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
944/// Smallest `n + m` at which `algorithm=active-set-sqp` starts from the
945/// interior point; see [`IpoptApplication::sqp_auto_handover`]. The fixture
946/// corpus (largest model 813 variables) sits far below it.
947pub const AUTO_HANDOVER_MIN_DIM: usize = 5_000;
948
949pub struct IpoptApplication {
950 options: OptionsList,
951 /// Diagnostics from the safeguarded `least_square_init_primal`
952 /// initializer step of the most recent solve (gh#605). `None` when
953 /// the step was not run. Read with
954 /// [`Self::least_square_init_report`].
955 least_square_init_report: Option<crate::init::default::LeastSquareInitReport>,
956 /// Per-variable scaling factors applied by the wrapper installed in
957 /// [`Self::optimize_tnlp`] (gh#486). Recorded so consumers that read
958 /// the algorithm's own iterate rather than the `finalize_solution`
959 /// payload — the CLI's `on_converged` hook feeding the `.sol` and
960 /// the JSON report — can undo the substitution. `None` when no
961 /// variable scaling was applied.
962 variable_scaling: RefCell<Option<Vec<Number>>>,
963 /// Whether the most recent `optimize_constrained` ran with per-row
964 /// constraint scaling active (`c_scale_vec`/`d_scale_vec` present).
965 ///
966 /// Read by [`Self::run_l1_penalty_outer_loop`], which measures the
967 /// user's rows in the model's own units and so may only write that
968 /// number into the `final_unscaled_*` family. `SolveStatistics`
969 /// documents `final_*` as the internally-scaled residuals and
970 /// `final_unscaled_*` as the same quantities in original units,
971 /// *equal when no scaling is active* — so the measurement may be
972 /// mirrored into the scaled family exactly when this is `false`
973 /// (gh#794 review). `None` when no solve has run.
974 row_scaling_active: std::cell::Cell<Option<bool>>,
975 /// Whether the submitted TNLP has already been explicitly wrapped by the
976 /// caller's presolve layer.
977 presolve_already_applied: bool,
978 reg_options: Rc<RegisteredOptions>,
979 journalist: Rc<Journalist>,
980 statistics: RefCell<SolveStatistics>,
981 /// Shared per-subsystem timing accumulator. Re-created at the top of
982 /// every solve (so back-to-back `optimize_tnlp` calls don't bleed
983 /// timings across invocations) and handed to the data, the NLP, and
984 /// any other consumer via `Rc`. Reported by [`Self::timing_stats`]
985 /// after the solve completes.
986 timing: RefCell<Rc<TimingStatistics>>,
987 /// Optional override factory for the symmetric linear-solver
988 /// backend. When `None`, we ship the workspace default (MA57 via
989 /// `pounce-hsl`). Tests can plug a stub via [`Self::set_linear_backend_factory`].
990 linear_backend_factory: Option<LinearBackendFactory>,
991 /// Optional factory for the restoration phase. Lives outside this
992 /// crate because `pounce-algorithm` cannot depend on
993 /// `pounce-restoration` (the dep edge is the other way). Callers
994 /// that need restoration plug a factory via
995 /// [`Self::set_restoration_factory`]; when unset, the outer
996 /// algorithm runs without a restoration fallback and surfaces
997 /// `RestorationFailure` as soon as the line-search would otherwise
998 /// jump into restoration.
999 restoration_factory: Option<RestorationFactory>,
1000 /// Shared diagnostic-dump state, installed by the CLI when the
1001 /// user passes `--dump <cat>:<spec>`. When set, the application
1002 /// propagates an `Rc<DiagnosticsState>` into [`IpoptAlgorithm`]
1003 /// via [`IpoptAlgorithm::with_diagnostics`] so the KKT solver and
1004 /// other dump sites can consult per-iter gating.
