pounce_algorithm/application.rs
1//! User-facing application object — port of `Interfaces/IpIpoptApplication.{hpp,cpp}`.
2//!
3//! # Crate placement
4//!
5//! `IpoptApplication` lives in `pounce-algorithm` (rather than
6//! alongside the other Interfaces-side ports in `pounce-nlp`) because
7//! `optimize_tnlp` needs to drive the full IPM: it constructs a
8//! `TNLPAdapter` + `OrigIpoptNlp` (from `pounce-nlp`) and hands the
9//! NLP off to an [`IpoptAlgorithm`] (this crate). `pounce-nlp` cannot
10//! depend on `pounce-algorithm` (the reverse already exists), so
11//! orchestration must live on the algorithm side. Public callers
12//! continue to import via `pounce_algorithm::IpoptApplication`.
13//!
14//! `optimize_tnlp` routes every problem — constrained or not —
15//! through the same primal-dual IPM, exactly as upstream Ipopt does:
16//! it builds the algorithm via [`crate::alg_builder::AlgorithmBuilder`]
17//! (default backend MA57 from `pounce-hsl`) and runs
18//! [`IpoptAlgorithm::optimize`].
19
20use crate::alg_builder::{
21 AlgorithmBuilder, HessianApproxChoice, LineSearchChoice, LinearBackendFactory,
22 LinearSolverChoice, MuStrategyChoice,
23};
24use crate::hess::lim_mem_quasi_newton::UpdateType;
25use crate::ipopt_alg::{DUAL_DIV_RETRY_DU_FLOOR, IpoptAlgorithm};
26use crate::ipopt_cq::IpoptCalculatedQuantities;
27use crate::ipopt_data::IpoptData as AlgIpoptData;
28use crate::ipopt_nlp::IpoptNlp;
29use crate::iterates_vector::IteratesVector;
30use crate::restoration::RestorationPhase;
31use crate::upstream_options::register_all_upstream_options;
32
33/// Options-file names probed in the working directory when the caller
34/// names none, in probe order: pounce's own name first, then upstream's
35/// so an `ipopt.opt` written for Ipopt is honored unchanged.
36///
37/// Upstream probes only `ipopt.opt` (the registered default of
38/// `option_file_name`). Both are read here because a port that answers
39/// to `ipopt.opt` but not to its own name is the more surprising of the
40/// two behaviours — and gh#518 reported trying both.
41pub const DEFAULT_OPTION_FILE_NAMES: &[&str] = &["pounce.opt", "ipopt.opt"];
42
43/// gh#887 — how far the *runaway* must dominate everything else in the
44/// answer a solve finally reports, before
45/// [`IpoptApplication::run_with_dual_divergence_retry`] will spend a cold
46/// re-solve on it.
47///
48/// gh#884's defect is a point that is converged **except** that one
49/// multiplier ran away: the primal is exact, complementarity is met, and
50/// the entire residual is dual infeasibility. That is the shape
51/// `perturb_always_cd` repairs. A point whose other residuals are within
52/// a few orders of its dual one is not that — it is an ordinary
53/// unconverged answer, and re-solving it cold is what
54/// `mu_strategy_fallback` and the second-opinion ladder already are.
55///
56/// So the retry requires `max(viol, compl) <= 1e-6 * dual_inf`, all
57/// unscaled. Measured on every run in the corpus that reaches the test:
58///
59/// | run | dual inf | viol | compl | ratio |
60/// |---|---|---|---|---|
61/// | reproducer, `.nl` route | `7.90e4` | `1.1e-16` | `1.1e-9` | `1.5e-14` |
62/// | reproducer, TNLP route | `3.25e11` | `2.5e-16` | `2.8e-3` | `8.7e-15` |
63/// | `deb7` + L-BFGS + rung | `9.90e1` | `8.0e-13` | `4.65e0` | `4.7e-2` |
64///
65/// Twelve orders between the keeps and the reject, and `1e-6` leaves
66/// eight orders of margin on the tightest keep and four on the reject.
67///
68/// It is a **ratio of two residuals of the same answer**, so it carries
69/// no units and does not move with the model's scaling — and, unlike any
70/// test on the trajectory, it cannot depend on which attempt fired or on
71/// how a platform rounded its way there. That is not hypothetical: the
72/// first version of this gate compared the reported answer against the
73/// runaway the detector had seen, and `deb7`'s detector value is `9.2e5`
74/// on one attempt and `8.7e2` on another, differing between build
75/// profiles and again on CI's Linux runner, where the retry ran anyway.
76///
77/// Deliberately a constant and not an option. It does not express a
78/// tolerance a caller trades against — it says "the runaway is the whole
79/// residual" — and the escape hatch for the remedy is
80/// `dual_divergence_retry=no`.
81const DUAL_DIV_RETRY_DOMINANCE: Number = 1e-6;
82
83/// Does this answer have gh#884's *shape*?
84///
85/// gh#884's defect is a point converged **except** that one multiplier
86/// ran away: the primal is exact, complementarity is met, and the entire
87/// residual is dual infeasibility. `perturb_always_cd` has something to
88/// repair only there, so this is what opens the retry (gh#887).
89///
90/// All three arguments are in the **model's own units**, never the
91/// `s_d`-normalised frame the convergence gate reads — that frame is what
92/// hid gh#884 in the first place. The test is a ratio *within one
93/// answer*, so it carries no units and cannot depend on which attempt
94/// produced it or on how a platform rounded. That is the property that
95/// matters, not the margin; see the module tests for what happened to
96/// the two gates that did not have it.
97///
98/// Non-finite input disables the retry rather than enabling it: a NaN
99/// compares false everywhere, and writing this so a NaN *passed* would
100/// turn "we cannot tell" into "retry anyway". A non-positive dual
101/// residual cannot be a runaway either, and makes the ratio meaningless.
102///
103/// **The dominance ratio alone is not the whole test, and reading it as
104/// one is how a `dual_inf` of `0.44` opened a retry.** The ratio says the
105/// dual residual *dominates* the other two; it cannot say the residual is
106/// large, because a point converged to `1e-30` primal and `4.4e-1` dual
107/// passes it as comfortably as gh#884's `7.9e+04` does. So `dual_inf`
108/// must also clear the same absolute floor the detector's third conjunct
109/// applies to the iterate (`dual_divergence_retry_du_floor`, default
110/// `1e2`) — the doc above says "the entire residual is dual
111/// infeasibility", and without the floor the code only said "the largest
112/// third of it is".
113///
114/// The floor is the *detector's own*, deliberately, rather than a new
115/// constant: the detector fires on an iterate and this asks whether the
116/// **answer** still exhibits what the detector saw, so the two have to be
117/// asking about the same magnitude or the answer-level gate is a strictly
118/// looser copy of the iterate-level one. Measured on the 400-model QPEC
119/// family in `dev-notes/mpcc-biactive-dual-divergence.md`, this alone
120/// removes 7 of 68 promotions, every one of them on an answer whose
121/// reported dual residual was below `1e2` and therefore not a runaway by
122/// the issue's own description.
123fn runaway_is_the_whole_residual(
124 dual_inf: Number,
125 viol: Number,
126 compl: Number,
127 du_floor: Number,
128) -> bool {
129 dual_inf.is_finite()
130 && dual_inf > 0.0
131 && dual_inf >= du_floor
132 && viol.is_finite()
133 && compl.is_finite()
134 && viol.max(compl) <= DUAL_DIV_RETRY_DOMINANCE * dual_inf
135}
136
137/// gh#983: which scaling defect a success verdict shows.
138#[derive(Debug, Clone, Copy, PartialEq)]
139enum ScaleAudit {
140 /// Gradient-based scaling froze a tiny factor at a huge-gradient start:
141 /// re-evaluate it at the returned point and solve again from there.
142 Rescale,
143 /// The model's gradient is tiny and nothing scales it up: multiply the
144 /// objective by the carried factor (`1 / g`, `g` the gradient scale).
145 Upscale(Number),
146 /// The same small-objective signature, but a re-solve would not move the
147 /// objective's scale materially (`1/g` below [`SCALE_AUDIT_MATERIAL`]):
148 /// warn, do not re-solve.
149 SmallObjective,
150}
151
152/// A complementarity above this fraction of the objective's own gradient scale
153/// is read as "the objective is too small for the absolute tolerances".
154///
155/// gh#983 review item 4: a single threshold, used both to re-solve and to
156/// warn, so there is no band in which a run gets neither. Measured on the
157/// issue's reactor model (`issue_983_review.rs::cstr_*`), whose relative
158/// objective error is `~1.9x` this ratio: `fs = 1` reads `2.5e-10` (error
159/// `3.5e-8`), `fs = 1e-3` `2.5e-7` (`4.3e-7`), `3e-4` `8.4e-7` (`1.5e-6`),
160/// `1e-4` `2.5e-6` (`4.7e-6`), `3e-5` `8.4e-6` (`1.6e-5`), `1e-6` `2.5e-4`
161/// (`4.7e-4`). The first-pass value `1e-5` left `fs` in `[3e-5, 1e-3]` with
162/// errors up to `1.6e-5` and no signal at all. `1e-7` is a tenth of the default
163/// `acceptable_tol`: every run whose objective is predicted to be good to
164/// worse than about `2e-7` relative is either re-solved or warned about.
165const SCALE_AUDIT_COMPL_REL: Number = 1e-7;
166/// The small-objective audit only applies when the caller's `tol` is at most
167/// this (the default is `1e-8`).
168const SCALE_AUDIT_MAX_TOL: Number = 1e-6;
169/// The re-solve never multiplies the objective by more than this.
170const SCALE_AUDIT_MAX_UPSCALE: Number = 1e10;
171/// gh#983 review item 2: a re-solve is spent only when it would change the
172/// objective's scale by at least this factor. Below it the re-solve is the
173/// same solve again -- the first pass measured `hs71` times `1e8` paying a
174/// declined re-solve whose factor, re-evaluated at the optimum, was the one
175/// it already had.
176const SCALE_AUDIT_MATERIAL: Number = 10.0;
177/// The re-solve's iteration budget is this multiple of the base solve's
178/// iterations (never more than the caller's `max_iter`, never less than
179/// [`SCALE_AUDIT_RETRY_MIN_ITER`]).
180///
181/// The re-solve is a bet placed after the run has already succeeded, so it is
182/// bounded by what the run cost. Measured over the 64 audited solves of the
183/// 1,345-problem release sweep (`origin/main` @ `68e438d0`): every promoted
184/// re-solve but one took at most 2.4x the base iterations, or fewer than 50
185/// (`sreadin3` 8 -> 19, `reading2` 15 -> 29, `camshape_6400` 88 -> 112). The
186/// exception is `robot_b`, 271 -> 1425 iterations and 23 s -> 178 s for a
187/// 1.3e-6 relative move in the objective; it now keeps its base answer, which
188/// was already `Solve_Succeeded`. The declined side is where the cost was:
189/// `meyer3` 256 -> 3000 + 3000 (the re-solve's own mu flip), and the
190/// `brainpc` family, where a 1-2 s solve was followed by a re-solve of a
191/// minute or more that was then discarded -- under the benchmark's 300 s
192/// wall it never returned, so the base `Optimal` was lost as a timeout.
193const SCALE_AUDIT_RETRY_ITER_FACTOR: Index = 3;
194/// Floor on the re-solve's iteration budget, so a base solve of a handful of
195/// iterations still leaves the re-solve room to move.
196const SCALE_AUDIT_RETRY_MIN_ITER: Index = 50;
197/// Under a warm start, an objective gradient measured at an *answer* (the
198/// seed, or the returned point) that is within this factor of the run's
199/// unscaled complementarity is what the barrier alone leaves behind
200/// (`grad f = z_L - z_U` with `z ~ mu / s`) and carries no model scale.
201///
202/// Measured on `pounce-rs`'s `session::tests::cold_then_warm_through_presolve`
203/// (an interior optimum, objective `(x0 - 2)^2`): the cold solve reads a start
204/// gradient of `4` and is left alone, while the warm re-solve of the identical
205/// model starts at that answer (`grad f = 1.0e-11`) and returns at
206/// `grad f = 3.73e-9` against a complementarity of `3.72e-9` -- a ratio of
207/// `1.001`, which read as a "tiny objective" and paid a `2.7e8` up-scaled
208/// re-solve that doubled the warm solve's iterations. The reactor population
209/// the small-objective branch exists for has an answer gradient at least
210/// `4e3` times its complementarity (`fs = 1e-6`: `1e-5` against `2.5e-9`), so
211/// `10` -- the audit's own predicted relative error of `0.1` -- separates the
212/// two by more than two orders.
213const SCALE_AUDIT_BARRIER_GRAD: Number = 10.0;
214
215/// What the audit reads off a success verdict.
216#[derive(Debug, Clone, Copy)]
217struct ScaleAuditInput {
218 /// The caller's `tol`.
219 tol: Number,
220 /// The solver-computed (gradient-based) objective factor the run used.
221 obj_scale: Number,
222 /// The factor gradient-based scaling would compute **at the returned
223 /// point** (`gradient_obj_scale(max|grad f(x*)|)`), `NaN` if unknown.
224 rescaled_obj_scale: Number,
225 /// `max|grad f|` at the starting point (`NaN` when not measured).
226 start_grad_max: Number,
227 /// `max|grad f|` at the returned point (`NaN` when not measured).
228 final_grad_max: Number,
229 unscaled_kkt: Number,
230 unscaled_compl: Number,
231 acceptable_tol: Number,
232 masked_threshold: Number,
233 /// `warm_start_init_point=yes`: the start is an earlier answer, not an
234 /// independent measurement of the model.
235 warm_start: bool,
236}
237
238impl ScaleAuditInput {
239 /// The objective's gradient scale: the larger of the two measurements, so
240 /// a start that happens to sit near a stationary point (`grad f(x0) ~
241 /// 1e-7`, `grad f(x*) ~ 1`) does not read as a tiny objective.
242 ///
243 /// A start gradient measured as exactly `0` is a start *at* a stationary
244 /// point, which carries no scale at all; the answer's gradient is then ~0
245 /// too wherever the optimum is unconstrained (`scaled_feasible_a`, a
246 /// zero-residual least squares whose `x0` is its minimizer, reads `2e-4`
247 /// there against data of `1e5`). So that case reports no scale (`0`, the
248 /// audit stays out). An *unmeasured* start (`NaN`: the caller owns the
249 /// scaling) defers to the returned point.
250 ///
251 /// Under a warm start both measurements are taken at answers, so the
252 /// same reasoning applies to each of them: one that sits at the barrier
253 /// level ([`SCALE_AUDIT_BARRIER_GRAD`] times the complementarity) is the
254 /// stationary point's noise, not the model's scale, and when neither
255 /// clears it the audit stays out. Without this the verdict depended on
256 /// the start rather than the model: a cold solve of an interior optimum
257 /// is left alone, and a warm re-solve of the *same* data from its answer
258 /// was up-scaled and re-solved.
259 fn grad_scale(&self) -> Number {
260 let fin = |v: Number| if v.is_finite() && v > 0.0 { v } else { 0.0 };
261 if self.start_grad_max == 0.0 {
262 return 0.0;
263 }
264 if self.warm_start && self.unscaled_compl.is_finite() {
265 let floor = SCALE_AUDIT_BARRIER_GRAD * self.unscaled_compl;
266 let answer = |v: Number| if fin(v) > floor { v } else { 0.0 };
267 return answer(self.start_grad_max).max(answer(self.final_grad_max));
268 }
269 fin(self.start_grad_max).max(fin(self.final_grad_max))
270 }
271}
272
273/// Does a success verdict need the gh#983 scale audit, and which kind?
274///
275/// Pure so the thresholds are unit-testable.
276///
277/// gh#983 review item 2: neither branch is a function of the objective's
278/// magnitude alone. The re-scale branch requires the factor re-evaluated at
279/// the returned point to differ materially from the frozen one (a
280/// legitimately large objective re-evaluates to the factor it already has),
281/// and the small-objective branch reads the gradient at both ends of the run.
282fn scale_audit_trigger(inp: ScaleAuditInput) -> Option<ScaleAudit> {
283 use crate::conv_check::opt_error::certificate_masked;
284 if inp.obj_scale.is_finite()
285 && inp.obj_scale > 0.0
286 && inp.unscaled_kkt.is_finite()
287 && certificate_masked(
288 inp.obj_scale,
289 inp.unscaled_kkt,
290 inp.masked_threshold,
291 inp.acceptable_tol,
292 )
293 && inp.rescaled_obj_scale.is_finite()
294 && inp.rescaled_obj_scale >= SCALE_AUDIT_MATERIAL * inp.obj_scale
295 {
296 return Some(ScaleAudit::Rescale);
297 }
298 // The small-objective branch is about a *tight* absolute tolerance that is
299 // crude relative to the objective. A caller who loosened `tol` themselves
300 // (`tol = 5e-2` in `test_loose_mu_reports_ambiguous`) asked for the
301 // complementarity they got.
302 let g = inp.grad_scale();
303 if inp.tol <= SCALE_AUDIT_MAX_TOL
304 && g > 0.0
305 && g < 1.0
306 && inp.unscaled_compl.is_finite()
307 && inp.unscaled_compl / g > SCALE_AUDIT_COMPL_REL
308 {
309 let k = (1.0 / g).min(SCALE_AUDIT_MAX_UPSCALE);
310 return Some(if k >= SCALE_AUDIT_MATERIAL {
311 ScaleAudit::Upscale(k)
312 } else {
313 ScaleAudit::SmallObjective
314 });
315 }
316 None
317}
318
319/// Text of the structured warning for an audit that was not (or could not be)
320/// resolved by a re-solve. `outcome` completes "A re-solve ... <outcome>".
321fn scale_audit_warning(
322 kind: ScaleAudit,
323 base: &SolveStatistics,
324 grad_scale: Number,
325 acceptable_tol: Number,
326 outcome: &str,
327) -> String {
328 match kind {
329 ScaleAudit::Rescale => format!(
330 "unscaled_stationarity_above_tol: gradient-based scaling froze the objective \
331 factor at {:.2e} at the starting point and the reported point's unscaled KKT \
332 error is {:.2e} (acceptable_tol {:.0e}); the scaled test passed in a space \
333 where the objective gradient is shrunk by that factor. A re-solve from this \
334 point with the scaling re-evaluated {outcome}.",
335 base.final_obj_scaling_factor, base.final_unscaled_kkt_error, acceptable_tol
336 ),
337 ScaleAudit::Upscale(k) => format!(
338 "objective_scale_small: the objective gradient is at most {:.2e} (start and \
339 returned point) and nothing scales it up, so the unscaled complementarity {:.2e} \
340 is {:.1e} of that scale -- the objective is only good to about that relative \
341 error. A re-solve with the objective multiplied by {:.1e} {outcome}. Rescale the \
342 objective (e.g. obj_scaling_factor) to silence this.",
343 grad_scale,
344 base.final_unscaled_compl,
345 base.final_unscaled_compl / grad_scale,
346 k
347 ),
348 ScaleAudit::SmallObjective => format!(
349 "objective_scale_small: the objective gradient is at most {:.2e} (start and \
350 returned point), so the unscaled complementarity {:.2e} is {:.1e} of that scale \
351 -- the objective is only good to about that relative error. No re-solve: \
352 scaling the objective up by {:.1e} is below the factor of {SCALE_AUDIT_MATERIAL} \
353 that would change the solve. Rescale the objective (e.g. obj_scaling_factor) or \
354 tighten tol to silence this.",
355 grad_scale,
356 base.final_unscaled_compl,
357 base.final_unscaled_compl / grad_scale,
358 1.0 / grad_scale
359 ),
360 }
361}
362
363/// Model-scale caveats on a success verdict that need no re-solve.
364///
365/// * `large_dual_scale`: the terms the stationarity residual is made of
366/// reach `1e8` or more *and* the residual exceeds `acceptable_tol`, which is
367/// the failed-constraint-qualification signature (the cusp of gh#983 item 1 has multipliers of `3.5e9` and a
368/// residual of `0.144`). The scale-relative floor (gh#532) judges such a
369/// point against that scale, so it is accepted; the warning is how the
370/// caller finds out. It is not capped, because the cap that rejects the
371/// cusp (`~0.1`) also rejects Vanderbei's `orthrds2` (`89.7` at scale
372/// `1.6e10`), which is stationary to nine digits relative to its scale.
373/// Under `bound_relax_factor = 0` it names that option: every model of
374/// gh#1000 items II.22, II.23 and I.15 that carried it (pump network,
375/// process-network superstructure, Haverly multistart) had an active
376/// bound coinciding with a dependent row, and each ends `Solve_Succeeded`
377/// at the default relaxation. Ipopt follows the same trajectory at `0`.
378/// * `unscaled_stationarity_above_tol`: the unscaled residual sits above
379/// `1e-3` while the strict gate, which tolerates up to `dual_inf_tol`
380/// (`1` by default), passed it.
381fn quality_warnings(
382 status: ApplicationReturnStatus,
383 unscaled_dual_inf: Number,
384 dual_scale: Number,
385 dual_inf_tol: Number,
386 acceptable_tol: Number,
387 bound_relax_off: bool,
388) -> Vec<String> {
389 let mut out = Vec::new();
390 if !matches!(
391 status,
392 ApplicationReturnStatus::SolveSucceeded | ApplicationReturnStatus::SolvedToAcceptableLevel
393 ) {
394 return out;
395 }
396 // Only when the residual is itself above `acceptable_tol`: a legitimately
397 // large objective (`hs71` times `1e8`) has terms of `1e9` and a residual of
398 // `3e-7`, which is not a symptom of anything.
399 if dual_scale.is_finite()
400 && dual_scale >= 1e8
401 && unscaled_dual_inf.is_finite()
402 && unscaled_dual_inf > acceptable_tol
403 {
404 out.push(format!(
405 "large_dual_scale: the stationarity residual is assembled from terms of size {dual_scale:.2e} \
406 (multipliers or gradients this large usually mean a failed constraint qualification), \
407 so the unscaled dual infeasibility {unscaled_dual_inf:.2e} was judged relative to that scale{}",
408 if bound_relax_off {
409 ". bound_relax_factor = 0 is set: an active bound that coincides with a \
410 dependent row has no interior there, and the default relaxation (1e-8) \
411 usually removes this"
412 } else {
413 ""
414 }
415 ));
416 }
417 if unscaled_dual_inf.is_finite()
418 && unscaled_dual_inf > UNSCALED_DUAL_WARN
419 && unscaled_dual_inf > acceptable_tol
420 {
421 out.push(format!(
422 "unscaled_dual_inf_above_acceptable: the unscaled dual infeasibility is {unscaled_dual_inf:.2e}, \
423 above acceptable_tol {acceptable_tol:.0e}; the strict gate tolerates up to dual_inf_tol \
424 = {dual_inf_tol:.0e}. Verify stationarity in your own units"
425 ));
426 }
427 out
428}
429
430/// See [`quality_warnings`].
431///
432/// Also the bar for the gh#983 item-5 downgrade (`finalize_quality_verdict`).
433/// Measured population near it (gh#983 review), over the CLI fixture corpus on
434/// both sweep legs: six runs return `Solve_Succeeded` with the gh#884
435/// signature, at unscaled dual infeasibilities of `1.6e-9`
436/// (`linear_eq_collapsed_box`), `2.8e-9` (`autocorr_bern55-06`), `1.0e-8` /
437/// `1.1e-8` (`pooling_rt2stp`, both legs), `5.5e-8`
438/// (`mpcc_qpec_small_biactive`) and `3.6e-6` (`deb7`) -- the largest two and a
439/// half orders below the bar. The runs the bar exists for sit above it: the
440/// cusp with the floor opted back in at `1.44e-1`, and the first pass's
441/// toll-pricing report at `3.3e-2` (since gh#1000 exempt as roundoff, see
442/// [`UNSCALED_DUAL_ROUNDOFF_ULPS`]). So the threshold falls in an empty band of
443/// the measured population; nothing between `3.6e-6` and `3.3e-2` was observed,
444/// and the corpus says nothing about how dense that band is elsewhere (the
445/// 400-model QPEC family of `dev-notes/mpcc-biactive-dual-divergence.md` was
446/// not re-measured for this).
447const UNSCALED_DUAL_WARN: Number = 1e-3;
448
449/// gh#1000 (II.22): how many ulps of its own terms an unscaled stationarity
450/// residual may read and still be roundoff rather than a measured miss.
451///
452/// The residual `∇f + Jᵀλ + z` is assembled from terms of size
453/// `final_unscaled_dual_scale`, so in floating point it cannot read much below
454/// `ε·scale` however exact the point is. Under `bound_relax_factor = 0` an
455/// active bound and a row can be linearly dependent, the multipliers drift
456/// along the unbounded ray of valid ones, and the scale follows them: the
457/// pump-network NLP of the issue ends with multipliers near `1e13`, a residual
458/// of `5.5e-3` -- 1.6 ulps of its terms -- and an objective right to `5e-9`
459/// relative, and was downgraded on that `5.5e-3` alone. The measured
460/// population on either side, as `residual / scale`: that run at `3.5e-16`
461/// (`2.8e-16` on the Python path), and gh#983's toll-pricing MPCC at
462/// `bound_relax_factor = 0` at `1.1e-16` (`3.3e-2` against `3e14`, objective
463/// `9e-10` from the default-options solve), which gh#983 had pinned as a
464/// downgrade and which this exempts too; the downgrades that are correct --
465/// Haverly at `2e-13` (objective `7e-8` off, complementarity `1.8e-6`), the
466/// process network's all-zero-flow subproblem at `6.6e-13` (`6e-7` off) --
467/// and the cusp the downgrade was built for at `4e-11`. 64 ulps (`1.4e-14`)
468/// sits forty times above the first and fourteen times below the nearest
469/// correct downgrade.
470///
471/// What this cannot see: on a model with no finite multiplier (the cusp) the
472/// residual falls as the multipliers grow and the floor rises with them, so a
473/// run that drove them far enough would cross it. None measured has; the
474/// cusp sits more than three orders above. The `large_dual_scale` caveat
475/// still attaches to every run this exempts.
476const UNSCALED_DUAL_ROUNDOFF_ULPS: Number = 64.0;
477
478/// Is `du` within [`UNSCALED_DUAL_ROUNDOFF_ULPS`] of the rounding error of
479/// the terms it was assembled from? `false` whenever either input is not
480/// finite, so a path that does not measure the scale keeps the downgrade.
481fn unscaled_dual_inf_is_roundoff(du: Number, scale: Number) -> bool {
482 du.is_finite()
483 && scale.is_finite()
484 && scale > 0.0
485 && du <= UNSCALED_DUAL_ROUNDOFF_ULPS * Number::EPSILON * scale
486}
487
488/// The code of a structured warning: the text before the first `:`.
489fn warning_code(w: &str) -> &str {
490 w.split(':').next().unwrap_or(w)
491}
492
493/// Push `w` unless a warning with the same code is already attached
494/// (gh#983 review item 7: `unscaled_dual_inf_above_acceptable` was pushed
495/// twice, once by the downgrade and once by the caveat list).
496fn push_warning_once(warnings: &mut Vec<String>, w: String) {
497 if !warnings.iter().any(|x| warning_code(x) == warning_code(&w)) {
498 warnings.push(w);
499 }
500}
501
502/// gh#983 item 4: a retry violation at or below this is arithmetic noise, not
503/// "primal slack". Rule 2 compared the retry's violation to the base's with no
504/// floor, so a base at `3e-38` refused a retry at `2e-13` that halved the
505/// objective (`x*y == 0` from `(0.3, 0.3)`: base `f = 2` with unscaled dual
506/// infeasibility `1.4e9`, retry `f = 1`). The floor is a few hundred ulps of 1;
507/// the case rule 2 exists for, `scholtes4`, buys `6.6e-05` of objective with a
508/// violation of `1.09e-09` -- four orders above it, so it is still refused.
509const RETRY_VIOL_NOISE_FLOOR: Number = 1e-12;
510
511/// gh#983 review item 5: how many orders a retry's unscaled KKT error must sit
512/// below the base attempt's before it may be promoted without reaching
513/// `acceptable_tol` itself.
514const RETRY_DOMINANCE_ORDERS: Number = 1e-6;
515
516/// gh#983 review item 5: the second way conjunct 4 of the gh#884 promotion
517/// gate can hold.
518///
519/// Conjunct 4 demanded the retry's unscaled KKT error be at or below
520/// `acceptable_tol`. On the toll-pricing MPCC at `bound_relax_factor = 0` the
521/// base attempt returns `Solved_To_Acceptable_Level` at an unscaled dual
522/// infeasibility of `1.03e5` and the retry `Solve_Succeeded` at `1.69e-5`:
523/// ten orders better, and refused because `1.69e-5 > 1e-6`. That is a
524/// certificate an ordinary first solve would ship as `Solve_Succeeded`
525/// without a second look (it is under `1e-3`, the bar
526/// `finalize_quality_verdict` holds strict verdicts to), held to a stricter
527/// standard only because it was a retry, while the answer reported instead is
528/// one whose residual is the runaway itself.
529///
530/// So the retry's certificate also counts as real when **all** of:
531/// * it is at least six orders below the base attempt's
532/// (`RETRY_DOMINANCE_ORDERS`) -- not "better", *categorically* better;
533/// * it is at or below `UNSCALED_DUAL_WARN` (`1e-3`) in absolute terms, the
534/// same bar a strict verdict is held to everywhere else, so no promotion
535/// ships a residual the audit would flag on a first solve;
536/// * the retry's unscaled constraint violation is within `acceptable_tol`
537/// (the primal half is not relaxed at all).
538///
539/// The answer rules ([`retry_answer_is_admissible`]) and the `Solve_Succeeded`
540/// conjunct are unchanged and still apply. Why this does not let `ralph1`
541/// through: `ralph1`'s defect is that `perturb_always_cd` returns a wrong
542/// answer reported as success, and what keeps it out is that the retry is
543/// never *opened* there -- the detector's scale-relative step conjunct and
544/// the `1e2` dual floor on the reported answer
545/// (`runaway_is_the_whole_residual`), neither of which this touches. Within an
546/// opened retry the base residual is at least that floor, so the dominance
547/// conjunct alone would admit `1e-4`; the absolute `1e-3` cap and the
548/// unchanged answer rules are what bound it, and `issue884_*` pins both
549/// barriers (`ralph1` is in that corpus).
550fn retry_certificate_dominates(
551 base_unscaled_kkt: Number,
552 retry_unscaled_kkt: Number,
553 retry_viol: Number,
554 accept_tol: Number,
555) -> bool {
556 base_unscaled_kkt.is_finite()
557 && retry_unscaled_kkt.is_finite()
558 && retry_viol.is_finite()
559 && retry_unscaled_kkt <= RETRY_DOMINANCE_ORDERS * base_unscaled_kkt
560 && retry_unscaled_kkt <= UNSCALED_DUAL_WARN
561 && retry_viol <= accept_tol
562}
563
564/// Is the retry's answer admissible *as an answer*, next to the base
565/// attempt's — independent of which has the better multiplier?
566///
567/// gh#884's promotion gate ranked the two attempts on unscaled KKT error
568/// alone. That is a statement about the **certificate**, and it was
569/// allowed to decide which **point** shipped, on the argument that
570/// "conjunct 4 requires the promoted answer to satisfy the KKT conditions
571/// in the model's own units" — so, unlike the μ flip, this retry could not
572/// return a different local solution. The inference does not hold: *any*
573/// other KKT point satisfies the KKT conditions in the model's own units
574/// too. Measured on 400 random QPECs (`prod_eq` lowering), 42 of 68
575/// promotions moved the objective materially, i.e. returned a different
576/// local solution, and three returned a **worse feasible point** — worst
577/// case `-13.0057 → -1.2072`, both independently verified feasible.
578///
579/// Two rules, and both are about the *answer* rather than its certificate:
580///
581/// 1. **Never hand back a feasible point whose objective is worse than one
582/// this run already computed.** The base attempt's point is feasible
583/// and in hand; returning a worse one is a regression no certificate
584/// buys back.
585/// 2. **An objective *improvement* may not be bought with primal slack.**
586/// Two costs this carries, named rather than hidden (R3). It is an exact
587/// non-increase with **no noise floor**, so it fires the same on
588/// `2.07e-25 -> 1.09e-09` (where the move is the whole defect) as on
589/// `1e-17 -> 1.1e-17` (where which side a retry lands on is arithmetic):
590/// of the 45 promotions this PR removes, ~35 are improvements refused
591/// because the violation ticked up somewhere far below any tolerance. The
592/// direction is conservative — the base answer is feasible and in hand —
593/// but "refuses purchases, not improvements" is only true above the noise.
594/// And the rule detects *the primal moved*, not *below the optimum*: had
595/// `scholtes4`'s retry **held** its violation, `f = -6.6088e-05` would have
596/// been admitted, which the second assertion of
597/// `an_improvement_bought_with_primal_slack_is_refused` states outright.
598/// On that model the two coincided.
599/// The remedy is for a *dual* defect — the premise is that the primal
600/// has settled — so a retry that lands further outside the constraints
601/// *and* reports a better objective has not repaired the runaway, it
602/// has moved somewhere the model does not reach. This is what
603/// `scholtes4` does: from a base at `f = +1.82e-09` with a constraint
604/// violation of `2.07e-25` it promotes `f = -6.61e-05` at `1.09e-09`,
605/// below the model's exactly-known `f* = 0`, and reports
606/// `Optimal Solution Found`.
607///
608/// Both comparisons are skipped when the base attempt is not itself
609/// feasible within [`IpoptApplication::dual_divergence_retry_accept_tol`]:
610/// there is then no admissible point to protect, and the retry's is
611/// strictly better information.
612///
613/// `tol` is that same acceptable tolerance, scaled by
614/// `max(1, |base_obj|)` so the comparison is relative on a large
615/// objective and absolute on a small one — the convention
616/// `sigma_forward_error_is_small` uses for `‖x‖` and for the same reason.
617/// It is not a fitted constant: the objective moves this has to admit
618/// (`qpec_small`, `5.8e-11`) and the ones it has to refuse (`r201`,
619/// `0.198`; `scholtes4`, `6.6e-05`) sit four and five orders away from it
620/// on either side.
621///
622/// `sense` is `+1` for a minimization and `-1` for a maximization, and both
623/// objectives are multiplied by it before either rule looks at them.
624/// [`SolveStatistics::final_objective`] is the objective evaluated on the
625/// **user** TNLP — signed, and *not* premultiplied by `obj_scaling_factor` —
626/// and a negative `obj_scaling_factor` is the documented way to pose a
627/// maximization. Without the normalization both rules invert under it: rule 1
628/// would refuse genuine *improvements* (a regression against the behaviour
629/// before this conjunct existed) and rule 2 would admit strictly worse
630/// answers, re-arming the exact class the conjunct was added to block. The
631/// repo has shipped one defect from this sign already —
632/// `masked_certificate_fuzz.rs::the_veto_is_not_disabled_by_a_negative_objective_scaling_factor`,
633/// whose fix took `.abs()` in the residual accessors, which is also what keeps
634/// the detector firing under maximization and so keeps this path reachable.
635fn retry_answer_is_admissible(
636 base_obj: Number,
637 base_viol: Number,
638 retry_obj: Number,
639 retry_viol: Number,
640 accept_tol: Number,
641 sense: Number,
642) -> bool {
643 // Nothing to compare against: a non-finite or infeasible base answer
644 // is not a point worth protecting.
645 if !base_obj.is_finite() || !base_viol.is_finite() || base_viol > accept_tol {
646 return true;
647 }
648 // A non-finite retry objective is refused rather than admitted, for
649 // the same reason `runaway_is_the_whole_residual` refuses a NaN.
650 if !retry_obj.is_finite() {
651 return false;
652 }
653 // Both into a minimization frame, so "lower is better" below is true
654 // whichever sense the caller posed.
655 let base_obj = sense * base_obj;
656 let retry_obj = sense * retry_obj;
657 let tol = accept_tol * base_obj.abs().max(1.0);
658 if retry_obj > base_obj + tol {
659 return false; // rule 1: strictly worse feasible point
660 }
661 if retry_obj < base_obj - tol {
662 // Rule 2: an improvement is admissible only if the retry did not
663 // give up primal accuracy to get it.
664 return retry_viol.is_finite() && retry_viol <= base_viol.max(RETRY_VIOL_NOISE_FLOOR);
665 }
666 true
667}
668
669/// How far `x` sits outside the declared box, **relative to each bound's own
670/// magnitude**: `max_i viol_i / max(1, |b_i|)`, where `b_i` is the bound
671/// `x_i` crosses and bounds at or beyond the infinity sentinels are absent.
672///
673/// Relative because the quantity it is compared on is: `bound_relax_factor`
674/// widens bound `b` by `factor · max(1, |b|)` (capped at `constr_viol_tol`),
675/// so a point pinned to the widened bound sits a *relative* distance from the
676/// box that does not depend on `|b|`, while its rounding is one ulp of `|b|`
677/// -- `1.2e-10` at `|b| = 1e6`, two orders above any absolute floor that
678/// still separates `1e-8` from noise on a unit bound.
679///
680/// A variable fixed by its declared box (`x_L == x_U`) is skipped. Under
681/// `fixed_variable_treatment=relax_bounds` it stays in the iterate with its
682/// point widened into a band -- in the base attempt and the re-solve alike,
683/// since a barrier needs an interior -- so where it lands inside that band is
684/// barrier noise, not a choice to use the widening: on a fixed `z = 0.5`
685/// beside three bound-active controls the base attempt returned it `1.2e-11`
686/// off and the re-solve `2.0e-11`, and counting it declined a re-solve whose
687/// controls were all inside their box. Under the default `make_parameter` it
688/// is spliced in at its exact value and reads `0` either way.
689///
690/// `NaN` when the lengths disagree (nothing to measure against).
691fn declared_box_relative_violation(
692 x: &[Number],
693 x_l: &[Number],
694 x_u: &[Number],
695 lower_inf: Number,
696 upper_inf: Number,
697) -> Number {
698 if x.len() != x_l.len() || x.len() != x_u.len() {
699 return Number::NAN;
700 }
701 let mut worst = 0.0_f64;
702 for i in 0..x.len() {
703 let (l, u) = (x_l[i], x_u[i]);
704 if l == u {
705 continue;
706 }
707 if l > lower_inf && x[i] < l {
708 worst = worst.max((l - x[i]) / l.abs().max(1.0));
709 }
710 if u < upper_inf && x[i] > u {
711 worst = worst.max((x[i] - u) / u.abs().max(1.0));
712 }
713 }
714 worst
715}
716
717/// A relative declared-box violation at or below this is rounding, not use of
718/// the widening: four ulps of the bound's magnitude (`4 · ε ≈ 8.9e-16`).
719///
720/// Measured populations on either side of it. Rounding: a point pinned to a
721/// bound reads at most one ulp off it, `ε/2 .. ε` relative at any magnitude.
722/// Genuine use of the widening, from the bound-magnitude probe (the
723/// `scale_audit_bound_active` model with `x_U` in `{1, 10, 1e2, 1e3, 1e4,
724/// 1e6}`, each with the box at `[0, x_U]` and at `[x_U − 1, x_U]`, under a
725/// named `bound_relax_factor=1e-8`): the re-solve's excess over the base
726/// attempt is `4.97e-9` relative at `x_U = 1`, `9.5e-9` at `10`, `9.9e-9` at
727/// `1e2`, `2.5e-9` at `1e3`, `2.5e-10` at `1e4` and `2.5e-12` at `1e6` (the
728/// last three are where `constr_viol_tol = 1e-4` caps the widening). The
729/// smallest of those is three and a half orders above this floor, the
730/// largest rounding three times below it.
731const RETRY_BOX_REL_NOISE: Number = 4.0 * Number::EPSILON;
732
733/// May a retry's point ship, as far as the box the caller *declared* goes?
734///
735/// Only when it sits no further outside that box than the base attempt's
736/// point does, measured relative to each bound's magnitude
737/// ([`declared_box_relative_violation`]) and up to [`RETRY_BOX_REL_NOISE`].
738/// Every interior-point solve runs on bounds widened by `bound_relax_factor`,
739/// so "outside the declared box" is something any converged point can be, by
740/// up to the widening; what this refuses is a retry that *uses more of it*
741/// than the answer already in hand. That is the gh#983 scale audit's failure
742/// mode exactly: its re-solve drives complementarity down, which on a
743/// bound-active variable is the same as driving the point onto the widened
744/// bound, so `ex1_320`'s re-solve shipped `1.0e-8` outside the box its base
745/// attempt satisfied exactly.
746///
747/// Unconditional, unlike rule 2 of [`retry_answer_is_admissible`]: a point
748/// outside the box is the defect whatever the objective did, and a re-solve
749/// whose objective move is under that rule's tolerance shipped it all the
750/// same. When the caller left `bound_relax_factor` alone the scale audit's
751/// re-solve keeps the variable box as declared (its inequality rows are
752/// still widened, as in the base attempt), so there this conjunct is a
753/// backstop. It bites when the caller named a widening: both attempts then
754/// solve the widened box, and the re-solve may not exploit it further.
755///
756/// `NaN` means "not measured". A retry that cannot be measured is refused
757/// unless the base could not be either: there is then nothing to compare and
758/// the rule has no opinion.
759fn retry_keeps_declared_box(base_rel_viol: Number, retry_rel_viol: Number) -> bool {
760 if retry_rel_viol.is_nan() {
761 return base_rel_viol.is_nan();
762 }
763 let base = if base_rel_viol.is_nan() {
764 0.0
765 } else {
766 base_rel_viol.max(0.0)
767 };
768 retry_rel_viol <= base + RETRY_BOX_REL_NOISE
769}
770
771/// What [`IpoptApplication::initialize_with_option_file`] did — enough
772/// for a caller to tell the user which file (if any) configured the run.
773#[derive(Debug, Default, Clone)]
774pub struct OptionFileLoad {
775 /// The file actually read. `None` means no options file was read:
776 /// nobody named one and neither default was present.
777 pub path: Option<PathBuf>,
778 /// Whether [`Self::path`] was named by the caller rather than found
779 /// by probing the working directory.
780 pub explicit: bool,
781 /// Non-fatal notes about option-file settings that did *not* take
782 /// effect. Nothing here stops a solve; the point is that it not
783 /// happen silently.
784 pub warnings: Vec<String>,
785}
786
787/// Opaque snapshot of an application's linear-solver summaries; see
788/// [`IpoptApplication::linear_solver_summary_state`].
789#[derive(Debug, Clone)]
790pub struct LinearSolverSummaryState {
791 main: LinearSolverSummary,
792 restoration: LinearSolverSummary,
793}
794
795/// Factory that constructs a fresh restoration-phase strategy on
796/// demand. The outer algorithm owns at most one restoration object,
797/// so the factory is invoked once per `optimize_tnlp` call. The
798/// factory is `FnMut` to allow callers to capture a builder that
799/// internally reuses caches across builds.
800pub type RestorationFactory = Box<dyn FnMut() -> Box<dyn RestorationPhase>>;
801
802/// Provider that mints fresh [`RestorationFactory`] instances on
803/// demand. Used by drivers that need to run the inner IPM more than
804/// once per `optimize_tnlp` call — notably the Phase-3 ℓ₁-exact
805/// penalty-barrier outer loop (pounce#10), which the existing
806/// `RestorationFactory` cannot support because pounce's default
807/// `make_default_restoration_factory` is a one-shot. Callers wire
808/// this via [`IpoptApplication::set_restoration_factory_provider`].
809pub type RestorationFactoryProvider = Box<dyn FnMut() -> RestorationFactory>;
810
811/// Running totals over the passes of a multi-pass solve (the ℓ₁ exact-penalty
812/// ρ loop, and the plain attempt that precedes it under
813/// `l1_fallback_on_restoration_failure`). Every pass starts from reset
814/// statistics, so the passes are summed here and written back once, after
815/// the last, as the **total** `iteration_count` plus a `passes` summary
816/// (gh#987 item 6). Everything else in the statistics keeps describing the
817/// last pass — the one that produced the returned point.
818#[derive(Default)]
819struct MultiPassTotals {
820 iterations: Index,
821 rows: Vec<pounce_nlp::solve_statistics::IterRecord>,
822 obj_evals: Index,
823 constr_evals: Index,
824 grad_evals: Index,
825 jac_evals: Index,
826 hess_evals: Index,
827 restoration_calls: Index,
828 restoration_inner_iters: Index,
829 restoration_outer_iters: Index,
830 passes: Vec<pounce_nlp::SolvePassRecord>,
831}
832
833impl MultiPassTotals {
834 fn push_pass(
835 &mut self,
836 st: &SolveStatistics,
837 rho: Option<Number>,
838 status: ApplicationReturnStatus,
839 ) {
840 self.passes.push(pounce_nlp::SolvePassRecord {
841 rho,
842 iterations: st.iteration_count,
843 first_row: self.rows.len(),
844 slack_sum: None,
845 constraint_violation: None,
846 status: format!("{status:?}"),
847 });
848 self.iterations += st.iteration_count;
849 self.rows.extend(st.iterations.iter().cloned());
850 self.obj_evals += st.num_obj_evals;
851 self.constr_evals += st.num_constr_evals;
852 self.grad_evals += st.num_obj_grad_evals;
853 self.jac_evals += st.num_constr_jac_evals;
854 self.hess_evals += st.num_hess_evals;
855 self.restoration_calls += st.restoration_calls;
856 self.restoration_inner_iters += st.restoration_inner_iters;
857 self.restoration_outer_iters += st.restoration_outer_iters;
858 }
859
860 fn set_slack_sum(&mut self, v: Number) {
861 if let Some(p) = self.passes.last_mut() {
862 p.slack_sum = v.is_finite().then_some(v);
863 }
864 }
865
866 fn set_violation(&mut self, v: Number) {
867 if let Some(p) = self.passes.last_mut() {
868 p.constraint_violation = v.is_finite().then_some(v);
869 }
870 }
871
872 fn apply(&self, st: &mut SolveStatistics) {
873 if self.passes.is_empty() {
874 return;
875 }
876 st.iteration_count = self.iterations;
877 st.iterations = self.rows.clone();
878 st.num_obj_evals = self.obj_evals;
879 st.num_constr_evals = self.constr_evals;
880 st.num_obj_grad_evals = self.grad_evals;
881 st.num_constr_jac_evals = self.jac_evals;
882 st.num_hess_evals = self.hess_evals;
883 st.restoration_calls = self.restoration_calls;
884 st.restoration_inner_iters = self.restoration_inner_iters;
885 st.restoration_outer_iters = self.restoration_outer_iters;
886 st.passes = self.passes.clone();
887 }
888}
889
890/// Callback fired by [`IpoptApplication::optimize_constrained`] once
891/// the IPM has converged (status `SolveSucceeded` or
892/// `SolvedToAcceptableLevel`) and before the user TNLP's
893/// `finalize_solution` runs. Receives borrowed handles into the
894/// algorithm's converged state.
895///
896/// **Use case**: post-optimal sensitivity analysis (pounce#7 /
897/// `pounce-sensitivity`). The callback receives a shared handle to
898/// the PD solver so a `SensBacksolver` adapter can run backsolves
899/// against the converged KKT factor — and so that handle may outlive
900/// the call frame (e.g. the public `Solver` session API retains the
901/// factor for repeated `parametric_step` / `kkt_solve` calls);
902/// receives the data / cq / nlp handles so the adapter can reproduce
903/// the augmented-system coefficient layout the IPM converged at.
904///
905/// **Not** the same as `set_intermediate_callback` (per-iteration
906/// progress notification) — this fires exactly once per `optimize_*`
907/// call, only on success.
908pub type ConvergedCallback = Box<
909 dyn FnMut(
910 &crate::ipopt_data::IpoptDataHandle,
911 &crate::ipopt_cq::IpoptCqHandle,
912 &Rc<RefCell<dyn pounce_nlp::ipopt_nlp::IpoptNlp>>,
913 Rc<RefCell<crate::kkt::pd_full_space_solver::PdFullSpaceSolver>>,
914 ),
915>;
916use pounce_common::diagnostics::DiagnosticsState;
917use pounce_common::exception::{ExceptionKind, SolverException};
918use pounce_common::journalist::{JournalLevel, Journalist};
919use pounce_common::options_list::OptionsList;
920use pounce_common::reg_options::{PrintOptionsMode, RegisteredOptions};
921use pounce_common::timing::TimingStatistics;
922use pounce_common::types::{Index, Number};
923use pounce_linalg::dense_vector::DenseVectorSpace;
924use pounce_linsol::SparseSymLinearSolverInterface;
925use pounce_linsol::summary::LinearSolverSummary;
926use pounce_nlp::alg_types::SolverReturn;
927use pounce_nlp::derivative_test::{DerivativeTest, DerivativeTestOptions};
928use pounce_nlp::orig_ipopt_nlp::{ConstObjScaling, OrigIpoptNlp, ScalingMethod};
929use pounce_nlp::return_codes::ApplicationReturnStatus;
930use pounce_nlp::solve_statistics::SolveStatistics;
931use pounce_nlp::tnlp::{
932 BoundsInfo, IpoptCq as TnlpIpoptCq, IpoptData as TnlpIpoptData, NlpInfo, Solution, TNLP,
933};
934use pounce_nlp::tnlp_adapter::{
935 DEFAULT_NLP_LOWER_BOUND_INF, DEFAULT_NLP_UPPER_BOUND_INF, FixedVarTreatment, TNLPAdapter,
936};
937use std::cell::RefCell;
938use std::fmt;
939use std::path::{Path, PathBuf};
940use std::rc::Rc;
941use std::sync::{Arc, Mutex};
942use std::time::Instant;
943
944pub struct IpoptApplication {
945 options: OptionsList,
946 /// Diagnostics from the safeguarded `least_square_init_primal`
947 /// initializer step of the most recent solve (gh#605). `None` when
948 /// the step was not run. Read with
949 /// [`Self::least_square_init_report`].
950 least_square_init_report: Option<crate::init::default::LeastSquareInitReport>,
951 /// Per-variable scaling factors applied by the wrapper installed in
952 /// [`Self::optimize_tnlp`] (gh#486). Recorded so consumers that read
953 /// the algorithm's own iterate rather than the `finalize_solution`
954 /// payload — the CLI's `on_converged` hook feeding the `.sol` and
955 /// the JSON report — can undo the substitution. `None` when no
956 /// variable scaling was applied.
957 variable_scaling: RefCell<Option<Vec<Number>>>,
958 /// Whether the most recent `optimize_constrained` ran with per-row
959 /// constraint scaling active (`c_scale_vec`/`d_scale_vec` present).
960 ///
961 /// Read by [`Self::run_l1_penalty_outer_loop`], which measures the
962 /// user's rows in the model's own units and so may only write that
963 /// number into the `final_unscaled_*` family. `SolveStatistics`
964 /// documents `final_*` as the internally-scaled residuals and
965 /// `final_unscaled_*` as the same quantities in original units,
966 /// *equal when no scaling is active* — so the measurement may be
967 /// mirrored into the scaled family exactly when this is `false`
968 /// (gh#794 review). `None` when no solve has run.
969 row_scaling_active: std::cell::Cell<Option<bool>>,
970 /// Whether the submitted TNLP has already been explicitly wrapped by the
971 /// caller's presolve layer.
972 presolve_already_applied: bool,
973 reg_options: Rc<RegisteredOptions>,
974 journalist: Rc<Journalist>,
975 statistics: RefCell<SolveStatistics>,
976 /// Shared per-subsystem timing accumulator. Re-created at the top of
977 /// every solve (so back-to-back `optimize_tnlp` calls don't bleed
978 /// timings across invocations) and handed to the data, the NLP, and
979 /// any other consumer via `Rc`. Reported by [`Self::timing_stats`]
980 /// after the solve completes.
981 timing: RefCell<Rc<TimingStatistics>>,
982 /// Optional override factory for the symmetric linear-solver
983 /// backend. When `None`, we ship the workspace default (MA57 via
984 /// `pounce-hsl`). Tests can plug a stub via [`Self::set_linear_backend_factory`].
985 linear_backend_factory: Option<LinearBackendFactory>,
986 /// Optional factory for the restoration phase. Lives outside this
987 /// crate because `pounce-algorithm` cannot depend on
988 /// `pounce-restoration` (the dep edge is the other way). Callers
989 /// that need restoration plug a factory via
990 /// [`Self::set_restoration_factory`]; when unset, the outer
991 /// algorithm runs without a restoration fallback and surfaces
992 /// `RestorationFailure` as soon as the line-search would otherwise
993 /// jump into restoration.
994 restoration_factory: Option<RestorationFactory>,
995 /// Shared diagnostic-dump state, installed by the CLI when the
996 /// user passes `--dump <cat>:<spec>`. When set, the application
997 /// propagates an `Rc<DiagnosticsState>` into [`IpoptAlgorithm`]
998 /// via [`IpoptAlgorithm::with_diagnostics`] so the KKT solver and
999 /// other dump sites can consult per-iter gating.
1000 diagnostics: Option<Rc<DiagnosticsState>>,
1001 /// Optional interactive debugger hook. When set, it is moved into
1002 /// the main [`IpoptAlgorithm`] for the next `optimize_*` call via
1003 /// [`IpoptAlgorithm::with_debug_hook`], so a REPL or agent can pause
1004 /// at each iteration to inspect / mutate live state. Consumed on use
1005 /// (one solve per installed hook).
1006 debug_hook: Option<std::rc::Rc<std::cell::RefCell<dyn crate::debug::DebugHook>>>,
1007 /// Provider for the BNW outer loop (pounce#10 Phase 3). When set,
1008 /// `optimize_constrained` consults the provider before each inner
1009 /// solve, replacing `restoration_factory` with a fresh one so
1010 /// multi-pass drivers can run the inner IPM repeatedly without
1011 /// tripping the default factory's one-shot guard.
1012 restoration_factory_provider: Option<RestorationFactoryProvider>,
1013 /// Optional hook fired once per `optimize_*` call on convergence,
1014 /// before the user TNLP's `finalize_solution`. See
1015 /// [`ConvergedCallback`].
1016 on_converged: Option<ConvergedCallback>,
1017 /// When `true`, the per-iteration `IterRecord` trajectory is
1018 /// captured into [`SolveStatistics::iterations`] for downstream
1019 /// consumers (the JSON solve report in pounce-cli, pounce#8). Off
1020 /// by default so library callers that never read the iterations
1021 /// vector don't pay the per-iter alloc.
1022 record_iter_history: bool,
1023 /// Whether [`Self::initialize_with_option_file`] ran — i.e. whether
1024 /// anything on this application actually consulted
1025 /// `option_file_name` and resolved it to a file. Only the `pounce`
1026 /// CLI does; a library caller sets its options directly. The guard
1027 /// in [`Self::unhonored_option_file_name`] reads this so that
1028 /// setting the option on a surface that cannot honor it is refused
1029 /// rather than dropped (gh#518).
1030 option_file_resolved: bool,
1031 /// Whether this caller can route a model to the convex LP/QP/SOCP
1032 /// engines — i.e. whether the `qp_*` knobs those engines read
1033 /// configure anything here. Only the `pounce` CLI can (it owns the
1034 /// `.nl` structure extraction that classifies a model), and it says
1035 /// so via [`Self::set_convex_routing_available`]. The guard in
1036 /// [`Self::unhonored_convex_option`] reads this, on the same
1037 /// contract as `option_file_resolved` above (gh#604).
1038 convex_routing_available: bool,
1039 /// Whether the backend-knob warnings (gh#551) have already been
1040 /// printed for this application. The CLI emits them before routing —
1041 /// a convex model never reaches `optimize_tnlp` — and `optimize_tnlp`
1042 /// emits them for every other frontend; without this flag a CLI run
1043 /// would print each line twice, which is how a warning teaches its
1044 /// reader to skip it.
1045 backend_warnings_emitted: bool,
1046 /// Shared sink that the linear-solver backend writes a rolling
1047 /// [`LinearSolverSummary`] into after every factor. Reset at the
1048 /// top of every solve (so back-to-back `optimize_tnlp` calls don't
1049 /// bleed stats across invocations) and read out via
1050 /// [`Self::linear_solver_summary`] once the solve returns. Only
1051 /// the workspace-default FERAL backend (via
1052 /// [`default_backend_factory_with_sink`]) wires the sink today;
1053 /// custom factories plugged through [`Self::set_linear_backend_factory`]
1054 /// and the HSL MA57 backend leave the sink empty.
1055 linsol_summary_sink: Arc<Mutex<LinearSolverSummary>>,
1056 /// Companion to [`Self::linsol_summary_sink`] for the restoration
1057 /// phase's sub-solves. The frontends that wire a restoration factory
1058 /// install it via [`Self::restoration_summary_sink`]; it is reset with
1059 /// the main sink and surfaces as [`LinearSolverSummary::restoration`].
1060 resto_linsol_summary_sink: Arc<Mutex<LinearSolverSummary>>,
1061 /// The block-parallel KKT partition this solve resolved, published for
1062 /// the restoration sub-IPM (structured-KKT Phase 5b). Restoration's inner
1063 /// builder is minted by the frontend *before* the solve — before the KKT
1064 /// layout, and so the mapping onto it, exists — so the labels cannot be
1065 /// installed on it directly. They are written here as the outer algorithm
1066 /// is built and read when restoration runs. `AugRestoSystemSolver` reduces
1067 /// the restoration KKT onto the original 4-block system before delegating,
1068 /// so the matrix the inner solver factors is the one these labels
1069 /// describe. Reset with the sinks at the top of every solve.
1070 kkt_blocks_published: crate::alg_builder::KktBlocksCell,
1071 /// Shared tally of successful linear-solver quality escalations for
1072 /// the current solve (gh#857). Handed to every `AlgorithmBuilder`
1073 /// this application mints — [`Self::algorithm_builder_from_options`]
1074 /// and [`Self::algorithm_builder_snapshot`] — which is how the
1075 /// restoration sub-solve counts into the same total: each frontend
1076 /// builds the restoration provider's inner builder from
1077 /// `algorithm_builder_from_options`, so it receives this same `Rc`
1078 /// without any frontend having to know the counter exists.
1079 ///
1080 /// Reset at the top of every solve, beside the linear-solver summary
1081 /// sink and for the same reason: a second-opinion retry, or two
1082 /// back-to-back `optimize_tnlp` calls, must not inherit the previous
1083 /// solve's count. Read out into
1084 /// [`SolveStatistics::quality_escalations`] once the solve returns.
1085 quality_escalations: Rc<std::cell::Cell<u64>>,
1086 /// gh#990: the `mu_strategy` value in the option table was written by a
1087 /// POUNCE frontend (the Python no-`hessian` path pins `monotone`), not by
1088 /// the caller. See [`Self::mark_mu_strategy_pounce_chosen`].
1089 mu_strategy_pounce_chosen: bool,
1090 /// gh#884. Set when the running [`IpoptAlgorithm`] observed the
1091 /// biactive dual-divergence signature — a converged primal, a step
1092 /// that has gone to zero on a scale-relative measure, and an
1093 /// *unscaled* dual infeasibility still far above `dual_inf_tol`, all
1094 /// at the same iterate.
1095 ///
1096 /// Read out of the algorithm once `optimize_constrained` returns, so
1097 /// [`Self::run_with_dual_divergence_retry`] — which sits above that
1098 /// call — can see it. Reset at the top of every solve for the same
1099 /// reason as `quality_escalations`: a retry must not inherit the
1100 /// previous attempt's verdict. Also copied into
1101 /// [`SolveStatistics::dual_divergence_signature`].
1102 dual_divergence_signature: std::cell::Cell<bool>,
1103 /// gh#990 item 3: the derivative checker's structured result for the
1104 /// current solve; copied onto the statistics when the solve finishes.
1105 derivative_check: RefCell<Option<pounce_nlp::derivative_test::DerivativeCheckSummary>>,
1106 /// gh#990 item 13: some attempt of this run refused a termination
1107 /// certificate the objective scaling had masked (strict, acceptable).
1108 /// Sticky across the attempts a retry driver spends, like
1109 /// `dual_divergence_signature`: the returned run is often a re-solve, and
1110 /// the decision that led to it belongs on the record.
1111 obj_scale_refused: std::cell::Cell<(bool, bool)>,
1112 /// gh#884. Set when a dual-divergence retry actually replaced the base
1113 /// attempt's answer. Copied into
1114 /// [`SolveStatistics::dual_divergence_retry_promoted`].
1115 dual_divergence_retry_promoted: std::cell::Cell<bool>,
1116 /// Set when a losing retry's answer was thrown away and an earlier
1117 /// attempt's replayed through `FinalizeSnapshot::replay` — by the μ
1118 /// fallback (pounce#870) or the gh#884 dual-divergence retry.
1119 ///
1120 /// It exists because [`Self::set_on_converged`] fires **per attempt**
1121 /// and the floor does not reach it. A losing retry that reached
1122 /// `Solve_Succeeded` has already run the callback, so a consumer
1123 /// capturing the converged iterate there — the CLI's `nominal_capture`,
1124 /// which is where `.sol` `x`, the JSON's `solution.x` and the dual
1125 /// block all come from — holds the *discarded* attempt's point while
1126 /// the status, objective and every statistic beside it have been
1127 /// floored back to the attempt that won. Measured before this flag
1128 /// existed: on a declined retry the `.sol` carried `f = -6.3274` while
1129 /// the JSON report next to it said `-6.1768`, and `pounce verify` on
1130 /// the `.sol` confirmed the file held the losing point.
1131 ///
1132 /// The `finalize_solution` payload does not have this problem — the
1133 /// replay *is* a `finalize_solution` call, so the last one always
1134 /// carries the answer being reported — which is why the fix is to tell
1135 /// the caller "prefer that payload", not to re-run the callback (the
1136 /// converged KKT state the callback borrows belongs to the retry by
1137 /// then, and cannot be rewound).
1138 answer_restored_from_floor: std::cell::Cell<bool>,
1139 /// Set only for the duration of the gh#983 scale audit's re-solve: the
1140 /// interior-point arm then widens the inequality rows by
1141 /// `bound_relax_factor` as usual but leaves the **variable box as the
1142 /// caller declared it** (`OrigIpoptNlp::relax_bounds_keeping_box`). See
1143 /// `run_scale_retry` for why.
1144 retry_keeps_declared_box: std::cell::Cell<bool>,
1145 /// The payload of the most recent `finalize_solution` POUNCE sent to the
1146 /// user's TNLP, so a second-opinion retry that loses can put the winning
1147 /// attempt's answer back (pounce#870).
1148 ///
1149 /// Written by [`finalize_via_orig_nlp`] and [`finalize_via_sqp`], which are
1150 /// free functions and so take this as a sink rather than reaching for
1151 /// `self`. Read only by [`Self::run_with_mu_strategy_fallback`].
1152 last_finalize: RefCell<Option<FinalizeSnapshot>>,
1153 /// The last `IterStats` sent to the user's `intermediate_callback`
1154 /// (pounce#870), shared with the running `IpoptAlgorithm`.
1155 last_iter_stats: Rc<RefCell<Option<pounce_nlp::tnlp::IterStats>>>,
1156 /// Phase 5c (§6) SQP warm-start input. When `Some`, the next
1157 /// `optimize_tnlp` call on the SQP path consumes the iterate
1158 /// instead of cold-starting; consumed once per solve, then
1159 /// auto-cleared. The IPM path ignores this field. Wire-set
1160 /// via [`Self::set_sqp_warm_start`].
1161 sqp_warm_start: Option<crate::sqp::SqpIterates>,
1162 /// Phase 5c (§6) SQP warm-start output. Populated by every
1163 /// `optimize_sqp_tnlp` call with the final QP working set.
1164 /// Stays valid until the next solve (which overwrites it).
1165 /// Accessed via [`Self::last_sqp_working_set`].
1166 sqp_last_working_set: Option<pounce_qp::WorkingSet>,
1167 /// gh#986 review item 10: the fixed-variable elimination of the solve in
1168 /// progress, `(x_not_fixed_map, n_full_x)`. Working sets are published in
1169 /// the caller's full space (fixed variables marked `Fixed`) and warm
1170 /// starts are mapped through it, so a working set recorded on one node
1171 /// lands on the right columns of a node that fixes different variables.
1172 x_elimination: Option<(Vec<Index>, usize)>,
1173 /// What the post-convergence crossover phase did on the most recent
1174 /// IPM solve (gh#612). `None` when `crossover=no` (the default) or
1175 /// when the solve did not converge — crossover only runs on a
1176 /// converged interior iterate. Read via [`Self::crossover_report`].
1177 ///
1178 /// Kept separate from `sqp_last_working_set`, which crossover *also*
1179 /// populates on success: that field answers "what can the next solve
1180 /// warm-start from", this one answers "was the active set I am about
1181 /// to trust actually identified, or merely inferred".
1182 crossover_report: Option<crate::crossover::CrossoverReport>,
1183 /// Full primal-dual warm-start iterate for the IPM path, captured by
1184 /// the interactive debugger's `resolve` command. When `Some`, the
1185 /// next `optimize_tnlp` installs this 8-vector (algorithm space)
1186 /// directly onto `data.curr` before the iterate initializer runs, so
1187 /// a warm `resolve` continues from the paused interior point rather
1188 /// than cold-restarting the duals. Consumed once per solve, then
1189 /// auto-cleared. Requires `warm_start_init_point=yes` so the
1190 /// re-optimize branch of `WarmStartIterateInitializer` keeps the
1191 /// installed iterate. Wire-set via [`Self::set_warm_start_iterate`].
1192 warm_start_iterate: Option<crate::debug::IterateSnapshot>,
1193 /// The warm-start initializer's verdict on the most recent solve's
1194 /// supplied iterate (gh#606). Lifted off the solve-local
1195 /// `IpoptData` so a caller can read it after `optimize_tnlp`
1196 /// returns; `None` when the last solve was a cold start.
1197 warm_start_diag: RefCell<Option<crate::init::warm_start::WarmStartDiagnostics>>,
1198 /// Caller-supplied fill-reducing permutation for the KKT linear
1199 /// solver (pounce#180 item 1 / FERAL#107). When `Some`, it overrides
1200 /// whatever `feral_ordering` / `POUNCE_FERAL_ORDERING` resolves to,
1201 /// installing [`pounce_feral::OrderingMethod::External`] on the FERAL
1202 /// backend for the next solve. The vector is a **0-based, new-to-old
1203 /// permutation** whose length must equal the augmented KKT system
1204 /// dimension; FERAL validates it as a bijection and returns
1205 /// `InvalidInput` (never panics) on a wrong length / index. Unlike the
1206 /// warm-start hooks this is treated as persistent config — it is *not*
1207 /// auto-cleared after a solve, so a caller sets it once for a run.
1208 /// Wire-set via [`Self::set_external_ordering`]. Ignored by non-FERAL
1209 /// backends and by any custom factory plugged via
1210 /// [`Self::set_linear_backend_factory`].
1211 external_ordering: Option<Vec<usize>>,
1212 /// Caller-supplied block-triangular / Schur KKT partition (pounce#180
1213 /// item 2). When `Some`, the next IPM solve on the feral + exact-Hessian
1214 /// path routes the KKT linear solve through a
1215 /// [`crate::kkt::SchurAugSystemSolver`] over these **KKT-space indices**
1216 /// (`0..dim` in the `x, s, c, d` block order the aug-system solver
1217 /// assembles): the `S` block is Schur-complemented out and only the two
1218 /// diagonal blocks are factorized, with inertia recovered via Sylvester's
1219 /// law. Beneficial only when `|S| ≪` the eliminated block; the Schur solver
1220 /// falls back to the standard full-space solver transparently when the
1221 /// partition is unsuitable (too large, malformed, or the backend errors),
1222 /// so a stray hook never breaks a solve. Persistent config (not
1223 /// auto-cleared). Wire-set via [`Self::set_kkt_schur_block`].
1224 kkt_schur_block: Option<Vec<usize>>,
1225 /// Block-parallel KKT partition (structured-KKT Phase 5b): KKT-space block
1226 /// labels, `< 0` for the shared border, **empty** meaning "detect".
1227 /// Wire-set via [`Self::set_kkt_block_structure`].
1228 kkt_blocks: Option<Vec<i32>>,
1229 /// The same partition declared in the *model's* own terms — one block per
1230 /// variable and per constraint — which [`map_block_structure_to_kkt`]
1231 /// turns into `kkt_blocks` once the NLP layout is known. Wire-set via
1232 /// [`Self::set_block_structure`].
1233 model_blocks: Option<(Vec<i32>, Vec<i32>)>,
1234 /// The problem-statistics block most recently printed during the current
1235 /// run, so a retry attempt does not reprint an identical one.
1236 ///
1237 /// Every retry driver — the ℓ₁ fallback, the μ-strategy fallback, the
1238 /// second-opinion ladder, the dual-divergence retry — re-enters the solve
1239 /// routine that emits this block, so a run that retried once printed the
1240 /// whole Ipopt-style header twice with nothing between the copies saying a
1241 /// second attempt had started. Read as "the solver printed everything
1242 /// twice", which is what it looked like.
1243 ///
1244 /// Scoped to one run: reset at the top of
1245 /// [`Self::optimize_tnlp_with_derivative_test_tnlp`], which every entry
1246 /// point funnels through. Without that reset a library caller's second
1247 /// deliberate `optimize_tnlp` on the same application would lose its
1248 /// header, which is a different thing entirely from a retry inside one
1249 /// call.
1250 ///
1251 /// Compared rather than counted because the block can legitimately differ
1252 /// between attempts: the ℓ₁ wrapper adds slack variables, so its retry
1253 /// solves a genuinely larger problem and reprinting is informative.
1254 last_printed_problem_stats: RefCell<Option<pounce_solve_report::console::ProblemStats>>,
1255 /// Set while an *outside* retry driver is re-entering `optimize_tnlp` for
1256 /// another attempt on the same problem — today only
1257 /// `pounce_restoration::second_opinion_driver::run_second_opinion_ladder`.
1258 ///
1259 /// The retries that nest INSIDE one `optimize_tnlp` call (the ℓ₁ fallback,
1260 /// the μ-strategy fallback) are covered by `last_printed_problem_stats`
1261 /// alone, because the funnel that resets it runs once for all of them. The
1262 /// ladder's rungs are `optimize_tnlp` calls in their own right, so without
1263 /// this flag each one resets the memo and reprints the header — which is
1264 /// how a four-rung ladder printed five identical copies of it.
1265 ///
1266 /// It also decides who explains the retry. The ladder narrates every rung
1267 /// on stderr, naming the knob it varies and whether the rung recovered, so
1268 /// `emit_problem_stats` stays quiet and lets that narration stand. The
1269 /// in-call fallbacks say nothing at all, so there the suppressed header is
1270 /// replaced by a line announcing the attempt.
1271 in_retry_sequence: std::cell::Cell<bool>,
1272 /// Nesting depth of retry drivers that have taken ownership of the
1273 /// run-ending `EXIT:` / `POUNCE <version>:` verdict.
1274 ///
1275 /// `emit_end_summary` prints the per-attempt statistics block whatever
1276 /// this reads, and prints the verdict only at zero. A driver raises it
1277 /// before its first attempt and lowers it after its last, then prints the
1278 /// verdict once with the status it is actually returning.
1279 ///
1280 /// A counter rather than a flag because the drivers nest: the ℓ₁ fallback
1281 /// can wrap the μ-strategy fallback, which the dual-divergence retry can
1282 /// wrap in turn, and the CLI brackets the whole lot again around the
1283 /// second-opinion ladder. Only the outermost knows the run is over, and
1284 /// "outermost" is exactly "the one that brings this back to zero".
1285 end_verdict_deferrals: std::cell::Cell<u32>,
1286}
1287
1288impl fmt::Debug for IpoptApplication {
1289 fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
1290 f.debug_struct("IpoptApplication")
1291 .field("options", &self.options)
1292 .field("statistics", &self.statistics)
1293 .finish_non_exhaustive()
1294 }
1295}
1296
1297impl Default for IpoptApplication {
1298 fn default() -> Self {
1299 Self::new()
1300 }
1301}
1302
1303impl IpoptApplication {
1304 /// New application with empty options and a default journalist.
1305 /// Equivalent to `IpoptApplication::IpoptApplication(true,true)`.
1306 pub fn new() -> Self {
1307 let reg = RegisteredOptions::default();
1308 // Registration of a fresh registry can only fail on a duplicate
1309 // name, which would be a programming error in `reg_op`.
