing_iterate_quality_factor: Number,
722}
723
724impl Default for MuOptions {
725 fn default() -> Self {
726 Self {
727 mu_init: 0.1,
728 mu_max: -1.0,
729 mu_max_fact: 1e3,
730 mu_min: 1e-11,
731 mu_target: 0.0,
732 mu_linear_decrease_factor: 0.2,
733 mu_superlinear_decrease_power: 1.5,
734 mu_allow_fast_monotone_decrease: true,
735 barrier_tol_factor: 10.0,
736 tau_min: 0.99,
737 sigma_max: 1e2,
738 sigma_min: 1e-6,
739 adaptive_mu_globalization:
740 crate::mu::adaptive::AdaptiveMuGlobalization::ObjConstrFilter,
741 quality_function_norm_type:
742 crate::mu::oracle::quality_function::NormType::TwoNormSquared,
743 quality_function_centrality: crate::mu::oracle::quality_function::CentralityType::None,
744 quality_function_balancing_term:
745 crate::mu::oracle::quality_function::BalancingTermType::None,
746 quality_function_max_section_steps: 8,
747 quality_function_section_sigma_tol: 1e-2,
748 quality_function_section_qf_tol: 0.0,
749 adaptive_mu_safeguard_factor: 0.0,
750 adaptive_mu_monotone_init_factor: 0.8,
751 adaptive_mu_restore_previous_iterate: false,
752 adaptive_mu_max_free_returns: -1,
753 adaptive_mu_budget_pin_fraction: 0.75,
754 adaptive_mu_kkterror_red_iters: 4,
755 adaptive_mu_kkterror_red_fact: 0.9999,
756 adaptive_mu_kkt_norm_type: crate::mu::adaptive::AdaptiveMuKktNorm::TwoNormSquared,
757 filter_margin_fact: 1e-5,
758 filter_max_margin: 1.0,
759 probing_iterate_quality_factor: 1e4,
760 }
761 }
762}
763
764/// Knobs baked into the assembled [`BacktrackingLineSearch`]. Defaults
765/// mirror `IpBacktrackingLineSearch.cpp:RegisterOptions`.
766#[derive(Debug, Clone)]
767pub struct LineSearchOptions {
768 /// `alpha_red_factor` — fractional reduction applied to the trial
769 /// step size at every backtracking step
770 /// (`alpha *= alpha_red_factor`). Mirrors upstream's
771 /// `IpBacktrackingLineSearch::alpha_red_factor_`.
772 pub alpha_red_factor: Number,
773 /// `alpha_red_factor_min` — floor on one backtracking reduction,
774 /// which turns the fixed geometric trial sequence into a
775 /// safeguarded quadratic interpolation (gh#818). See
776 /// `BacktrackingLineSearch::next_alpha`.
777 ///
778 /// `None` — the default — means "let the Hessian mode decide", and
779 /// the two modes decide differently:
780 ///
781 /// * **limited-memory → `0.05`** (interpolation on). The
782 /// quasi-Newton model's *scale* can be wrong by orders of
783 /// magnitude in any direction its curvature pairs do not span, so
784 /// the acceptable `alpha` can be far below 1 and the fixed factor
785 /// spends `log(1/alpha)` objective evaluations walking to it.
786 /// * **exact → off** (`alpha_red_factor`, i.e. upstream's fixed
787 /// sequence). A Newton step's length is meaningful, the
788 /// acceptable `alpha` is normally within a few halvings of 1, and
789 /// the trial sequence is not what costs.
790 ///
791 /// The split is measured, not assumed. Forcing
792 /// `alpha_red_factor_min 0.05` onto the exact path moves 3 of the
793 /// 156 fixture-legs in `scripts/sweep-fixtures.sh`, and the one
794 /// that matters is a **status loss**: `eigena2` goes from
795 /// `SolveSucceeded`/27 to `SolvedToAcceptableLevel`/32. The other
796 /// two are `issue_508_infeasible_gap_1em4` 441 → 385 to the same
797 /// certificate — a gain — and an objective digit on
798 /// `hs13_bigstart`. One fixture giving up a solve is the whole
799 /// argument; a faster infeasibility certificate does not buy it
800 /// back. Before `ALPHA_INTERP_MIN_TRIALS` gated the interpolation
801 /// the same experiment moved 9 legs and cost
802 /// `infeasible_square_scaled_1em4` its infeasibility certificate
803 /// (`InfeasibleProblemDetected`/17 → `ErrorInStepComputation`/12);
804 /// the gate narrowed the damage, it did not remove the reason for
805 /// the split.
806 ///
807 /// An explicit `alpha_red_factor_min` from the user is honoured on
808 /// both paths — the mode-dependence is only in the default.
809 pub alpha_red_factor_min: Option<Number>,
810 pub watchdog_shortened_iter_trigger: Index,
811 pub watchdog_trial_iter_max: Index,
812 /// `soft_resto_pderror_reduction_factor` — required relative
813 /// reduction in the primal-dual error for a soft-resto step.
814 /// `0` disables the soft restoration phase.
815 pub soft_resto_pderror_reduction_factor: Number,
816 /// `max_soft_resto_iters` — cap on consecutive soft-resto
817 /// iterations before full restoration is forced.
818 pub max_soft_resto_iters: Index,
819 /// `accept_every_trial_step` — short-circuits the filter / alpha
820 /// loop and accepts the full fraction-to-the-boundary step every
821 /// outer iteration. Mirrors upstream's
822 /// `IpBacktrackingLineSearch::accept_every_trial_step_`. Drops
823 /// global convergence guarantees; only safe for problems where the
824 /// Newton step is already a descent step (LPs, convex QPs). The
825 /// Mehrotra cascade in `application.rs` flips this on.
826 pub accept_every_trial_step: bool,
827 /// `alpha_for_y` — policy for the equality-multiplier (y_c / y_d)
828 /// step length. Upstream default is `Primal`; the Mehrotra cascade
829 /// switches to `BoundMult`.
830 pub alpha_for_y: crate::line_search::backtracking::AlphaForY,
831 /// `accept_after_max_steps` — accept a trial point once this many
832 /// backtracking steps have been taken, even if it fails the
833 /// acceptor's tests. `-1` (the default) disables it, which is why
834 /// wiring it moves no default trajectory. Mirrors
835 /// `IpBacktrackingLineSearch.cpp:759-770`.
836 pub accept_after_max_steps: Index,
837
838 // Filter switching / Armijo / margin constants baked onto the
839 // assembled [`crate::line_search::filter_acceptor::FilterLsAcceptor`]
840 // (only when `line_search_method = Filter`). All were registered but
841 // never read (#191); defaults mirror `IpFilterLSAcceptor.cpp`.
842 /// `eta_phi` — relaxation factor in the Armijo condition (Eqn. (20)).
843 pub eta_phi: Number,
844 /// `delta` — multiplier on the constraint violation in the filter's
845 /// switching rule (Eqn. (19)); maps to
846 /// [`FilterLsAcceptor::delta_armijo`]. Default 1.0, from
847 /// `IpFilterLSAcceptor.cpp:RegisterOptions`.
848 pub delta: Number,
849 /// `theta_min_fact` — constraint-violation threshold factor in the
850 /// switching rule.