1005 diagnostics: Option<Rc<DiagnosticsState>>,
1006 /// Optional interactive debugger hook. When set, it is moved into
1007 /// the main [`IpoptAlgorithm`] for the next `optimize_*` call via
1008 /// [`IpoptAlgorithm::with_debug_hook`], so a REPL or agent can pause
1009 /// at each iteration to inspect / mutate live state. Consumed on use
1010 /// (one solve per installed hook).
1011 debug_hook: Option<std::rc::Rc<std::cell::RefCell<dyn crate::debug::DebugHook>>>,
1012 /// Provider for the BNW outer loop (pounce#10 Phase 3). When set,
1013 /// `optimize_constrained` consults the provider before each inner
1014 /// solve, replacing `restoration_factory` with a fresh one so
1015 /// multi-pass drivers can run the inner IPM repeatedly without
1016 /// tripping the default factory's one-shot guard.
1017 restoration_factory_provider: Option<RestorationFactoryProvider>,
1018 /// Optional hook fired once per `optimize_*` call on convergence,
1019 /// before the user TNLP's `finalize_solution`. See
1020 /// [`ConvergedCallback`].
1021 on_converged: Option<ConvergedCallback>,
1022 /// Re-evaluate `W` at the converged point before `on_converged` fires.
1023 /// See [`Self::set_on_converged_refreshes_hessian`].
1024 on_converged_refreshes_hessian: bool,
1025 /// Ids handed out so far to `on_converged` firings; the next firing gets
1026 /// one more. Never reset, so an id is unique over the application's life.
1027 /// See [`IpoptData::on_converged_id`](crate::ipopt_data::IpoptData).
1028 on_converged_fired: std::cell::Cell<u64>,
1029 /// When `true`, the per-iteration `IterRecord` trajectory is
1030 /// captured into [`SolveStatistics::iterations`] for downstream
1031 /// consumers (the JSON solve report in pounce-cli, pounce#8). Off
1032 /// by default so library callers that never read the iterations
1033 /// vector don't pay the per-iter alloc.
1034 record_iter_history: bool,
1035 /// Whether [`Self::initialize_with_option_file`] ran — i.e. whether
1036 /// anything on this application actually consulted
1037 /// `option_file_name` and resolved it to a file. Only the `pounce`
1038 /// CLI does; a library caller sets its options directly. The guard
1039 /// in [`Self::unhonored_option_file_name`] reads this so that
1040 /// setting the option on a surface that cannot honor it is refused
1041 /// rather than dropped (gh#518).
1042 option_file_resolved: bool,
1043 /// Whether this caller can route a model to the convex LP/QP/SOCP
1044 /// engines — i.e. whether the `qp_*` knobs those engines read
1045 /// configure anything here. Only the `pounce` CLI can (it owns the
1046 /// `.nl` structure extraction that classifies a model), and it says
1047 /// so via [`Self::set_convex_routing_available`]. The guard in
1048 /// [`Self::unhonored_convex_option`] reads this, on the same
1049 /// contract as `option_file_resolved` above (gh#604).
1050 convex_routing_available: bool,
1051 /// Whether the backend-knob warnings (gh#551) have already been
1052 /// printed for this application. The CLI emits them before routing —
1053 /// a convex model never reaches `optimize_tnlp` — and `optimize_tnlp`
1054 /// emits them for every other frontend; without this flag a CLI run
1055 /// would print each line twice, which is how a warning teaches its
1056 /// reader to skip it.
1057 backend_warnings_emitted: bool,
1058 /// Shared sink that the linear-solver backend writes a rolling
1059 /// [`LinearSolverSummary`] into after every factor. Reset at the
1060 /// top of every solve (so back-to-back `optimize_tnlp` calls don't
1061 /// bleed stats across invocations) and read out via
1062 /// [`Self::linear_solver_summary`] once the solve returns. Only
1063 /// the workspace-default FERAL backend (via
1064 /// [`default_backend_factory_with_sink`]) wires the sink today;
1065 /// custom factories plugged through [`Self::set_linear_backend_factory`]
1066 /// and the HSL MA57 backend leave the sink empty.