1310 register_all_upstream_options(®)
1311 .unwrap_or_else(|e| panic!("Upstream options registration failed: {e}"));
1312 pounce_presolve::register_options(®)
1313 .unwrap_or_else(|e| panic!("Presolve options registration failed: {e}"));
1314 let reg = Rc::new(reg);
1315 Self {
1316 options: OptionsList::with_registered(Rc::clone(®)),
1317 least_square_init_report: None,
1318 variable_scaling: RefCell::new(None),
1319 row_scaling_active: std::cell::Cell::new(None),
1320 presolve_already_applied: false,
1321 reg_options: reg,
1322 journalist: Rc::new(Journalist::new()),
1323 statistics: RefCell::new(SolveStatistics::new()),
1324 timing: RefCell::new(Rc::new(TimingStatistics::new())),
1325 linear_backend_factory: None,
1326 restoration_factory: None,
1327 diagnostics: None,
1328 debug_hook: None,
1329 restoration_factory_provider: None,
1330 on_converged: None,
1331 record_iter_history: false,
1332 option_file_resolved: false,
1333 convex_routing_available: false,
1334 backend_warnings_emitted: false,
1335 linsol_summary_sink: Arc::new(Mutex::new(LinearSolverSummary::default())),
1336 resto_linsol_summary_sink: Arc::new(Mutex::new(LinearSolverSummary::default())),
1337 kkt_blocks_published: Arc::new(Mutex::new(None)),
1338 quality_escalations: Rc::new(std::cell::Cell::new(0)),
1339 mu_strategy_pounce_chosen: false,
1340 dual_divergence_signature: std::cell::Cell::new(false),
1341 derivative_check: RefCell::new(None),
1342 obj_scale_refused: std::cell::Cell::new((false, false)),
1343 dual_divergence_retry_promoted: std::cell::Cell::new(false),
1344 answer_restored_from_floor: std::cell::Cell::new(false),
1345 retry_keeps_declared_box: std::cell::Cell::new(false),
1346 last_finalize: RefCell::new(None),
1347 last_iter_stats: Rc::new(RefCell::new(None)),
1348 sqp_warm_start: None,
1349 sqp_last_working_set: None,
1350 x_elimination: None,
1351 crossover_report: None,
1352 warm_start_iterate: None,
1353 warm_start_diag: RefCell::new(None),
1354 external_ordering: None,
1355 kkt_schur_block: None,
1356 kkt_blocks: None,
1357 model_blocks: None,
1358 last_printed_problem_stats: RefCell::new(None),
1359 in_retry_sequence: std::cell::Cell::new(false),
1360 end_verdict_deferrals: std::cell::Cell::new(0),
1361 }
1362 }
1363
1364 pub fn options(&self) -> &OptionsList {
1365 &self.options
1366 }
1367
1368 pub fn options_mut(&mut self) -> &mut OptionsList {
1369 &mut self.options
1370 }
1371
1372 /// Declare whether callers have already applied an explicit presolve
1373 /// wrapper to the TNLPs submitted to [`Self::optimize_tnlp`].
1374 ///
1375 /// When set, `optimize_tnlp` leaves its input TNLP unchanged even if the
1376 /// `presolve` option is enabled. This preserves the option table for
1377 /// reporting and debugger use while allowing specialized frontends to
1378 /// supply a wrapper with capabilities unavailable to generic callback
1379 /// TNLPs, such as an expression provider for FBBT.
1380 pub fn set_presolve_already_applied(&mut self, applied: bool) {
1381 self.presolve_already_applied = applied;
1382 }
1383
1384 /// Solve without materializing the generic presolve wrapper.
1385 ///
1386 /// This is for consumers that require the original TNLP coordinate system
1387 /// for the solve's KKT matrix, such as sensitivity and reduced-Hessian
1388 /// drivers. It is scoped to this invocation and does not change the
1389 /// application's `presolve` option or persistent explicit-wrapper setting.
1390 pub fn optimize_tnlp_without_presolve(
1391 &mut self,
1392 tnlp: Rc<RefCell<dyn TNLP>>,
1393 ) -> ApplicationReturnStatus {
1394 let explicit_wrapper = self.presolve_already_applied;
1395 self.presolve_already_applied = true;
1396 let status = self.optimize_tnlp(tnlp);
1397 self.presolve_already_applied = explicit_wrapper;
1398 status
1399 }
1400
1401 pub fn registered_options(&self) -> &Rc<RegisteredOptions> {
1402 &self.reg_options
1403 }
1404
1405 pub fn journalist(&self) -> &Rc<Journalist> {
1406 &self.journalist
1407 }
1408
1409 /// Plug a custom symmetric-linear-solver factory. Useful for tests
1410 /// that want to swap MA57 for a stub. Production callers should
1411 /// leave this unset — the default ([`default_backend_factory`])
1412 /// returns the workspace's MA57 binding.
1413 pub fn set_linear_backend_factory(&mut self, factory: LinearBackendFactory) {
1414 self.linear_backend_factory = Some(factory);
1415 }
1416
1417 /// Plug a restoration-phase factory. Called once per
1418 /// `optimize_tnlp` invocation to mint a fresh
1419 /// `Box<dyn RestorationPhase>` that the outer algorithm uses as
1420 /// its line-search restoration fallback. Lives behind a setter
1421 /// (rather than at construction) because the concrete restoration
1422 /// strategies live in `pounce-restoration`, which depends on this
1423 /// crate; consumers in `pounce-cli` / integration tests wire the
1424 /// factory at the application boundary.
1425 pub fn set_restoration_factory(&mut self, factory: RestorationFactory) {
1426 self.restoration_factory = Some(factory);
1427 }
1428
1429 /// Install the shared diagnostics state. Once set, every
1430 /// subsequent `optimize_tnlp` call forwards the state into the
1431 /// algorithm via [`IpoptAlgorithm::with_diagnostics`] so the KKT
1432 /// solver can emit `--dump kkt:...` artifacts.
1433 pub fn set_diagnostics(&mut self, diag: Rc<DiagnosticsState>) {
1434 self.diagnostics = Some(diag);
1435 }
1436
1437 /// Install an interactive debugger hook for the next `optimize_*`
1438 /// call. The hook is moved into the main [`IpoptAlgorithm`] and
1439 /// consumed by that solve; reinstall it to debug a subsequent solve.
1440 pub fn set_debug_hook(
1441 &mut self,
1442 hook: std::rc::Rc<std::cell::RefCell<dyn crate::debug::DebugHook>>,
1443 ) {
1444 self.debug_hook = Some(hook);
1445 }
1446
1447 /// Read-side accessor for the installed diagnostics state, if any.
1448 /// Lets the CLI write the top-level manifest/timing files after
1449 /// the solve completes.
1450 pub fn diagnostics(&self) -> Option<Rc<DiagnosticsState>> {
1451 self.diagnostics.as_ref().map(Rc::clone)
1452 }
1453
1454 /// The three options that decide how the TNLP is *classified* before any
1455 /// algorithm sees it: the two infinity thresholds and the fixed-variable
1456 /// treatment.
1457 ///
1458 /// One reader, because there were three copies and they drifted. The
1459 /// active-set SQP path built its adapter with `TNLPAdapter::new`, which
1460 /// hard-codes the same three defaults — so the options were accepted and
1461 /// discarded on that arm, and a model with `fixed_variable_treatment=
1462 /// relax_bounds` or a non-default `nlp_upper_bound_inf` was classified one
1463 /// way for the interior-point arm and another for this one. Silently: the
1464 /// defaults coincide, so it only diverges for a caller who sets them, and
1465 /// nothing reported the difference.
1466 ///
1467 /// `make_constraint` / `make_parameter_nodual` are not implemented and
1468 /// fall back to `make_parameter`; the adapter auto-retries to
1469 /// `relax_bounds` when `make_parameter` would leave `n_x_var < n_c`
1470 /// (upstream `IpTNLPAdapter.cpp:623-633`).
1471 fn adapter_options(&self) -> (Number, Number, FixedVarTreatment) {
1472 let lo_inf = self
1473 .options
1474 .get_numeric_value("nlp_lower_bound_inf", "")
1475 .ok()
1476 .and_then(|(v, f)| f.then_some(v))
1477 .unwrap_or(DEFAULT_NLP_LOWER_BOUND_INF);
1478 let up_inf = self
1479 .options
1480 .get_numeric_value("nlp_upper_bound_inf", "")
1481 .ok()
1482 .and_then(|(v, f)| f.then_some(v))
1483 .unwrap_or(DEFAULT_NLP_UPPER_BOUND_INF);
1484 let fixed_treatment = match self
1485 .options
1486 .get_string_value("fixed_variable_treatment", "")
1487 .ok()
1488 .and_then(|(v, f)| f.then_some(v))
1489 .as_deref()
1490 {
1491 Some("relax_bounds") => FixedVarTreatment::RelaxBounds,
1492 _ => FixedVarTreatment::MakeParameter,
1493 };
1494 (lo_inf, up_inf, fixed_treatment)
1495 }
1496
1497 /// Whether the final solution reports bound multipliers for variables
1498 /// `make_parameter` removed (see
1499 /// `OrigIpoptNlp::complete_fixed_var_bound_multipliers`).
1500 /// Ipopt 3.14 does, for every treatment except `make_parameter_nodual`,
1501 /// which exists to ask it not to.
1502 pub fn reports_fixed_var_duals(&self) -> bool {
1503 !matches!(
1504 self.options
1505 .get_string_value("fixed_variable_treatment", "")
1506 .ok()
1507 .map(|(v, _)| v)
1508 .as_deref(),
1509 Some("make_parameter_nodual")
1510 )
1511 }
1512
1513 /// Mark that the next `optimize_*` calls are further **attempts at the
1514 /// same problem**, driven from outside, rather than new solves.
1515 ///
1516 /// Retry drivers that re-enter `optimize_tnlp` per attempt — the
1517 /// second-opinion ladder is the only one today — bracket their attempts
1518 /// with `true` … `false`. The effect is confined to console presentation:
1519 /// the Ipopt-style problem-statistics header is printed once for the run
1520 /// instead of once per attempt. Nothing about the solve changes.
1521 ///
1522 /// Callers must clear it on every exit path, including the early returns a
1523 /// ladder takes when a rung promotes; a stuck `true` costs a later solve
1524 /// its header and nothing worse.
1525 pub fn set_in_retry_sequence(&self, active: bool) {
1526 self.in_retry_sequence.set(active);
1527 }
1528
1529 /// Take ownership of the run-ending `EXIT:` / `POUNCE <version>:` verdict
1530 /// for the attempts that follow.
1531 ///
1532 /// Between this and [`Self::release_end_verdict`] the per-attempt end
1533 /// summary prints its statistics block but not the verdict, so a retried
1534 /// run no longer reports a mid-run verdict that reads as the final answer.
1535 /// The releaser prints it once, with the status it is returning.
1536 ///
1537 /// Callers must pair the two on every exit path. An unmatched acquire
1538 /// costs the run its verdict line; the counter saturates rather than
1539 /// wrapping, so an unmatched release cannot make a nested driver print
1540 /// one early.
1541 pub fn defer_end_verdict(&self) {
1542 self.end_verdict_deferrals
1543 .set(self.end_verdict_deferrals.get().saturating_add(1));
1544 }
1545
1546 /// Release one [`Self::defer_end_verdict`]. Returns `true` when this was
1547 /// the outermost one — i.e. when the caller now owns printing the verdict.
1548 #[must_use]
1549 pub fn release_end_verdict(&self) -> bool {
1550 let next = self.end_verdict_deferrals.get().saturating_sub(1);
1551 self.end_verdict_deferrals.set(next);
1552 next == 0
1553 }
1554
1555 /// Print the run-ending verdict, honouring `print_level`.
1556 ///
1557 /// The gate matches `emit_end_summary`'s, which is the block this follows:
1558 /// at `print_level 0` there is no summary for it to end.
1559 pub fn print_end_verdict(&self, status: ApplicationReturnStatus) {
1560 let console_output = match self.options.get_integer_value("print_level", "") {
1561 Ok((v, true)) => v >= 1,
1562 _ => true,
1563 };
1564 if console_output {
1565 pounce_solve_report::console::print_exit_verdict(status);
1566 }
1567 }
1568
1569 /// Plug a restoration-phase **factory provider** for drivers that
1570 /// need to run the inner IPM more than once per `optimize_tnlp`
1571 /// call (notably the Phase-3 ℓ₁-exact penalty-barrier outer loop,
1572 /// pounce#10). On each inner solve, the application consults the
1573 /// provider to mint a fresh [`RestorationFactory`], replacing any
1574 /// stale one, so the default one-shot restoration factory does
1575 /// not panic on its second invocation. If both `set_restoration_factory`
1576 /// and this are configured, the provider wins.
1577 pub fn set_restoration_factory_provider(&mut self, provider: RestorationFactoryProvider) {
1578 self.restoration_factory_provider = Some(provider);
1579 }
1580
1581 /// Register a callback to run once the IPM has converged (status
1582 /// [`ApplicationReturnStatus::SolveSucceeded`] or
1583 /// [`ApplicationReturnStatus::SolvedToAcceptableLevel`]) but before
1584 /// `finalize_solution` flows back to the TNLP. See
1585 /// [`ConvergedCallback`] for the use case (post-optimal sensitivity).
1586 pub fn set_on_converged(&mut self, cb: ConvergedCallback) {
1587 self.on_converged = Some(cb);
1588 }
1589
1590 /// Remove and return the registered on-converged callback, if any, so a
1591 /// caller that installs its own for a while can put the previous one
1592 /// back (`pounce_minima::IpoptLocalSolve` does, gh#966).
1593 pub fn take_on_converged(&mut self) -> Option<ConvergedCallback> {
1594 self.on_converged.take()
1595 }
1596
1597 /// Was the reported answer replayed from an earlier attempt's floor,
1598 /// after a later attempt lost?
1599 ///
1600 /// **A caller that captures the solution in [`Self::set_on_converged`]
1601 /// must consult this.** That callback fires once per *attempt*, and a
1602 /// losing retry that converged has already run it, so the capture
1603 /// belongs to the discarded point while everything else — status,
1604 /// objective, statistics — has been floored back. When this is `true`,
1605 /// take `x` and the multipliers from the last `finalize_solution`
1606 /// payload instead; that one is always the answer being reported,
1607 /// because the floor restores it *by* calling `finalize_solution`.
1608 ///
1609 /// The payload is in the **model's own units** and in the **reduced**
1610 /// presolve space: `CountingTnlp`-style consumers sit inside the gh#486
1611 /// scaling wrapper (so `x /= d`, `z *= d` have already been applied) and
1612 /// outside the presolve one (so the row/column lift has not). A caller
1613 /// swapping it in must therefore skip its own scaling correction and keep
1614 /// its own lift; getting that backwards squares the factor, which is a
1615 /// silent wrong answer of exactly the shape this flag exists to remove.
1616 ///
1617 /// **Not consulted, and known not to be**: the three other
1618 /// [`Self::set_on_converged`] consumers —
1619 /// `pounce-sensitivity/src/{solver,convenience}.rs` and
1620 /// `pounce-cli/src/minima/mod.rs` — read the converged KKT state and the
1621 /// factorization, which the `finalize_solution` payload does not carry
1622 /// and which cannot be rewound. After any floor replay their result
1623 /// describes the attempt that lost. Pre-existing, unfixed, and annotated
1624 /// at each site.
1625 ///
1626 /// `false` on every solve that never spent a second attempt, which is
1627 /// almost all of them, so the ordinary path is unaffected.
1628 pub fn answer_restored_from_floor(&self) -> bool {
1629 self.answer_restored_from_floor.get()
1630 }
1631
1632 /// Enable per-iteration trajectory capture. After the solve
1633 /// returns, [`Self::statistics()`] exposes
1634 /// [`pounce_nlp::solve_statistics::SolveStatistics::iterations`]
1635 /// populated with one [`pounce_nlp::solve_statistics::IterRecord`]
1636 /// per accepted iterate. Off by default — the `pounce_sens` and
1637 /// `pounce` binaries opt in when `--json-output` is passed.
1638 pub fn enable_iter_history(&mut self) {
1639 self.record_iter_history = true;
1640 }
1641
1642 /// Whether [`Self::enable_iter_history`] is in force — read by a stage
1643 /// that produces a verdict outside `optimize_tnlp` (the second-opinion
1644 /// ladder's square-system stage) so its statistics keep the same
1645 /// `iterations` / `iteration_count` pairing.
1646 pub fn iter_history_enabled(&self) -> bool {
1647 self.record_iter_history
1648 }
1649
1650 /// Read the run's options file, resolving *which* file the way
1651 /// upstream's `IpoptApplication::Initialize` does — with one
1652 /// deliberate difference, below.
1653 ///
1654 /// `explicit` is the file the caller named (upstream: the
1655 /// `option_file_name` option, read out of the option store before
1656 /// this point). With `None`, the working directory is probed for
1657 /// [`DEFAULT_OPTION_FILE_NAMES`] and the first hit is read; an
1658 /// absent default file is not an error, it just means "no file".
1659 ///
1660 /// The difference: upstream opens a named file with a bare
1661 /// `std::ifstream` and reads nothing if the open fails, so a typo'd
1662 /// `option_file_name` runs at stock defaults without a word. That
1663 /// silence is what gh#518 was reported for — a benchmark that
1664 /// measured defaults while claiming to measure a configuration — so
1665 /// a named file that cannot be read is an error here.
1666 pub fn initialize_with_option_file(
1667 &mut self,
1668 explicit: Option<&Path>,
1669 ) -> Result<OptionFileLoad, SolverException> {
1670 let mut load = OptionFileLoad::default();
1671 // Set before the early returns below: what this flag records is
1672 // that `option_file_name` was *consulted*, not that a file turned
1673 // up. A caller on this path who names nothing and has no
1674 // `pounce.opt` to find still gets the option honored — there was
1675 // simply nothing to read.
1676 self.option_file_resolved = true;
1677 let path = match explicit {
1678 Some(p) => {
1679 if !p.is_file() {
1680 return Err(SolverException::new(
1681 ExceptionKind::IPOPT_APPLICATION_ERROR,
1682 format!(
1683 "options file \"{}\" does not exist. It was named by \
1684 --options-file / option_file_name, so the run would \
1685 otherwise proceed at stock defaults with none of its \
1686 settings applied.",
1687 p.display()
1688 ),
1689 file!(),
1690 line!() as Index,
1691 ));
1692 }
1693 load.explicit = true;
1694 p.to_path_buf()
1695 }
1696 None => {
1697 let present: Vec<&&str> = DEFAULT_OPTION_FILE_NAMES
1698 .iter()
1699 .filter(|n| Path::new(n).is_file())
1700 .collect();
1701 let Some(first) = present.first() else {
1702 return Ok(load);
1703 };
1704 // Both default names in one directory: say which one lost,
1705 // rather than let the unread one look applied.
1706 for other in &present[1..] {
1707 load.warnings.push(format!(
1708 "`{first}` and `{other}` are both present; reading `{first}` \
1709 only (pounce's own name wins). Pass \
1710 `option_file_name={other}` to read that one instead."
1711 ));
1712 }
1713 PathBuf::from(**first)
1714 }
1715 };
1716 self.initialize_with_options_file(&path)?;
1717 // `option_file_name` set *inside* an options file chains nowhere —
1718 // by the time it is read, the file naming it has already been
1719 // chosen. Upstream documents that ("it does not make any sense to
1720 // specify this option within the options file") and then ignores
1721 // it; name it instead, since an ignored setting that looks live is
1722 // the whole complaint behind gh#518.
1723 if let Ok((named, true)) = self.options.get_string_value("option_file_name", "")
1724 && !named.is_empty()
1725 && Path::new(&named) != path
1726 {
1727 load.warnings.push(format!(
1728 "`{}` sets option_file_name to `{named}`, which has no effect: \
1729 the options file is chosen before it is read. Pass \
1730 `option_file_name={named}` on the command line to read that file.",
1731 path.display()
1732 ));
1733 }
1734 load.path = Some(path);
1735 Ok(load)
1736 }
1737
1738 /// Read an `ipopt.opt`-format options file. Equivalent to
1739 /// `IpoptApplication::Initialize(const std::string& options_file)`.
1740 pub fn initialize_with_options_file(&mut self, path: &Path) -> Result<(), SolverException> {
1741 let txt = std::fs::read_to_string(path).map_err(|e| {
1742 SolverException::new(
1743 ExceptionKind::IPOPT_APPLICATION_ERROR,
1744 format!("could not read options file {}: {}", path.display(), e),
1745 file!(),
1746 line!() as Index,
1747 )
1748 })?;
1749 self.options.read_from_str(&txt, true)?;
1750 self.open_output_file_journal();
1751 Ok(())
1752 }
1753
1754 /// Read options from a string in `ipopt.opt` format. Useful for
1755 /// tests and embedded callers.
1756 pub fn initialize_with_options_str(&mut self, s: &str) -> Result<(), SolverException> {
1757 self.options.read_from_str(s, true)?;
1758 self.open_output_file_journal();
1759 Ok(())
1760 }
1761
1762 /// Honor `output_file` / `file_print_level` / `file_append`: when
1763 /// `output_file` is non-empty, attach a `FileJournal` named
1764 /// `"OutputFile:<fname>"` at the requested level. Mirrors
1765 /// `IpoptApplication::OpenOutputFile` (called from `Initialize`).
1766 /// No-op if `output_file` is unset, empty, or could not be opened.
1767 ///
1768 /// NOTE: pounce's iteration output currently bypasses the
1769 /// journalist and writes directly to stdout. The file journal is
1770 /// attached and the timing report (gated by `print_timing_statistics`)
1771 /// is mirrored to it; per-iter rows will start landing in the file
1772 /// once the iter-output path is routed through the journalist.
1773 fn open_output_file_journal(&self) {
1774 let fname = match self.options.get_string_value("output_file", "") {
1775 Ok((v, true)) if !v.is_empty() => v,
1776 _ => return,
1777 };
1778 let level_int = self
1779 .options
1780 .get_integer_value("file_print_level", "")
1781 .ok()
1782 .and_then(|(v, f)| f.then_some(v))
1783 .unwrap_or(5);
1784 let level = journal_level_from_int(level_int);
1785 let append = self
1786 .options
1787 .get_bool_value("file_append", "")
1788 .ok()
1789 .and_then(|(v, f)| f.then_some(v))
1790 .unwrap_or(false);
1791 let jname = format!("OutputFile:{}", fname);
1792 let _ = self
1793 .journalist
1794 .add_file_journal(&jname, &fname, level, append);
1795 }
1796
1797 /// No-op initialize (just succeeds). Mirrors
1798 /// `IpoptApplication::Initialize(bool allow_clobber)` with no
1799 /// options file.
1800 pub fn initialize(&mut self) -> Result<(), SolverException> {
1801 Ok(())
1802 }
1803
1804 /// Mirror `IpoptApplication::OpenOutputFile`. Sets the `output_file`
1805 /// / `file_print_level` options and attaches a matching
1806 /// `FileJournal` named `OutputFile:<fname>` to the journalist.
1807 /// Returns `false` if the file could not be opened or the option
1808 /// store rejected the request (e.g. clamped print level).
1809 pub fn open_output_file(&mut self, fname: &str, print_level: i32) -> bool {
1810 if self
1811 .options
1812 .set_string_value("output_file", fname, true, false)
1813 .is_err()
1814 {
1815 return false;
1816 }
1817 if self
1818 .options
1819 .set_integer_value("file_print_level", print_level as Index, true, false)
1820 .is_err()
1821 {
1822 return false;
1823 }
1824 let level = journal_level_from_int(print_level);
1825 let jname = format!("OutputFile:{}", fname);
1826 // Drop any previous file journal so a second call switches files
1827 // cleanly. `add_file_journal` would otherwise refuse to attach
1828 // a duplicate by name; remove-by-name isn't in the journalist
1829 // API, so we settle for the name-collision case here.
1830 self.journalist
1831 .add_file_journal(&jname, fname, level, false)
1832 .is_some()
1833 }
1834
1835 /// Wrap a TNLP and report problem dimensions. Used in tests until
1836 /// the full IPM path covers every entry shape.
1837 pub fn problem_dimensions(&self, tnlp: &mut dyn TNLP) -> Option<NlpInfo> {
1838 tnlp.get_nlp_info()
1839 }
1840
1841 /// Diagnostics from the safeguarded `least_square_init_primal`
1842 /// initializer step of the last solve (gh#605): the nonlinear
1843 /// violation before and after, the accepted step norm, how many
1844 /// backtracking trials were rejected, and why it stopped. `None`
1845 /// when `least_square_init_primal` was off or the model had no
1846 /// constraints.
1847 pub fn least_square_init_report(&self) -> Option<crate::init::default::LeastSquareInitReport> {
1848 self.least_square_init_report.clone()
1849 }
1850
1851 pub fn statistics(&self) -> SolveStatistics {
1852 self.statistics.borrow().clone()
1853 }
1854
1855 /// What the warm-start initializer made of the iterate the caller
1856 /// supplied to the most recent solve (gh#606): the residuals it
1857 /// measured, whether each multiplier block was accepted,
1858 /// reconstructed or discarded, and the barrier parameter it
1859 /// settled on.
1860 ///
1861 /// `None` when the last solve was a cold start
1862 /// (`warm_start_init_point=no`), or when no solve has run. Reset at
1863 /// the top of every solve, like [`Self::timing_stats`].
1864 pub fn warm_start_diagnostics(&self) -> Option<crate::init::warm_start::WarmStartDiagnostics> {
1865 self.warm_start_diag.borrow().clone()
1866 }
1867
1868 /// Shared timing accumulator from the most recent `optimize_tnlp`
1869 /// call. Each subsystem (algorithm, NLP, KKT solver) bumped its own
1870 /// fields during the solve; consumers read totals out of the
1871 /// returned `Rc`. The instance is replaced at the top of every
1872 /// subsequent solve, so cloning the `Rc` and holding it past a
1873 /// re-solve will give you the previous solve's timings — by design.
1874 pub fn timing_stats(&self) -> Rc<TimingStatistics> {
1875 Rc::clone(&self.timing.borrow())
1876 }
1877
1878 /// Aggregate linear-solver post-mortem from the most recent
1879 /// `optimize_tnlp` call. `Some` when the workspace-default FERAL
1880 /// backend ran at least one factor; `None` when no factors were
1881 /// recorded (custom factory plugged via
1882 /// [`Self::set_linear_backend_factory`], or solve aborted before
1883 /// the first KKT factor). Reset at the top of every solve.
1884 ///
1885 /// Restoration-phase factorizations are attached as
1886 /// [`LinearSolverSummary::restoration`] when the frontend wired
1887 /// [`Self::restoration_summary_sink`] into its restoration factory.
1888 pub fn linear_solver_summary(&self) -> Option<LinearSolverSummary> {
1889 let mut main = self.linsol_summary_sink.lock().ok()?.clone();
1890 let resto = self
1891 .resto_linsol_summary_sink
1892 .lock()
1893 .ok()
1894 .map(|g| g.clone())
1895 .filter(|r| !r.is_empty());
1896 if main.is_empty() && resto.is_none() {
1897 return None;
1898 }
1899 main.restoration = resto.map(Box::new);
1900 // gh#990 item 7: name what was asked for beside what ran.
1901 main.requested = self
1902 .options
1903 .get_string_value("linear_solver", "")
1904 .ok()
1905 .map(|(v, _)| v);
1906 Some(main)
1907 }
1908
1909 /// Snapshot of both linear-solver summary sinks (main and
1910 /// restoration), for a driver that re-solves and must report the
1911 /// summary of the solve whose verdict it keeps. The second-opinion
1912 /// ladder takes one before its rungs and restores it when no rung is
1913 /// promoted, exactly as it does for the statistics.
1914 pub fn linear_solver_summary_state(&self) -> LinearSolverSummaryState {
1915 let read =
1916 |s: &Arc<Mutex<LinearSolverSummary>>| s.lock().map(|g| g.clone()).unwrap_or_default();
1917 LinearSolverSummaryState {
1918 main: read(&self.linsol_summary_sink),
1919 restoration: read(&self.resto_linsol_summary_sink),
1920 }
1921 }
1922
1923 /// Put back a [`Self::linear_solver_summary_state`] snapshot.
1924 pub fn restore_linear_solver_summary_state(&self, state: LinearSolverSummaryState) {
1925 if let Ok(mut g) = self.linsol_summary_sink.lock() {
1926 *g = state.main;
1927 }
1928 if let Ok(mut g) = self.resto_linsol_summary_sink.lock() {
1929 *g = state.restoration;
1930 }
1931 }
1932
1933 /// The sink a restoration backend factory should record into, e.g.
1934 /// through [`default_backend_factory_with_sink`]. Kept separate from
1935 /// the main solve's sink so the main-solve totals stay about the main
1936 /// solve.
1937 pub fn restoration_summary_sink(&self) -> Arc<Mutex<LinearSolverSummary>> {
1938 Arc::clone(&self.resto_linsol_summary_sink)
1939 }
1940
1941 /// Drive a solve.
1942 ///
1943 /// * Constrained problems (`m > 0`) take the primal-dual IPM path:
1944 /// build a `TNLPAdapter` → `OrigIpoptNlp`, run the
1945 /// [`AlgorithmBuilder`] with the workspace MA57 backend, and
1946 /// call [`IpoptAlgorithm::optimize`]. The `SolverReturn` →
1947 /// `ApplicationReturnStatus` mapping mirrors the table in
1948 /// `ref/Ipopt/AGENT_REFERENCE/MAIN_LOOP.md` ("exception →
1949 /// SolverReturn map").
1950 /// * Unconstrained problems (`m == 0`) keep going through the
1951 /// in-`pounce-nlp` Newton driver so the trivial path is
1952 /// independent of the linear-solver backend.
1953 /// Wrap `tnlp` so per-variable scaling factors are applied as a
1954 /// change of variables, when `nlp_scaling_method=user-scaling` is
1955 /// in effect and the problem supplies non-unit factors (gh#486).
1956 ///
1957 /// Returns the TNLP unchanged under any other scaling method, or
1958 /// when the problem asks for no variable scaling, so an unscaled
1959 /// solve pays nothing. The `Err` carries a message ready to print.
1960 fn install_variable_scaling(
1961 &self,
1962 tnlp: Rc<RefCell<dyn TNLP>>,
1963 ) -> Result<Rc<RefCell<dyn TNLP>>, String> {
1964 // Cleared first so the accessor describes *this* solve. An
1965 // application is reusable across solves (`pounce-cinterface`
1966 // holds one across `IpoptSolve` calls), and a stale vector
1967 // would have a later unscaled solve reporting the previous
1968 // solve's factors.
1969 *self.variable_scaling.borrow_mut() = None;
1970 let method = self
1971 .options
1972 .get_string_value("nlp_scaling_method", "")
1973 .ok()
1974 .and_then(|(v, f)| f.then_some(v))
1975 .unwrap_or_else(|| "gradient-based".to_string());
1976 // `curvature-based` (gh #703) delivers its factors through the
1977 // same `get_scaling_parameters` callback, so the per-variable half
1978 // needs the same substitution wrapper user factors get.
1979 if method != "user-scaling" && method != "curvature-based" {
1980 return Ok(tnlp);
1981 }
1982 match pounce_nlp::scaling_tnlp::wrap_with_scaling(
1983 Rc::clone(&tnlp),
1984 self.nlp_lower_bound_inf(),
1985 self.nlp_upper_bound_inf(),
1986 ) {
1987 Ok(Some(wrapped)) => {
1988 *self.variable_scaling.borrow_mut() =
1989 pounce_nlp::scaling_tnlp::factors_of(&wrapped);
1990 Ok(wrapped)
1991 }
1992 Ok(None) => Ok(tnlp),
1993 Err(why) => Err(format!(
1994 // The trailing newline belongs to the message: the
1995 // caller emits it with `eprint!` and hands the same
1996 // string to the journalist, as the refusals below do.
1997 "pounce: nlp_scaling_method={method} supplied per-variable \
1998 scaling factors that cannot be applied. {why}. Correct the \
1999 factors, or drop nlp_scaling_method={method}.\n"
2000 )),
2001 }
2002 }
2003
2004 /// The per-variable scaling factors applied to the last solve, if
2005 /// any (gh#486). A consumer reading the algorithm's iterate rather
2006 /// than the `finalize_solution` payload sees scaled coordinates and
2007 /// must divide `x` by these, and multiply bound multipliers.
2008 pub fn variable_scaling(&self) -> Option<Vec<Number>> {
2009 self.variable_scaling.borrow().clone()
2010 }
2011
2012 /// Install a starting-point conditioner, if one is asked for.
2013 ///
2014 /// Returns the TNLP unchanged when neither `start_point_perturbation` nor
2015 /// `start_point_conditioner` is set, which is the default — so an ordinary
2016 /// solve pays nothing and its trajectory is untouched.
2017 ///
2018 /// Sits *above* the presolve wrapper and *below* the variable-scaling one,
2019 /// so the point it conditions is the point the algorithm will actually
2020 /// start from, in the coordinates the algorithm will see. Both
2021 /// conditioners override only `get_starting_point`; every other callback
2022 /// forwards, so the solve that follows is the solve pounce would have run
2023 /// had the conditioned point been submitted directly.
2024 ///
2025 /// The two are mutually exclusive by construction rather than by refusal:
2026 /// the displacement is the failure-recovery rung and the Adam warm-up is a
2027 /// user opt-in, and stacking them would put random noise on top of a point
2028 /// the warm-up just spent 200 evaluations choosing. The displacement wins
2029 /// when both are set, because the only thing that sets it is a solve that
2030 /// has already failed.
2031 fn install_start_conditioner(&self, tnlp: Rc<RefCell<dyn TNLP>>) -> Rc<RefCell<dyn TNLP>> {
2032 use pounce_nlp::start_conditioner::{AdamConfig, ConditionedStartTnlp, StartConditioner};
2033 // Each option is read with its literal tag rather than through a
2034 // `|name, fallback|` helper. A helper reads better and costs the
2035 // wiring guard in `tests/init_options_wiring.rs` its evidence: that
2036 // test scans the source for `get_*_value("<tag>"` to prove every
2037 // registered Initialization option is actually consumed, and a tag
2038 // passed as a variable is invisible to it. A registered knob nothing
2039 // reads validates, accepts a value, and lies.
2040 let perturbation = self
2041 .options
2042 .get_numeric_value("start_point_perturbation", "")
2043 .map(|(v, _found)| v)
2044 .unwrap_or(0.0);
2045 let conditioner = if perturbation > 0.0 {
2046 let seed = self
2047 .options
2048 .get_integer_value("start_point_perturbation_seed", "")
2049 .map(|(v, _found)| v)
2050 .unwrap_or(0);
2051 StartConditioner::Jitter {
2052 // `Index` is signed and the option is lower-bounded at 0, so
2053 // this cast cannot lose a set bit for any accepted value.
2054 seed: seed.max(0) as u64,
2055 scale: perturbation,
2056 }
2057 } else {
2058 let which = self
2059 .options
2060 .get_string_value("start_point_conditioner", "")
2061 .map(|(v, _found)| v)
2062 .unwrap_or_else(|_| "none".to_string());
2063 if which != "adam" {
2064 return tnlp;
2065 }
2066 let d = AdamConfig::default();
2067 StartConditioner::Adam(AdamConfig {
2068 iters: self
2069 .options
2070 .get_integer_value("adam_warmup_iters", "")
2071 .map(|(v, _found)| v.max(0) as usize)
2072 .unwrap_or(d.iters),
2073 lr: self
2074 .options
2075 .get_numeric_value("adam_warmup_learning_rate", "")
2076 .map(|(v, _found)| v)
2077 .unwrap_or(d.lr),
2078 rho: self
2079 .options
2080 .get_numeric_value("adam_warmup_penalty", "")
2081 .map(|(v, _found)| v)
2082 .unwrap_or(d.rho),
2083 ..d
2084 })
2085 };
2086 // The sentinels have to come from the options, not from the
2087 // conditioner's own default: a caller who moved `nlp_lower_bound_inf`
2088 // would otherwise have a bound the algorithm treats as absent clipped
2089 // against as if it were real.
2090 //
2091 // Passed through unclamped. These were once `lower.min(-DEFAULT)` /
2092 // `upper.max(DEFAULT)`, which honours only a *loosened* sentinel and
2093 // leaves the failure above intact for a tightened one: at
2094 // `nlp_lower_bound_inf=-1e10` the conditioner still used `-1e19`, so a
2095 // `-1e15` bound was absent to the algorithm and present to the
2096 // clipper — the exact case the comment exists to rule out. The
2097 // sentinel means "absent"; there is only one right answer for what it
2098 // is, and it is the caller's.
2099 let lower = self.nlp_lower_bound_inf();
2100 let upper = self.nlp_upper_bound_inf();
2101 let wrapped = ConditionedStartTnlp::new(tnlp, conditioner).with_bound_inf(lower, upper);
2102 Rc::new(RefCell::new(wrapped))
2103 }
2104
2105 pub fn optimize_tnlp(&mut self, tnlp: Rc<RefCell<dyn TNLP>>) -> ApplicationReturnStatus {
2106 self.optimize_tnlp_with_derivative_test_tnlp(tnlp, None)
2107 }
2108
2109 /// Solve through `tnlp`, optionally overriding the derivative-test target.
2110 /// `None` tests the scaled and conditioned TNLP.
2111 pub fn optimize_tnlp_with_derivative_test_tnlp(
2112 &mut self,
2113 tnlp: Rc<RefCell<dyn TNLP>>,
2114 derivative_test_tnlp: Option<Rc<RefCell<dyn TNLP>>>,
2115 ) -> ApplicationReturnStatus {
2116 // gh#983 review item 1: warnings belong to this solve. Cleared here as
2117 // well as per attempt, so a solve that returns before any attempt runs
2118 // (an option refusal, a presolve proof) does not report the previous
2119 // solve's.
2120 self.statistics.borrow_mut().warnings.clear();
2121 self.statistics.borrow_mut().sqp_warm_working_set_applied = false;
2122 // Belongs to the scale audit's re-solve alone, which runs below this
2123 // entry point (`optimize_constrained`, never `optimize_tnlp`), so no
2124 // solve that starts here may inherit it. `RetryOptionScope` clears it
2125 // on every exit already; this is the belt to that, for a solve on an
2126 // application a caught panic left behind.
2127 self.retry_keeps_declared_box.set(false);
2128 let status = self.optimize_tnlp_dispatch(tnlp, derivative_test_tnlp);
2129 // Printed once, for the run whose point is returned. They used to be
2130 // printed by every audited attempt, so a promoted retry's console
2131 // carried the discarded base attempt's `WARNING:` lines too.
2132 let console_output = match self.options.get_integer_value("print_level", "") {
2133 Ok((v, true)) => v >= 1,
2134 _ => true,
2135 };
2136 if console_output {
2137 for w in &self.statistics.borrow().warnings {
2138 println!("WARNING: {w}");
2139 }
2140 }
2141 status
2142 }
2143
2144 /// The body of [`Self::optimize_tnlp_with_derivative_test_tnlp`].
2145 fn optimize_tnlp_dispatch(
2146 &mut self,
2147 tnlp: Rc<RefCell<dyn TNLP>>,
2148 derivative_test_tnlp: Option<Rc<RefCell<dyn TNLP>>>,
2149 ) -> ApplicationReturnStatus {
2150 // gh#884. Both belong to this solve, not to whatever ran before
2151 // it. Reset *here* rather than in `optimize_constrained`, which
2152 // runs once per attempt: the signature accumulates across the
2153 // attempts a lower wrapper may spend, so
2154 // `run_with_dual_divergence_retry` reads "some attempt of the base
2155 // solve saw it" rather than "the last one did".
2156 self.dual_divergence_signature.set(false);
2157 self.obj_scale_refused.set((false, false));
2158 self.dual_divergence_retry_promoted.set(false);
2159 self.answer_restored_from_floor.set(false);
2160 // Same scoping argument as the three above, for the same reason: the
2161 // memo suppresses a REPEATED header within one run, so it must not
2162 // carry across runs. A library caller solving twice on one
2163 // application gets its header both times — which is exactly what the
2164 // guard protects: an outside retry driver re-entering here for another
2165 // attempt is not such a caller, and says so by setting the flag.
2166 if !self.in_retry_sequence.get() {
2167 *self.last_printed_problem_stats.borrow_mut() = None;
2168 }
2169 // gh#486 stage 2: per-variable `scaling_factor` is applied by
2170 // substituting variables one level below the algorithm, since
2171 // the core's scaling models the objective and the constraint
2172 // rows only. The wrapper consumes the variable factors and
2173 // forwards the rest, so `OrigIpoptNlp` sees exactly what it
2174 // has always handled. Installed here because every entry point
2175 // funnels through this method, and only under `user-scaling`,
2176 // the one method that consults the TNLP for factors at all.
2177 let tnlp = match self.install_variable_scaling(tnlp) {
2178 Ok(t) => t,
2179 Err(msg) => {
2180 use pounce_common::journalist::JournalCategory;
2181 eprint!("{msg}");
2182 self.journalist
2183 .print(JournalLevel::J_ERROR, JournalCategory::J_MAIN, &msg);
2184 return ApplicationReturnStatus::InvalidOption;
2185 }
2186 };
2187
2188 // Starting-point conditioning (`start_point_perturbation`,
2189 // `start_point_conditioner`). A no-op unless one is set, and set by
2190 // nothing automatic except the local-infeasibility ladder's third
2191 // rung, which only runs after a solve has already failed.
2192 let tnlp = self.install_start_conditioner(tnlp);
2193 let derivative_test_tnlp = derivative_test_tnlp.as_ref().unwrap_or(&tnlp);
2194
2195 if let Some(value) = self.unsupported_library_solver_selection() {
2196 use pounce_common::journalist::JournalCategory;
2197 self.journalist.print(
2198 JournalLevel::J_ERROR,
2199 JournalCategory::J_MAIN,
2200 &format!(
2201 "pounce: solver_selection={value} routing is only available \
2202 through the pounce CLI (.nl input); library consumers can use \
2203 qp-active-set, nlp, or auto.\n"
2204 ),
2205 );
2206 return ApplicationReturnStatus::InvalidOption;
2207 }
2208
2209 // A `linear_solver` pounce does not implement is refused rather
2210 // than quietly served by FERAL (gh#483 follow-up). Checked here,
2211 // before any work, so a library consumer gets the same verdict the
2212 // CLI gives before its banner.
2213 if let Some(value) = self.unimplemented_linear_solver() {
2214 use pounce_common::journalist::JournalCategory;
2215 let msg = format!("{}\n", Self::unimplemented_linear_solver_message(&value));
2216 eprint!("{msg}");
2217 self.journalist
2218 .print(JournalLevel::J_ERROR, JournalCategory::J_MAIN, &msg);
2219 return ApplicationReturnStatus::InvalidOption;
2220 }
2221
2222 // gh#483 follow-up: an option naming a feature pounce does not
2223 // implement is refused, not shrugged off. See
2224 // `unimplemented_options` for how membership was established and
2225 // why an explicitly-set *default* is deliberately still allowed.
2226 // gh#518: same treatment for `option_file_name` on an entry point
2227 // that cannot resolve it. Separate from the table above because
2228 // the *feature* now exists — just not here.
2229 // gh#604: same treatment one level down, for a registered *value*
2230 // of an option pounce otherwise reads (`bound_mult_init_method=
2231 // mu-based`).
2232 // gh#604: and for a convex-engine knob on an entry point that
2233 // cannot route to that engine — `option_file_name`'s case, one
2234 // feature over.
2235 if let Some(msg) = self
2236 .unimplemented_option_refusal()
2237 .or_else(|| self.unimplemented_option_value_refusal())
2238 .or_else(|| self.unhonored_option_file_name())
2239 .or_else(|| self.unhonored_convex_option())
2240 {
2241 use pounce_common::journalist::JournalCategory;
2242 eprintln!("{msg}");
2243 self.journalist.print(
2244 JournalLevel::J_ERROR,
2245 JournalCategory::J_MAIN,
2246 &format!("{msg}\n"),
2247 );
2248 return ApplicationReturnStatus::InvalidOption;
2249 }
2250 // A `ma57_pivtolmax` the user set *below* `ma57_pivtol` is a
2251 // contradiction — the escalation ceiling under its floor — and
2252 // upstream refuses it outright
2253 // (`IpMa57TSolverInterface.cpp:313`, `OPTION_INVALID`). pounce
2254 // used to silently rewrite it to `ma57_pivtol`. That was
2255 // unreachable while gh#825 was live, since no `ma57_*` value
2256 // reached the backend at all, and became reachable the moment
2257 // that was fixed — so it is refused here rather than shipped as
2258 // a new way to be quietly ignored.
2259 if let Some(msg) = self.ma57_pivtol_bracket_refusal() {
2260 use pounce_common::journalist::JournalCategory;
2261 eprintln!("{msg}");
2262 self.journalist.print(
2263 JournalLevel::J_ERROR,
2264 JournalCategory::J_MAIN,
2265 &format!("{msg}\n"),
2266 );
2267 return ApplicationReturnStatus::InvalidOption;
2268 }
2269
2270 let backend_warnings = self.take_unimplemented_backend_warnings();
2271 for warning in self
2272 .unexploited_hint_warnings()
2273 .into_iter()
2274 .chain(backend_warnings)
2275 {
2276 eprintln!("{warning}");
2277 }
2278
2279 // Test before presolve, using the requested coordinate space.
2280 self.run_derivative_test(derivative_test_tnlp);
2281
2282 // Top-level algorithm dispatch (Phase 5b §7.1). When the
2283 // `algorithm` option resolves to "active-set-sqp", route
2284 // to the Phase 5b SQP path; otherwise fall through to the
2285 // existing IPM flow unchanged.
2286 // Materialize generic TNLP presolve once at the public entry point.
2287 // The wrapper owns the submitted callback TNLP, so every algorithm
2288 // path below (including retry paths) continues to postsolve into
2289 // the original user-facing space. With `presolve=no`, this returns
2290 // the exact same Rc unchanged.
2291 let tnlp = if self.presolve_already_applied {
2292 tnlp
2293 } else {
2294 match pounce_presolve::wrap_from_options(tnlp, &self.options) {
2295 Ok(tnlp) => tnlp,
2296 Err(err) => {
2297 use pounce_common::journalist::JournalCategory;
2298 self.journalist.print(
2299 JournalLevel::J_ERROR,
2300 JournalCategory::J_MAIN,
2301 &format!("pounce: could not materialize presolve options: {err}\n"),
2302 );
2303 return ApplicationReturnStatus::InvalidOption;
2304 }
2305 }
2306 };
2307
2308 if self.is_sqp_algorithm_selected() {
2309 return self.optimize_sqp_tnlp(tnlp);
2310 }
2311 let info = match tnlp.borrow_mut().get_nlp_info() {
2312 Some(info) => info,
2313 None => return ApplicationReturnStatus::InvalidProblemDefinition,
2314 };
2315
2316 // Presolve-certified infeasibility. `get_nlp_info` above is what forces
2317 // the (lazy) presolve init, so this is the first point at which the
2318 // proof exists. If bound propagation or FBBT established that the
2319 // feasible region is empty, there is nothing left to compute: return
2320 // the verdict directly.
2321 //
2322 // Short-circuiting *here*, before dispatch, is deliberate. Running the
2323 // solve anyway would only re-derive a strictly weaker result — a
2324 // stationary point of the constraint violation, which for a nonconvex
2325 // problem proves nothing globally — and would also hand an
2326 // `InfeasibleProblemDetected` to the ℓ₁ auto-fallback below
2327 // (`is_l1_fallback_trigger`), which would then burn a whole second
2328 // solve retrying a problem already proved to have no solution.
2329 //
2330 // Soundness rests on `presolve_infeasibility_proof` returning `Some`
2331 // only for a contradiction derived on an *un-clamped* box — a
2332 // detection made while a Phase-0 auxiliary elimination is in force can
2333 // be an artifact of that elimination and is re-checked after rollback
2334 // before it is certified. See `PresolveState::certified_infeasible`.
2335 if let Some(proof) = tnlp.borrow().presolve_infeasibility_proof() {
2336 use pounce_common::journalist::JournalCategory;
2337 let detail = match proof {
2338 pounce_nlp::tnlp::InfeasibilityProof::BoundPropagation => {
2339 "bound propagation crossed a variable's bounds".to_string()
2340 }
2341 pounce_nlp::tnlp::InfeasibilityProof::IntervalArithmetic { witness } => {
2342 format!("interval arithmetic emptied constraint {witness}'s range")
2343 }
2344 };
2345 self.journalist.print(
2346 JournalLevel::J_SUMMARY,
2347 JournalCategory::J_MAIN,
2348 &format!(
2349 "\nEXIT: Presolve detected the feasible region is empty ({detail}).\n\
2350 No feasible point exists; the solve was not run.\n"
2351 ),
2352 );
2353 return ApplicationReturnStatus::InfeasibleProblemDetected;
2354 }
2355 // ℓ₁-exact penalty-barrier opt-in (pounce#10).
2356 // Phase 3 wraps the user TNLP and runs an outer Byrd-Nocedal-
2357 // Waltz ρ-escalation loop around the constrained IPM, with a
2358 // honest-infeasibility status upgrade when the slacks fail to
2359 // collapse at saturated ρ. Phase-1/2 one-shot use is preserved
2360 // when `l1_penalty_max_outer_iter == 1`. The wrapper is a
2361 // no-op for problems with no equality rows, so the
2362 // unconstrained dispatch below is unaffected when there is
2363 // nothing to wrap.
2364 if info.m > 0 && self.is_l1_penalty_enabled() {
2365 if let Some(status) = self.run_l1_penalty_outer_loop(Rc::clone(&tnlp)) {
2366 return status;
2367 }
2368 // Falls through: wrapper construction failed (inner refused
2369 // get_nlp_info / get_bounds_info) or no equality rows to
2370 // slack. Standard dispatch runs unmodified.
2371 }
2372 // Phase 3.5 auto-fallback (pounce#10): if the standard solve
2373 // ends in a trigger-class status, retry transparently with
2374 // the wrapper. Promote the retry's status only if it returns
2375 // SolveSucceeded — otherwise return the original. Skipped if
2376 // the user already opted into the wrapper above (this avoids
2377 // a double pass and keeps semantics predictable).
2378 if info.m > 0 && self.is_l1_fallback_enabled() && !self.is_l1_penalty_enabled() {
2379 return self.run_with_l1_fallback(tnlp);
2380 }
2381 // Biactive dual-divergence retry (gh#884): if the solve settles
2382 // its primal while its multipliers run away, throw the iterate
2383 // away and solve again from scratch with the constraint-Jacobian
2384 // perturbation on. Outermost of the two retry wrappers, so its
2385 // "base solve" is the whole standard dispatch below including the
2386 // μ flip — the signature is about a *solve*, and spending the μ
2387 // flip first is strictly cheaper than spending this one first.
2388 let status = if self.is_dual_divergence_retry_enabled() {
2389 self.run_with_dual_divergence_retry(tnlp)
2390 } else {
2391 self.dispatch_standard_solve(tnlp)
2392 };
2393 // gh#983 review item 3: the verdict-level audit runs once, on the
2394 // final verdict, after every retry and fallback has decided.
2395 self.finalize_quality_verdict(status)
2396 }
2397
2398 /// The standard solve dispatch: the μ-strategy fallback if it is
2399 /// enabled, otherwise one `optimize_constrained` call.
2400 ///
2401 /// Factored out of `optimize_tnlp_with_derivative_test_tnlp` so
2402 /// [`Self::run_with_dual_divergence_retry`] can wrap the whole of it
2403 /// rather than only the bare IPM call (gh#884).
2404 fn dispatch_standard_solve(&mut self, tnlp: Rc<RefCell<dyn TNLP>>) -> ApplicationReturnStatus {
2405 let status = self.dispatch_standard_solve_inner(Rc::clone(&tnlp));
2406 self.audit_solve_quality(tnlp, status)
2407 }
2408
2409 /// [`Self::dispatch_standard_solve`] without the gh#983 quality audit.
2410 fn dispatch_standard_solve_inner(
2411 &mut self,
2412 tnlp: Rc<RefCell<dyn TNLP>>,
2413 ) -> ApplicationReturnStatus {
2414 // μ-strategy auto-fallback (pounce#138): if the standard solve
2415 // stalls, retry once with the opposite mu_strategy and promote
2416 // only on Solve_Succeeded. Which stalls qualify depends on
2417 // whether the caller asked for the retry — see
2418 // `run_with_mu_strategy_fallback` (pounce#748).
2419 // Applies to constrained and unconstrained alike (both run the
2420 // same IPM). Independent of, and lower priority than, the ℓ₁
2421 // fallback above.
2422 if self.is_mu_strategy_fallback_enabled() {
2423 return self.run_with_mu_strategy_fallback(tnlp);
2424 }
2425 // Every problem — constrained or not — goes through the same
2426 // primal-dual IPM, exactly as upstream Ipopt does. There is no
2427 // separate "unconstrained Newton" path: the linear-solver
2428 // backend (FERAL/MA57) handles the augmented system, so the
2429 // sparse IPM covers `m == 0` at any `n` without a dense-Hessian
2430 // blowup.
2431 self.optimize_constrained(tnlp)
2432 }
2433
2434 /// Read the ℓ₁ wrapper master switch from the OptionsList.
2435 /// Default `false` when the option is not set.
2436 fn is_l1_penalty_enabled(&self) -> bool {
2437 self.options
2438 .get_bool_value("l1_exact_penalty_barrier", "")
2439 .ok()
2440 .and_then(|(v, found)| found.then_some(v))
2441 .unwrap_or(false)
2442 }
2443
2444 fn l1_penalty_init(&self) -> Number {
2445 self.options
2446 .get_numeric_value("l1_penalty_init", "")
2447 .ok()
2448 .and_then(|(v, found)| found.then_some(v))
2449 .unwrap_or(1.0)
2450 }
2451 fn l1_penalty_max(&self) -> Number {
2452 self.options
2453 .get_numeric_value("l1_penalty_max", "")
2454 .ok()
2455 .and_then(|(v, found)| found.then_some(v))
2456 .unwrap_or(1.0e6)
2457 }
2458 fn l1_penalty_increase_factor(&self) -> Number {
2459 self.options
2460 .get_numeric_value("l1_penalty_increase_factor", "")
2461 .ok()
2462 .and_then(|(v, found)| found.then_some(v))
2463 .unwrap_or(8.0)
2464 }
2465 fn l1_penalty_max_outer_iter(&self) -> usize {
2466 self.options
2467 .get_integer_value("l1_penalty_max_outer_iter", "")
2468 .ok()
2469 .and_then(|(v, found)| found.then_some(v))
2470 .unwrap_or(8) as usize
2471 }
2472 fn l1_slack_tol(&self) -> Number {
2473 self.options
2474 .get_numeric_value("l1_slack_tol", "")
2475 .ok()
2476 .and_then(|(v, found)| found.then_some(v))
2477 .unwrap_or(1.0e-6)
2478 }
2479 fn l1_steering_factor(&self) -> Number {
2480 self.options
2481 .get_numeric_value("l1_steering_factor", "")
2482 .ok()
2483 .and_then(|(v, found)| found.then_some(v))
2484 .unwrap_or(10.0)
2485 }
2486 fn is_l1_fallback_enabled(&self) -> bool {
2487 self.options
2488 .get_bool_value("l1_fallback_on_restoration_failure", "")
2489 .ok()
2490 .and_then(|(v, found)| found.then_some(v))
2491 .unwrap_or(false)
2492 }
2493
2494 /// Did the caller set `mu_strategy` explicitly?
2495 ///
2496 /// The answer decides whether the limited-memory default applies
2497 /// (see `algorithm_builder_from_options`): upstream only substitutes
2498 /// `adaptive` for the registered `monotone` when the option is
2499 /// absent from the list.
2500 fn mu_strategy_was_set(&self) -> bool {
2501 matches!(
2502 self.options.get_string_value("mu_strategy", ""),
2503 Ok((_, true))
2504 )
2505 }
2506
2507 /// Did the caller set `mu_strategy_fallback` themselves? Separates
2508 /// the opted-in retry from the default-on one, which triggers on a
2509 /// narrower set of statuses (pounce#748).
2510 ///
2511 /// True for an explicit `no` as well as an explicit `yes`, which is
2512 /// harmless: this is only ever read downstream of
2513 /// [`Self::is_mu_strategy_fallback_enabled`], and an explicit `no`
2514 /// stops there.
2515 fn mu_strategy_fallback_was_set(&self) -> bool {
2516 matches!(
2517 self.options.get_bool_value("mu_strategy_fallback", ""),
2518 Ok((_, true))
2519 )
2520 }
2521
2522 /// Options whose presence means a `Solved_To_Acceptable_Level`
2523 /// exit may be something the *caller* asked for rather than a stall
2524 /// POUNCE fell into (gh #757).
2525 ///
2526 /// Every one of them either moves the bar a certificate has to clear
2527 /// (`tol` and the component tolerances, the `acceptable_*` family),
2528 /// arms a guard that refuses a certificate the iterate would
2529 /// otherwise have earned (`kkt_fidelity_tol`, the certificate-mask
2530 /// and noise-floor kappas, the divergence / infeasibility streaks,
2531 /// the restoration-decline pair).
2532 ///
2533 /// Options that only move the *starting point* are deliberately not
2534 /// here. `least_square_init_primal` was tried and removed: a caller
2535 /// who picks an initialization heuristic has said nothing about what
2536 /// convergence means, and listing it made an explicit `=no` behave
2537 /// differently from omitting the option, which is a distinction the
2538 /// rest of the solver does not draw.
2539 const TERMINATION_POLICY_OPTIONS: &'static [&'static str] = &[
2540 "tol",
2541 "dual_inf_tol",
2542 "constr_viol_tol",
2543 "compl_inf_tol",
2544 "acceptable_tol",
2545 "acceptable_iter",
2546 "acceptable_dual_inf_tol",
2547 "acceptable_constr_viol_tol",
2548 "acceptable_compl_inf_tol",
2549 "acceptable_obj_change_tol",
2550 "kkt_fidelity_tol",
2551 "obj_scale_certificate_threshold",
2552 "dual_inf_scale_kappa",
2553 "primal_noise_floor_kappa",
2554 "dual_diverging_streak",
2555 "infeas_max_streak",
2556 "resto_decline_deferrals",
2557 "resto_decline_progress_ratio",
2558 "neg_curv_escapes",
2559 "limited_memory_ls_failure_restarts",
2560 ];
2561
2562 /// Did the caller set any option from
2563 /// [`Self::TERMINATION_POLICY_OPTIONS`]?
2564 ///
2565 /// This is what separates the two readings of a
2566 /// `Solved_To_Acceptable_Level` exit. Under stock convergence
2567 /// settings it means POUNCE's own schedule parked the dual term
2568 /// above `tol` and a flipped schedule is worth one try. Under a
2569 /// caller-modified one it may be the signal the caller armed the
2570 /// option to receive, and erasing it with a retry is exactly the
2571 /// laundering pounce#748 refused to do by default.
2572 fn caller_set_termination_policy(&self) -> bool {
2573 Self::TERMINATION_POLICY_OPTIONS.iter().any(|name| {
2574 matches!(self.options.get_numeric_value(name, ""), Ok((_, true)))
2575 || matches!(self.options.get_integer_value(name, ""), Ok((_, true)))
2576 || matches!(self.options.get_bool_value(name, ""), Ok((_, true)))
2577 || matches!(self.options.get_string_value(name, ""), Ok((_, true)))
2578 })
2579 }
2580
2581 /// The μ strategy this option table actually resolves to, as
2582 /// `algorithm_builder_from_options` will build it: the explicit
2583 /// value when there is one, otherwise `adaptive` for a
2584 /// limited-memory Hessian and `monotone` for anything else.
2585 ///
2586 /// The fallback below flips *this*, not the registered default —
2587 /// flipping the registered default under limited-memory would
2588 /// "retry" with the strategy that just failed.
2589 fn effective_mu_strategy_is_adaptive(&self) -> bool {
2590 if let Ok((v, true)) = self.options.get_string_value("mu_strategy", "") {
2591 return v == "adaptive";
2592 }
2593 matches!(
2594 self.options.get_string_value("hessian_approximation", ""),
2595 Ok((ref v, true)) if v == "limited-memory"
2596 )
2597 }
2598
2599 /// Read the μ-strategy auto-fallback switch (pounce#138).
2600 ///
2601 /// An explicit setting always wins. Absent one the default is **on**
2602 /// (pounce#748) — but only while the user has not chosen a
2603 /// `mu_strategy` themselves. Retrying under the other schedule is a
2604 /// recovery for a solve that stalled on a strategy POUNCE picked; it
2605 /// is not licence to override a strategy the caller named. Without
2606 /// that condition, flipping the default would silently contaminate
2607 /// every controlled comparison that pins `mu_strategy` on purpose,
2608 /// this repository's own benchmark arms included. The motivating
2609 /// case is unaffected: `dirichlet120` stalls under the
2610 /// limited-memory substitution (pounce#746), which by definition
2611 /// only happens when `mu_strategy` is unset.
2612 fn is_mu_strategy_fallback_enabled(&self) -> bool {
2613 match self.options.get_bool_value("mu_strategy_fallback", "") {
2614 Ok((v, true)) => v,
2615 _ => !self.mu_strategy_was_set() || self.mu_strategy_pounce_chosen,
2616 }
2617 }
2618
2619 /// Record that the `mu_strategy` now in the option table was chosen by a
2620 /// POUNCE frontend, not by the caller (gh#990).
2621 ///
2622 /// The Python path for a problem without `hessian` writes
2623 /// `mu_strategy=monotone` so that gh#746's limited-memory -> adaptive
2624 /// substitution does not read a barrier preference out of a Hessian
2625 /// choice POUNCE made itself. Written as an ordinary option, that pin
2626 /// also read as "the caller named a strategy" to
2627 /// [`Self::is_mu_strategy_fallback_enabled`], which switched off the
2628 /// default-on stall retry (gh#748) on exactly that path — the same
2629 /// set-ness defect the second-opinion ladder's write-backs once had.
2630 /// With this mark the pin still decides the schedule, and the fallback
2631 /// stays on. A frontend calls it only when the caller's own options carry
2632 /// no `mu_strategy`.
2633 pub fn mark_mu_strategy_pounce_chosen(&mut self) {
2634 self.mu_strategy_pounce_chosen = true;
2635 }
2636
2637 /// Has the user set `algorithm = active-set-sqp`? Reads the
2638 /// string option and matches case-insensitively against the
2639 /// design-note §7.1 spelling. Any value other than
2640 /// "active-set-sqp" (including absence) routes to the
2641 /// default IPM path.
2642 /// Stash a warm-start iterate for the SQP path. Consumed by
2643 /// the next `optimize_tnlp` call when the `algorithm` option
2644 /// resolves to `active-set-sqp`; the IPM path ignores it.
2645 /// Phase 5c (§6) — the parametric / MPC warm-start hand-off.
2646 ///
2647 /// The iterate is auto-cleared after use, so a follow-up
2648 /// solve without an intervening `set_sqp_warm_start` call
2649 /// cold-starts.
2650 ///
2651 /// `x`, `lambda_g` and `lambda_x` are in the **caller's** space — what
2652 /// `finalize_solution` reports: full-`n` `x` in model units, `lambda_g`
2653 /// in `g` order on the unscaled Lagrangian `f + λᵀg`, and
2654 /// `lambda_x = z_L − z_U`. The solve maps them into the algorithm's
2655 /// space (fixed variables dropped, `[y_c; y_d]` row order, objective,
2656 /// constraint and per-variable scaling) itself, so a converged solve's
2657 /// reported multipliers can be fed back unchanged. The working set is in
2658 /// the same space: bound statuses full-`n` in variable order (fixed
2659 /// variables' entries are ignored), constraint statuses one per `g` row
2660 /// in the user's row order — exactly what [`Self::last_sqp_working_set`]
2661 /// publishes, so a published set can be fed back as-is.
2662 pub fn set_sqp_warm_start(&mut self, warm: crate::sqp::SqpIterates) {
2663 self.sqp_warm_start = Some(warm);
2664 }
2665
2666 /// Drop any pending warm-start iterate without solving.
2667 pub fn clear_sqp_warm_start(&mut self) {
2668 self.sqp_warm_start = None;
2669 }
2670
2671 /// What the crossover phase did on the most recent solve (gh#612).
2672 ///
2673 /// `None` means crossover never ran — either `crossover=no` (the
2674 /// default) or the solve did not converge. A `Some` whose
2675 /// [`CrossoverReport::accepted`] is false means it ran and *declined*;
2676 /// the two are different facts about a solve and consumers that reason
2677 /// about active-set certainty (sensitivity's AMBIGUOUS class, a
2678 /// downstream `var_status`) need to tell them apart.
2679 ///
2680 /// [`CrossoverReport::accepted`]: crate::crossover::CrossoverReport::accepted
2681 pub fn crossover_report(&self) -> Option<&crate::crossover::CrossoverReport> {
2682 self.crossover_report.as_ref()
2683 }
2684
2685 /// Install a full primal-dual warm-start iterate for the next IPM
2686 /// `optimize_tnlp`. Captured by the debugger's `resolve` so the
2687 /// re-solve continues from the paused interior point. The caller is
2688 /// responsible for also enabling `warm_start_init_point=yes` (and
2689 /// usually `warm_start_target_mu=<μ>`) so the re-optimize branch of
2690 /// `WarmStartIterateInitializer` preserves the installed iterate.
2691 /// Consumed once per solve, then auto-cleared.
2692 pub fn set_warm_start_iterate(&mut self, snap: crate::debug::IterateSnapshot) {
2693 self.warm_start_iterate = Some(snap);
2694 }
2695
2696 /// Install a caller-supplied fill-reducing permutation for the KKT
2697 /// linear solver (pounce#180 item 1). The next `optimize_*` builds
2698 /// the FERAL backend with [`pounce_feral::OrderingMethod::External`],
2699 /// overriding the `feral_ordering` string option / env var. Use this
2700 /// to inject a block-triangular / Schur ordering a generic algorithm
2701 /// cannot see (Parker, Garcia & Bent, arXiv:2602.17968) or a tearing
2702 /// ordering from equation-oriented decomposition.
2703 ///
2704 /// `perm` is a **0-based, new-to-old permutation** (`perm[k]` is the
2705 /// original index that becomes index `k`), and its length must equal
2706 /// the augmented KKT system dimension (variables + slacks +
2707 /// constraint duals), *not* the problem's `n`. A wrong length or a
2708 /// non-bijection is rejected by FERAL at the first factorization with
2709 /// an `InvalidInput` error (never a panic), surfacing as a solver
2710 /// failure rather than a silently-wrong solve — the ordering only
2711 /// affects fill/time, never the computed solution.
2712 ///
2713 /// Persistent config: unlike the warm-start hooks it is *not*
2714 /// auto-cleared after a solve. Call [`Self::clear_external_ordering`]
2715 /// to drop it. Ignored by non-FERAL backends and by any custom
2716 /// factory plugged via [`Self::set_linear_backend_factory`].
2717 pub fn set_external_ordering(&mut self, perm: Vec<usize>) {
2718 self.external_ordering = Some(perm);
2719 }
2720
2721 /// Drop any installed external KKT ordering, restoring the
2722 /// `feral_ordering`-driven default for subsequent solves.
2723 pub fn clear_external_ordering(&mut self) {
2724 self.external_ordering = None;
2725 }
2726
2727 /// The currently-installed external KKT ordering, if any.
2728 pub fn external_ordering(&self) -> Option<&[usize]> {
2729 self.external_ordering.as_deref()
2730 }
2731
2732 /// Install a block-triangular / Schur KKT partition (pounce#180 item 2).
2733 /// `indices` are KKT-space indices (`0..dim` in the `x, s, c, d` block
2734 /// order the aug-system solver assembles) naming the Schur block `S`; that
2735 /// block is Schur-complemented out and only the two diagonal blocks are
2736 /// factorized (inertia via Sylvester's law). Honored on the IPM + feral +
2737 /// exact-Hessian path; the Schur solver falls back to the standard
2738 /// full-space solver transparently when the partition is unsuitable (too
2739 /// large a fraction of the system, malformed, or a backend error), so a
2740 /// stray hook never breaks a solve. Persistent config (not auto-cleared);
2741 /// drop it via [`Self::clear_kkt_schur_block`].
2742 /// Declare the block structure in the **model's own terms**: one block id
2743 /// per variable and per constraint, negative for the shared ones
2744 /// (structured-KKT Phase 5b). Blocks must couple only through the shared
2745 /// entries; the solver checks that against the assembled KKT and falls
2746 /// back when it does not hold.
2747 ///
2748 /// This is the form a model can produce — "`pg[g]` is shared, everything
2749 /// in contingency `k` is block `k`" — and pounce maps it to KKT indices
2750 /// itself, accounting for fixed variables and the equality / inequality
2751 /// split. Lengths are the problem's own `n` and `m`; a mismatch is
2752 /// reported and the solve proceeds monolithically.
2753 ///
2754 /// Persistent config; drop it with [`Self::clear_block_structure`].
2755 pub fn set_block_structure(&mut self, var_blocks: Vec<i32>, con_blocks: Vec<i32>) {
2756 self.model_blocks = Some((var_blocks, con_blocks));
2757 }
2758
2759 /// Drop any declared model-space block structure.
2760 pub fn clear_block_structure(&mut self) {
2761 self.model_blocks = None;
2762 }
2763
2764 /// The declared model-space block structure, if any.
2765 pub fn block_structure(&self) -> Option<(&[i32], &[i32])> {
2766 self.model_blocks
2767 .as_ref()
2768 .map(|(v, c)| (v.as_slice(), c.as_slice()))
2769 }
2770
2771 /// Install a block-parallel KKT partition (structured-KKT Phase 5b).
2772 /// `labels` are KKT-space block ids in the solver's internal
2773 /// `x, slack, eq-dual, ineq-dual` order, `< 0` for the shared border; an
2774 /// **empty** vector asks the solver to detect the structure from the
2775 /// assembled KKT. Honored on the IPM + feral + exact-Hessian path, with a
2776 /// transparent fallback to the standard solver when the partition does not
2777 /// match the matrix. Persistent config; drop it with
2778 /// [`Self::clear_kkt_block_structure`].
2779 pub fn set_kkt_block_structure(&mut self, labels: Vec<i32>) {
2780 self.kkt_blocks = Some(labels);
2781 }
2782
2783 /// Drop any installed block partition.
2784 pub fn clear_kkt_block_structure(&mut self) {
2785 self.kkt_blocks = None;
2786 }
2787
2788 /// The currently-installed block partition, if any.
2789 pub fn kkt_block_structure(&self) -> Option<&[i32]> {
2790 self.kkt_blocks.as_deref()
2791 }
2792
2793 pub fn set_kkt_schur_block(&mut self, indices: Vec<usize>) {
2794 self.kkt_schur_block = Some(indices);
2795 }
2796
2797 /// Drop any installed Schur KKT partition, restoring the standard
2798 /// full-space solver for subsequent solves.
2799 pub fn clear_kkt_schur_block(&mut self) {
2800 self.kkt_schur_block = None;
2801 }
2802
2803 /// The currently-installed Schur KKT partition, if any.
2804 pub fn kkt_schur_block(&self) -> Option<&[usize]> {
2805 self.kkt_schur_block.as_deref()
2806 }
2807
2808 /// Return the final QP working set from the most recent SQP
2809 /// solve, or `None` if the last solve wasn't SQP, didn't
2810 /// produce a working set (cold-start declared the iterate
2811 /// optimal before solving any QP), or no SQP solve has run.
2812 ///
2813 /// The set is in the **caller's** index spaces, the ones
2814 /// `finalize_solution` uses: `bounds[j]` is variable `j` of the full
2815 /// `n` (a variable `fixed_variable_treatment = make_parameter` removed
2816 /// reads `Fixed`), and `constraints[i]` is `g` row `i` in the model's
2817 /// own row order — not the SQP's internal equalities-first order. It is
2818 /// the form [`Self::set_sqp_warm_start`] takes back.
2819 pub fn last_sqp_working_set(&self) -> Option<&pounce_qp::WorkingSet> {
2820 self.sqp_last_working_set.as_ref()
2821 }
2822
2823 /// A working set computed in the solve's algorithm space, mapped to the
2824 /// caller's: bound statuses lifted to the full variable vector (gh#986
2825 /// review item 10 — fixed variables are `Fixed`), constraint statuses
2826 /// moved from the algorithm's `[c; d]` row order (equalities first) to
2827 /// the user's `g` row order through the NLP's `c_map` / `d_map`. A
2828 /// bound vector that is not reduced-sized is left as it is.
2829 fn working_set_to_user(
2830 &self,
2831 nlp: &dyn IpoptNlp,
2832 ws: pounce_qp::WorkingSet,
2833 ) -> pounce_qp::WorkingSet {
2834 let bounds = match &self.x_elimination {
2835 Some((map, n_full)) if ws.bounds.len() == map.len() && map.len() != *n_full => {
2836 let mut bounds = vec![pounce_qp::BoundStatus::Fixed; *n_full];
2837 for (k, &j) in map.iter().enumerate() {
2838 bounds[j as usize] = ws.bounds[k];
2839 }
2840 bounds
2841 }
2842 _ => ws.bounds,
2843 };
2844 pounce_qp::WorkingSet {
2845 bounds,
2846 constraints: working_set_rows_to_user(nlp, ws.constraints),
2847 }
2848 }
2849
2850 /// If `solver_selection` is explicitly set to a value whose routing lives
2851 /// only in the CLI's `.nl` dispatch, return it; otherwise `None`.
2852 /// `optimize_tnlp` uses this to reject a forced convex selection a library
2853 /// consumer cannot honor.
2854 fn unsupported_library_solver_selection(&self) -> Option<&'static str> {
2855 let (v, found) = self.options.get_string_value("solver_selection", "").ok()?;
2856 if !found {
2857 return None;
2858 }
2859 ["lp-ipm", "qp-ipm", "socp"]
2860 .into_iter()
2861 .find(|c| v.eq_ignore_ascii_case(c))
2862 }
2863
2864 /// The `linear_solver` value when the caller explicitly asked for a
2865 /// backend pounce does not implement; `None` when the request can be
2866 /// served (or was never made).