851 pub theta_min_fact: Number,
852 /// `theta_max_fact` — upper-bound factor for constraint violation in
853 /// the filter (Eqn. (21)).
854 pub theta_max_fact: Number,
855 /// `theta_max_row_scale_kappa` — multiplier on the constraint-row
856 /// count used as the floor of the `theta_max` reference.
857 /// **Opt-in**: default `0`, which is upstream's bare
858 /// `max(1, theta_0)` floor bit-for-bit. Set to `1` on a large model
859 /// that stalls from a feasible start. See
860 /// [`FilterLsAcceptor::theta_max_row_scale_kappa`].
861 pub theta_max_row_scale_kappa: Number,
862 /// `theta_max_adaptive_trigger` — consecutive line searches whose
863 /// every trial was refused at the `theta_max` gate before the
864 /// ceiling is raised. `0` disables the rule. See
865 /// [`FilterLsAcceptor::theta_max_adaptive_trigger`] (pounce#546).
866 pub theta_max_adaptive_trigger: u32,
867 /// Geometric factor applied to `theta_max` on each adaptive raise.
868 /// See [`FilterLsAcceptor::theta_max_adaptive_factor`].
869 pub theta_max_adaptive_factor: Number,
870 /// Cap on adaptive raises per solve, which is what keeps `theta_max`
871 /// finite. See [`FilterLsAcceptor::theta_max_adaptive_max_raises`].
872 pub theta_max_adaptive_max_raises: u32,
873 /// `gamma_phi` — filter margin factor for the barrier function
874 /// (Eqn. (18a)).
875 pub gamma_phi: Number,
876 /// `gamma_theta` — filter margin factor for the constraint violation
877 /// (Eqn. (18b)).
878 pub gamma_theta: Number,
879 /// `s_phi` — exponent for the linear barrier model in the switching
880 /// rule (Eqn. (19)).
881 pub s_phi: Number,
882 /// `s_theta` — exponent for the current constraint violation in the
883 /// switching rule (Eqn. (19)).
884 pub s_theta: Number,
885 /// `alpha_min_frac` — safety factor for the minimal step size before
886 /// switching to restoration (gamma_alpha, Eqn. (23)).
887 pub alpha_min_frac: Number,
888 /// `obj_max_inc` — max acceptable increase (orders of magnitude) of
889 /// the barrier objective for a trial point.
890 pub obj_max_inc: Number,
891 /// `max_filter_resets` — maximum number of filter resets allowed
892 /// (`0` disables the reset heuristic).
893 pub max_filter_resets: Index,
894 /// `filter_reset_trigger` — successive filter-rejected iterations that
895 /// trigger a filter reset.
896 pub filter_reset_trigger: Index,
897
898 // Penalty-acceptor constants baked onto the assembled
899 // [`crate::line_search::penalty_acceptor::PenaltyLsAcceptor`] (only
900 // when `line_search_method = penalty` / `cg-penalty`). Defaults
901 // mirror `IpPenaltyLSAcceptor.cpp:RegisterOptions`.
902 /// `nu_init` — initial value of the penalty parameter ν.
903 pub nu_init: Number,
904 /// `nu_inc` — increment added when ν is bumped.
905 pub nu_inc: Number,
906 /// `rho` — convex-combination weight in the ν update rule.
907 pub rho: Number,
908 /// `eta_penalty` — relaxation factor in the Armijo condition on the
909 /// penalty merit function.
910 pub eta_penalty: Number,
911
912 // Second-order-correction constants baked onto the assembled
913 // [`BacktrackingLineSearch`]. Registered but never read (#191);
914 // defaults mirror `IpBacktrackingLineSearch.cpp`.
915 /// `max_soc` — max second-order-correction trial steps per iteration;
916 /// `0` disables SOC.
917 pub max_soc: Index,
918 /// `kappa_soc` — sufficient-reduction factor for a SOC step to be
919 /// continued.
920 pub kappa_soc: Number,
921 /// `soc_method` — `0` (paper method) or `1` (alpha-on-rhs variant).
922 pub soc_method: Index,
923}
924
925impl Default for LineSearchOptions {
926 fn default() -> Self {
927 Self {
928 alpha_red_factor: 0.5,
929 alpha_red_factor_min: None,
930 watchdog_shortened_iter_trigger: 10,
931 watchdog_trial_iter_max: 3,
932 soft_resto_pderror_reduction_factor: 1.0 - 1e-4,
933 max_soft_resto_iters: 10,
934 accept_every_trial_step: false,
935 alpha_for_y: crate::line_search::backtracking::AlphaForY::Primal,
936 accept_after_max_steps: -1,
937 eta_phi: 1e-8,
938 delta: 1.0,
939 theta_min_fact: 1e-4,
940 theta_max_fact: 1e4,
941 theta_max_row_scale_kappa: 0.0,
942 theta_max_adaptive_trigger: 3,
943 theta_max_adaptive_factor: 100.0,
944 theta_max_adaptive_max_raises: 4,
945 gamma_phi: 1e-8,
946 gamma_theta: 1e-5,
947 s_phi: 2.3,
948 s_theta: 1.1,
949 alpha_min_frac: 0.05,
950 obj_max_inc: 5.0,
951 max_filter_resets: 5,
952 filter_reset_trigger: 5,
953 nu_init: 1e-6,
954 nu_inc: 1e-4,
955 rho: 0.1,
956 eta_penalty: 1e-8,
957 max_soc: 4,
958 kappa_soc: 0.99,
959 soc_method: 0,
960 }
961 }
962}
963
964/// Inertia-correction / regularization knobs baked onto the assembled
965/// [`crate::kkt::perturbation_handler::PdPerturbationHandler`]. Field
966/// names use the option names; they map to the handler's `delta_xs_*` /
967/// `delta_cd_*` fields. Defaults mirror
968/// `IpPDPerturbationHandler.cpp:RegisterOptions`. All were registered but
969/// never read (#191).
970#[derive(Debug, Clone)]
971pub struct PerturbationOptions {
972 /// `max_hessian_perturbation` → `delta_xs_max`.
973 pub max_hessian_perturbation: Number,
974 /// `min_hessian_perturbation` → `delta_xs_min`.
975 pub min_hessian_perturbation: Number,
976 /// `perturb_inc_fact_first` → `delta_xs_first_inc_fact`.
977 pub perturb_inc_fact_first: Number,
978 /// `perturb_inc_fact` → `delta_xs_inc_fact`.
979 pub perturb_inc_fact: Number,
980 /// `perturb_dec_fact` → `delta_xs_dec_fact`.
981 pub perturb_dec_fact: Number,
982 /// `first_hessian_perturbation` → `delta_xs_init`.
983 pub first_hessian_perturbation: Number,
984 /// `jacobian_regularization_value` → `delta_cd_val`.
985 pub jacobian_regularization_value: Number,
986 /// `jacobian_regularization_exponent` → `delta_cd_exp`.
987 pub jacobian_regularization_exponent: Number,
988 /// `perturb_always_cd` — always regularize the c/d (Jacobian) block.
989 pub perturb_always_cd: bool,
990 /// `perturb_delta_c_max_rungs` → `delta_c_max_rungs` (pounce gh#592).