1067 linsol_summary_sink: Arc<Mutex<LinearSolverSummary>>,
1068 /// Companion to [`Self::linsol_summary_sink`] for the restoration
1069 /// phase's sub-solves. The frontends that wire a restoration factory
1070 /// install it via [`Self::restoration_summary_sink`]; it is reset with
1071 /// the main sink and surfaces as [`LinearSolverSummary::restoration`].
1072 resto_linsol_summary_sink: Arc<Mutex<LinearSolverSummary>>,
1073 /// The block-parallel KKT partition this solve resolved, published for
1074 /// the restoration sub-IPM (structured-KKT Phase 5b). Restoration's inner
1075 /// builder is minted by the frontend *before* the solve — before the KKT
1076 /// layout, and so the mapping onto it, exists — so the labels cannot be
1077 /// installed on it directly. They are written here as the outer algorithm
1078 /// is built and read when restoration runs. `AugRestoSystemSolver` reduces
1079 /// the restoration KKT onto the original 4-block system before delegating,
1080 /// so the matrix the inner solver factors is the one these labels
1081 /// describe. Reset with the sinks at the top of every solve.
1082 kkt_blocks_published: crate::alg_builder::KktBlocksCell,
1083 /// Shared tally of successful linear-solver quality escalations for
1084 /// the current solve (gh#857). Handed to every `AlgorithmBuilder`
1085 /// this application mints — [`Self::algorithm_builder_from_options`]
1086 /// and [`Self::algorithm_builder_snapshot`] — which is how the
1087 /// restoration sub-solve counts into the same total: each frontend
1088 /// builds the restoration provider's inner builder from
1089 /// `algorithm_builder_from_options`, so it receives this same `Rc`
1090 /// without any frontend having to know the counter exists.
1091 ///
1092 /// Reset at the top of every solve, beside the linear-solver summary
1093 /// sink and for the same reason: a second-opinion retry, or two
1094 /// back-to-back `optimize_tnlp` calls, must not inherit the previous
1095 /// solve's count. Read out into
1096 /// [`SolveStatistics::quality_escalations`] once the solve returns.
1097 quality_escalations: Rc<std::cell::Cell<u64>>,
1098 /// gh#990: the `mu_strategy` value in the option table was written by a
1099 /// POUNCE frontend (the Python no-`hessian` path pins `monotone`), not by
1100 /// the caller. See [`Self::mark_mu_strategy_pounce_chosen`].
1101 mu_strategy_pounce_chosen: bool,
1102 /// gh#884. Set when the running [`IpoptAlgorithm`] observed the
1103 /// biactive dual-divergence signature — a converged primal, a step
1104 /// that has gone to zero on a scale-relative measure, and an
1105 /// *unscaled* dual infeasibility still far above `dual_inf_tol`, all
1106 /// at the same iterate.
1107 ///
1108 /// Read out of the algorithm once `optimize_constrained` returns, so
1109 /// [`Self::run_with_dual_divergence_retry`] — which sits above that
1110 /// call — can see it. Reset at the top of every solve for the same
1111 /// reason as `quality_escalations`: a retry must not inherit the
1112 /// previous attempt's verdict. Also copied into
1113 /// [`SolveStatistics::dual_divergence_signature`].
1114 dual_divergence_signature: std::cell::Cell<bool>,
1115 /// gh#990 item 3: the derivative checker's structured result for the
1116 /// current solve; copied onto the statistics when the solve finishes.
1117 derivative_check: RefCell<Option<pounce_nlp::derivative_test::DerivativeCheckSummary>>,
1118 /// gh#990 item 13: some attempt of this run refused a termination
1119 /// certificate the objective scaling had masked (strict, acceptable).
1120 /// Sticky across the attempts a retry driver spends, like
1121 /// `dual_divergence_signature`: the returned run is often a re-solve, and
1122 /// the decision that led to it belongs on the record.
1123 obj_scale_refused: std::cell::Cell<(bool, bool)>,
1124 /// gh#884. Set when a dual-divergence retry actually replaced the base
1125 /// attempt's answer. Copied into
1126 /// [`SolveStatistics::dual_divergence_retry_promoted`].