2867 ///
2868 /// pounce ships two: **FERAL** (pure Rust, the effective default) and
2869 /// **MA57** (HSL, behind the `ma57` feature). The option's valid-value
2870 /// list is a faithful port of upstream Ipopt's — `ma27`, `ma77`,
2871 /// `ma86`, `ma97`, `mumps`, `pardiso`, `pardisomkl`, `spral`, `wsmp`,
2872 /// `custom` — so an `ipopt.opt` written for Ipopt parses here, and
2873 /// every one of those names used to fall through a `_ =>` arm to
2874 /// FERAL. A run "using MUMPS" was a FERAL run; a benchmark comparing
2875 /// backends compared FERAL with itself (gh#483 follow-up).
2876 ///
2877 /// The registered default is `feral`, which pounce implements, so no
2878 /// explicit-vs-default distinction is needed: whatever the option
2879 /// resolves to must be a backend that exists. (It is checked
2880 /// unconditionally on purpose — a future default naming something
2881 /// unimplemented should trip this, not slip past it.)
2882 ///
2883 /// Explicit `ma57` on a build that lacks the feature is *not* refused;
2884 /// that fallback is reported in the banner ("ma57 requested but not
2885 /// compiled"), so it is visible rather than silent, and failing a
2886 /// portable `ipopt.opt` over a build flag would cost more than it buys.
2887 pub fn unimplemented_linear_solver(&self) -> Option<String> {
2888 let (v, _) = self.options.get_string_value("linear_solver", "").ok()?;
2889 ["feral", "ma57"]
2890 .iter()
2891 .all(|ok| !v.eq_ignore_ascii_case(ok))
2892 .then_some(v)
2893 }
2894
2895 /// The message for the first option the caller set that names a
2896 /// feature pounce does not implement, or `None`. Public so the CLI
2897 /// can refuse before routing — the convex dispatch never reaches
2898 /// `optimize_tnlp`. See [`crate::unimplemented_options`].
2899 ///
2900 /// A run configuring nothing but backends pounce does not ship is
2901 /// refused here too, after the per-option table has had its say —
2902 /// see [`crate::unimplemented_options::backend_only_refusal`]. It
2903 /// is folded in rather than given its own accessor so that every
2904 /// surface already refusing on this method refuses on it as well;
2905 /// the CLI is not the only frontend, and a condition worth failing
2906 /// on is not worth failing on only from the CLI.
2907 pub fn unimplemented_option_refusal(&self) -> Option<String> {
2908 crate::unimplemented_options::refusal(&self.options, &self.reg_options).or_else(|| {
2909 crate::unimplemented_options::backend_only_refusal(&self.options, &self.reg_options)
2910 })
2911 }
2912
2913 /// The message for the first string option the caller set to a
2914 /// registered *value* pounce does not implement, or `None`.
2915 ///
2916 /// Separate from [`Self::unimplemented_option_refusal`] because the
2917 /// option itself is read and its other values work — it is one mode
2918 /// that is missing, not the feature. See
2919 /// [`crate::unimplemented_options::UNIMPLEMENTED_VALUES`].
2920 pub fn unimplemented_option_value_refusal(&self) -> Option<String> {
2921 crate::unimplemented_options::value_refusal(&self.options)
2922 }
2923
2924 /// `option_file_name` set on a surface that never resolves it.
2925 ///
2926 /// The option reaches a file through exactly one path —
2927 /// [`Self::initialize_with_option_file`], which the `pounce` CLI
2928 /// drives. A library caller (Python, the C interface, WASM) sets its
2929 /// options directly and calls no such thing, so on those surfaces the
2930 /// option names a whole configuration and applies none of it: gh#518's
2931 /// failure mode, one surface over. It used to be caught by the blanket
2932 /// [`crate::unimplemented_options`] refusal, which no longer covers it
2933 /// now that the feature exists; this keeps the guard exactly where the
2934 /// feature still doesn't.
2935 ///
2936 /// Deliberately *not* fixed by having the library read an options file
2937 /// too: an implicit `./ipopt.opt` lookup under Python or the GAMS C
2938 /// link would be a surprising action at a distance, and `pounce.opt`
2939 /// already means something else to GAMS.
2940 pub fn unhonored_option_file_name(&self) -> Option<String> {
2941 if self.option_file_resolved {
2942 return None;
2943 }
2944 // Same default gate as the table: an explicitly-set *default*
2945 // asks for nothing, so it must not fail. `option_file_name`
2946 // defaults to `ipopt.opt`, and a caller round-tripping a full
2947 // option dump — or a generated config that spells out every
2948 // registered name — hits that value without asking for anything.
2949 if !crate::unimplemented_options::set_to_a_non_default(
2950 &self.options,
2951 &self.reg_options,
2952 "option_file_name",
2953 ) {
2954 return None;
2955 }
2956 match self.options.get_string_value("option_file_name", "") {
2957 Ok((name, true)) if !name.is_empty() => Some(format!(
2958 "pounce: `option_file_name` was set to `{name}`, but this entry \
2959 point does not read options files — it would configure nothing. \
2960 The `pounce` CLI honors it (and `./pounce.opt` / `./ipopt.opt`); \
2961 from a library, read the file yourself and pass its contents to \
2962 `initialize_with_options_str`, or set the options directly. \
2963 Tracking issue: https://github.com/jkitchin/pounce/issues/518"
2964 )),
2965 _ => None,
2966 }
2967 }
2968
2969 /// Declare that this caller can route a model to the convex LP/QP /
2970 /// SOCP engines, so the `qp_*` knobs they read configure something.
2971 ///
2972 /// The `pounce` CLI calls this: it owns the `.nl` structure
2973 /// extraction that classifies a model, which is the whole of what
2974 /// `solver_selection`'s convex values need. No library frontend can
2975 /// (see [`Self::unsupported_library_solver_selection`]), so the
2976 /// default is `false` and [`Self::unhonored_convex_option`] refuses
2977 /// the knobs there.
2978 ///
2979 /// Declaring it also covers the CLI's *fallback*: a convex attempt
2980 /// that returns no verified point hands the model to
2981 /// [`Self::optimize_tnlp`], and the `qp_*` values it was given
2982 /// configured that attempt for real. Refusing them at the handoff
2983 /// would fail a run that used them.
2984 pub fn set_convex_routing_available(&mut self, available: bool) {
2985 self.convex_routing_available = available;
2986 }
2987
2988 /// The convex LP/QP knobs are registered core-side so every frontend
2989 /// parses them — but only the CLI can reach the engines that read
2990 /// them. On any other entry point the option names a whole
2991 /// configuration and applies none of it; this is the message that
2992 /// says so, in place of the silence.
2993 ///
2994 /// gh#604. Same shape and same default gate as
2995 /// [`Self::unhonored_option_file_name`]: an explicitly-set *default*
2996 /// asks for nothing and must keep working, so only a value that
2997 /// differs is refused.
2998 pub fn unhonored_convex_option(&self) -> Option<String> {
2999 if self.convex_routing_available {
3000 return None;
3001 }
3002 const CONVEX_ONLY: &[&str] = &[
3003 "qp_presolve",
3004 "qp_tau",
3005 "qp_tau_max",
3006 "qp_reg",
3007 "qp_gondzio_corr",
3008 "qp_infeas_tol",
3009 "qp_hsde",
3010 "qp_equilibrate",
3011 "qp_crossover",
3012 ];
3013 let name = CONVEX_ONLY.iter().find(|name| {
3014 crate::unimplemented_options::set_to_a_non_default(
3015 &self.options,
3016 &self.reg_options,
3017 name,
3018 )
3019 })?;
3020 Some(format!(
3021 "pounce: `{name}` tunes the convex LP/QP interior-point engine, but \
3022 this entry point cannot route a model to it — the option would \
3023 configure nothing. The `pounce` CLI reaches that engine on `.nl` \
3024 input (`solver_selection=lp-ipm` / `qp-ipm` / `socp`, or `auto` on \
3025 a model that classifies as one); the `qp_*` options themselves are \
3026 read only there and by `pounce.solve_qp`. From Python, \
3027 `pounce.solve_qp` drives the engine directly and takes `qp_presolve`, \
3028 `qp_reg`, `qp_hsde`, `qp_equilibrate` and `qp_crossover` as keyword \
3029 arguments (presolve is off there unless asked for). \
3030 On this path, `solver_selection=qp-active-set` \
3031 (or `algorithm=active-set-sqp`) is the nearest thing, tuned by the \
3032 `sqp_qp_*` options. Tracking issue: \
3033 https://github.com/jkitchin/pounce/issues/604"
3034 ))
3035 }
3036
3037 /// Warnings for caching hints pounce does not exploit. These never
3038 /// block a solve: the answer is identical either way, so refusing
3039 /// would cost the caller more than the silence did.
3040 pub fn unexploited_hint_warnings(&self) -> Vec<String> {
3041 crate::unimplemented_options::hint_warnings(&self.options, &self.reg_options)
3042 }
3043
3044 /// Warnings for the constant-derivative hints when the solve routes to
3045 /// `pounce-convex` instead of here. Call site is the convex dispatch
3046 /// in the CLI, next to the other guards that live there for the same
3047 /// reason: that dispatch never reaches [`Self::optimize_tnlp`], so
3048 /// `install_constant_derivative_hints` never runs and the hints are
3049 /// unread. On the NLP route they are honoured, so this must not be
3050 /// called there.
3051 pub fn convex_unexploited_hint_warnings(&self) -> Vec<String> {
3052 crate::unimplemented_options::convex_hint_warnings(&self.options, &self.reg_options)
3053 }
3054
3055 /// Which of the four constant-derivative hints the caller actually
3056 /// asserted, in [`pounce_nlp::constant_derivatives::HINT_OPTIONS`]
3057 /// order — the order [`reconcile`] pairs against the model's own
3058 /// proofs.
3059 ///
3060 /// Each name is read as a literal rather than through the loop
3061 /// variable the caller used to use. The registered-but-unread scan
3062 /// (`tests/no_silent_options.rs`) keys on the option name as it
3063 /// appears at the accessor, so `get_bool_value(name, "")` over an
3064 /// array read as "no key here" and left all four sitting in the
3065 /// silent list while they were fully wired and consumed (#551 /
3066 /// #677).
3067 ///
3068 /// Matching over `HINT_OPTIONS` rather than writing a bare array
3069 /// keeps the slots right by construction, and a fifth hint added to
3070 /// `HINT_OPTIONS` trips the fallback arm instead of silently reading
3071 /// as "not asserted" — which is the failure mode this whole line of
3072 /// work exists to kill.
3073 fn asserted_constant_derivative_hints(&self) -> [bool; 4] {
3074 use pounce_nlp::constant_derivatives::HINT_OPTIONS;
3075 let read_yes = |key: &str| matches!(self.options.get_bool_value(key, ""), Ok((true, true)));
3076 HINT_OPTIONS.map(|name| match name {
3077 "grad_f_constant" => read_yes("grad_f_constant"),
3078 "hessian_constant" => read_yes("hessian_constant"),
3079 "jac_c_constant" => read_yes("jac_c_constant"),
3080 "jac_d_constant" => read_yes("jac_d_constant"),
3081 other => unreachable!("`{other}` is in HINT_OPTIONS with no read site"),
3082 })
3083 }
3084
3085 /// Resolve the four constant-derivative hints for this solve and
3086 /// install the result on the NLP (gh #588, phase Q6).
3087 ///
3088 /// `grad_f_constant` / `hessian_constant` / `jac_c_constant` /
3089 /// `jac_d_constant` are, upstream, unchecked user assertions: Ipopt
3090 /// reuses the derivative and returns a wrong answer if the assertion
3091 /// was false. pounce asks the model first. Where the model *proves*
3092 /// the derivative constant, the reuse happens whether or not the
3093 /// option was set — the hint is redundant. Where the model proves it
3094 /// **varies** and the option was set anyway, the option is refused
3095 /// with a warning, which is the deliberate divergence. Where the
3096 /// model can prove nothing — every callback front end, both GAMS
3097 /// links — the user's assertion is honoured on trust, exactly as
3098 /// upstream, because "unproved" is not "disproved" and silently
3099 /// overriding the caller there would be its own wrong answer.
3100 fn install_constant_derivative_hints(&self, orig_nlp: &mut OrigIpoptNlp) {
3101 use pounce_common::journalist::JournalCategory;
3102 use pounce_nlp::constant_derivatives::reconcile;
3103
3104 // Each name is read as a literal rather than through the loop
3105 // variable: the registered-but-unread scan
3106 // (`tests/no_silent_options.rs`) keys on the option name as it
3107 // appears at the accessor, so `get_bool_value(name, "")` read as
3108 // "no key here" and left all four of these sitting in the silent
3109 // list while they were fully wired and consumed (#551 / #677).
3110 //
3111 // Matching over `HINT_OPTIONS` rather than writing a bare array
3112 // keeps the order right by construction — `reconcile` pairs
3113 // `asserted[k]` with `proofs[k]` — and a fifth hint added to
3114 // `HINT_OPTIONS` trips the fallback arm instead of silently
3115 // reading as "not asserted", which is the failure mode this
3116 // whole line of work exists to kill.
3117 let asserted = self.asserted_constant_derivative_hints();
3118 let proofs = orig_nlp.derivative_proofs();
3119 let (outcomes, enabled) = reconcile(proofs, asserted);
3120
3121 for outcome in &outcomes {
3122 if let Some(warning) = outcome.warning() {
3123 eprintln!("{warning}");
3124 self.journalist.print(
3125 JournalLevel::J_STRONGWARNING,
3126 JournalCategory::J_MAIN,
3127 &format!("{warning}\n"),
3128 );
3129 }
3130 }
3131 if std::env::var("POUNCE_DBG_CONSTDERIV").is_ok() {
3132 for outcome in &outcomes {
3133 eprintln!(
3134 "[const deriv] {:<15} proof={:?} asserted={} reused={}",
3135 outcome.name, outcome.proof, outcome.asserted, outcome.honoured,
3136 );
3137 }
3138 }
3139 orig_nlp.set_constant_derivatives(enabled);
3140 }
3141
3142 /// Warnings for knobs of a linear-solver backend pounce does not
3143 /// ship (`ma97_*`, `pardiso_*`, …), one line per backend family.
3144 ///
3145 /// Warnings and not refusals: an `ipopt.opt` carrying settings for
3146 /// several backends so that one file runs everywhere is exactly what
3147 /// the registry exists to accept, and refusing it would fail a run
3148 /// over knobs it never touches. See the "Backend knobs warn, they do
3149 /// not refuse" section of [`crate::unimplemented_options`]. gh#551.
3150 pub fn unimplemented_backend_warnings(&self) -> Vec<String> {
3151 crate::unimplemented_options::backend_warnings(&self.options, &self.reg_options)
3152 }
3153
3154 /// The same warnings, but at most once per application: the second
3155 /// caller gets nothing.
3156 ///
3157 /// Two sites emit them — the CLI, before routing, because a convex
3158 /// model never reaches [`Self::optimize_tnlp`], and `optimize_tnlp`
3159 /// itself, for every frontend that is not the CLI. A CLI run passes
3160 /// through both, and printing the identical paragraph twice is how a
3161 /// warning teaches its reader to skip warnings.
3162 pub fn take_unimplemented_backend_warnings(&mut self) -> Vec<String> {
3163 if self.backend_warnings_emitted {
3164 return Vec::new();
3165 }
3166 self.backend_warnings_emitted = true;
3167 self.unimplemented_backend_warnings()
3168 }
3169
3170 /// Resolve the five registered `derivative_test*` knobs. Every one
3171 /// of them was registered and never read, so `derivative_test=
3172 /// first-order` ran no test and printed nothing — a checker that
3173 /// silently checks nothing reports success by omission (gh#483
3174 /// follow-up).
3175 ///
3176 /// The numeric helper is named `read_num` to match the accessor
3177 /// idiom the rest of this file uses: the registered-but-unread scan
3178 /// (`tests/no_silent_options.rs`) discovers `read_*` helpers and the
3179 /// literal key passed to them, so a differently-named local closure
3180 /// made `derivative_test_perturbation` and `derivative_test_tol`
3181 /// read as silent when they are wired and consumed (#677, #551).
3182 fn derivative_test_options(&self) -> DerivativeTestOptions {
3183 let read_num = |key: &str, default: Number| -> Number {
3184 self.options
3185 .get_numeric_value(key, "")
3186 .ok()
3187 .and_then(|(v, f)| f.then_some(v))
3188 .unwrap_or(default)
3189 };
3190 DerivativeTestOptions {
3191 mode: self
3192 .options
3193 .get_string_value("derivative_test", "")
3194 .ok()
3195 .and_then(|(v, f)| f.then_some(v))
3196 .map(|v| DerivativeTest::from_option(&v))
3197 .unwrap_or_default(),
3198 perturbation: read_num("derivative_test_perturbation", 1e-8),
3199 tol: read_num("derivative_test_tol", 1e-4),
3200 first_index: self
3201 .options
3202 .get_integer_value("derivative_test_first_index", "")
3203 .ok()
3204 .and_then(|(v, f)| f.then_some(v))
3205 .unwrap_or(-2),
3206 print_all: self
3207 .options
3208 .get_bool_value("derivative_test_print_all", "")
3209 .ok()
3210 .and_then(|(v, f)| f.then_some(v))
3211 .unwrap_or(false),
3212 }
3213 }
3214
3215 /// The derivative checker's structured verdict from the most recent
3216 /// [`Self::run_derivative_test`], or `None` when no test ran (gh#990).
3217 /// The IPM and SQP drains copy it into `SolveStatistics`; a caller that
3218 /// builds its own report (the CLI's convex route) reads it here.
3219 pub fn derivative_check(&self) -> Option<pounce_nlp::derivative_test::DerivativeCheckSummary> {
3220 self.derivative_check.borrow().clone()
3221 }
3222
3223 /// Run the derivative checker, if requested, against `tnlp`.
3224 ///
3225 /// Advisory, like upstream: a suspicious entry is reported and the
3226 /// solve continues. The report goes to stderr so it survives
3227 /// `print_level=0` and leaves `--json-output`'s stdout clean.
3228 pub fn run_derivative_test(&self, tnlp: &Rc<RefCell<dyn TNLP>>) {
3229 // gh#990 item 3: the structured result belongs to this solve; a solve
3230 // that asks for no test must not inherit the previous one's.
3231 *self.derivative_check.borrow_mut() = None;
3232 let opts = self.derivative_test_options();
3233 if matches!(opts.mode, DerivativeTest::None) {
3234 return;
3235 }
3236 let report = {
3237 let mut borrowed = tnlp.borrow_mut();
3238 pounce_nlp::derivative_test::run(&mut *borrowed, &opts)
3239 };
3240 let Some(report) = report else {
3241 eprintln!(
3242 "pounce: derivative_test was requested but the TNLP declined to \
3243 supply the information the check needs (dimensions, bounds, or \
3244 a starting point); no test was run."
3245 );
3246 return;
3247 };
3248 *self.derivative_check.borrow_mut() = Some(report.summary.clone());
3249 use pounce_common::journalist::JournalCategory;
3250 for line in &report.lines {
3251 eprintln!("{line}");
3252 self.journalist.print(
3253 JournalLevel::J_SUMMARY,
3254 JournalCategory::J_MAIN,
3255 &format!("{line}\n"),
3256 );
3257 }
3258 }
3259
3260 /// The message [`Self::unimplemented_linear_solver`] earns, shared by
3261 /// every frontend so they cannot drift apart.
3262 pub fn unimplemented_linear_solver_message(value: &str) -> String {
3263 format!(
3264 "pounce: linear_solver={value} is not implemented. pounce provides \
3265 `feral` (pure-Rust sparse symmetric, the default) and `ma57` (HSL, \
3266 in a `--features ma57` build); the other names in the option's \
3267 list come from the upstream Ipopt registry so an ipopt.opt written \
3268 for Ipopt still parses. Selecting one used to run FERAL silently, \
3269 which makes a backend comparison measure nothing — so it is \
3270 refused instead. Use linear_solver=feral or linear_solver=ma57."
3271 )
3272 }
3273
3274 /// Will the next `optimize_tnlp` run the active-set SQP driver rather
3275 /// than the interior-point one?
3276 ///
3277 /// Public because the dispatch decision has to be *reportable*, not just
3278 /// taken: before this was reachable, the CLI's `Selected solver:` line
3279 /// and the JSON report's `solution.engine` both named the filter-IPM on
3280 /// every `algorithm=active-set-sqp` run, because the only thing either
3281 /// consulted was `solver_selection` — which is `auto` on a general NLP
3282 /// however the `algorithm` option is set. Reading the same predicate
3283 /// `optimize_tnlp` dispatches on is what keeps the report and the run
3284 /// from disagreeing; deriving it a second time in the CLI is how they
3285 /// drifted in the first place.
3286 pub fn is_sqp_algorithm_selected(&self) -> bool {
3287 // `algorithm` is the primary selector.
3288 // `solver_selection = qp-active-set` selects the
3289 // same active-set SQP engine.
3290 let algo_sqp = matches!(
3291 self.options.get_string_value("algorithm", ""),
3292 Ok((v, true)) if v.eq_ignore_ascii_case("active-set-sqp")
3293 );
3294 let selection_sqp = matches!(
3295 self.options.get_string_value("solver_selection", ""),
3296 Ok((v, true)) if v.eq_ignore_ascii_case("qp-active-set")
3297 );
3298 algo_sqp || selection_sqp
3299 }
3300
3301 /// Phase 5b SQP entry point. Builds the same NLP chain
3302 /// (`TNLPAdapter` → `OrigIpoptNlp` → `IpoptNlpAdapter`) the
3303 /// IPM uses, then runs `SqpAlgorithm::optimize`. Maps the
3304 /// `SqpResult.status` back to `ApplicationReturnStatus` and
3305 /// hands the final iterate to the user TNLP's
3306 /// `finalize_solution` callback via `finalize_via_sqp`.
3307 fn optimize_sqp_tnlp(&mut self, tnlp: Rc<RefCell<dyn TNLP>>) -> ApplicationReturnStatus {
3308 use pounce_nlp::ConstObjScaling;
3309 use pounce_nlp::orig_ipopt_nlp::OrigIpoptNlp;
3310 use pounce_nlp::tnlp_adapter::TNLPAdapter;
3311
3312 // Wall-clock for the whole SQP solve, mirroring the IPM path's
3313 // `t_start` (see the `total_wallclock_time_secs` assignment in
3314 // `optimize_tnlp`). Without this the field stayed at its struct
3315 // default of 0.0 on every active-set solve, so `--json-output`
3316 // reported an instantaneous solve regardless of actual runtime and
3317 // the engine could not be speed-compared against qp-ipm at all
3318 // (benchmarks/scripts/compare_qp_four_way.py had to skip the column).
3319 let t_start = std::time::Instant::now();
3320
3321 // `new_with_options`, not `new`: the latter hard-codes the same three
3322 // defaults, so `fixed_variable_treatment`, `nlp_lower_bound_inf` and
3323 // `nlp_upper_bound_inf` were accepted and discarded on this arm. The
3324 // defaults coincide, which is why it went unnoticed — it diverges only
3325 // for a caller who sets one, and then the two arms CLASSIFY THE MODEL
3326 // DIFFERENTLY: a bound at the caller's own infinity threshold is a
3327 // bound here and no bound there, and a fixed variable is eliminated on
3328 // one arm and relaxed on the other. That is a different problem, not a
3329 // different trajectory on one.
3330 let (lo_inf, up_inf, fixed_treatment) = self.adapter_options();
3331 let adapter = match TNLPAdapter::new_with_options(
3332 Rc::clone(&tnlp),
3333 lo_inf,
3334 up_inf,
3335 fixed_treatment,
3336 ) {
3337 Ok(a) => Rc::new(RefCell::new(a)),
3338 Err(_) => return ApplicationReturnStatus::InvalidProblemDefinition,
3339 };
3340 // The SQP path never runs gradient-based scaling, but the
3341 // constant `obj_scaling_factor` (negative ⇒ maximize) still
3342 // applies via the OrigIpoptNlp constructor.
3343 let obj_scaling_factor = self
3344 .options
3345 .get_numeric_value("obj_scaling_factor", "")
3346 .ok()
3347 .and_then(|(v, f)| f.then_some(v))
3348 .unwrap_or(1.0);
3349 let mut orig_nlp = match OrigIpoptNlp::new(
3350 Rc::clone(&adapter),
3351 Rc::new(ConstObjScaling(obj_scaling_factor)),
3352 ) {
3353 Ok(n) => n,
3354 Err(_) => return ApplicationReturnStatus::InternalError,
3355 };
3356 // Same Q6 reconciliation as the IPM route: the SQP driver
3357 // evaluates the same derivatives through the same NLP object.
3358 self.install_constant_derivative_hints(&mut orig_nlp);
3359 // `bound_relax_factor`, on the convex arm's rule (gh#745's
3360 // `convex_bound_relax`), because this arm's position is the convex
3361 // arm's and not the interior-point arm's.
3362 //
3363 // The widening is a change to the MODEL, and its error is one-signed:
3364 // enlarging the feasible set can only flatter the objective, by `δ`
3365 // times the bound's multiplier, with nothing bounding that product and
3366 // no amount of tightening `tol` closing it. On `LISWET1` it buys `9.0`
3367 // of objective (`27.1221` against the true `36.1224`); over the
3368 // 91-instance netlib LP corpus, dropping it took the median objective
3369 // error from `1.2e-08` to `3.8e-11`.
3370 //
3371 // The interior-point arm keeps it and must: it is a feasible-iterate
3372 // log-barrier that needs `x` strictly inside its bounds, and matching
3373 // Ipopt is that arm's contract — the fixture sweep at
3374 // `bound_relax_factor=0` turns `square_flowsheet_resto` into
3375 // `InfeasibleProblemDetected`. An active-set QP needs none of it: its
3376 // iterates are feasible for the box by construction, which is why this
3377 // arm has always run un-widened without incident.
3378 //
3379 // So: unset means solve the model as declared, which is what this arm
3380 // already did. What it did NOT do is honour an explicit request — the
3381 // option was accepted and discarded, the gh#677 shape, and a caller
3382 // comparing arms under a named `bound_relax_factor` was comparing two
3383 // different models without being told. Set means the caller asked by
3384 // name and gets exactly the interior-point arm's model.
3385 //
3386 // Either branch snapshots the declared bounds first (`relax_bounds`
3387 // does it before widening), which `declared_box_violation` needs: its
3388 // absence is what printed `Variable bound violation: nan` here.
3389 let requested_relax = self
3390 .options
3391 .get_numeric_value("bound_relax_factor", "")
3392 .ok()
3393 .and_then(|(v, set)| set.then_some(v));
3394 match requested_relax {
3395 Some(factor) => {
3396 let cap = self
3397 .options
3398 .get_numeric_value("constr_viol_tol", "")
3399 .ok()
3400 .and_then(|(v, set)| set.then_some(v))
3401 .unwrap_or(1e-4);
3402 orig_nlp.relax_bounds(factor, cap);
3403 }
3404 None => orig_nlp.snapshot_declared_bounds(),
3405 }
3406 let nlp_rc: Rc<RefCell<dyn IpoptNlp>> = Rc::new(RefCell::new(orig_nlp));
3407
3408 let mut sqp_adapter = crate::sqp::IpoptNlpAdapter::new(Rc::clone(&nlp_rc));
3409
3410 let mut builder = self.algorithm_builder_snapshot();
3411 builder.algorithm = crate::alg_builder::AlgorithmChoice::ActiveSetSqp;
3412 // Prefer a caller-installed factory, exactly as `optimize_constrained`
3413 // does, so an embedder that plugs its own backend gets it on both
3414 // arms. `take()` matches the IPM's one-shot semantics rather than
3415 // introducing a second, different lifetime for the same hook.
3416 //
3417 // `maybe_crossover` deliberately does NOT do this: it runs after the
3418 // IPM solve has already taken the factory, so there is never one left
3419 // to find, and its two closures cannot both hold `&mut self` anyway.
3420 let factory = self
3421 .linear_backend_factory
3422 .take()
3423 .unwrap_or_else(|| self.make_backend_factory());
3424 let mut alg = match builder.build_sqp_with_backend(factory) {
3425 Some(a) => a,
3426 None => return ApplicationReturnStatus::InternalError,
3427 };
3428
3429 // Problem statistics + end-of-run summary are emitted by the engine
3430 // itself here (#206), gated on the main `print_level`, so the SQP
3431 // route matches the IPM route across every frontend (CLI, Python, C).
3432 // The SQP's own per-iteration rows stay gated on the separate
3433 // `sqp_print_level`.
3434 let console_output = match self.options.get_integer_value("print_level", "") {
3435 Ok((v, true)) => v >= 1,
3436 _ => true,
3437 };
3438 self.emit_problem_stats(&tnlp, console_output);
3439
3440 // Phase 5c (§6): consume any stashed warm-start iterate.
3441 // `optimize_with_warm_start(warm=None)` is equivalent to
3442 // `optimize`, so cold callers see no change.
3443 let mut warm = self.sqp_warm_start.take();
3444 // gh#986 review item 10: map a warm start given in the caller's full
3445 // variable space through this problem's fixed-variable elimination.
3446 // The working set this application publishes is in that space
3447 // (`working_set_to_user`), and so is what Python's
3448 // `solve(..., working_set=...)` decodes, so a child that fixes `x1`
3449 // gets the parent's statuses for exactly the columns it still has.
3450 // The first pass compared lengths only: a fixed variable made the
3451 // full-space hint "the wrong size" and it was dropped (a cold solve
3452 // and `info["working_set"] = None`), while a reduced-space hint from a
3453 // sibling that fixed a *different* variable had the right size and was
3454 // applied to the wrong columns.
3455 let (x_map, n_full) = {
3456 let a = adapter.borrow();
3457 let cls = a.classification();
3458 (cls.x_not_fixed_map.clone(), cls.n_full_x as usize)
3459 };
3460 let reduced = x_map.len() != n_full;
3461 let prev_elimination = self.x_elimination.replace((x_map.clone(), n_full));
3462 if let Some(w) = warm.as_mut() {
3463 // The staged iterate is in the caller's (user) space; the
3464 // algorithm's is not. Converted here, once, for every frontend.
3465 sqp_warm_start_to_algorithm(&*nlp_rc.borrow(), w);
3466 if reduced {
3467 let mut drop_reason: Option<String> = None;
3468 if let Some(ws) = w.working.as_mut() {
3469 if ws.bounds.len() == n_full {
3470 ws.bounds = x_map.iter().map(|&j| ws.bounds[j as usize]).collect();
3471 } else if ws.bounds.len() == x_map.len()
3472 && prev_elimination.as_ref() != Some(&(x_map.clone(), n_full))
3473 {
3474 // A reduced-space working set from a solve that
3475 // eliminated *different* variables: its columns do
3476 // not line up with this problem's, however equal the
3477 // count.
3478 drop_reason = Some(
3479 "its bound statuses are in the reduced space of a solve that \
3480 fixed different variables"
3481 .into(),
3482 );
3483 }
3484 }
3485 if let Some(why) = drop_reason {
3486 tracing::warn!(
3487 target: "pounce::sqp",
3488 "SQP warm-start working set dropped: {why}; pass the full-space \
3489 working set (last_sqp_working_set / info[\"working_set\"]) instead"
3490 );
3491 w.working = None;
3492 }
3493 }
3494 }
3495 // `warm_start_init_point=yes` with nothing staged: take the TNLP's
3496 // own starting multipliers, as the interior-point arm does. They
3497 // arrive through the same `IpoptNlp` projections the IPM's warm
3498 // initializer uses, so they are already in algorithm space (scaled,
3499 // compressed, `[y_c; y_d]`). Without this the SQP arm read only the
3500 // primal: a `.nl` `d` segment or `ipopt_z*_in` suffix, or a Python
3501 // `lagrange=` start, began from zero multipliers on this arm alone.
3502 if warm.is_none()
3503 && matches!(
3504 self.options.get_bool_value("warm_start_init_point", ""),
3505 Ok((true, _))
3506 )
3507 {
3508 warm = sqp_tnlp_warm_start(&nlp_rc);
3509 }
3510 // gh#986: a warm start recorded on one problem is dimensioned for
3511 // that problem. A child that fixes a variable (branching) reaches
3512 // here with a smaller reduced `n` (and possibly `m`), where the
3513 // algorithm's contract is to refuse a mismatched iterate outright —
3514 // which surfaced as `Internal_Error` on a perfectly legal solve.
3515 // A warm start is only a hint, so drop it with a warning and solve
3516 // cold instead.
3517 if let Some(w) = warm.as_ref() {
3518 use crate::sqp::SqpProblemSpec;
3519 let (n, m) = (sqp_adapter.n(), sqp_adapter.m());
3520 let fits = w.x.len() == n
3521 && w.lambda_x.len() == n
3522 && w.lambda_g.len() == m
3523 && w.working
3524 .as_ref()
3525 .map(|ws| ws.validate_dims(n, m).is_ok())
3526 .unwrap_or(true);
3527 if !fits {
3528 tracing::warn!(
3529 target: "pounce::sqp",
3530 "SQP warm start dropped: it is sized for a problem with n = {}, m = {} \
3531 but this one has n = {n}, m = {m} (a fixed variable or removed row \
3532 changes the reduced dimensions); solving cold",
3533 w.x.len(),
3534 w.lambda_g.len(),
3535 );
3536 warm = None;
3537 }
3538 }
3539 let warm_working_set_applied = warm.as_ref().is_some_and(|w| w.working.is_some());
3540 // gh#1015: the user's `intermediate_callback`, once per iteration,
3541 // with `GetIpoptCurrentIterate` answering from the SQP iterate. The
3542 // snapshot is built before the callback runs because the callback
3543 // holds the TNLP; nothing in it may call back into the user's
3544 // `eval_*`.
3545 {
3546 let hook_nlp = Rc::clone(&nlp_rc);
3547 let hook_tnlp = Rc::clone(&tnlp);
3548 let fixed_var_duals = self.reports_fixed_var_duals();
3549 alg.set_iteration_hook(Box::new(move |info| {
3550 // Built only for a TNLP that reads it, as on the
3551 // interior-point arm: the fixed-variable recovery is not
3552 // free, and most callbacks read only the stats.
3553 let _guard = hook_tnlp.borrow().wants_current_iterate().then(|| {
3554 crate::intermediate::UserIterateGuard::install(sqp_user_iterate(
3555 &hook_nlp,
3556 info.x,
3557 info.lambda_g,
3558 info.lambda_x,
3559 info.c_vals,
3560 info.grad_lag_x,
3561 fixed_var_duals,
3562 ))
3563 });
3564 let stats = pounce_nlp::tnlp::IterStats {
3565 mode: pounce_nlp::return_codes::AlgorithmMode::RegularMode,
3566 iter: info.iter as Index,
3567 obj_value: info.obj,
3568 inf_pr: info.inf_pr,
3569 inf_du: info.inf_du,
3570 // No barrier, no regularisation, no dual step length.
3571 mu: 0.0,
3572 d_norm: info.p_inf,
3573 regularization_size: 0.0,
3574 alpha_du: 0.0,
3575 alpha_pr: info.alpha,
3576 ls_trials: 0,
3577 };
3578 hook_tnlp.borrow_mut().intermediate_callback(
3579 stats,
3580 &pounce_nlp::tnlp::IpoptData::default(),
3581 &pounce_nlp::tnlp::IpoptCq::default(),
3582 )
3583 }));
3584 }
3585 let res = match alg.optimize_with_warm_start(&mut sqp_adapter, warm) {
3586 Ok(r) => r,
3587 Err(e) => {
3588 // Always surface this. It used to be gated on the
3589 // undocumented `POUNCE_DBG_SQP`, so the only thing a user saw
3590 // was a bare `Internal_Error` with no indication of what went
3591 // wrong -- the underlying message here was
3592 // `QpFailure(LinearSolverFailure("QP subproblem returned
3593 // status unbounded"))`, which points straight at the cause.
3594 // A solve that is about to fail is exactly when the reason
3595 // should be cheapest to obtain.
3596 tracing::warn!(
3597 target: "pounce::sqp",
3598 "SQP solve failed: {e:?}"
3599 );
3600 return ApplicationReturnStatus::InternalError;
3601 }
3602 };
3603 // Stash the result's working set so the next solve in a
3604 // sequence can fetch it via `last_sqp_working_set` -- in the caller's
3605 // full variable space (gh#986 review item 10).
3606 self.sqp_last_working_set = res
3607 .working_set
3608 .clone()
3609 .map(|ws| self.working_set_to_user(&*nlp_rc.borrow(), ws));
3610 // Populate the shared `SolveStatistics` so the Python /
3611 // C-API post-solve accessors (`GetIpoptIterCount`,
3612 // `info["iter_count"]`, etc.) report the SQP outer-iter
3613 // count rather than zero. Constraint-violation /
3614 // dual-infeasibility residuals get the SQP-side values
3615 // too. The IPM path overwrites this dict on its own
3616 // solves, so SQP-vs-IPM mixing across solves stays
3617 // honest.
3618 {
3619 let mut stats = self.statistics.borrow_mut();
3620 stats.iteration_count = res.n_iter as Index;
3621 // Subproblem counters. The outer iteration count alone
3622 // cannot show what a working-set warm start bought — the
3623 // saved work is inside the QPs — so both are reported.
3624 stats.sqp_qp_solves = res.n_qp_solves as Index;
3625 stats.sqp_qp_working_set_changes = res.n_qp_working_set_changes as Index;
3626 stats.sqp_warm_working_set_applied = warm_working_set_applied;
3627 stats.final_objective = res.obj;
3628 // `final_scaled_objective` defaults to NaN; the SQP path does not
3629 // thread nlp_scaling through the objective (same as the residuals
3630 // mirrored below), so the scaled objective equals the unscaled
3631 // one. Without this it stayed NaN and the console printed
3632 // "Objective ...: nan <unscaled>" on every active-set solve
3633 // (gh #313), even on a clean optimal solve.
3634 stats.final_scaled_objective = res.obj;
3635 stats.final_dual_inf = res.final_stationarity;
3636 stats.final_constr_viol = res.final_constr_viol;
3637 stats.final_compl = 0.0; // SQP has no barrier — no compl term.
3638 // Overall KKT error. This was previously left at the struct
3639 // default, which made every successful SQP solve report an
3640 // overall error of exactly 0.0 — indistinguishable from a
3641 // genuinely perfect solve, and enough on its own to make
3642 // `pounce.minimize`'s acceptable-KKT fallback upgrade any status
3643 // on this path to `success=True`. Same expression as the unscaled
3644 // twin below; the two agree because the SQP path does not thread
3645 // nlp_scaling through its residuals.
3646 stats.final_kkt_error = res.final_stationarity.max(res.final_constr_viol);
3647 // Unscaled residuals (pounce#173). The SQP path does not thread
3648 // the nlp_scaling factors through to its residuals yet, so these
3649 // mirror the SQP-side values: correct when no scaling is active
3650 // (the common case) and a conservative proxy otherwise. Populated
3651 // here so the info dict's `final_unscaled_*` keys are honest
3652 // rather than left at the 0.0 default.
3653 stats.final_unscaled_dual_inf = res.final_stationarity;
3654 stats.final_unscaled_constr_viol = res.final_constr_viol;
3655 stats.final_unscaled_compl = 0.0;
3656 stats.final_unscaled_kkt_error = res.final_stationarity.max(res.final_constr_viol);
3657 // Ipopt's `Variable bound violation` — how far the returned point
3658 // sits outside the box the caller wrote. Left at its `NaN` default
3659 // until now, which printed `nan` on this arm's every summary.
3660 //
3661 // Measured through the same `declared_box_violation` accessor the
3662 // interior-point arm reads (`curr_declared_box_violation_max`), so
3663 // the two arms cannot drift into reporting different quantities
3664 // under one heading. gh#900 is the precedent and the warning: it
3665 // fixed this row on the NLP and convex arms and noted the two were
3666 // "independent code paths, so a test that exercised one would say
3667 // nothing about the other" — this is the third, and it was missed.
3668 //
3669 // `res.x` is algorithm-space, which is what the accessor expects
3670 // (it lifts to full-x itself); `finalize_via_sqp` wraps it exactly
3671 // this way for the same reason.
3672 stats.final_declared_box_viol = {
3673 use pounce_linalg::dense_vector::DenseVectorSpace;
3674 let nlp_borrow = nlp_rc.borrow();
3675 let x_space = DenseVectorSpace::new(nlp_borrow.n());
3676 let mut x_dv = x_space.make_new_dense();
3677 x_dv.set_values(&res.x);
3678 // `NaN`, not `0.0`, on the abstention — deliberately unlike
3679 // the IPM path's `unwrap_or(0.0)`.
3680 //
3681 // `None` from this accessor means one thing only: the declared
3682 // bounds were never snapshotted. It is NOT "the model has no
3683 // finite bounds" — an unbounded model still snapshots, the
3684 // loops find nothing, and the answer is a measured `Some(0.0)`.
3685 // So on this arm `None` can only mean the
3686 // `snapshot_declared_bounds` call above was lost, and mapping
3687 // that to zero would replace a visible "no answer" with an
3688 // invisible false claim that the point is inside its box.
3689 // gh#900's subject is exactly that: a zero that must not be
3690 // fabricated. Checked by mutation — delete the snapshot call
3691 // and this row goes back to `nan` rather than quietly reading
3692 // `0.00e+00`.
3693 nlp_borrow
3694 .declared_box_violation(&x_dv)
3695 .unwrap_or(Number::NAN)
3696 };
3697 // gh#990: the derivative checker's verdict reaches `info` and the
3698 // report on this arm too; it was copied on the IPM drain only.
3699 stats.derivative_check = self.derivative_check.borrow().clone();
3700 stats.total_wallclock_time_secs = t_start.elapsed().as_secs_f64();
3701 }
3702 let (app_status, solver_status) = match res.status {
3703 crate::sqp::SqpStatus::Optimal => (
3704 ApplicationReturnStatus::SolveSucceeded,
3705 pounce_nlp::SolverReturn::Success,
3706 ),
3707 crate::sqp::SqpStatus::MaxIter => (
3708 ApplicationReturnStatus::MaximumIterationsExceeded,
3709 pounce_nlp::SolverReturn::MaxiterExceeded,
3710 ),
3711 crate::sqp::SqpStatus::InfeasibleSubproblem => (
3712 ApplicationReturnStatus::InfeasibleProblemDetected,
3713 pounce_nlp::SolverReturn::LocalInfeasibility,
3714 ),
3715 crate::sqp::SqpStatus::LineSearchFailed => (
3716 ApplicationReturnStatus::SearchDirectionBecomesTooSmall,
3717 pounce_nlp::SolverReturn::ErrorInStepComputation,
3718 ),
3719 // Honest non-committal QP-subproblem failure (#282): the QP
3720 // solver could not compute a step and did NOT certify
3721 // infeasibility. Never report Infeasible_Problem_Detected here
3722 // — a feasible problem has no infeasibility certificate.
3723 crate::sqp::SqpStatus::QpStepFailed => (
3724 ApplicationReturnStatus::SearchDirectionBecomesTooSmall,
3725 pounce_nlp::SolverReturn::ErrorInStepComputation,
3726 ),
3727 // The QP subproblem ran out of its own iteration budget. Same
3728 // #282 guarantee — no infeasibility is asserted — but reported as
3729 // the budget exhaustion it is, so the user sees a limit they can
3730 // raise (`sqp_qp_max_iter`) instead of a step-size stall with no
3731 // remedy. See `SqpStatus::QpIterationLimit` for why these were
3732 // split.
3733 crate::sqp::SqpStatus::QpIterationLimit => (
3734 ApplicationReturnStatus::MaximumIterationsExceeded,
3735 pounce_nlp::SolverReturn::MaxiterExceeded,
3736 ),
3737 // Unbounded below, with a recession ray verified against the
3738 // true NLP (gh #388). `Diverging_Iterates` is POUNCE's (Ipopt's)
3739 // unboundedness verdict and maps to AMPL `solve_result_num=300`
3740 // — the same answer the IPM selectors give on the same model,
3741 // instead of the `Internal_Error` / 500 ("the solver broke")
3742 // this path used to report.
3743 crate::sqp::SqpStatus::Unbounded => (
3744 ApplicationReturnStatus::DivergingIterates,
3745 pounce_nlp::SolverReturn::DivergingIterates,
3746 ),
3747 // A non-finite iterate or constraint value (gh #876). Same
3748 // verdict, from the same condition, as the interior-point arm's
3749 // `if !nlp_err.is_finite()` screen — the two arms must not
3750 // disagree about what a `NaN` iterate means.
3751 crate::sqp::SqpStatus::InvalidNumber => (
3752 ApplicationReturnStatus::InvalidNumberDetected,
3753 pounce_nlp::SolverReturn::InvalidNumberDetected,
3754 ),
3755 crate::sqp::SqpStatus::UserRequestedStop => (
3756 ApplicationReturnStatus::UserRequestedStop,
3757 pounce_nlp::SolverReturn::UserRequestedStop,
3758 ),
3759 };
3760
3761 // Same gate as the IPM path: an infeasible-subproblem exit is a
3762 // numerical inference, and a feasible starting point disproves it
3763 // (gh #379). Only the infeasibility verdict is rewritten — every other
3764 // status passes through untouched, so the pair stays in lockstep.
3765 let refuted = withdraw_infeasibility_if_refuted(
3766 &tnlp,
3767 solver_status,
3768 self.nlp_lower_bound_inf(),
3769 self.nlp_upper_bound_inf(),
3770 self.user_tol(),
3771 );
3772 let (app_status, solver_status) = if refuted == solver_status {
3773 (app_status, solver_status)
3774 } else {
3775 (solver_return_to_app_status(refuted), refuted)
3776 };
3777
3778 // Forward to the user TNLP's finalize_solution. We pass
3779 // the SQP iterate and recovered multipliers via the
3780 // OrigIpoptNlp's lifting hooks. Failure here is silent
3781 // (we still return the algorithm's status) — the user
3782 // sees the right ApplicationReturnStatus regardless.
3783 let _ = finalize_via_sqp(
3784 &nlp_rc,
3785 &res,
3786 solver_status,
3787 &tnlp,
3788 &self.last_finalize,
3789 self.reports_fixed_var_duals(),
3790 );
3791
3792 // Honor the opt-in status-fidelity gate on the SQP path too
3793 // (pounce#173), then emit the end-of-run summary with the final
3794 // (possibly downgraded) status so the console matches the returned
3795 // ApplicationReturnStatus.
3796 let final_status = self.apply_kkt_fidelity_gate(app_status);
3797 self.emit_end_summary(final_status, &nlp_rc, console_output);
3798 final_status
3799 }
3800
3801 /// Opt-in status-fidelity gate (pounce#173), shared by the IPM and
3802 /// SQP solve paths. When the user sets a positive `kkt_fidelity_tol`,
3803 /// a reported `Solve_Succeeded` whose max-norm UNSCALED KKT error
3804 /// (`SolveStatistics::final_unscaled_kkt_error`) exceeds it is
3805 /// downgraded to `Solved_To_Acceptable_Level` — the honest "this is a
3806 /// point, but not converged to the requested fidelity" status. This
3807 /// catches the ill-conditioned / nlp_scaling-deflated case where the
3808 /// scaled convergence test passes but the user-space duals have
3809 /// drifted. It is a pure relabel at termination (no extra iterations);
3810 /// unset or non-positive (the default) is a strict no-op, so every
3811 /// existing caller keeps the Ipopt-faithful status.
3812 fn apply_kkt_fidelity_gate(
3813 &self,
3814 app_status: ApplicationReturnStatus,
3815 ) -> ApplicationReturnStatus {
3816 if !matches!(app_status, ApplicationReturnStatus::SolveSucceeded) {
3817 return app_status;
3818 }
3819 if let Ok((ftol, true)) = self.options.get_numeric_value("kkt_fidelity_tol", "") {
3820 if ftol > 0.0 {
3821 let unscaled_kkt = self.statistics.borrow().final_unscaled_kkt_error;
3822 if unscaled_kkt > ftol {
3823 tracing::info!(target: "pounce::diagnostics",
3824 "kkt_fidelity_tol={ftol:.3e}: unscaled KKT error {unscaled_kkt:.3e} \
3825 exceeds it — downgrading Solve_Succeeded → \
3826 Solved_To_Acceptable_Level (pounce#173)");
3827 return ApplicationReturnStatus::SolvedToAcceptableLevel;
3828 }
3829 }
3830 }
3831 app_status
3832 }
3833
3834 /// `nlp_lower_bound_inf` — the magnitude at or below which a bound is
3835 /// treated as absent.
3836 fn nlp_lower_bound_inf(&self) -> Number {
3837 self.options
3838 .get_numeric_value("nlp_lower_bound_inf", "")
3839 .ok()
3840 .and_then(|(v, f)| f.then_some(v))
3841 .unwrap_or(DEFAULT_NLP_LOWER_BOUND_INF)
3842 }
3843
3844 /// `nlp_upper_bound_inf` — the magnitude at or above which a bound is
3845 /// treated as absent.
3846 fn nlp_upper_bound_inf(&self) -> Number {
3847 self.options
3848 .get_numeric_value("nlp_upper_bound_inf", "")
3849 .ok()
3850 .and_then(|(v, f)| f.then_some(v))
3851 .unwrap_or(DEFAULT_NLP_UPPER_BOUND_INF)
3852 }
3853
3854 /// The user's convergence tolerance `tol`.
3855 fn user_tol(&self) -> Number {
3856 self.options
3857 .get_numeric_value("tol", "")
3858 .ok()
3859 .and_then(|(v, f)| f.then_some(v))
3860 .unwrap_or(1e-8)
3861 }
3862
3863 /// The user's `acceptable_tol` — the standard behind
3864 /// `Solved_To_Acceptable_Level`.
3865 fn user_acceptable_tol(&self) -> Number {
3866 self.options
3867 .get_numeric_value("acceptable_tol", "")
3868 .ok()
3869 .and_then(|(v, f)| f.then_some(v))
3870 .unwrap_or(1e-6)
3871 }
3872
3873 /// The user's `constr_viol_tol` — the **absolute** feasibility standard
3874 /// the strict gate's primal component judges by
3875 /// (`OptErrorConvCheck::primal_component_passes`).
3876 fn user_constr_viol_tol(&self) -> Number {
3877 self.options
3878 .get_numeric_value("constr_viol_tol", "")
3879 .ok()
3880 .and_then(|(v, f)| f.then_some(v))
3881 .unwrap_or(1e-4)
3882 }
3883
3884 /// The user's `acceptable_constr_viol_tol` — the same standard at the
3885 /// acceptable tier.
3886 fn user_acceptable_constr_viol_tol(&self) -> Number {
3887 self.options
3888 .get_numeric_value("acceptable_constr_viol_tol", "")
3889 .ok()
3890 .and_then(|(v, f)| f.then_some(v))
3891 .unwrap_or(1e-2)
3892 }
3893
3894 /// `primal_noise_floor_kappa` — the safety factor on the per-row
3895 /// floating-point noise floor (gh#528/gh#590). `0` opts out.
3896 fn user_primal_noise_floor_kappa(&self) -> Number {
3897 self.options
3898 .get_numeric_value("primal_noise_floor_kappa", "")
3899 .ok()
3900 .and_then(|(v, f)| f.then_some(v))
3901 .unwrap_or(64.0)
3902 }
3903
3904 /// Emit the Ipopt-style problem-statistics block (#206) from the
3905 /// engine's own reduced problem, gated on `console_output`
3906 /// (print_level >= 1). Shared by the IPM (`optimize_tnlp`) and SQP
3907 /// (`optimize_sqp_tnlp`) entry points so every algorithm and every
3908 /// frontend (CLI, Python, C) gets the identical block. Built from the
3909 /// same `collect_stats` inputs the CLI used, so the output is
3910 /// byte-identical to the historical CLI block.
3911 fn emit_problem_stats(&self, tnlp: &Rc<RefCell<dyn TNLP>>, console_output: bool) {
3912 if !console_output {
3913 return;
3914 }
3915 let (lo_inf, up_inf, fixed_treatment) = self.adapter_options();
3916 if let Some(stats) =
3917 pounce_solve_report::console::collect_stats(tnlp, lo_inf, up_inf, fixed_treatment)
3918 {
3919 // A retry re-enters here with the same problem. Reprinting the
3920 // block verbatim is what made a retried run look like it had
3921 // printed its whole report twice for no reason, so say what is
3922 // actually happening instead: a new attempt on an unchanged
3923 // problem. One line, in place of seventeen that carry no
3924 // information the reader does not already have.
3925 //
3926 // The attempt is announced rather than merely suppressed because
3927 // the iteration table below it restarts at iteration 0 either way.
3928 // Silence would leave that table appearing from nowhere — trading
3929 // a confusing duplicate for a confusing gap.
3930 let mut memo = self.last_printed_problem_stats.borrow_mut();
3931 if memo.as_ref() == Some(&stats) {
3932 // Silent under an outside retry driver, which narrates its own
3933 // attempts in more detail than this line could ("pounce:
3934 // second opinion — re-solving with feral_scaling=mc64…").
3935 // Printing both would be two announcements of one event.
3936 if !self.in_retry_sequence.get() {
3937 println!("Re-solving the same problem (a further attempt follows).");
3938 println!();
3939 }
3940 } else {
3941 pounce_solve_report::console::print_problem_stats(&stats);
3942 *memo = Some(stats);
3943 }
3944 }
3945 }
3946
3947 /// Drain the NLP's per-eval counters into the shared `SolveStatistics`
3948 /// and emit the Ipopt-style end-of-run summary (#206). Shared by both
3949 /// solve paths. The counts are read from the NLP AFTER the solve (so the
3950 /// final solution evaluation is included, matching the historical count)
3951 /// and written into `SolveStatistics` so the post-solve API accessors
3952 /// (`info["n_obj_evals"]`, …) report them even when the console is
3953 /// silent. c/d (and jac_c/jac_d) are per-subsystem, so the max recovers
3954 /// the eval_g / eval_jac_g call count. The console summary itself is
3955 /// gated on `console_output` (print_level >= 1).
3956 fn emit_end_summary(
3957 &self,
3958 app_status: ApplicationReturnStatus,
3959 nlp: &Rc<RefCell<dyn IpoptNlp>>,
3960 console_output: bool,
3961 ) {
3962 {
3963 let ec = nlp.borrow().eval_counts();
3964 let mut stats = self.statistics.borrow_mut();
3965 stats.num_obj_evals = ec[0];
3966 stats.num_obj_grad_evals = ec[1];
3967 stats.num_constr_evals = ec[2].max(ec[3]);
3968 stats.num_constr_jac_evals = ec[4].max(ec[5]);
3969 stats.num_hess_evals = ec[6];
3970 }
3971 if !console_output {
3972 return;
3973 }
3974 let stats = self.statistics.borrow();
3975 let counts = pounce_solve_report::console::EvalCounts {
3976 n_obj: stats.num_obj_evals as u64,
3977 n_grad_f: stats.num_obj_grad_evals as u64,
3978 n_g: stats.num_constr_evals as u64,
3979 n_jac_g: stats.num_constr_jac_evals as u64,
3980 n_h: stats.num_hess_evals as u64,
3981 };
3982 // gh#987: no widening at `bound_relax_factor = 0`, so the console's
3983 // "before the bound_relax_factor widening" line has nothing to report.
3984 let widening_applied = self
3985 .options
3986 .get_numeric_value("bound_relax_factor", "")
3987 .map(|(v, _)| v > 0.0)
3988 .unwrap_or(true);
3989 pounce_solve_report::console::print_summary_with_widening(
3990 app_status,
3991 &stats,
3992 &counts,
3993 widening_applied,
3994 );
3995 // The verdict belongs to the run, not to the attempt. Held back while
3996 // any retry driver is managing attempts; that driver prints it once,
3997 // with the status it actually returns.
3998 if self.end_verdict_deferrals.get() == 0 {
3999 pounce_solve_report::console::print_exit_verdict(app_status);
4000 }
4001 }
4002
4003 /// Build a *copy* of the algorithm builder configured per the
4004 /// current options. The SQP path uses this so it gets a
4005 /// fresh builder without mutating the application's state.
4006 /// Read the `crossover*` option family into a [`CrossoverOptions`].
4007 fn crossover_options(&self) -> crate::crossover::CrossoverOptions {
4008 let mut o = crate::crossover::CrossoverOptions::default();
4009 if let Ok((v, true)) = self.options.get_bool_value("crossover", "") {
4010 o.enabled = v;
4011 }
4012 if let Ok((v, true)) = self.options.get_integer_value("crossover_max_iter", "") {
4013 o.max_iter = v.max(0) as u32;
4014 }
4015 if let Ok((v, true)) = self.options.get_numeric_value("crossover_mult_tol", "") {
4016 o.mult_tol = v;
4017 }
4018 if let Ok((v, true)) = self.options.get_numeric_value("crossover_primal_tol", "") {
4019 o.primal_tol = v;
4020 }
4021 o
4022 }
4023
4024 /// Post-convergence crossover (gh#612): hand the converged interior
4025 /// iterate to the active-set path so the solve ends on an exact active
4026 /// set. See [`crate::crossover`] for the algorithm.
4027 ///
4028 /// On acceptance this **replaces `data.curr`** rather than reporting
4029 /// alongside it. Everything downstream — the residual drain, the KKT
4030 /// fidelity gate, `on_converged`, `finalize_via_orig_nlp`, the end
4031 /// summary — already reads that one iterate, so replacing it is what
4032 /// makes the crossed-over point the solution instead of an annotation on
4033 /// it, and it does so without a second copy of the unscaling path.
4034 ///
4035 /// A no-op unless `crossover=yes` and the solve converged: an
4036 /// unconverged interior point is not a KKT point, so there is no active
4037 /// set at it worth identifying.
4038 fn maybe_crossover(
4039 &mut self,
4040 alg: &mut IpoptAlgorithm,
4041 nlp_handle: &Rc<RefCell<dyn IpoptNlp>>,
4042 solver_status: SolverReturn,
4043 ) {
4044 self.crossover_report = None;
4045 // Cleared on every entry, alongside the report, so the flag
4046 // describes this solve and not a previous one — the same reason
4047 // `crossover_report` is reset here rather than only written on
4048 // the accept path.
4049 alg.data.borrow_mut().curr_from_crossover = false;
4050 let xopts = self.crossover_options();
4051 if !xopts.enabled {
4052 return;
4053 }
4054 if !matches!(
4055 solver_status,
4056 SolverReturn::Success | SolverReturn::StopAtAcceptablePoint
4057 ) {
4058 return;
4059 }
4060 let Some(curr) = alg.data.borrow().curr.clone() else {
4061 return;
4062 };
4063
4064 // Seed, in the algorithm's compressed / scaled space. The SQP
4065 // adapter presents that same space, so nothing is translated here
4066 // beyond repacking the bound duals: `λ_x = z_l − z_u`.
4067 let seed = crate::crossover::CrossoverSeed {
4068 x: dense_values(&*curr.x),
4069 lambda_g: {
4070 let mut v = dense_values(&*curr.y_c);
4071 v.extend(dense_values(&*curr.y_d));
4072 v
4073 },
4074 lambda_x: crate::sqp::ipopt_adapter::pack_bound_multipliers(
4075 nlp_handle,
4076 &dense_values(&*curr.z_l),
4077 &dense_values(&*curr.z_u),
4078 ),
4079 };
4080
4081 let snapshot = self.algorithm_builder_snapshot();
4082 let sqp_opts = snapshot.sqp.clone();
4083 let qp_opts = snapshot.sqp_qp.clone();
4084 // Declared bounds, not the live relaxed ones: crossover's whole claim
4085 // is that the returned point sits *on* the constraints the user
4086 // wrote. Against the `bound_relax_factor`-widened box it would pivot
4087 // to a point `1e-8` shy of every one of them and then correctly
4088 // report an empty active set.
4089 let mut adapter =
4090 crate::sqp::IpoptNlpAdapter::new_with_declared_bounds(Rc::clone(nlp_handle));
4091 let (report, accepted) = crate::crossover::run(
4092 &mut adapter,
4093 &seed,
4094 &xopts,
4095 &sqp_opts,
4096 &qp_opts,
4097 || {
4098 let mut f = self.make_backend_factory();
4099 // `make_backend_factory` ships the workspace-default
4100 // backend regardless of the choice passed, exactly as the
4101 // SQP path's `build_sqp_with_backend` call does; naming
4102 // `Feral` here keeps that visible rather than implicit.
4103 f(crate::alg_builder::LinearSolverChoice::Feral)
4104 },
4105 |step4_opts| {
4106 let mut b = self.algorithm_builder_snapshot();
4107 b.algorithm = crate::alg_builder::AlgorithmChoice::ActiveSetSqp;
4108 b.sqp = step4_opts;
4109 b.build_sqp_with_backend(self.make_backend_factory())
4110 },
4111 );
4112
4113 if let Some(res) = accepted {
4114 self.install_crossover_iterate(alg, nlp_handle, &curr, &res);
4115 // Publish the identified set as the SQP warm-start output. This
4116 // is the IPM → SQP handoff the active-set path never had: a
4117 // sequence whose first solve wants the interior method can now
4118 // feed the next `algorithm=active-set-sqp` solve a working set.
4119 self.sqp_last_working_set = res
4120 .working_set
4121 .clone()
4122 .map(|ws| self.working_set_to_user(&*nlp_handle.borrow(), ws));
4123 }
4124 tracing::debug!(target: "pounce::crossover", "crossover: {report:?}");
4125 self.crossover_report = Some(report);
4126 }
4127
4128 /// Write an accepted crossover result back onto the IPM iterate.
4129 ///
4130 /// All eight components have to move together: leaving `s`, `v_l` or
4131 /// `v_u` describing the interior point while `x` and the duals describe
4132 /// the crossed-over one would make the calculated quantities read off an
4133 /// iterate that never existed, and the residuals reported to the user
4134 /// would be neither point's. The slack relations are the barrier
4135 /// problem's own — `s = d(x)` and `v_l − v_u = −y_d`.
4136 fn install_crossover_iterate(
4137 &self,
4138 alg: &mut IpoptAlgorithm,
4139 nlp_handle: &Rc<RefCell<dyn IpoptNlp>>,
4140 curr: &crate::iterates_vector::IteratesVector,
4141 res: &crate::sqp::SqpResult,
4142 ) {
4143 let (m_c, m_d) = {
4144 let b = nlp_handle.borrow();
4145 (b.m_eq() as usize, b.m_ineq() as usize)
4146 };
4147 let y_c = &res.lambda_g[..m_c];
4148 let y_d = &res.lambda_g[m_c..];
4149 // `s = d(x)`: the adapter's combined constraint vector is `[c ; d]`,
4150 // so the inequality block is its tail.
4151 let mut adapter = crate::sqp::IpoptNlpAdapter::new(Rc::clone(nlp_handle));
4152 let c_all = crate::sqp::SqpProblemSpec::eval_c(&mut adapter, &res.x);
4153 let s_new = &c_all[m_c..];
4154 debug_assert_eq!(s_new.len(), m_d);
4155 let (z_l, z_u) =
4156 crate::sqp::ipopt_adapter::split_bound_multipliers(nlp_handle, &res.lambda_x);
4157 let (v_l, v_u) = crate::sqp::ipopt_adapter::split_slack_multipliers(nlp_handle, y_d);
4158
4159 let mut out = curr.deep_copy();
4160 let ok = set_dense(&mut *out.x, &res.x)
4161 && set_dense(&mut *out.s, s_new)
4162 && set_dense(&mut *out.y_c, y_c)
4163 && set_dense(&mut *out.y_d, y_d)
4164 && set_dense(&mut *out.z_l, &z_l)
4165 && set_dense(&mut *out.z_u, &z_u)
4166 && set_dense(&mut *out.v_l, &v_l)
4167 && set_dense(&mut *out.v_u, &v_u);
4168 if !ok {
4169 // A non-dense backing or a length mismatch. POUNCE is dense-only,
4170 // so this is defensive — but a partially-written iterate is worse
4171 // than no crossover at all, so bail without touching `curr`.
4172 tracing::warn!(
4173 target: "pounce::crossover",
4174 "crossover result did not fit the iterate; keeping the interior point"
4175 );
4176 return;
4177 }
4178 let mut d = alg.data.borrow_mut();
4179 d.set_curr(out.freeze());
4180 // Mark which frame the installed iterate belongs to. It sits on the
4181 // *declared* bounds, and every barrier quantity built off `curr` —
4182 // slacks, and through them `Σ = z/s` — is measured against the
4183 // `bound_relax_factor`-widened ones, so a consumer that wants the
4184 // point's own geometry rather than the barrier's has to know this
4185 // happened (gh#654). Set only on the path that actually replaced
4186 // `curr`: a declined or abandoned crossover leaves the interior
4187 // iterate, which is an interior-frame point.
4188 d.curr_from_crossover = true;
4189 }
4190
4191 fn algorithm_builder_snapshot(&self) -> AlgorithmBuilder {
4192 let mut builder = AlgorithmBuilder {
4193 quality_escalation_counter: Some(Rc::clone(&self.quality_escalations)),
4194 ..AlgorithmBuilder::default()
4195 };
4196 apply_sqp_options(&self.options, &mut builder.sqp);
4197 apply_qp_subproblem_options(&self.options, &mut builder.sqp_qp);
4198 builder
4199 }
4200
4201 /// Refuse an explicitly set `ma57_pivtolmax` that sits below
4202 /// `ma57_pivtol`, at either option prefix.
4203 ///
4204 /// Upstream's `Ma57TSolverInterface::InitializeImpl` asserts
4205 /// `pivtolmax >= pivtol` and raises `OPTION_INVALID`, but only when
4206 /// the user set `ma57_pivtolmax` explicitly; left unset, the
4207 /// registered default is lifted to `ma57_pivtol` instead. Both
4208 /// halves are mirrored — the lifting in
4209 /// `pounce_hsl::ma57::Options::from_options_list`, the refusal here.
4210 ///
4211 /// Checked at **both** prefixes because the restoration sub-IPM
4212 /// configures its own MA57 backend from `"resto."`-scoped options
4213 /// (gh#825), so `resto.ma57_pivtolmax` can contradict
4214 /// `resto.ma57_pivtol` without the un-prefixed pair being wrong.
4215 ///
4216 /// Deliberately **not** gated on the `ma57` cargo feature or on
4217 /// `linear_solver` resolving to MA57. It is a consistency check on
4218 /// two numbers the user wrote, needs no HSL to perform, and a
4219 /// verdict that changed with a build flag would be worse than a
4220 /// consistent one — it would also be untestable in CI, which cannot
4221 /// link CoinHSL. Only an *explicitly set* `ma57_pivtolmax` can
4222 /// trigger it, so an options file that never mentions the option is
4223 /// unaffected.
4224 fn ma57_pivtol_bracket_refusal(&self) -> Option<String> {
4225 for prefix in ["", "resto."] {
4226 // `(_, true)` is the explicitly-set arm; an unset option
4227 // reports the registry default with `false` and is the
4228 // branch upstream lifts rather than refuses.
4229 let Ok((pivtolmax, true)) = self.options.get_numeric_value("ma57_pivtolmax", prefix)
4230 else {
4231 continue;
4232 };
4233 let pivtol = self
4234 .options
4235 .get_numeric_value("ma57_pivtol", prefix)
4236 .map(|(v, _)| v)
4237 .unwrap_or(1e-8);
4238 if pivtolmax < pivtol {
4239 return Some(format!(
4240 "pounce: {prefix}ma57_pivtolmax ({pivtolmax:e}) is below \
4241 {prefix}ma57_pivtol ({pivtol:e}). ma57_pivtolmax is the ceiling MA57 \
4242 may raise the pivot tolerance to when it escalates for accuracy, so it \
4243 cannot sit below the tolerance it starts from. Raise \
4244 {prefix}ma57_pivtolmax to at least {pivtol:e}, or lower \
4245 {prefix}ma57_pivtol."
4246 ));
4247 }
4248 }
4249 None
4250 }
4251
4252 /// Build a linear-solver factory from the application's current options,
4253 /// for the paths that do not go through `optimize_constrained`'s own
4254 /// factory plumbing — the active-set SQP driver and the post-convergence
4255 /// crossover.
4256 ///
4257 /// This used to ignore its `choice` argument and return
4258 /// `FeralSolverInterface::new()`: a default-configured FERAL, whatever the
4259 /// caller asked for. Three things were silently dropped on every SQP
4260 /// solve. `linear_solver=ma57` ran FERAL while the banner said
4261 /// `MA57 (HSL)`, so an MA57-vs-FERAL comparison on this path measured
4262 /// nothing — the same defect as gh#825, one path over. Every `feral_*`
4263 /// option (`feral_refine`, `feral_ordering`, `feral_scaling`,
4264 /// `feral_increase_quality`, …) was accepted and discarded. And
4265 /// `set_external_ordering` — whose whole purpose is to inject an ordering
4266 /// a generic algorithm cannot derive — reached the IPM and not this arm.
4267 ///
4268 /// Reads the same two snapshots and calls the same constructor the IPM
4269 /// path does, so there is one answer to "what does `linear_solver` mean"
4270 /// rather than one per algorithm.
4271 fn make_backend_factory(&self) -> LinearBackendFactory {
4272 // `RefineCarveOut::None`: this arm does not refine the unreduced system
4273 // itself, so the backend loop is the only refinement in the stack and
4274 // the interior-point carve-out's premise is false here. See
4275 // `feral_config_from_options_scoped` for the measurement.
4276 let mut feral_cfg = feral_config_from_options_scoped(&self.options, RefineCarveOut::None);
4277 // Same override, and for the same reason, as the IPM path: the
4278 // external permutation carries a vector, which no string option can
4279 // express, so it arrives through the side-channel field instead.
4280 if let Some(perm) = &self.external_ordering {
4281 feral_cfg.ordering = pounce_feral::OrderingMethod::External(perm.clone());
4282 }
4283 let ma57_cfg = ma57_config_from_options(&self.options, "");
4284 default_backend_factory_with_sink(
4285 feral_cfg,
4286 ma57_cfg,
4287 Arc::clone(&self.linsol_summary_sink),
4288 )
4289 }
4290
4291 /// Phase 3.5 auto-fallback driver.
4292 ///
4293 /// Runs the standard solve (no wrapper) first. If it ends in a
4294 /// trigger-class status (`Restoration_Failed`, `Infeasible_Problem_Detected`,
4295 /// `Solved_To_Acceptable_Level`, `Maximum_Iterations_Exceeded`, or
4296 /// `Not_Enough_Degrees_Of_Freedom`), retries transparently with
4297 /// the ℓ₁ wrapper enabled. Promotes the retry's status only if
4298 /// it returns `Solve_Succeeded`; otherwise returns the original
4299 /// status.
4300 ///
4301 /// Caveat: the user TNLP's `finalize_solution` runs once per
4302 /// attempt. When the retry doesn't promote, the user's captured
4303 /// fields hold the retry's iterate (the ℓ₁-best least-infeasible
4304 /// point) even though the returned status is the original's.
4305 /// Documented on the option's help text; tightening this is a
4306 /// Phase-4 follow-up.
4307 fn run_with_l1_fallback(&mut self, tnlp: Rc<RefCell<dyn TNLP>>) -> ApplicationReturnStatus {
4308 // First attempt: the standard IPM solve, no ℓ₁ wrapper. Only
4309 // reached for `m > 0`, so `optimize_constrained` is exact.
4310 let first_status = self.optimize_constrained(Rc::clone(&tnlp));
4311 if !is_l1_fallback_trigger(first_status) {
4312 return first_status;
4313 }
4314 // gh#987 item 6: the plain attempt's iterations are part of what this
4315 // call spent, and the retry's `optimize_constrained` resets them.
4316 let first_attempt = self.statistics.borrow().clone();
4317 // Trigger fired. Flip the wrapper option for the retry and
4318 // restore it after — keeps the user's option-table view of the
4319 // session exactly as they left it.
4320 let prev = self
4321 .options
4322 .get_string_value("l1_exact_penalty_barrier", "")
4323 .ok();
4324 let _ = self
4325 .options
4326 .set_string_value("l1_exact_penalty_barrier", "yes", true, false);
4327 let retry_status = self
4328 .run_l1_penalty_outer_loop(Rc::clone(&tnlp))
4329 .unwrap_or(ApplicationReturnStatus::InternalError);
4330 let _ = self.options.set_string_value(
4331 "l1_exact_penalty_barrier",
4332 prev.as_ref().map(|(v, _)| v.as_str()).unwrap_or("no"),
4333 true,
4334 false,
4335 );
4336 // Fold the plain attempt in ahead of the retry's passes. A retry that
4337 // never ran a pass (wrapper construction declined) leaves the plain
4338 // attempt's own statistics standing untouched.