991 pub perturb_delta_c_max_rungs: Index,
992}
993
994impl Default for PerturbationOptions {
995 fn default() -> Self {
996 Self {
997 max_hessian_perturbation: 1e20,
998 min_hessian_perturbation: 1e-20,
999 perturb_inc_fact_first: 100.0,
1000 perturb_inc_fact: 8.0,
1001 perturb_dec_fact: 1.0 / 3.0,
1002 first_hessian_perturbation: 1e-4,
1003 jacobian_regularization_value: 1e-8,
1004 jacobian_regularization_exponent: 0.25,
1005 perturb_always_cd: false,
1006 perturb_delta_c_max_rungs: 3,
1007 }
1008 }
1009}
1010
1011/// Restoration-phase knobs carried on the outer builder and copied into
1012/// the `RestoAlgorithmBuilder` when the restoration factory is minted
1013/// (`pounce-restoration`). The restoration builder is constructed with
1014/// defaults by each frontend and never options-configured, so these were
1015/// registered but never read (#191). Defaults mirror upstream's
1016/// restoration `RegisterOptions`.
1017#[derive(Debug, Clone)]
1018pub struct RestoOptions {
1019 /// `bound_mult_reset_threshold` — reset bound multipliers to 1 after
1020 /// restoration if the largest exceeds this.
1021 pub bound_mult_reset_threshold: Number,
1022 /// `constr_mult_reset_threshold` — ignore the least-square constraint
1023 /// multiplier estimate after restoration if its norm exceeds this
1024 /// (`0` keeps the estimate).
1025 pub constr_mult_reset_threshold: Number,
1026 /// `resto_penalty_parameter` — penalty on the slack 1-norm in the
1027 /// restoration objective (`rho`).
1028 pub resto_penalty_parameter: Number,
1029 /// `resto_proximity_weight` — proximity-term weight (`eta_factor`;
1030 /// `η = eta_factor · sqrt(μ)`).
1031 pub resto_proximity_weight: Number,
1032 /// `required_infeasibility_reduction` — the restoration sub-solve
1033 /// keeps iterating until the *original* NLP's infeasibility has been
1034 /// reduced to at most this fraction of its value at restoration entry
1035 /// (`κ_resto` in `IpRestoConvCheck.cpp:58`). `0` disables the guard,
1036 /// i.e. restoration runs until the sub-NLP itself converges.
1037 pub required_infeasibility_reduction: Number,
1038 /// `evaluate_orig_obj_at_resto_trial` — evaluate the *original*
1039 /// objective at every restoration trial point, so an iterate the
1040 /// restoration problem likes but the original cannot evaluate is
1041 /// rejected there rather than after the phase exits. Upstream default
1042 /// `yes`. `RestoAlgorithmBuilder` has consumed this since it landed;
1043 /// only the read site was missing (gh#483, #191 round 2).
1044 pub evaluate_orig_obj_at_resto_trial: bool,
1045 /// `expect_infeasible_problem` — enter restoration sooner and demand
1046 /// more infeasibility reduction before leaving it. Upstream default
1047 /// `no`. Same story: consumed, never read.
1048 pub expect_infeasible_problem: bool,
1049 /// `start_with_resto` — switch to restoration in the first iteration.
1050 /// Upstream default `no`. Same story.
1051 pub start_with_resto: bool,
1052 /// `max_resto_iter` — cap on *successive* restoration iterations
1053 /// (`IpRestoConvCheck.cpp:144`'s `maximum_resto_iters`). Consumed by
1054 /// `pounce_restoration::conv_check::RestoConvCheckAdapter`, which
1055 /// returns `MaxIterExceeded` once the count is reached; the value
1056 /// used to be the hard-coded `RESTO_MAX_SUCCESSIVE_ITERS` in
1057 /// `resto_inner_solver.rs`, so setting the option did nothing
1058 /// (#551 / #677). The field is named after the option here, but the
1059 /// consumer's field is `maximum_resto_iters` — which is why grepping
1060 /// for the option name found nothing (#551 caution 2).
1061 ///
1062 /// **This default deliberately differs from the registered one.**
1063 /// `upstream_options.rs` registers Ipopt's `3000000`; pounce has
1064 /// enforced `3000` since the cap landed. Wiring the option must not
1065 /// change what an unset option does, so the effective cap stays
1066 /// `3000` and only an explicit `max_resto_iter` moves it. Raising
1067 /// the default to upstream's number is a trajectory change (it
1068 /// lets a restoration that pounce currently cuts off at 3000 keep
1069 /// going) and belongs to a change that measures it.
1070 pub max_resto_iter: i32,
1071}
1072
1073impl Default for RestoOptions {
1074 fn default() -> Self {
1075 Self {
1076 bound_mult_reset_threshold: 1e3,
1077 constr_mult_reset_threshold: 0.0,
1078 resto_penalty_parameter: 1e3,
1079 resto_proximity_weight: 1.0,
1080 required_infeasibility_reduction: 0.9,
1081 evaluate_orig_obj_at_resto_trial: true,
1082 expect_infeasible_problem: false,
1083 start_with_resto: false,
1084 // NOT the registered default (3000000) — see the field docs.
1085 max_resto_iter: 3000,
1086 }
1087 }
1088}
1089
1090/// Iterative-refinement knobs baked onto the assembled
1091/// [`crate::kkt::pd_full_space_solver::PdFullSpaceSolver`]. Defaults
1092/// mirror `IpPDFullSpaceSolver.cpp:RegisterOptions`. All were registered
1093/// but never read (#191).
1094#[derive(Debug, Clone)]
1095pub struct RefinementOptions {
1096 /// `min_refinement_steps` — minimum iterative-refinement steps per
1097 /// linear solve.
1098 pub min_refinement_steps: Index,
1099 /// `max_refinement_steps` — maximum iterative-refinement steps.
1100 pub max_refinement_steps: Index,
1101 /// `residual_ratio_max` — refine until the residual test ratio drops
1102 /// below this (or `max_refinement_steps` is reached).
1103 pub residual_ratio_max: Number,
1104 /// `residual_ratio_singular` — above this ratio after failed
1105 /// refinement, the system is declared singular.
1106 pub residual_ratio_singular: Number,
1107 /// `residual_improvement_factor` — minimum per-step reduction of the
1108 /// residual test ratio before refinement is aborted.
1109 pub residual_improvement_factor: Number,
1110 /// `neg_curv_test_tol` — tolerance α_n of the inertia-free curvature
1111 /// test of Zavala & Chiang (2014). Zero (the registered default)
1112 /// disables the heuristic and keeps the inertia check; positive
1113 /// turns the inertia check off and accepts the factorization only
1114 /// when the computed direction passes the curvature test in
1115 /// `PdFullSpaceSolver::solve_once`.
1116 pub neg_curv_test_tol: Number,
1117 /// `neg_curv_test_reg` — whether the curvature test includes the
1118 /// primal regularization δ_x‖dx‖² + δ_s‖ds‖². Registered default
1119 /// `yes`; `no` reproduces the original Ipopt form that ignores it.
1120 /// Only consulted when `neg_curv_test_tol > 0`.