1127 dual_divergence_retry_promoted: std::cell::Cell<bool>,
1128 /// gh#1042 C1. What the `mu_strategy_fallback` retry did in this solve,
1129 /// if it ran. Copied into [`SolveStatistics::mu_strategy_fallback`] by
1130 /// every attempt that follows it, and written into the statistics
1131 /// directly once the retry has decided — so a promoted re-solve no
1132 /// longer hides the first attempt's verdict and cost.
1133 mu_strategy_fallback_record: RefCell<Option<pounce_nlp::MuStrategyFallbackRecord>>,
1134 /// Set when a losing retry's answer was thrown away and an earlier
1135 /// attempt's replayed through `FinalizeSnapshot::replay` — by the μ
1136 /// fallback (pounce#870) or the gh#884 dual-divergence retry.
1137 ///
1138 /// It exists because [`Self::set_on_converged`] fires **per attempt**
1139 /// and the floor does not reach it. A losing retry that reached
1140 /// `Solve_Succeeded` has already run the callback, so a consumer
1141 /// capturing the converged iterate there — the CLI's `nominal_capture`,
1142 /// which is where `.sol` `x`, the JSON's `solution.x` and the dual
1143 /// block all come from — holds the *discarded* attempt's point while
1144 /// the status, objective and every statistic beside it have been
1145 /// floored back to the attempt that won. Measured before this flag
1146 /// existed: on a declined retry the `.sol` carried `f = -6.3274` while
1147 /// the JSON report next to it said `-6.1768`, and `pounce verify` on
1148 /// the `.sol` confirmed the file held the losing point.
1149 ///
1150 /// The `finalize_solution` payload does not have this problem — the
1151 /// replay *is* a `finalize_solution` call, so the last one always
1152 /// carries the answer being reported — which is why the fix is to tell
1153 /// the caller "prefer that payload", not to re-run the callback (the
1154 /// converged KKT state the callback borrows belongs to the retry by
1155 /// then, and cannot be rewound). Consumers of that state select the
1156 /// reported attempt's firing through [`Self::reported_on_converged_id`].
1157 answer_restored_from_floor: std::cell::Cell<bool>,
1158 /// Set only for the duration of the gh#983 scale audit's re-solve: the
1159 /// interior-point arm then widens the inequality rows by
1160 /// `bound_relax_factor` as usual but leaves the **variable box as the
1161 /// caller declared it** (`OrigIpoptNlp::relax_bounds_keeping_box`). See
1162 /// `run_scale_retry` for why.
1163 retry_keeps_declared_box: std::cell::Cell<bool>,
1164 /// The payload of the most recent `finalize_solution` POUNCE sent to the
1165 /// user's TNLP, so a second-opinion retry that loses can put the winning
1166 /// attempt's answer back (pounce#870).
1167 ///
1168 /// Written by [`finalize_via_orig_nlp`] and [`finalize_via_sqp`], which are
1169 /// free functions and so take this as a sink rather than reaching for
1170 /// `self`, and by [`Self::restore_floor`] when a floor is replayed, so it
1171 /// always holds the answer currently delivered. Cleared at the start of
1172 /// each solve. Read by the retry wrappers (each floors to it) and by
1173 /// [`Self::reported_on_converged_id`].
1174 last_finalize: RefCell<Option<FinalizeSnapshot>>,
1175 /// The last `IterStats` sent to the user's `intermediate_callback`
1176 /// (pounce#870), shared with the running `IpoptAlgorithm`.
1177 last_iter_stats: Rc<RefCell<Option<pounce_nlp::tnlp::IterStats>>>,
1178 /// Phase 5c (§6) SQP warm-start input. When `Some`, the next
1179 /// `optimize_tnlp` call on the SQP path consumes the iterate
1180 /// instead of cold-starting; consumed once per solve, then
1181 /// auto-cleared. The IPM path ignores this field. Wire-set
1182 /// via [`Self::set_sqp_warm_start`].