4339 {
4340 let mut st = self.statistics.borrow_mut();
4341 if !st.passes.is_empty() {
4342 let mut head = MultiPassTotals::default();
4343 head.push_pass(&first_attempt, None, first_status);
4344 let shift = head.rows.len();
4345 let mut passes = head.passes;
4346 passes.extend(st.passes.iter().cloned().map(|mut p| {
4347 p.first_row += shift;
4348 p
4349 }));
4350 let mut rows = head.rows;
4351 rows.append(&mut st.iterations);
4352 st.iterations = rows;
4353 st.iteration_count += first_attempt.iteration_count;
4354 st.num_obj_evals += first_attempt.num_obj_evals;
4355 st.num_constr_evals += first_attempt.num_constr_evals;
4356 st.num_obj_grad_evals += first_attempt.num_obj_grad_evals;
4357 st.num_constr_jac_evals += first_attempt.num_constr_jac_evals;
4358 st.num_hess_evals += first_attempt.num_hess_evals;
4359 st.restoration_calls += first_attempt.restoration_calls;
4360 st.restoration_inner_iters += first_attempt.restoration_inner_iters;
4361 st.restoration_outer_iters += first_attempt.restoration_outer_iters;
4362 st.passes = passes;
4363 }
4364 }
4365 if matches!(retry_status, ApplicationReturnStatus::SolveSucceeded) {
4366 retry_status
4367 } else {
4368 first_status
4369 }
4370 }
4371
4372 /// μ-strategy auto-fallback driver (pounce#138).
4373 ///
4374 /// Runs the standard solve first. If it stalls short of optimal in a
4375 /// way a μ-strategy flip can plausibly fix — `Solved_To_Acceptable_Level`
4376 /// or `Maximum_Iterations_Exceeded`, the two signatures seen on the
4377 /// princetonlib instances where the dual infeasibility parks above
4378 /// `tol` while constraint violation and complementarity are already
4379 /// deeply converged — it flips `mu_strategy` (adaptive↔monotone) and
4380 /// solves once more. The retry's status is promoted only if it returns
4381 /// `Solve_Succeeded`; otherwise the original status is returned.
4382 ///
4383 /// (maxcut/price stall at acceptable-level under adaptive; fermat2_vareps
4384 /// stalls at `max_iter` — hence both triggers. flosp2tm is μ-independent
4385 /// and correctly does not promote.)
4386 ///
4387 /// The flip direction is taken from the strategy the option table
4388 /// actually resolves to (`effective_mu_strategy_is_adaptive`):
4389 /// `adaptive` → `monotone`, otherwise → `adaptive`. Absence is not
4390 /// the same as `monotone` — under a limited-memory Hessian an unset
4391 /// `mu_strategy` resolves to `adaptive` (gh#746), and flipping the
4392 /// *registered* default there would re-run the strategy that just
4393 /// stalled. The option table is restored to the resolved view
4394 /// afterward.
4395 ///
4396 /// Caveat (shared with the ℓ₁ fallback): the user TNLP's
4397 /// `finalize_solution` runs once per attempt, so when the retry
4398 /// doesn't promote the captured fields hold the retry's iterate.
4399 fn run_with_mu_strategy_fallback(
4400 &mut self,
4401 tnlp: Rc<RefCell<dyn TNLP>>,
4402 ) -> ApplicationReturnStatus {
4403 let first_status = self.optimize_constrained(Rc::clone(&tnlp));
4404 // Which statuses are worth a second solve depends on who asked
4405 // for the retry (pounce#748).
4406 //
4407 // An explicit `mu_strategy_fallback=yes` keeps the historical
4408 // pair: the caller opted in and can afford the second solve.
4409 //
4410 // The *default*-on retry takes `Maximum_Iterations_Exceeded`
4411 // unconditionally, and `Solved_To_Acceptable_Level` only when
4412 // the caller left the convergence configuration alone
4413 // (gh #757). pounce#748 refused the latter status outright, for
4414 // three reasons; two of them are properties of a *caller-
4415 // modified* configuration, not of the status. It launders
4416 // downgrades the caller induced deliberately -- a tight
4417 // `kkt_fidelity_tol`, a certificate veto, `least_square_init_
4418 // primal` -- so the signal the option exists to produce never
4419 // reaches them. And because the retry returns the other run's
4420 // *point*, not just its status, it can hand back a different
4421 // local solution: on `autocorr_bern55-06` with the
4422 // dual-divergence guard on it swaps -2304.0000278 for
4423 // -2320.0000298 (crates/pounce-cli/tests/
4424 // issue_250_dual_guard_never_worse.rs). Both cases -- and all
4425 // five test targets the wide trigger broke -- arm a
4426 // non-default option from `TERMINATION_POLICY_OPTIONS`, so
4427 // deferring to that set preserves every one of them while
4428 // leaving a stock-options stall retryable. The third reason,
4429 // cost, stands and is the price: one extra solve on a run that
4430 // reached only the acceptable tolerance, paid to try for the
4431 // certificate. `cho_parmest` is the motivating case -- monotone
4432 // parks `inf_du` on a ~1e-6 evaluation-noise floor and misses
4433 // `tol` by 5%, taking six null steps of 1e-12 at `mu_min`,
4434 // while adaptive certifies it in 20 iterations.
4435 //
4436 // `dirichlet120`, the case that motivated turning the retry on,
4437 // stalls at `Maximum_Iterations_Exceeded`, so it is recovered
4438 // either way.
4439 let retry_worthy = match first_status {
4440 ApplicationReturnStatus::MaximumIterationsExceeded => true,
4441 ApplicationReturnStatus::SolvedToAcceptableLevel => {
4442 self.mu_strategy_fallback_was_set() || !self.caller_set_termination_policy()
4443 }
4444 _ => false,
4445 };
4446 if !retry_worthy {
4447 return first_status;
4448 }
4449 // gh#857: decline the flip when the solve that just failed escalated
4450 // the factorization and an escalation-off re-solve is enabled.
4451 //
4452 // The mu flip is a *blind* second opinion: it changes the barrier
4453 // schedule and hopes. A `feral_increase_quality` escalation is a
4454 // *measured* fact about the run that just failed -- FERAL reroutes
4455 // which pivots are taken and never steps back down, so every
4456 // iteration after the first escalation, restoration sub-solves
4457 // included, ran on a trajectory the defaults do not describe. Flipping
4458 // `mu_strategy` while leaving that in place is not a controlled
4459 // experiment: it varies the knob that is not implicated and holds the
4460 // one that is.
4461 //
4462 // It is not free either. On `square_flowsheet_resto`'s lbfgs leg the
4463 // flip escalates 25 times all over again, burns a second full
4464 // 3000-iteration budget, and ends no better than the first -- after
4465 // which rung 4 of the second-opinion ladder converges the model in 178
4466 // with the escalation off. That is 6178 real iterations to reach an
4467 // answer that 3178 reach without the flip, and the flip contributes
4468 // nothing to it. Measured both ways: `mu_strategy=adaptive` alone
4469 // still gives 3000 with 25 escalations, and `feral_increase_quality=no`
4470 // gives 178 under *either* mu strategy.
4471 //
4472 // Why decline rather than fold the escalation off into this retry: the
4473 // backend factory is minted from an options snapshot taken by the
4474 // caller *before* `solve()`, so writing `feral_increase_quality` here
4475 // is too late to reach the retry's linear solver. `mu_strategy` is read
4476 // per-solve from the option table and is not; that asymmetry is why
4477 // this layer can only choose whether to spend the solve, not what to
4478 // spend it on.
4479 //
4480 // Restricted to `Maximum_Iterations_Exceeded`, which is exactly the
4481 // status rung 4 opens on. A `Solved_To_Acceptable_Level` exit opens no
4482 // escalation rung, so declining there would drop a retry with nothing
4483 // in its place. Gated on `feral_increase_quality_retry`, so setting
4484 // that option to `no` restores the historical behaviour on both sides
4485 // at once: no rung 4, and no decline here.
4486 //
4487 // The one place the stand-down is not paired with the rung is the
4488 // multi-start paths (`solve_nlp_batch`, the CLI's `minima` search),
4489 // which deliberately do not drive the ladder -- a failed start there is
4490 // routine and extra solves per start multiply. Those paths lose the
4491 // flip on an escalating budget exit and gain nothing back, which is the
4492 // one behaviour change here that is not a strict improvement. It is the
4493 // same trade they already take on every other rung, and for the same
4494 // reason: an escalating capped start is one of many, and doubling its
4495 // cost to re-run the trajectory the escalation governs is the worse end
4496 // of it.
4497 if matches!(
4498 first_status,
4499 ApplicationReturnStatus::MaximumIterationsExceeded
4500 ) && self.quality_escalations.get() >= 1
4501 && self
4502 .options
4503 .get_bool_value("feral_increase_quality_retry", "")
4504 .map(|(v, _found)| v)
4505 .unwrap_or(true)
4506 && self
4507 .options
4508 .get_bool_value("feral_increase_quality", "")
4509 .map(|(v, _found)| v)
4510 .unwrap_or(true)
4511 {
4512 return first_status;
4513 }
4514 // Flip the strategy for one retry. The parser maps "adaptive" →
4515 // Adaptive and every other value (incl. unset) → Monotone, so the
4516 // opposite of an explicit "adaptive" is "monotone" and the
4517 // opposite of anything else is "adaptive".
4518 let prev = self.options.get_string_value("mu_strategy", "").ok();
4519 let was_adaptive = self.effective_mu_strategy_is_adaptive();
4520 let flipped = if was_adaptive { "monotone" } else { "adaptive" };
4521 // Unwind cover only: the normal-path restore below writes the
4522 // resolved value back as caller-set, deliberately, and the scope must
4523 // not change that. A panic in the retry used to leave the flipped
4524 // strategy in the option table of an application `ffi_guard` keeps.
4525 let mut scope = RetryOptionScope::enter(self, &["mu_strategy"], true);
4526 let _ = scope
4527 .options
4528 .set_string_value("mu_strategy", flipped, true, false);
4529 // Floor the *answer*, not just the status (pounce#870).
4530 //
4531 // The promote-only-on-`Solve_Succeeded` rule below has always floored
4532 // the status. It did not floor the point, and the point is what the
4533 // caller consumes: `optimize_constrained` calls the user TNLP's
4534 // `finalize_solution` once per attempt, so a retry that fails to
4535 // promote still overwrites the answer with its own iterate, and the
4536 // statistics with its own residuals. The result is a status describing
4537 // one attempt attached to a point from another.
4538 //
4539 // Measured on a random corpus of 1200 nonconvex models, 20 of them
4540 // (1.7%) returned a materially worse point under an unchanged status,
4541 // the worst flipping sign: a `Maximum_Iterations_Exceeded` exit went
4542 // from -2.38e7 to +7.89e7, and a `Solved_To_Acceptable_Level` one from
4543 // -3.83e7 to +3.41e5 while its reported `final_kkt_error` rose to
4544 // 2.85e-4 — 285x the `acceptable_tol` its own status names, so the
4545 // report contradicted itself. The known example on record understated
4546 // it by three orders: `autocorr_bern55-06` swapping -2304.0000278 for
4547 // -2320.0000298 is the same defect at 0.07%.
4548 //
4549 // This is the floor idiom the rest of the codebase already uses for a
4550 // bet it might lose — `honour_neg_curv_floor` (gh#797),
4551 // `honour_decline_floor` (gh#534), `honour_best_acceptable_after_dual_
4552 // guard` — applied to the one bet that was only half-floored.
4553 //
4554 // Not extended to `run_with_l1_fallback`, which carries the same
4555 // caveat in its doc comment but is NOT the same call: its retry
4556 // deliberately reports the l1-best least-infeasible point, which the
4557 // option help calls informative in its own right. Changing that needs
4558 // its own measurement.
4559 let solution_floor = scope.last_finalize.borrow().clone();
4560 let certificate_floor = SolutionCertificate::of(&scope.statistics.borrow());
4561 let trace_floor = *scope.last_iter_stats.borrow();
4562 let retry_status = scope.optimize_constrained(Rc::clone(&tnlp));
4563 // Restore the user's original option-table view.
4564 let _ = scope.options.set_string_value(
4565 "mu_strategy",
4566 prev.as_ref()
4567 .filter(|(_, found)| *found)
4568 .map(|(v, _)| v.as_str())
4569 .unwrap_or(if was_adaptive { "adaptive" } else { "monotone" }),
4570 true,
4571 false,
4572 );
4573 drop(scope);
4574 if matches!(retry_status, ApplicationReturnStatus::SolveSucceeded) {
4575 return retry_status;
4576 }
4577 // The bet lost. Put the first attempt's answer back, so the point and
4578 // the statistics describe the same solve the returned status does.
4579 //
4580 // `finalize_solution` therefore runs once more than the number of
4581 // attempts on this path. That is deliberate, and is the cheaper of the
4582 // two corrections: withholding the retry's `finalize_solution` until it
4583 // is known to promote would deprive a caller that watches the callback
4584 // of the retry's progress, and buys nothing, since the retry's payload
4585 // is discarded either way.
4586 if let Some(floor) = solution_floor {
4587 tracing::debug!(target: "pounce::algorithm",
4588 "[POUNCE] the mu_strategy_fallback retry did not promote \
4589 ({:?} is not Solve_Succeeded); restoring the first attempt's \
4590 solution and statistics alongside its status (pounce#870).",
4591 retry_status);
4592 floor.replay(&tnlp);
4593 self.answer_restored_from_floor.set(true);
4594 certificate_floor.restore_into(&mut self.statistics.borrow_mut());
4595 // Third sink: the per-iteration trace. Consumers accumulate that
4596 // themselves from `intermediate_callback` — the CasADi plugin
4597 // pushes into its own vectors and clears once per `nlpsol` call —
4598 // so POUNCE cannot rewind it, and both attempts concatenate into
4599 // one trace. Restoring the certificate without touching the trace
4600 // leaves the reported numbers describing attempt 1 while the trace
4601 // ends on the retry, which breaks the invariant
4602 // `casadi/test_parity.py` states outright: "The final numbers and
4603 // the end of the trace are the same quantities, and must not come
4604 // from two different places."
4605 //
4606 // Re-emitting the winning attempt's final row restores it. It is
4607 // the trace analogue of `FinalizeSnapshot::replay` above, and it
4608 // makes the property hold by construction rather than by hoping a
4609 // consumer resets on an attempt boundary — nothing in the callback
4610 // contract marks one, and gh#634 is what happens when a consumer
4611 // has to guess the scope of a trace.
4612 //
4613 // The row is a real iterate that was already sent once, not a
4614 // synthesized one, so a trace still contains only points the solver
4615 // actually visited.
4616 if let Some(stats) = trace_floor {
4617 let _ = tnlp.borrow_mut().intermediate_callback(
4618 stats,
4619 &TnlpIpoptData::default(),
4620 &TnlpIpoptCq::default(),
4621 );
4622 }
4623 }
4624 first_status
4625 }
4626
4627 /// Is the gh#884 biactive dual-divergence retry enabled? Default
4628 /// `yes`; `dual_divergence_retry=no` is the kill switch, and
4629 /// restores the pre-gh#884 behaviour outright (no detector cost, no
4630 /// second solve, and the base attempt's verdict returned unchanged).
4631 fn is_dual_divergence_retry_enabled(&self) -> bool {
4632 self.options
4633 .get_bool_value("dual_divergence_retry", "")
4634 .map(|(v, _found)| v)
4635 .unwrap_or(true)
4636 }
4637
4638 /// gh#884: throw the iterate away and solve again from scratch with
4639 /// `perturb_always_cd` on, when the base solve settled its primal
4640 /// while its multipliers ran away.
4641 ///
4642 /// # The defect
4643 ///
4644 /// On an MPCC lowered through an exact complementarity product
4645 /// `G·H = 0`, a pair that is **biactive** at the solution — both
4646 /// `G` and `H` zero — leaves that row's gradient
4647 /// `H∇G + G∇H` identically zero. The row is still there, so its
4648 /// multiplier is *arbitrary* rather than nonexistent, and the IPM
4649 /// drives it to infinity while the primal iterate sits on the
4650 /// answer. Because the convergence verdict is reached on an
4651 /// `s_d`-normalised aggregate and `s_d` grows with the mean
4652 /// multiplier magnitude, the aggregate reads clean: MacMPEC's
4653 /// `qpec_small` under `ncp_eq`/`prod_eq` reported
4654 /// `Solved_To_Acceptable_Level` at an *unscaled* dual infeasibility
4655 /// of `7.9e+04`.
4656 ///
4657 /// # Why a retry rather than a gate
4658 ///
4659 /// Four other shapes of fix were measured and rejected — a Hessian
4660 /// sparsity hypothesis, engaging `delta_c` *in flight*, flipping
4661 /// `perturb_always_cd` on globally, and putting a dual ceiling on
4662 /// the acceptable-level gate. `dev-notes/mpcc-biactive-dual-
4663 /// divergence.md` records all four with numbers. The short version:
4664 /// by the time the runaway is visible this iterate is unrecoverable,
4665 /// so the only action left is to *stop using it*; and the remedy
4666 /// that works — `perturb_always_cd=yes` — is measured to return a
4667 /// wrong answer reported as success on `ralph1`
4668 /// (`Solve_Succeeded` at `f = -2.71e-5`, below `f* = 0`), so it
4669 /// cannot be turned on for everyone.
4670 ///
4671 /// **The detector is therefore the entire safety barrier**, and the
4672 /// promotion gate below is the second one. `ralph1` is exactly the
4673 /// model the detector must not fire on, and
4674 /// `IpoptAlgorithm`'s scale-relative step floor is what keeps it
4675 /// from doing so: `qpec_small` settles to `4.3e-8` while `ralph1`
4676 /// bottoms out at `7.2e-3`, five orders apart.
4677 ///
4678 /// # The gate
4679 ///
4680 /// The retry's verdict replaces the base one only when **all** of:
4681 ///
4682 /// 1. the base attempt saw the signature (a converged primal, a step
4683 /// at zero, and an unscaled `‖∇L‖∞` far above `dual_inf_tol`, all
4684 /// at one iterate — see `IpoptAlgorithm::dual_divergence_signature`);
4685 /// 2. the base status is `Solved_To_Acceptable_Level` or
4686 /// `Restoration_Failed` — the two verdicts the vanishing-gradient
4687 /// row produces directly. Generic exhaustion exits are excluded;
4688 /// `deb7` under L-BFGS is why, and the reason is in the code
4689 /// below;
4690 /// 3. the retry returns `Solve_Succeeded`;
4691 /// 4. the retry's claimed success is **real in the model's own
4692 /// units** — unscaled KKT error at or below `tol`-scale, which is
4693 /// the property the base attempt failed and the whole point of
4694 /// the issue;
4695 /// 5. the retry's unscaled KKT error is *strictly better* than the
4696 /// base attempt's.
4697 ///
4698 /// Otherwise the base attempt's status, point and statistics are all
4699 /// put back, by the same three-sink floor
4700 /// [`Self::run_with_mu_strategy_fallback`] uses and for the same
4701 /// reason (pounce#870): a status describing one attempt attached to
4702 /// a point from another is worse than either.
4703 fn run_with_dual_divergence_retry(
4704 &mut self,
4705 tnlp: Rc<RefCell<dyn TNLP>>,
4706 ) -> ApplicationReturnStatus {
4707 let first_status = self.dispatch_standard_solve(Rc::clone(&tnlp));
4708 if !self.dual_divergence_signature.get() {
4709 return first_status;
4710 }
4711 // Which base verdicts this remedy is *for*.
4712 //
4713 // Two, and the narrowing was bought with a measurement. The
4714 // detector is a statement about the iterate; it is not a
4715 // statement that `perturb_always_cd` will help. `deb7` under
4716 // L-BFGS is the corpus case that separates the two: the
4717 // signature is real there — iteration 346, scale-relative step
4718 // `6.5e-6`, `inf_pr` `3.0e-12`, unscaled `inf_du` `9.2e5`,
4719 // which is an order *above* the gh#884 reproducer's `7.9e4`, so
4720 // no dual floor excludes it, and the step conjunct separates the
4721 // two only by fitting the default onto one fixture and spending
4722 // the margin that holds `ralph1` out — and the retry still does
4723 // not work: 3000 iterations to
4724 // `Maximum_Iterations_Exceeded` at an unscaled KKT error of
4725 // `6.7e1` against the base attempt's `9.9e1`. Pure cost, 4x the
4726 // base trajectory, on a fixture whose verdict does not move.
4727 //
4728 // The exclusion is by *status*, so it is only as complete as the
4729 // status is stable, and on this very fixture it is not. `deb7`
4730 // reaches `Error_In_Step_Computation` at default options and is
4731 // out; under `limited_memory_ls_failure_restarts=1` (gh#818's
4732 // rung, off by default) it reaches `Restoration_Failed` instead
4733 // and is therefore *in*. It used to pay exactly the cost above
4734 // there — 6.1 s to 25.2 s wall clock for the same
4735 // `Restoration_Failed` verdict and a declined retry, which is
4736 // gh#887. That is the price of scoping by status rather than by
4737 // model, and it is why the second gate below scopes by the
4738 // *answer* instead: `deb7` now declines before spending
4739 // anything. The status scope is kept because it is cheap and
4740 // reads on the verdict a caller sees, but it is not what is
4741 // being relied on.
4742 //
4743 // What separates them is the *status*, and it separates them
4744 // for a reason rather than by luck:
4745 //
4746 // * `Solved_To_Acceptable_Level` is gh#884 verbatim — the
4747 // runaway laundered itself through `s_d` into a success.
4748 // * `Restoration_Failed` is the same defect one step earlier:
4749 // the rows whose gradients vanished drive the solve into
4750 // restoration, and restoration cannot repair a row that has
4751 // no gradient. It is where the `qpec_small` TNLP fixture
4752 // lands (unscaled KKT `3.3e11`).
4753 // * `Error_In_Step_Computation` and
4754 // `Maximum_Iterations_Exceeded` are generic exhaustion
4755 // exits. Every hard model reaches them, for every reason.
4756 // Retrying *those* is not "repair the runaway", it is "try
4757 // again harder" — which is what `mu_strategy_fallback` and
4758 // the second-opinion ladder already are, and `deb7` is what
4759 // that costs.
4760 //
4761 // `Solve_Succeeded` is excluded because it is already the best
4762 // verdict available and its certificate has already been
4763 // checked in the model's own units; there is nothing to buy.
4764 //
4765 // Worst-case cost is therefore one extra solve under the
4766 // caller's own `max_iter` — the same contract
4767 // `run_with_mu_strategy_fallback` already has.
4768 //
4769 // Deliberately **not** deferred to `TERMINATION_POLICY_OPTIONS`
4770 // the way the μ flip's acceptable-level trigger is (gh#757).
4771 // That deferral exists because the μ flip returns a different
4772 // *local solution*, so laundering a caller's deliberate
4773 // downgrade loses a signal they asked for. This retry cannot:
4774 // conjunct 4 requires the promoted answer to satisfy the KKT
4775 // conditions in the model's own units, which a downgrade the
4776 // caller induced on purpose does not. And the gh#884 reproducer
4777 // sets `tol=1e-8` explicitly, so deferring would decline the
4778 // retry on the one case the issue is about.
4779 let retry_worthy = matches!(
4780 first_status,
4781 ApplicationReturnStatus::SolvedToAcceptableLevel
4782 | ApplicationReturnStatus::RestorationFailed
4783 );
4784 if !retry_worthy {
4785 return first_status;
4786 }
4787 let base_unscaled_kkt = self.statistics.borrow().final_unscaled_kkt_error;
4788 // The runaway has to be the *whole* residual of the answer being
4789 // reported.
4790 //
4791 // The detector is a statement about an *iterate*, and the iterate
4792 // it fires on need not be the one the solve ends at. A run can
4793 // pass through a settled point with a diverged multiplier, work
4794 // its way back down, and report something ordinary — and then
4795 // there is nothing left here for `perturb_always_cd` to repair,
4796 // whatever the trajectory did in the middle. This is what makes
4797 // "one extra solve" a cost the caller only pays on a run that
4798 // still *exhibits* the defect (gh#887).
4799 //
4800 // The test is `runaway_is_the_whole_residual`, which reads only
4801 // the reported answer and only as a ratio within it; its doc
4802 // comment carries the rule and the measured populations.
4803 let (base_viol, base_compl) = {
4804 let st = self.statistics.borrow();
4805 (st.final_unscaled_constr_viol, st.final_unscaled_compl)
4806 };
4807 let base_dual_inf = self.statistics.borrow().final_unscaled_dual_inf;
4808 if !runaway_is_the_whole_residual(
4809 base_dual_inf,
4810 base_viol,
4811 base_compl,
4812 self.options
4813 .get_numeric_value("dual_divergence_retry_du_floor", "")
4814 .map(|(v, _)| v)
4815 .unwrap_or(DUAL_DIV_RETRY_DU_FLOOR),
4816 ) {
4817 tracing::debug!(target: "pounce::algorithm",
4818 "[POUNCE] gh#884: the signature fired mid-trajectory, but the \
4819 answer being reported is not a converged point with a runaway \
4820 multiplier — unscaled dual {:.3e} against viol {:.3e} and \
4821 complementarity {:.3e}. Nothing here for perturb_always_cd to \
4822 repair, so no retry (gh#887).",
4823 base_dual_inf, base_viol, base_compl);
4824 return first_status;
4825 }
4826 // Floor all three sinks — solution payload, certificate, and the
4827 // last trace row — exactly as the μ fallback does (pounce#870).
4828 let solution_floor = self.last_finalize.borrow().clone();
4829 let certificate_floor = SolutionCertificate::of(&self.statistics.borrow());
4830 let trace_floor = *self.last_iter_stats.borrow();
4831 tracing::debug!(target: "pounce::algorithm",
4832 "[POUNCE] gh#884: the primal settled while the multipliers ran away \
4833 (base {:?}, unscaled KKT {:.3e}); re-solving from scratch with \
4834 perturb_always_cd=yes.",
4835 first_status, base_unscaled_kkt);
4836 let prev = self.options.get_string_value("perturb_always_cd", "").ok();
4837 // Unwind cover only, as for the μ-strategy fallback: the restore
4838 // below is the normal path and is left exactly as it was.
4839 let mut scope = RetryOptionScope::enter(self, &["perturb_always_cd"], true);
4840 let _ = scope
4841 .options
4842 .set_string_value("perturb_always_cd", "yes", true, false);
4843 let retry_status = scope.dispatch_standard_solve(Rc::clone(&tnlp));
4844 // Restore the caller's option-table view. Absence is restored as
4845 // absence would be seen: the registered default is `no`.
4846 let _ = scope.options.set_string_value(
4847 "perturb_always_cd",
4848 prev.as_ref()
4849 .filter(|(_, found)| *found)
4850 .map(|(v, _)| v.as_str())
4851 .unwrap_or("no"),
4852 true,
4853 false,
4854 );
4855 drop(scope);
4856 let retry_unscaled_kkt = self.statistics.borrow().final_unscaled_kkt_error;
4857 let retry_viol = self.statistics.borrow().final_unscaled_constr_viol;
4858 // Conjuncts 3, 4 and 5. Conjunct 4 is the one that distinguishes
4859 // this gate from every other promote-on-`Solve_Succeeded` retry
4860 // in this file: the base attempt's defect *was* a status that its
4861 // own unscaled residual contradicts, so promoting on the status
4862 // alone would reproduce the bug one attempt later.
4863 let accept_tol = self.dual_divergence_retry_accept_tol();
4864 let claimed_success_is_real = (retry_unscaled_kkt <= accept_tol
4865 && retry_viol <= accept_tol)
4866 || retry_certificate_dominates(
4867 base_unscaled_kkt,
4868 retry_unscaled_kkt,
4869 retry_viol,
4870 accept_tol,
4871 );
4872 // Conjuncts 6 and 7 — see `retry_answer_is_admissible`. Everything
4873 // above this line ranks the two attempts on their *certificates*;
4874 // this ranks them as *answers*, which is what a caller receives.
4875 // Without it a better multiplier is allowed to buy a worse point:
4876 // measured, `-13.0057 -> -1.2072` on a random QPEC, and
4877 // `+1.82e-09 -> -6.61e-05` on `scholtes4`, whose `f*` is exactly 0.
4878 let retry_obj = self.statistics.borrow().final_objective;
4879 // `obj_scaling_factor < 0` is how a maximization is posed, and
4880 // `final_objective` is the user's signed objective, so the
4881 // comparison direction has to follow it (R2).
4882 let sense = if self
4883 .options
4884 .get_numeric_value("obj_scaling_factor", "")
4885 .map(|(v, _)| v)
4886 .unwrap_or(1.0)
4887 < 0.0
4888 {
4889 -1.0
4890 } else {
4891 1.0
4892 };
4893 let answer_is_admissible = retry_answer_is_admissible(
4894 certificate_floor.objective,
4895 certificate_floor.unscaled_constr_viol,
4896 retry_obj,
4897 retry_viol,
4898 self.dual_divergence_retry_accept_tol(),
4899 sense,
4900 );
4901 let promote = matches!(retry_status, ApplicationReturnStatus::SolveSucceeded)
4902 && claimed_success_is_real
4903 && retry_unscaled_kkt < base_unscaled_kkt
4904 && answer_is_admissible;
4905 // Say on the console which of the two answers shipped.
4906 //
4907 // The per-attempt end summary cannot: `emit_end_summary` runs
4908 // inside `optimize_constrained`, once per attempt, and the
4909 // promotion is decided after the last of them. So a summary that
4910 // reported the promotion would report `false` on the very run that
4911 // promotes, contradicting the JSON report written from the same
4912 // statistics. The summary reports the *signature*, which is true
4913 // when it prints; this line reports the *outcome*, printed once,
4914 // where it is known.
4915 //
4916 // Gated on `print_level >= 1`, matching `emit_end_summary` — the
4917 // block this line follows.
4918 let console_output = match self.options.get_integer_value("print_level", "") {
4919 Ok((v, true)) => v >= 1,
4920 _ => true,
4921 };
4922 if console_output {
4923 println!();
4924 if promote {
4925 println!(
4926 "gh#884 dual-divergence retry: promoted — unscaled KKT error \
4927 {base_unscaled_kkt:.4e} -> {retry_unscaled_kkt:.4e}."
4928 );
4929 } else if !answer_is_admissible {
4930 // A distinct line, because this decline looks like a
4931 // contradiction otherwise: the retry converged, its
4932 // certificate is clean, and it was still refused. Say
4933 // which of the two rules refused it and on what numbers,
4934 // so the reader is not left comparing KKT errors that
4935 // had nothing to do with it.
4936 println!(
4937 "gh#884 dual-divergence retry: declined on the ANSWER, not the \
4938 certificate — the retry converged (unscaled KKT error \
4939 {retry_unscaled_kkt:.4e} against the base attempt's \
4940 {base_unscaled_kkt:.4e}) but its objective {retry_obj:.8e} at \
4941 constraint violation {retry_viol:.4e} is not admissible next to \
4942 the base attempt's {:.8e} at {:.4e}; the base attempt's answer \
4943 is the one reported.",
4944 certificate_floor.objective, certificate_floor.unscaled_constr_viol
4945 );
4946 } else {
4947 println!(
4948 "gh#884 dual-divergence retry: declined ({retry_status:?}, \
4949 unscaled KKT error {retry_unscaled_kkt:.4e} against the base \
4950 attempt's {base_unscaled_kkt:.4e}); the base attempt's answer \
4951 is the one reported."
4952 );
4953 }
4954 }
4955 if promote {
4956 self.dual_divergence_retry_promoted.set(true);
4957 self.statistics.borrow_mut().dual_divergence_retry_promoted = true;
4958 tracing::debug!(target: "pounce::algorithm",
4959 "[POUNCE] gh#884: the retry promoted — unscaled KKT {:.3e} \
4960 (base {:.3e}).",
4961 retry_unscaled_kkt, base_unscaled_kkt);
4962 return retry_status;
4963 }
4964 if let Some(floor) = solution_floor {
4965 tracing::debug!(target: "pounce::algorithm",
4966 "[POUNCE] gh#884: the retry did not promote ({:?}, unscaled KKT \
4967 {:.3e} vs base {:.3e}); restoring the first attempt's solution \
4968 and statistics alongside its status.",
4969 retry_status, retry_unscaled_kkt, base_unscaled_kkt);
4970 floor.replay(&tnlp);
4971 self.answer_restored_from_floor.set(true);
4972 certificate_floor.restore_into(&mut self.statistics.borrow_mut());
4973 // The signature belongs to the attempt whose numbers are now
4974 // reported, and `certificate_floor` does not carry it.
4975 self.statistics.borrow_mut().dual_divergence_signature = true;
4976 if let Some(stats) = trace_floor {
4977 let _ = tnlp.borrow_mut().intermediate_callback(
4978 stats,
4979 &TnlpIpoptData::default(),
4980 &TnlpIpoptCq::default(),
4981 );
4982 }
4983 }
4984 first_status
4985 }
4986
4987 /// Is the gh#983 solve-quality audit enabled? Default `yes`;
4988 /// `solve_quality_audit=no` restores the pre-gh#983 behaviour (no
4989 /// re-scale retry, no `warnings`).
4990 fn is_solve_quality_audit_enabled(&self) -> bool {
4991 self.options
4992 .get_bool_value("solve_quality_audit", "")
4993 .map(|(v, _found)| v)
4994 .unwrap_or(true)
4995 }
4996
4997 /// gh#983 items 2 and 3: audit a success verdict against the *model's
4998 /// own* scale, re-solve once when the scaling is what is wrong, and say
4999 /// so in `statistics.warnings` when it is not fixed.
5000 ///
5001 /// The strict gate judges a scaled aggregate. Gradient-based scaling
5002 /// measures the objective gradient once, at the starting point, and
5003 /// freezes the factor; it also only ever scales *down*. Two failures
5004 /// follow, one on each side, and neither is visible to a gate that reads
5005 /// the scaled space:
5006 ///
5007 /// * **Frozen at a huge-gradient start** (LJ7 from a start whose gradient
5008 /// is `3e8`): the factor is `3e-7`, the scaled test passes at a point
5009 /// whose unscaled stationarity residual is `2.9e-2`, and no amount of
5010 /// continued iteration under that factor improves it
5011 /// (`obj_scale_certificate_threshold` already tries, and its budget is
5012 /// spent). The fix is the one the issue names: re-evaluate the scaling
5013 /// *at the returned point*, where the gradient is small, and solve
5014 /// again from there.
5015 /// * **Small user objective** (profit in M$/L, gradient `1e-5`): nothing
5016 /// scales up, so the absolute complementarity floor `~mu` is a
5017 /// `2.5e-4` fraction of the objective gradient and the answer sits
5018 /// `4.7e-4` (relative) off the optimum on an active bound. The retry
5019 /// multiplies the objective by `1/max|grad f|` and solves again from
5020 /// the returned point.
5021 ///
5022 /// Both retries are *bets that are tested*, floored exactly like the
5023 /// gh#884 and mu-strategy retries: the retry is promoted only when it
5024 /// returns a clean verdict, its unscaled KKT error is no worse, its
5025 /// complementarity (small-objective case) or unscaled KKT error (frozen
5026 /// case) is strictly better, and its answer is admissible next to the
5027 /// base attempt's. Otherwise the base attempt's status, point and
5028 /// statistics are restored and a structured warning is attached.
5029 fn audit_solve_quality(
5030 &mut self,
5031 tnlp: Rc<RefCell<dyn TNLP>>,
5032 first_status: ApplicationReturnStatus,
5033 ) -> ApplicationReturnStatus {
5034 if !self.is_solve_quality_audit_enabled()
5035 || !matches!(
5036 first_status,
5037 ApplicationReturnStatus::SolveSucceeded
5038 | ApplicationReturnStatus::SolvedToAcceptableLevel
5039 )
5040 {
5041 return first_status;
5042 }
5043 let num = |name: &str, default: Number| -> Number {
5044 self.options
5045 .get_numeric_value(name, "")
5046 .ok()
5047 .and_then(|(v, f)| f.then_some(v))
5048 .unwrap_or(default)
5049 };
5050 let acceptable_tol = num("acceptable_tol", 1e-6);
5051 let masked_threshold = num("obj_scale_certificate_threshold", 1e-4);
5052 // `equilibration-based` is registered but pounce runs it as
5053 // gradient-based (see `algorithm_builder_from_options`), so it gets the
5054 // gradient-based audit.
5055 let gradient_based = self
5056 .options
5057 .get_string_value("nlp_scaling_method", "")
5058 .ok()
5059 .and_then(|(v, f)| f.then_some(v))
5060 .map(|v| v == "gradient-based" || v == "equilibration-based")
5061 .unwrap_or(true);
5062 let base = self.statistics.borrow().clone();
5063 // gh#983 review item 2: measure the objective gradient at the point
5064 // being returned, so the audit asks what re-evaluating the scaling
5065 // *there* would do instead of keying on the start alone.
5066 let final_grad_max = self
5067 .last_finalize
5068 .borrow()
5069 .as_ref()
5070 .and_then(|f| {
5071 let mut g = vec![0.0; f.x.len()];
5072 tnlp.borrow_mut()
5073 .eval_grad_f(&f.x, true, &mut g)
5074 .then(|| g.iter().fold(0.0_f64, |m, v| m.max(v.abs())))
5075 })
5076 .unwrap_or(Number::NAN);
5077 let rescaled_obj_scale = if final_grad_max.is_finite() {
5078 pounce_nlp::orig_ipopt_nlp::gradient_obj_scale(
5079 final_grad_max,
5080 num("nlp_scaling_max_gradient", 100.0),
5081 num("nlp_scaling_min_value", 1e-8),
5082 num("nlp_scaling_obj_target_gradient", 0.0),
5083 )
5084 } else {
5085 Number::NAN
5086 };
5087 let input = ScaleAuditInput {
5088 tol: num("tol", 1e-8),
5089 obj_scale: base.final_obj_scaling_factor,
5090 rescaled_obj_scale,
5091 start_grad_max: base.start_obj_grad_max,
5092 final_grad_max,
5093 unscaled_kkt: base.final_unscaled_kkt_error,
5094 unscaled_compl: base.final_unscaled_compl,
5095 acceptable_tol,
5096 masked_threshold,
5097 warm_start: self
5098 .options
5099 .get_bool_value("warm_start_init_point", "")
5100 .map(|(v, _)| v)
5101 .unwrap_or(false),
5102 };
5103 let grad_scale = input.grad_scale();
5104 let trigger = scale_audit_trigger(input);
5105 let mut status = first_status;
5106 match trigger {
5107 Some(ScaleAudit::SmallObjective) => {
5108 self.statistics
5109 .borrow_mut()
5110 .warnings
5111 .push(scale_audit_warning(
5112 ScaleAudit::SmallObjective,
5113 &base,
5114 grad_scale,
5115 acceptable_tol,
5116 "",
5117 ));
5118 }
5119 Some(kind) if gradient_based => {
5120 status = self.run_scale_retry(tnlp, first_status, kind, grad_scale);
5121 }
5122 Some(kind) => {
5123 // The caller owns the scaling (`none` / `user-scaling`): not ours
5124 // to override, but the verdict still deserves its caveat.
5125 self.statistics
5126 .borrow_mut()
5127 .warnings
5128 .push(scale_audit_warning(
5129 kind,
5130 &base,
5131 grad_scale,
5132 acceptable_tol,
5133 "was not attempted: nlp_scaling_method is not gradient-based",
5134 ));
5135 }
5136 None => {}
5137 }
5138 status
5139 }
5140
5141 /// gh#983 review items 1 and 3: the verdict-level half of the audit, run
5142 /// **once**, on the run whose point is being returned -- after every
5143 /// retry and fallback has decided.
5144 ///
5145 /// * The item-5 downgrade (a strict verdict on a run that saw the gh#884
5146 /// signature and still carries an unscaled dual infeasibility above
5147 /// `max(acceptable_tol, 1e-3)`) used to run inside each attempt, so it
5148 /// could turn a base `Solve_Succeeded` into the acceptable level *before*
5149 /// the gh#884 retry decided, reopening that retry for a case it was
5150 /// deliberately not widened to; and it read the cumulative signature, so
5151 /// a promoted mu-fallback run that never showed it was downgraded for its
5152 /// discarded sibling. It now reads
5153 /// `returned_run_dual_divergence_signature`, which the certificate floor
5154 /// saves and restores with the rest of the run's tally.
5155 /// * The model-scale caveats ([`quality_warnings`]) are attached here, and
5156 /// deduplicated by code, so a code appears at most once.
5157 fn finalize_quality_verdict(
5158 &mut self,
5159 status: ApplicationReturnStatus,
5160 ) -> ApplicationReturnStatus {
5161 if !self.is_solve_quality_audit_enabled() {
5162 return status;
5163 }
5164 let acceptable_tol = self.dual_divergence_retry_accept_tol();
5165 let mut status = status;
5166 if matches!(status, ApplicationReturnStatus::SolveSucceeded) {
5167 let (sig, du, du_scale) = {
5168 let st = self.statistics.borrow();
5169 (
5170 st.returned_run_dual_divergence_signature,
5171 st.final_unscaled_dual_inf,
5172 st.final_unscaled_dual_scale,
5173 )
5174 };
5175 // gh#983 item 5. `1e-3` is `UNSCALED_DUAL_WARN`; the measured
5176 // population behind it is in that constant's doc. A residual at
5177 // the rounding floor of its own terms is not evidence of a miss
5178 // (gh#1000, II.22): see `UNSCALED_DUAL_ROUNDOFF_ULPS`.
5179 if sig
5180 && du.is_finite()
5181 && du > acceptable_tol.max(UNSCALED_DUAL_WARN)
5182 && !unscaled_dual_inf_is_roundoff(du, du_scale)
5183 {
5184 status = ApplicationReturnStatus::SolvedToAcceptableLevel;
5185 push_warning_once(
5186 &mut self.statistics.borrow_mut().warnings,
5187 format!(
5188 "unscaled_dual_inf_above_acceptable: the run saw a settled primal with a \
5189 runaway multiplier (gh#884) and the returned point's unscaled dual \
5190 infeasibility is {du:.2e}, above {:.0e}; the status is downgraded from \
5191 Solve_Succeeded to Solved_To_Acceptable_Level",
5192 acceptable_tol.max(UNSCALED_DUAL_WARN)
5193 ),
5194 );
5195 }
5196 }
5197 let st = self.statistics.borrow().clone();
5198 let extra = quality_warnings(
5199 status,
5200 st.final_unscaled_dual_inf,
5201 st.final_unscaled_dual_scale,
5202 self.options
5203 .get_numeric_value("dual_inf_tol", "")
5204 .map(|(v, _)| v)
5205 .unwrap_or(1.0),
5206 acceptable_tol,
5207 self.options
5208 .get_numeric_value("bound_relax_factor", "")
5209 .is_ok_and(|(v, _)| v == 0.0),
5210 );
5211 let mut sm = self.statistics.borrow_mut();
5212 for w in extra {
5213 push_warning_once(&mut sm.warnings, w);
5214 }
5215 status
5216 }
5217
5218 /// The variable box `tnlp` declares, `(x_L, x_U)` in its own (full-x)
5219 /// space -- the space a `finalize_solution` payload is in. `None` if the
5220 /// TNLP declines to say.
5221 fn declared_x_box(&self, tnlp: &Rc<RefCell<dyn TNLP>>) -> Option<(Vec<Number>, Vec<Number>)> {
5222 let mut t = tnlp.borrow_mut();
5223 let info = t.get_nlp_info()?;
5224 let (n, m) = (info.n.max(0) as usize, info.m.max(0) as usize);
5225 let (mut x_l, mut x_u) = (vec![0.0; n], vec![0.0; n]);
5226 let (mut g_l, mut g_u) = (vec![0.0; m], vec![0.0; m]);
5227 t.get_bounds_info(BoundsInfo {
5228 x_l: &mut x_l,
5229 x_u: &mut x_u,
5230 g_l: &mut g_l,
5231 g_u: &mut g_u,
5232 })
5233 .then_some((x_l, x_u))
5234 }
5235
5236 /// The re-solve half of [`Self::audit_solve_quality`].
5237 fn run_scale_retry(
5238 &mut self,
5239 tnlp: Rc<RefCell<dyn TNLP>>,
5240 first_status: ApplicationReturnStatus,
5241 kind: ScaleAudit,
5242 grad_scale: Number,
5243 ) -> ApplicationReturnStatus {
5244 let acceptable_tol = self.dual_divergence_retry_accept_tol();
5245 let solution_floor = self.last_finalize.borrow().clone();
5246 let certificate_floor = SolutionCertificate::of(&self.statistics.borrow());
5247 let trace_floor = *self.last_iter_stats.borrow();
5248 let base = self.statistics.borrow().clone();
5249 let Some(seed) = solution_floor.as_ref().map(|f| f.x.clone()) else {
5250 return first_status;
5251 };
5252 // Budget the re-solve: an iteration cap tied to the base solve
5253 // (`SCALE_AUDIT_RETRY_ITER_FACTOR`), and only the time the caller's
5254 // limits have left. Every solve builds a fresh deadline, so without
5255 // this the re-solve got a second full `max_cpu_time` / `max_wall_time`
5256 // after the run had already succeeded. Restored below, absence as
5257 // absence.
5258 let prev_iter = self.options.get_integer_value("max_iter", "").ok();
5259 let prev_cpu = self.options.get_numeric_value("max_cpu_time", "").ok();
5260 let prev_wall = self.options.get_numeric_value("max_wall_time", "").ok();
5261 let cpu_left = prev_cpu.map(|(v, _)| v - base.total_cpu_time_secs);
5262 let wall_left = prev_wall.map(|(v, _)| v - base.total_wallclock_time_secs);
5263 if cpu_left.is_some_and(|t| t <= 0.0) || wall_left.is_some_and(|t| t <= 0.0) {
5264 return first_status;
5265 }
5266 let retry_iter = (SCALE_AUDIT_RETRY_ITER_FACTOR * base.iteration_count)
5267 .max(SCALE_AUDIT_RETRY_MIN_ITER)
5268 .min(prev_iter.map_or(Index::MAX, |(v, _)| v));
5269 let seeded: Rc<RefCell<dyn TNLP>> = Rc::new(RefCell::new(
5270 pounce_nlp::seeded_tnlp::SeededTnlp::new(Rc::clone(&tnlp), seed),
5271 ));
5272 // gh#983 review item 7: remember whether the caller *named* the
5273 // factor, so the restore puts back absence as absence. Writing the
5274 // default back with `found = true` left `obj_scaling_factor` reading as
5275 // user-set after the audit, which every "did the caller name it" test
5276 // downstream (`TERMINATION_POLICY_OPTIONS`, the gh#884 sense) then
5277 // misread.
5278 let prev_user = self
5279 .options
5280 .get_numeric_value("obj_scaling_factor", "")
5281 .ok()
5282 .and_then(|(v, f)| f.then_some(v));
5283 let prev_user_factor = prev_user.unwrap_or(1.0);
5284 let caller_named_relax = self
5285 .options
5286 .get_numeric_value("bound_relax_factor", "")
5287 .is_ok_and(|(_, found)| found);
5288 // Everything below until the scope drops is this re-solve's own
5289 // configuration; the scope puts every entry back, and clears the box
5290 // flag, however the re-solve exits.
5291 let mut scope = RetryOptionScope::enter(
5292 self,
5293 &[
5294 "obj_scaling_factor",
5295 "max_iter",
5296 "max_cpu_time",
5297 "max_wall_time",
5298 ],
5299 false,
5300 );
5301 if let ScaleAudit::Upscale(k) = kind {
5302 let _ = scope.options.set_numeric_value(
5303 "obj_scaling_factor",
5304 prev_user_factor * k,
5305 true,
5306 false,
5307 );
5308 }
5309 let _ = scope
5310 .options
5311 .set_integer_value("max_iter", retry_iter, true, false);
5312 // Solve the re-solve on the caller's own variable box: the rows are
5313 // widened by `bound_relax_factor` exactly as in the base attempt, the
5314 // box is not -- unless the caller named a widening.
5315 //
5316 // The re-solve exists to drive complementarity down (`Upscale`) or the
5317 // unscaled residual (`Rescale`), and on a bound-active variable that
5318 // is the same motion as driving the point onto its bound: `s · z = mu`
5319 // with `z` multiplied by the objective factor, so the slack to the
5320 // *widened* bound shrinks by that factor and the point lands at
5321 // `x_U + bound_relax_factor · max(1, |x_U|)` -- outside the box the
5322 // caller wrote. The base attempt, less converged, usually sat inside
5323 // it. So every promoted re-solve on a bound-active model shipped a
5324 // point outside its declared bounds: measured with `pounce verify`,
5325 // `ex1_320` `1.0e-8` across thousands of controls, `trainf` `7.0e-8`,
5326 // `reading1` `9.9e-9`, against `0` from the base attempt.
5327 //
5328 // The improvement itself is real, not bought with that slack: solved
5329 // with the declared box the re-solve reaches the same objective
5330 // (`reading1` `-1.604802802e-1` against `-1.604802843e-1` widened, the
5331 // base attempt's `-1.604578481e-1`) with the box held exactly. So the
5332 // box widening is dropped for this one solve rather than the re-solve
5333 // refused: it starts from a point that already satisfies the box, and
5334 // `bound_push` moves the seed off any bound it sits on.
5335 //
5336 // Why the box and not `bound_relax_factor=0`: that also un-widens the
5337 // inequality rows, which makes the re-solve a strictly tighter model
5338 // than the base attempt, and its objective then reads *worse* than
5339 // the base's by the row widening's worth -- measured on
5340 // `masked_certificate_fuzz` case 12, `-3.453863914e7` against
5341 // `-3.453863947e7`, with both points inside their box. The rows are
5342 // what the base attempt's `final_unscaled_constr_viol` and rule 2 of
5343 // `retry_answer_is_admissible` already compare like with like; the box
5344 // is the one thing neither did.
5345 //
5346 // A caller who named the factor defined the model that way and keeps
5347 // it; for that case the declared-box conjunct of the promotion gate
5348 // below is what holds the line.
5349 scope.retry_keeps_declared_box.set(!caller_named_relax);
5350 if let Some(t) = cpu_left {
5351 let _ = scope
5352 .options
5353 .set_numeric_value("max_cpu_time", t, true, false);
5354 }
5355 if let Some(t) = wall_left {
5356 let _ = scope
5357 .options
5358 .set_numeric_value("max_wall_time", t, true, false);
5359 }
5360 tracing::debug!(target: "pounce::algorithm",
5361 "[POUNCE] gh#983: {:?} verdict audited ({:?}); re-solving from the \
5362 returned point (max_iter {retry_iter}).", first_status, kind);
5363 // One IPM solve, without the mu-strategy fallback: the re-solve is
5364 // already a second opinion on a run that succeeded, and when it hit
5365 // its cap the flip spent the same budget again (`meyer3` 768 + 768,
5366 // `brainpc3` 120 + 120, `brainpc9` timing out in the second leg).
5367 // No promoted re-solve in the release sweep needed the flip except
5368 // `robot_b` past the cap, which keeps its `Solve_Succeeded` base.
5369 if match scope.options.get_integer_value("print_level", "") {
5370 Ok((v, true)) => v >= 1,
5371 _ => true,
5372 } {
5373 println!();
5374 println!(
5375 "gh#983 scale audit: re-solving from the returned point ({kind:?}); the \
5376 summary below is a candidate's, and the line after it says whether it \
5377 replaced the answer above."
5378 );
5379 }
5380 let retry_status = scope.optimize_constrained(Rc::clone(&seeded));
5381 drop(scope);
5382 let retry = self.statistics.borrow().clone();
5383 let sense = if prev_user_factor < 0.0 { -1.0 } else { 1.0 };
5384 let clean = match first_status {
5385 ApplicationReturnStatus::SolveSucceeded => {
5386 matches!(retry_status, ApplicationReturnStatus::SolveSucceeded)
5387 }
5388 _ => matches!(
5389 retry_status,
5390 ApplicationReturnStatus::SolveSucceeded
5391 | ApplicationReturnStatus::SolvedToAcceptableLevel
5392 ),
5393 };
5394 let better = match kind {
5395 ScaleAudit::Rescale => retry.final_unscaled_kkt_error < base.final_unscaled_kkt_error,
5396 ScaleAudit::Upscale(_) | ScaleAudit::SmallObjective => {
5397 retry.final_unscaled_compl < 0.1 * base.final_unscaled_compl
5398 && retry.final_unscaled_kkt_error <= base.final_unscaled_kkt_error
5399 }
5400 };
5401 let admissible = retry_answer_is_admissible(
5402 certificate_floor.objective,
5403 certificate_floor.unscaled_constr_viol,
5404 retry.final_objective,
5405 retry.final_unscaled_constr_viol,
5406 acceptable_tol,
5407 sense,
5408 );
5409 // Measured on the two `finalize_solution` payloads -- the points a
5410 // caller would actually receive -- against the box the user TNLP
5411 // declares.
5412 let (base_box_rel, retry_box_rel) = match self.declared_x_box(&tnlp) {
5413 Some((x_l, x_u)) => {
5414 let (lo, up) = (self.nlp_lower_bound_inf(), self.nlp_upper_bound_inf());
5415 let rel = |x: &[Number]| declared_box_relative_violation(x, &x_l, &x_u, lo, up);
5416 (
5417 solution_floor.as_ref().map_or(Number::NAN, |f| rel(&f.x)),
5418 self.last_finalize
5419 .borrow()
5420 .as_ref()
5421 .map_or(Number::NAN, |f| rel(&f.x)),
5422 )
5423 }
5424 None => (Number::NAN, Number::NAN),
5425 };
5426 let keeps_box = retry_keeps_declared_box(base_box_rel, retry_box_rel);
5427 let promote = clean && better && admissible && keeps_box;
5428 let console_output = match self.options.get_integer_value("print_level", "") {
5429 Ok((v, true)) => v >= 1,
5430 _ => true,
5431 };
5432 if console_output {
5433 println!();
5434 if clean && better && admissible && !keeps_box {
5435 println!(
5436 "gh#983 scale audit: declined (the re-solve's point is {:.4e} outside the \
5437 declared variable bounds, the base attempt's {:.4e}); the base attempt's \
5438 answer is the one reported.",
5439 retry.final_declared_box_viol, certificate_floor.declared_box_viol
5440 );
5441 } else if promote {
5442 println!(
5443 "gh#983 scale audit: promoted -- unscaled KKT error {:.4e} -> {:.4e}, \
5444 unscaled complementarity {:.4e} -> {:.4e}.",
5445 base.final_unscaled_kkt_error,
5446 retry.final_unscaled_kkt_error,
5447 base.final_unscaled_compl,
5448 retry.final_unscaled_compl
5449 );
5450 } else {
5451 println!(
5452 "gh#983 scale audit: declined ({retry_status:?}, unscaled KKT error \
5453 {:.4e} against the base attempt's {:.4e}); the base attempt's answer \
5454 is the one reported.",
5455 retry.final_unscaled_kkt_error, base.final_unscaled_kkt_error
5456 );
5457 }
5458 if !promote {
5459 // The re-solve's own end summary printed above this line, with
5460 // *its* objective and bound violation, before the verdict was
5461 // known (`emit_end_summary` runs inside each attempt). Say
5462 // which block that was and restate the numbers that ship, so
5463 // the console cannot be read as reporting the discarded point.
5464 println!(
5465 "gh#983 scale audit: the summary block above is the discarded re-solve's; \
5466 the reported answer is the base attempt's (objective {:.16e}, variable \
5467 bound violation {:.16e}).",
5468 certificate_floor.objective, certificate_floor.declared_box_viol
5469 );
5470 }
5471 }
5472 if promote {
5473 return retry_status;
5474 }
5475 if let Some(floor) = solution_floor {
5476 floor.replay(&tnlp);
5477 self.answer_restored_from_floor.set(true);
5478 certificate_floor.restore_into(&mut self.statistics.borrow_mut());
5479 self.statistics.borrow_mut().dual_divergence_signature |=
5480 retry.dual_divergence_signature;
5481 if let Some(stats) = trace_floor {
5482 let _ = tnlp.borrow_mut().intermediate_callback(
5483 stats,
5484 &TnlpIpoptData::default(),
5485 &TnlpIpoptCq::default(),
5486 );
5487 }
5488 }
5489 let detail = if keeps_box {
5490 format!(
5491 "was declined: the re-solve returned {retry_status:?} with unscaled KKT error {:.2e}",
5492 retry.final_unscaled_kkt_error
5493 )
5494 } else {
5495 format!(
5496 "was declined: the re-solve returned {retry_status:?} at a point {:.2e} outside \
5497 the declared variable bounds",
5498 retry.final_declared_box_viol
5499 )
5500 };
5501 self.statistics
5502 .borrow_mut()
5503 .warnings
5504 .push(scale_audit_warning(
5505 kind,
5506 &base,
5507 grad_scale,
5508 acceptable_tol,
5509 &detail,
5510 ));
5511 first_status
5512 }
5513
5514 /// The tolerance conjunct 4 of the dual-divergence promotion gate
5515 /// tests the retry's *unscaled* residuals against.
5516 ///
5517 /// `acceptable_tol`-scale rather than `tol`-scale on purpose: the
5518 /// unscaled residual is the one quantity nothing in the solve is
5519 /// driven against, so holding it to `tol` would decline honest
5520 /// retries on badly scaled models for a reason that has nothing to
5521 /// do with gh#884. `qpec_small`'s honest retry reaches `9.96e-8`,
5522 /// four orders inside it.
5523 fn dual_divergence_retry_accept_tol(&self) -> Number {
5524 self.options
5525 .get_numeric_value("acceptable_tol", "")
5526 .ok()
5527 .and_then(|(v, f)| f.then_some(v))
5528 .unwrap_or(1e-6)
5529 }
5530
5531 /// Phase-3 ℓ₁-exact penalty-barrier outer loop.
5532 ///
5533 /// Builds an [`L1PenaltyBarrierTnlp`] wrapper around the user
5534 /// TNLP, runs the constrained IPM at the current ρ, escalates ρ
5535 /// per Byrd-Nocedal-Waltz steering, and terminates on any of:
5536 /// - slack sum collapses (`Σ(p+n) ≤ l1_slack_tol`)
5537 /// - inner solve returns non-Optimal (escalation won't fix
5538 /// numerical / restoration failure at this ρ)
5539 /// - ρ already at `l1_penalty_max`
5540 /// - `l1_penalty_max_outer_iter` reached
5541 ///
5542 /// After the loop, if the inner status is `SolveSucceeded` or
5543 /// `SolvedToAcceptableLevel` but slacks didn't collapse, override
5544 /// to `Infeasible_Problem_Detected` — the returned point is the
5545 /// ℓ₁-best least-infeasible iterate, which is informative even
5546 /// though the original constraints are not satisfied.
5547 ///
5548 /// Returns `Some(status)` if the wrapper ran the solve, `None` if
5549 /// wrapper construction failed (caller should fall through to the
5550 /// standard dispatch path).
5551 fn run_l1_penalty_outer_loop(
5552 &mut self,
5553 tnlp: Rc<RefCell<dyn TNLP>>,
5554 ) -> Option<ApplicationReturnStatus> {
5555 let rho_init = self.l1_penalty_init();
5556 let rho_max = self.l1_penalty_max().max(rho_init);
5557 let factor = self.l1_penalty_increase_factor().max(1.0);
5558 let tau = self.l1_steering_factor();
5559 let slack_tol = self.l1_slack_tol();
5560 let max_outer = self.l1_penalty_max_outer_iter().max(1);
5561
5562 let mut wrapper = pounce_l1penalty::L1PenaltyBarrierTnlp::new(Rc::clone(&tnlp), rho_init)?;
5563 if wrapper.m_eq() == 0 {
5564 // Nothing to slack — let the standard dispatch path handle
5565 // this TNLP unmodified.
5566 return None;
5567 }
5568 wrapper.set_defer_inner_finalize(true);
5569 let wrapper_rc = Rc::new(RefCell::new(wrapper));
5570
5571 let mut rho = rho_init;
5572 let mut last_status = ApplicationReturnStatus::InternalError;
5573 // gh#987 item 6: every pass resets the statistics, so without this the
5574 // report described only the last ρ — `iter_count` 26 for a solve that
5575 // ran 18 + 22 + 22 + 26 iterations. Accumulated here, applied once
5576 // after the loop.
5577 let mut totals = MultiPassTotals::default();
5578 for _outer in 0..max_outer {
5579 wrapper_rc.borrow_mut().set_rho(rho);
5580 let dyn_tnlp: Rc<RefCell<dyn TNLP>> = wrapper_rc.clone();
5581 last_status = self.optimize_constrained(dyn_tnlp);
5582 totals.push_pass(&self.statistics.borrow(), Some(rho), last_status);
5583
5584 let w = wrapper_rc.borrow();
5585 if !w.has_solution() {
5586 // Inner solve aborted before producing an iterate.
5587 drop(w);
5588 break;
5589 }
5590 let slack_sum = w.last_slack_sum();
5591 let y_eq_inf = w.last_y_eq_inf_norm();
5592 let x_here: Vec<Number> = w.last_x_trunc().to_vec();
5593 drop(w);
5594 totals.set_slack_sum(slack_sum);
5595
5596 // Termination decisions.
5597 let inner_ok = matches!(
5598 last_status,
5599 ApplicationReturnStatus::SolveSucceeded
5600 | ApplicationReturnStatus::SolvedToAcceptableLevel
5601 );
5602 if !inner_ok {
5603 break;
5604 }
5605 // Stop escalating ρ once the **user's** constraints are
5606 // satisfied to the tolerance the caller asked for — not once
5607 // `Σ(p + n)` falls under `l1_slack_tol`, which is a different
5608 // quantity judged by a different number (gh#794 P1). The
5609 // slack sum stays the BNW steering signal below, which is
5610 // the job it is right for. One extra `eval_g` per outer
5611 // iteration buys the difference between stopping at the
5612 // penalty solution and stopping at the model's own.
5613 let feasible_here = {
5614 let m_inner = tnlp
5615 .borrow_mut()
5616 .get_nlp_info()
5617 .map(|i| i.m.max(0) as usize)
5618 .unwrap_or(0);
5619 let mut g_here = vec![0.0; m_inner];
5620 let evaluated =
5621 m_inner == 0 || tnlp.borrow_mut().eval_g(&x_here, true, &mut g_here);
5622 evaluated
5623 .then(|| {
5624 original_space_feasibility(
5625 &tnlp,
5626 &x_here,
5627 &g_here,
5628 self.nlp_lower_bound_inf(),
5629 self.nlp_upper_bound_inf(),
5630 self.user_tol(),
5631 self.user_acceptable_tol(),
5632 self.user_constr_viol_tol(),
5633 self.user_acceptable_constr_viol_tol(),
5634 self.user_primal_noise_floor_kappa(),
5635 )
5636 })
5637 .flatten()
5638 .map(|f| {
5639 totals.set_violation(f.max_violation);
5640 f.negligible_at_tol
5641 })
5642 };
5643 match feasible_here {
5644 Some(true) => break,
5645 Some(false) => {}
5646 // Unmeasurable model: fall back to the historical
5647 // slack-sum test rather than looping to the cap.
5648 None if slack_sum.is_finite() && slack_sum <= slack_tol => break,
5649 None => {}
5650 }
5651 if rho >= rho_max {
5652 break;
5653 }
5654 // BNW steering: ρ_new = max(ρ·factor, τ·‖y_eq‖∞ + ε)
5655 let geom = rho * factor;
5656 let steer = tau * y_eq_inf + 1.0e-12;
5657 rho = geom.max(steer).min(rho_max);
5658 }
5659
5660 // gh#987 item 6: total iterations and the per-pass summary.
5661 totals.apply(&mut self.statistics.borrow_mut());
5662
5663 // Forward to the user's inner.finalize_solution exactly once.
5664 let w = wrapper_rc.borrow();
5665 if w.has_solution() {
5666 let x_trunc: Vec<Number> = w.last_x_trunc().to_vec();
5667 let lambda: Vec<Number> = w.last_lambda().to_vec();
5668 let z_l: Vec<Number> = w.last_z_l_trunc().to_vec();
5669 let z_u: Vec<Number> = w.last_z_u_trunc().to_vec();
5670 let solver_status = w.last_status().unwrap_or(SolverReturn::InternalError);
5671 let slack_sum = w.last_slack_sum();
5672 drop(w);
5673
5674 // Recompute f(x*) and c(x*) on the inner. Both are needed
5675 // before the status is decided, because the status now turns
5676 // on the *original-space* feasibility at this point.
5677 let f_inner = tnlp
5678 .borrow_mut()
5679 .eval_f(&x_trunc, true)
5680 .unwrap_or(Number::NAN);
5681 let m = tnlp
5682 .borrow_mut()
5683 .get_nlp_info()
5684 .map(|i| i.m as usize)
5685 .unwrap_or(0);
5686 // The success flag decides whether `g_inner` is a measurement
5687 // or a zero-filled buffer. Dropping it would let a TNLP whose
5688 // final `eval_g` fails fabricate feasibility: every row would
5689 // read `0`, `original_space_feasibility` would return a
5690 // violation of zero, and that would flow into both the exit
5691 // status and the reported residuals. Gate it exactly as the
5692 // ρ-escalation measurement above does, so an evaluation
5693 // failure produces `None` and follows the documented
5694 // `l1_slack_tol` fallback instead (gh#794 review).
5695 let mut g_inner = vec![0.0; m];
5696 let g_evaluated = m == 0 || tnlp.borrow_mut().eval_g(&x_trunc, false, &mut g_inner);
5697
5698 // gh#794 P1. Everything below used to argue from `Σ(p + n)`,
5699 // the sum of the augmented slacks, judged against
5700 // `l1_slack_tol`. That is not the user's constraint
5701 // violation and it is not judged by the user's tolerance:
5702 //
5703 // * the violation of equality row `i` is `|p_i − n_i|`,
5704 // not `p_i + n_i`, and at the barrier's interior both
5705 // slacks stay positive where their difference is zero,
5706 // so the sum is an upper bound that is loose in one
5707 // direction; and
5708 // * `l1_slack_tol` defaults to `1e-6`, four orders looser
5709 // than a `tol = 1e-8` solve asked for, so a violation
5710 // that the solver's own strict gate would refuse on the
5711 // unwrapped problem read as "the constraints are
5712 // satisfied".
5713 //
5714 // Measured, not argued: the MPCC benchmark's `ralph1`
5715 // (`benchmarks/mpcc/`) returned `Solve_Succeeded` at a point
5716 // violating its one equality row by `2.5e-07`, with the
5717 // reported `final_constr_viol` — the *augmented* residual —
5718 // at `9.6e-15`, so no field in the result disclosed it. The
5719 // objective came back `5.0e-04` below the true optimum,
5720 // which is reachable only off the feasible set.
5721 //
5722 // So: measure the user's own rows at the returned point, and
5723 // judge them by the tolerances the caller set. The slack sum
5724 // keeps its other job unchanged — it is the BNW steering
5725 // signal for ρ escalation inside the loop above, which is
5726 // what it is the right quantity for.
5727 let feas = g_evaluated
5728 .then(|| {
5729 original_space_feasibility(
5730 &tnlp,
5731 &x_trunc,
5732 &g_inner,
5733 self.nlp_lower_bound_inf(),
5734 self.nlp_upper_bound_inf(),
5735 self.user_tol(),
5736 self.user_acceptable_tol(),
5737 self.user_constr_viol_tol(),
5738 self.user_acceptable_constr_viol_tol(),
5739 self.user_primal_noise_floor_kappa(),
5740 )
5741 })
5742 .flatten();
5743
5744 // The reported constraint violation must be the user's, not
5745 // the augmented problem's. Without this the KKT block of a
5746 // successful ℓ₁ solve describes a problem the caller never
5747 // posed. The aggregate errors take a `max` rather than a
5748 // rewrite: the NLP error's primal term enters undivided, so
5749 // the aggregate is never below the constraint violation, and
5750 // the other two components are unaffected by the wrapper.
5751 //
5752 // `f.max_violation` is measured on the inner TNLP's own rows
5753 // and bounds, so it is in the model's **original units**. That
5754 // decides which field family may carry it. `SolveStatistics`
5755 // documents `final_*` as the max-norms in the internally
5756 // scaled NLP space and `final_unscaled_*` as the same
5757 // residuals with the scaling divided back out — equal only
5758 // when no scaling is active — and `docs/src/python.md` states
5759 // the same contract to Python callers. Writing an
5760 // original-units number into `final_constr_viol` would break
5761 // it on any run with `nlp_scaling_method` engaged (gh#794
5762 // review).
5763 //
5764 // So the unscaled family always takes the measurement, and
5765 // the scaled family mirrors it exactly when per-row scaling
5766 // did not engage — the case in which the contract requires
5767 // the two to agree anyway. Under active row scaling the
5768 // scaled fields keep what the inner solve reported; the
5769 // converted number is not available here, because the
5770 // augmented problem's row-scale factors belong to an NLP that
5771 // `optimize_constrained` has already dropped. The status
5772 // decision below does not read these fields — it reads
5773 // `feas` directly — so an active-scaling run is judged on the
5774 // user's rows either way.
5775 // gh#987 (remaining item b): `final_declared_constr_viol` is the
5776 // violation of the model AS THE USER DECLARED IT. The inner
5777 // solve's value describes the wrapper's augmented rows, where
5778 // the elastic slacks absorb any violation, so it read ~1e-12
5779 // even at an infeasible point. Overwrite it with the measurement
5780 // on the user's own rows and box (original units, the same
5781 // quantity the non-l1 path reports); `NaN` when the model could
5782 // not be evaluated, never the augmented number.
5783 self.statistics.borrow_mut().final_declared_constr_viol =
5784 feas.as_ref().map_or(Number::NAN, |f| f.max_violation);
5785 if let Some(f) = feas.as_ref() {
5786 let scaled_may_mirror = self.row_scaling_active.get() == Some(false);
5787 let mut stats = self.statistics.borrow_mut();
5788 stats.final_unscaled_constr_viol = f.max_violation;
5789 stats.final_unscaled_kkt_error =
5790 stats.final_unscaled_kkt_error.max(f.max_violation);
5791 if scaled_may_mirror {
5792 stats.final_constr_viol = f.max_violation;
5793 stats.final_kkt_error = stats.final_kkt_error.max(f.max_violation);
5794 stats.final_kkt_error_above_noise =
5795 stats.final_kkt_error_above_noise.max(f.max_violation);
5796 }
5797 }
5798
5799 let inner_claimed_success = matches!(
5800 last_status,
5801 ApplicationReturnStatus::SolveSucceeded
5802 | ApplicationReturnStatus::SolvedToAcceptableLevel
5803 );
5804
5805 // Downgrade, not upgrade: a solve that reached the strict
5806 // standard on the user's own rows keeps whatever status the
5807 // inner gave it, and nothing here can turn a failure into a
5808 // success.
5809 let downgrade_to_acceptable = inner_claimed_success
5810 && feas
5811 .as_ref()
5812 .is_some_and(|f| !f.negligible_at_tol && f.negligible_at_acceptable);
5813
5814 let infeasible_certificate = inner_claimed_success
5815 && match feas.as_ref() {
5816 // Measured: the point does not satisfy the user's
5817 // constraints even to `acceptable_tol`.
5818 Some(f) => !f.negligible_at_acceptable,
5819 // Unmeasurable model — fall back to the historical
5820 // slack-sum argument rather than to silence.
5821 None => slack_sum.is_finite() && slack_sum > slack_tol,
5822 };
5823
5824 if let Some(f) = feas.as_ref()
5825 && inner_claimed_success
5826 && !f.negligible_at_tol
5827 {
5828 tracing::info!(
5829 target: "pounce::application",
5830 "l1 penalty-barrier: the inner solve converged the augmented NLP, \
5831 but the returned point violates the model's own constraints by \
5832 {:.3e}, which does not meet tol; reporting {} rather than success \
5833 (gh#794)",
5834 f.max_violation,
5835 if f.negligible_at_acceptable {
5836 "Solved_To_Acceptable_Level"
5837 } else {
5838 "an infeasibility verdict"
5839 },
5840 );
5841 }
5842 // …unless the model's own starting point satisfies every
5843 // constraint, which disproves the certificate outright (gh #379).
5844 // Same gate as the IPM and SQP paths; see
5845 // `withdraw_infeasibility_if_refuted`.
5846 let refuted = infeasible_certificate
5847 && withdraw_infeasibility_if_refuted(
5848 &tnlp,
5849 SolverReturn::LocalInfeasibility,
5850 self.nlp_lower_bound_inf(),
5851 self.nlp_upper_bound_inf(),
5852 self.user_tol(),
5853 ) != SolverReturn::LocalInfeasibility;
5854 let final_solver_status = match (infeasible_certificate, refuted) {
5855 (true, false) => SolverReturn::LocalInfeasibility,
5856 // The point is not feasible, so `Solve_Succeeded` would be
5857 // just as wrong as `Infeasible_Problem_Detected`. Report the
5858 // breakdown.
5859 (true, true) => SolverReturn::ErrorInStepComputation,
5860 (false, _) if downgrade_to_acceptable => SolverReturn::StopAtAcceptablePoint,
5861 (false, _) => solver_status,
5862 };
5863 let final_app_status = match (infeasible_certificate, refuted) {
5864 (true, false) => ApplicationReturnStatus::InfeasibleProblemDetected,
5865 (true, true) => ApplicationReturnStatus::ErrorInStepComputation,
5866 (false, _) if downgrade_to_acceptable => {
5867 ApplicationReturnStatus::SolvedToAcceptableLevel
5868 }
5869 (false, _) => last_status,
5870 };
5871
5872 tnlp.borrow_mut().finalize_solution(
5873 Solution {
5874 status: final_solver_status,
5875 x: &x_trunc,
5876 z_l: &z_l,
5877 z_u: &z_u,
5878 g: &g_inner,
5879 lambda: &lambda,
5880 obj_value: f_inner,
5881 },
5882 &TnlpIpoptData::default(),
5883 &TnlpIpoptCq::default(),
5884 );
5885 return Some(final_app_status);
5886 }
5887 // No solution captured at all — pass the inner status through.