1121 pub neg_curv_test_reg: bool,
1122}
1123
1124impl Default for RefinementOptions {
1125 fn default() -> Self {
1126 Self {
1127 min_refinement_steps: 1,
1128 max_refinement_steps: 10,
1129 residual_ratio_max: 1e-10,
1130 residual_ratio_singular: 1e-5,
1131 residual_improvement_factor: 0.999_999_999,
1132 neg_curv_test_tol: 0.0,
1133 neg_curv_test_reg: true,
1134 }
1135 }
1136}
1137
1138/// Knobs baked into the assembled [`OrigIterationOutput`]. Defaults
1139/// mirror `IpOrigIterationOutput.cpp:RegisterOptions` /
1140/// `IpAlgorithmRegOp.cpp`.
1141#[derive(Debug, Clone)]
1142pub struct OutputOptions {
1143 pub print_frequency_iter: Index,
1144 pub print_frequency_time: Number,
1145 /// `print_info_string` (default `false`). When on, the iter row
1146 /// ends with the contents of `IpoptData::info_string` so users
1147 /// can read the per-iteration diagnostic tags.
1148 pub print_info_string: bool,
1149 /// `inf_pr_output` — `"original"` (default) prints the unscaled
1150 /// NLP primal infeasibility; `"internal"` prints the internal
1151 /// reformulated violation. Only meaningful once NLP-side scaling
1152 /// is in play; until then both modes produce the same number.
1153 pub inf_pr_output_internal: bool,
1154}
1155
1156impl Default for OutputOptions {
1157 fn default() -> Self {
1158 Self {
1159 print_frequency_iter: 1,
1160 print_frequency_time: 0.0,
1161 print_info_string: false,
1162 inf_pr_output_internal: false,
1163 }
1164 }
1165}
1166
1167impl Default for AlgorithmBuilder {
1168 fn default() -> Self {
1169 Self {
1170 algorithm: AlgorithmChoice::default(),
1171 linear_solver: LinearSolverChoice::Feral,
1172 linear_system_scaling: LinearSystemScalingChoice::None,
1173 linear_scaling_on_demand: true,
1174 mu_strategy: MuStrategyChoice::Monotone,
1175 mu_oracle: MuOracleKind::QualityFunction,
1176 hessian_approximation: HessianApproxChoice::Exact,
1177 partitioned_update_type: UpdateType::Sr1,
1178 partitioned_update_type_was_set: false,
1179 partitioned_max_element: 64,
1180 objective_nonlinear_vars: None,
1181 partitioned_curvature_cap: Number::INFINITY,
1182 partitioned_elements: crate::hess::partitioned_quasi_newton::ElementMode::PerConstraint,
1183 partitioned_block_size: 64,
1184 fd_hessian_pattern: crate::hess::fd_hessian::FdPatternSource::Declared,
1185 fd_hessian_coloring: crate::hess::fd_hessian::FdColoring::Cpr,
1186 fd_hessian_reuse_tol: 0.0,
1187 limited_memory_update_type: UpdateType::Bfgs,
1188 limited_memory_max_history: 6,
1189 limited_memory_init_val_max: 1e8,
1190 limited_memory_init_val_min: 1e-8,
1191 limited_memory_initialization: InitialApprox::Scalar1,
1192 limited_memory_init_val: 1.0,
1193 limited_memory_max_skipping: 2,
1194 limited_memory_nonlinear_vars: None,
1195 line_search_method: LineSearchChoice::Filter,
1196 warm_start_init_point: false,
1197 mehrotra_algorithm: false,
1198 fast_step_computation: false,
1199 kappa_sigma: 1e10,
1200 recalc_y: false,
1201 recalc_y_feas_tol: 1e-6,
1202 kappa_d: 1e-5,
1203 s_max: 100.0,
1204 tiny_step_tol: 10.0 * Number::EPSILON,
1205 tiny_step_y_tol: 1e-2,
1206 diverging_iterates_tol: 1e20,
1207 dual_divergence_retry_step_tol: 1e-5,
1208 dual_divergence_retry_du_floor: 1e2,
1209 dual_diverging_streak: 0,
1210 resto_decline_deferrals: 1,
1211 resto_decline_progress_ratio: 0.5,
1212 neg_curv_escapes: 1,
1213 limited_memory_ls_failure_restarts: 0,
1214 kkt_fidelity_tol: 0.0,
1215 conv_check: ConvCheckOptions::default(),
1216 mu: MuOptions::default(),
1217 line_search: LineSearchOptions::default(),
1218 refinement: RefinementOptions::default(),
1219 perturbation: PerturbationOptions::default(),
1220 resto: RestoOptions::default(),
1221 output: OutputOptions::default(),
1222 warm: WarmStartOptions::default(),
1223 sqp: crate::sqp::SqpOptions::default(),
1224 sqp_qp: pounce_qp::QpOptions::sqp_subproblem(),
1225 init: InitOptions::default(),
1226 kkt_schur: None,
1227 quality_escalation_counter: None,
1228 }
1229 }
1230}
1231
1232impl AlgorithmBuilder {
1233 pub fn new() -> Self {
1234 Self::default()
1235 }
1236
1237 /// Install a Schur KKT partition (pounce#180 item 2). `schur_indices` are
1238 /// KKT-space indices (`0..dim`, the `x,s,c,d` block order the aug-system
1239 /// solver assembles); `cfg` configures the per-block feral solvers. Only
1240 /// honored on the IPM + feral + exact-Hessian path by
1241 /// [`Self::build_with_backend`]; ignored otherwise.
1242 pub fn set_kkt_schur(&mut self, schur_indices: Vec<usize>, cfg: pounce_feral::FeralConfig) {
1243 self.kkt_schur = Some((schur_indices, cfg));
1244 }
1245
1246 /// Assemble the strategy bundle without a search-direction
1247 /// calculator. Used by structural unit tests that don't want to
1248 /// pull in a linear-solver backend.
1249 pub fn build(&self) -> AlgorithmBundle {
1250 self.build_inner(None)
1251 }
1252
1253 /// Same as [`Self::build`] but also constructs the
1254 /// `SymLinearSolver → AugSystemSolver → PdFullSpaceSolver →
1255 /// PdSearchDirCalc` chain via the supplied `factory`.
1256 pub fn build_with_backend(&self, mut factory: LinearBackendFactory) -> AlgorithmBundle {
1257 let backend = factory(self.linear_solver);
1258 let make_scaling = || -> Option<Box<dyn pounce_linsol::TSymScalingMethod>> {
1259 match self.linear_system_scaling {
1260 LinearSystemScalingChoice::None => None,
1261 LinearSystemScalingChoice::Ruiz => {
1262 Some(Box::new(pounce_linsol::RuizTSymScalingMethod::new()))
1263 }
1264 LinearSystemScalingChoice::Mc19 => {
1265 tracing::warn!(target: "pounce::algorithm",
1266 "pounce: linear_system_scaling=mc19 not yet implemented; using no scaling"
1267 );
1268 None
1269 }
1270 LinearSystemScalingChoice::SlackBased => {
1271 Some(Box::new(pounce_linsol::SlackBasedTSymScalingMethod::new()))
1272 }
1273 }
1274 };
1275 let linsol = TSymLinearSolver::new(backend, make_scaling(), self.linear_scaling_on_demand);
1276 let inner_aug = StdAugSystemSolver::new(linsol);
1277 // Limited-memory mode publishes the Hessian as a
1278 // `LowRankUpdateSymMatrix`; wrap the standard solver in the
1279 // Sherman-Morrison-Woodbury low-rank solver so the augmented
1280 // system factorizes only the diagonal `B0` and the quasi-Newton
1281 // update is applied as a rank-`m` correction (`O(n·m)` memory).