1183 sqp_warm_start: Option<crate::sqp::SqpIterates>,
1184 /// Phase 5c (§6) SQP warm-start output. Populated by every
1185 /// `optimize_sqp_tnlp` call with the final QP working set.
1186 /// Stays valid until the next solve (which overwrites it).
1187 /// Accessed via [`Self::last_sqp_working_set`].
1188 sqp_last_working_set: Option<pounce_qp::WorkingSet>,
1189 /// gh#986 review item 10: the fixed-variable elimination of the solve in
1190 /// progress, `(x_not_fixed_map, n_full_x)`. Working sets are published in
1191 /// the caller's full space (fixed variables marked `Fixed`) and warm
1192 /// starts are mapped through it, so a working set recorded on one node
1193 /// lands on the right columns of a node that fixes different variables.
1194 x_elimination: Option<(Vec<Index>, usize)>,
1195 /// What the post-convergence crossover phase did on the most recent
1196 /// IPM solve (gh#612). `None` when `crossover=no` (the default) or
1197 /// when the solve did not converge — crossover only runs on a
1198 /// converged interior iterate. Read via [`Self::crossover_report`].
1199 ///
1200 /// Kept separate from `sqp_last_working_set`, which crossover *also*
1201 /// populates on success: that field answers "what can the next solve
1202 /// warm-start from", this one answers "was the active set I am about
1203 /// to trust actually identified, or merely inferred".
1204 crossover_report: Option<crate::crossover::CrossoverReport>,
1205 /// What the interior-point → active-set handover did on the most recent
1206 /// IPM solve (gh#1054). `None` when `ipm_sqp_handover=no` (the default).
1207 /// Read via [`Self::handover_report`].
1208 handover_report: Option<crate::handover::HandoverReport>,
1209 /// Whether the current solve is an `algorithm=active-set-sqp` request
1210 /// run as interior point plus handover; see [`Self::sqp_auto_handover`].
1211 auto_handover: std::cell::Cell<bool>,
1212 /// Full primal-dual warm-start iterate for the IPM path, captured by
1213 /// the interactive debugger's `resolve` command. When `Some`, the
1214 /// next `optimize_tnlp` installs this 8-vector (algorithm space)
1215 /// directly onto `data.curr` before the iterate initializer runs, so
1216 /// a warm `resolve` continues from the paused interior point rather
1217 /// than cold-restarting the duals. Consumed once per solve, then
1218 /// auto-cleared. Requires `warm_start_init_point=yes` so the
1219 /// re-optimize branch of `WarmStartIterateInitializer` keeps the
1220 /// installed iterate. Wire-set via [`Self::set_warm_start_iterate`].
1221 warm_start_iterate: Option<crate::debug::IterateSnapshot>,
1222 /// The warm-start initializer's verdict on the most recent solve's
1223 /// supplied iterate (gh#606). Lifted off the solve-local
1224 /// `IpoptData` so a caller can read it after `optimize_tnlp`
1225 /// returns; `None` when the last solve was a cold start.
1226 warm_start_diag: RefCell<Option<crate::init::warm_start::WarmStartDiagnostics>>,
1227 /// Caller-supplied fill-reducing permutation for the KKT linear
1228 /// solver (pounce#180 item 1 / FERAL#107). When `Some`, it overrides
1229 /// whatever `feral_ordering` / `POUNCE_FERAL_ORDERING` resolves to,
1230 /// installing [`pounce_feral::OrderingMethod::External`] on the FERAL
1231 /// backend for the next solve. The vector is a **0-based, new-to-old
1232 /// permutation** whose length must equal the augmented KKT system
1233 /// dimension; FERAL validates it as a bijection and returns
1234 /// `InvalidInput` (never panics) on a wrong length / index. Unlike the
1235 /// warm-start hooks this is treated as persistent config — it is *not*
1236 /// auto-cleared after a solve, so a caller sets it once for a run.