5888 Some(last_status)
5889 }
5890
5891 /// Constrained-NLP path: build adapter → OrigIpoptNlp → algorithm
5892 /// bundle, run `optimize`, populate statistics, and call
5893 /// `finalize_solution` on the user's TNLP.
5894 /// Whether an over-determined model (more equality rows than free
5895 /// variables) is *provably* infeasible by linear bound propagation.
5896 ///
5897 /// Consulted only on the `NotEnoughDegreesOfFreedom` failure path, where
5898 /// the solve never runs and therefore can never itself discover the
5899 /// infeasibility (gh#387). Builds a throwaway presolve wrapper with only
5900 /// Phase 1 (bound tightening) enabled and asks it for a certified proof —
5901 /// this inherits the certification safety net wholesale: the crossing must
5902 /// exceed the solver's own acceptance margin at the crossed pair's scale,
5903 /// and a concrete witness point satisfying every constraint withdraws the
5904 /// verdict. A `false` here costs nothing but keeping the DOF error.
5905 ///
5906 /// The witness gate runs under [`pounce_presolve::WitnessRule`]'s
5907 /// `DeclaredRowRelative` form, which is admissible only because the solve
5908 /// cannot run on this path (gh#391) — see the comment on the probe below.
5909 ///
5910 /// Deliberately independent of the `presolve` master switch: this is not a
5911 /// model transformation (the wrapper is dropped without solving through
5912 /// it), it is a last check before reporting a structural error for a
5913 /// problem whose verdict is already decided.
5914 fn overdetermined_model_certified_infeasible(&self, tnlp: &Rc<RefCell<dyn TNLP>>) -> bool {
5915 let mut opts = pounce_presolve::PresolveOptions::from_options_list(&self.options)
5916 .unwrap_or_else(|_| pounce_presolve::PresolveOptions::defaults());
5917 opts.enabled = true;
5918 opts.bound_tightening = true;
5919 // Certification needs Phase 1 only; every transformative or
5920 // diagnostic phase is dead weight on a wrapper that is never
5921 // solved through.
5922 opts.auxiliary = false;
5923 opts.fbbt = false;
5924 opts.redundant_constraint_removal = false;
5925 opts.licq_check = false;
5926 opts.warm_z_bounds = false;
5927 // The one place the witness rule is raised off the solver's own
5928 // acceptance test (gh#391). It is sound *here specifically* because the
5929 // gate has already established the solve cannot run: the alternative to
5930 // the proof is the structural 5xx error, never `Solve_Succeeded`, so
5931 // the #380 "two routes, two answers" contradiction the clamp exists to
5932 // prevent has no second route to contradict. See `WitnessRule` for the
5933 // full argument and the homogeneous-row fallback.
5934 let mut probe =
5935 pounce_presolve::PresolveTnlp::new(Rc::clone(tnlp), opts).probing_without_a_solve();
5936 if probe.get_nlp_info().is_none() {
5937 return false;
5938 }
5939 probe.certified_infeasible().is_some()
5940 }
5941
5942 fn optimize_constrained(&mut self, tnlp: Rc<RefCell<dyn TNLP>>) -> ApplicationReturnStatus {
5943 let t_start = Instant::now();
5944
5945 // Invalidate the row-scaling record before anything can read it.
5946 //
5947 // It is written near the end of this function, from the NLP the
5948 // solve actually built, so a solve that bails before that point
5949 // leaves whatever the *previous* one recorded. The ℓ₁ outer loop
5950 // calls this repeatedly and reads the flag after each call, so a
5951 // stale `Some(false)` would let it mirror an original-units
5952 // violation into the scaled family — the exact contract this flag
5953 // exists to protect (gh#794 review round 2). Clearing it here
5954 // makes the failure mode fail-closed: "not recorded" reads as
5955 // "cannot mirror", never as "scaling was off".
5956 self.row_scaling_active.set(None);
5957 // gh#983 review item 1: the structured warnings describe the run whose
5958 // point is returned, so each attempt starts with none. They used to
5959 // accumulate on the application for its lifetime, and a promoted
5960 // gh#884 retry (`Solve_Succeeded` at `du = 1.6e-7`) carried the
5961 // discarded base attempt's `large_dual_scale ... 1.43e9`. A declined
5962 // retry restores the floored attempt's own list via
5963 // `SolutionCertificate`.
5964 self.statistics.borrow_mut().warnings.clear();
5965 self.statistics
5966 .borrow_mut()
5967 .returned_run_dual_divergence_signature = false;
5968
5969 // `print_user_options yes` — dump the OptionsList before the
5970 // solve. Mirrors `IpoptApplication::call_optimize` (upstream
5971 // calls `Jnlst().Printf(.., "%s", options_->PrintUserOptions())`).
5972 let print_opts = self
5973 .options
5974 .get_bool_value("print_user_options", "")
5975 .ok()
5976 .and_then(|(v, f)| f.then_some(v))
5977 .unwrap_or(false);
5978 if print_opts {
5979 print!(
5980 "\nList of user-set options:\n\n{}",
5981 self.options.print_user_options()
5982 );
5983 }
5984
5985 // `print_options_documentation yes` — dump the full registry
5986 // (every option with type, default, valid range/strings, and
5987 // long description) before the solve. Honors
5988 // `print_options_mode` (`text` / `latex` / `doxygen`; only
5989 // `text` is implemented today, the others fall through with a
5990 // one-line note) and `print_advanced_options`. Mirrors
5991 // upstream `IpoptApplication::call_optimize`'s
5992 // `print_options_documentation` branch and `Common/IpRegOptions.cpp`
5993 // `OutputOptionDocumentation`.
5994 let print_doc = self
5995 .options
5996 .get_bool_value("print_options_documentation", "")
5997 .ok()
5998 .and_then(|(v, f)| f.then_some(v))
5999 .unwrap_or(false);
6000 if print_doc {
6001 let mode = self
6002 .options
6003 .get_string_value("print_options_mode", "")
6004 .ok()
6005 .map(|(v, _)| PrintOptionsMode::from_tag(&v))
6006 .unwrap_or(PrintOptionsMode::Text);
6007 let advanced = self
6008 .options
6009 .get_bool_value("print_advanced_options", "")
6010 .ok()
6011 .map(|(v, _)| v)
6012 .unwrap_or(false);
6013 print!(
6014 "\n# Pounce options registry\n\n{}",
6015 self.reg_options.print_options_documentation(mode, advanced)
6016 );
6017 }
6018
6019 // Mint a fresh `TimingStatistics` for this solve — shared (via
6020 // `Rc`) with the data and the NLP below so every `eval_*` and
6021 // every iterate-phase records into the same accumulator. The
6022 // application keeps its own `Rc` so callers can read totals out
6023 // via [`Self::timing_stats`].
6024 let timing = Rc::new(TimingStatistics::new());
6025 *self.timing.borrow_mut() = Rc::clone(&timing);
6026 // gh#606: same lifetime as the timings — a solve that bails out
6027 // before the initializer runs must not report the previous
6028 // solve's warm-start verdict.
6029 *self.warm_start_diag.borrow_mut() = None;
6030 // Gate the *detailed* per-subsystem timers on `timing_statistics`
6031 // (default "no"), matching upstream Ipopt. Without this, every
6032 // timed `eval_*` / phase section pays two `getrusage` syscalls per
6033 // start/end even when statistics are off — 16-20% of busy CPU on
6034 // fast-objective NLPs (issue #190). `print_timing_statistics=yes`
6035 // implies `timing_statistics=yes` (per its option help), so either
6036 // one enables the detailed timers. `overall_alg` is started
6037 // unconditionally below: it feeds the `max_cpu_time` check and is
6038 // reported regardless of the option.
6039 //
6040 // Each name is read as a literal rather than looped over an
6041 // array: the registered-but-unread scan
6042 // (`tests/no_silent_options.rs`) keys on the option name as it
6043 // appears at the accessor, so a loop variable reads as "no key
6044 // here" and hid `timing_statistics` among the silent options
6045 // when it has been wired since #190 (#677, #551).
6046 let read_yes = |key: &str| -> bool {
6047 self.options
6048 .get_bool_value(key, "")
6049 .ok()
6050 .and_then(|(v, f)| f.then_some(v))
6051 .unwrap_or(false)
6052 };
6053 let timing_enabled = read_yes("timing_statistics") || read_yes("print_timing_statistics");
6054 timing.set_detailed_enabled(timing_enabled);
6055 timing.overall_alg.start();
6056
6057 // Reset the linear-solver summary sink so back-to-back solves
6058 // don't bleed factor counters / extremal pivots into each
6059 // other. Surviving the lock failure with a debug-assert keeps
6060 // a poisoned mutex from sinking a release build that doesn't
6061 // even consume the summary.
6062 for sink in [&self.linsol_summary_sink, &self.resto_linsol_summary_sink] {
6063 match sink.lock() {
6064 Ok(mut guard) => {
6065 *guard = LinearSolverSummary::default();
6066 }
6067 _ => {
6068 debug_assert!(false, "linsol summary sink mutex poisoned");
6069 }
6070 }
6071 }
6072 // Same reasoning for the quality-escalation tally (gh#857): the
6073 // number belongs to this solve, not to whatever ran before it.
6074 self.quality_escalations.set(0);
6075 // And for the published partition: back-to-back solves on one
6076 // application can differ in which variables are fixed, so last
6077 // solve's labels must not describe this solve's KKT. Cleared here and
6078 // written again below only if this solve resolves one.
6079 if let Ok(mut g) = self.kkt_blocks_published.lock() {
6080 *g = None;
6081 }
6082
6083 // Build adapter + Nlp. Honor `fixed_variable_treatment` (default
6084 // `make_parameter`; pounce additionally implements `relax_bounds`,
6085 // which the adapter also auto-selects as a fallback when
6086 // `make_parameter` would leave `n_x_var < n_c` — mirrors upstream
6087 // `IpTNLPAdapter.cpp:623-633`).
6088 let (lo_inf, up_inf, fixed_treatment) = self.adapter_options();
6089 let adapter = match TNLPAdapter::new_with_options(
6090 Rc::clone(&tnlp),
6091 lo_inf,
6092 up_inf,
6093 fixed_treatment,
6094 ) {
6095 Ok(a) => Rc::new(RefCell::new(a)),
6096 Err(_) => {
6097 timing.overall_alg.end();
6098 return ApplicationReturnStatus::InvalidProblemDefinition;
6099 }
6100 };
6101 // Carry the user's constant `obj_scaling_factor` (default 1.0;
6102 // negative ⇒ maximize) into the NLP. Until pounce#128's
6103 // follow-up this option was registered but never read, so it
6104 // was silently a no-op — maximization diverged because the
6105 // algorithm minimized the unscaled objective.
6106 let obj_scaling_factor = self
6107 .options
6108 .get_numeric_value("obj_scaling_factor", "")
6109 .ok()
6110 .and_then(|(v, f)| f.then_some(v))
6111 .unwrap_or(1.0);
6112 let mut orig_nlp = match OrigIpoptNlp::new(
6113 Rc::clone(&adapter),
6114 Rc::new(ConstObjScaling(obj_scaling_factor)),
6115 ) {
6116 Ok(n) => n,
6117 Err(_) => {
6118 timing.overall_alg.end();
6119 return ApplicationReturnStatus::InternalError;
6120 }
6121 };
6122 orig_nlp.set_timing_stats(Rc::clone(&timing));
6123 // Q6: decide which derivatives may be reused across iterates,
6124 // before anything is evaluated (gh #588).
6125 self.install_constant_derivative_hints(&mut orig_nlp);
6126
6127 // Mirror upstream `OrigIpoptNLP::InitializeStructures` (IpOrigIpoptNLP.cpp:299):
6128 // bail out with NotEnoughDegreesOfFreedom when there are fewer free
6129 // variables than equality constraints. Without this gate, square /
6130 // over-determined systems push the algorithm into restoration on
6131 // iter 0 and exit Restoration_Failed instead of the cleaner DOF code.
6132 let n_x_var = orig_nlp.x_space().dim();
6133 let n_c = orig_nlp.c_space().dim();
6134 if n_x_var > 0 && n_x_var < n_c {
6135 timing.overall_alg.end();
6136 // An over-determined system can still be *provably* infeasible —
6137 // `x == 0.2` with `x == 0.8` is about as provable as infeasibility
6138 // gets — and for such a model the structural DOF error is the
6139 // strictly weaker answer: it reports "cannot attempt this" for a
6140 // problem whose verdict is already decided (gh#387). The DOF gate
6141 // fires before any iteration runs, so nothing downstream will ever
6142 // get the chance to detect the infeasibility; check for a
6143 // bound-propagation proof here, on the rare failure path only.
6144 // The probe reuses presolve's full certification pipeline
6145 // (crossing margin + witness refutation), so a model the solver
6146 // would accept as feasible at its own tolerance is never upgraded
6147 // to "proved infeasible" — those still report the DOF error.
6148 if self.overdetermined_model_certified_infeasible(&tnlp) {
6149 use pounce_common::journalist::JournalCategory;
6150 self.journalist.print(
6151 JournalLevel::J_SUMMARY,
6152 JournalCategory::J_MAIN,
6153 "\nEXIT: Problem has too few degrees of freedom, and bound \
6154 propagation proves its constraints inconsistent.\n\
6155 No feasible point exists; the solve was not run.\n",
6156 );
6157 return ApplicationReturnStatus::InfeasibleProblemDetected;
6158 }
6159 return ApplicationReturnStatus::NotEnoughDegreesOfFreedom;
6160 }
6161
6162 // Relax `x_L / x_U / d_L / d_U` by `bound_relax_factor` (default
6163 // 1e-8), capped by `constr_viol_tol` (default 1e-4). Matches
6164 // `OrigIpoptNLP::InitializeStructures` lines 343-358.
6165 let bound_relax_factor = self
6166 .options
6167 .get_numeric_value("bound_relax_factor", "")
6168 .ok()
6169 .and_then(|(v, f)| f.then_some(v))
6170 .unwrap_or(1e-8);
6171 let constr_viol_tol = self
6172 .options
6173 .get_numeric_value("constr_viol_tol", "")
6174 .ok()
6175 .and_then(|(v, f)| f.then_some(v))
6176 .unwrap_or(1e-4);
6177 if self.retry_keeps_declared_box.get() {
6178 orig_nlp.relax_bounds_keeping_box(bound_relax_factor, constr_viol_tol);
6179 } else {
6180 orig_nlp.relax_bounds(bound_relax_factor, constr_viol_tol);
6181 }
6182
6183 // `honor_original_bounds` (default `no`, matching upstream):
6184 // project the reported point back into the un-relaxed box. Must
6185 // follow `relax_bounds`, which snapshots the bounds to project
6186 // onto. Registered but never read before, so a user asking for
6187 // it still got a bound-pinned solution sitting up to
6188 // `min(bound_relax_factor·max(1,|b|), constr_viol_tol)` outside
6189 // its own bounds (gh#483 follow-up).
6190 let honor_original_bounds = self
6191 .options
6192 .get_bool_value("honor_original_bounds", "")
6193 .ok()
6194 .and_then(|(v, f)| f.then_some(v))
6195 .unwrap_or(false);
6196 orig_nlp.set_honor_original_bounds(honor_original_bounds);
6197
6198 // Apply automatic NLP scaling per `nlp_scaling_method` option
6199 // (port of `OrigIpoptNLP::InitializeStructures` →
6200 // `NLPScalingObject::DetermineScaling`). Default is
6201 // `gradient-based` to match upstream Ipopt 3.14.
6202 let scaling_method = self
6203 .options
6204 .get_string_value("nlp_scaling_method", "")
6205 .ok()
6206 .and_then(|(v, f)| f.then_some(v))
6207 .unwrap_or_else(|| "gradient-based".to_string());
6208 let scaling_method = match scaling_method.as_str() {
6209 "none" => ScalingMethod::None,
6210 "gradient-based" => ScalingMethod::GradientBased,
6211 // `curvature-based` computes the factors from the model's
6212 // quadratic coefficients and hands them back through
6213 // `TNLP::get_scaling_parameters` (gh #703), so from the
6214 // engine's side it *is* user scaling — the only difference is
6215 // who filled the vectors in.
6216 "user-scaling" | "curvature-based" => ScalingMethod::UserScaling,
6217 // `equilibration-based` is registered upstream but not yet
6218 // implemented in pounce; fall back to gradient-based (the
6219 // upstream default) to keep behavior predictable.
6220 _ => ScalingMethod::GradientBased,
6221 };
6222 let max_gradient = self
6223 .options
6224 .get_numeric_value("nlp_scaling_max_gradient", "")
6225 .ok()
6226 .and_then(|(v, f)| f.then_some(v))
6227 .unwrap_or(100.0);
6228 let min_value = self
6229 .options
6230 .get_numeric_value("nlp_scaling_min_value", "")
6231 .ok()
6232 .and_then(|(v, f)| f.then_some(v))
6233 .unwrap_or(1e-8);
6234 let obj_target_gradient = self
6235 .options
6236 .get_numeric_value("nlp_scaling_obj_target_gradient", "")
6237 .ok()
6238 .and_then(|(v, f)| f.then_some(v))
6239 .unwrap_or(0.0);
6240 let constr_target_gradient = self
6241 .options
6242 .get_numeric_value("nlp_scaling_constr_target_gradient", "")
6243 .ok()
6244 .and_then(|(v, f)| f.then_some(v))
6245 .unwrap_or(0.0);
6246 orig_nlp.determine_scaling_from_starting_point(
6247 scaling_method,
6248 max_gradient,
6249 min_value,
6250 obj_target_gradient,
6251 constr_target_gradient,
6252 );
6253
6254 let nlp_handle: Rc<RefCell<dyn IpoptNlp>> = Rc::new(RefCell::new(orig_nlp));
6255
6256 // Build the algorithm strategy bundle. Read coarse knobs from
6257 // the OptionsList where we have them; fall through to defaults
6258 // otherwise. The full upstream parsing surface (mu_strategy,
6259 // hessian_approximation, line_search_method, ...) is wired by
6260 // `AlgBuilder::RegisterOptions` in upstream — that registry
6261 // hookup lands as a follow-up; default builder is correct for
6262 // HS71-class problems.
6263 let mut builder = self.algorithm_builder_from_options();
6264
6265 // The objective element's support for the partitioned Hessian.
6266 // Every constraint element reads its support off a Jacobian row;
6267 // only the objective has none declared, so without this the
6268 // updater falls back to the first `∇f`'s nonzeros — a
6269 // value-derived pattern. See
6270 // `TNLPAdapter::objective_nonlinear_vars`.
6271 if matches!(
6272 builder.hessian_approximation,
6273 HessianApproxChoice::Partitioned | HessianApproxChoice::FiniteDifference
6274 ) {
6275 builder.objective_nonlinear_vars = adapter.borrow().objective_nonlinear_vars();
6276 }
6277 // gh#989 item 5: the declared Lagrangian Hessian structure splits the
6278 // partitioned elements into the independent blocks they really are.
6279 if matches!(
6280 builder.hessian_approximation,
6281 HessianApproxChoice::Partitioned
6282 ) {
6283 let declared = !matches!(
6284 self.options.get_string_value("partitioned_structure", ""),
6285 Ok((ref v, true)) if v == "jacobian"
6286 );
6287 if declared {
6288 builder.hessian_declared_pattern = adapter.borrow().lagrangian_hessian_pattern();
6289 }
6290 }
6291
6292 // Which variables the limited-memory Hessian should span (gh#624).
6293 // Upstream's precedence: a TNLP that implements
6294 // `get_number_of_nonlinear_variables` wins, and
6295 // `num_linear_variables` is only the contiguous-prefix fallback.
6296 // Exact-Hessian solves never consult either.
6297 if matches!(
6298 builder.hessian_approximation,
6299 HessianApproxChoice::LimitedMemory | HessianApproxChoice::FiniteDifference
6300 ) {
6301 let num_linear_variables = self
6302 .options
6303 .get_integer_value("num_linear_variables", "")
6304 .ok()
6305 .and_then(|(v, f)| f.then_some(v))
6306 .unwrap_or(0);
6307 match adapter
6308 .borrow()
6309 .quasi_newton_nonlinear_vars(num_linear_variables)
6310 {
6311 Ok(mask) => builder.limited_memory_nonlinear_vars = mask,
6312 Err(e) => {
6313 use pounce_common::journalist::JournalCategory;
6314 self.journalist.print(
6315 JournalLevel::J_ERROR,
6316 JournalCategory::J_MAIN,
6317 &format!("\nEXIT: Invalid nonlinear-variable list: {}\n", e.message),
6318 );
6319 timing.overall_alg.end();
6320 return ApplicationReturnStatus::InvalidProblemDefinition;
6321 }
6322 }
6323 }
6324
6325 // Linear-solver backend. The default factory is option-aware
6326 // — it reads the `feral_*` extension options off the same
6327 // `OptionsList` that drove the IPM-level builder above so
6328 // per-problem `.opt` files can flip backend knobs without
6329 // rebuilding pounce.
6330 let mut feral_cfg = feral_config_from_options(&self.options);
6331 // Block-triangular / Schur KKT partition (pounce#180 item 2). Configure
6332 // the Schur block solvers from the *base* feral cfg: a full-KKT external
6333 // ordering (item 1) is sized for the whole system and cannot apply to
6334 // the A_FF sub-block, so the Schur path keeps the default sub-block
6335 // ordering. `build_with_backend` honors this only on the IPM + feral +
6336 // exact-Hessian path and falls back to the standard solver otherwise.
6337 if let Some(indices) = &self.kkt_schur_block {
6338 builder.set_kkt_schur(indices.clone(), feral_cfg.clone());
6339 builder.set_kkt_schur_summary_sink(Arc::clone(&self.linsol_summary_sink));
6340 }
6341 // Block-parallel KKT partition (structured-KKT Phase 5b), explicit or
6342 // detected (`kkt_block_detect`).
6343 let detect = matches!(
6344 self.options.get_string_value("kkt_block_detect", ""),
6345 Ok((ref v, true)) if v.eq_ignore_ascii_case("yes")
6346 );
6347 // A model-space declaration (§45) is mapped to KKT indices here, where
6348 // the NLP layout — which variables survived fixing, how constraints
6349 // split into equalities and inequalities — is known.
6350 {
6351 let a = adapter.borrow();
6352 let cls = a.classification();
6353 self.x_elimination = Some((cls.x_not_fixed_map.clone(), cls.n_full_x as usize));
6354 }
6355 let mapped = self.model_blocks.as_ref().and_then(|(v, c)| {
6356 let cls = adapter.borrow().classification().clone();
6357 match map_block_structure_to_kkt(&cls, v, c) {
6358 Ok(l) => Some(l),
6359 Err(e) => {
6360 tracing::warn!(
6361 target: "pounce::kkt",
6362 error = %e,
6363 "declared block structure does not fit this problem; using the standard solver"
6364 );
6365 None
6366 }
6367 }
6368 });
6369 if let Some(labels) = mapped
6370 .or_else(|| self.kkt_blocks.clone())
6371 .or(detect.then(Vec::new))
6372 {
6373 builder.set_kkt_blocks(labels.clone(), feral_cfg.clone());
6374 builder.set_kkt_schur_summary_sink(Arc::clone(&self.linsol_summary_sink));
6375 // And to the restoration sub-IPM, whose builder was minted before
6376 // this mapping existed. Its reduced system is this one, so the
6377 // same labels apply; see `kkt_blocks_published`. Off with
6378 // `kkt_block_restoration no`, which is how restoration's own
6379 // contribution is measured.
6380 let resto_blocks = !matches!(
6381 self.options.get_string_value("kkt_block_restoration", ""),
6382 Ok((ref v, _)) if v.eq_ignore_ascii_case("no")
6383 );
6384 if resto_blocks {
6385 if let Ok(mut g) = self.kkt_blocks_published.lock() {
6386 *g = Some((labels, feral_cfg.clone()));
6387 }
6388 }
6389 }
6390 // A caller-supplied KKT permutation (pounce#180 item 1) overrides
6391 // the string-option / env ordering: `OrderingMethod::External`
6392 // can't be expressed through the OptionsList (it carries a
6393 // vector), so it is injected here from the side-channel field.
6394 // Only applies to the workspace-default FERAL backend below; a
6395 // custom `linear_backend_factory` owns its own config.
6396 if let Some(perm) = &self.external_ordering {
6397 feral_cfg.ordering = pounce_feral::OrderingMethod::External(perm.clone());
6398 }
6399 // MA57's knobs come off the same `OptionsList`, at the main-IPM
6400 // prefix. The restoration sub-IPM reads them again under
6401 // `"resto."` when its caller mints the inner backend factory —
6402 // see `ma57_config_from_options`.
6403 let ma57_cfg = ma57_config_from_options(&self.options, "");
6404 // gh#987 item 3: publish the unperturbed trials' inertia next to the
6405 // backend's own per-factorization record.
6406 builder.inertia_sink = Some(Arc::clone(&self.linsol_summary_sink));
6407 let factory = self.linear_backend_factory.take().unwrap_or_else(|| {
6408 default_backend_factory_with_sink(
6409 feral_cfg,
6410 ma57_cfg,
6411 Arc::clone(&self.linsol_summary_sink),
6412 )
6413 });
6414 let bundle = builder.build_with_backend(factory);
6415
6416 // Wire the data / cq pair around the NLP. Install the shared
6417 // `TimingStatistics` so the algorithm's iterate phases
6418 // (output, convergence, hessian, μ, search-direction,
6419 // line-search, accept) all record into the same accumulator
6420 // the application exposes via `timing_stats()`.
6421 let data: crate::ipopt_data::IpoptDataHandle = Rc::new(RefCell::new(AlgIpoptData::new()));
6422 data.borrow_mut().timing = Rc::clone(&timing);
6423 // Install a shared wall/CPU-time deadline (pounce#242) so the time
6424 // budget is honored at the granularity of the expensive inner
6425 // steps — the main loop's KKT factorization / line search and the
6426 // restoration inner IPM — instead of only between outer iterations.
6427 // The `Deadline` starts its clock now (right after `overall_alg`),
6428 // and the restoration sub-solve reuses this same instance, so the
6429 // caller's budget bounds the whole solve rather than each nested
6430 // level independently. The convergence check treats it as
6431 // authoritative when present (see `conv_check::opt_error`).
6432 data.borrow_mut().deadline = Some(pounce_common::timing::Deadline::new(
6433 builder.conv_check.max_wall_time,
6434 builder.conv_check.max_cpu_time,
6435 ));
6436 let cq: crate::ipopt_cq::IpoptCqHandle = Rc::new(RefCell::new(
6437 IpoptCalculatedQuantities::new(Rc::clone(&data), Rc::clone(&nlp_handle)),
6438 ));
6439 // Correction size for very small slacks (default mach_eps^{3/4});
6440 // drives the safe-slack bound-adjustment mechanism.
6441 if let Ok((v, true)) = self.options.get_numeric_value("slack_move", "") {
6442 cq.borrow_mut().slack_move = v;
6443 }
6444 // `kappa_d` — weight of the linear damping term added to the
6445 // barrier objective/gradient to handle one-sided bounds
6446 // (`IpIpoptCalculatedQuantities.cpp`). Registered (default 1e-5)
6447 // but previously never read, so a user override was silently
6448 // ignored (#191). Routed through the builder for parity with the
6449 // other numeric knobs; the default matches the registered
6450 // default, so only explicit overrides change behavior.
6451 cq.borrow_mut().kappa_d = builder.kappa_d;
6452 // `s_max` — cap on the average multiplier magnitude in the
6453 // `(s_d, s_c)` scaling of the KKT error test. Same shape as
6454 // `kappa_d`: registered (default 100) and previously never read,
6455 // so an override was silently ignored (#551 / #677).
6456 cq.borrow_mut().s_max = builder.s_max;
6457
6458 // Seed `data.curr` with a zero-valued iterate of the correct
6459 // dimensions. The `IterateInitializer` consumes these as its
6460 // template (it overwrites `x`, `s`, multipliers in place); we
6461 // just need the dim metadata.
6462 {
6463 let nlp_borrow = nlp_handle.borrow();
6464 let n_x = nlp_borrow.n();
6465 let n_s = nlp_borrow.m_ineq();
6466 let n_yc = nlp_borrow.m_eq();
6467 let n_yd = nlp_borrow.m_ineq();
6468 let n_zl = nlp_borrow.x_l().dim();
6469 let n_zu = nlp_borrow.x_u().dim();
6470 let n_vl = nlp_borrow.d_l().dim();
6471 let n_vu = nlp_borrow.d_u().dim();
6472 drop(nlp_borrow);
6473 let iv = IteratesVector::new(
6474 Rc::new(DenseVectorSpace::new(n_x).make_new_dense()),
6475 Rc::new(DenseVectorSpace::new(n_s).make_new_dense()),
6476 Rc::new(DenseVectorSpace::new(n_yc).make_new_dense()),
6477 Rc::new(DenseVectorSpace::new(n_yd).make_new_dense()),
6478 Rc::new(DenseVectorSpace::new(n_zl).make_new_dense()),
6479 Rc::new(DenseVectorSpace::new(n_zu).make_new_dense()),
6480 Rc::new(DenseVectorSpace::new(n_vl).make_new_dense()),
6481 Rc::new(DenseVectorSpace::new(n_vu).make_new_dense()),
6482 );
6483 data.borrow_mut().set_curr(iv);
6484 }
6485
6486 // Full primal-dual warm restart (debugger `resolve`): if a
6487 // captured iterate is queued, install it onto `data.curr` over
6488 // the placeholder so the `WarmStartIterateInitializer`'s
6489 // re-optimize branch (x already initialized) keeps it and only
6490 // clamps multipliers / sets target_mu — no cold re-seed from the
6491 // NLP. Skipped (with a warning) if the dimensions don't line up,
6492 // e.g. an option changed the problem structure between solves.
6493 if let Some(snap) = self.warm_start_iterate.take() {
6494 let dims_match = {
6495 let borrow = data.borrow();
6496 borrow
6497 .curr
6498 .as_ref()
6499 .map(|c| iterates_dims(c) == iterates_dims(snap.iterates()))
6500 .unwrap_or(false)
6501 };
6502 if dims_match {
6503 data.borrow_mut().set_curr(snap.iterates().clone());
6504 data.borrow_mut().curr_mu = snap.mu();
6505 } else {
6506 tracing::warn!(
6507 target: "pounce::warm_start",
6508 "debugger warm-restart iterate dimensions differ from the fresh \
6509 solve; ignoring the captured iterate and seeding normally"
6510 );
6511 }
6512 }
6513
6514 let max_iter = self
6515 .options
6516 .get_integer_value("max_iter", "")
6517 .ok()
6518 .and_then(|(v, f)| f.then_some(v))
6519 .unwrap_or(3000);
6520 let tol = self
6521 .options
6522 .get_numeric_value("tol", "")
6523 .ok()
6524 .and_then(|(v, f)| f.then_some(v))
6525 .unwrap_or(1e-8);
6526 data.borrow_mut().tol = tol;
6527
6528 let mut alg = IpoptAlgorithm::new(data, cq, bundle)
6529 .with_nlp(Rc::clone(&nlp_handle))
6530 .with_tnlp(Rc::clone(&tnlp));
6531 alg.last_iter_stats_sink = Some(Rc::clone(&self.last_iter_stats));
6532 alg.live_iterate_fixed_var_duals = self.reports_fixed_var_duals();
6533 // Mint a fresh restoration factory per inner solve if a
6534 // provider is configured (pounce#10 Phase 3). Falls back to
6535 // the legacy one-shot `restoration_factory` slot when no
6536 // provider is set, preserving single-shot caller behavior.
6537 if let Some(provider) = self.restoration_factory_provider.as_mut() {
6538 self.restoration_factory = Some(provider());
6539 }
6540 if let Some(factory) = self.restoration_factory.as_mut() {
6541 alg = alg.with_restoration(factory());
6542 }
6543 if let Some(diag) = self.diagnostics.as_ref() {
6544 alg = alg.with_diagnostics(Rc::clone(diag));
6545 }
6546 // Move the interactive debugger hook (if any) into the main
6547 // algorithm. Taken — not cloned — so it drives exactly this
6548 // solve; a subsequent solve must reinstall it.
6549 if let Some(hook) = self.debug_hook.take() {
6550 alg = alg.with_debug_hook(hook);
6551 }
6552 alg.max_iter = max_iter;
6553 // `kappa_sigma` — factor bounding how far the bound multipliers
6554 // may deviate from their primal estimates; the clamp runs after
6555 // every accepted step (`IpIpoptAlg.cpp`, Eqn. (16)). Registered
6556 // (default 1e10) but previously never read, so a user override —
6557 // including the documented `< 1` "disable the correction" — was
6558 // silently ignored (#191). Routed through the builder; the struct
6559 // default matches the registered default, so default runs are
6560 // unchanged.
6561 alg.kappa_sigma = builder.kappa_sigma;
6562 // `recalc_y` (#677) — see the read site above for why the
6563 // limited-memory path defaults it on.
6564 // `linear_system_scaling=slack-based` (#677) — the only scaling
6565 // choice whose factors depend on the iterate, so the main loop
6566 // has to refresh them. See `IpoptAlgorithm::push_slack_scaling`.
6567 alg.slack_based_scaling = matches!(
6568 builder.linear_system_scaling,
6569 crate::alg_builder::LinearSystemScalingChoice::SlackBased
6570 );
6571 alg.recalc_y = builder.recalc_y;
6572 alg.recalc_y_feas_tol = builder.recalc_y_feas_tol;
6573 // `start_with_resto` — the outer loop is what acts on it. It was
6574 // previously copied only into the restoration sub-solver's own
6575 // builder, which has no first outer iteration to force, so
6576 // setting the option did nothing at all.
6577 alg.start_with_resto = builder.resto.start_with_resto;
6578 // Tiny-step and divergence guards (#191): registered but
6579 // previously never read. Struct defaults match the registered
6580 // defaults, so default runs are unchanged.
6581 alg.tiny_step_tol = builder.tiny_step_tol;
6582 alg.tiny_step_y_tol = builder.tiny_step_y_tol;
6583 alg.diverging_iterates_tol = builder.diverging_iterates_tol;
6584 alg.dual_diverging_streak = builder.dual_diverging_streak.max(0) as usize;
6585 alg.dual_divergence_retry_step_tol = builder.dual_divergence_retry_step_tol;
6586 alg.dual_divergence_retry_du_floor = builder.dual_divergence_retry_du_floor;
6587 alg.resto_decline_deferrals = builder.resto_decline_deferrals.max(0) as usize;
6588 alg.resto_decline_progress_ratio = builder.resto_decline_progress_ratio;
6589 alg.neg_curv_escapes = builder.neg_curv_escapes.max(0) as usize;
6590 alg.lbfgs_ls_failure_restarts = builder.limited_memory_ls_failure_restarts.max(0) as usize;
6591 alg.kkt_fidelity_tol = builder.kkt_fidelity_tol;
6592 // Honor `print_level == 0`: silence the algorithm's direct-to-stdout
6593 // output — the per-iteration table and, new in #206, the
6594 // problem-statistics and end-of-run summary blocks the engine now
6595 // emits itself. Default (unset) or any positive level shows them; the
6596 // CLI's JSON mode forces print_level 0, so structured output stays
6597 // clean. (The Phase-7 journalist surface respects print_level already;
6598 // this is the legacy direct-print site that needs the same gate.)
6599 let console_output = match self.options.get_integer_value("print_level", "") {
6600 Ok((v, true)) => v >= 1,
6601 _ => true,
6602 };
6603 if !console_output {
6604 alg.print_iter_output = false;
6605 // The nested restoration IPM is built inside the restoration
6606 // driver, not by `IpoptAlgorithm::new`, so it never sees this
6607 // gate unless we forward it.
6608 if let Some(resto) = alg.restoration.as_mut() {
6609 resto.set_print_iter_output(false);
6610 }
6611 }
6612
6613 // Problem statistics, Ipopt-style, emitted before the iteration table
6614 // from the engine's own reduced problem (#206). Built from the same
6615 // collect_stats inputs the CLI used, so the block is byte-identical;
6616 // emitting it here means every frontend (CLI, Python, C) and every
6617 // algorithm (IPM, SQP) gets it.
6618 self.emit_problem_stats(&tnlp, console_output);
6619
6620 // Per-iteration history (pounce#71): when requested, capture the
6621 // `pounce::iteration` events emitted during the solve into an
6622 // `IterRecord` trajectory via the observability collector layer.
6623 // This replaces the old in-loop `iter_history` accumulation; it
6624 // requires the collector to be installed in the active
6625 // subscriber (the CLI / Python / C frontends install it via
6626 // `pounce_observability::init_subscriber`; tests call
6627 // `init_for_tests`). The collector scopes out restoration
6628 // sub-solve iterations via the `restoration` span, so the
6629 // trajectory matches the previous behavior (outer iters only).
6630 let iter_capture = self
6631 .record_iter_history
6632 .then(pounce_observability::IterCaptureGuard::start);
6633
6634 let solver_status = alg.optimize();
6635 // Keep the initializer's feasibility diagnostics reachable
6636 // after the algorithm goes out of scope (gh#605).
6637 self.least_square_init_report = alg.least_square_init_report();
6638
6639 let captured_iters = iter_capture.map(|g| g.finish()).unwrap_or_default();
6640 // Propagate to any enclosing capture (e.g. `with_iter_capture`
6641 // wrapped around a solve with iteration history enabled), whose
6642 // buffer this inner guard would otherwise leave empty.
6643 pounce_observability::extend_active_capture(&captured_iters);
6644 // Close the overall-algorithm timer on the success path. The
6645 // early-return arms above end it themselves before bailing out;
6646 // this one matches upstream `IpoptApplication::call_optimize`
6647 // (which calls `EndCpuTime()` on overall_alg right after
6648 // `Optimize` returns, regardless of solver_status).
6649 timing.overall_alg.end();
6650
6651 // gh#612: opt-in crossover. Runs here — after the algorithm is done
6652 // but BEFORE the statistics drain, the status gates, the
6653 // `on_converged` hook and `finalize_via_orig_nlp` — so that when it
6654 // accepts, every one of those describes the point actually returned.
6655 // Placing it later would mean reporting residuals for an iterate the
6656 // user is not given, and would hide the exact active set from the
6657 // post-optimal sensitivity hook, which is the first of the three
6658 // consumers this exists for.
6659 self.maybe_crossover(&mut alg, &nlp_handle, solver_status);
6660
6661 // Drain counters / iter count off the algorithm.
6662 {
6663 let mut stats = self.statistics.borrow_mut();
6664 {
6665 let d = alg.data.borrow();
6666 stats.iteration_count = d.iter_count;
6667 // Converged barrier parameter μ — threaded forward into a
6668 // warm-started corrector's `mu_init` / `warm_start_target_mu`
6669 // for predictor–corrector path following (pounce#86).
6670 stats.final_mu = d.curr_mu;
6671 }
6672 // gh#606: the warm-start initializer's verdict on what the
6673 // caller supplied. Lifted off the (solve-local) data handle
6674 // so it outlives the solve; `None` on a cold start.
6675 *self.warm_start_diag.borrow_mut() = alg.data.borrow().warm_start_diagnostics.clone();
6676 stats.total_wallclock_time_secs = t_start.elapsed().as_secs_f64();
6677 // Restoration-phase audit counters (pounce#12). Zero on
6678 // problems where restoration never fires; populated by
6679 // `IpoptAlgorithm::invoke_restoration`.
6680 // Finite-difference Hessian census (gh#823 review). `None` on
6681 // every other updater, which leaves the `-1` sentinel in
6682 // place and says "this mode did not run" rather than "it ran
6683 // and found nothing".
6684 if let Some(fd) = alg.bundle.hess.fd_hessian_stats() {
6685 use crate::hess::fd_hessian::FdPatternSource;
6686 stats.fd_hessian_pattern_used = match fd.pattern_used {
6687 Some(FdPatternSource::Declared) => 0,
6688 Some(FdPatternSource::Jacobian) => 1,
6689 None => -1,
6690 };
6691 stats.fd_hessian_nnz = fd.nnz as Index;
6692 stats.fd_hessian_n = fd.n as Index;
6693 stats.fd_hessian_groups = fd.groups as Index;
6694 stats.fd_hessian_rho_max = fd.rho_max as Index;
6695 stats.fd_hessian_coloring_fell_back = fd.coloring_fell_back;
6696 stats.fd_hessian_objective_clique_widened = fd.objective_clique_widened;
6697 }
6698 stats.restoration_calls = alg.resto_calls;
6699 stats.restoration_inner_iters = alg.resto_inner_iters;
6700 stats.restoration_outer_iters = alg.resto_outer_iters;
6701 stats.restoration_wall_secs = alg.resto_wall_secs;
6702 // gh#857. Read off the shared cell rather than the algorithm's
6703 // own `PdFullSpaceSolver`, so restoration sub-solves — which
6704 // run their own solver instance — are included.
6705 stats.quality_escalations = self.quality_escalations.get() as Index;
6706 // gh#884. Read off the algorithm that just ran, so
6707 // `run_with_dual_divergence_retry` — which sits above this
6708 // call — can see what it observed.
6709 self.dual_divergence_signature
6710 .set(self.dual_divergence_signature.get() || alg.dual_divergence_signature());
6711 stats.dual_divergence_signature = self.dual_divergence_signature.get();
6712 stats.returned_run_dual_divergence_signature = alg.dual_divergence_signature();
6713 stats.dual_divergence_retry_promoted = self.dual_divergence_retry_promoted.get();
6714 stats.derivative_check = self.derivative_check.borrow().clone();
6715 let (rs, ra) = self.obj_scale_refused.get();
6716 self.obj_scale_refused.set((
6717 rs || alg.obj_scale_certificate_refused(),
6718 ra || alg.obj_scale_acceptable_refused(),
6719 ));
6720 stats.obj_scale_certificate_refused = self.obj_scale_refused.get().0;
6721 stats.obj_scale_acceptable_refused = self.obj_scale_refused.get().1;
6722 stats.iterations = captured_iters;
6723 // A refused starting point does not produce a valid iterate.
6724 // Leave final objective/residual fields at their NaN defaults.
6725 // Capture the final *scaled* objective at the algorithm's
6726 // (compressed `x_var`-space) iterate via the NLP: the
6727 // algorithm-side `eval_f` returns `f * obj_scale_factor`.
6728 // `final_objective` is seeded with it only as a best-effort
6729 // fallback; the success path below overwrites it with the
6730 // true unscaled objective from `finalize_via_orig_nlp`
6731 // (which evaluates the user TNLP directly).
6732 if solver_status != SolverReturn::InvalidProblemDefinition {
6733 let curr_x = alg.data.borrow().curr.as_ref().map(|c| c.x.clone());
6734 if let Some(x) = curr_x {
6735 if let Ok(f) = try_eval_curr_f(&nlp_handle, &x) {
6736 stats.final_objective = f;
6737 stats.final_scaled_objective = f;
6738 }
6739 }
6740 // Final residuals straight off the cq cache. These mirror
6741 // the values upstream prints in its end-of-run summary
6742 // ("Dual infeasibility / Constraint violation /
6743 // Complementarity / Overall NLP error").
6744 let cq = alg.cq.borrow();
6745 stats.final_dual_inf = cq.curr_dual_infeasibility_max();
6746 // Stays on the *internal* measure deliberately: the summary's
6747 // "Overall NLP error" is `curr_nlp_error`, and it is built from
6748 // this same `max(||c||, ||d - s||)`. Switching the violation line
6749 // alone to the original-NLP measure
6750 // (`curr_unscaled_nlp_constraint_violation_max`, now used by the
6751 // `inf_pr` column) would leave the block self-inconsistent —
6752 // an error larger than the max of its own components. Making
6753 // them agree means deciding whether *convergence* should be
6754 // judged on the original NLP, which is a behaviour change for
6755 // every model, not a reporting fix. See pounce#476.
6756 //
6757 // NOTE (gh #528): "Overall NLP error" is no longer the number
6758 // the strict gate tests. That gate judges
6759 // `curr_nlp_error_above_primal_noise` — the same aggregate with
6760 // each row's residual counted only above what it can represent
6761 // in floating point — so on a model whose constraint values run
6762 // to `~1e8` the summary can report an error above `tol` beside
6763 // `EXIT: Optimal Solution Found`. The gap is exactly the part
6764 // of the residual that is quantisation noise, and it is bounded
6765 // by `constr_viol_tol`, which is still tested here on the full
6766 // unfloored residual. Reporting is deliberately left on the raw
6767 // value: it is the honest measurement, and at these magnitudes
6768 // the default `bound_relax_factor = 1e-8` has already moved
6769 // every bound by orders of magnitude more than the floor
6770 // forgives, so the raw number was never an exact statement
6771 // about the original NLP either.
6772 stats.final_constr_viol = cq.curr_primal_infeasibility_max();
6773 // How far outside the model AS DECLARED the returned point
6774 // sits. The line above is the internal slack measure the
6775 // convergence test reads, on the `bound_relax_factor`-widened
6776 // model this arm genuinely solves; the widening stays here
6777 // because a feasible-iterate log-barrier needs `x` strictly
6778 // inside its bounds (the convex arm's does not -- see
6779 // `qp_extract::BoundRelax`). The two can differ by orders and
6780 // nothing used to say so: on netlib `wood1p` this reports
6781 // `1.71e-14` at a point `7.96e-09` outside the declared rows
6782 // and `9.84e-09` outside the declared box. Reported on
6783 // every solve (see gh#987 below).
6784 //
6785 // gh#987: computed on every solve, not only a widened one.
6786 // `final_constr_viol` is documented as the internal scaled
6787 // residual, so under row scaling with `bound_relax_factor=0`
6788 // the user-unit violation was reported nowhere (the field read
6789 // NaN). Without a widening the declared and live models
6790 // coincide, but the *units* do not, and this is the one field
6791 // that is always in the caller's.
6792 stats.final_declared_constr_viol = cq.curr_declared_primal_violation_max();
6793 // The box half of the same measurement, unconditionally: this
6794 // one is a *summary line* (Ipopt's `Variable bound
6795 // violation`), not an extra warning, so it has to carry a real
6796 // number on every solve rather than only on a widened one. At
6797 // `bound_relax_factor = 0` the honest number is `0` and the
6798 // accessor returns it by measurement, not by assumption.
6799 stats.final_declared_box_viol = cq.curr_declared_box_violation_max();
6800 // Infinity-norm complementarity, max over all four bound
6801 // blocks (s_xl·z_l, s_xu·z_u, s_sl·v_l, s_su·v_u). The
6802 // empty-bound blocks return `0` from amax(), so the max is
6803 // safe even when only one side has bounds.
6804 let compl = cq
6805 .curr_compl_x_l()
6806 .amax()
6807 .max(cq.curr_compl_x_u().amax())
6808 .max(cq.curr_compl_s_l().amax())
6809 .max(cq.curr_compl_s_u().amax());
6810 stats.final_compl = compl;
6811 stats.final_kkt_error = cq.curr_nlp_error();
6812 // The aggregate the strict gate tested (gh #528). Reported
6813 // alongside the raw one so a summary can account for the gap
6814 // between them; equal to it on every `O(1)` model, and on any
6815 // run with `primal_noise_floor_kappa = 0`.
6816 stats.final_kkt_error_above_noise = cq
6817 .curr_nlp_error_above_primal_noise(builder.conv_check.primal_noise_floor_kappa);
6818 // Unscaled (user-space) counterparts — divide the nlp_scaling
6819 // back out so a consumer can verify the certificate in its own
6820 // units (pounce#173). Identical to the scaled fields when no
6821 // scaling is active.
6822 stats.final_unscaled_dual_inf = cq.curr_unscaled_dual_infeasibility_max();
6823 stats.final_unscaled_dual_scale = cq.curr_unscaled_dual_infeasibility_scale_max();
6824 stats.final_obj_scaling_factor = cq.computed_obj_scaling_factor();
6825 stats.final_total_obj_scaling_factor = cq.obj_scaling_factor().abs();
6826 stats.start_obj_grad_max = cq.start_obj_gradient_max();
6827 stats.final_unscaled_constr_viol = cq.curr_unscaled_primal_infeasibility_max();
6828 // Record whether per-row scaling actually engaged, so a
6829 // wrapper that measures the user's rows in the model's own
6830 // units knows which field family may carry that number.
6831 // `curr_unscaled_primal_infeasibility_max` treats both
6832 // vectors absent as "scaled == unscaled"; the ℓ₁ outer loop
6833 // relies on the same equivalence (gh#794 review).
6834 {
6835 let nlp_ref = nlp_handle.borrow();
6836 self.row_scaling_active.set(Some(
6837 nlp_ref.c_scale_vec().is_some() || nlp_ref.d_scale_vec().is_some(),
6838 ));
6839 }
6840 stats.final_unscaled_compl = cq.curr_unscaled_complementarity_max();
6841 stats.final_unscaled_kkt_error = cq.curr_unscaled_nlp_error();
6842
6843 // Report an accepted crossover in the frame it solved in
6844 // (#646). Everything above measures against the bounds the
6845 // interior iteration ran against, which `bound_relax_factor`
6846 // widened by `δ` before the solve. That is the right frame
6847 // for an interior iterate — it never touches a bound — but a
6848 // crossed-over point sits *exactly* on the constraints of the
6849 // problem as declared, i.e. `δ` inside the relaxed ones, so
6850 // the four `s·z` blocks above read `|multiplier| · δ`. For a
6851 // unit multiplier and the default `δ = 1e-8` that is `1e-8`,
6852 // which is `tol`: a strictly better point printed an `Overall
6853 // NLP error` above tolerance, and the opt-in
6854 // `kkt_fidelity_tol` gate below downgraded it.
6855 //
6856 // Only complementarity moves. Stationarity involves no
6857 // bounds, and the crossed-over point is *interior* to the
6858 // relaxed box, so its violation is zero under either reading.
6859 //
6860 // The substitution is confined to reporting. Crossover runs
6861 // after the status is decided, and it only ever installs a
6862 // point the never-regress gate accepted on the declared-bound
6863 // residuals, so this cannot dress up a worse iterate — the
6864 // measurement it replaces is the artifact.
6865 if let Some(report) = self.crossover_report.as_ref()
6866 && report.accepted()
6867 && report.compl_after.is_finite()
6868 {
6869 let compl_declared = report.compl_after;
6870 stats.final_compl = compl_declared;
6871 stats.final_kkt_error =
6872 cq.curr_nlp_error_with_complementarity(compl_declared, 0.0);
6873 stats.final_kkt_error_above_noise = cq.curr_nlp_error_with_complementarity(
6874 compl_declared,
6875 builder.conv_check.primal_noise_floor_kappa,
6876 );
6877 // Same unscaling as `curr_unscaled_complementarity_max`:
6878 // the slack's row factor and the multiplier's cancel in
6879 // the product, leaving the objective factor. Magnitude —
6880 // `obj_scaling_factor` is signed, `-1` being the
6881 // documented way to pose a maximization.
6882 let df = cq.obj_scaling_factor().abs();
6883 stats.final_unscaled_compl = if df == 0.0 || df == 1.0 {
6884 compl_declared
6885 } else {
6886 compl_declared / df
6887 };
6888 stats.final_unscaled_kkt_error = stats
6889 .final_unscaled_dual_inf
6890 .max(stats.final_unscaled_constr_viol)
6891 .max(stats.final_unscaled_compl);
6892 }
6893 }
6894 }
6895
6896 // Never report `Infeasible_Problem_Detected` while holding a point that
6897 // satisfies every constraint. The gates that produce this verdict argue
6898 // from a stalled feasibility sub-problem, and gh #379 is what that looks
6899 // like when the argument is wrong — a model whose own starting point is
6900 // exactly feasible, reported infeasible. See
6901 // `withdraw_infeasibility_if_refuted`.
6902 let solver_status =
6903 withdraw_infeasibility_if_refuted(&tnlp, solver_status, lo_inf, up_inf, tol);
6904
6905 // Map SolverReturn → ApplicationReturnStatus per
6906 // MAIN_LOOP.md's exception table, then apply the opt-in
6907 // status-fidelity gate (pounce#173).
6908 let app_status = self.apply_kkt_fidelity_gate(solver_return_to_app_status(solver_status));
6909 // gh#986 item 5: `mehrotra_algorithm=yes` runs with no line search
6910 // (every trial step is accepted), which is sound on LP / convex QP and
6911 // not on a general NLP — there an unglobalized step can walk the
6912 // iterate into an infeasible region that restoration then cannot
6913 // leave. (A *feasible* iterate is no longer sent to restoration by the
6914 // probing guard: it is recentred, gh#986 item 5, so this no longer
6915 // fires on the guard's own account.) Say so when it happens.
6916 if app_status == ApplicationReturnStatus::RestorationFailed
6917 && matches!(
6918 self.options.get_string_value("mehrotra_algorithm", ""),
6919 Ok((ref v, true)) if v == "yes"
6920 )
6921 {
6922 tracing::warn!(
6923 target: "pounce::algorithm",
6924 "pounce: restoration failed under mehrotra_algorithm=yes. That option \
6925 disables the line search and is intended for LPs and convex QPs; on a \
6926 general NLP every trial step is accepted, so the iterate can leave the \
6927 region restoration can repair, and a successful run may stop at a \
6928 different local solution than the default algorithm finds. Retry with \
6929 the default (mehrotra_algorithm=no)."
6930 );
6931 }
6932
6933 // On convergence, fire the user-supplied callback (post-optimal
6934 // sensitivity hook, pounce#16) before flowing back through
6935 // `finalize_via_orig_nlp`. Borrowed handles into the converged
6936 // KKT state stay alive for the duration of the closure.
6937 if matches!(
6938 app_status,
6939 ApplicationReturnStatus::SolveSucceeded
6940 | ApplicationReturnStatus::SolvedToAcceptableLevel
6941 ) {
6942 if let Some(cb) = self.on_converged.as_mut() {
6943 if let Some(sd) = alg.search_dir.as_mut() {
6944 let pd = sd.pd_solver_rc();
6945 cb(&alg.data, &alg.cq, &nlp_handle, pd);
6946 }
6947 }
6948 }
6949
6950 // Finalize: forward the final iterate to the user's TNLP. The
6951 // returned objective is evaluated on the *user* TNLP at the
6952 // unscaled iterate, so it overrides the scaled best-effort
6953 // value stashed in `final_objective` above (the algorithm-side
6954 // `eval_f` returns `f * obj_scale_factor`).
6955 if solver_status != SolverReturn::InvalidProblemDefinition {
6956 match finalize_via_orig_nlp(
6957 &nlp_handle,
6958 &alg,
6959 solver_status,
6960 app_status,
6961 &tnlp,
6962 &self.last_finalize,
6963 self.reports_fixed_var_duals(),
6964 ) {
6965 Ok(f_unscaled) => {
6966 self.statistics.borrow_mut().final_objective = f_unscaled;
6967 }
6968 Err(()) => {}
6969 }
6970 }
6971
6972 // End-of-solve timing report. Gated on `print_timing_statistics`
6973 // (default "no"); mirrors upstream's
6974 // `IpoptApplication::call_optimize` →
6975 // `IpTimingStatistics::PrintAllValues` call site. The report
6976 // goes to stdout (for parity with the banner / iter-row output
6977 // path) and is also fanned out to the journalist so an
6978 // `output_file` attached via `Initialize` picks it up.
6979 let print_timing = self
6980 .options
6981 .get_bool_value("print_timing_statistics", "")
6982 .ok()
6983 .and_then(|(v, f)| f.then_some(v))
6984 .unwrap_or(false);
6985 if print_timing {
6986 let report = timing.report();
6987 print!("{}", report);
6988 use pounce_common::journalist::{JournalCategory, JournalLevel};
6989 self.journalist.print(
6990 JournalLevel::J_SUMMARY,
6991 JournalCategory::J_TIMING_STATISTICS,
6992 &report,
6993 );
6994 }
6995
6996 // End-of-run summary, Ipopt-style, emitted last (after any timing
6997 // report) from the engine's own statistics (#206). Drains the eval
6998 // tallies into SolveStatistics (read AFTER finalize so the final
6999 // solution evaluation is included) and prints the summary, gated on
7000 // the same print_level as the rest of the console.
7001 self.emit_end_summary(app_status, &nlp_handle, console_output);
7002
7003 app_status
7004 }
7005
7006 /// Build an [`AlgorithmBuilder`] populated from the app's
7007 /// [`OptionsList`]. Public so callers wiring the restoration
7008 /// factory can hand the *inner* IPM a builder that mirrors the
7009 /// outer's `mu_strategy`/`mu_oracle`/line-search choices —
7010 /// matching upstream `IpAlgBuilder::BuildRestoIpoptAlgorithm`,
7011 /// which reads the same `mu_strategy` option with prefix `"resto."
7012 /// + prefix` and falls back to the outer setting.
7013 pub fn algorithm_builder_from_options(&self) -> AlgorithmBuilder {
7014 let mut builder = AlgorithmBuilder::new();
7015 // gh#857: share this application's escalation tally. Every
7016 // frontend builds the restoration provider's inner builder from
7017 // this method, so restoration escalations aggregate here too.
7018 builder.quality_escalation_counter = Some(Rc::clone(&self.quality_escalations));
7019 // Structured-KKT Phase 5b: the same reasoning, one solve later. The
7020 // partition this solve resolves is not known yet — it is derived from
7021 // a KKT layout that does not exist until `optimize` builds it — so the
7022 // builder takes the cell rather than the labels, and reads it when
7023 // restoration actually runs. Block-path factorizations record into the
7024 // restoration sink, so `linear_solver.restoration` reports them where
7025 // the rest of restoration's linear algebra is reported.
7026 if let Ok((v, _)) = self.options.get_integer_value("kkt_block_min_size", "") {
7027 builder.kkt_block_min_size = v.max(0) as usize;
7028 }
7029 builder.set_kkt_blocks_cell(Arc::clone(&self.kkt_blocks_published));
7030 builder.set_kkt_schur_summary_sink(Arc::clone(&self.resto_linsol_summary_sink));
7031
7032 // `mehrotra_algorithm` is parsed first so its cascading
7033 // defaults (mu_strategy=adaptive, mu_oracle=probing) can be
7034 // overridden by an explicit user setting of those keys
7035 // below. Mirrors `IpAlgBuilder.cpp:Mehrotra`.
7036 // `fast_step_computation` — skip the search-direction residual
7037 // check and allow an inexact linear solve. `PdSearchDirCalc` has
7038 // consumed this flag since it landed, hard-coded to `false`; the
7039 // option's read site was simply missing, so setting it did
7040 // nothing at all (gh#483 follow-up, #191 round 2).
7041 if let Ok((v, true)) = self.options.get_string_value("fast_step_computation", "") {
7042 builder.fast_step_computation = v.eq_ignore_ascii_case("yes");
7043 }
7044
7045 let mut mehrotra_on = false;
7046 if let Ok((v, found)) = self.options.get_string_value("mehrotra_algorithm", "") {
7047 if found && v == "yes" {
7048 mehrotra_on = true;
7049 builder.mehrotra_algorithm = true;
7050 builder.mu_strategy = MuStrategyChoice::Adaptive;
7051 builder.mu_oracle = crate::mu::adaptive::MuOracleKind::Probing;
7052 // `accept_every_trial_step` short-circuits the alpha
7053 // loop / filter — Mehrotra steps would otherwise be
7054 // rejected by the filter on LP-shaped problems because
7055 // the barrier objective is non-monotone along the
7056 // corrector. Mirrors upstream `IpAlgBuilder.cpp:Mehrotra`.
7057 builder.line_search.accept_every_trial_step = true;
7058 // Aggressive iterate-push defaults (`SetNumericValueIfUnset`
7059 // in upstream). The explicit user parses below will
7060 // overwrite these if the user set them explicitly.
7061 builder.init.bound_push = 10.0;
7062 builder.init.bound_frac = 0.2;
7063 builder.init.slack_bound_push = 10.0;
7064 builder.init.slack_bound_frac = 0.2;
7065 builder.init.bound_mult_init_val = 10.0;
7066 builder.init.constr_mult_init_max = 0.0;
7067 // `alpha_for_y=bound-mult` — Mehrotra wants the
7068 // equality multipliers to advance with the dual
7069 // alpha so they stay in step with z/v. Mirrors
7070 // upstream `IpIpoptAlg.cpp:InitializeImpl`.
7071 builder.line_search.alpha_for_y =
7072 crate::line_search::backtracking::AlphaForY::BoundMult;
7073 // `adaptive_mu_globalization=never-monotone-mode` —
7074 // upstream `IpIpoptAlg.cpp:148-154` enforces this:
7075 // Mehrotra disables the globalization switch entirely
7076 // (no fallback to monotone mode when convergence
7077 // stalls). Required for the unsafeguarded Mehrotra
7078 // path to function.
7079 builder.mu.adaptive_mu_globalization =
7080 crate::mu::adaptive::AdaptiveMuGlobalization::NeverMonotoneMode;
7081 // `least_square_init_primal=yes` — upstream
7082 // `IpIpoptAlg.cpp:182` enables this for the Mehrotra
7083 // cascade. Replaces the user's starting `x` with the
7084 // min-norm primal that satisfies the linearized
7085 // equality+inequality constraints. Critical on
7086 // LP-shaped problems where the user's starting point
7087 // can be wildly infeasible (e.g. nuffield2_trap).
7088 builder.init.least_square_init_primal = true;
7089 }
7090 }
7091
7092 if let Ok((v, found)) = self.options.get_string_value("mu_strategy", "") {
7093 if found {
7094 let parsed = match v.as_str() {
7095 "adaptive" => MuStrategyChoice::Adaptive,
7096 _ => MuStrategyChoice::Monotone,
7097 };
7098 if mehrotra_on && matches!(parsed, MuStrategyChoice::Monotone) {
7099 // Upstream Ipopt refuses this combination: Mehrotra
7100 // needs an affine step every iter, which only the
7101 // adaptive path computes. Keep adaptive and warn.
7102 tracing::warn!(target: "pounce::algorithm",
7103 "pounce: mehrotra_algorithm=yes requires \
7104 mu_strategy=adaptive; ignoring \
7105 mu_strategy=monotone."
7106 );
7107 } else {
7108 builder.mu_strategy = parsed;
7109 }
7110 }
7111 }
7112 if let Ok((v, found)) = self.options.get_string_value("mu_oracle", "") {
7113 if found {
7114 builder.mu_oracle = match v.as_str() {
7115 "loqo" => crate::mu::adaptive::MuOracleKind::Loqo,
7116 "probing" => crate::mu::adaptive::MuOracleKind::Probing,
7117 _ => crate::mu::adaptive::MuOracleKind::QualityFunction,
7118 };
7119 }
7120 }
7121 if let Ok((v, found)) = self
7122 .options
7123 .get_string_value("adaptive_mu_globalization", "")
7124 {
7125 if found {
7126 use crate::mu::adaptive::AdaptiveMuGlobalization;
7127 builder.mu.adaptive_mu_globalization = match v.as_str() {
7128 "kkt-error" => AdaptiveMuGlobalization::KktError,
7129 "never-monotone-mode" => AdaptiveMuGlobalization::NeverMonotoneMode,
7130 _ => AdaptiveMuGlobalization::ObjConstrFilter,
7131 };
7132 }
7133 }
7134 if let Ok((v, found)) = self.options.get_string_value("hessian_approximation", "") {
7135 if found {
7136 builder.hessian_approximation = match v.as_str() {
7137 "limited-memory" => HessianApproxChoice::LimitedMemory,
7138 "partitioned" => HessianApproxChoice::Partitioned,
7139 "finite-difference" => HessianApproxChoice::FiniteDifference,
7140 _ => HessianApproxChoice::Exact,
7141 };
7142 }
7143 }
7144 // **Upstream changes the `mu_strategy` default for a
7145 // limited-memory Hessian.** `IpAlgBuilder.cpp:1059`:
7146 //
7147 // if( !options.GetStringValue("mu_strategy", smuupdate, prefix) )
7148 // {
7149 // // Change default for quasi-Newton option (then we use adaptive)
7150 // ... if( hessian_approximation == LIMITED_MEMORY )
7151 // smuupdate = "adaptive";
7152 // }
7153 //
7154 // and again at `:920` for the restoration-phase algorithm.
7155 // Registered default is `monotone`; the quasi-Newton path takes
7156 // `adaptive` unless the caller says otherwise. pounce read the
7157 // registered default unconditionally, so every L-BFGS solve ran
7158 // a barrier schedule Ipopt does not use on that path — a
7159 // trajectory divergence on the arm the Python frontend and the
7160 // CasADi plugin select automatically (gh#746).
7161 //
7162 // The restoration sub-IPM inherits this: `run_inner_resto`
7163 // clones the configured `inner_alg_builder`, so the flag set
7164 // here is what the resto algorithm gets, matching `:920`.
7165 //
7166 // Only when unset — an explicit `mu_strategy` still wins, and
7167 // `mehrotra_algorithm` (parsed above) has already forced
7168 // adaptive on its own terms.
7169 if builder.hessian_approximation == HessianApproxChoice::LimitedMemory
7170 && !self.mu_strategy_was_set()
7171 {
7172 builder.mu_strategy = MuStrategyChoice::Adaptive;
7173 }
7174 // Limited-memory quasi-Newton update formula. Registered upstream
7175 // (`limited_memory_update_type`, IpLimMemQuasiNewtonUpdater.cpp) but
7176 // until now read nowhere on the IPM path — the updater was hard-wired
7177 // to Powell-damped BFGS. SR1 is honored too (the updater and the
7178 // low-rank/inertia path already handle its indefinite models).
7179 // Partitioned quasi-Newton knobs. `partitioned_update_type`
7180 // defaults to SR1 rather than BFGS — see
7181 // `crates::hess::partitioned_quasi_newton` for why damping is
7182 // the wrong choice on a per-constraint element.
7183 if let Ok((v, found)) = self.options.get_string_value("partitioned_update_type", "") {
7184 if found {
7185 builder.partitioned_update_type = match v.as_str() {
7186 "bfgs" => UpdateType::Bfgs,
7187 _ => UpdateType::Sr1,
7188 };
7189 builder.partitioned_update_type_was_set = true;
7190 }
7191 }
7192 if let Ok((v, found)) = self
7193 .options
7194 .get_integer_value("partitioned_max_element", "")
7195 {
7196 if found && v > 0 {
7197 builder.partitioned_max_element = v as usize;
7198 }
7199 }
7200 if let Ok((v, found)) = self.options.get_string_value("fd_hessian_pattern", "") {
7201 if found {
7202 builder.fd_hessian_pattern = match v.as_str() {
7203 "jacobian" => crate::hess::fd_hessian::FdPatternSource::Jacobian,
7204 _ => crate::hess::fd_hessian::FdPatternSource::Declared,
7205 };
7206 }
7207 }
7208 if let Ok((v, found)) = self.options.get_string_value("fd_hessian_coloring", "") {
7209 if found {
7210 builder.fd_hessian_coloring = match v.as_str() {
7211 "cpr" => crate::hess::fd_hessian::FdColoring::Cpr,
7212 _ => crate::hess::fd_hessian::FdColoring::Star,
7213 };
7214 }
7215 }
7216 if let Ok((v, found)) = self.options.get_numeric_value("fd_hessian_reuse_tol", "") {
7217 if found && v >= 0.0 {
7218 builder.fd_hessian_reuse_tol = v;
7219 }
7220 }
7221 if let Ok((v, found)) = self.options.get_string_value("partitioned_elements", "") {
7222 if found {
7223 builder.partitioned_elements = match v.as_str() {
7224 "blocks" => crate::hess::partitioned_quasi_newton::ElementMode::PrimalBlock,
7225 _ => crate::hess::partitioned_quasi_newton::ElementMode::PerConstraint,
7226 };
7227 }
7228 }
7229 if let Ok((v, found)) = self.options.get_integer_value("partitioned_block_size", "") {
7230 if found && v > 0 {
7231 builder.partitioned_block_size = v as usize;
7232 }
7233 }
7234 if let Ok((v, found)) = self
7235 .options
7236 .get_numeric_value("partitioned_curvature_cap", "")
7237 {
7238 if found && v > 0.0 {
7239 builder.partitioned_curvature_cap = v;
7240 }
7241 }
7242 if let Ok((v, found)) = self
7243 .options
7244 .get_string_value("limited_memory_update_type", "")
7245 {
7246 if found {
7247 builder.limited_memory_update_type = match v.as_str() {
7248 "sr1" => UpdateType::Sr1,
7249 _ => UpdateType::Bfgs,
7250 };
7251 }
7252 }
7253 // Limited-memory history length (`limited_memory_max_history`).
7254 if let Ok((v, found)) = self
7255 .options
7256 .get_integer_value("limited_memory_max_history", "")
7257 {
7258 if found && v >= 0 {
7259 builder.limited_memory_max_history = v as Index;
7260 }
7261 }
7262 // `limited_memory_initialization` — which formula picks the
7263 // initial Hessian scalar σ. Registered since the option port with
7264 // upstream's `scalar1` default and read nowhere until #677, so
7265 // the updater's own `Scalar2` default was the only value any
7266 // solve ever used: setting the option did nothing, and it warned
7267 // nothing. Same miss as gh#483 / #191 round 2 (which wired
7268 // `limited_memory_init_val_max`/`_min`) — this is the third
7269 // argument to that same `initial_hessian_scalar` call.
7270 //
7271 // The effective default now follows the registry (`scalar1`),
7272 // matching Ipopt. σ_scalar2/σ_scalar1 = (yᵀy·sᵀs)/(sᵀy)² ≥ 1 and
7273 // is unbounded as the curvature pair degrades, so on an
7274 // ill-conditioned problem `scalar2` inflates `B0 = σI` until it
7275 // swamps the rank-2 corrections and the step collapses.
7276 if let Ok((v, found)) = self
7277 .options
7278 .get_string_value("limited_memory_initialization", "")
7279 {
7280 if found {
7281 use crate::hess::lim_mem_quasi_newton::InitialApprox;
7282 // Every registered value is named explicitly. #551 §3
7283 // held this option back precisely because wiring only
7284 // the values that mapped would leave the rest falling
7285 // back silently — a new no-op created by the fix — so a
7286 // catch-all standing in for a real value is the one
7287 // shape to avoid here. `OptionsList` rejects any
7288 // unregistered value before this runs (`options_list.rs`
7289 // `OPTION_INVALID`), so the final arm is unreachable
7290 // rather than a fallback.
7291 builder.limited_memory_initialization = match v.as_str() {
7292 "scalar1" => InitialApprox::Scalar1,
7293 "scalar2" => InitialApprox::Scalar2,
7294 "scalar3" => InitialApprox::Scalar3,
7295 "scalar4" => InitialApprox::Scalar4,
7296 "constant" => InitialApprox::Constant,
7297 "history-max" => InitialApprox::HistoryMax,
7298 _ => InitialApprox::Scalar2,
7299 };
7300 }
7301 }
7302 // `recalc_y` / `recalc_y_feas_tol` — least-square re-estimation
7303 // of the equality multipliers once feasible (#677).
7304 //
7305 // Upstream registers `recalc_y` as `no`, but its own option text
7306 // ends "If a limited memory quasi-Newton option is chosen, this
7307 // is used by default", so upstream's effective default is
7308 // conditional on the Hessian approximation.
7309 //
7310 // **pounce does not follow that, and the discrepancy is
7311 // deliberate.** Auto-enabling it for the limited-memory path was
7312 // implemented and measured against the fixture corpus first: it
7313 // moved 16 of 57 fixtures on the L-BFGS leg and took **7 from
7314 // solved to not solved, with nothing moving the other way** —
7315 // `airport` 56 it → `SearchDirectionBecomesTooSmall` at 541,
7316 // `pooling_rt2stp` 413 it → the same at 1775, all three `jit1`
7317 // variants, `linear_eq_collapsed_box`, and `hs13_bigstart` to
7318 // the iteration cap. The signature is consistent: re-estimating
7319 // `y` on every feasible iteration overwrites Newton multipliers
7320 // that were converging, the dual never settles, and the step
7321 // vanishes short of the certificate.
7322 //
7323 // So the feature is available and off by default. That still
7324 // closes the gap that mattered — until #677 the option was
7325 // refused outright as unimplemented, so an L-BFGS user could not
7326 // reach Ipopt's behaviour at all. They can now, by asking.
7327 //
7328 // Why it is worth having: a quasi-Newton model's dual step is
7329 // computed from an approximate `W`, so L-BFGS can settle a
7330 // feasible primal and still not drive `inf_du` to tolerance —
7331 // the failure a 59,939-variable CasADi model hit, oscillating
7332 // `inf_du` between 3.6e-3 and 1.8e+01 for 300 iterations with
7333 // the objective already settled. On that shape it is the fix;
7334 // on a corpus of small well-conditioned models it is a
7335 // pessimisation. Matching upstream's conditional default needs
7336 // to explain the 7 regressions first.
7337 if let Ok((v, true)) = self.options.get_string_value("recalc_y", "") {
7338 builder.recalc_y = v == "yes";
7339 }
7340 if let Ok((v, true)) = self.options.get_numeric_value("recalc_y_feas_tol", "") {
7341 builder.recalc_y_feas_tol = v;
7342 }
7343 // `limited_memory_init_val` — σ before any curvature pair exists,
7344 // and every iteration under `constant`. Also unread until #677;
7345 // the empty-history branch hard-coded the same `1.0`.