1282 let is_lbfgs = matches!(
1283 self.hessian_approximation,
1284 HessianApproxChoice::LimitedMemory
1285 );
1286 let aug_solver: Box<dyn AugSystemSolver> = if is_lbfgs {
1287 // A second, independent inner solver for the Hessian-free
1288 // solves. Both see one W shape each for their whole life, so
1289 // neither re-runs the backend's symbolic factorization when
1290 // the other's shape comes round — see
1291 // `LowRankAugSystemSolver::with_bypass_solver` (gh#730).
1292 let bypass_linsol = TSymLinearSolver::new(
1293 factory(self.linear_solver),
1294 make_scaling(),
1295 self.linear_scaling_on_demand,
1296 );
1297 Box::new(LowRankAugSystemSolver::with_bypass_solver(
1298 Box::new(inner_aug),
1299 Box::new(StdAugSystemSolver::new(bypass_linsol)),
1300 ))
1301 } else if let Some((indices, cfg)) = self.kkt_schur.clone() {
1302 // Block-triangular / Schur KKT path (pounce#180 item 2). Only on the
1303 // exact-Hessian feral path — the Schur backend is feral-specific,
1304 // and the L-BFGS low-rank Woodbury wrapper owns the (2,2) block.
1305 // The Schur solver falls back to `StdAugSystemSolver` transparently
1306 // when the partition is unsuitable, so a stray hook never breaks a
1307 // solve; we gate on `linear_solver == Feral` here to avoid silently
1308 // ignoring a user's explicit MA57 selection.
1309 if matches!(self.linear_solver, LinearSolverChoice::Feral) {
1310 Box::new(crate::kkt::SchurAugSystemSolver::new(
1311 inner_aug, indices, cfg,
1312 ))
1313 } else {
1314 Box::new(inner_aug)
1315 }
1316 } else {
1317 Box::new(inner_aug)
1318 };
1319 // Inertia-correction / Jacobian-regularization constants (#191):
1320 // registered but previously never read. Defaults equal the
1321 // registered defaults. `perturb_always_cd` goes through the setter
1322 // because it also rebuilds the initial jac-degeneracy state.
1323 let mut ph = PdPerturbationHandler::new();
1324 ph.delta_xs_max = self.perturbation.max_hessian_perturbation;
1325 ph.delta_xs_min = self.perturbation.min_hessian_perturbation;
1326 ph.delta_xs_first_inc_fact = self.perturbation.perturb_inc_fact_first;
1327 ph.delta_xs_inc_fact = self.perturbation.perturb_inc_fact;
1328 ph.delta_xs_dec_fact = self.perturbation.perturb_dec_fact;
1329 ph.delta_xs_init = self.perturbation.first_hessian_perturbation;
1330 ph.delta_cd_val = self.perturbation.jacobian_regularization_value;
1331 ph.delta_cd_exp = self.perturbation.jacobian_regularization_exponent;
1332 ph.set_perturb_always_cd(self.perturbation.perturb_always_cd);
1333 ph.delta_c_max_rungs = self.perturbation.perturb_delta_c_max_rungs;
1334 let perturb = Rc::new(RefCell::new(ph));
1335 let mut pd_solver = PdFullSpaceSolver::new(aug_solver, perturb);
1336 // Iterative-refinement constants (#191): registered but previously
1337 // never read, so overrides were silently dropped. Defaults equal
1338 // the registered defaults.
1339 pd_solver.min_refinement_steps = self.refinement.min_refinement_steps;
1340 pd_solver.max_refinement_steps = self.refinement.max_refinement_steps;
1341 pd_solver.residual_ratio_max = self.refinement.residual_ratio_max;
1342 pd_solver.residual_ratio_singular = self.refinement.residual_ratio_singular;
1343 pd_solver.residual_improvement_factor = self.refinement.residual_improvement_factor;
1344 // Inertia-free curvature test (#551 / #677). Both were registered
1345 // and never read; `neg_curv_test_tol` defaults to 0, which leaves
1346 // the heuristic off and the inertia check on, so this changes
1347 // nothing for a run that does not set it.
1348 pd_solver.neg_curv_test_tol = self.refinement.neg_curv_test_tol;
1349 pd_solver.neg_curv_test_reg = self.refinement.neg_curv_test_reg;
1350 // gh#857: share the escalation tally with the caller, so the
1351 // restoration sub-solve built from a clone of this builder counts
1352 // into the same total.
1353 if let Some(counter) = self.quality_escalation_counter.as_ref() {
1354 pd_solver.set_quality_escalation_counter(Rc::clone(counter));
1355 }
1356 let mut search_dir = PdSearchDirCalc::new(pd_solver);
1357 search_dir.mehrotra_algorithm = self.mehrotra_algorithm;
1358 search_dir.fast_step_computation = self.fast_step_computation;
1359 self.build_inner(Some(search_dir))
1360 }
1361
1362 /// Phase 5b assembly path for the SQP algorithm. Consults
1363 /// `self.algorithm`: when `ActiveSetSqp`, constructs an
1364 /// `SqpAlgorithm` using the supplied backend factory for the
1365 /// QP subproblem solver; otherwise returns `None` so the
1366 /// caller can fall back to the IPM `build_with_backend`.
1367 ///
1368 /// Sister to `build_with_backend`: the SQP algorithm doesn't
1369 /// share `AlgorithmBundle`'s shape (no mu_update / no IPM
1370 /// line search), so the two paths return different types.
1371 pub fn build_sqp_with_backend(
1372 &self,
1373 mut factory: LinearBackendFactory,
1374 ) -> Option<crate::sqp::SqpAlgorithm> {
1375 if !matches!(self.algorithm, AlgorithmChoice::ActiveSetSqp) {
1376 return None;
1377 }
1378 let backend = factory(self.linear_solver);
1379 let qp_solver = pounce_qp::ParametricActiveSetSolver::new(backend);
1380 Some(
1381 crate::sqp::SqpAlgorithm::new(qp_solver, self.sqp.clone())
1382 .with_qp_options(self.sqp_qp.clone()),
1383 )
1384 }
1385
1386 fn build_inner(&self, search_dir: Option<PdSearchDirCalc>) -> AlgorithmBundle {
1387 let mu_update: Box<dyn crate::mu::r#trait::MuUpdate> = match self.mu_strategy {
1388 MuStrategyChoice::Monotone => {
1389 let mut m = MonotoneMuUpdate::new();
1390 m.mu_init = self.mu.mu_init;
1391 // `mu_max` sentinel `-1` keeps the monotone default
1392 // (1e5); only override on a user-supplied positive.