1237 /// Wire-set via [`Self::set_external_ordering`]. Ignored by non-FERAL
1238 /// backends and by any custom factory plugged via
1239 /// [`Self::set_linear_backend_factory`].
1240 external_ordering: Option<Vec<usize>>,
1241 /// Caller-supplied block-triangular / Schur KKT partition (pounce#180
1242 /// item 2). When `Some`, the next IPM solve on the feral + exact-Hessian
1243 /// path routes the KKT linear solve through a
1244 /// [`crate::kkt::SchurAugSystemSolver`] over these **KKT-space indices**
1245 /// (`0..dim` in the `x, s, c, d` block order the aug-system solver
1246 /// assembles): the `S` block is Schur-complemented out and only the two
1247 /// diagonal blocks are factorized, with inertia recovered via Sylvester's
1248 /// law. Beneficial only when `|S| ≪` the eliminated block; the Schur solver
1249 /// falls back to the standard full-space solver transparently when the
1250 /// partition is unsuitable (too large, malformed, or the backend errors),
1251 /// so a stray hook never breaks a solve. Persistent config (not
1252 /// auto-cleared). Wire-set via [`Self::set_kkt_schur_block`].
1253 kkt_schur_block: Option<Vec<usize>>,
1254 /// Block-parallel KKT partition (structured-KKT Phase 5b): KKT-space block
1255 /// labels, `< 0` for the shared border, **empty** meaning "detect".
1256 /// Wire-set via [`Self::set_kkt_block_structure`].
1257 kkt_blocks: Option<Vec<i32>>,
1258 /// The same partition declared in the *model's* own terms — one block per
1259 /// variable and per constraint — which [`map_block_structure_to_kkt`]
1260 /// turns into `kkt_blocks` once the NLP layout is known. Wire-set via
1261 /// [`Self::set_block_structure`].
1262 model_blocks: Option<(Vec<i32>, Vec<i32>)>,
1263 /// The problem-statistics block most recently printed during the current
1264 /// run, so a retry attempt does not reprint an identical one.
1265 ///
1266 /// Every retry driver — the ℓ₁ fallback, the μ-strategy fallback, the
1267 /// second-opinion ladder, the dual-divergence retry — re-enters the solve
1268 /// routine that emits this block, so a run that retried once printed the
1269 /// whole Ipopt-style header twice with nothing between the copies saying a
1270 /// second attempt had started. Read as "the solver printed everything
1271 /// twice", which is what it looked like.
1272 ///
1273 /// Scoped to one run: reset at the top of
1274 /// [`Self::optimize_tnlp_with_derivative_test_tnlp`], which every entry
1275 /// point funnels through. Without that reset a library caller's second
1276 /// deliberate `optimize_tnlp` on the same application would lose its
1277 /// header, which is a different thing entirely from a retry inside one
1278 /// call.
1279 ///
1280 /// Compared rather than counted because the block can legitimately differ
1281 /// between attempts: the ℓ₁ wrapper adds slack variables, so its retry
1282 /// solves a genuinely larger problem and reprinting is informative.
1283 last_printed_problem_stats: RefCell<Option<pounce_solve_report::console::ProblemStats>>,
1284 /// Set while an *outside* retry driver is re-entering `optimize_tnlp` for
1285 /// another attempt on the same problem — today only
1286 /// `pounce_restoration::second_opinion_driver::run_second_opinion_ladder`.
1287 ///
1288 /// The retries that nest INSIDE one `optimize_tnlp` call (the ℓ₁ fallback,
1289 /// the μ-strategy fallback) are covered by `last_printed_problem_stats`
1290 /// alone, because the funnel that resets it runs once for all of them. The
1291 /// ladder's rungs are `optimize_tnlp` calls in their own right, so without
1292 /// this flag each one resets the memo and reprints the header — which is
1293 /// how a four-rung ladder printed five identical copies of it.