7346 if let Ok((v, true)) = self
7347 .options
7348 .get_numeric_value("limited_memory_init_val", "")
7349 {
7350 builder.limited_memory_init_val = v;
7351 }
7352 // `limited_memory_max_skipping` (#686) — registered and unread,
7353 // and the feature behind it did not exist either: the updater
7354 // counted nothing and never discarded its history.
7355 if let Ok((v, true)) = self
7356 .options
7357 .get_integer_value("limited_memory_max_skipping", "")
7358 {
7359 if v >= 0 {
7360 builder.limited_memory_max_skipping = v as Index;
7361 }
7362 }
7363 if let Ok((v, found)) = self.options.get_string_value("line_search_method", "") {
7364 if found {
7365 builder.line_search_method = match v.as_str() {
7366 // Unreachable from a real solve since gh#981:
7367 // `cg-penalty` is refused by
7368 // `unimplemented_options::UNIMPLEMENTED_VALUES`
7369 // before the builder is configured, because the
7370 // variant assembles the plain penalty acceptor.
7371 "cg-penalty" => LineSearchChoice::CgPenalty,
7372 "penalty" => LineSearchChoice::Penalty,
7373 _ => LineSearchChoice::Filter,
7374 };
7375 }
7376 }
7377 // `accept_every_trial_step` — direct user override. Parsed
7378 // after the Mehrotra cascade so an explicit `no` still wins.
7379 if let Ok((v, found)) = self.options.get_string_value("accept_every_trial_step", "") {
7380 if found {
7381 builder.line_search.accept_every_trial_step = v == "yes";
7382 }
7383 }
7384 // `alpha_for_y` — direct user override. Parsed after the
7385 // Mehrotra cascade so an explicit value still wins.
7386 if let Ok((v, found)) = self.options.get_string_value("alpha_for_y", "") {
7387 if found {
7388 use crate::line_search::backtracking::AlphaForY;
7389 builder.line_search.alpha_for_y = match v.as_str() {
7390 "primal" => AlphaForY::Primal,
7391 "bound-mult" | "bound_mult" => AlphaForY::BoundMult,
7392 "full" => AlphaForY::Full,
7393 "min" => AlphaForY::Min,
7394 "max" => AlphaForY::Max,
7395 "primal-and-full" | "dual-and-full" => AlphaForY::Primal,
7396 _ => AlphaForY::Primal,
7397 };
7398 }
7399 }
7400 // `nlp_scaling_method` is consumed NLP-side in
7401 // `OrigIpoptNlp::determine_scaling_from_starting_point` (see the
7402 // `determine_scaling_from_starting_point` call earlier in this
7403 // method); there is no algorithm-side scaling strategy to wire.
7404 // `limited_memory_init_val_max` / `_min` — the clamp on the
7405 // initial Hessian scalar. `LimMemQuasiNewtonUpdater` consumes
7406 // both in `initial_hessian_scalar`; only the read sites were
7407 // missing, so setting either did nothing (gh#483, #191 round 2).
7408 if let Ok((v, true)) = self
7409 .options
7410 .get_numeric_value("limited_memory_init_val_max", "")
7411 {
7412 builder.limited_memory_init_val_max = v;
7413 }
7414 if let Ok((v, true)) = self
7415 .options
7416 .get_numeric_value("limited_memory_init_val_min", "")
7417 {
7418 builder.limited_memory_init_val_min = v;
7419 }
7420
7421 // Unlike the other options here, we always honor the registry
7422 // value (not just when the user set it explicitly): the option
7423 // registry default is "ma57" but `AlgorithmBuilder::default`
7424 // has `linear_solver: Feral`, so gating on `found` would
7425 // silently route default runs through Feral while the banner
7426 // (and ipopt-compatible behavior) advertises MA57.
7427 //
7428 // Record the **effective** backend, not the requested one. MA57 lives
7429 // behind the optional `ma57` cargo feature (HSL is licensed and needs a
7430 // Fortran toolchain); without it `default_backend_factory` silently
7431 // substitutes FERAL. Storing `Ma57` here therefore made
7432 // `builder.linear_solver` disagree with the backend actually built, and
7433 // consumers acted on the lie: the Schur KKT gate in
7434 // `alg_builder::build_with_backend` tests `== Feral`, so on the
7435 // pure-Rust default build — where the registry default (then upstream's
7436 // "ma57") resolved to FERAL anyway — `set_kkt_schur_block()` silently
7437 // never engaged for ANY user. Resolving here keeps the field truthful
7438 // for every consumer.
7439 //
7440 // The `_ =>` arm is now only reachable for `feral`: every other name
7441 // is refused up front by `unimplemented_linear_solver`. It used to
7442 // swallow `mumps`, `pardiso`, `ma97`, … and run FERAL instead.
7443 if let Ok((v, _found)) = self.options.get_string_value("linear_solver", "") {
7444 let requested = if v.eq_ignore_ascii_case("ma57") {
7445 LinearSolverChoice::Ma57
7446 } else {
7447 LinearSolverChoice::Feral
7448 };
7449 builder.linear_solver =
7450 if matches!(requested, LinearSolverChoice::Ma57) && !cfg!(feature = "ma57") {
7451 LinearSolverChoice::Feral
7452 } else {
7453 requested
7454 };
7455 }
7456
7457 // `linear_system_scaling` — symmetric scaling of the augmented
7458 // KKT matrix before factorization. Port of
7459 // `IpTSymLinearSolver.cpp:RegisterOptions` plumbing. Default
7460 // "none"; "ruiz" invokes the Ruiz-2001 symmetric ∞-norm
7461 // equilibration in `RuizTSymScalingMethod`. "mc19" and
7462 // "slack-based" are accepted by the registry but not yet
7463 // implemented at this layer; they fall back to no scaling
7464 // with a one-line notice.
7465 //
7466 // `slack-based` is implemented as of #677. It used to reach the
7467 // no-scaling fallback through the catch-all arm, which meant it
7468 // fell back **silently** — the comment above promised a notice
7469 // that only `mc19` actually emitted. It is not a hypothetical
7470 // value: it is what Ipopt's own recommended configuration for
7471 // large collocation NLPs uses, so the users most likely to set
7472 // it were the least likely to be told it did nothing. The
7473 // catch-all is left for genuinely unreachable input —
7474 // `OptionsList` rejects anything the registry does not list.
7475 if let Ok((v, found)) = self.options.get_string_value("linear_system_scaling", "") {
7476 if found {
7477 builder.linear_system_scaling = match v.as_str() {
7478 "ruiz" => crate::alg_builder::LinearSystemScalingChoice::Ruiz,
7479 "mc19" => crate::alg_builder::LinearSystemScalingChoice::Mc19,
7480 "slack-based" => crate::alg_builder::LinearSystemScalingChoice::SlackBased,
7481 _ => crate::alg_builder::LinearSystemScalingChoice::None,
7482 };
7483 }
7484 }
7485 if let Ok((v, found)) = self.options.get_bool_value("linear_scaling_on_demand", "") {
7486 if found {
7487 builder.linear_scaling_on_demand = v;
7488 }
7489 }
7490
7491 // Convergence tolerances (port of `IpOptErrorConvCheck.cpp`'s
7492 // `RegisterOptions` consumers). Defaults already match upstream
7493 // — only override when the user set the key explicitly.
7494 let read_num = |key: &str| -> Option<f64> {
7495 self.options
7496 .get_numeric_value(key, "")
7497 .ok()
7498 .and_then(|(v, f)| f.then_some(v))
7499 };
7500 let read_int = |key: &str| -> Option<i32> {
7501 self.options
7502 .get_integer_value(key, "")
7503 .ok()
7504 .and_then(|(v, f)| f.then_some(v))
7505 };
7506 if let Some(v) = read_num("tol") {
7507 builder.conv_check.tol = v;
7508 }
7509 if let Some(v) = read_num("obj_scale_certificate_threshold") {
7510 builder.conv_check.obj_scale_certificate_threshold = v;
7511 }
7512 if let Some(v) = read_num("primal_noise_floor_kappa") {
7513 builder.conv_check.primal_noise_floor_kappa = v;
7514 }
7515 if let Some(v) = read_num("acceptable_progress_kappa") {
7516 builder.conv_check.acceptable_progress_kappa = v;
7517 }
7518 if let Some(v) = read_num("dual_inf_scale_kappa") {
7519 builder.conv_check.dual_inf_scale_kappa = v;
7520 }
7521 if let Some(v) = read_num("kkt_fidelity_tol") {
7522 builder.kkt_fidelity_tol = v;
7523 }
7524 if let Some(v) = read_num("dual_inf_tol") {
7525 builder.conv_check.dual_inf_tol = v;
7526 // gh#983 item 1: a caller who names `dual_inf_tol` has asked for
7527 // that absolute standard. The scale-relative floor (gh#532) is a
7528 // default for a caller who has not, and it let `1e-6` certify a
7529 // point with `‖∇L‖∞ = 0.144` because the multipliers were 3.5e9
7530 // (a failed constraint qualification, which is not a reason to
7531 // loosen the test). Naming `dual_inf_scale_kappa` as well opts the
7532 // floor back in.
7533 //
7534 // gh#983 review: a value equal to the registered default is read
7535 // as "not named". Front ends that echo every default (option
7536 // files copied from Ipopt's documentation, wrappers that pass the
7537 // full table) would otherwise lose the gh#532 floor without asking
7538 // for anything. That is safe because the floor with the default
7539 // tolerance IS the default behaviour; a caller who wants the
7540 // absolute standard at `1` names `dual_inf_scale_kappa 0`, which
7541 // the option help documents.
7542 let default_tol = crate::alg_builder::ConvCheckOptions::default().dual_inf_tol;
7543 if read_num("dual_inf_scale_kappa").is_none() && v != default_tol {
7544 builder.conv_check.dual_inf_scale_kappa = 0.0;
7545 }
7546 }
7547 if let Some(v) = read_num("constr_viol_tol") {
7548 builder.conv_check.constr_viol_tol = v;
7549 }
7550 if let Some(v) = read_num("compl_inf_tol") {
7551 builder.conv_check.compl_inf_tol = v;
7552 }
7553 if let Some(v) = read_int("max_iter") {
7554 builder.conv_check.max_iter = v;
7555 }
7556 if let Some(v) = read_num("max_cpu_time") {
7557 builder.conv_check.max_cpu_time = v;
7558 }
7559 if let Some(v) = read_num("max_wall_time") {
7560 builder.conv_check.max_wall_time = v;
7561 }
7562 if let Some(v) = read_num("acceptable_tol") {
7563 builder.conv_check.acceptable_tol = v;
7564 }
7565 if let Some(v) = read_num("acceptable_dual_inf_tol") {
7566 builder.conv_check.acceptable_dual_inf_tol = v;
7567 }
7568 if let Some(v) = read_num("acceptable_constr_viol_tol") {
7569 builder.conv_check.acceptable_constr_viol_tol = v;
7570 }
7571 if let Some(v) = read_num("acceptable_compl_inf_tol") {
7572 builder.conv_check.acceptable_compl_inf_tol = v;
7573 }
7574 if let Some(v) = read_num("acceptable_obj_change_tol") {
7575 builder.conv_check.acceptable_obj_change_tol = v;
7576 }
7577 if let Some(v) = read_int("acceptable_iter") {
7578 builder.conv_check.acceptable_iter = v;
7579 }
7580 if let Some(v) = read_num("infeas_stationarity_tol") {
7581 builder.conv_check.infeas_stationarity_tol = v;
7582 }
7583 if let Some(v) = read_num("infeas_viol_kappa") {
7584 builder.conv_check.infeas_viol_kappa = v;
7585 }
7586 if let Some(v) = read_int("infeas_max_streak") {
7587 builder.conv_check.infeas_max_streak = v;
7588 }
7589
7590 // Bound-multiplier / barrier damping constants (#191). Both were
7591 // registered but never read, so user overrides were silently
7592 // dropped; the algorithm ran with the hard-coded struct defaults.
7593 // Defaults equal the registered defaults, so this changes nothing
7594 // for a run that doesn't set them.
7595 if let Some(v) = read_num("kappa_sigma") {
7596 builder.kappa_sigma = v;
7597 }
7598 if let Some(v) = read_num("kappa_d") {
7599 builder.kappa_d = v;
7600 }
7601 // `s_max` — the cap in the `(s_d, s_c)` scaling of the KKT error
7602 // test (#551 / #677). `IpoptCalculatedQuantities` carried it as a
7603 // hard-coded 100 (the registered default) and nothing read the
7604 // option; a run that does not set it is unaffected.
7605 if let Some(v) = read_num("s_max") {
7606 builder.s_max = v;
7607 }
7608 if let Some(v) = read_num("tiny_step_tol") {
7609 builder.tiny_step_tol = v;
7610 }
7611 if let Some(v) = read_num("tiny_step_y_tol") {
7612 builder.tiny_step_y_tol = v;
7613 }
7614 if let Some(v) = read_num("diverging_iterates_tol") {
7615 builder.diverging_iterates_tol = v;
7616 }
7617 if let Some(v) = read_int("dual_diverging_streak") {
7618 builder.dual_diverging_streak = v;
7619 }
7620 if let Some(v) = read_num("dual_divergence_retry_step_tol") {
7621 builder.dual_divergence_retry_step_tol = v;
7622 }
7623 if let Some(v) = read_num("dual_divergence_retry_du_floor") {
7624 builder.dual_divergence_retry_du_floor = v;
7625 }
7626 if let Some(v) = read_int("resto_decline_deferrals") {
7627 builder.resto_decline_deferrals = v;
7628 }
7629 if let Some(v) = read_num("resto_decline_progress_ratio") {
7630 builder.resto_decline_progress_ratio = v;
7631 }
7632 if let Some(v) = read_int("neg_curv_escapes") {
7633 builder.neg_curv_escapes = v;
7634 }
7635 if let Some(v) = read_int("limited_memory_ls_failure_restarts") {
7636 builder.limited_memory_ls_failure_restarts = v;
7637 }
7638
7639 // Barrier-parameter (μ) options — consumers in
7640 // `IpMonotoneMuUpdate.cpp` / `IpAdaptiveMuUpdate.cpp`. Both
7641 // updaters share the same option names; the builder forwards
7642 // each into whichever strategy is assembled.
7643 if let Some(v) = read_num("mu_init") {
7644 builder.mu.mu_init = v;
7645 }
7646 if let Some(v) = read_num("mu_max") {
7647 builder.mu.mu_max = v;
7648 }
7649 if let Some(v) = read_num("mu_max_fact") {
7650 builder.mu.mu_max_fact = v;
7651 }
7652 if let Some(v) = read_num("mu_min") {
7653 builder.mu.mu_min = v;
7654 }
7655 if let Some(v) = read_num("mu_target") {
7656 builder.mu.mu_target = v;
7657 }
7658 if let Some(v) = read_num("mu_linear_decrease_factor") {
7659 builder.mu.mu_linear_decrease_factor = v;
7660 }
7661 if let Some(v) = read_num("mu_superlinear_decrease_power") {
7662 builder.mu.mu_superlinear_decrease_power = v;
7663 }
7664 if let Ok((v, found)) = self
7665 .options
7666 .get_string_value("mu_allow_fast_monotone_decrease", "")
7667 {
7668 if found {
7669 builder.mu.mu_allow_fast_monotone_decrease = v == "yes";
7670 }
7671 }
7672 if let Some(v) = read_num("barrier_tol_factor") {
7673 builder.mu.barrier_tol_factor = v;
7674 }
7675 // `tau_min` — floor on the fraction-to-the-boundary parameter
7676 // (#551 / #677). Both `MonotoneMuUpdate` and `AdaptiveMuUpdate`
7677 // carried the field with upstream's 0.99 default and nothing
7678 // read the option, so an override was silently dropped. The
7679 // default equals the registered default, so this changes
7680 // nothing for a run that does not set it.
7681 if let Some(v) = read_num("tau_min") {
7682 builder.mu.tau_min = v;
7683 }
7684 if let Some(v) = read_num("sigma_max") {
7685 builder.mu.sigma_max = v;
7686 }
7687 if let Some(v) = read_num("sigma_min") {
7688 builder.mu.sigma_min = v;
7689 }
7690
7691 // Quality-function oracle knobs — consumers in
7692 // `IpQualityFunctionMuOracle.cpp:RegisterOptions`. Forwarded
7693 // to the oracle on every free-mode call.
7694 if let Ok((v, found)) = self
7695 .options
7696 .get_string_value("quality_function_norm_type", "")
7697 {
7698 if found {
7699 use crate::mu::oracle::quality_function::NormType;
7700 builder.mu.quality_function_norm_type = match v.as_str() {
7701 "1-norm" => NormType::OneNorm,
7702 "2-norm" => NormType::TwoNorm,
7703 "max-norm" => NormType::MaxNorm,
7704 _ => NormType::TwoNormSquared,
7705 };
7706 }
7707 }
7708 if let Ok((v, found)) = self
7709 .options
7710 .get_string_value("quality_function_centrality", "")
7711 {
7712 if found {
7713 use crate::mu::oracle::quality_function::CentralityType;
7714 builder.mu.quality_function_centrality = match v.as_str() {
7715 "log" => CentralityType::LogCenter,
7716 "reciprocal" => CentralityType::ReciprocalCenter,
7717 "cubed-reciprocal" => CentralityType::CubedReciprocalCenter,
7718 _ => CentralityType::None,
7719 };
7720 }
7721 }
7722 if let Ok((v, found)) = self
7723 .options
7724 .get_string_value("quality_function_balancing_term", "")
7725 {
7726 if found {
7727 use crate::mu::oracle::quality_function::BalancingTermType;
7728 builder.mu.quality_function_balancing_term = match v.as_str() {
7729 "cubic" => BalancingTermType::CubicTerm,
7730 _ => BalancingTermType::None,
7731 };
7732 }
7733 }
7734 if let Some(v) = read_int("quality_function_max_section_steps") {
7735 builder.mu.quality_function_max_section_steps = v;
7736 }
7737 if let Some(v) = read_num("quality_function_section_sigma_tol") {
7738 builder.mu.quality_function_section_sigma_tol = v;
7739 }
7740 if let Some(v) = read_num("quality_function_section_qf_tol") {
7741 builder.mu.quality_function_section_qf_tol = v;
7742 }
7743
7744 // `probing_iterate_quality_factor` — pounce-specific guard
7745 // (pounce#58) on the probing μ-oracle's input iterate. When
7746 // `curr_avrg_compl / curr_mu` exceeds this factor, the
7747 // μ-update layer signals restoration via
7748 // `IpoptData::request_resto` instead of letting probing
7749 // return `σ · mu_curr` ≫ previous μ. Default 1e4; set to ≤ 0
7750 // to disable. No upstream Ipopt counterpart.
7751 if let Some(v) = read_num("probing_iterate_quality_factor") {
7752 builder.mu.probing_iterate_quality_factor = v;
7753 }
7754
7755 // Adaptive-μ extras — consumers in
7756 // `IpAdaptiveMuUpdate.cpp:RegisterOptions`. Only active when
7757 // `mu_strategy=adaptive`.
7758 if let Some(v) = read_num("adaptive_mu_safeguard_factor") {
7759 builder.mu.adaptive_mu_safeguard_factor = v;
7760 }
7761 if let Some(v) = read_num("adaptive_mu_monotone_init_factor") {
7762 builder.mu.adaptive_mu_monotone_init_factor = v;
7763 }
7764 if let Ok((v, found)) = self
7765 .options
7766 .get_bool_value("adaptive_mu_restore_previous_iterate", "")
7767 {
7768 if found {
7769 builder.mu.adaptive_mu_restore_previous_iterate = v;
7770 }
7771 }
7772 if let Some(v) = read_int("adaptive_mu_max_free_returns") {
7773 builder.mu.adaptive_mu_max_free_returns = v;
7774 }
7775 if let Some(v) = read_num("adaptive_mu_budget_pin_fraction") {
7776 builder.mu.adaptive_mu_budget_pin_fraction = v;
7777 }
7778 if let Some(v) = read_int("adaptive_mu_kkterror_red_iters") {
7779 if v >= 0 {
7780 builder.mu.adaptive_mu_kkterror_red_iters = v as usize;
7781 }
7782 }
7783 if let Some(v) = read_num("adaptive_mu_kkterror_red_fact") {
7784 builder.mu.adaptive_mu_kkterror_red_fact = v;
7785 }
7786 // `filter_margin_fact` / `filter_max_margin` (#551) — the margin
7787 // an entry must clear in the `obj-constr-filter` globalization
7788 // test. `AdaptiveMuUpdate` computes
7789 // `filter_margin_fact * min(filter_max_margin, err)` and has
7790 // always done so; only these two read sites were missing, so
7791 // setting either did nothing. Defaults equal the registered
7792 // defaults (1e-5 / 1.0), so an unset run is unchanged.
7793 if let Some(v) = read_num("filter_margin_fact") {
7794 builder.mu.filter_margin_fact = v;
7795 }
7796 if let Some(v) = read_num("filter_max_margin") {
7797 builder.mu.filter_max_margin = v;
7798 }
7799 if let Ok((v, found)) = self
7800 .options
7801 .get_string_value("adaptive_mu_kkt_norm_type", "")
7802 {
7803 if found {
7804 use crate::mu::adaptive::AdaptiveMuKktNorm;
7805 builder.mu.adaptive_mu_kkt_norm_type = match v.as_str() {
7806 "1-norm" => AdaptiveMuKktNorm::OneNorm,
7807 "2-norm" => AdaptiveMuKktNorm::TwoNorm,
7808 "max-norm" => AdaptiveMuKktNorm::MaxNorm,
7809 _ => AdaptiveMuKktNorm::TwoNormSquared,
7810 };
7811 }
7812 }
7813
7814 // Watchdog options — consumers in
7815 // `IpBacktrackingLineSearch.cpp:RegisterOptions`. Baked into
7816 // the `BacktrackingLineSearch` at build time.
7817 if let Some(v) = read_int("watchdog_shortened_iter_trigger") {
7818 builder.line_search.watchdog_shortened_iter_trigger = v;
7819 }
7820 if let Some(v) = read_int("watchdog_trial_iter_max") {
7821 builder.line_search.watchdog_trial_iter_max = v;
7822 }
7823 if let Some(v) = read_num("soft_resto_pderror_reduction_factor") {
7824 builder.line_search.soft_resto_pderror_reduction_factor = v;
7825 }
7826 if let Some(v) = read_int("max_soft_resto_iters") {
7827 builder.line_search.max_soft_resto_iters = v;
7828 }
7829 // `alpha_red_factor` (#678) and `accept_after_max_steps` (#551)
7830 // — both consumed by the α-loop in `BacktrackingLineSearch`,
7831 // both registered without a read site until those issues.
7832 // `alpha_red_factor`'s default (0.5) equals the registered one,
7833 // and `accept_after_max_steps` defaults to `-1`, which disables
7834 // the escape hatch, so neither moves a solve that leaves them
7835 // alone.
7836 if let Some(v) = read_num("alpha_red_factor") {
7837 builder.line_search.alpha_red_factor = v;
7838 }
7839 if let Some(v) = read_num("alpha_red_factor_min") {
7840 builder.line_search.alpha_red_factor_min = Some(v);
7841 }
7842 if let Some(v) = read_int("accept_after_max_steps") {
7843 builder.line_search.accept_after_max_steps = v;
7844 }
7845
7846 // Filter switching / Armijo / margin constants (#191). Consumed
7847 // by `FilterLsAcceptor` (only on the `Filter` line-search path);
7848 // registered but never read, so overrides were silently dropped.
7849 // Defaults equal the registered defaults.
7850 if let Some(v) = read_num("eta_phi") {
7851 builder.line_search.eta_phi = v;
7852 }
7853 // `delta` (#551) — the switching rule's multiplier on the
7854 // constraint violation (Eqn. (19)); `FilterLsAcceptor` has
7855 // always used it as `delta_armijo`, only the read site was
7856 // missing. Default 1.0 equals the registered default.
7857 if let Some(v) = read_num("delta") {
7858 builder.line_search.delta = v;
7859 }
7860 if let Some(v) = read_num("theta_min_fact") {
7861 builder.line_search.theta_min_fact = v;
7862 }
7863 if let Some(v) = read_num("theta_max_row_scale_kappa") {
7864 builder.line_search.theta_max_row_scale_kappa = v;
7865 }
7866 if let Some(v) = read_int("theta_max_adaptive_trigger") {
7867 builder.line_search.theta_max_adaptive_trigger = v.max(0) as u32;
7868 }
7869 if let Some(v) = read_num("theta_max_adaptive_factor") {
7870 builder.line_search.theta_max_adaptive_factor = v;
7871 }
7872 if let Some(v) = read_int("theta_max_adaptive_max_raises") {
7873 builder.line_search.theta_max_adaptive_max_raises = v.max(0) as u32;
7874 }
7875 if let Some(v) = read_num("theta_max_fact") {
7876 builder.line_search.theta_max_fact = v;
7877 }
7878 if let Some(v) = read_num("gamma_phi") {
7879 builder.line_search.gamma_phi = v;
7880 }
7881 if let Some(v) = read_num("gamma_theta") {
7882 builder.line_search.gamma_theta = v;
7883 }
7884 if let Some(v) = read_num("s_phi") {
7885 builder.line_search.s_phi = v;
7886 }
7887 if let Some(v) = read_num("s_theta") {
7888 builder.line_search.s_theta = v;
7889 }
7890 if let Some(v) = read_num("alpha_min_frac") {
7891 builder.line_search.alpha_min_frac = v;
7892 }
7893 if let Some(v) = read_num("obj_max_inc") {
7894 builder.line_search.obj_max_inc = v;
7895 }
7896 if let Some(v) = read_int("max_filter_resets") {
7897 builder.line_search.max_filter_resets = v;
7898 }
7899 if let Some(v) = read_int("filter_reset_trigger") {
7900 builder.line_search.filter_reset_trigger = v;
7901 }
7902 // `filter_theta_roundoff_retry` (gh#945).
7903 if let Ok((v, true)) = self
7904 .options
7905 .get_bool_value("filter_theta_roundoff_retry", "")
7906 {
7907 builder.line_search.filter_theta_roundoff_retry = v;
7908 }
7909 // `objective_noise_wolfe` (gh#1016).
7910 if let Ok((v, true)) = self.options.get_bool_value("objective_noise_wolfe", "") {
7911 builder.line_search.objective_noise_wolfe = v;
7912 }
7913 // Penalty line-search constants (#551), consumed by
7914 // `PenaltyLsAcceptor` (only on the `line_search_method=penalty`
7915 // / `cg-penalty` paths). The acceptor implements ν and the
7916 // Armijo test on the penalty merit function already; these four
7917 // were registered with no read site, so tuning the penalty
7918 // update did nothing. Defaults equal the registered defaults.
7919 if let Some(v) = read_num("nu_init") {
7920 builder.line_search.nu_init = v;
7921 }
7922 if let Some(v) = read_num("nu_inc") {
7923 builder.line_search.nu_inc = v;
7924 }
7925 if let Some(v) = read_num("rho") {
7926 builder.line_search.rho = v;
7927 }
7928 if let Some(v) = read_num("eta_penalty") {
7929 builder.line_search.eta_penalty = v;
7930 }
7931
7932 // Second-order-correction constants (#191), consumed by
7933 // `BacktrackingLineSearch`. `max_soc = 0` disables SOC.
7934 if let Some(v) = read_int("max_soc") {
7935 builder.line_search.max_soc = v;
7936 }
7937 if let Some(v) = read_num("kappa_soc") {
7938 builder.line_search.kappa_soc = v;
7939 }
7940 if let Some(v) = read_int("soc_method") {
7941 builder.line_search.soc_method = v;
7942 }
7943
7944 // Inertia-correction / Jacobian-regularization constants (#191),
7945 // consumed by `PdPerturbationHandler`. Registered but never read.
7946 if let Some(v) = read_num("max_hessian_perturbation") {
7947 builder.perturbation.max_hessian_perturbation = v;
7948 }
7949 if let Some(v) = read_num("min_hessian_perturbation") {
7950 builder.perturbation.min_hessian_perturbation = v;
7951 }
7952 if let Some(v) = read_num("perturb_inc_fact_first") {
7953 builder.perturbation.perturb_inc_fact_first = v;
7954 }
7955 if let Some(v) = read_num("perturb_inc_fact") {
7956 builder.perturbation.perturb_inc_fact = v;
7957 }
7958 if let Some(v) = read_num("perturb_dec_fact") {
7959 builder.perturbation.perturb_dec_fact = v;
7960 }
7961 if let Some(v) = read_num("first_hessian_perturbation") {
7962 builder.perturbation.first_hessian_perturbation = v;
7963 }
7964 if let Some(v) = read_num("jacobian_regularization_value") {
7965 builder.perturbation.jacobian_regularization_value = v;
7966 }
7967 if let Some(v) = read_num("jacobian_regularization_exponent") {
7968 builder.perturbation.jacobian_regularization_exponent = v;
7969 }
7970 if let Ok((v, true)) = self.options.get_bool_value("perturb_always_cd", "") {
7971 builder.perturbation.perturb_always_cd = v;
7972 }
7973 if let Some(v) = read_int("perturb_delta_c_max_rungs") {
7974 builder.perturbation.perturb_delta_c_max_rungs = v;
7975 }
7976
7977 // Iterative-refinement constants (#191), consumed by
7978 // `PdFullSpaceSolver`. Registered but never read.
7979 if let Some(v) = read_int("min_refinement_steps") {
7980 builder.refinement.min_refinement_steps = v;
7981 }
7982 if let Some(v) = read_int("max_refinement_steps") {
7983 builder.refinement.max_refinement_steps = v;
7984 }
7985 if let Some(v) = read_num("residual_ratio_max") {
7986 builder.refinement.residual_ratio_max = v;
7987 }
7988 if let Some(v) = read_num("residual_ratio_singular") {
7989 builder.refinement.residual_ratio_singular = v;
7990 }
7991 if let Some(v) = read_num("residual_improvement_factor") {
7992 builder.refinement.residual_improvement_factor = v;
7993 }
7994
7995 // Inertia-free curvature test (#551 / #677), also consumed by
7996 // `PdFullSpaceSolver`. `neg_curv_test_tol` had a field that only
7997 // ever held its 0.0 default, and `neg_curv_test_reg` had none at
7998 // all; both are now read, and the curvature test they configure
7999 // is implemented in `PdFullSpaceSolver::solve_once`. At the
8000 // registered default (`0.0`) the heuristic is off and the
8001 // inertia check runs as before.
8002 if let Some(v) = read_num("neg_curv_test_tol") {
8003 builder.refinement.neg_curv_test_tol = v;
8004 }
8005 if let Ok((v, true)) = self.options.get_bool_value("neg_curv_test_reg", "") {
8006 builder.refinement.neg_curv_test_reg = v;
8007 }
8008
8009 // Restoration-phase constants (#191). Carried on the outer builder
8010 // and copied into the `RestoAlgorithmBuilder` when the restoration
8011 // factory is minted (the frontends pass this builder in). The
8012 // restoration builder was never options-configured, so these were
8013 // registered but never read. Defaults equal the registered
8014 // defaults.
8015 if let Some(v) = read_num("bound_mult_reset_threshold") {
8016 builder.resto.bound_mult_reset_threshold = v;
8017 }
8018 if let Some(v) = read_num("constr_mult_reset_threshold") {
8019 builder.resto.constr_mult_reset_threshold = v;
8020 }
8021 if let Some(v) = read_num("resto_penalty_parameter") {
8022 builder.resto.resto_penalty_parameter = v;
8023 }
8024 if let Some(v) = read_num("resto_proximity_weight") {
8025 builder.resto.resto_proximity_weight = v;
8026 }
8027 // `required_infeasibility_reduction` (#439) — the κ_resto guard the
8028 // restoration sub-solve exits on. Registered since #191 but the
8029 // value was hardcoded at the callsite, so setting it was a silent
8030 // no-op.
8031 if let Some(v) = read_num("required_infeasibility_reduction") {
8032 builder.resto.required_infeasibility_reduction = v;
8033 }
8034 // gh#483 / #191 round 2: three restoration switches whose fields
8035 // `RestoAlgorithmBuilder` has consumed all along — the read site
8036 // was the only missing piece, so setting them did nothing.
8037 let read_yes = |key: &str| -> Option<bool> {
8038 match self.options.get_string_value(key, "") {
8039 Ok((v, true)) => Some(v.eq_ignore_ascii_case("yes")),
8040 _ => None,
8041 }
8042 };
8043 if let Some(v) = read_yes("evaluate_orig_obj_at_resto_trial") {
8044 builder.resto.evaluate_orig_obj_at_resto_trial = v;
8045 }
8046 if let Some(v) = read_yes("expect_infeasible_problem") {
8047 builder.resto.expect_infeasible_problem = v;
8048 }
8049 if let Some(v) = read_yes("start_with_resto") {
8050 builder.resto.start_with_resto = v;
8051 }
8052 // `max_resto_iter` (#551 / #677) — the cap on *successive*
8053 // restoration iterations. `RestoConvCheckAdapter` has enforced a cap
8054 // all along (returning `MaxIterExceeded` at the limit); the number
8055 // it enforced was a hard-coded constant in `resto_inner_solver.rs`,
8056 // so setting the option did nothing. The consumer's field is
8057 // `maximum_resto_iters`, not the option name — grepping for
8058 // `max_resto_iter` found only the registry (#551 caution 2).
8059 //
8060 // DEFAULT MISMATCH, LEFT AS IT IS ON PURPOSE: the registry declares
8061 // upstream's 3000000, pounce's effective cap is 3000
8062 // (`RestoOptions::default`). `read_int` fires only when the user set
8063 // the key, so an unset `max_resto_iter` still means 3000 and this
8064 // wiring is trajectory-neutral. Adopting upstream's number would let
8065 // restorations pounce currently truncates run on, which is a
8066 // trajectory change and needs its own measurement.
8067 if let Some(v) = read_int("max_resto_iter") {
8068 builder.resto.max_resto_iter = v;
8069 }
8070
8071 // Iteration-output options — consumed by `OrigIterationOutput`.
8072 if let Some(v) = read_int("print_frequency_iter") {
8073 builder.output.print_frequency_iter = v;
8074 }
8075 if let Some(v) = read_num("print_frequency_time") {
8076 builder.output.print_frequency_time = v;
8077 }
8078 if let Ok((v, found)) = self.options.get_bool_value("print_info_string", "") {
8079 if found {
8080 builder.output.print_info_string = v;
8081 }
8082 }
8083 if let Ok((v, found)) = self.options.get_string_value("inf_pr_output", "") {
8084 if found {
8085 builder.output.inf_pr_output_internal = v == "internal";
8086 }
8087 }
8088
8089 // Warm-start options — consumed by `WarmStartIterateInitializer`
8090 // (port of `IpWarmStartIterateInitializer.cpp:RegisterOptions`).
8091 // `warm_start_init_point` is the toggle that picks between the
8092 // default (cold) and warm-start initializers; the remaining
8093 // knobs are baked onto the chosen initializer at build time.
8094 if let Ok((v, found)) = self.options.get_bool_value("warm_start_init_point", "") {
8095 if found {
8096 builder.warm_start_init_point = v;
8097 }
8098 }
8099 if let Some(v) = read_num("warm_start_bound_push") {
8100 builder.warm.bound_push = v;
8101 }
8102 if let Some(v) = read_num("warm_start_bound_frac") {
8103 builder.warm.bound_frac = v;
8104 }
8105 if let Some(v) = read_num("warm_start_slack_bound_push") {
8106 builder.warm.slack_bound_push = v;
8107 }
8108 if let Some(v) = read_num("warm_start_slack_bound_frac") {
8109 builder.warm.slack_bound_frac = v;
8110 }
8111 if let Some(v) = read_num("warm_start_mult_bound_push") {
8112 builder.warm.mult_bound_push = v;
8113 }
8114 if let Some(v) = read_num("warm_start_mult_init_max") {
8115 builder.warm.mult_init_max = v;
8116 }
8117 if let Some(v) = read_num("warm_start_target_mu") {
8118 builder.warm.target_mu = v;
8119 }
8120 // gh#606: residual-adaptive recentering. `warm_start_entire_iterate`
8121 // and `warm_start_same_structure` used to be parsed here into
8122 // fields nothing read; they are refused by
8123 // `unimplemented_options` instead (they name the
8124 // `GetWarmStartIterate` TNLP surface pounce does not expose).
8125 if let Ok((v, found)) = self.options.get_string_value("warm_start_recentering", "") {
8126 if found {
8127 builder.warm.recentering = if v.eq_ignore_ascii_case("none") {
8128 crate::alg_builder::WarmStartRecentering::None
8129 } else {
8130 crate::alg_builder::WarmStartRecentering::Residual
8131 };
8132 }
8133 }
8134
8135 // `DefaultIterateInitializer` knobs — parsed after the Mehrotra
8136 // cascade so explicit user values win
8137 // (mirrors upstream's `SetNumericValueIfUnset` semantics).
8138 if let Some(v) = read_num("bound_push") {
8139 builder.init.bound_push = v;
8140 }
8141 if let Some(v) = read_num("bound_frac") {
8142 builder.init.bound_frac = v;
8143 }
8144 if let Some(v) = read_num("slack_bound_push") {
8145 builder.init.slack_bound_push = v;
8146 }
8147 if let Some(v) = read_num("slack_bound_frac") {
8148 builder.init.slack_bound_frac = v;
8149 }
8150 if let Some(v) = read_num("constr_mult_init_max") {
8151 builder.init.constr_mult_init_max = v;
8152 }
8153 if let Some(v) = read_num("bound_mult_init_val") {
8154 builder.init.bound_mult_init_val = v;
8155 }
8156 if let Ok((v, found)) = self.options.get_string_value("bound_mult_init_method", "") {
8157 if found {
8158 builder.init.bound_mult_init_method = v;
8159 }
8160 }
8161 if let Ok((v, found)) = self
8162 .options
8163 .get_string_value("least_square_init_primal", "")
8164 {
8165 if found {
8166 builder.init.least_square_init_primal = v == "yes";
8167 }
8168 }
8169 builder
8170 }
8171}
8172
8173/// Map the integer `print_level` / `file_print_level` option to the
8174/// matching [`JournalLevel`] variant. Mirrors upstream's
8175/// `static_cast<EJournalLevel>(int_value)` with clamping.
8176/// The eight block dimensions of an iterate, in canonical order
8177/// (x, s, y_c, y_d, z_l, z_u, v_l, v_u). Used to guard the debugger's
8178/// warm-restart install against a structural mismatch between solves.
8179fn iterates_dims(c: &IteratesVector) -> [i32; 8] {
8180 [
8181 c.x.dim(),
8182 c.s.dim(),
8183 c.y_c.dim(),
8184 c.y_d.dim(),
8185 c.z_l.dim(),
8186 c.z_u.dim(),
8187 c.v_l.dim(),
8188 c.v_u.dim(),
8189 ]
8190}
8191
8192fn journal_level_from_int(v: i32) -> JournalLevel {
8193 match v.clamp(0, 12) {
8194 0 => JournalLevel::J_NONE,
8195 1 => JournalLevel::J_ERROR,
8196 2 => JournalLevel::J_STRONGWARNING,
8197 3 => JournalLevel::J_SUMMARY,
8198 4 => JournalLevel::J_WARNING,
8199 5 => JournalLevel::J_ITERSUMMARY,
8200 6 => JournalLevel::J_DETAILED,
8201 7 => JournalLevel::J_MOREDETAILED,
8202 8 => JournalLevel::J_VECTOR,
8203 9 => JournalLevel::J_MOREVECTOR,
8204 10 => JournalLevel::J_MATRIX,
8205 11 => JournalLevel::J_MOREMATRIX,
8206 _ => JournalLevel::J_ALL,
8207 }
8208}
8209
8210/// MA57 backend knobs snapshotted off an `OptionsList`, ready to be
8211/// handed to a backend factory.
8212///
8213/// The type exists — rather than passing `pounce_hsl::Ma57Options`
8214/// directly — so that the factory signature is the same shape whether or
8215/// not the `ma57` cargo feature is on. `pounce-py`, `pounce-cinterface`
8216/// and `pounce-restoration` all call [`default_backend_factory`] and none
8217/// of them can name a `pounce-hsl` type; without the feature this struct
8218/// carries nothing and costs nothing.
8219///
8220/// Build it with [`ma57_config_from_options`]. It is the MA57 half of
8221/// what [`feral_config_from_options`] does for FERAL, and the asymmetry
8222/// between the two was the root cause of gh#825: FERAL's knobs were
8223/// threaded into the factory and MA57's were not, so the factory had
8224/// nothing to give MA57 and called `Ma57SolverInterface::new()` — which
8225/// hard-codes the defaults. Every `ma57_*` option was registered,
8226/// documented, accepted, and then silently discarded.
8227#[derive(Debug, Clone, Default)]
8228pub struct Ma57Config {
8229 #[cfg(feature = "ma57")]
8230 opts: pounce_hsl::Ma57Options,
8231}
8232
8233impl Ma57Config {
8234 /// The wrapped MA57 settings.
8235 #[cfg(feature = "ma57")]
8236 pub fn options(&self) -> &pounce_hsl::Ma57Options {
8237 &self.opts
8238 }
8239}
8240
8241/// Read the `ma57_*` options off `options` under `prefix`, for handing
8242/// to [`default_backend_factory`] / [`default_backend_factory_with_sink`].
8243///
8244/// `prefix` is `""` for the main IPM and `"resto."` for the restoration
8245/// sub-IPM, mirroring upstream's
8246/// `Ma57TSolverInterface::InitializeImpl(options, prefix)`. The
8247/// restoration sub-IPM builds its own backend through its own
8248/// `InnerBackendFactoryFactory` (see
8249/// `pounce_restoration::resto_inner_solver`), so the two really are
8250/// separately configurable — before gh#825 neither was.
8251///
8252/// Without the `ma57` cargo feature this returns an empty config and
8253/// does not touch `options`; nothing downstream can consume MA57
8254/// settings in that build.
8255pub fn ma57_config_from_options(
8256 options: &pounce_common::options_list::OptionsList,
8257 prefix: &str,
8258) -> Ma57Config {
8259 #[cfg(feature = "ma57")]
8260 {
8261 Ma57Config {
8262 opts: pounce_hsl::Ma57Options::from_options_list(options, prefix),
8263 }
8264 }
8265 #[cfg(not(feature = "ma57"))]
8266 {
8267 let _ = (options, prefix);
8268 Ma57Config::default()
8269 }
8270}
8271
8272/// Construct the MA57 backend for a factory, or fall back to FERAL when
8273/// the `ma57` cargo feature is off.
8274///
8275/// Factored out of the two factories below so there is exactly one place
8276/// that decides how an MA57 backend is built from a [`Ma57Config`]. Both
8277/// factories used to inline `Ma57SolverInterface::new()`, and the
8278/// duplication is half of why gh#825 was easy to miss.
8279fn make_ma57_backend(
8280 ma57_cfg: &Ma57Config,
8281 feral_fallback: impl FnOnce() -> Box<dyn SparseSymLinearSolverInterface>,
8282) -> Box<dyn SparseSymLinearSolverInterface> {
8283 #[cfg(feature = "ma57")]
8284 {
8285 let _ = feral_fallback;
8286 Box::new(pounce_hsl::Ma57SolverInterface::with_options(
8287 *ma57_cfg.options(),
8288 ))
8289 }
8290 #[cfg(not(feature = "ma57"))]
8291 {
8292 // ma57 feature not compiled in — fall back to FERAL.
8293 let _ = ma57_cfg;
8294 feral_fallback()
8295 }
8296}
8297
8298/// Default symmetric linear-solver factory, parameterized by the
8299/// pounce-extension FERAL knobs and the `ma57_*` knobs read off the
8300/// application's `OptionsList`.
8301///
8302/// FERAL (pure-Rust) is the shipping default. The HSL MA57 backend is
8303/// available when the `ma57` cargo feature is enabled; without it,
8304/// requesting `linear_solver = ma57` falls back to FERAL with a
8305/// warning printed by the journalist (see [`AlgorithmBuilder`]).
8306///
8307/// Both configs are snapshots, not live views: take them with
8308/// [`feral_config_from_options`] and [`ma57_config_from_options`] at the
8309/// point the application's options are fully populated. The factory is
8310/// called more than once per solve (the main KKT solver and, under
8311/// limited memory, the Hessian-free bypass solver), so each call gets a
8312/// fresh backend built from the same snapshot.
8313pub fn default_backend_factory(
8314 feral_cfg: pounce_feral::FeralConfig,
8315 ma57_cfg: Ma57Config,
8316) -> LinearBackendFactory {
8317 Box::new(
8318 move |choice: LinearSolverChoice| -> Box<dyn SparseSymLinearSolverInterface> {
8319 match choice {
8320 LinearSolverChoice::Feral => Box::new(
8321 pounce_feral::FeralSolverInterface::with_config(feral_cfg.clone()),
8322 ),
8323 LinearSolverChoice::Ma57 => make_ma57_backend(&ma57_cfg, || {
8324 Box::new(pounce_feral::FeralSolverInterface::with_config(
8325 feral_cfg.clone(),
8326 ))
8327 }),
8328 }
8329 },
8330 )
8331}
8332
8333/// Turn a model-space block declaration into the KKT-space labels the block
8334/// solver takes (structured-KKT Phase 5b's mapper, plan §63.6).
8335///
8336/// The KKT is laid out `[x | slacks | equality duals | inequality duals]`, so
8337/// each part inherits a label from what it belongs to:
8338///
8339/// * an `x` column takes its variable's label — skipping variables fixed out
8340/// by `fixed_variable_treatment`, which are not in the KKT at all;
8341/// * a slack and its inequality dual take their constraint's label;
8342/// * an equality dual takes its constraint's label.
8343///
8344/// `var_blocks` / `con_blocks` are in the model's own indexing (`n_full_x`,
8345/// `n_full_g`); negative means shared. Returns the label per KKT index, or an
8346/// error naming the mismatch — the caller then falls back rather than
8347/// mislabel, because a label that is off by one row silently declares a
8348/// structure the matrix does not have.
8349pub fn map_block_structure_to_kkt(
8350 cls: &pounce_nlp::tnlp_adapter::BoundClassification,
8351 var_blocks: &[i32],
8352 con_blocks: &[i32],
8353) -> Result<Vec<i32>, String> {
8354 if var_blocks.len() != cls.n_full_x as usize {
8355 return Err(format!(
8356 "block structure has {} variable labels, the problem has {} variables",
8357 var_blocks.len(),
8358 cls.n_full_x
8359 ));
8360 }
8361 if con_blocks.len() != cls.n_full_g as usize {
8362 return Err(format!(
8363 "block structure has {} constraint labels, the problem has {} constraints",
8364 con_blocks.len(),
8365 cls.n_full_g
8366 ));
8367 }
8368 let n_x = cls.x_not_fixed_map.len();
8369 let n_c = cls.c_map.len();
8370 let n_d = cls.d_map.len();
8371 let mut labels = Vec::with_capacity(n_x + 2 * n_d + n_c);
8372 for &full in &cls.x_not_fixed_map {
8373 labels.push(var_blocks[full as usize]);
8374 }
8375 for &full in &cls.d_map {
8376 labels.push(con_blocks[full as usize]); // slack
8377 }
8378 for &full in &cls.c_map {
8379 labels.push(con_blocks[full as usize]); // equality dual
8380 }
8381 for &full in &cls.d_map {
8382 labels.push(con_blocks[full as usize]); // inequality dual
8383 }
8384 Ok(labels)
8385}
8386
8387/// Sink-aware variant of [`default_backend_factory`]. Identical
8388/// dispatch, but the FERAL backend is constructed with a
8389/// `LinearSolverSummary` sink so [`IpoptApplication`] can read out
8390/// aggregate post-mortem stats (factor counts, fill ratio, extremal
8391/// pivots, final inertia) after the solve returns. MA57 ignores the
8392/// sink — the HSL backend doesn't carry the same instrumentation yet.
8393pub fn default_backend_factory_with_sink(
8394 feral_cfg: pounce_feral::FeralConfig,
8395 ma57_cfg: Ma57Config,
8396 sink: Arc<Mutex<LinearSolverSummary>>,
8397) -> LinearBackendFactory {
8398 Box::new(
8399 move |choice: LinearSolverChoice| -> Box<dyn SparseSymLinearSolverInterface> {
8400 match choice {
8401 LinearSolverChoice::Feral => Box::new(
8402 pounce_feral::FeralSolverInterface::with_config(feral_cfg.clone())
8403 .with_summary_sink(Arc::clone(&sink)),
8404 ),
8405 LinearSolverChoice::Ma57 => make_ma57_backend(&ma57_cfg, || {
8406 Box::new(
8407 pounce_feral::FeralSolverInterface::with_config(feral_cfg.clone())
8408 .with_summary_sink(Arc::clone(&sink)),
8409 )
8410 }),
8411 }
8412 },
8413 )
8414}
8415
8416/// Read the `feral_*` extension options off `options`, falling
8417/// back to the env-var defaults baked into [`pounce_feral::FeralConfig::from_env`]
8418/// for any knob the caller did not set explicitly. The returned
8419/// config is what every default-factory invocation (main IPM and
8420/// restoration sub-IPM) consumes.
8421pub fn feral_config_from_options(
8422 options: &pounce_common::options_list::OptionsList,
8423) -> pounce_feral::FeralConfig {
8424 feral_config_from_options_scoped(options, RefineCarveOut::InteriorPoint)
8425}
8426
8427/// Whether [`feral_config_from_options_scoped`] applies the interior-point
8428/// arm's limited-memory `feral_refine` carve-out.
8429#[derive(Debug, Clone, Copy, PartialEq, Eq)]
8430pub enum RefineCarveOut {
8431 /// Apply it: under `hessian_approximation=limited-memory`, force
8432 /// `refine = false` unless the user said otherwise. This is the shipped
8433 /// interior-point behaviour and what [`feral_config_from_options`] does.
8434 InteriorPoint,
8435 /// Skip it. For arms that do not refine the unreduced system themselves,
8436 /// where the backend loop is the only refinement in the stack.
8437 None,
8438}
8439
8440/// [`feral_config_from_options`] with the limited-memory `refine` carve-out
8441/// made explicit.
8442///
8443/// The carve-out is interior-point-specific in both of its premises, and
8444/// neither holds on the active-set SQP arm. It is justified by
8445/// `PdFullSpaceSolver::compute_residuals` already refining the *unreduced*
8446/// Newton system — the SQP arm has no such host loop, so
8447/// `pounce_qp::factor::LinearSolver` relies on the backend's own refinement
8448/// ("refinement is *implicit* in this layer", that module's docs) and turning
8449/// it off removes refinement from the stack entirely. And it keys off
8450/// `hessian_approximation`, which is not that arm's Hessian selector at all:
8451/// `sqp_hessian` is.
8452///
8453/// Measured, and this is why the parameter exists rather than the SQP path
8454/// just calling the plain function: inheriting the carve-out moved 10 of 97
8455/// fixtures on the sweep's L-BFGS leg under `algorithm=active-set-sqp`, while
8456/// the exact leg did not move at all. Some of that movement looked like a win
8457/// (`mu_fallback_point_floor` MaximumIterationsExceeded/200 ->
8458/// SolveSucceeded/8), but it was a win bought by disabling refinement for a
8459/// reason that does not apply here, and it came with `hs13_bigstart` landing
8460/// on a different point (objective 1 -> 1.0018) and `eigena2` and
8461/// `mpcc_scholtes4_biactive` likewise. Turning refinement off on this arm may
8462/// well be worth measuring on its own merits; it should not arrive as a side
8463/// effect of honouring `linear_solver`.
8464pub fn feral_config_from_options_scoped(
8465 options: &pounce_common::options_list::OptionsList,
8466 carve_out: RefineCarveOut,
8467) -> pounce_feral::FeralConfig {
8468 let mut cfg = pounce_feral::FeralConfig::from_env();
8469 // Tri-state: the `(_, true)` arm only fires when the user set the
8470 // option explicitly. Leaving it unset keeps `cfg.cascade_break` at
8471 // `None`, which inherits FERAL's `NumericParams::default()` (CB on
8472 // as of FERAL Phase B / pounce#55). `Some(false)` explicitly
8473 // disarms (reproduces pre-Phase-B behaviour, surfaces FERAL's
8474 // `DelayBudgetExceeded` on non-root cascade victims).
8475 if let Ok((v, true)) = options.get_bool_value("feral_cascade_break", "") {
8476 cfg.cascade_break = Some(v);
8477 }
8478 if let Ok((v, true)) = options.get_bool_value("feral_fma", "") {
8479 cfg.fma = v;
8480 }
8481 // Not tri-state, and deliberately not: on the limited-memory path
8482 // the IPM's default is the opposite of the library's (gh#710,
8483 // gh#698 obs 5). `FeralConfig` ships `refine = true` because a
8484 // caller that only refines its own system needs the backend loop.
8485 //
8486 // Scoped to limited-memory, because that is where the win was
8487 // measured and where it comes from. Under L-BFGS the Hessian-free
8488 // bypass batches the low-rank SMW correction into one multi-RHS
8489 // back-solve, and the backend loop refines per right-hand side, so
8490 // its cost scales with the memory depth — while what it polishes is
8491 // the *condensed* system, which is not where Waechter-Biegler 3.10
8492 // puts refinement. Turning it off takes `laptime` under
8493 // limited-memory from 1397 s to 394 s.
8494 //
8495 // The same switch is a net loss on the exact path, so it is not
8496 // applied there. It costs `NARX_CFy` 230 iterations (400 -> 630,
8497 // 173 s -> 250 s) to buy back 34 on `laptime` (380 -> 346). And the
8498 // exact path has no rung left to stand in for it: the
8499 // `increase_quality` escalation that once argued for dropping the
8500 // backend loop here proved inert and was itself removed, so with
8501 // `refine` off the host loop in `PdFullSpaceSolver` is the only
8502 // refinement in the stack — and it stops the moment it crosses
8503 // `residual_ratio_max` (1e-10), three orders looser than the ~1e-16
8504 // the backend-refined solves reach.
8505 //
8506 // Tightening that threshold instead is not the fix, and was measured
8507 // rather than assumed: it is chaotic on this corpus, flipping `deb7`
8508 // to `Error_In_Step_Computation` at 1e-12 and swinging
8509 // `pooling_rt2stp` between 107 and 199 iterations across 1e-11 to
8510 // 1e-13. Forcing extra passes via `min_refinement_steps` behaves the
8511 // same way (both fixtures break at 2). Restoring the backend loop is
8512 // trajectory-neutral next to either (`deb7` 146 -> 147,
8513 // `pooling_rt2stp` 107 -> 109).
8514 //
8515 // Ordered env-then-registry-then-option so `POUNCE_FERAL_REFINE`
8516 // still reaches this path and an explicit `feral_refine` still beats
8517 // both.
8518 //
8519 // gh#909: the registry read below takes the value and IGNORES the
8520 // found flag, which is the whole point. Reading it as `Ok((v, true))`
8521 // — the tri-state shape every other option in this function uses —
8522 // consults the user's setting and never the *registered default*, so
8523 // an unset option left `cfg.refine` at `FeralConfig::default()`'s
8524 // `true` while `pounce --print-options` reported the registry's.
8525 // Registered `no`, ran `yes`: the gh#677 shape, one option family
8526 // over. It is fixed by making the registry authoritative here rather
8527 // than by changing what runs — see below for why — so the registered
8528 // default moved to `yes` in the same commit and this read is what
8529 // keeps the two from drifting apart again.
8530 //
8531 // The scoping stays. There is no single default that is right on both
8532 // paths, and this is a two-sided trade of the same shape as
8533 // `feral_increase_quality` above: the option is the lever, and the
8534 // default is a choice rather than a fact. Measured on `e5f5830b`,
8535 // one binary, `feral_refine=no` against the default:
8536 //
8537 // fixture corpus, exact leg: 10 legs move, NO status flips, and
8538 // the net is favourable -- `issue_508_infeasible_gap_1em4`
8539 // 441 -> 245, `square_flowsheet_resto` 54 -> 47 (tot 185 -> 176),
8540 // `issue_508_infeasible_gap_1em2` 114 -> 112, `deb7` 147 -> 146,
8541 // `pooling_rt2stp` 109 -> 107, against one loss
8542 // (`mu_fallback_point_floor` 31 -> 32).
8543 // fixture corpus, lbfgs leg: identical, refine is already off there.
8544 // `NARX_CFy` (Mittelmann): 400 -> 630 iterations, 208.7 s -> 254.2 s.
8545 // `eigena2` final dual infeasibility: 3.43e-10 -> 5.20e-09, both
8546 // inside `tol`, and see `issue_540_eigena2_superlinear_tail.rs`.
8547 // AC-OPF (PGLib), gh#909: 10-18% faster, iteration counts
8548 // unchanged, solution identical to ~13 significant figures.
8549 //
8550 // So the corpus and the AC-OPF benchmarks both prefer `no` and
8551 // `NARX_CFy` pays 57% more iterations for it. Nothing here separates
8552 // those, which is why the default is scoped rather than flipped.
8553 let limited_memory = carve_out == RefineCarveOut::InteriorPoint
8554 && matches!(
8555 options.get_string_value("hessian_approximation", ""),
8556 Ok((ref s, true)) if s == "limited-memory"
8557 );
8558 if std::env::var_os("POUNCE_FERAL_REFINE").is_none() {
8559 // Deliberately `_`, not `true`: see above.
8560 if let Ok((v, _)) = options.get_bool_value("feral_refine", "") {
8561 cfg.refine = v;
8562 }
8563 if limited_memory {
8564 cfg.refine = false;
8565 }
8566 }
8567 // An explicit setting beats both the carve-out and the environment.
8568 if let Ok((v, true)) = options.get_bool_value("feral_refine", "") {
8569 cfg.refine = v;
8570 }
8571 // gh #850: `feral_increase_quality` exists because this rung is a genuine
8572 // two-sided trade, and the option is the lever — the default is left ON,
8573 // which is the 0.11 behaviour.
8574 //
8575 // Ipopt's `IncreaseQuality` contract assumes a *monotone* escalation: MA57
8576 // raises `pivtol` toward `pivtolmax`, strictly more conservative each time,
8577 // so keeping it raised for the rest of the solve can only make the
8578 // factorization safer. FERAL's ladder changes which pivots are taken, which
8579 // is lateral in trajectory terms, and it persists the same way. So it
8580 // reroutes solves, and the reroute goes both ways:
8581 //
8582 // it COSTS two whole solves, both `square_flowsheet_resto`:
8583 // exact Optimal/99 -> RestorationFailed/131 (a second-opinion rung
8584 // rescues it, at 185 iterations total)
8585 // lbfgs Optimal/178 -> 3000 iterations at the cap, rescued by nothing
8586 // it BUYS accuracy where nothing else does:
8587 // `watchdog_trial_is_not_a_divergence_verdict`'s 12-variable model ends
8588 // `SolvedToAcceptableLevel` at obj 3.7e-6 with the rung and at obj 3.42
8589 // against `f* = 0` without it — a wrong-ish answer under a
8590 // success-shaped status, which is worse than an honest failure.
8591 // and it buys iterations on five more fixture-legs (15-25%).
8592 //
8593 // There is no scoping that separates those. Measured with a process-global
8594 // firing cap on `square_flowsheet_resto`: the rung fires twice, once in the
8595 // main solve at iteration 25 and once inside restoration at `76r`, and
8596 // allowing only the first still loses the leg — so declining it just for
8597 // the restoration sub-solve would not help. Nor does a count separate them:
8598 // `deb7` and `square_flowsheet_resto` each fire it exactly twice on their
8599 // exact legs, one gaining 16% of its iterations and the other losing its
8600 // verdict.
8601 //
8602 // So the default stands, and the losing direction now recovers itself:
8603 // `feral_increase_quality_retry` (gh#857) re-solves once with this off when
8604 // a solve that actually escalated ends `Restoration_Failed` or
8605 // `Maximum_Iterations_Exceeded`.
8606 //
8607 // It is a re-solve rather than a *revertible* escalation because the
8608 // revertible one was tried. jkitchin/feral#192 landed as `reset_quality`,
8609 // was plumbed here and instrumented (376 escalations, 376 matching resets
8610 // on one solve), and recovers neither leg at either re-baselining boundary
8611 // -- the harm is the destination, not the duration. See
8612 // `dev-notes/second-opinion-promotions-in-the-sweep.md`.
8613 if let Ok((v, true)) = options.get_bool_value("feral_increase_quality", "") {
8614 cfg.increase_quality = v;
8615 }
8616 // Only consulted when `refine` is on; see `FeralConfig::refine_max_steps`
8617 // (gh#710). Registered as an integer option with lower bound 0, so the
8618 // cast cannot go negative.
8619 if let Ok((v, true)) = options.get_integer_value("feral_refine_steps", "") {
8620 cfg.refine_max_steps = v.max(0) as usize;
8621 }
8622 // Also only consulted when `refine` is on. Registered with lower bound
8623 // 0, and 0 disables the pre-check; see `FeralConfig::refine_target`.
8624 if let Ok((v, true)) = options.get_numeric_value("feral_refine_target", "") {
8625 cfg.refine_target = v.max(0.0);
8626 }
8627 // Explicit static-pivoting opt-in (feral#8 cascade breaker, pounce#254).
8628 // Same tri-state discipline: unset leaves `cfg.static_pivoting` at
8629 // whatever `from_env` resolved (`None` → inherit feral's delayed-pivot
8630 // default), so the default numeric path is unchanged.
8631 if let Ok((v, true)) = options.get_bool_value("feral_static_pivoting", "") {
8632 cfg.static_pivoting = Some(v);
8633 }
8634 if let Ok((v, true)) = options.get_numeric_value("feral_singular_pivot_floor", "") {
8635 cfg.singular_pivot_floor = v;
8636 }
8637 // Explicitly set pins an absolute floor for every dimension (`0`
8638 // disables the trigger); left unset, `None` keeps the dimension-aware
8639 // `n * eps` default (pounce gh#592).
8640 if let Ok((v, true)) = options.get_numeric_value("feral_inertia_pivot_floor", "") {
8641 cfg.inertia_pivot_floor = Some(v);
8642 }
8643 // Number option (not integer): the gate is a u64 and Index is i32, too
8644 // narrow for large flop counts or the u64::MAX reject-all sentinel. The
8645 // lower bound (0.0) rules out negatives; `as u64` then saturates a very
8646 // large finite value to u64::MAX (reject all tree-level parallelism).
8647 if let Ok((v, true)) = options.get_numeric_value("feral_min_par_flops", "") {
8648 cfg.min_par_flops = Some(v as u64);
8649 }
8650 if let Ok((v, true)) = options.get_numeric_value("feral_pivtol", "") {
8651 cfg.pivtol = v;
8652 }
8653 // Only override on explicit set so `from_env` (which itself
8654 // defaults to OrderingMethod::Auto) keeps governing unset cases.
8655 // Unrecognized tags are silently ignored — the registered enum
8656 // restricts inputs at the OptionsList layer.
8657 if let Ok((v, true)) = options.get_string_value("feral_ordering", "") {
8658 if let Some(m) = pounce_feral::parse_ordering_method(&v) {
8659 cfg.ordering = m;
8660 }
8661 }
8662 if let Ok((v, true)) = options.get_string_value("feral_ordering_preprocess", "") {
8663 if let Some(p) = pounce_feral::parse_ordering_preprocess(&v) {
8664 cfg.ordering_preprocess = p;
8665 }
8666 }
8667 // Same explicit-set discipline as `feral_ordering`: `from_env`
8668 // defaults to ScalingStrategy::Auto (FERAL's current default), so
8669 // leaving the option unset preserves existing behaviour exactly.
8670 if let Ok((v, true)) = options.get_string_value("feral_scaling", "") {
8671 if let Some(s) = pounce_feral::parse_scaling_strategy(&v) {
8672 cfg.scaling = s;
8673 }
8674 }
8675 cfg
8676}
8677
8678/// Withdraw a numerical infeasibility verdict the model's own starting point
8679/// disproves.
8680///
8681/// Applied at every site in this file that can return
8682/// `Infeasible_Problem_Detected` from a *numerical* argument — the IPM path's
8683/// restoration / cycle gates, the SQP path's infeasible-subproblem exit, and the
8684/// ℓ₁ wrapper's uncollapsed-slack certificate. Deliberately one gate rather than
8685/// three: the two preceding safeguards in this area (gh #376, gh #380) were each
8686/// added to one path and not its twin, and a hole survived both times.
8687///
8688/// Not applied to a presolve *certificate*
8689/// (`TNLP::presolve_infeasibility_proof`), which carries its own, tighter
8690/// refutation
8691/// (`pounce_presolve::witness_refutes_infeasibility`) and is a proof rather than
8692/// a numerical inference.
8693///
8694/// The replacement is `Error_In_Step_Computation`, the status this codebase
8695/// already uses for "the solve broke down and we are **not** claiming
8696/// infeasibility" — see the `cycle_exit` fallback in
8697/// [`crate::ipopt_alg::IpoptAlgorithm::invoke_restoration`], which picks between
8698/// exactly these two on exactly this question. It maps to AMPL 500, an honest
8699/// failure the caller can see, instead of AMPL 200, a wrong answer they cannot.
8700///
8701/// gh #379.
8702fn withdraw_infeasibility_if_refuted(
8703 tnlp: &Rc<RefCell<dyn TNLP>>,
8704 solver_status: SolverReturn,
8705 lo_inf: Number,
8706 up_inf: Number,
8707 tol: Number,
8708) -> SolverReturn {
8709 if solver_status != SolverReturn::LocalInfeasibility {
8710 return solver_status;
8711 }
8712 // A presolve proof is not a numerical inference; it does its own refutation.
8713 if tnlp.borrow().presolve_infeasibility_proof().is_some() {
8714 return solver_status;
8715 }
8716 match crate::infeasibility_refutation::starting_point_refutes_infeasibility(
8717 tnlp, lo_inf, up_inf, tol,
8718 ) {
8719 Some(w) => {
8720 tracing::debug!(
8721 target: "pounce::application",
8722 "[PN_INFEAS_REFUTED] the model's starting point satisfies every constraint \
8723 (max violation {:.3e}) — withdrawing Infeasible_Problem_Detected",
8724 w.max_violation
8725 );
8726 SolverReturn::ErrorInStepComputation
8727 }
8728 None => solver_status,
8729 }
8730}
8731
8732/// How well a point satisfies the **user's own** rows and bounds.
8733///
8734/// Computed from `g = c(x)` and the inner TNLP's declared bounds, in the
8735/// user's units, with no reference to whatever problem the algorithm
8736/// actually iterated on. That distinction is the whole reason this
8737/// exists: on the ℓ₁ path the IPM converges the *augmented* NLP
8738/// `c(x) − p + n = target`, whose equality rows the slacks satisfy to
8739/// machine precision by construction, and reporting that residual as
8740/// the solve's constraint violation says nothing about `c(x) − target`
8741/// (gh#794 finding P1).
8742struct OriginalSpaceFeasibility {
8743 /// Largest absolute violation of any row or bound, in the user's units.
8744 max_violation: Number,
8745 /// Every row and bound negligible at `tol`, judged scale-relative.
8746 negligible_at_tol: bool,
8747 /// The same at `acceptable_tol`.
8748 negligible_at_acceptable: bool,
8749}
8750
8751/// Measure [`OriginalSpaceFeasibility`] at `x`, given `g = c(x)`.
8752///
8753/// `is_negligible` rather than `!is_significant`, deliberately, and for
8754/// the reason that function's own documentation gives: the question here
8755/// is "did the solve converge well enough to call this point feasible",
8756/// which must never demand more precision than the solver promised, so
8757/// the threshold is clamped at `tol` from below (`tol · max(|scale|, 1)`).
8758/// The refutation path next door asks the opposite question — "is this
8759/// residual real at this row's scale" — and correctly uses the pure
8760/// relative form.
8761///
8762/// Returns `None` when the model cannot be measured (bounds unreadable, a
8763/// non-finite value). `None` means "not measured", never "feasible": the
8764/// caller keeps whatever verdict it already had.
8765fn original_space_feasibility(
8766 tnlp: &Rc<RefCell<dyn TNLP>>,
8767 x: &[Number],
8768 g: &[Number],
8769 lower_bound_inf: Number,
8770 upper_bound_inf: Number,
8771 tol: Number,
8772 acceptable_tol: Number,
8773 constr_viol_tol: Number,
8774 acceptable_constr_viol_tol: Number,
8775 noise_floor_kappa: Number,
8776) -> Option<OriginalSpaceFeasibility> {
8777 use pounce_common::tolerance::is_negligible;
8778
8779 let info = tnlp.borrow_mut().get_nlp_info()?;
8780 let n = info.n.max(0) as usize;
8781 let m = info.m.max(0) as usize;
8782 if x.len() < n || g.len() < m {
8783 return None;
8784 }
8785
8786 let mut x_l = vec![0.0; n];
8787 let mut x_u = vec![0.0; n];
8788 let mut g_l = vec![0.0; m];
8789 let mut g_u = vec![0.0; m];
8790 if !tnlp.borrow_mut().get_bounds_info(BoundsInfo {
8791 x_l: &mut x_l,
8792 x_u: &mut x_u,
8793 g_l: &mut g_l,
8794 g_u: &mut g_u,
8795 }) {
8796 return None;
8797 }
8798
8799 let mut max_violation: Number = 0.0;
8800 let mut ok_tol = true;
8801 let mut ok_acceptable = true;
8802
8803 // Only *finite, present* bounds inform a row's magnitude: letting the
8804 // `±1e19` sentinel set the scale would make every row look satisfied,
8805 // the same trap `infeasibility_refutation` documents.
8806 let present = |b: Number, is_lower: bool| -> Option<Number> {
8807 let absent = if is_lower {
8808 b <= lower_bound_inf
8809 } else {
8810 b >= upper_bound_inf
8811 };
8812 (b.is_finite() && !absent).then_some(b)
8813 };
8814
8815 // Accumulates into `max_violation` / `ok_tol` / `ok_acceptable`; a
8816 // non-positive `viol` means the side is satisfied and contributes
8817 // nothing. Returns nothing — every caller is a statement.
8818 let mut judge = |viol: Number, scale: Number| {
8819 if viol <= 0.0 {
8820 return;
8821 }
8822 max_violation = max_violation.max(viol);
8823 // The scale-relative test alone is not a feasibility standard, and
8824 // on a large-magnitude row it is not even close to one: it accepts
8825 // anything up to `tol · |row|`, which on a row near `1e10` is `1e2`
8826 // at the default `tol`. An adversary probe on this branch built a
8827 // model infeasible by exactly `50` with its row at `1e10` and got
8828 // `Solve_Succeeded` — a *worse* verdict than this branch's own
8829 // parent, which refused the same point (the old `Σ(p+n)` argument
8830 // was crude but absolute). So the wrapper has to judge feasibility
8831 // the way the rest of the solver does.
8832 //
8833 // `OptErrorConvCheck::primal_component_passes` is that standard:
8834 // an absolute `constr_viol <= constr_viol_tol`, with scale-awareness
8835 // supplied by an abstention when every row sits at its own
8836 // floating-point noise floor (gh#528/gh#590) rather than by
8837 // multiplying the tolerance by the row's magnitude. That
8838 // abstention "cannot fabricate a success on a genuinely infeasible
8839 // model: such a model's violation is pinned at its infeasibility
8840 // gap, orders above `eps ·` the row's own magnitude" — which is
8841 // exactly the property `is_negligible` lacks and the probe
8842 // exploited (`50` is `~2e7 ×` this row's floor).
8843 //
8844 // The strict gate's `primal_resolvable` cannot be reused verbatim:
8845 // it is computed by the CQ on the *augmented* NLP, whose rows the
8846 // slacks satisfy to machine precision, so it would abstain always
8847 // and accept everything. The floor is therefore recomputed here on
8848 // the user's own row, from the same `kappa · eps · magnitude` the
8849 // option documents. `primal_noise_floor_kappa = 0` opts out, as it
8850 // does for the strict gate.
8851 //
8852 // Both arms are conjoined rather than substituted: the relative
8853 // test still catches a violation that is small in absolute terms
8854 // but large for its row, which is the gh#794 P1 case itself
8855 // (`ralph1` at `2.5e-7` under a `2.5e-11` tol).