1393 if self.mu.mu_max > 0.0 {
1394 m.mu_max = self.mu.mu_max;
1395 }
1396 m.mu_min = self.mu.mu_min;
1397 m.mu_target = self.mu.mu_target;
1398 m.mu_linear_decrease_factor = self.mu.mu_linear_decrease_factor;
1399 m.mu_superlinear_decrease_power = self.mu.mu_superlinear_decrease_power;
1400 m.mu_allow_fast_monotone_decrease = self.mu.mu_allow_fast_monotone_decrease;
1401 m.barrier_tol_factor = self.mu.barrier_tol_factor;
1402 m.tau_min = self.mu.tau_min;
1403 m.compl_inf_tol = self.conv_check.compl_inf_tol;
1404 Box::new(m)
1405 }
1406 MuStrategyChoice::Adaptive => {
1407 let mut adaptive = AdaptiveMuUpdate::new();
1408 adaptive.mu_oracle = self.mu_oracle;
1409 adaptive.mu_init = self.mu.mu_init;
1410 // Adaptive treats `mu_max == -1` as "lazy init from
1411 // `mu_max_fact * curr_avrg_compl`" — forward the
1412 // sentinel as-is.
1413 adaptive.mu_max = self.mu.mu_max;
1414 adaptive.mu_max_fact = self.mu.mu_max_fact;
1415 adaptive.mu_min = self.mu.mu_min;
1416 adaptive.compl_inf_tol = self.conv_check.compl_inf_tol;
1417 adaptive.mu_linear_decrease_factor = self.mu.mu_linear_decrease_factor;
1418 adaptive.mu_superlinear_decrease_power = self.mu.mu_superlinear_decrease_power;
1419 adaptive.barrier_tol_factor = self.mu.barrier_tol_factor;
1420 adaptive.tau_min = self.mu.tau_min;
1421 adaptive.sigma_min = self.mu.sigma_min;
1422 adaptive.sigma_max = self.mu.sigma_max;
1423 adaptive.adaptive_mu_globalization = self.mu.adaptive_mu_globalization;
1424 adaptive.qf_norm_type = self.mu.quality_function_norm_type;
1425 adaptive.qf_centrality_type = self.mu.quality_function_centrality;
1426 adaptive.qf_balancing_term = self.mu.quality_function_balancing_term;
1427 adaptive.qf_max_section_steps = self.mu.quality_function_max_section_steps;
1428 adaptive.qf_section_sigma_tol = self.mu.quality_function_section_sigma_tol;
1429 adaptive.qf_section_qf_tol = self.mu.quality_function_section_qf_tol;
1430 adaptive.probing_iterate_quality_factor = self.mu.probing_iterate_quality_factor;
1431 adaptive.adaptive_mu_safeguard_factor = self.mu.adaptive_mu_safeguard_factor;
1432 adaptive.adaptive_mu_monotone_init_factor =
1433 self.mu.adaptive_mu_monotone_init_factor;
1434 adaptive.restore_accepted_iterate = self.mu.adaptive_mu_restore_previous_iterate;
1435 adaptive.max_free_returns = self.mu.adaptive_mu_max_free_returns;
1436 adaptive.budget_pin_fraction = self.mu.adaptive_mu_budget_pin_fraction;
1437 // The pin measures against the same budget the
1438 // convergence check enforces (pounce#753); the
1439 // `conv_check` copies are the ones the application
1440 // also hands to `Deadline::new`.
1441 adaptive.max_cpu_time = self.conv_check.max_cpu_time;
1442 adaptive.max_wall_time = self.conv_check.max_wall_time;
1443 adaptive.adaptive_mu_kkterror_red_iters = self.mu.adaptive_mu_kkterror_red_iters;
1444 adaptive.adaptive_mu_kkterror_red_fact = self.mu.adaptive_mu_kkterror_red_fact;
1445 adaptive.adaptive_mu_kkt_norm = self.mu.adaptive_mu_kkt_norm_type;
1446 adaptive.filter_margin_fact = self.mu.filter_margin_fact;
1447 adaptive.filter_max_margin = self.mu.filter_max_margin;
1448 Box::new(adaptive)
1449 }
1450 };
1451
1452 let acceptor: Box<dyn BacktrackingLsAcceptor> = match self.line_search_method {
1453 LineSearchChoice::Filter => {
1454 // Filter switching / Armijo / margin constants (#191):
1455 // registered but previously never read. Set them on the
1456 // concrete acceptor before boxing; defaults equal the
1457 // registered defaults, so a run that doesn't set them is
1458 // unchanged.
1459 let mut f = FilterLsAcceptor::default();
1460 f.eta_phi = self.line_search.eta_phi;
1461 f.delta_armijo = self.line_search.delta;
1462 f.theta_min_fact = self.line_search.theta_min_fact;
1463 f.theta_max_fact = self.line_search.theta_max_fact;
1464 f.theta_max_row_scale_kappa = self.line_search.theta_max_row_scale_kappa;
1465 f.theta_max_adaptive_trigger = self.line_search.theta_max_adaptive_trigger;
1466 f.theta_max_adaptive_factor = self.line_search.theta_max_adaptive_factor;
1467 f.theta_max_adaptive_max_raises = self.line_search.theta_max_adaptive_max_raises;
1468 f.gamma_phi = self.line_search.gamma_phi;
1469 f.gamma_theta = self.line_search.gamma_theta;
1470 f.s_phi = self.line_search.s_phi;
1471 f.s_theta = self.line_search.s_theta;
1472 f.alpha_min_frac = self.line_search.alpha_min_frac;
1473 f.obj_max_inc = self.line_search.obj_max_inc;
1474 f.max_filter_resets = self.line_search.max_filter_resets;
1475 f.filter_reset_trigger = self.line_search.filter_reset_trigger;
1476 Box::new(f)
1477 }
1478 // Penalty-acceptor constants: same direct-field pattern as
1479 // the filter arm above. `reset()` re-seeds ν (and `last_nu`)
1480 // from the freshly-set `nu_init`, which `default()` had
1481 // seeded from the registered default.
1482 LineSearchChoice::Penalty | LineSearchChoice::CgPenalty => {
1483 // CG-penalty acceptor lands with the rest of the
1484 // CG-penalty path; fall back to the penalty acceptor's
1485 // surface for now.
1486 let mut p = PenaltyLsAcceptor::default();
1487 p.nu_init = self.line_search.nu_init;
1488 p.nu_inc = self.line_search.nu_inc;
1489 p.rho = self.line_search.rho;
1490 p.eta_penalty = self.line_search.eta_penalty;
1491 p.reset();
1492 Box::new(p)
1493 }
1494 };
1495 let mut line_search = BacktrackingLineSearch::new(acceptor);
1496 line_search.alpha_red_factor = self.line_search.alpha_red_factor;
1497 // Resolve `None` against the Hessian mode; see the field's doc
1498 // for the measurement behind the split (gh#818).
1499 line_search.alpha_red_factor_min =
1500 self.line_search
1501 .alpha_red_factor_min
1502 .unwrap_or(match self.hessian_approximation {
1503 // The criterion in the field's doc is whether the
1504 // model's *scale* is trustworthy, not whether it is
1505 // the exact Hessian. A quasi-Newton `B` can be wrong
1506 // by orders of magnitude in any direction its
1507 // curvature pairs do not span, which is as true of
1508 // the partitioned elements as of the limited-memory
1509 // ones — they are the same update on a finer
1510 // decomposition.
1511 HessianApproxChoice::LimitedMemory | HessianApproxChoice::Partitioned => 0.05,
1512 // Equal to `alpha_red_factor`, so the clamp in
1513 // `next_alpha` collapses and the sequence is upstream's.