1294 ///
1295 /// It also decides who explains the retry. The ladder narrates every rung
1296 /// on stderr, naming the knob it varies and whether the rung recovered, so
1297 /// `emit_problem_stats` stays quiet and lets that narration stand. The
1298 /// in-call fallbacks say nothing at all, so there the suppressed header is
1299 /// replaced by a line announcing the attempt.
1300 in_retry_sequence: std::cell::Cell<bool>,
1301 /// Nesting depth of retry drivers that have taken ownership of the
1302 /// run-ending `EXIT:` / `POUNCE <version>:` verdict.
1303 ///
1304 /// `emit_end_summary` prints the per-attempt statistics block whatever
1305 /// this reads, and prints the verdict only at zero. A driver raises it
1306 /// before its first attempt and lowers it after its last, then prints the
1307 /// verdict once with the status it is actually returning.
1308 ///
1309 /// A counter rather than a flag because the drivers nest: the ℓ₁ fallback
1310 /// can wrap the μ-strategy fallback, which the dual-divergence retry can
1311 /// wrap in turn, and the CLI brackets the whole lot again around the
1312 /// second-opinion ladder. Only the outermost knows the run is over, and
1313 /// "outermost" is exactly "the one that brings this back to zero".
1314 end_verdict_deferrals: std::cell::Cell<u32>,
1315}
1316
1317impl fmt::Debug for IpoptApplication {
1318 fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
1319 f.debug_struct("IpoptApplication")
1320 .field("options", &self.options)
1321 .field("statistics", &self.statistics)
1322 .finish_non_exhaustive()
1323 }
1324}
1325
1326impl Default for IpoptApplication {
1327 fn default() -> Self {
1328 Self::new()
1329 }
1330}
1331
1332impl IpoptApplication {
1333 /// New application with empty options and a default journalist.
1334 /// Equivalent to `IpoptApplication::IpoptApplication(true,true)`.
1335 pub fn new() -> Self {
1336 let reg = RegisteredOptions::default();
1337 // Registration of a fresh registry can only fail on a duplicate
1338 // name, which would be a programming error in `reg_op`.
1339 register_all_upstream_options(®)
1340 .unwrap_or_else(|e| panic!("Upstream options registration failed: {e}"));
1341 pounce_presolve::register_options(®)
1342 .unwrap_or_else(|e| panic!("Presolve options registration failed: {e}"));
1343 let reg = Rc::new(reg);
1344 Self {
1345 options: OptionsList::with_registered(Rc::clone(®)),
1346 least_square_init_report: None,
1347 variable_scaling: RefCell::new(None),
1348 row_scaling_active: std::cell::Cell::new(None),
1349 presolve_already_applied: false,
1350 reg_options: reg,
1351 journalist: Rc::new(Journalist::new()),
1352 statistics: RefCell::new(SolveStatistics::new()),
1353 timing: RefCell::new(Rc::new(TimingStatistics::new())),
1354 linear_backend_factory: None,
1355 restoration_factory: None,
1356 diagnostics: None,
1357 debug_hook: None,
1358 restoration_factory_provider: None,
1359 on_converged: None,
1360 on_converged_refreshes_hessian: true,
1361 on_converged_fired: std::cell::Cell::new(0),
1362 record_iter_history: false,
1363 option_file_resolved: false,
1364 convex_routing_available: false,
1365 backend_warnings_emitted: false,
1366 linsol_summary_sink: Arc::new(Mutex::new(LinearSolverSummary::default())),
1367 resto_linsol_summary_sink: Arc::new(Mutex::new(LinearSolverSummary::default())),
1368 kkt_blocks_published: Arc::new(Mutex::new(None)),
1369 quality_escalations: Rc::new(std::cell::Cell::new(0)),
1370 mu_strategy_pounce_chosen: false,
1371 dual_divergence_signature: std::cell::Cell::new(false),
1372 derivative_check: RefCell::new(None),
1373 obj_scale_refused: std::cell::Cell::new((false, false)),