8856 let noise = noise_floor_kappa * Number::EPSILON * scale.abs();
8857 let absolute_ok = |bound: Number| viol <= bound || viol <= noise;
8858 ok_tol &= is_negligible(viol, scale, tol) && absolute_ok(constr_viol_tol);
8859 ok_acceptable &=
8860 is_negligible(viol, scale, acceptable_tol) && absolute_ok(acceptable_constr_viol_tol);
8861 };
8862
8863 for i in 0..m {
8864 let v = g[i];
8865 if !v.is_finite() {
8866 return None;
8867 }
8868 let lo = present(g_l[i], true);
8869 let hi = present(g_u[i], false);
8870 let scale = v
8871 .abs()
8872 .max(lo.map_or(0.0, Number::abs))
8873 .max(hi.map_or(0.0, Number::abs));
8874 judge(lo.map_or(0.0, |b| b - v), scale);
8875 judge(hi.map_or(0.0, |b| v - b), scale);
8876 }
8877 for j in 0..n {
8878 let v = x[j];
8879 if !v.is_finite() {
8880 return None;
8881 }
8882 let lo = present(x_l[j], true);
8883 let hi = present(x_u[j], false);
8884 let scale = v
8885 .abs()
8886 .max(lo.map_or(0.0, Number::abs))
8887 .max(hi.map_or(0.0, Number::abs));
8888 judge(lo.map_or(0.0, |b| b - v), scale);
8889 judge(hi.map_or(0.0, |b| v - b), scale);
8890 }
8891
8892 Some(OriginalSpaceFeasibility {
8893 max_violation,
8894 negligible_at_tol: ok_tol,
8895 negligible_at_acceptable: ok_acceptable,
8896 })
8897}
8898
8899/// Map upstream `SolverReturn` codes to `ApplicationReturnStatus`.
8900/// Mirrors the table in
8901/// `ref/Ipopt/AGENT_REFERENCE/MAIN_LOOP.md` ("exception → SolverReturn
8902/// map") and the corresponding switch in
8903/// `IpIpoptApplication.cpp:call_optimize`.
8904fn solver_return_to_app_status(s: SolverReturn) -> ApplicationReturnStatus {
8905 match s {
8906 SolverReturn::Success => ApplicationReturnStatus::SolveSucceeded,
8907 SolverReturn::StopAtAcceptablePoint => ApplicationReturnStatus::SolvedToAcceptableLevel,
8908 SolverReturn::FeasiblePointFound => ApplicationReturnStatus::FeasiblePointFound,
8909 SolverReturn::MaxiterExceeded => ApplicationReturnStatus::MaximumIterationsExceeded,
8910 SolverReturn::CpuTimeExceeded => ApplicationReturnStatus::MaximumCpuTimeExceeded,
8911 SolverReturn::WallTimeExceeded => ApplicationReturnStatus::MaximumWallTimeExceeded,
8912 SolverReturn::StopAtTinyStep => ApplicationReturnStatus::SearchDirectionBecomesTooSmall,
8913 SolverReturn::LocalInfeasibility => ApplicationReturnStatus::InfeasibleProblemDetected,
8914 SolverReturn::UserRequestedStop => ApplicationReturnStatus::UserRequestedStop,
8915 SolverReturn::DivergingIterates => ApplicationReturnStatus::DivergingIterates,
8916 SolverReturn::RestorationFailure => ApplicationReturnStatus::RestorationFailed,
8917 SolverReturn::ErrorInStepComputation => ApplicationReturnStatus::ErrorInStepComputation,
8918 SolverReturn::InvalidNumberDetected => ApplicationReturnStatus::InvalidNumberDetected,
8919 SolverReturn::TooFewDegreesOfFreedom => ApplicationReturnStatus::NotEnoughDegreesOfFreedom,
8920 SolverReturn::InvalidProblemDefinition => ApplicationReturnStatus::InvalidProblemDefinition,
8921 SolverReturn::InvalidOption => ApplicationReturnStatus::InvalidOption,
8922 SolverReturn::OutOfMemory => ApplicationReturnStatus::InsufficientMemory,
8923 SolverReturn::InternalError | SolverReturn::Unassigned => {
8924 ApplicationReturnStatus::InternalError
8925 }
8926 }
8927}
8928
8929/// Best-effort evaluation of the objective at the algorithm's final
8930/// `x`. Returns the *scaled* objective (`f * obj_scale_factor`); used
8931/// to populate `SolveStatistics::final_scaled_objective`.
8932fn try_eval_curr_f(
8933 nlp: &Rc<RefCell<dyn IpoptNlp>>,
8934 x: &Rc<dyn pounce_linalg::Vector>,
8935) -> Result<Number, ()> {
8936 let mut nlp_mut = nlp.borrow_mut();
8937 Ok(nlp_mut.eval_f(&**x))
8938}
8939
8940/// Trigger predicate for the Phase-3.5 ℓ₁ auto-fallback path. Returns
8941/// `true` when a status warrants a retry through the wrapper. Mirrors
8942/// ripopt#23's trigger set, extended per the audit's Refinement B
8943/// (pounce-side `Not_Enough_Degrees_Of_Freedom` is added because
8944/// pounce's DOF early-exit blocks NE-suffix problems that ripopt's
8945/// equivalent would let pass to the wrapper).
8946fn is_l1_fallback_trigger(status: ApplicationReturnStatus) -> bool {
8947 matches!(
8948 status,
8949 ApplicationReturnStatus::RestorationFailed
8950 | ApplicationReturnStatus::InfeasibleProblemDetected
8951 | ApplicationReturnStatus::SolvedToAcceptableLevel
8952 | ApplicationReturnStatus::MaximumIterationsExceeded
8953 | ApplicationReturnStatus::NotEnoughDegreesOfFreedom
8954 )
8955}
8956
8957/// Forward the final iterate back to the user's `TNLP::finalize_solution`.
8958/// We pull `x` (compressed in `x_var`-space) off the algorithm's
8959/// `data.curr`, lift it back to full TNLP indexing, and pass empty
8960/// multipliers for now (the algorithm's `y_c`, `y_d`, `z_l`, `z_u` are
8961/// in compressed split form — re-assembling them into the user's
8962/// `lambda` / `z_l` / `z_u` is mechanical but lives behind a
8963/// `OrigIpoptNlp::finalize_solution_*` accessor that's still being
8964/// fleshed out). On success returns the unscaled objective evaluated
8965/// on the user TNLP at the final iterate; returns `Err` if the final
8966/// iterate is missing.
8967/// Read a `dyn Vector`'s entries. Empty for a non-dense backing; POUNCE is
8968/// dense-only, so that is defensive rather than a supported case.
8969fn dense_values(v: &dyn pounce_linalg::Vector) -> Vec<Number> {
8970 v.as_any()
8971 .downcast_ref::<pounce_linalg::dense_vector::DenseVector>()
8972 .map(|d| d.expanded_values())
8973 .unwrap_or_default()
8974}
8975
8976/// Overwrite a `dyn Vector`'s entries. Returns false — writing nothing —
8977/// when the backing is not dense or the lengths disagree, so a caller
8978/// updating several components together can abandon the whole update rather
8979/// than leave a half-written iterate.
8980fn set_dense(v: &mut dyn pounce_linalg::Vector, vals: &[Number]) -> bool {
8981 match v
8982 .as_any_mut()
8983 .downcast_mut::<pounce_linalg::dense_vector::DenseVector>()
8984 {
8985 Some(d) if pounce_linalg::Vector::dim(d) as usize == vals.len() => {
8986 d.set_values(vals);
8987 true
8988 }
8989 _ => false,
8990 }
8991}
8992
8993/// An owned copy of a [`Solution`] payload already delivered to the user's
8994/// TNLP, enough to deliver it again.
8995///
8996/// Exists because a losing second-opinion retry has to be undoable. The status
8997/// a retry earns is already floored — `run_with_mu_strategy_fallback` returns
8998/// `first_status` unless the retry promotes — but the *point* was not, and the
8999/// user consumes the point. See that function for what went wrong without this.
9000#[derive(Debug, Clone)]
9001struct FinalizeSnapshot {
9002 status: SolverReturn,
9003 x: Vec<Number>,
9004 z_l: Vec<Number>,
9005 z_u: Vec<Number>,
9006 g: Vec<Number>,
9007 lambda: Vec<Number>,
9008 obj_value: Number,
9009}
9010
9011/// The option-table overrides (and the box flag) one retry applies for its
9012/// own solve, put back when the scope ends -- on **every** exit, unwinding
9013/// included.
9014///
9015/// The retries used to restore by hand after `optimize_constrained`
9016/// returned, so a panic inside it left the overrides in place. That is not
9017/// hypothetical for an embedder: `pounce-cinterface`'s `ffi_guard` catches the
9018/// panic and keeps the `IpoptApplication`, so the next `IpoptSolve` on that
9019/// handle ran with the scale audit's `max_iter` (`3x` the base solve's),
9020/// `obj_scaling_factor` multiplied by `k`, a CPU / wall budget shrunk to what
9021/// the audited run had left -- and, since gh#983's declared-box fix, the
9022/// variable box un-widened.
9023///
9024/// Derefs to the application, so the retry runs *through* the scope:
9025/// `scope.optimize_constrained(..)`. Each entry is restored with
9026/// [`OptionsList::restore_entry`], i.e. exactly as it stood, absence as
9027/// absence.
9028///
9029/// `on_unwind_only` is for the two retries (μ-strategy fallback, gh#884)
9030/// whose normal-path restore is deliberately *not* "as it stood" -- both
9031/// write the resolved value back with `found = true` -- and whose behaviour
9032/// on that path this guard must not change: there it only covers the unwind.
9033struct RetryOptionScope<'a> {
9034 app: &'a mut IpoptApplication,
9035 saved: Vec<(
9036 &'static str,
9037 pounce_common::options_list::OptionEntrySnapshot,
9038 )>,
9039 on_unwind_only: bool,
9040}
9041
9042impl<'a> RetryOptionScope<'a> {
9043 fn enter(app: &'a mut IpoptApplication, tags: &[&'static str], on_unwind_only: bool) -> Self {
9044 let saved = tags
9045 .iter()
9046 .map(|&t| (t, app.options.snapshot_entry(t)))
9047 .collect();
9048 Self {
9049 app,
9050 saved,
9051 on_unwind_only,
9052 }
9053 }
9054}
9055
9056impl std::ops::Deref for RetryOptionScope<'_> {
9057 type Target = IpoptApplication;
9058 fn deref(&self) -> &IpoptApplication {
9059 self.app
9060 }
9061}
9062
9063impl std::ops::DerefMut for RetryOptionScope<'_> {
9064 fn deref_mut(&mut self) -> &mut IpoptApplication {
9065 self.app
9066 }
9067}
9068
9069impl Drop for RetryOptionScope<'_> {
9070 fn drop(&mut self) {
9071 if self.on_unwind_only && !std::thread::panicking() {
9072 return;
9073 }
9074 for (tag, snap) in self.saved.drain(..) {
9075 self.app.options.restore_entry(tag, snap);
9076 }
9077 self.app.retry_keeps_declared_box.set(false);
9078 }
9079}
9080
9081/// The `final_*` half of [`SolveStatistics`] — the numbers that describe the
9082/// answer and the certificate attached to it.
9083///
9084/// Deliberately **not** the whole struct. `SolveStatistics` mixes two kinds of
9085/// number and they float back differently when a second-opinion retry loses:
9086///
9087/// * the `final_*` fields describe *the point being reported*, so they have to
9088/// agree with the status reported beside them. A `Solved_To_Acceptable_Level`
9089/// carrying a `final_kkt_error` two orders above `acceptable_tol` is
9090/// self-contradictory, and that is pounce#870.
9091/// * the wall clock (`total_wallclock_time_secs`) and the cumulative
9092/// dual-divergence flags describe *what the invocation did*: both attempts
9093/// really ran, so rewinding them would under-report the work actually
9094/// spent.
9095///
9096/// Everything else a solve report reads beside the final residuals describes
9097/// the *run that produced the returned point* (gh#983 item 5): the iteration
9098/// count and rows, the evaluation counts, the restoration tallies and
9099/// `quality_escalations`. Before that fix `deb7` at `max_iter=100` reported the
9100/// declined retry's 100 iterations beside the first attempt's objective and
9101/// point, and `eigenb2` (limited memory) 86 objective evaluations beside the
9102/// first attempt's 47 iterations and 159 evaluations. The first attempt's own
9103/// counts (`deb7`: 84 outer + 32 restoration = 116) are the ones that belong
9104/// with its point. The console's per-attempt summaries still show each
9105/// attempt's own tally.
9106///
9107/// So the certificate and the run it came from are floored together; only the
9108/// wall clock is the invocation's.
9109#[derive(Debug, Clone)]
9110struct SolutionCertificate {
9111 objective: Number,
9112 scaled_objective: Number,
9113 dual_inf: Number,
9114 constr_viol: Number,
9115 compl: Number,
9116 kkt_error: Number,
9117 unscaled_dual_inf: Number,
9118 unscaled_constr_viol: Number,
9119 unscaled_compl: Number,
9120 unscaled_kkt_error: Number,
9121 kkt_error_above_noise: Number,
9122 mu: Number,
9123 /// How far the attempt's point sits outside the model as declared --
9124 /// rows and box. Both are read off the statistics beside the residuals
9125 /// above, and both describe the *point*; leaving them out meant a
9126 /// declined retry's measurement was reported beside the base attempt's
9127 /// point (`Variable bound violation` and `final_declared_box_viol` naming
9128 /// the discarded re-solve's `9.9e-9` next to a point that sits inside
9129 /// its box).
9130 declared_constr_viol: Number,
9131 declared_box_viol: Number,
9132 /// gh#983 item 5: the iteration count and per-iteration rows of the
9133 /// attempt being floored. A solve report reads both from the statistics,
9134 /// so restoring the certificate without them left a report whose
9135 /// numbers describe the returned point and whose iteration table
9136 /// describes the declined retry.
9137 iteration_count: Index,
9138 iterations: Vec<pounce_nlp::solve_statistics::IterRecord>,
9139 /// The per-run evaluation and restoration tallies of the attempt, for the
9140 /// same reason as the iteration table: they are read off the statistics
9141 /// beside the final residuals, and a declined retry used to leave its own
9142 /// (`eigenb2` limited-memory: 86 objective evaluations reported beside the
9143 /// base attempt's 47 iterations and 159 evaluations).
9144 evals: [Index; 5],
9145 restoration: (Index, Index, Index, Number),
9146 quality_escalations: Index,
9147 /// gh#983: the scale the stationarity residual is judged against, the
9148 /// objective scale the run ended with, and the warnings raised about the
9149 /// attempt. All three describe the *point being reported*.
9150 unscaled_dual_scale: Number,
9151 obj_scaling_factor: Number,
9152 total_obj_scaling_factor: Number,
9153 start_obj_grad_max: Number,
9154 warnings: Vec<String>,
9155 /// gh#983 review item 3: the detector's verdict on this run alone.
9156 returned_run_signature: bool,
9157}
9158
9159impl SolutionCertificate {
9160 fn of(s: &pounce_nlp::solve_statistics::SolveStatistics) -> Self {
9161 Self {
9162 objective: s.final_objective,
9163 scaled_objective: s.final_scaled_objective,
9164 dual_inf: s.final_dual_inf,
9165 constr_viol: s.final_constr_viol,
9166 compl: s.final_compl,
9167 kkt_error: s.final_kkt_error,
9168 unscaled_dual_inf: s.final_unscaled_dual_inf,
9169 unscaled_constr_viol: s.final_unscaled_constr_viol,
9170 unscaled_compl: s.final_unscaled_compl,
9171 unscaled_kkt_error: s.final_unscaled_kkt_error,
9172 kkt_error_above_noise: s.final_kkt_error_above_noise,
9173 mu: s.final_mu,
9174 declared_constr_viol: s.final_declared_constr_viol,
9175 declared_box_viol: s.final_declared_box_viol,
9176 iteration_count: s.iteration_count,
9177 iterations: s.iterations.clone(),
9178 evals: [
9179 s.num_obj_evals,
9180 s.num_constr_evals,
9181 s.num_obj_grad_evals,
9182 s.num_constr_jac_evals,
9183 s.num_hess_evals,
9184 ],
9185 restoration: (
9186 s.restoration_calls,
9187 s.restoration_inner_iters,
9188 s.restoration_outer_iters,
9189 s.restoration_wall_secs,
9190 ),
9191 quality_escalations: s.quality_escalations,
9192 unscaled_dual_scale: s.final_unscaled_dual_scale,
9193 obj_scaling_factor: s.final_obj_scaling_factor,
9194 total_obj_scaling_factor: s.final_total_obj_scaling_factor,
9195 start_obj_grad_max: s.start_obj_grad_max,
9196 warnings: s.warnings.clone(),
9197 returned_run_signature: s.returned_run_dual_divergence_signature,
9198 }
9199 }
9200
9201 fn restore_into(&self, s: &mut pounce_nlp::solve_statistics::SolveStatistics) {
9202 s.final_objective = self.objective;
9203 s.final_scaled_objective = self.scaled_objective;
9204 s.final_dual_inf = self.dual_inf;
9205 s.final_constr_viol = self.constr_viol;
9206 s.final_compl = self.compl;
9207 s.final_kkt_error = self.kkt_error;
9208 s.final_unscaled_dual_inf = self.unscaled_dual_inf;
9209 s.final_unscaled_constr_viol = self.unscaled_constr_viol;
9210 s.final_unscaled_compl = self.unscaled_compl;
9211 s.final_unscaled_kkt_error = self.unscaled_kkt_error;
9212 s.final_kkt_error_above_noise = self.kkt_error_above_noise;
9213 s.final_mu = self.mu;
9214 s.final_declared_constr_viol = self.declared_constr_viol;
9215 s.final_declared_box_viol = self.declared_box_viol;
9216 s.iteration_count = self.iteration_count;
9217 s.iterations = self.iterations.clone();
9218 s.num_obj_evals = self.evals[0];
9219 s.num_constr_evals = self.evals[1];
9220 s.num_obj_grad_evals = self.evals[2];
9221 s.num_constr_jac_evals = self.evals[3];
9222 s.num_hess_evals = self.evals[4];
9223 s.restoration_calls = self.restoration.0;
9224 s.restoration_inner_iters = self.restoration.1;
9225 s.restoration_outer_iters = self.restoration.2;
9226 s.restoration_wall_secs = self.restoration.3;
9227 s.quality_escalations = self.quality_escalations;
9228 s.final_unscaled_dual_scale = self.unscaled_dual_scale;
9229 s.final_obj_scaling_factor = self.obj_scaling_factor;
9230 s.final_total_obj_scaling_factor = self.total_obj_scaling_factor;
9231 s.start_obj_grad_max = self.start_obj_grad_max;
9232 s.warnings = self.warnings.clone();
9233 s.returned_run_dual_divergence_signature = self.returned_run_signature;
9234 }
9235}
9236
9237impl FinalizeSnapshot {
9238 /// Re-deliver this payload to `tnlp`, overwriting whatever a later attempt
9239 /// captured there.
9240 fn replay(&self, tnlp: &Rc<RefCell<dyn TNLP>>) {
9241 tnlp.borrow_mut().finalize_solution(
9242 Solution {
9243 status: self.status,
9244 x: &self.x,
9245 z_l: &self.z_l,
9246 z_u: &self.z_u,
9247 g: &self.g,
9248 lambda: &self.lambda,
9249 obj_value: self.obj_value,
9250 },
9251 &TnlpIpoptData::default(),
9252 &TnlpIpoptCq::default(),
9253 );
9254 }
9255}
9256
9257fn finalize_via_orig_nlp(
9258 nlp: &Rc<RefCell<dyn IpoptNlp>>,
9259 alg: &IpoptAlgorithm,
9260 solver_status: SolverReturn,
9261 _app_status: ApplicationReturnStatus,
9262 tnlp: &Rc<RefCell<dyn TNLP>>,
9263 sink: &RefCell<Option<FinalizeSnapshot>>,
9264 fixed_var_duals: bool,
9265) -> Result<Number, ()> {
9266 let curr = alg.data.borrow().curr.clone().ok_or(())?;
9267 // Lift compressed x_var → full-x (length `info.n`) so the user
9268 // TNLP receives the same shape it provided. With `make_parameter`
9269 // the fixed components are spliced back in by the IpoptNlp.
9270 let nlp_borrow = nlp.borrow();
9271 // `finalize_solution_x`, not `lift_x_to_full`: the reported point also
9272 // owes the user the `honor_original_bounds` projection. `f` and `g`
9273 // below are then evaluated at the point actually reported, so x/f/g
9274 // agree with each other.
9275 let x_vec: Vec<Number> = nlp_borrow.finalize_solution_x(&*curr.x);
9276 let info = tnlp.borrow_mut().get_nlp_info().ok_or(())?;
9277 let n = info.n as usize;
9278 let m = info.m as usize;
9279 debug_assert_eq!(x_vec.len(), n);
9280 // Lift algorithm-side multipliers back into user-space (pounce#11).
9281 // Use the `finalize_solution_*` family (not the `pack_*` family): the
9282 // final solution duals must be reported in the user's *unscaled-
9283 // Lagrangian* convention `∇f + λ·∇g + z = 0`, which divides out the
9284 // `obj_scale_factor` the algorithm threads through `eval_h`. The `pack_*`
9285 // family deliberately omits that division because it feeds the scaled
9286 // `eval_h`; calling it here left every dual scaled by `obj_scale_factor`
9287 // whenever gradient-based scaling triggered (pounce#11 F1).
9288 // Backends without overrides return empty; fall back to zero stubs so the
9289 // user sees a length-consistent vector.
9290 let mut z_l = nlp_borrow.finalize_solution_z_l(&*curr.z_l);
9291 if z_l.is_empty() {
9292 z_l = vec![0.0; n];
9293 }
9294 let mut z_u = nlp_borrow.finalize_solution_z_u(&*curr.z_u);
9295 if z_u.is_empty() {
9296 z_u = vec![0.0; n];
9297 }
9298 let mut lambda = nlp_borrow.finalize_solution_lambda(&*curr.y_c, &*curr.y_d);
9299 if lambda.is_empty() {
9300 lambda = vec![0.0; m];
9301 }
9302 if fixed_var_duals {
9303 nlp_borrow.complete_fixed_var_bound_multipliers(&x_vec, &lambda, &mut z_l, &mut z_u);
9304 }
9305 drop(nlp_borrow);
9306 // Compute g(x) via the user TNLP so the final residual is
9307 // populated for the user.
9308 let mut g_final = vec![0.0; m];
9309 let _ = tnlp.borrow_mut().eval_g(&x_vec, true, &mut g_final);
9310 let f_final = tnlp
9311 .borrow_mut()
9312 .eval_f(&x_vec, true)
9313 .unwrap_or(Number::NAN);
9314 let snap = FinalizeSnapshot {
9315 status: solver_status,
9316 x: x_vec,
9317 z_l,
9318 z_u,
9319 g: g_final,
9320 lambda,
9321 obj_value: f_final,
9322 };
9323 snap.replay(tnlp);
9324 *sink.borrow_mut() = Some(snap);
9325 Ok(f_final)
9326}
9327
9328/// Bind SQP suboptions registered in `upstream_options.rs`
9329/// (`sqp_globalization`, `sqp_hessian`, `sqp_max_iter`, `sqp_tol`,
9330/// `sqp_constr_viol_tol`, `sqp_dual_inf_tol`, `sqp_l1_penalty`,
9331/// `sqp_bt_reduction`, `sqp_bt_min_alpha`, `sqp_print_level`,
9332/// `sqp_lbfgs_max_history`) onto
9333/// `opts`. Used by [`IpoptApplication::algorithm_builder_snapshot`]
9334/// before constructing an SQP algorithm.
9335fn apply_sqp_options(options: &OptionsList, opts: &mut crate::sqp::SqpOptions) {
9336 use crate::sqp::{SqpGlobalization, SqpHessianSource};
9337
9338 if let Ok((s, true)) = options.get_string_value("sqp_globalization", "") {
9339 opts.globalization = match s.as_str() {
9340 "filter" => SqpGlobalization::Filter,
9341 "l1-elastic" => SqpGlobalization::L1Elastic,
9342 _ => opts.globalization,
9343 };
9344 }
9345 // `hessian_approximation` is the upstream Ipopt option a frontend sets
9346 // when the caller supplies no second derivatives -- `pounce.minimize` does
9347 // it automatically, and warns that it is doing so. It was only ever read
9348 // on the IPM path, so an SQP solve ignored it and fell back to the
9349 // `Exact` default, asking the NLP for a Lagrangian Hessian that was never
9350 // provided. A zero Hessian turns the QP subproblem into an LP, which is
9351 // unbounded whenever the objective gradient has a component in the null
9352 // space of the active constraints -- so the solve died with
9353 // `Internal_Error` on problems the IPM handles without complaint:
9354 //
9355 // min (x0-3)^2 + (x1-2)^2 s.t. 4 - x0 - x1 >= 0
9356 //
9357 // (IPM: x = [2.5, 1.5]. Active-set SQP before this: Internal_Error, or
9358 // with variable bounds, a run to the box corner along the null-space
9359 // direction.)
9360 //
9361 // The quasi-Newton source picked here is the *dense Powell-damped BFGS*,
9362 // not the limited-memory one, even though the requesting option is spelled
9363 // `limited-memory`. On this active-set-SQP path L-BFGS buys nothing: its
9364 // `as_triplet` materializes a full dense `n×n` Hessian for the QP
9365 // subproblem exactly as `DampedBfgs` does (the matrix-free product
9366 // interface that would make L-BFGS cheaper is not implemented yet), and it
9367 // is markedly less robust -- it stalls with
9368 // `Search_Direction_Becomes_Too_Small` (or reports the QP subproblem
9369 // `unbounded`) on easy, well-conditioned convex QPs whenever a general
9370 // inequality is active at the optimum, returning `success=False` with a
9371 // wrong `x` (issue #358). `DampedBfgs` solves those. So the automatic
9372 // approximation the facade injects when no analytic Hessian is available
9373 // maps to the robust dense update; a caller who genuinely wants
9374 // limited-memory storage can still request it explicitly with
9375 // `sqp_hessian = "lbfgs"` below (read after this, so it wins).
9376 //
9377 // Read this before `sqp_hessian` so an explicit setting still wins.
9378 if let Ok((s, true)) = options.get_string_value("hessian_approximation", "") {
9379 if s == "limited-memory" {
9380 opts.hessian = SqpHessianSource::DampedBfgs;
9381 }
9382 }
9383 if let Ok((s, true)) = options.get_string_value("sqp_hessian", "") {
9384 opts.hessian = match s.as_str() {
9385 "exact" => SqpHessianSource::Exact,
9386 "damped-bfgs" => SqpHessianSource::DampedBfgs,
9387 "lbfgs" => SqpHessianSource::Lbfgs,
9388 _ => opts.hessian,
9389 };
9390 }
9391 if let Ok((v, true)) = options.get_integer_value("sqp_max_iter", "") {
9392 if v >= 0 {
9393 opts.max_iter = v as u32;
9394 }
9395 }
9396 if let Ok((v, true)) = options.get_numeric_value("sqp_tol", "") {
9397 opts.tol = v;
9398 }
9399 if let Ok((v, true)) = options.get_numeric_value("sqp_constr_viol_tol", "") {
9400 opts.constr_viol_tol = v;
9401 }
9402 if let Ok((v, true)) = options.get_numeric_value("sqp_dual_inf_tol", "") {
9403 opts.dual_inf_tol = v;
9404 }
9405 if let Ok((v, true)) = options.get_numeric_value("sqp_l1_penalty", "") {
9406 opts.l1_penalty = v;
9407 }
9408 if let Ok((v, true)) = options.get_numeric_value("sqp_l1_penalty_safety", "") {
9409 opts.l1_penalty_safety = v;
9410 }
9411 if let Ok((v, true)) = options.get_numeric_value("sqp_l1_penalty_max", "") {
9412 opts.l1_penalty_max = v;
9413 }
9414 if let Ok((v, true)) = options.get_numeric_value("sqp_bt_reduction", "") {
9415 opts.bt_reduction = v;
9416 }
9417 if let Ok((v, true)) = options.get_numeric_value("sqp_bt_min_alpha", "") {
9418 opts.bt_min_alpha = v;
9419 }
9420 if let Ok((v, true)) = options.get_integer_value("sqp_print_level", "") {
9421 opts.print_level = v.clamp(0, u8::MAX as i32) as u8;
9422 }
9423 if let Ok((v, true)) = options.get_integer_value("sqp_lbfgs_max_history", "") {
9424 if v >= 1 {
9425 opts.lbfgs_max_history = v as u32;
9426 }
9427 }
9428}
9429
9430/// Populate the active-set SQP **QP-subproblem** options
9431/// ([`pounce_qp::QpOptions`]) from the `sqp_qp_*` option family.
9432///
9433/// Sister to [`apply_sqp_options`], which handles the SQP *outer-loop*
9434/// options ([`crate::sqp::SqpOptions`]); this one feeds the inner QP
9435/// solver that `SqpAlgorithm` delegates each subproblem to. Consulted
9436/// only on the `ActiveSetSqp` path. Each knob is forwarded only when
9437/// the user explicitly set it, so the `pounce_qp` defaults stand
9438/// otherwise.
9439///
9440/// The reading itself is [`pounce_qp::ActiveSetOverrides`], shared with
9441/// `pounce_convex`'s direct active-set driver, which overlays the same
9442/// eight names onto the same `QpOptions` type. This function had its own
9443/// copy until then, and the two had drifted: this one silently ignored a
9444/// `sqp_qp_max_iter` of 0 and an unknown `sqp_qp_anti_cycling` value where
9445/// the other rejected them. Neither divergence was reachable — the
9446/// registry bounds `sqp_qp_max_iter` at 1 and restricts `anti_cycling` to
9447/// three values — but two readers of one option family is how a
9448/// reachable one starts.
9449fn apply_qp_subproblem_options(options: &OptionsList, opts: &mut pounce_qp::QpOptions) {
9450 match pounce_qp::ActiveSetOverrides::try_from_options_list(options) {
9451 Ok(overrides) => overrides.apply(opts),
9452 // Unreachable from here: this runs after `initialize()`, so every
9453 // value present has already been validated against the registered
9454 // bound that the reader re-checks. Say so out loud anyway rather
9455 // than solving with a configuration the user did not ask for —
9456 // silently dropping the whole family is exactly the failure mode
9457 // `tests/no_silent_options.rs` exists to prevent.
9458 Err(error) => tracing::error!(
9459 target: "pounce::options",
9460 %error,
9461 "sqp_qp_* options were rejected after the registry accepted them; \
9462 the QP subproblem is running on pounce-qp defaults"
9463 ),
9464 }
9465}
9466
9467/// The TNLP's own starting point as an SQP warm start, in algorithm space,
9468/// through the projections the IPM's warm initializer reads
9469/// (`prepare_warm_start`, `get_starting_x/y/z`). `None` when the NLP
9470/// declines. An unseeded bound multiplier (NaN, gh#622) counts as zero: the
9471/// SQP has no `bound_mult_init_val` of its own to resolve it to.
9472fn sqp_tnlp_warm_start(nlp_rc: &Rc<RefCell<dyn IpoptNlp>>) -> Option<crate::sqp::SqpIterates> {
9473 use pounce_linalg::dense_vector::DenseVectorSpace;
9474 let dense = |v: &dyn pounce_linalg::Vector| -> Vec<Number> {
9475 v.as_any()
9476 .downcast_ref::<pounce_linalg::dense_vector::DenseVector>()
9477 .map(|d| d.expanded_values().to_vec())
9478 .unwrap_or_default()
9479 };
9480 let (z_l, z_u, x, lambda_g) = {
9481 let mut nlp = nlp_rc.borrow_mut();
9482 if !nlp.prepare_warm_start() {
9483 return None;
9484 }
9485 let (n, m_eq, m_ineq) = (nlp.n(), nlp.m_eq(), nlp.m_ineq());
9486 let (n_xl, n_xu) = (nlp.x_l().dim(), nlp.x_u().dim());
9487 let (n_dl, n_du) = (nlp.d_l().dim(), nlp.d_u().dim());
9488 let mut x = DenseVectorSpace::new(n).make_new_dense();
9489 let mut y_c = DenseVectorSpace::new(m_eq).make_new_dense();
9490 let mut y_d = DenseVectorSpace::new(m_ineq).make_new_dense();
9491 let mut z_l = DenseVectorSpace::new(n_xl).make_new_dense();
9492 let mut z_u = DenseVectorSpace::new(n_xu).make_new_dense();
9493 let mut v_l = DenseVectorSpace::new(n_dl).make_new_dense();
9494 let mut v_u = DenseVectorSpace::new(n_du).make_new_dense();
9495 let ok = nlp.get_starting_x(&mut x)
9496 && nlp.get_starting_y(&mut y_c, &mut y_d)
9497 && nlp.get_starting_z(&mut z_l, &mut z_u, &mut v_l, &mut v_u);
9498 nlp.finish_warm_start();
9499 if !ok {
9500 return None;
9501 }
9502 let finite = |v: Vec<Number>| -> Vec<Number> {
9503 v.into_iter()
9504 .map(|a| if a.is_finite() { a } else { 0.0 })
9505 .collect()
9506 };
9507 let mut lambda_g = finite(dense(&y_c));
9508 lambda_g.extend(finite(dense(&y_d)));
9509 (
9510 finite(dense(&z_l)),
9511 finite(dense(&z_u)),
9512 dense(&x),
9513 lambda_g,
9514 )
9515 };
9516 let lambda_x = crate::sqp::ipopt_adapter::pack_bound_multipliers(nlp_rc, &z_l, &z_u);
9517 Some(crate::sqp::SqpIterates {
9518 x,
9519 lambda_g,
9520 lambda_x,
9521 working: None,
9522 })
9523}
9524
9525/// Map a staged SQP warm start from the caller's space into the algorithm's:
9526/// the exact inverse of what [`finalize_via_sqp`] / [`sqp_user_iterate`] do on
9527/// the way out, so that the multipliers a solve reports, fed back unchanged,
9528/// are the iterate the next solve starts from.
9529///
9530/// | field | user space (what callers stage) | algorithm space |
9531/// |---|---|---|
9532/// | `x` | full `n`, model units | fixed columns dropped, `x̃ = d ⊙ x` |
9533/// | `lambda_x` | full `n`, `z_L − z_U` | fixed dropped, `· obj_scal ⊘ d` |
9534/// | `lambda_g` | `m`, in `g` order | `[y_c; y_d]`, `y = λ · obj_scal / {c,d}_scale` |
9535/// | `working.constraints` | `m`, in `g` order | `[c; d]` order |
9536///
9537/// (`working.bounds` goes from full `n` to the reduced columns in the
9538/// caller, which also knows which elimination an already-reduced set came
9539/// from.)
9540///
9541/// `d` is the per-variable factor of a `ScalingTnlp` below the NLP (gh#486;
9542/// `z̃ = z ⊘ d`, its `get_starting_point` rule) and `obj_scal` includes the
9543/// sign of a maximize. The `λ` rule is `OrigIpoptNlp::initialize_starting_point`'s,
9544/// the IPM's inbound half of the same inverse.
9545///
9546/// Every frontend stages user space — the C API and `pounce-py` pass the
9547/// caller's `x` / `mult_g` / `z_L − z_U` through untouched. Before this they
9548/// went in as-is: on a model whose equality is not the first row, the two
9549/// constraint multipliers landed on each other's rows, and any
9550/// `obj_scaling_factor` ≠ 1 left them off by that factor.
9551///
9552/// An `x` / `lambda_x` already of the reduced length (a problem with fixed
9553/// variables) is taken as user-unit values of the surviving columns, in
9554/// order; any other length is left alone for the dimension check to reject.
9555fn sqp_warm_start_to_algorithm(nlp: &dyn IpoptNlp, w: &mut crate::sqp::SqpIterates) {
9556 let n_alg = nlp.n() as usize;
9557 let n_full = nlp.n_full_x() as usize;
9558 let m_full = nlp.n_full_g() as usize;
9559 let m_eq = nlp.m_eq() as usize;
9560 let obj_scal = nlp.obj_scaling_factor();
9561 let d = nlp.variable_scaling();
9562 // Algorithm column -> (user column, its x-scaling factor).
9563 let cols: Vec<(usize, Number)> = (0..n_alg)
9564 .map(|k| {
9565 let j = nlp.var_x_to_full_x(k as Index) as usize;
9566 let dj = d.as_ref().and_then(|d| d.get(j).copied()).unwrap_or(1.0);
9567 (j, dj)
9568 })
9569 .collect();
9570 let to_alg = |v: &[Number], f: &dyn Fn(Number, Number) -> Number| -> Option<Vec<Number>> {
9571 if v.len() == n_full {
9572 Some(cols.iter().map(|&(j, dj)| f(v[j], dj)).collect())
9573 } else if v.len() == n_alg {
9574 Some(cols.iter().zip(v).map(|(&(_, dj), &x)| f(x, dj)).collect())
9575 } else {
9576 None
9577 }
9578 };
9579 if let Some(x) = to_alg(&w.x, &|x, dj| x * dj) {
9580 w.x = x;
9581 }
9582 if let Some(lx) = to_alg(&w.lambda_x, &|z, dj| z * obj_scal / dj) {
9583 w.lambda_x = lx;
9584 }
9585 if w.lambda_g.len() == m_full {
9586 let cs = nlp.c_scale_vec();
9587 let ds = nlp.d_scale_vec();
9588 let mut y = vec![0.0; m_full];
9589 for (i, &lam) in w.lambda_g.iter().enumerate() {
9590 let i = i as Index;
9591 if let Some(k) = nlp.full_g_to_c_block(i) {
9592 let k = k as usize;
9593 let s = cs.as_ref().map_or(1.0, |v| v[k]);
9594 y[k] = lam / s * obj_scal;
9595 } else if let Some(k) = nlp.full_g_to_d_block(i) {
9596 let k = k as usize;
9597 let s = ds.as_ref().map_or(1.0, |v| v[k]);
9598 y[m_eq + k] = lam / s * obj_scal;
9599 }
9600 }
9601 w.lambda_g = y;
9602 }
9603 if let Some(ws) = w.working.as_mut() {
9604 ws.constraints = working_set_rows_to_algorithm(nlp, std::mem::take(&mut ws.constraints));
9605 }
9606}
9607
9608/// Algorithm row `k` of the `[c; d]` constraint vector → user `g` row, or
9609/// `None` when the NLP's row count does not describe a full split.
9610fn algorithm_rows_to_user(nlp: &dyn IpoptNlp) -> Option<Vec<usize>> {
9611 let m_full = nlp.n_full_g() as usize;
9612 let m_eq = nlp.m_eq() as usize;
9613 let m_alg = m_eq + nlp.m_ineq() as usize;
9614 if m_full != m_alg {
9615 return None;
9616 }
9617 let mut map = vec![usize::MAX; m_alg];
9618 for i in 0..m_full {
9619 let k = if let Some(k) = nlp.full_g_to_c_block(i as Index) {
9620 k as usize
9621 } else if let Some(k) = nlp.full_g_to_d_block(i as Index) {
9622 m_eq + k as usize
9623 } else {
9624 return None;
9625 };
9626 if k >= m_alg || map[k] != usize::MAX {
9627 return None;
9628 }
9629 map[k] = i;
9630 }
9631 Some(map)
9632}
9633
9634/// Constraint statuses of a working set, algorithm `[c; d]` order → user
9635/// `g` order. The SQP stacks equalities first, so on a model whose first
9636/// row is an inequality the statuses published positionally landed on the
9637/// wrong rows (`[Equality, AtUpper]` for `g = [ineq, eq]`). A vector of
9638/// any other length is returned unchanged for the dimension check to judge.
9639fn working_set_rows_to_user(
9640 nlp: &dyn IpoptNlp,
9641 rows: Vec<pounce_qp::ConsStatus>,
9642) -> Vec<pounce_qp::ConsStatus> {
9643 match algorithm_rows_to_user(nlp) {
9644 Some(map) if map.len() == rows.len() => {
9645 let mut user = vec![pounce_qp::ConsStatus::Inactive; rows.len()];
9646 for (k, &i) in map.iter().enumerate() {
9647 user[i] = rows[k];
9648 }
9649 user
9650 }
9651 _ => rows,
9652 }
9653}
9654
9655/// Inverse of [`working_set_rows_to_user`]: user `g` order → `[c; d]`.
9656fn working_set_rows_to_algorithm(
9657 nlp: &dyn IpoptNlp,
9658 rows: Vec<pounce_qp::ConsStatus>,
9659) -> Vec<pounce_qp::ConsStatus> {
9660 match algorithm_rows_to_user(nlp) {
9661 Some(map) if map.len() == rows.len() => map.iter().map(|&i| rows[i]).collect(),
9662 _ => rows,
9663 }
9664}
9665
9666/// The SQP iterate in the user's index spaces, for the live-inspector window
9667/// (gh#1015). Same conversions as [`finalize_via_sqp`] — `λ_x` is packed
9668/// signed (`z_L − z_U`) and is split by sign — minus the user-callback
9669/// evaluations: `g` comes from the loop's own `[c; d]` values.
9670fn sqp_user_iterate(
9671 nlp: &Rc<RefCell<dyn IpoptNlp>>,
9672 x: &[Number],
9673 lambda_g: &[Number],
9674 lambda_x: &[Number],
9675 c_vals: &[Number],
9676 grad_lag_x: &[Number],
9677 fixed_var_duals: bool,
9678) -> crate::intermediate::UserIterate {
9679 use pounce_linalg::dense_vector::DenseVectorSpace;
9680
9681 // `finalize_solution_z_*` read the compressed x_l / x_u spaces (one
9682 // entry per finite bound, via `x_l_map`), not one entry per variable;
9683 // `split_bound_multipliers` does that split, as crossover does.
9684 let (zl, zu) = crate::sqp::ipopt_adapter::split_bound_multipliers(nlp, lambda_x);
9685 let nlp = nlp.borrow();
9686 let n_alg = nlp.n() as usize;
9687 let m_eq = nlp.m_eq() as usize;
9688 let m_ineq = nlp.m_ineq() as usize;
9689 let n_user = nlp.n_full_x() as usize;
9690 let m_user = nlp.n_full_g() as usize;
9691
9692 let x_space = DenseVectorSpace::new(n_alg as Index);
9693 let c_space = DenseVectorSpace::new(m_eq as Index);
9694 let d_space = DenseVectorSpace::new(m_ineq as Index);
9695 let dv = |space: &Rc<DenseVectorSpace>, v: &[Number]| {
9696 let mut d = space.make_new_dense();
9697 if !v.is_empty() {
9698 d.set_values(v);
9699 }
9700 d
9701 };
9702
9703 let x_full = nlp.finalize_solution_x(&dv(&x_space, x));
9704 let mut z_l = nlp.finalize_solution_z_l(&dv(&DenseVectorSpace::new(zl.len() as Index), &zl));
9705 if z_l.is_empty() {
9706 z_l = vec![0.0; n_user];
9707 }
9708 let mut z_u = nlp.finalize_solution_z_u(&dv(&DenseVectorSpace::new(zu.len() as Index), &zu));
9709 if z_u.is_empty() {
9710 z_u = vec![0.0; n_user];
9711 }
9712 let (y_c, y_d) = lambda_g.split_at(m_eq.min(lambda_g.len()));
9713 let mut lambda = nlp.finalize_solution_lambda(&dv(&c_space, y_c), &dv(&d_space, y_d));
9714 if lambda.is_empty() {
9715 lambda = vec![0.0; m_user];
9716 }
9717 if fixed_var_duals {
9718 nlp.complete_fixed_var_bound_multipliers(&x_full, &lambda, &mut z_l, &mut z_u);
9719 }
9720 // Everything here is in the space of the TNLP the NLP wraps, which
9721 // under per-variable `user-scaling` is a `ScalingTnlp` seeing
9722 // `x̃ = d ⊙ x`; that wrapper undoes the substitution on the iterate's
9723 // way through its `intermediate_callback`, by its `finalize_solution`'s
9724 // rule (`x = x̃ ⊘ d`, `z = d ⊙ z̃`).
9725 let (c, d) = c_vals.split_at(m_eq.min(c_vals.len()));
9726 let g = nlp.pack_g_for_user(&dv(&c_space, c), &dv(&d_space, d));
9727 // The SQP iterates against the same live bounds (widened only when
9728 // `bound_relax_factor` is set by name on this arm).
9729 let (x_l_alg, x_u_alg) = crate::intermediate::algorithm_x_bounds(&*nlp, &x_full);
9730 crate::intermediate::UserIterate {
9731 x: x_full,
9732 z_l,
9733 z_u,
9734 g,
9735 lambda,
9736 scaling: Some(crate::intermediate::iterate_scaling(&*nlp)),
9737 x_l_alg,
9738 x_u_alg,
9739 grad_lag_x: crate::intermediate::user_grad_lag(&*nlp, grad_lag_x),
9740 }
9741}
9742
9743/// SQP-side analog of [`finalize_via_orig_nlp`]. Hands the SQP
9744/// solution iterate to the user TNLP via the standard
9745/// `finalize_solution` callback. Multiplier lifting goes through
9746/// the same OrigIpoptNlp hooks so the user sees the same shape
9747/// regardless of which algorithm produced the iterate.
9748///
9749/// Returns the user-space objective value on success.
9750fn finalize_via_sqp(
9751 nlp: &Rc<RefCell<dyn IpoptNlp>>,
9752 res: &crate::sqp::SqpResult,
9753 solver_status: pounce_nlp::SolverReturn,
9754 tnlp: &Rc<RefCell<dyn TNLP>>,
9755 sink: &RefCell<Option<FinalizeSnapshot>>,
9756 fixed_var_duals: bool,
9757) -> Result<Number, ()> {
9758 use pounce_linalg::dense_vector::DenseVectorSpace;
9759
9760 let info = tnlp.borrow_mut().get_nlp_info().ok_or(())?;
9761 let n = info.n as usize;
9762 let m = info.m as usize;
9763
9764 // Wrap SQP slices in DenseVectors so we can pass them through
9765 // the OrigIpoptNlp lift_x_to_full / pack_*_for_user hooks.
9766 let nlp_borrow = nlp.borrow();
9767 let n_alg = nlp_borrow.n() as usize;
9768 let m_eq = nlp_borrow.m_eq() as usize;
9769 let m_ineq = nlp_borrow.m_ineq() as usize;
9770 debug_assert_eq!(res.x.len(), n_alg);
9771 debug_assert_eq!(res.lambda_g.len(), m_eq + m_ineq);
9772 debug_assert_eq!(res.lambda_x.len(), n_alg);
9773
9774 let x_space = DenseVectorSpace::new(n_alg as Index);
9775 let c_space = DenseVectorSpace::new(m_eq as Index);
9776 let d_space = DenseVectorSpace::new(m_ineq as Index);
9777
9778 let mut x_dv = x_space.make_new_dense();
9779 x_dv.set_values(&res.x);
9780 let x_vec: Vec<Number> = nlp_borrow.finalize_solution_x(&x_dv);
9781 debug_assert_eq!(x_vec.len(), n);
9782
9783 // λ_x is packed signed (z_l − z_u), one entry per variable. Split it
9784 // into the compressed x_l / x_u spaces `finalize_solution_z_*` read
9785 // (one entry per finite bound): splitting per variable put each
9786 // multiplier on the wrong variable whenever an unbounded one came
9787 // first, as crossover's `split_bound_multipliers` call already avoids.
9788 let (zl_vals, zu_vals) = crate::sqp::ipopt_adapter::split_bound_multipliers(nlp, &res.lambda_x);
9789 let mut z_l_compressed = DenseVectorSpace::new(zl_vals.len() as Index).make_new_dense();
9790 let mut z_u_compressed = DenseVectorSpace::new(zu_vals.len() as Index).make_new_dense();
9791 if !zl_vals.is_empty() {
9792 z_l_compressed.set_values(&zl_vals);
9793 }
9794 if !zu_vals.is_empty() {
9795 z_u_compressed.set_values(&zu_vals);
9796 }
9797 // `finalize_solution_*` (not `pack_*`): report unscaled-Lagrangian duals,
9798 // dividing out `obj_scale_factor` — see `finalize_via_orig_nlp` (F1).
9799 let mut z_l = nlp_borrow.finalize_solution_z_l(&z_l_compressed);
9800 if z_l.is_empty() {
9801 z_l = vec![0.0; n];
9802 }
9803 let mut z_u = nlp_borrow.finalize_solution_z_u(&z_u_compressed);
9804 if z_u.is_empty() {
9805 z_u = vec![0.0; n];
9806 }
9807
9808 // λ_g is [y_c; y_d]; split into the c/d blocks for lift.
9809 let mut y_c_dv = c_space.make_new_dense();
9810 let mut y_d_dv = d_space.make_new_dense();
9811 if m_eq > 0 {
9812 y_c_dv.set_values(&res.lambda_g[..m_eq]);
9813 }
9814 if m_ineq > 0 {
9815 y_d_dv.set_values(&res.lambda_g[m_eq..]);
9816 }
9817 let mut lambda = nlp_borrow.finalize_solution_lambda(&y_c_dv, &y_d_dv);
9818 if lambda.is_empty() {
9819 lambda = vec![0.0; m];
9820 }
9821 if fixed_var_duals {
9822 nlp_borrow.complete_fixed_var_bound_multipliers(&x_vec, &lambda, &mut z_l, &mut z_u);
9823 }
9824 drop(nlp_borrow);
9825
9826 let mut g_final = vec![0.0; m];
9827 let _ = tnlp.borrow_mut().eval_g(&x_vec, true, &mut g_final);
9828 let f_final = tnlp
9829 .borrow_mut()
9830 .eval_f(&x_vec, true)
9831 .unwrap_or(Number::NAN);
9832 let snap = FinalizeSnapshot {
9833 status: solver_status,
9834 x: x_vec,
9835 z_l,
9836 z_u,
9837 g: g_final,
9838 lambda,
9839 obj_value: f_final,
9840 };
9841 snap.replay(tnlp);
9842 *sink.borrow_mut() = Some(snap);
9843 Ok(f_final)
9844}
9845
9846#[cfg(test)]
9847mod block_structure_tests {
9848 use super::map_block_structure_to_kkt;
9849 use pounce_nlp::tnlp_adapter::BoundClassification;
9850
9851 /// Three variables (the middle one fixed out) and four constraints: two
9852 /// equalities (rows 0 and 3) and two inequalities (rows 1 and 2).
9853 fn classification() -> BoundClassification {
9854 BoundClassification {
9855 n_full_x: 3,
9856 n_full_g: 4,
9857 n_x_fixed: 1,
9858 x_not_fixed_map: vec![0, 2],
9859 x_fixed_map: vec![1],
9860 x_fixed_vals: vec![0.0],
9861 full_to_var: vec![0, -1, 1],
9862 x_l_map: vec![],
9863 x_u_map: vec![],
9864 n_c: 2,
9865 c_map: vec![0, 3],
9866 n_d: 2,
9867 d_map: vec![1, 2],
9868 d_l_map: vec![],
9869 d_u_map: vec![],
9870 full_to_c: vec![0, -1, -1, 1],
9871 full_to_d: vec![-1, 0, 1, -1],
9872 }
9873 }
9874
9875 /// The KKT is `[x | slacks | equality duals | inequality duals]`, so a
9876 /// declaration in the model's terms lands as: the surviving variables'
9877 /// labels, then each inequality's label twice (slack and dual) around the
9878 /// equalities' labels. A variable fixed out of the problem contributes
9879 /// nothing — reading its label anyway would shift every later one.
9880 #[test]
9881 fn model_labels_map_onto_the_kkt_layout() {
9882 let cls = classification();
9883 let var_blocks = vec![7, 99, -1]; // x0 -> block 7, x1 fixed, x2 shared
9884 let con_blocks = vec![5, 6, -1, 8]; // eq 5, ineq 6, ineq shared, eq 8
9885 let labels = map_block_structure_to_kkt(&cls, &var_blocks, &con_blocks).unwrap();
9886 assert_eq!(
9887 labels,
9888 vec![
9889 7, -1, // x: the two unfixed variables
9890 6, -1, // slacks, in d order (rows 1 and 2)
9891 5, 8, // equality duals, in c order (rows 0 and 3)
9892 6, -1, // inequality duals, same order as their slacks
9893 ]
9894 );
9895 }
9896
9897 /// A length that does not match the problem is refused rather than
9898 /// truncated: a structure off by one row declares blocks the matrix does
9899 /// not have, and the solver would only notice as a wrong answer or a
9900 /// rejected partition.
9901 #[test]
9902 fn a_mismatched_declaration_is_refused() {
9903 let cls = classification();
9904 assert!(map_block_structure_to_kkt(&cls, &[1, 2], &[1, 2, 3, 4]).is_err());
9905 assert!(map_block_structure_to_kkt(&cls, &[1, 2, 3], &[1, 2, 3]).is_err());
9906 }
9907}
9908
9909#[cfg(test)]
9910mod tests {
9911 use super::*;
9912
9913 /// pounce#748 — the flipped default is conditional on the caller not
9914 /// having named a `mu_strategy`. All four combinations, because the
9915 /// point of the condition is that an explicit strategy suppresses the
9916 /// automatic retry while an explicit `mu_strategy_fallback` does not.
9917 #[test]
9918 fn mu_strategy_fallback_default_defers_to_an_explicit_strategy() {
9919 // Nothing set: the retry is on.
9920 let app = IpoptApplication::new();
9921 assert!(app.is_mu_strategy_fallback_enabled());
9922
9923 // Caller named a strategy: the automatic retry stands down.
9924 let mut app = IpoptApplication::new();
9925 app.options_mut()
9926 .set_string_value("mu_strategy", "monotone", true, false)
9927 .unwrap();
9928 assert!(!app.is_mu_strategy_fallback_enabled());
9929
9930 // ... unless they also asked for the retry explicitly.
9931 app.options_mut()
9932 .set_string_value("mu_strategy_fallback", "yes", true, false)
9933 .unwrap();
9934 assert!(app.is_mu_strategy_fallback_enabled());
9935
9936 // An explicit "no" is honoured with no strategy set.
9937 let mut app = IpoptApplication::new();
9938 app.options_mut()
9939 .set_string_value("mu_strategy_fallback", "no", true, false)
9940 .unwrap();
9941 assert!(!app.is_mu_strategy_fallback_enabled());
9942 }
9943
9944 /// gh#990: a `mu_strategy` a POUNCE frontend pinned (the Python
9945 /// no-`hessian` path's `monotone`) is not the caller naming a strategy,
9946 /// so the default-on stall retry stays on; an explicit `no` still wins.
9947 #[test]
9948 fn a_pounce_chosen_mu_strategy_keeps_the_fallback_on() {
9949 let mut app = IpoptApplication::new();
9950 app.options_mut()
9951 .set_string_value("hessian_approximation", "limited-memory", true, false)
9952 .unwrap();
9953 app.options_mut()
9954 .set_string_value("mu_strategy", "monotone", true, false)
9955 .unwrap();
9956 assert!(!app.is_mu_strategy_fallback_enabled());
9957 app.mark_mu_strategy_pounce_chosen();
9958 assert!(app.is_mu_strategy_fallback_enabled());
9959 // The pin still decides the schedule: no limited-memory -> adaptive.
9960 assert!(!app.effective_mu_strategy_is_adaptive());
9961 app.options_mut()
9962 .set_string_value("mu_strategy_fallback", "no", true, false)
9963 .unwrap();
9964 assert!(!app.is_mu_strategy_fallback_enabled());
9965 }
9966
9967 use pounce_nlp::tnlp::{
9968 BoundsInfo, IndexStyle, IpoptCq, IpoptData, NlpInfo, ScalingRequest, Solution,
9969 SparsityRequest, StartingPoint,
9970 };
9971
9972 struct Hs071Stub;
9973 impl TNLP for Hs071Stub {
9974 fn get_nlp_info(&mut self) -> Option<NlpInfo> {
9975 // HS071 dimensions: n=4, m=2, dense Jacobian (8 nz),
9976 // dense lower-triangular Hessian (10 nz).
9977 Some(NlpInfo {
9978 n: 4,
9979 m: 2,
9980 nnz_jac_g: 8,
9981 nnz_h_lag: 10,
9982 index_style: IndexStyle::C,
9983 })
9984 }
9985 fn get_bounds_info(&mut self, b: BoundsInfo<'_>) -> bool {
9986 b.x_l.copy_from_slice(&[1.0; 4]);
9987 b.x_u.copy_from_slice(&[5.0; 4]);
9988 b.g_l.copy_from_slice(&[25.0, 40.0]);
9989 b.g_u.copy_from_slice(&[2.0e19, 40.0]);
9990 true
9991 }
9992 fn get_starting_point(&mut self, sp: StartingPoint<'_>) -> bool {
9993 sp.x.copy_from_slice(&[1.0, 5.0, 5.0, 1.0]);
9994 true
9995 }
9996 fn eval_f(&mut self, x: &[Number], _new_x: bool) -> Option<Number> {
9997 Some(x[0] * x[3] * (x[0] + x[1] + x[2]) + x[2])
9998 }
9999 fn eval_grad_f(&mut self, _x: &[Number], _new_x: bool, grad: &mut [Number]) -> bool {
10000 grad.fill(0.0);
10001 true
10002 }
10003 fn eval_g(&mut self, _x: &[Number], _new_x: bool, g: &mut [Number]) -> bool {
10004 g.fill(0.0);
10005 true
10006 }
10007 fn eval_jac_g(
10008 &mut self,
10009 _x: Option<&[Number]>,
10010 _new_x: bool,
10011 mode: SparsityRequest<'_>,
10012 ) -> bool {
10013 if let SparsityRequest::Structure { irow, jcol } = mode {
10014 irow.copy_from_slice(&[0, 0, 0, 0, 1, 1, 1, 1]);
10015 jcol.copy_from_slice(&[0, 1, 2, 3, 0, 1, 2, 3]);
10016 }
10017 true
10018 }
10019 fn finalize_solution(&mut self, _sol: Solution<'_>, _d: &IpoptData, _q: &IpoptCq) {}
10020 }
10021
10022 #[test]
10023 fn application_default_does_not_select_sqp() {
10024 let mut app = IpoptApplication::new();
10025 app.initialize().unwrap();
10026 assert!(!app.is_sqp_algorithm_selected());
10027 }
10028
10029 #[test]
10030 fn application_routes_to_sqp_when_algorithm_option_set() {
10031 let mut app = IpoptApplication::new();
10032 app.initialize().unwrap();
10033 app.initialize_with_options_str("algorithm active-set-sqp\n")
10034 .unwrap();
10035 assert!(app.is_sqp_algorithm_selected());
10036 }
10037
10038 #[test]
10039 fn feral_min_par_flops_option_reaches_config() {
10040 let mut app = IpoptApplication::new();
10041 app.initialize().unwrap();
10042 // Unset on the OptionsList: falls through to FeralConfig::from_env,
10043 // which leaves it None (inherit feral's built-in default) when the
10044 // POUNCE_FERAL_MIN_PAR_FLOPS env var is also absent.
10045 assert_eq!(
10046 feral_config_from_options(app.options()).min_par_flops,
10047 None,
10048 "unset feral_min_par_flops should not force an override"
10049 );
10050 // Explicit set is mapped through, cast to u64. `0` is the "dispatch
10051 // on every eligible tree" setting and must survive the cast.
10052 app.initialize_with_options_str("feral_min_par_flops 0\n")
10053 .unwrap();
10054 assert_eq!(
10055 feral_config_from_options(app.options()).min_par_flops,
10056 Some(0)
10057 );
10058 // A large finite value passes through intact (5e8 > i32::MAX, which
10059 // is why this is a number option, not an integer one).
10060 app.initialize_with_options_str("feral_min_par_flops 5e8\n")
10061 .unwrap();
10062 assert_eq!(
10063 feral_config_from_options(app.options()).min_par_flops,
10064 Some(500_000_000)
10065 );
10066 }
10067
10068 #[test]
10069 fn feral_refine_steps_option_reaches_config() {
10070 let mut app = IpoptApplication::new();
10071 app.initialize().unwrap();
10072 // Unset: falls through to FeralConfig::from_env, which resolves to
10073 // feral's own DEFAULT_REFINE_MAX_STEPS. The bump to feral 0.17.0 is
10074 // deliberately behaviour-preserving here — the cap that gh#710 wants
10075 // to measure (1) is not yet the default.
10076 assert_eq!(
10077 feral_config_from_options(app.options()).refine_max_steps,
10078 pounce_feral::FeralConfig::default().refine_max_steps,
10079 "unset feral_refine_steps must keep feral's own default"
10080 );
10081 // The setting gh#710 exists to evaluate.
10082 app.initialize_with_options_str("feral_refine_steps 1\n")
10083 .unwrap();
10084 assert_eq!(feral_config_from_options(app.options()).refine_max_steps, 1);
10085 // `0` is a legal cap (zero corrections, refined entry point still
10086 // taken) and must not be read as "unset".
10087 app.initialize_with_options_str("feral_refine_steps 0\n")
10088 .unwrap();
10089 assert_eq!(feral_config_from_options(app.options()).refine_max_steps, 0);
10090 }
10091
10092 #[test]
10093 fn feral_static_pivoting_option_reaches_config() {
10094 let mut app = IpoptApplication::new();
10095 app.initialize().unwrap();
10096 // Unset on the OptionsList: falls through to FeralConfig::from_env,
10097 // which leaves it None (inherit feral's delayed-pivot default) when
10098 // the POUNCE_FERAL_STATIC_PIVOTING env var is also absent — so the
10099 // default numeric path is unchanged.
10100 assert_eq!(
10101 feral_config_from_options(app.options()).static_pivoting,
10102 None,
10103 "unset feral_static_pivoting must not force a numeric override"
10104 );
10105 // Explicit `yes` maps to Some(true): every supernode factors with
10106 // delayed pivoting disabled (feral#8 cascade breaker).
10107 app.initialize_with_options_str("feral_static_pivoting yes\n")
10108 .unwrap();
10109 assert_eq!(
10110 feral_config_from_options(app.options()).static_pivoting,
10111 Some(true)
10112 );
10113 // Explicit `no` maps to Some(false): keep delayed pivoting on
10114 // (distinct from unset, which merely inherits the default).
10115 app.initialize_with_options_str("feral_static_pivoting no\n")
10116 .unwrap();
10117 assert_eq!(
10118 feral_config_from_options(app.options()).static_pivoting,
10119 Some(false)
10120 );
10121 }
10122
10123 /// Convex equality NLP fixture for end-to-end SQP testing
10124 /// through `IpoptApplication`:
10125 ///
10126 /// min ½(x₁² + x₂²) − x₁ − 2x₂ s.t. x₁ + x₂ = 1
10127 ///
10128 /// Closed form: x* = (0, 1), obj = -1.5, λ_g = 1.
10129 struct ConvexEqTnlp {
10130 finalize_called: std::rc::Rc<std::cell::RefCell<Option<(Vec<Number>, Number)>>>,
10131 }
10132 impl TNLP for ConvexEqTnlp {
10133 fn get_nlp_info(&mut self) -> Option<NlpInfo> {
10134 Some(NlpInfo {
10135 n: 2,
10136 m: 1,
10137 nnz_jac_g: 2,
10138 nnz_h_lag: 2,
10139 index_style: IndexStyle::C,
10140 })
10141 }
10142 fn get_bounds_info(&mut self, b: BoundsInfo<'_>) -> bool {
10143 b.x_l.copy_from_slice(&[-2.0e19; 2]);
10144 b.x_u.copy_from_slice(&[2.0e19; 2]);
10145 b.g_l.copy_from_slice(&[1.0]);
10146 b.g_u.copy_from_slice(&[1.0]);
10147 true
10148 }
10149 fn get_starting_point(&mut self, sp: StartingPoint<'_>) -> bool {
10150 sp.x.copy_from_slice(&[0.0, 0.0]);
10151 true
10152 }
10153 fn eval_f(&mut self, x: &[Number], _new_x: bool) -> Option<Number> {
10154 Some(0.5 * (x[0] * x[0] + x[1] * x[1]) - x[0] - 2.0 * x[1])
10155 }
10156 fn eval_grad_f(&mut self, x: &[Number], _new_x: bool, grad: &mut [Number]) -> bool {
10157 grad[0] = x[0] - 1.0;
10158 grad[1] = x[1] - 2.0;
10159 true
10160 }
10161 fn eval_g(&mut self, x: &[Number], _new_x: bool, g: &mut [Number]) -> bool {
10162 g[0] = x[0] + x[1];
10163 true
10164 }
10165 fn eval_jac_g(
10166 &mut self,
10167 _x: Option<&[Number]>,
10168 _new_x: bool,
10169 mode: SparsityRequest<'_>,
10170 ) -> bool {
10171 match mode {
10172 SparsityRequest::Structure { irow, jcol } => {
10173 irow.copy_from_slice(&[0, 0]);
10174 jcol.copy_from_slice(&[0, 1]);
10175 }
10176 SparsityRequest::Values { values, .. } => {
10177 values.copy_from_slice(&[1.0, 1.0]);
10178 }
10179 }
10180 true
10181 }
10182 fn eval_h(
10183 &mut self,
10184 _x: Option<&[Number]>,
10185 _new_x: bool,
10186 _obj_factor: Number,
10187 _lambda: Option<&[Number]>,
10188 _new_lambda: bool,
10189 mode: SparsityRequest<'_>,
10190 ) -> bool {
10191 match mode {
10192 SparsityRequest::Structure { irow, jcol } => {
10193 irow.copy_from_slice(&[0, 1]);
10194 jcol.copy_from_slice(&[0, 1]);
10195 }
10196 SparsityRequest::Values { values, .. } => {
10197 values.copy_from_slice(&[1.0, 1.0]);
10198 }
10199 }
10200 true
10201 }
10202 fn finalize_solution(&mut self, sol: Solution<'_>, _d: &IpoptData, _q: &IpoptCq) {
10203 *self.finalize_called.borrow_mut() = Some((sol.x.to_vec(), sol.obj_value));
10204 }
10205 }
10206
10207 /// A TNLP that solves normally once, then declines to supply bounds.
10208 ///
10209 /// The second `optimize_constrained` therefore bails long before the
10210 /// statistics block that records `row_scaling_active`, which is the
10211 /// path the fail-closed reset exists for.
10212 struct DescribesItselfOnce {
10213 /// Flipped by the test between the two solves. A call counter
10214 /// would not work: these hooks are called more than once per
10215 /// solve, so it would trip inside the first one.
10216 refuse: std::rc::Rc<std::cell::Cell<bool>>,
10217 inner: ExactQuadratic,
10218 }
10219 impl TNLP for DescribesItselfOnce {
10220 fn get_nlp_info(&mut self) -> Option<NlpInfo> {
10221 self.inner.get_nlp_info()
10222 }
10223 fn get_bounds_info(&mut self, b: BoundsInfo<'_>) -> bool {
10224 // Declining here is a documented TNLP outcome and unwinds
10225 // cleanly; declining `get_nlp_info` mid-flight panics instead,
10226 // which would test the panic path rather than the reset.
10227 if self.refuse.get() {
10228 return false;
10229 }
10230 self.inner.get_bounds_info(b)
10231 }
10232 fn get_starting_point(&mut self, sp: StartingPoint<'_>) -> bool {
10233 self.inner.get_starting_point(sp)
10234 }
10235 fn eval_f(&mut self, x: &[Number], n: bool) -> Option<Number> {
10236 self.inner.eval_f(x, n)
10237 }
10238 fn eval_grad_f(&mut self, x: &[Number], n: bool, g: &mut [Number]) -> bool {
10239 self.inner.eval_grad_f(x, n, g)
10240 }
10241 fn eval_g(&mut self, x: &[Number], n: bool, g: &mut [Number]) -> bool {
10242 self.inner.eval_g(x, n, g)
10243 }
10244 fn eval_jac_g(&mut self, x: Option<&[Number]>, n: bool, mode: SparsityRequest<'_>) -> bool {
10245 self.inner.eval_jac_g(x, n, mode)
10246 }
10247 fn eval_h(
10248 &mut self,
10249 x: Option<&[Number]>,
10250 n: bool,
10251 o: Number,
10252 l: Option<&[Number]>,
10253 nl: bool,
10254 mode: SparsityRequest<'_>,
10255 ) -> bool {
10256 self.inner.eval_h(x, n, o, l, nl, mode)
10257 }
10258 fn finalize_solution(&mut self, s: Solution<'_>, d: &IpoptData, c: &IpoptCq) {
10259 self.inner.finalize_solution(s, d, c)
10260 }
10261 }
10262
10263 /// gh#794 review round 2: `row_scaling_active` must be fail-closed.
10264 ///
10265 /// It is written near the end of `optimize_constrained`, from the NLP
10266 /// that solve built. A solve that bails before that point used to
10267 /// leave the *previous* solve's value in place — and the ℓ₁ outer
10268 /// loop calls `optimize_constrained` repeatedly and reads the flag
10269 /// after each call, so a stale `Some(false)` would let it mirror an
10270 /// original-units violation into the scaled family. That is exactly
10271 /// the units contract the flag was added to protect.
10272 ///
10273 /// The two solves here are the shape that matters: the first records
10274 /// a verdict, the second never gets far enough to record one.
10275 /// Removing the reset at the top of `optimize_constrained` makes this
10276 /// fail with `Some(false)` where `None` is required — checked, not
10277 /// assumed.
10278 #[test]
10279 fn row_scaling_active_is_cleared_when_a_later_solve_bails_early() {
10280 let mut app = IpoptApplication::new();
10281 app.initialize().unwrap();
10282
10283 // Solve 1: reaches the statistics block and records a verdict.
10284 // `ExactQuadratic` supplies `eval_h`, so the solve stays on the
10285 // exact-Hessian NLP path that writes this flag; a fixture without
10286 // one lands on L-BFGS instead.
10287 let refuse = std::rc::Rc::new(std::cell::Cell::new(false));
10288 let first = std::rc::Rc::new(std::cell::RefCell::new(DescribesItselfOnce {
10289 refuse: std::rc::Rc::clone(&refuse),
10290 inner: ExactQuadratic,
10291 }));
10292 let _ = app
10293 .optimize_tnlp(std::rc::Rc::clone(&first) as std::rc::Rc<std::cell::RefCell<dyn TNLP>>);
10294 assert!(
10295 app.row_scaling_active.get().is_some(),
10296 "the first solve did not record a row-scaling verdict, so this \
10297 test cannot show the second one clearing it",
10298 );
10299
10300 // Solve 2, same application: bails before recording anything.
10301 refuse.set(true);
10302 let _ = app.optimize_tnlp(first as std::rc::Rc<std::cell::RefCell<dyn TNLP>>);
10303
10304 assert_eq!(
10305 app.row_scaling_active.get(),
10306 None,
10307 "a solve that bailed before recording row scaling left the \
10308 previous solve's verdict in place; the ℓ₁ outer loop would \
10309 read it as fact and mirror an original-units violation into \
10310 the scaled family (gh#794 review round 2)",
10311 );
10312 }
10313
10314 #[test]
10315 fn application_sqp_path_solves_convex_eq_nlp_and_finalizes() {
10316 let finalize_slot = std::rc::Rc::new(std::cell::RefCell::new(None));
10317 let tnlp = std::rc::Rc::new(std::cell::RefCell::new(ConvexEqTnlp {
10318 finalize_called: std::rc::Rc::clone(&finalize_slot),
10319 }));
10320
10321 let mut app = IpoptApplication::new();
10322 app.initialize().unwrap();
10323 app.initialize_with_options_str("algorithm active-set-sqp\n")
10324 .unwrap();
10325 let status = app.optimize_tnlp(tnlp);
10326 assert_eq!(status, ApplicationReturnStatus::SolveSucceeded);
10327
10328 // The TNLP's finalize_solution must have been invoked.
10329 let recv = finalize_slot.borrow().clone();
10330 let (x_recv, obj_recv) = recv.expect("finalize_solution was not called");
10331 assert_eq!(x_recv.len(), 2);
10332 assert!((x_recv[0] - 0.0).abs() < 1e-6, "x[0] = {}", x_recv[0]);
10333 assert!((x_recv[1] - 1.0).abs() < 1e-6, "x[1] = {}", x_recv[1]);
10334 assert!(
10335 (obj_recv - (-1.5)).abs() < 1e-6,
10336 "obj = {} but expected -1.5",
10337 obj_recv
10338 );
10339 }
10340
10341 #[test]
10342 fn application_routes_to_sqp_case_insensitively() {
10343 let mut app = IpoptApplication::new();
10344 app.initialize().unwrap();
10345 app.initialize_with_options_str("algorithm Active-Set-SQP\n")
10346 .unwrap();
10347 // get_string_value may return the value as-stored (no
10348 // normalization); the dispatch must handle case
10349 // insensitively per the c11 design choice.
10350 assert!(app.is_sqp_algorithm_selected());
10351 }
10352
10353 #[test]
10354 fn application_constructs_and_loads_options() {
10355 let mut app = IpoptApplication::new();
10356 app.initialize().unwrap();
10357 // ipopt.opt-style file: an integer-typed option registered by
10358 // the Interfaces layer.
10359 app.initialize_with_options_str("print_level 5\nfile_print_level 7\n")
10360 .unwrap();
10361 let (level, found) = app.options().get_integer_value("print_level", "").unwrap();
10362 assert!(found);
10363 assert_eq!(level, 5);
10364 }
10365
10366 #[test]
10367 fn application_sqp_suboptions_propagate_to_builder() {
10368 // All SQP suboptions are read by algorithm_builder_snapshot
10369 // and baked into the builder's `sqp` field.