1514 //
1515 // `FiniteDifference` belongs here rather than above:
1516 // it recovers the Lagrangian Hessian itself by
1517 // probing the analytic Jacobian, so it carries no
1518 // curvature history and its step is a Newton step
1519 // whose length is meaningful. It is the same
1520 // distinction `hessian_at_current` draws — a pure
1521 // function of `(x, y)` on one side, a history-carrying
1522 // `B` on the other. And the measurement behind the
1523 // split cuts this way too: forcing `0.05` onto a path
1524 // with a meaningful step length cost `eigena2` a
1525 // solve.
1526 HessianApproxChoice::Exact | HessianApproxChoice::FiniteDifference => {
1527 self.line_search.alpha_red_factor
1528 }
1529 });
1530 line_search.watchdog_shortened_iter_trigger =
1531 self.line_search.watchdog_shortened_iter_trigger;
1532 line_search.watchdog_trial_iter_max = self.line_search.watchdog_trial_iter_max;
1533 line_search.soft_resto_pderror_reduction_factor =
1534 self.line_search.soft_resto_pderror_reduction_factor;
1535 line_search.max_soft_resto_iters = self.line_search.max_soft_resto_iters;
1536 line_search.accept_every_trial_step = self.line_search.accept_every_trial_step;
1537 line_search.alpha_for_y = self.line_search.alpha_for_y;
1538 line_search.accept_after_max_steps = self.line_search.accept_after_max_steps;
1539 // Second-order-correction constants (#191): registered but
1540 // previously never read. Same direct-field pattern as the
1541 // watchdog knobs above.
1542 line_search.max_soc = self.line_search.max_soc;
1543 line_search.kappa_soc = self.line_search.kappa_soc;
1544 line_search.soc_method = self.line_search.soc_method;
1545
1546 let conv_check: Box<dyn crate::conv_check::r#trait::ConvCheck> =
1547 Box::new(OptErrorConvCheck {
1548 tol: self.conv_check.tol,
1549 dual_inf_tol: self.conv_check.dual_inf_tol,
1550 constr_viol_tol: self.conv_check.constr_viol_tol,
1551 compl_inf_tol: self.conv_check.compl_inf_tol,
1552 acceptable_tol: self.conv_check.acceptable_tol,
1553 acceptable_dual_inf_tol: self.conv_check.acceptable_dual_inf_tol,
1554 acceptable_constr_viol_tol: self.conv_check.acceptable_constr_viol_tol,
1555 acceptable_compl_inf_tol: self.conv_check.acceptable_compl_inf_tol,
1556 acceptable_obj_change_tol: self.conv_check.acceptable_obj_change_tol,
1557 acceptable_iter: self.conv_check.acceptable_iter,
1558 max_iter: self.conv_check.max_iter,
1559 max_cpu_time: self.conv_check.max_cpu_time,
1560 max_wall_time: self.conv_check.max_wall_time,
1561 acceptable_count: 0,
1562 last_acceptable_obj: None,
1563 infeas_stationarity_tol: self.conv_check.infeas_stationarity_tol,
1564 infeas_viol_kappa: self.conv_check.infeas_viol_kappa,
1565 infeas_max_streak: self.conv_check.infeas_max_streak,
1566 infeas_streak: 0,
1567 obj_scale_certificate_threshold: self.conv_check.obj_scale_certificate_threshold,
1568 primal_noise_floor_kappa: self.conv_check.primal_noise_floor_kappa,
1569 acceptable_progress_kappa: self.conv_check.acceptable_progress_kappa,
1570 acceptable_window: std::collections::VecDeque::new(),
1571 acceptable_progress_refusals: 0,
1572 dual_inf_scale_kappa: self.conv_check.dual_inf_scale_kappa,
1573 dual_floor_reported: false,
1574 veto_fired: false,
1575 acceptable_veto_fired: false,
1576 masked_acceptable_veto_fired: false,
1577 veto_extra_iters: 0,
1578 rel_infeas_extra_iters: 0,
1579 prev_rel_viol: f64::NAN,
1580 });
1581
1582 let init: Box<dyn crate::init::r#trait::IterateInitializer> = if self.warm_start_init_point
1583 {
1584 Box::new(WarmStartIterateInitializer::with_options(
1585 resolved_warm_options(&self.warm, &self.init),
1586 ))
1587 } else {
1588 let mut d = DefaultIterateInitializer::with_eq_mult_calculator(Box::new(
1589 LeastSquareMults::new(),
1590 ));
1591 d.bound_push = self.init.bound_push;
1592 d.bound_frac = self.init.bound_frac;
1593 d.slack_bound_push = self.init.slack_bound_push;
1594 d.slack_bound_frac = self.init.slack_bound_frac;
1595 d.constr_mult_init_max = self.init.constr_mult_init_max;
1596 d.bound_mult_init_val = self.init.bound_mult_init_val;
1597 d.bound_mult_init_method = self.init.bound_mult_init_method.clone();
1598 d.least_square_init_primal = self.init.least_square_init_primal;
1599 Box::new(d)
1600 };
1601
1602 let eq_mult: Box<dyn crate::eq_mult::r#trait::EqMultCalculator> =
1603 Box::new(LeastSquareMults::new());
1604
1605 let hess: Box<dyn crate::hess::r#trait::HessianUpdater> = match self.hessian_approximation {
1606 HessianApproxChoice::Exact => Box::new(ExactHessianUpdater::new()),
1607 HessianApproxChoice::LimitedMemory => Box::new(LimMemQuasiNewtonUpdater {
1608 update_type: self.limited_memory_update_type,
1609 max_history: self.limited_memory_max_history,
1610 init_val_max: self.limited_memory_init_val_max,
1611 init_val_min: self.limited_memory_init_val_min,
1612 initial_approx: self.limited_memory_initialization,
1613 init_val: self.limited_memory_init_val,
1614 max_skipping: self.limited_memory_max_skipping,
1615 nonlinear_vars: self.limited_memory_nonlinear_vars.clone(),
1616 ..LimMemQuasiNewtonUpdater::default()
1617 }),
1618 HessianApproxChoice::Partitioned => {
1619 let mut u =
1620 crate::hess::partitioned_quasi_newton::PartitionedQuasiNewtonUpdater::new(
1621 self.partitioned_update_type,
1622 );
1623 u.max_element = self.partitioned_max_element;
1624 u.objective_vars = self.objective_nonlinear_vars.clone();
1625 u.curvature_cap = self.partitioned_curvature_cap;
1626 u.mode = self.partitioned_elements;
1627 u.block_size = self.partitioned_block_size;
1628 // Damped BFGS is the right pairing for a Lagrangian
1629 // block: unlike a single constraint's Hessian, the
1630 // Lagrangian's is the object the IPM wants a positive
1631 // definite model of, and the sign problem that makes
1632 // damping wrong per constraint does not arise. Only when
1633 // the caller has not named a formula.