10370 let mut app = IpoptApplication::new();
10371 app.initialize().unwrap();
10372 app.initialize_with_options_str(
10373 "algorithm active-set-sqp\n\
10374 sqp_globalization l1-elastic\n\
10375 sqp_hessian lbfgs\n\
10376 sqp_max_iter 17\n\
10377 sqp_tol 1e-7\n\
10378 sqp_constr_viol_tol 1e-5\n\
10379 sqp_dual_inf_tol 1e-3\n\
10380 sqp_l1_penalty 2.5\n\
10381 sqp_bt_reduction 0.25\n\
10382 sqp_bt_min_alpha 1e-10\n\
10383 sqp_print_level 2\n\
10384 sqp_lbfgs_max_history 12\n",
10385 )
10386 .unwrap();
10387 let snap = app.algorithm_builder_snapshot();
10388 assert_eq!(
10389 snap.sqp.globalization,
10390 crate::sqp::SqpGlobalization::L1Elastic
10391 );
10392 assert_eq!(snap.sqp.hessian, crate::sqp::SqpHessianSource::Lbfgs);
10393 assert_eq!(snap.sqp.max_iter, 17);
10394 assert!((snap.sqp.tol - 1e-7).abs() < 1e-18);
10395 assert!((snap.sqp.constr_viol_tol - 1e-5).abs() < 1e-18);
10396 assert!((snap.sqp.dual_inf_tol - 1e-3).abs() < 1e-18);
10397 assert!((snap.sqp.l1_penalty - 2.5).abs() < 1e-18);
10398 assert!((snap.sqp.bt_reduction - 0.25).abs() < 1e-18);
10399 assert!((snap.sqp.bt_min_alpha - 1e-10).abs() < 1e-18);
10400 assert_eq!(snap.sqp.print_level, 2);
10401 assert_eq!(snap.sqp.lbfgs_max_history, 12);
10402 }
10403
10404 /// Every `sqp_qp_*` key that [`apply_qp_subproblem_options`] reads must
10405 /// actually be *registered*, and must reach `pounce_qp::QpOptions`.
10406 ///
10407 /// The whole family was readable-but-unregistered (gh #360): the options
10408 /// registry rejected each one with OPTION_INVALID, so the reader was
10409 /// unreachable and the documented knobs were unusable. This is the guard
10410 /// that class of omission needs — it fails both if a key stops being
10411 /// registered and if a newly-read key is never registered at all.
10412 #[test]
10413 fn application_sqp_qp_subproblem_options_are_registered_and_propagate() {
10414 use pounce_qp::AntiCyclingChoice;
10415
10416 // Source of truth: the keys `apply_qp_subproblem_options` reads.
10417 // Kept in step with that function by the round-trip assertions below.
10418 let mut app = IpoptApplication::new();
10419 app.initialize().unwrap();
10420 app.initialize_with_options_str(
10421 "algorithm active-set-sqp\n\
10422 sqp_qp_max_iter 37\n\
10423 sqp_qp_feas_tol 1e-7\n\
10424 sqp_qp_opt_tol 2e-7\n\
10425 sqp_qp_elastic_gamma 1e4\n\
10426 sqp_qp_anti_cycling bland\n\
10427 sqp_qp_use_schur_updates yes\n\
10428 sqp_qp_max_schur_updates_before_refactor 12\n\
10429 sqp_qp_use_homotopy yes\n\
10430 sqp_qp_certify_second_order yes\n",
10431 )
10432 .expect("every sqp_qp_* option must be registered (gh #360)");
10433
10434 let qp = &app.algorithm_builder_snapshot().sqp_qp;
10435 assert_eq!(qp.max_iter, 37);
10436 assert!((qp.feas_tol - 1e-7).abs() < 1e-20);
10437 assert!((qp.opt_tol - 2e-7).abs() < 1e-20);
10438 assert!((qp.elastic_gamma - 1e4).abs() < 1e-9);
10439 assert_eq!(qp.anti_cycling, AntiCyclingChoice::Bland);
10440 // The Schur update path was implemented but reachable only through
10441 // `SqpAlgorithm::with_qp_options`, so no CLI/library user could turn
10442 // it on — the same unreachable-knob defect gh #360 fixed for the rest
10443 // of this family.
10444 assert!(qp.use_schur_updates);
10445 assert_eq!(qp.max_schur_updates_before_refactor, 12);
10446 assert!(qp.use_homotopy);
10447 // gh #848. Off by default on this path (see
10448 // `QpOptions::sqp_subproblem`), so the value that proves the wire is
10449 // live is `yes` — asserting the default would pass on a reader that
10450 // never ran.
10451 assert!(qp.certify_second_order);
10452
10453 // Untouched options must keep the SQP subproblem base, not be
10454 // overwritten with zeros by the "explicitly set" gate. That base is
10455 // `QpOptions::default()` in every field but one; the exception is
10456 // asserted below.
10457 let mut app = IpoptApplication::new();
10458 app.initialize().unwrap();
10459 app.initialize_with_options_str("algorithm active-set-sqp\n")
10460 .unwrap();
10461 let defaults = pounce_qp::QpOptions::default();
10462 let qp = &app.algorithm_builder_snapshot().sqp_qp;
10463 assert_eq!(qp.max_iter, defaults.max_iter);
10464 assert!((qp.feas_tol - defaults.feas_tol).abs() < 1e-20);
10465 assert!((qp.opt_tol - defaults.opt_tol).abs() < 1e-20);
10466 assert_eq!(qp.anti_cycling, defaults.anti_cycling);
10467 // Default stays OFF, and that is a measured choice: enabling it breaks
10468 // 9 of the 46 Maros-Meszaros instances the default path solves
10469 // correctly. Do not flip this without re-running that comparison.
10470 assert!(!qp.use_schur_updates);
10471 assert_eq!(
10472 qp.max_schur_updates_before_refactor,
10473 defaults.max_schur_updates_before_refactor
10474 );
10475 // Off by default *on the SQP path*, and deliberately different from
10476 // `QpOptions::default()` — which is what a standalone `solve_qp`
10477 // gets, and where it is on. gh #848 / gh #856.
10478 assert!(!qp.certify_second_order);
10479 assert!(pounce_qp::QpOptions::default().certify_second_order);
10480 }
10481
10482 /// The other direction of the gh #360 guard: every **registered**
10483 /// `sqp_qp_*` option must be one `apply_qp_subproblem_options` actually
10484 /// reads.
10485 ///
10486 /// The sister test above checks read-keys-are-registered. It cannot catch
10487 /// the inverse, and the inverse happened: `sqp_qp_use_homotopy` was
10488 /// registered with the homotopy work and never wired into the reader, so
10489 /// setting it on the SQP path silently did nothing while the option's own
10490 /// documentation described what it would do. A registered knob that no
10491 /// code reads is worse than a missing one — it validates, it accepts a
10492 /// value, and it lies.
10493 ///
10494 /// Adding a new `sqp_qp_*` option therefore fails here until it is both
10495 /// read by `apply_qp_subproblem_options` and asserted in the round-trip
10496 /// test above.
10497 #[test]
10498 fn application_every_registered_sqp_qp_option_is_read_by_the_subproblem_reader() {
10499 let mut app = IpoptApplication::new();
10500 app.initialize().unwrap();
10501
10502 let mut registered: Vec<String> = app
10503 .registered_options()
10504 .registered_options_in_order()
10505 .iter()
10506 .map(|o| o.name.clone())
10507 .filter(|n| n.starts_with("sqp_qp_"))
10508 .collect();
10509 registered.sort();
10510
10511 // Kept in step by hand with the `options.get_*_value("sqp_qp_…")`
10512 // calls in `apply_qp_subproblem_options`, and cross-checked by the
10513 // round-trip assertions in the sister test.
10514 let mut read_by_the_reader = vec![
10515 "sqp_qp_anti_cycling".to_string(),
10516 "sqp_qp_certify_second_order".to_string(),
10517 "sqp_qp_elastic_gamma".to_string(),
10518 "sqp_qp_feas_tol".to_string(),
10519 "sqp_qp_max_iter".to_string(),
10520 "sqp_qp_max_schur_updates_before_refactor".to_string(),
10521 "sqp_qp_opt_tol".to_string(),
10522 "sqp_qp_use_homotopy".to_string(),
10523 "sqp_qp_use_schur_updates".to_string(),
10524 ];
10525 read_by_the_reader.sort();
10526
10527 assert_eq!(
10528 registered, read_by_the_reader,
10529 "registered sqp_qp_* options and the ones \
10530 `apply_qp_subproblem_options` reads have diverged. A key that is \
10531 registered but unread is a no-op knob with working documentation \
10532 (that is how `sqp_qp_use_homotopy` shipped); a key read but not \
10533 registered is gh #360. Wire it up in both places, assert it in \
10534 `application_sqp_qp_subproblem_options_are_registered_and_propagate`, \
10535 then add it here."
10536 );
10537 }
10538
10539 #[test]
10540 fn application_sqp_hessian_approximation_maps_to_damped_bfgs() {
10541 // The frontend sets `hessian_approximation = limited-memory` when no
10542 // exact Lagrangian Hessian is available (e.g. `pounce.minimize` with
10543 // no `hess`). On the active-set-SQP path that must resolve to the
10544 // dense Powell-damped BFGS, NOT the limited-memory update: L-BFGS
10545 // materializes the same dense Hessian for the QP subproblem yet stalls
10546 // (`Search_Direction_Becomes_Too_Small` / wrong `x`) on convex QPs with
10547 // an active inequality (issue #358); damped-BFGS solves them.
10548 let mut app = IpoptApplication::new();
10549 app.initialize().unwrap();
10550 app.initialize_with_options_str(
10551 "algorithm active-set-sqp\n\
10552 hessian_approximation limited-memory\n",
10553 )
10554 .unwrap();
10555 assert_eq!(
10556 app.algorithm_builder_snapshot().sqp.hessian,
10557 crate::sqp::SqpHessianSource::DampedBfgs
10558 );
10559
10560 // An explicit `sqp_hessian = lbfgs` is still honored (it is read after
10561 // `hessian_approximation`, so it wins): callers who genuinely want the
10562 // limited-memory update can still ask for it.
10563 let mut app = IpoptApplication::new();
10564 app.initialize().unwrap();
10565 app.initialize_with_options_str(
10566 "algorithm active-set-sqp\n\
10567 hessian_approximation limited-memory\n\
10568 sqp_hessian lbfgs\n",
10569 )
10570 .unwrap();
10571 assert_eq!(
10572 app.algorithm_builder_snapshot().sqp.hessian,
10573 crate::sqp::SqpHessianSource::Lbfgs
10574 );
10575 }
10576
10577 /// `builder.linear_solver` must name the backend that will actually be
10578 /// built, not the one the option string asked for.
10579 ///
10580 /// MA57 is behind the optional `ma57` cargo feature; without it
10581 /// `default_backend_factory` silently substitutes FERAL. Recording `Ma57`
10582 /// anyway made the field disagree with reality, and the Schur KKT gate in
10583 /// `alg_builder::build_with_backend` (which tests `== Feral`) consumed that
10584 /// disagreement — so `set_kkt_schur_block()` never engaged on the default
10585 /// pure-Rust build for any user, while the transparent fallback kept every
10586 /// answer correct and every test green.
10587 #[test]
10588 fn application_linear_solver_records_the_effective_backend() {
10589 // Default options resolve to FERAL in *every* build. The registry
10590 // used to default to upstream's "ma57", which meant an HSL build
10591 // silently ran MA57 without being asked and a pure-Rust build
10592 // advertised a backend it did not contain; the default now names
10593 // pounce's own solver and HSL is opt-in (gh#483 follow-up).
10594 let mut app = IpoptApplication::new();
10595 app.initialize().unwrap();
10596 assert_eq!(
10597 app.algorithm_builder_from_options().linear_solver,
10598 LinearSolverChoice::Feral,
10599 "the registered default is `feral`, in an ma57 build too"
10600 );
10601
10602 // An explicit ma57 request resolves the same way.
10603 let mut app = IpoptApplication::new();
10604 app.initialize().unwrap();
10605 app.initialize_with_options_str("linear_solver ma57\n")
10606 .unwrap();
10607 let got = app.algorithm_builder_from_options().linear_solver;
10608 if cfg!(feature = "ma57") {
10609 assert_eq!(got, LinearSolverChoice::Ma57);
10610 } else {
10611 assert_eq!(got, LinearSolverChoice::Feral);
10612 }
10613
10614 // An explicit feral request is honored in every build.
10615 let mut app = IpoptApplication::new();
10616 app.initialize().unwrap();
10617 app.initialize_with_options_str("linear_solver feral\n")
10618 .unwrap();
10619 assert_eq!(
10620 app.algorithm_builder_from_options().linear_solver,
10621 LinearSolverChoice::Feral
10622 );
10623 }
10624
10625 /// gh#746. `IpAlgBuilder.cpp:1059` substitutes `adaptive` for the
10626 /// registered `monotone` when `hessian_approximation` is
10627 /// limited-memory and the caller left `mu_strategy` alone. pounce
10628 /// read the registered default unconditionally, which is a
10629 /// different barrier schedule on the whole quasi-Newton arm.
10630 #[test]
10631 fn limited_memory_defaults_mu_strategy_to_adaptive() {
10632 // Exact Hessian, nothing set: monotone, as registered.
10633 let mut app = IpoptApplication::new();
10634 app.initialize().unwrap();
10635 assert_eq!(
10636 app.algorithm_builder_from_options().mu_strategy,
10637 MuStrategyChoice::Monotone,
10638 "the exact arm must keep the registered default"
10639 );
10640
10641 // Limited memory, nothing set: adaptive.
10642 let mut app = IpoptApplication::new();
10643 app.initialize().unwrap();
10644 app.initialize_with_options_str("hessian_approximation limited-memory\n")
10645 .unwrap();
10646 assert_eq!(
10647 app.algorithm_builder_from_options().mu_strategy,
10648 MuStrategyChoice::Adaptive,
10649 "limited-memory must take upstream's quasi-Newton default"
10650 );
10651
10652 // An explicit `monotone` still wins — the substitution is only
10653 // for an absent option.
10654 let mut app = IpoptApplication::new();
10655 app.initialize().unwrap();
10656 app.initialize_with_options_str(
10657 "hessian_approximation limited-memory\n\
10658 mu_strategy monotone\n",
10659 )
10660 .unwrap();
10661 assert_eq!(
10662 app.algorithm_builder_from_options().mu_strategy,
10663 MuStrategyChoice::Monotone,
10664 "an explicit mu_strategy must not be overridden"
10665 );
10666 }
10667
10668 /// The μ-strategy auto-fallback retries with the *other* strategy.
10669 /// Under limited-memory the first attempt is adaptive, so the flip
10670 /// has to be monotone — reading the registered default there would
10671 /// re-run the strategy that just stalled (gh#746).
10672 #[test]
10673 fn fallback_flip_follows_the_resolved_mu_strategy() {
10674 let mut app = IpoptApplication::new();
10675 app.initialize().unwrap();
10676 assert!(
10677 !app.effective_mu_strategy_is_adaptive(),
10678 "unset + exact resolves to monotone"
10679 );
10680
10681 let mut app = IpoptApplication::new();
10682 app.initialize().unwrap();
10683 app.initialize_with_options_str("hessian_approximation limited-memory\n")
10684 .unwrap();
10685 assert!(
10686 app.effective_mu_strategy_is_adaptive(),
10687 "unset + limited-memory resolves to adaptive"
10688 );
10689
10690 let mut app = IpoptApplication::new();
10691 app.initialize().unwrap();
10692 app.initialize_with_options_str(
10693 "hessian_approximation limited-memory\n\
10694 mu_strategy monotone\n",
10695 )
10696 .unwrap();
10697 assert!(
10698 !app.effective_mu_strategy_is_adaptive(),
10699 "an explicit monotone under limited-memory resolves to monotone"
10700 );
10701 }
10702
10703 #[test]
10704 fn application_limited_memory_options_propagate_to_builder() {
10705 use crate::hess::lim_mem_quasi_newton::UpdateType;
10706
10707 // Default: no options set -> bit-exact with Ipopt's default
10708 // (bfgs, history 6). This is what the IPM path runs unless the
10709 // user opts in, so it must not drift.
10710 let mut app = IpoptApplication::new();
10711 app.initialize().unwrap();
10712 let def = app.algorithm_builder_from_options();
10713 assert_eq!(def.limited_memory_update_type, UpdateType::Bfgs);
10714 assert_eq!(def.limited_memory_max_history, 6);
10715
10716 // `limited_memory_update_type=sr1` and a custom history length
10717 // must reach the builder (these were registered upstream but
10718 // read nowhere on the IPM path before — see #131). Honoring
10719 // them is what lets SR1 break the monotone L-BFGS stall.
10720 let mut app = IpoptApplication::new();
10721 app.initialize().unwrap();
10722 app.initialize_with_options_str(
10723 "hessian_approximation limited-memory\n\
10724 limited_memory_update_type sr1\n\
10725 limited_memory_max_history 9\n",
10726 )
10727 .unwrap();
10728 let snap = app.algorithm_builder_from_options();
10729 assert_eq!(snap.limited_memory_update_type, UpdateType::Sr1);
10730 assert_eq!(snap.limited_memory_max_history, 9);
10731 }
10732
10733 #[test]
10734 fn application_recalc_y_is_wired_and_defaults_off() {
10735 // #677. Upstream registers `recalc_y` as `no`, but its option
10736 // text ends "If a limited memory quasi-Newton option is chosen,
10737 // this is used by default" — the effective default is
10738 // conditional on the Hessian approximation. pounce refused the
10739 // option outright before this, so an L-BFGS user had no way to
10740 // reach Ipopt's behaviour.
10741
10742 // Exact Hessian: off, matching the registered default.
10743 let mut app = IpoptApplication::new();
10744 app.initialize().unwrap();
10745 let b = app.algorithm_builder_from_options();
10746 assert!(!b.recalc_y, "exact-Hessian default must stay off");
10747 assert_eq!(b.recalc_y_feas_tol, 1e-6, "default changed");
10748
10749 // Limited memory: also off. Upstream's option text says it is
10750 // used by default there; pounce deliberately does not, because
10751 // auto-enabling took 7 of 57 fixtures from solved to not solved
10752 // on the L-BFGS leg with nothing moving the other way. See the
10753 // read site in `algorithm_builder_from_options`. If this
10754 // assertion is what fails, the auto-enable is being restored —
10755 // re-run `scripts/sweep-fixtures.sh` and explain those 7 first.
10756 let mut app = IpoptApplication::new();
10757 app.initialize().unwrap();
10758 app.initialize_with_options_str("hessian_approximation limited-memory\n")
10759 .unwrap();
10760 assert!(
10761 !app.algorithm_builder_from_options().recalc_y,
10762 "limited-memory must not silently enable recalc_y"
10763 );
10764
10765 // An explicit `yes` reaches the exact-Hessian path, which
10766 // used to be refused as unimplemented.
10767 let mut app = IpoptApplication::new();
10768 app.initialize().unwrap();
10769 app.initialize_with_options_str("recalc_y yes\nrecalc_y_feas_tol 1e-3\n")
10770 .unwrap();
10771 let b = app.algorithm_builder_from_options();
10772 assert!(b.recalc_y);
10773 assert_eq!(b.recalc_y_feas_tol, 1e-3);
10774 }
10775
10776 #[test]
10777 fn application_limited_memory_initialization_propagates_to_builder() {
10778 use crate::hess::lim_mem_quasi_newton::InitialApprox;
10779
10780 // #677: registered with upstream's `scalar1` default and read
10781 // nowhere, so every limited-memory solve ran `scalar2` and
10782 // setting the option was a silent no-op. Each keyword must now
10783 // reach the builder.
10784 for (kw, want) in [
10785 ("scalar1", InitialApprox::Scalar1),
10786 ("scalar2", InitialApprox::Scalar2),
10787 ("scalar3", InitialApprox::Scalar3),
10788 ("scalar4", InitialApprox::Scalar4),
10789 ("constant", InitialApprox::Constant),
10790 ("history-max", InitialApprox::HistoryMax),
10791 ] {
10792 let mut app = IpoptApplication::new();
10793 app.initialize().unwrap();
10794 app.initialize_with_options_str(&format!(
10795 "hessian_approximation limited-memory\n\
10796 limited_memory_initialization {kw}\n"
10797 ))
10798 .unwrap();
10799 assert_eq!(
10800 app.algorithm_builder_from_options()
10801 .limited_memory_initialization,
10802 want,
10803 "limited_memory_initialization={kw} did not reach the builder"
10804 );
10805 }
10806
10807 // `limited_memory_init_val` was unread too — the empty-history
10808 // branch hard-coded the same 1.0, so the miss was invisible.
10809 let mut app = IpoptApplication::new();
10810 app.initialize().unwrap();
10811 app.initialize_with_options_str(
10812 "hessian_approximation limited-memory\n\
10813 limited_memory_init_val 4.5\n",
10814 )
10815 .unwrap();
10816 assert_eq!(
10817 app.algorithm_builder_from_options().limited_memory_init_val,
10818 4.5
10819 );
10820
10821 // The effective default matches the registry and Ipopt
10822 // (`scalar1`). This is the assertion that would have caught #677
10823 // when the option was first registered: it pins the *selection*,
10824 // which the per-formula tests in `lim_mem_quasi_newton` cannot
10825 // see. Do not relax it to make an unrelated change pass.
10826 let mut app = IpoptApplication::new();
10827 app.initialize().unwrap();
10828 let def = app.algorithm_builder_from_options();
10829 assert_eq!(def.limited_memory_initialization, InitialApprox::Scalar1);
10830 assert_eq!(def.limited_memory_init_val, 1.0);
10831 }
10832
10833 #[test]
10834 fn application_sqp_warm_start_round_trip() {
10835 // Drive the convex-equality TNLP through the SQP path
10836 // twice. The first solve produces a working set; the
10837 // second is warm-started from it. The second must converge
10838 // with zero QP solves (the first KKT check declares
10839 // optimality immediately).
10840 let finalize_slot = std::rc::Rc::new(std::cell::RefCell::new(None));
10841 let tnlp_rc: std::rc::Rc<std::cell::RefCell<dyn TNLP>> =
10842 std::rc::Rc::new(std::cell::RefCell::new(ConvexEqTnlp {
10843 finalize_called: std::rc::Rc::clone(&finalize_slot),
10844 }));
10845
10846 let mut app = IpoptApplication::new();
10847 app.initialize().unwrap();
10848 app.initialize_with_options_str("algorithm active-set-sqp\n")
10849 .unwrap();
10850
10851 // Cold solve.
10852 let status_a = app.optimize_tnlp(std::rc::Rc::clone(&tnlp_rc));
10853 assert_eq!(status_a, ApplicationReturnStatus::SolveSucceeded);
10854 let ws = app.last_sqp_working_set().cloned();
10855 assert!(ws.is_some(), "cold solve must yield a working set");
10856
10857 // Build the warm-start iterate from the converged finalize
10858 // payload (just x; pad multipliers to 0 since the test
10859 // problem is convex).
10860 let (x_recv, _) = finalize_slot.borrow().clone().unwrap();
10861 let warm = crate::sqp::SqpIterates {
10862 x: x_recv,
10863 lambda_g: vec![1.0],
10864 lambda_x: vec![0.0, 0.0],
10865 working: ws,
10866 };
10867 app.set_sqp_warm_start(warm);
10868
10869 // Warm solve.
10870 let status_b = app.optimize_tnlp(std::rc::Rc::clone(&tnlp_rc));
10871 assert_eq!(status_b, ApplicationReturnStatus::SolveSucceeded);
10872 assert!(app.last_sqp_working_set().is_some());
10873 }
10874
10875 #[test]
10876 fn application_sqp_warm_start_auto_clears_after_use() {
10877 let finalize_slot = std::rc::Rc::new(std::cell::RefCell::new(None));
10878 let tnlp_rc: std::rc::Rc<std::cell::RefCell<dyn TNLP>> =
10879 std::rc::Rc::new(std::cell::RefCell::new(ConvexEqTnlp {
10880 finalize_called: std::rc::Rc::clone(&finalize_slot),
10881 }));
10882 let mut app = IpoptApplication::new();
10883 app.initialize().unwrap();
10884 app.initialize_with_options_str("algorithm active-set-sqp\n")
10885 .unwrap();
10886 app.set_sqp_warm_start(crate::sqp::SqpIterates {
10887 x: vec![0.0, 1.0],
10888 lambda_g: vec![1.0],
10889 lambda_x: vec![0.0, 0.0],
10890 working: None,
10891 });
10892 assert!(app.sqp_warm_start.is_some());
10893 let _ = app.optimize_tnlp(std::rc::Rc::clone(&tnlp_rc));
10894 assert!(
10895 app.sqp_warm_start.is_none(),
10896 "warm-start input must be auto-cleared after use"
10897 );
10898 }
10899
10900 #[test]
10901 fn application_sqp_suboptions_default_when_unset() {
10902 // Without any sqp_* settings, the snapshot should equal
10903 // SqpOptions::default().
10904 let mut app = IpoptApplication::new();
10905 app.initialize().unwrap();
10906 let snap = app.algorithm_builder_snapshot();
10907 let d = crate::sqp::SqpOptions::default();
10908 assert_eq!(snap.sqp.globalization, d.globalization);
10909 assert_eq!(snap.sqp.hessian, d.hessian);
10910 assert_eq!(snap.sqp.max_iter, d.max_iter);
10911 assert!((snap.sqp.tol - d.tol).abs() < 1e-18);
10912 assert!((snap.sqp.constr_viol_tol - d.constr_viol_tol).abs() < 1e-18);
10913 assert!((snap.sqp.dual_inf_tol - d.dual_inf_tol).abs() < 1e-18);
10914 assert!((snap.sqp.l1_penalty - d.l1_penalty).abs() < 1e-18);
10915 assert!((snap.sqp.bt_reduction - d.bt_reduction).abs() < 1e-18);
10916 assert!((snap.sqp.bt_min_alpha - d.bt_min_alpha).abs() < 1e-18);
10917 assert_eq!(snap.sqp.print_level, d.print_level);
10918 assert_eq!(snap.sqp.lbfgs_max_history, d.lbfgs_max_history);
10919 }
10920
10921 #[test]
10922 fn application_reports_problem_dimensions() {
10923 let app = IpoptApplication::new();
10924 let mut tnlp = Hs071Stub;
10925 let info = app.problem_dimensions(&mut tnlp).unwrap();
10926 assert_eq!(info.n, 4);
10927 assert_eq!(info.m, 2);
10928 assert_eq!(info.nnz_jac_g, 8);
10929 assert_eq!(info.nnz_h_lag, 10);
10930 }
10931
10932 /// Each of the four constant-derivative hints reaches the algorithm,
10933 /// and reaches its *own* slot (#551 / #677).
10934 ///
10935 /// All four were wired and consumed — gh#588 Q6 made pounce exploit
10936 /// them — but the read site looped over
10937 /// `constant_derivatives::HINT_OPTIONS`, so the registered-but-unread
10938 /// scan saw a loop variable where it needs a literal key and reported
10939 /// all four as silent no-ops. They are literals now, and this pins
10940 /// what a literal-per-name rewrite can get wrong that a loop could
10941 /// not: setting one hint must light up that hint's slot and no other,
10942 /// because `reconcile` pairs `asserted[k]` with the model's proof for
10943 /// `HINT_OPTIONS[k]` and a transposed pair would reuse the wrong
10944 /// derivative.
10945 #[test]
10946 fn each_constant_derivative_hint_lights_up_its_own_slot() {
10947 use pounce_nlp::constant_derivatives::HINT_OPTIONS;
10948
10949 let app = IpoptApplication::new();
10950 assert_eq!(
10951 app.asserted_constant_derivative_hints(),
10952 [false; 4],
10953 "no hint is asserted on a fresh options list",
10954 );
10955
10956 for (k, name) in HINT_OPTIONS.iter().enumerate() {
10957 let mut app = IpoptApplication::new();
10958 app.initialize().unwrap();
10959 app.initialize_with_options_str(&format!("{name} yes\n"))
10960 .unwrap();
10961 let mut expected = [false; 4];
10962 expected[k] = true;
10963 assert_eq!(
10964 app.asserted_constant_derivative_hints(),
10965 expected,
10966 "`{name}=yes` must set slot {k} and nothing else",
10967 );
10968
10969 // …and the registered default asks for nothing, so an
10970 // `ipopt.opt` that spells it out changes no derivative reuse.
10971 let mut app = IpoptApplication::new();
10972 app.initialize().unwrap();
10973 app.initialize_with_options_str(&format!("{name} no\n"))
10974 .unwrap();
10975 assert_eq!(
10976 app.asserted_constant_derivative_hints(),
10977 [false; 4],
10978 "`{name}=no` is the registered default and asserts nothing",
10979 );
10980 }
10981 }
10982
10983 /// `min x²` on `[-10, 10]` from `x = 1`, with an *exactly correct*
10984 /// gradient `2x`. Unconstrained and one-dimensional so the only
10985 /// thing the derivative checker can react to is its own step size
10986 /// and threshold.
10987 ///
10988 /// The forward difference at step `h` is `((1+h)² − 1)/h = 2 + h`,
10989 /// so the deviation from the analytic `2` is exactly `h`, and the
10990 /// relative test flags it when `h > tol·(2 + h)`. That makes the
10991 /// verdict a closed-form function of the two knobs under test.
10992 struct ExactQuadratic;
10993 impl TNLP for ExactQuadratic {
10994 fn get_nlp_info(&mut self) -> Option<NlpInfo> {
10995 Some(NlpInfo {
10996 n: 1,
10997 m: 0,
10998 nnz_jac_g: 0,
10999 nnz_h_lag: 0,
11000 index_style: IndexStyle::C,
11001 })
11002 }
11003 fn get_bounds_info(&mut self, b: BoundsInfo<'_>) -> bool {
11004 b.x_l.copy_from_slice(&[-10.0]);
11005 b.x_u.copy_from_slice(&[10.0]);
11006 true
11007 }
11008 fn get_starting_point(&mut self, sp: StartingPoint<'_>) -> bool {
11009 sp.x.copy_from_slice(&[1.0]);
11010 true
11011 }
11012 fn eval_f(&mut self, x: &[Number], _new_x: bool) -> Option<Number> {
11013 Some(x[0] * x[0])
11014 }
11015 fn eval_grad_f(&mut self, x: &[Number], _new_x: bool, grad: &mut [Number]) -> bool {
11016 grad[0] = 2.0 * x[0];
11017 true
11018 }
11019 fn eval_g(&mut self, _x: &[Number], _new_x: bool, _g: &mut [Number]) -> bool {
11020 true
11021 }
11022 fn eval_jac_g(
11023 &mut self,
11024 _x: Option<&[Number]>,
11025 _new_x: bool,
11026 _mode: SparsityRequest<'_>,
11027 ) -> bool {
11028 true
11029 }
11030 fn eval_h(
11031 &mut self,
11032 _x: Option<&[Number]>,
11033 _new_x: bool,
11034 _obj_factor: Number,
11035 _lambda: Option<&[Number]>,
11036 _new_lambda: bool,
11037 _mode: SparsityRequest<'_>,
11038 ) -> bool {
11039 true
11040 }
11041 fn finalize_solution(&mut self, _sol: Solution<'_>, _d: &IpoptData, _q: &IpoptCq) {}
11042 }
11043
11044 struct RecordingQuadratic {
11045 gradient_points: Rc<RefCell<Vec<Number>>>,
11046 objective_points: Rc<RefCell<Vec<Number>>>,
11047 x_scaling: Number,
11048 }
11049
11050 impl TNLP for RecordingQuadratic {
11051 fn get_nlp_info(&mut self) -> Option<NlpInfo> {
11052 ExactQuadratic.get_nlp_info()
11053 }
11054
11055 fn get_bounds_info(&mut self, bounds: BoundsInfo<'_>) -> bool {
11056 ExactQuadratic.get_bounds_info(bounds)
11057 }
11058
11059 fn get_starting_point(&mut self, start: StartingPoint<'_>) -> bool {
11060 ExactQuadratic.get_starting_point(start)
11061 }
11062
11063 fn eval_f(&mut self, x: &[Number], new_x: bool) -> Option<Number> {
11064 self.objective_points.borrow_mut().push(x[0]);
11065 ExactQuadratic.eval_f(x, new_x)
11066 }
11067
11068 fn eval_grad_f(&mut self, x: &[Number], _new_x: bool, grad: &mut [Number]) -> bool {
11069 self.gradient_points.borrow_mut().push(x[0]);
11070 grad[0] = 2.0 * x[0];
11071 true
11072 }
11073
11074 fn eval_g(&mut self, x: &[Number], new_x: bool, g: &mut [Number]) -> bool {
11075 ExactQuadratic.eval_g(x, new_x, g)
11076 }
11077
11078 fn eval_jac_g(
11079 &mut self,
11080 x: Option<&[Number]>,
11081 new_x: bool,
11082 mode: SparsityRequest<'_>,
11083 ) -> bool {
11084 ExactQuadratic.eval_jac_g(x, new_x, mode)
11085 }
11086
11087 fn get_scaling_parameters(&mut self, req: ScalingRequest<'_>) -> bool {
11088 *req.obj_scaling = 1.0;
11089 *req.use_x_scaling = true;
11090 req.x_scaling[0] = self.x_scaling;
11091 *req.use_g_scaling = false;
11092 true
11093 }
11094
11095 fn finalize_solution(&mut self, _sol: Solution<'_>, _d: &IpoptData, _q: &IpoptCq) {}
11096 }
11097
11098 fn derivative_test_verdict(extra: &str) -> pounce_nlp::derivative_test::DerivativeTestReport {
11099 let mut app = IpoptApplication::new();
11100 app.initialize().unwrap();
11101 app.initialize_with_options_str(&format!("derivative_test first-order\n{extra}"))
11102 .unwrap();
11103 let opts = app.derivative_test_options();
11104 pounce_nlp::derivative_test::run(&mut ExactQuadratic, &opts).expect("a report")
11105 }
11106
11107 /// `derivative_test_perturbation` and `derivative_test_tol` were
11108 /// registered, read into [`DerivativeTestOptions`], and consumed by
11109 /// the checker — but nothing proved a *set value* reached it, which
11110 /// is the only assertion that distinguishes a read site from a
11111 /// parse-and-discard (#677, #551).
11112 ///
11113 /// Each of the three verdicts below differs from the one above it by
11114 /// exactly one option, so a knob that stopped reaching the checker
11115 /// would collapse two of them together and fail here.
11116 #[test]
11117 fn the_derivative_checker_knobs_change_the_verdict() {
11118 // Registered defaults (1e-8 / 1e-4), which are also the read
11119 // site's fallbacks: a correct gradient looks correct.
11120 let clean = derivative_test_verdict("");
11121 assert_eq!(clean.checked, 1);
11122 assert_eq!(clean.suspicious, 0, "{:#?}", clean.lines);
11123
11124 // A coarse step makes the *same correct gradient* look wrong:
11125 // deviation 0.5 > 1e-4·2.5. Only `derivative_test_perturbation`
11126 // changed, so this is that option and nothing else.
11127 let coarse = derivative_test_verdict("derivative_test_perturbation 0.5\n");
11128 assert_eq!(coarse.checked, 1);
11129 assert_eq!(
11130 coarse.suspicious, 1,
11131 "derivative_test_perturbation never reached the checker: {:#?}",
11132 coarse.lines,
11133 );
11134
11135 // …and loosening the threshold at that same coarse step clears
11136 // it again: 0.5 < 0.5·2.5. Only `derivative_test_tol` changed.
11137 let tolerant =
11138 derivative_test_verdict("derivative_test_perturbation 0.5\nderivative_test_tol 0.5\n");
11139 assert_eq!(tolerant.checked, 1);
11140 assert_eq!(
11141 tolerant.suspicious, 0,
11142 "derivative_test_tol never reached the checker: {:#?}",
11143 tolerant.lines,
11144 );
11145
11146 // The report also prints what it used, so a user reading the
11147 // output can tell which step and threshold produced the verdict.
11148 assert!(
11149 tolerant.lines[0].contains("5.0e-1"),
11150 "{:#?}",
11151 tolerant.lines,
11152 );
11153 }
11154
11155 #[test]
11156 fn ordinary_derivative_test_keeps_the_conditioned_start() {
11157 let gradient_points = Rc::new(RefCell::new(Vec::new()));
11158 let tnlp = Rc::new(RefCell::new(RecordingQuadratic {
11159 gradient_points: Rc::clone(&gradient_points),
11160 objective_points: Rc::new(RefCell::new(Vec::new())),
11161 x_scaling: 1.0,
11162 })) as Rc<RefCell<dyn TNLP>>;
11163 let mut app = IpoptApplication::new();
11164 app.initialize().unwrap();
11165 app.initialize_with_options_str(
11166 "derivative_test first-order\n\
11167 start_point_perturbation 0.5\n\
11168 hessian_approximation limited-memory\n\
11169 max_iter 0\n\
11170 print_level 0\n",
11171 )
11172 .unwrap();
11173
11174 let _ = app.optimize_tnlp(tnlp);
11175
11176 let first = gradient_points.borrow()[0];
11177 assert!((first - 1.7666216164272852).abs() < 1e-12, "{first}");
11178 }
11179
11180 #[test]
11181 fn ordinary_derivative_test_keeps_variable_scaling() {
11182 let objective_points = Rc::new(RefCell::new(Vec::new()));
11183 let tnlp = Rc::new(RefCell::new(RecordingQuadratic {
11184 gradient_points: Rc::new(RefCell::new(Vec::new())),
11185 objective_points: Rc::clone(&objective_points),
11186 x_scaling: 0.5,
11187 })) as Rc<RefCell<dyn TNLP>>;
11188 let mut app = IpoptApplication::new();
11189 app.initialize().unwrap();
11190 app.initialize_with_options_str(
11191 "derivative_test first-order\n\
11192 derivative_test_perturbation 0.5\n\
11193 nlp_scaling_method user-scaling\n\
11194 hessian_approximation limited-memory\n\
11195 max_iter 0\n\
11196 print_level 0\n",
11197 )
11198 .unwrap();
11199
11200 let _ = app.optimize_tnlp(tnlp);
11201
11202 assert_eq!(&objective_points.borrow()[..2], &[1.0, 2.0]);
11203 }
11204
11205 // ---- gh#887: the dominance gate ------------------------------------
11206 //
11207 // These pin the rule directly, on numbers measured off real runs,
11208 // because the fixture that motivated the gate turned out not to be a
11209 // portable witness for it. `deb7` on the L-BFGS leg with
11210 // `limited_memory_ls_failure_restarts=1` reaches a *materially
11211 // different answer* on macOS and on Linux -- different objective
11212 // (99.677 vs 99.651) and, decisively, a different shape:
11213 //
11214 // | run | unscaled dual | viol | compl | ratio |
11215 // | reproducer, .nl | 7.90e4 | 1.1e-16 | 1.1e-9 | 1.5e-14 |
11216 // | reproducer, TNLP | 3.25e11 | 2.5e-16 | 2.8e-3 | 8.7e-15 |
11217 // | deb7 + rung, macOS | 9.90e1 | 8.0e-13 | 4.65e0 | 4.7e-2 |
11218 // | deb7 + rung, Linux | 5.5743e3 | 5.6e-14 | 2.08e-5 | 3.7e-9 |
11219 //
11220 // The Linux row is the one worth reading twice: that answer really is
11221 // gh#884's shape (scaled overall error 5.28e-1 against unscaled
11222 // 5.57e3, which is the `s_d` normalisation hiding a runaway exactly
11223 // as it did on `qpec_small`), so the retry there is the designed cost
11224 // and not the waste gh#887 filed. A CLI assertion of "deb7 declines"
11225 // is therefore false on Linux no matter what the threshold is, which
11226 // is why the pin lives here instead.
11227
11228 /// The dominance rule on its own, with the absolute floor switched
11229 /// off (`du_floor = 0`), so each of these tests is about one rule.
11230 fn ratio_only(dual_inf: Number, viol: Number, compl: Number) -> bool {
11231 runaway_is_the_whole_residual(dual_inf, viol, compl, 0.0)
11232 }
11233
11234 /// The gate as it actually runs: dominance *and* the detector's own
11235 /// absolute floor.
11236 fn runaway(dual_inf: Number, viol: Number, compl: Number) -> bool {
11237 runaway_is_the_whole_residual(dual_inf, viol, compl, DUAL_DIV_RETRY_DU_FLOOR)
11238 }
11239
11240 #[test]
11241 fn a_converged_point_with_a_runaway_multiplier_opens_the_retry() {
11242 // The gh#884 reproducer, both routes it reaches the gate by.
11243 assert!(runaway(7.90e4, 1.1e-16, 1.1e-9));
11244 assert!(runaway(3.25e11, 2.5e-16, 2.8e-3));
11245 // deb7 under the rung on Linux: primal exact, complementarity
11246 // eight orders under its own dual residual. Same shape.
11247 assert!(runaway(5.5743e3, 5.6e-14, 2.08e-5));
11248 }
11249
11250 #[test]
11251 fn an_unconverged_point_does_not_open_the_retry() {
11252 // deb7 under the rung on macOS: complementarity 4.65, five
11253 // percent of its own KKT error. Not a runaway multiplier on an
11254 // otherwise-converged point -- just an unconverged point.
11255 assert!(!ratio_only(9.90e1, 8.0e-13, 4.65e0));
11256 // Either residual alone is enough to close it: the gate takes the
11257 // max, so a clean complementarity does not excuse a violated
11258 // constraint. (`1.0e1` against `1.0e6` is a ratio of `1e-5`; note
11259 // that `1.0e0` there would be `1e-6` exactly, i.e. inside.)
11260 assert!(!ratio_only(1.0e6, 1.0e1, 1.0e-16));
11261 assert!(!ratio_only(1.0e6, 1.0e-16, 1.0e1));
11262 }
11263
11264 /// The dominance ratio is scale-free, and that is exactly why it
11265 /// cannot be the whole gate: a point converged to `1e-30` primal with
11266 /// a dual residual of `4.4e-1` satisfies it as comfortably as
11267 /// gh#884's `7.9e+04` does, and `4.4e-1` is not a runaway by any
11268 /// reading of the issue. Measured on the 400-model QPEC family, the
11269 /// floor alone removes 7 of 68 promotions, every one of them on an
11270 /// answer whose reported dual residual was below `1e2`.
11271 ///
11272 /// The floor is the *detector's*, so this is the answer-level gate
11273 /// asking about the same magnitude the iterate-level one did rather
11274 /// than being a strictly looser copy of it.
11275 #[test]
11276 fn a_small_dual_residual_is_not_a_runaway_however_dominant() {
11277 // Passes the ratio comfortably (1e-30 / 4.4e-1 = 2.3e-30) ...
11278 assert!(ratio_only(4.4e-1, 1.0e-30, 1.0e-30));
11279 // ... and is still refused, because it is not a runaway.
11280 assert!(!runaway(4.4e-1, 1.0e-30, 1.0e-30));
11281 // The two real `r`-family answers that reached the gate this way.
11282 assert!(!runaway(4.397e-1, 1.0e-16, 1.0e-16));
11283 assert!(!runaway(2.026e1, 1.0e-16, 1.0e-16));
11284 // Exactly at the floor is inside; a hair under is outside.
11285 assert!(runaway(DUAL_DIV_RETRY_DU_FLOOR, 0.0, 0.0));
11286 assert!(!runaway(DUAL_DIV_RETRY_DU_FLOOR * 0.999, 0.0, 0.0));
11287 }
11288
11289 #[test]
11290 fn the_threshold_is_where_the_constant_says_it_is() {
11291 // Exactly at the ratio is inside; a hair past it is outside.
11292 assert!(ratio_only(1.0, DUAL_DIV_RETRY_DOMINANCE, 0.0));
11293 assert!(!ratio_only(1.0, DUAL_DIV_RETRY_DOMINANCE * 1.001, 0.0));
11294 }
11295
11296 #[test]
11297 fn what_we_cannot_measure_does_not_buy_a_retry() {
11298 // A NaN compares false everywhere, so the condition is written so
11299 // that "we cannot tell" declines rather than retries. Each
11300 // argument in turn.
11301 assert!(!ratio_only(Number::NAN, 0.0, 0.0));
11302 assert!(!ratio_only(1.0e6, Number::NAN, 0.0));
11303 assert!(!ratio_only(1.0e6, 0.0, Number::NAN));
11304 assert!(!ratio_only(Number::INFINITY, 0.0, 0.0));
11305 // And a dual residual that is not a runaway at all: the ratio
11306 // would be meaningless, and a zero-dual point is not gh#884.
11307 assert!(!ratio_only(0.0, 0.0, 0.0));
11308 assert!(!ratio_only(-1.0, 0.0, 0.0));
11309 }
11310
11311 // ---- the promotion gate reads the ANSWER, not only the certificate --
11312 //
11313 // gh#884 ranked the two attempts on unscaled KKT error alone and
11314 // argued that this could not return a different local solution,
11315 // because "conjunct 4 requires the promoted answer to satisfy the KKT
11316 // conditions in the model's own units". Any other KKT point does too.
11317 // Measured on 400 random QPECs under the `prod_eq` lowering
11318 // (`bound_relax_factor=0 mu_strategy_fallback=no tol=1e-8`): 68
11319 // promotions, 42 of which moved the objective materially, and three
11320 // of which returned a strictly worse *feasible* point.
11321 //
11322 // Every number below is off a real run, and the two branches are
11323 // separated on purpose -- a rule that branches needs a case on each
11324 // side or the untaken one stays broken while the test is green.
11325 //
11326 // | model | base f | base viol | retry f | retry viol | branch |
11327 // |------------|-------------|-----------|-------------|------------|--------|
11328 // | qpec_small | +3.586e-28 | 1.11e-16 | +5.835e-11 | 5.47e-12 | admit |
11329 // | r116 | -1.3006e+01 | 2.22e-16 | -1.2072e+00 | 4.55e-13 | rule 1 |
11330 // | r261 | -4.7919e+00 | 1.07e-14 | -9.8563e-01 | 7.99e-14 | rule 1 |
11331 // | r201 | -2.9559e-01 | 6.25e-17 | -9.7321e-02 | 6.21e-13 | rule 1 |
11332 // | scholtes4 | +1.8176e-09 | 2.07e-25 | -6.6088e-05 | 1.09e-09 | rule 2 |
11333
11334 const ACCEPT: Number = 1e-6;
11335 /// Minimization, which is every row of the table above.
11336 const MIN: Number = 1.0;
11337 /// Maximization, i.e. `obj_scaling_factor < 0`.
11338 const MAX: Number = -1.0;
11339
11340 fn admissible(bo: Number, bv: Number, ro: Number, rv: Number) -> bool {
11341 retry_answer_is_admissible(bo, bv, ro, rv, ACCEPT, MIN)
11342 }
11343
11344 #[test]
11345 fn the_reproducers_promotion_is_still_admissible() {
11346 // `qpec_small`: the retry's objective is *worse*, by 5.8e-11 --
11347 // deliberately, since it buys nine orders of unscaled dual
11348 // residual. Five orders inside the tolerance, so rule 1 admits
11349 // it, which is the whole point of having a tolerance at all.
11350 assert!(admissible(3.586e-28, 1.11e-16, 5.835e-11, 5.47e-12));
11351 }
11352
11353 /// Rule 1: a strictly worse feasible point is never an upgrade.
11354 #[test]
11355 fn a_worse_feasible_objective_is_refused_however_clean_the_certificate() {
11356 // r116: -13.0057 -> -1.2072, both independently verified feasible
11357 // by `pounce verify`. The retry's unscaled KKT error is 2.9e-11
11358 // against the base attempt's 3.0e+03, so every certificate
11359 // conjunct passes and only this one refuses it.
11360 assert!(!admissible(
11361 -1.3005680756e1,
11362 2.22e-16,
11363 -1.2072337962e0,
11364 4.55e-13
11365 ));
11366 assert!(!admissible(
11367 -4.7919265770e0,
11368 1.07e-14,
11369 -9.8562977711e-1,
11370 7.99e-14
11371 ));
11372 assert!(!admissible(
11373 -2.9558632401e-1,
11374 6.25e-17,
11375 -9.7321185691e-2,
11376 6.21e-13
11377 ));
11378 }
11379
11380 /// The declared-box conjunct is scale-safe: at a bound of `1e6`, two
11381 /// points pinned to the same widened bound differ by an ulp (`1.2e-10`),
11382 /// which an absolute `1e-12` floor read as the re-solve using more of the
11383 /// widening; relative to the bound it is rounding. A genuine excess at
11384 /// that magnitude -- the bound-magnitude probe's `2.5e-6`, i.e. `2.5e-12`
11385 /// relative -- is still refused, and at a unit bound `1e-8` is.
11386 #[test]
11387 fn the_declared_box_conjunct_is_relative_to_each_bounds_magnitude() {
11388 let (lo, up) = (-1e19, 1e19);
11389 let rel = |x: &[Number], l: &[Number], u: &[Number]| {
11390 declared_box_relative_violation(x, l, u, lo, up)
11391 };
11392 let ub: Number = 1e6;
11393 let pinned: Number = ub + 1e-4; // on the widened bound (`constr_viol_tol` cap)
11394 let one_ulp_out = f64::from_bits(pinned.to_bits() + 1);
11395 assert!(
11396 one_ulp_out - pinned > 1e-12,
11397 "premise: an ulp of 1e6 exceeds 1e-12"
11398 );
11399 let (l, u) = (vec![0.0], vec![ub]);
11400 let base = rel(&[pinned], &l, &u);
11401 assert!(retry_keeps_declared_box(base, rel(&[one_ulp_out], &l, &u)));
11402 // The absolute rule this replaces declined exactly that pair.
11403 assert!(one_ulp_out - ub > (pinned - ub) + 1e-12);
11404 let genuine = rel(&[ub + 9.9995e-5], &l, &u);
11405 let base_genuine = rel(&[ub + 9.7494e-5], &l, &u);
11406 assert!(!retry_keeps_declared_box(base_genuine, genuine));
11407 // Unit bound: the widening's own size is refused, rounding is not.
11408 let (l1, u1) = (vec![0.0], vec![1.0]);
11409 assert!(!retry_keeps_declared_box(0.0, rel(&[1.0 + 1e-8], &l1, &u1)));
11410 assert!(retry_keeps_declared_box(
11411 0.0,
11412 rel(&[f64::from_bits(1.0f64.to_bits() + 1)], &l1, &u1)
11413 ));
11414 // Lower bounds, sentinels, and single-point boxes.
11415 assert_eq!(rel(&[-2e-4], &[-1e4], &[1e19]), 0.0);
11416 assert!(rel(&[-1e4 - 1e-4], &[-1e4], &[1e19]) > 0.0);
11417 assert_eq!(rel(&[5.0], &[-1e19], &[1e19]), 0.0);
11418 assert_eq!(rel(&[0.5 + 1e-8], &[0.5], &[0.5]), 0.0);
11419 assert!(rel(&[1.0], &[0.0, 0.0], &[1.0, 1.0]).is_nan());
11420 // `NaN` is "not measured".
11421 assert!(retry_keeps_declared_box(Number::NAN, Number::NAN));
11422 assert!(!retry_keeps_declared_box(0.0, Number::NAN));
11423 }
11424
11425 /// Rule 2: an objective *improvement* bought with primal slack.
11426 ///
11427 /// `scholtes4` (`benchmarks/mpcc/cases.py`, and now a CLI fixture) has
11428 /// `f* = 0` exactly -- for the MPCC and for the smooth lowering alike,
11429 /// since `x1*x2 = 0` forces one of them to zero, hence `x3 <= 0`, hence
11430 /// `f = x1 - x3 >= 0`. The retry reports `-6.61e-05`, which no feasible
11431 /// point reaches, by moving the complementarity row 16 orders further
11432 /// out. Rule 1 cannot see it: the objective got *better*.
11433 #[test]
11434 fn an_improvement_bought_with_primal_slack_is_refused() {
11435 assert!(!admissible(
11436 1.8175997416e-9,
11437 2.07e-25,
11438 -6.6088333055e-5,
11439 1.09e-9
11440 ));
11441 // The same numbers with the primal *held* would be admissible --
11442 // this is the conjunct that refuses it, not the objective move.
11443 assert!(admissible(
11444 1.8175997416e-9,
11445 2.07e-25,
11446 -6.6088333055e-5,
11447 2.07e-25
11448 ));
11449 }
11450
11451 /// The window the tolerance sits in, from both sides, so it is a
11452 /// checkable claim rather than a fitted constant: the smallest move
11453 /// that must be admitted is `qpec_small`'s `5.8e-11` and the smallest
11454 /// that must be refused is `r201`'s `0.198`, four and five orders
11455 /// away from `acceptable_tol` on either side.
11456 #[test]
11457 fn the_objective_tolerance_is_not_fitted_to_one_model() {
11458 let admit = 5.835e-11;
11459 let refuse = 0.198;
11460 assert!(admit < ACCEPT / 1.0e4, "{admit} is not well inside");
11461 assert!(refuse > ACCEPT * 1.0e4, "{refuse} is not well outside");
11462 // Scale-relative above 1, absolute below it -- the same
11463 // convention `sigma_forward_error_is_small` uses for `norm(x)`.
11464 assert!(admissible(1.0e6, 0.0, 1.0e6 + 0.5, 0.0));
11465 assert!(!admissible(1.0e6, 0.0, 1.0e6 + 5.0, 0.0));
11466 }
11467
11468 /// gh#983 item 4: `x*y == 0` from `(0.3, 0.3)`. The base attempt sits at
11469 /// `f = 2` with a violation of `3e-38` and an unscaled dual infeasibility
11470 /// of `1.4e9`; the retry reaches `f = 1` at `1.96e-13`, six orders inside
11471 /// `constr_viol_tol`. Rule 2 compared the two violations bare and refused
11472 /// it. The floor admits arithmetic noise and nothing above it: the
11473 /// scholtes4 row (`1.09e-9`) is refused in the same breath.
11474 #[test]
11475 fn a_retry_violation_at_the_noise_floor_does_not_block_an_improvement() {
11476 assert!(retry_answer_is_admissible(
11477 2.0, 3.037e-38, 1.0, 1.9584e-13, ACCEPT, MIN
11478 ));
11479 assert!(retry_answer_is_admissible(
11480 -2.0, 3.037e-38, -1.0, 1.9584e-13, ACCEPT, MAX
11481 ));
11482 // Just above the floor is still slack.
11483 assert!(!retry_answer_is_admissible(
11484 2.0,
11485 3.037e-38,
11486 1.0,
11487 RETRY_VIOL_NOISE_FLOOR * 10.0,
11488 ACCEPT,
11489 MIN
11490 ));
11491 // ... and rule 1 is untouched by the floor.
11492 assert!(!retry_answer_is_admissible(
11493 1.0, 3.037e-38, 2.0, 1.0e-13, ACCEPT, MIN
11494 ));
11495 }
11496
11497 /// The audit input with every measurement given and the defaults for
11498 /// the rest (`tol 1e-8`, `acceptable_tol 1e-6`, threshold `1e-4`).
11499 #[allow(clippy::too_many_arguments)]
11500 fn audit_in(
11501 tol: Number,
11502 obj_scale: Number,
11503 rescaled: Number,
11504 start_grad: Number,
11505 final_grad: Number,
11506 kkt: Number,
11507 compl: Number,
11508 th: Number,
11509 ) -> ScaleAuditInput {
11510 ScaleAuditInput {
11511 tol,
11512 obj_scale,
11513 rescaled_obj_scale: rescaled,
11514 start_grad_max: start_grad,
11515 final_grad_max: final_grad,
11516 unscaled_kkt: kkt,
11517 unscaled_compl: compl,
11518 acceptable_tol: 1e-6,
11519 masked_threshold: th,
11520 warm_start: false,
11521 }
11522 }
11523
11524 /// `audit_in` for a warm start (`warm_start_init_point=yes`).
11525 #[allow(clippy::too_many_arguments)]
11526 fn audit_in_warm(
11527 tol: Number,
11528 obj_scale: Number,
11529 rescaled: Number,
11530 start_grad: Number,
11531 final_grad: Number,
11532 kkt: Number,
11533 compl: Number,
11534 th: Number,
11535 ) -> ScaleAuditInput {
11536 ScaleAuditInput {
11537 warm_start: true,
11538 ..audit_in(
11539 tol, obj_scale, rescaled, start_grad, final_grad, kkt, compl, th,
11540 )
11541 }
11542 }
11543
11544 /// gh#983 / CI: a warm start is an answer, so its gradient -- and the
11545 /// returned point's -- carry the model's scale only above the barrier
11546 /// level. Both branches of the warm rule need a row: the session's
11547 /// interior optimum (gradient at the complementarity) stays out, and the
11548 /// reactor warm-started at its answer (gradient `4e3` times it) is still
11549 /// up-scaled.
11550 #[test]
11551 fn a_warm_start_at_an_answer_is_not_read_as_a_tiny_objective() {
11552 let th = 1e-4;
11553 let t = |inp| scale_audit_trigger(inp);
11554 // `cold_then_warm_through_presolve`'s warm re-solve, measured.
11555 assert_eq!(
11556 t(audit_in_warm(
11557 1e-8, 1.0, 1.0, 1.0e-11, 3.726e-9, 3.72e-9, 3.72e-9, th
11558 )),
11559 None
11560 );
11561 // The same numbers on a cold start are the tiny-objective signature:
11562 // the rule is the warm start's, not a change to the cold branch.
11563 assert!(matches!(
11564 t(audit_in(
11565 1e-8, 1.0, 1.0, 1.0e-11, 3.726e-9, 3.72e-9, 3.72e-9, th
11566 )),
11567 Some(ScaleAudit::Upscale(_))
11568 ));
11569 // The reactor (fs = 1e-6) warm-started from its answer: the active
11570 // bound's multiplier keeps the gradient at 1e-5, the model's scale.
11571 match t(audit_in_warm(
11572 1e-8, 1.0, 1.0, 1e-5, 1e-5, 2.5e-9, 2.5e-9, th,
11573 )) {
11574 Some(ScaleAudit::Upscale(k)) => assert!((k - 1e5).abs() < 1.0),
11575 other => panic!("{other:?}"),
11576 }
11577 // A barrier-level seed does not mask an answer that carries scale.
11578 assert!(matches!(
11579 t(audit_in_warm(
11580 1e-8, 1.0, 1.0, 1e-11, 1e-5, 2.5e-9, 2.5e-9, th
11581 )),
11582 Some(ScaleAudit::Upscale(_))
11583 ));
11584 // The re-scale branch does not read the gradient scale at all.
11585 assert_eq!(
11586 t(audit_in_warm(
11587 1e-8, 3e-7, 1.0, 3e8, 2.9e-2, 2.9e-2, 1e-9, th
11588 )),
11589 Some(ScaleAudit::Rescale)
11590 );
11591 }
11592
11593 /// gh#983: the audit's trigger branches on *which* scaling defect shows,
11594 /// and each branch needs its own row.
11595 #[test]
11596 fn the_scale_audit_trigger_takes_each_branch_and_neither_by_default() {
11597 let th = 1e-4;
11598 let t = |inp| scale_audit_trigger(inp);
11599 // Frozen factor, non-stationary in the model's own units, and the
11600 // factor re-evaluated at the returned point (gradient 2.9e-2 -> 1) is
11601 // seven orders from the frozen one: re-scale.
11602 assert_eq!(
11603 t(audit_in(1e-8, 3e-7, 1.0, 3e8, 2.9e-2, 2.9e-2, 1e-9, th)),
11604 Some(ScaleAudit::Rescale)
11605 );
11606 // gh#983 review item 2(b): the same masked certificate on a
11607 // legitimately large objective (`hs71 x 1e8`) re-evaluates to the
11608 // factor it already has -- the re-solve would be the same solve.
11609 assert_eq!(
11610 t(audit_in(1e-8, 2.2e-7, 2.4e-7, 4.6e8, 4.2e8, 3e-6, 1e-9, th)),
11611 None
11612 );
11613 // Tiny gradient, complementarity 2.5e-4 of it (the reactor, fs = 1e-6).
11614 match t(audit_in(1e-8, 1.0, 1.0, 1e-5, 1e-5, 2.5e-9, 2.5e-9, th)) {
11615 Some(ScaleAudit::Upscale(k)) => assert!((k - 1e5).abs() < 1.0),
11616 other => panic!("{other:?}"),
11617 }
11618 // gh#983 review item 4: no band without a signal. fs = 3e-5 (gradient
11619 // 3e-4, relative complementarity 8.4e-6) and fs = 1e-3 (2.5e-7) are
11620 // both re-solved now; fs = 1 is left alone.
11621 assert!(matches!(
11622 t(audit_in(1e-8, 1.0, 1.0, 3e-4, 3e-4, 2.5e-9, 2.5e-9, th)),
11623 Some(ScaleAudit::Upscale(_))
11624 ));
11625 assert!(matches!(
11626 t(audit_in(1e-8, 1.0, 1.0, 1e-2, 1e-2, 2.5e-9, 2.5e-9, th)),
11627 Some(ScaleAudit::Upscale(_))
11628 ));
11629 assert_eq!(
11630 t(audit_in(1e-8, 1.0, 1.0, 10.0, 10.0, 2.5e-9, 2.5e-9, th)),
11631 None
11632 );
11633 // A gradient in [0.1, 1): the signature, but an up-scale below the
11634 // material factor -- warn, do not re-solve.
11635 assert_eq!(
11636 t(audit_in(1e-8, 1.0, 1.0, 0.5, 0.5, 1e-6, 1e-6, th)),
11637 Some(ScaleAudit::SmallObjective)
11638 );
11639 // gh#983 review item 2(a): a start near a stationary point
11640 // (`grad f(x0) = 2e-7`) is not a tiny objective when the gradient at
11641 // the answer is 1.
11642 assert_eq!(
11643 t(audit_in(1e-8, 1.0, 1.0, 2e-7, 1.0, 2.5e-9, 2.5e-9, th)),
11644 None
11645 );
11646 // A start measured at a stationary point (gradient exactly 0) carries
11647 // no scale: the audit stays out however small the answer's gradient.
11648 assert_eq!(
11649 t(audit_in(1e-8, 1.0, 1.0, 0.0, 2e-4, 6e-3, 2.5e-9, th)),
11650 None
11651 );
11652 // An unmeasured start (caller-owned scaling) defers to the answer.
11653 assert!(matches!(
11654 t(audit_in(
11655 1e-8,
11656 f64::NAN,
11657 f64::NAN,
11658 f64::NAN,
11659 1e-5,
11660 2.5e-9,
11661 2.5e-9,
11662 th
11663 )),
11664 Some(ScaleAudit::Upscale(_))
11665 ));
11666 // A big gradient never up-scales, whatever the complementarity.
11667 assert_eq!(
11668 t(audit_in(1e-8, 1.0, 1.0, 50.0, 50.0, 1e-3, 1e-3, th)),
11669 None
11670 );
11671 // An extreme factor at a stationary point is the honest case.
11672 assert_eq!(
11673 t(audit_in(1e-8, 1e-8, 1e-8, 1e9, 1e9, 1e-9, 1e-12, th)),
11674 None
11675 );
11676 // The masked opt-out (threshold 0) disables the re-scale branch.
11677 assert_eq!(
11678 t(audit_in(1e-8, 3e-7, 1.0, 3e8, 2.9e-2, 2.9e-2, 1e-9, 0.0)),
11679 None
11680 );
11681 // A caller who loosened tol asked for the complementarity they got.
11682 assert_eq!(
11683 t(audit_in(5e-2, 1.0, 1.0, 1e-5, 1e-5, 1e-2, 1e-2, th)),
11684 None
11685 );
11686 // NaN stays quiet.
11687 let nan = f64::NAN;
11688 assert_eq!(t(audit_in(1e-8, nan, nan, nan, nan, nan, nan, th)), None);
11689 // The upscale is capped.
11690 match t(audit_in(1e-8, 1.0, 1.0, 1e-14, 1e-14, 1.0, 1.0, th)) {
11691 Some(ScaleAudit::Upscale(k)) => assert_eq!(k, SCALE_AUDIT_MAX_UPSCALE),
11692 other => panic!("{other:?}"),
11693 }
11694 }
11695
11696 /// gh#1000 (II.22): the roundoff exemption, on the measured population
11697 /// named in `UNSCALED_DUAL_ROUNDOFF_ULPS`'s doc.
11698 #[test]
11699 fn a_residual_at_the_roundoff_floor_of_its_terms_is_not_a_miss() {
11700 // Pump network at H0_max 148: 1.6 ulps of its terms.
11701 assert!(unscaled_dual_inf_is_roundoff(5.54e-3, 1.57e13));
11702 assert!(unscaled_dual_inf_is_roundoff(7.39e-3, 2.66e13));
11703 // The downgrades that are right keep it: Haverly, the process
11704 // network's T2 and S2+T2 subproblems, the eps-perspective root, and
11705 // the gh#983 cusp.
11706 assert!(!unscaled_dual_inf_is_roundoff(1.33e-2, 6.6e10));
11707 assert!(!unscaled_dual_inf_is_roundoff(0.5, 7.55e11));
11708 assert!(!unscaled_dual_inf_is_roundoff(6.25e-2, 3.21e11));
11709 assert!(!unscaled_dual_inf_is_roundoff(3.92e-3, 5.03e9));
11710 assert!(!unscaled_dual_inf_is_roundoff(0.144, 3.55e9));
11711 // No scale measured: keep the downgrade.
11712 assert!(!unscaled_dual_inf_is_roundoff(5.54e-3, f64::NAN));
11713 assert!(!unscaled_dual_inf_is_roundoff(5.54e-3, 0.0));
11714 assert!(!unscaled_dual_inf_is_roundoff(f64::NAN, 1e13));
11715 }
11716
11717 /// gh#983 review item 7: one warning per code.
11718 #[test]
11719 fn a_warning_code_is_attached_at_most_once() {
11720 let mut w = vec!["unscaled_dual_inf_above_acceptable: downgraded".to_string()];
11721 push_warning_once(
11722 &mut w,
11723 "unscaled_dual_inf_above_acceptable: verify in your units".to_string(),
11724 );
11725 push_warning_once(&mut w, "large_dual_scale: terms of 1e9".to_string());
11726 assert_eq!(w.len(), 2, "{w:?}");
11727 assert!(w[0].ends_with("downgraded"));
11728 }
11729
11730 /// gh#983: the structured warnings, by code, on success verdicts only.
11731 #[test]
11732 fn quality_warnings_carry_a_code_and_only_on_success_verdicts() {
11733 use ApplicationReturnStatus::*;
11734 // The cusp: multipliers 3.5e9, residual 0.144.
11735 let w = quality_warnings(SolveSucceeded, 0.144, 3.55e9, 1.0, 1e-6, false);
11736 assert!(
11737 w.iter().any(|m| m.starts_with("large_dual_scale:")),
11738 "{w:?}"
11739 );
11740 assert!(
11741 w.iter()
11742 .any(|m| m.starts_with("unscaled_dual_inf_above_acceptable:")),
11743 "{w:?}"
11744 );
11745 // orthrds2-like: scale 1.6e10, residual 89.7 -> only the scale caveat
11746 // and the absolute one; never a status change (the function returns
11747 // text, not a verdict).
11748 let w = quality_warnings(SolveSucceeded, 89.7, 1.6e10, 1.0, 1e-6, false);
11749 assert!(w.iter().any(|m| m.starts_with("large_dual_scale:")));
11750 assert!(!w.iter().any(|m| m.contains("bound_relax_factor")), "{w:?}");
11751 // gh#1000: under bound_relax_factor = 0 the caveat names the option.
11752 let w = quality_warnings(SolveSucceeded, 89.7, 1.6e10, 1.0, 1e-6, true);
11753 assert!(
11754 w.iter()
11755 .any(|m| m.starts_with("large_dual_scale:") && m.contains("bound_relax_factor = 0")),
11756 "{w:?}"
11757 );
11758 // A clean point has none.
11759 assert!(quality_warnings(SolveSucceeded, 1e-9, 5.0, 1.0, 1e-6, false).is_empty());
11760 // A large objective with a stationary residual is not a failed CQ.
11761 assert!(quality_warnings(SolveSucceeded, 2.9e-7, 1.46e9, 1.0, 1e-6, false).is_empty());
11762 // 5e-4 is below the warning bar even though it exceeds acceptable_tol.
11763 assert!(quality_warnings(SolveSucceeded, 5e-4, 5.0, 1.0, 1e-6, false).is_empty());
11764 // Failures carry no success caveat.
11765 assert!(quality_warnings(RestorationFailed, 0.144, 3.55e9, 1.0, 1e-6, false).is_empty());
11766 assert!(quality_warnings(SolveSucceeded, f64::NAN, f64::NAN, 1.0, 1e-6, false).is_empty());
11767 }
11768
11769 /// gh#983 item 5: flooring an attempt must floor everything a solve
11770 /// report reads off the statistics, the iteration count and the row table
11771 /// included, or the report describes the declined retry.
11772 #[test]
11773 fn the_certificate_floor_carries_the_iteration_trace() {
11774 use pounce_nlp::solve_statistics::{IterRecord, SolveStatistics};
11775 let mut base = SolveStatistics::new();
11776 base.iteration_count = 64;
11777 base.iterations = vec![IterRecord::default(); 3];
11778 base.num_obj_evals = 159;
11779 base.restoration_calls = 2;
11780 let floor = SolutionCertificate::of(&base);
11781 let mut retry = SolveStatistics::new();
11782 retry.iteration_count = 15;
11783 retry.iterations = vec![IterRecord::default(); 15];
11784 retry.num_obj_evals = 86;
11785 floor.restore_into(&mut retry);
11786 assert_eq!(retry.num_obj_evals, 159);
11787 assert_eq!(retry.restoration_calls, 2);
11788 assert_eq!(retry.iteration_count, 64);
11789 assert_eq!(retry.iterations.len(), 3);
11790 }
11791
11792 /// An infeasible base attempt is not a point worth protecting, so
11793 /// both rules stand down and the certificate conjuncts decide alone.
11794 /// R2: `obj_scaling_factor < 0` poses a maximization, and
11795 /// `final_objective` is the user's **signed** objective, so both rules
11796 /// have to follow the sense. This is the table above with every
11797 /// objective negated: the same three answers must be refused and the
11798 /// same one admitted, with `MAX` instead of `MIN`.
11799 ///
11800 /// Without the normalization each row flips — rule 1 starts refusing
11801 /// genuine improvements (a regression against the behaviour before the
11802 /// conjunct existed) and rule 2 starts admitting strictly worse
11803 /// answers, which is the class it was added to block.
11804 #[test]
11805 fn the_rules_follow_the_objective_sense() {
11806 // qpec_small, mirrored: the retry is worse by 5.8e-11, well inside
11807 // the tolerance, so it is still admitted.
11808 assert!(retry_answer_is_admissible(
11809 -3.586e-28, 1.11e-16, -5.835e-11, 5.47e-12, ACCEPT, MAX
11810 ));
11811 // r116, mirrored: +13.0057 given up for +1.2072 is now a *worse*
11812 // maximum, and rule 1 must still refuse it.
11813 assert!(!retry_answer_is_admissible(
11814 1.3005680756e1,
11815 2.22e-16,
11816 1.2072337962e0,
11817 4.55e-13,
11818 ACCEPT,
11819 MAX
11820 ));
11821 // scholtes4, mirrored: +6.6088e-05 is now an improvement bought
11822 // with primal slack, and rule 2 must still refuse it.
11823 assert!(!retry_answer_is_admissible(
11824 -1.8175997416e-9,
11825 2.07e-25,
11826 6.6088333055e-5,
11827 1.09e-9,
11828 ACCEPT,
11829 MAX
11830 ));
11831 // ... and the same improvement with the primal held is admitted.
11832 assert!(retry_answer_is_admissible(
11833 -1.8175997416e-9,
11834 2.07e-25,
11835 6.6088333055e-5,
11836 2.07e-25,
11837 ACCEPT,
11838 MAX
11839 ));
11840 }
11841
11842 /// The mirror of the above, stated as the property rather than the
11843 /// rows: negating both objectives and flipping the sense must leave
11844 /// every verdict unchanged.
11845 #[test]
11846 fn negating_the_objective_and_the_sense_is_inert() {
11847 for &(bo, bv, ro, rv) in &[
11848 (3.586e-28, 1.11e-16, 5.835e-11, 5.47e-12),
11849 (-1.3005680756e1, 2.22e-16, -1.2072337962e0, 4.55e-13),
11850 (1.8175997416e-9, 2.07e-25, -6.6088333055e-5, 1.09e-9),
11851 (1.8175997416e-9, 2.07e-25, -6.6088333055e-5, 2.07e-25),
11852 (-1.0e3, 1.0e-2, 0.0, 1.0e-12),
11853 ] {
11854 assert_eq!(
11855 retry_answer_is_admissible(bo, bv, ro, rv, ACCEPT, MIN),
11856 retry_answer_is_admissible(-bo, bv, -ro, rv, ACCEPT, MAX),
11857 "verdict moved under (obj, sense) -> (-obj, -sense) at {bo:e}/{ro:e}"
11858 );
11859 }
11860 }
11861
11862 #[test]
11863 fn an_infeasible_base_attempt_protects_nothing() {
11864 assert!(admissible(-1.0e3, 1.0e-2, 0.0, 1.0e-12));
11865 // ... and what cannot be measured is refused, not admitted, the
11866 // same way `runaway_is_the_whole_residual` treats a NaN.
11867 assert!(admissible(Number::NAN, 0.0, 0.0, 0.0));
11868 assert!(!admissible(0.0, 0.0, Number::NAN, 0.0));
11869 assert!(!admissible(0.0, 0.0, -1.0, Number::NAN));
11870 }
11871}