1634 if self.partitioned_elements
1635 == crate::hess::partitioned_quasi_newton::ElementMode::PrimalBlock
1636 && !self.partitioned_update_type_was_set
1637 {
1638 u.update_type = UpdateType::Bfgs;
1639 }
1640 u.init_val_min = self.limited_memory_init_val_min;
1641 u.init_val_max = self.limited_memory_init_val_max;
1642 Box::new(u)
1643 }
1644 HessianApproxChoice::FiniteDifference => {
1645 let mut u = crate::hess::fd_hessian::FdHessianUpdater::new(self.fd_hessian_pattern);
1646 u.coloring = self.fd_hessian_coloring;
1647 u.reuse_tol = self.fd_hessian_reuse_tol;
1648 u.objective_vars = self.objective_nonlinear_vars.clone();
1649 u.nonlinear_vars = self.limited_memory_nonlinear_vars.clone();
1650 Box::new(u)
1651 }
1652 };
1653
1654 let iter_output: Box<dyn crate::output::r#trait::IterationOutput> = {
1655 use crate::output::orig::{InfPrTag, PrintInfoString};
1656 let mut o = OrigIterationOutput::new();
1657 o.print_frequency_iter = self.output.print_frequency_iter;
1658 o.print_frequency_time = self.output.print_frequency_time;
1659 o.print_info_string = if self.output.print_info_string {
1660 PrintInfoString::Yes
1661 } else {
1662 PrintInfoString::No
1663 };
1664 o.inf_pr_output = if self.output.inf_pr_output_internal {
1665 InfPrTag::Internal
1666 } else {
1667 InfPrTag::Original
1668 };
1669 Box::new(o)
1670 };
1671
1672 AlgorithmBundle {
1673 mu_update,
1674 conv_check,
1675 init,
1676 eq_mult,
1677 hess,
1678 line_search,
1679 iter_output,
1680 search_dir,
1681 }
1682 }
1683}
1684
1685#[cfg(test)]
1686mod tests {
1687 use super::*;
1688
1689 #[test]
1690 fn warm_options_take_the_init_default_not_their_own() {
1691 let mut init = InitOptions::default();
1692 init.bound_mult_init_val = 10.0; // the Mehrotra override value
1693 let mut warm = WarmStartOptions::default();
1694 warm.bound_mult_init_val = 123.0; // stale copy must lose
1695 let resolved = resolved_warm_options(&warm, &init);
1696 assert_eq!(resolved.bound_mult_init_val, 10.0);
1697 // everything else passes through untouched
1698 assert_eq!(resolved.mult_bound_push, warm.mult_bound_push);
1699 assert_eq!(resolved.target_mu, warm.target_mu);
1700 }
1701
1702 #[test]
1703 fn default_builder_assembles() {
1704 let bundle = AlgorithmBuilder::new().build();
1705 // Sanity: the placeholder traits compile and the boxed
1706 // strategies don't panic on construction.
1707 let _ = bundle.line_search.acceptor();
1708 assert!(bundle.search_dir.is_none());
1709 }
1710
1711 #[test]
1712 fn build_with_backend_assembles_search_dir_chain() {
1713 // Drive the builder with the FERAL backend factory; the
1714 // resulting bundle should expose a populated `PdSearchDirCalc`.
1715 let factory: LinearBackendFactory = Box::new(|_| {
1716 Box::new(pounce_feral::FeralSolverInterface::new())
1717 as Box<dyn SparseSymLinearSolverInterface>
1718 });
1719 let bundle = AlgorithmBuilder::new().build_with_backend(factory);
1720 assert!(bundle.search_dir.is_some());
1721 }
1722
1723 #[test]
1724 fn limited_memory_sr1_propagates() {
1725 let b = AlgorithmBuilder {
1726 hessian_approximation: HessianApproxChoice::LimitedMemory,
1727 limited_memory_update_type: UpdateType::Sr1,
1728 ..AlgorithmBuilder::default()
1729 };
1730 let _bundle = b.build();
1731 }
1732
1733 #[test]
1734 fn every_strategy_combination_assembles_without_panic() {
1735 let solvers = [LinearSolverChoice::Ma57, LinearSolverChoice::Feral];
1736 let mu = [MuStrategyChoice::Monotone, MuStrategyChoice::Adaptive];
1737 let hess = [
1738 HessianApproxChoice::Exact,
1739 HessianApproxChoice::LimitedMemory,
1740 ];
1741 let ls = [
1742 LineSearchChoice::Filter,
1743 LineSearchChoice::CgPenalty,
1744 LineSearchChoice::Penalty,
1745 ];
1746 for &linear_solver in &solvers {
1747 for &mu_strategy in &mu {
1748 for &hessian_approximation in &hess {
1749 for &line_search_method in &ls {
1750 let _ = AlgorithmBuilder {
1751 algorithm: AlgorithmChoice::default(),
1752 linear_solver,
1753 linear_system_scaling: LinearSystemScalingChoice::None,
1754 linear_scaling_on_demand: true,
1755 mu_strategy,
1756 mu_oracle: MuOracleKind::QualityFunction,
1757 hessian_approximation,
1758 partitioned_update_type: UpdateType::Sr1,
1759 partitioned_update_type_was_set: false,
1760 partitioned_max_element: 64,
1761 objective_nonlinear_vars: None,
1762 partitioned_curvature_cap: Number::INFINITY,
1763 partitioned_elements:
1764 crate::hess::partitioned_quasi_newton::ElementMode::PerConstraint,
1765 partitioned_block_size: 64,
1766 fd_hessian_pattern: crate::hess::fd_hessian::FdPatternSource::Declared,
1767 fd_hessian_coloring: crate::hess::fd_hessian::FdColoring::Cpr,
1768 fd_hessian_reuse_tol: 0.0,
1769 limited_memory_update_type: UpdateType::Bfgs,
1770 limited_memory_max_history: 6,
1771 limited_memory_init_val_max: 1e8,
1772 limited_memory_init_val_min: 1e-8,
1773 limited_memory_initialization: InitialApprox::Scalar1,
1774 limited_memory_init_val: 1.0,
1775 limited_memory_max_skipping: 2,
1776 limited_memory_nonlinear_vars: None,
1777 line_search_method,
1778 warm_start_init_point: false,
1779 mehrotra_algorithm: false,
1780 fast_step_computation: false,
1781 kappa_sigma: 1e10,
1782 recalc_y: false,
1783 recalc_y_feas_tol: 1e-6,
1784 kappa_d: 1e-5,
1785 s_max: 100.0,
1786 tiny_step_tol: 10.0 * Number::EPSILON,
1787 tiny_step_y_tol: 1e-2,
1788 diverging_iterates_tol: 1e20,
1789 dual_diverging_streak: 0,
1790 dual_divergence_retry_step_tol: 1e-5,
1791 dual_divergence_retry_du_floor: 1e2,
1792 resto_decline_deferrals: 1,
1793 resto_decline_progress_ratio: 0.5,
1794 neg_curv_escapes: 1,
1795 limited_memory_ls_failure_restarts: 0,
1796 kkt_fidelity_tol: 0.0,
1797 conv_check: ConvCheckOptions::default(),
1798 mu: MuOptions::default(),
1799 line_search: LineSearchOptions::default(),
1800 refinement: RefinementOptions::default(),
1801 perturbation: PerturbationOptions::default(),
1802 resto: RestoOptions::default(),
1803 output: OutputOptions::default(),
1804 warm: WarmStartOptions::default(),
1805 sqp: crate::sqp::SqpOptions::default(),
1806 sqp_qp: pounce_qp::QpOptions::sqp_subproblem(),
1807 init: InitOptions::default(),
1808 kkt_schur: None,
1809 quality_escalation_counter: None,
1810 }
1811 .build();
1812 }
1813 }
1814 }
1815 }
1816 }
1817}