1374 dual_divergence_retry_promoted: std::cell::Cell::new(false),
1375 mu_strategy_fallback_record: RefCell::new(None),
1376 answer_restored_from_floor: std::cell::Cell::new(false),
1377 retry_keeps_declared_box: std::cell::Cell::new(false),
1378 last_finalize: RefCell::new(None),
1379 last_iter_stats: Rc::new(RefCell::new(None)),
1380 sqp_warm_start: None,
1381 sqp_last_working_set: None,
1382 x_elimination: None,
1383 crossover_report: None,
1384 handover_report: None,
1385 auto_handover: std::cell::Cell::new(false),
1386 warm_start_iterate: None,
1387 warm_start_diag: RefCell::new(None),
1388 external_ordering: None,
1389 kkt_schur_block: None,
1390 kkt_blocks: None,
1391 model_blocks: None,
1392 last_printed_problem_stats: RefCell::new(None),
1393 in_retry_sequence: std::cell::Cell::new(false),
1394 end_verdict_deferrals: std::cell::Cell::new(0),
1395 }
1396 }
1397
1398 pub fn options(&self) -> &OptionsList {
1399 &self.options
1400 }
1401
1402 pub fn options_mut(&mut self) -> &mut OptionsList {
1403 &mut self.options
1404 }
1405
1406 /// Declare whether callers have already applied an explicit presolve
1407 /// wrapper to the TNLPs submitted to [`Self::optimize_tnlp`].
1408 ///
1409 /// When set, `optimize_tnlp` leaves its input TNLP unchanged even if the
1410 /// `presolve` option is enabled. This preserves the option table for
1411 /// reporting and debugger use while allowing specialized frontends to
1412 /// supply a wrapper with capabilities unavailable to generic callback
1413 /// TNLPs, such as an expression provider for FBBT.
1414 pub fn set_presolve_already_applied(&mut self, applied: bool) {
1415 self.presolve_already_applied = applied;
1416 }
1417
1418 /// Solve without materializing the generic presolve wrapper.
1419 ///
1420 /// This is for consumers that require the original TNLP coordinate system
1421 /// for the solve's KKT matrix, such as sensitivity and reduced-Hessian
1422 /// drivers. It is scoped to this invocation and does not change the
1423 /// application's `presolve` option or persistent explicit-wrapper setting.
1424 pub fn optimize_tnlp_without_presolve(
1425 &mut self,
1426 tnlp: Rc<RefCell<dyn TNLP>>,
1427 ) -> ApplicationReturnStatus {
1428 let explicit_wrapper = self.presolve_already_applied;
1429 self.presolve_already_applied = true;
1430 let status = self.optimize_tnlp(tnlp);
1431 self.presolve_already_applied = explicit_wrapper;
1432 status
1433 }
1434
1435 pub fn registered_options(&self) -> &Rc<RegisteredOptions> {
1436 &self.reg_options
1437 }
1438
1439 pub fn journalist(&self) -> &Rc<Journalist> {
1440 &self.journalist
1441 }
1442
1443 /// Plug a custom symmetric-linear-solver factory. Useful for tests
1444 /// that want to swap MA57 for a stub. Production callers should
1445 /// leave this unset — the default ([`default_backend_factory`])
1446 /// returns the workspace's MA57 binding.
1447 pub fn set_linear_backend_factory(&mut self, factory: LinearBackendFactory) {
1448 self.linear_backend_factory = Some(factory);
1449 }
1450
1451 /// Plug a restoration-phase factory. Called once per
1452 /// `optimize_tnlp` invocation to mint a fresh
1453 /// `Box<dyn RestorationPhase>` that the outer algorithm uses as
1454 /// its line-search restoration fallback. Lives behind a setter
1455 /// (rather than at construction) because the concrete restoration
1456 /// strategies live in `pounce-restoration`, which depends on this
1457 /// crate; consumers in `pounce-cli` / integration tests wire the
1458 /// factory at the application boundary.
1459 pub fn set_restoration_factory(&mut self, factory: RestorationFactory) {
1460 self.restoration_factory = Some(factory);
1461 }
1462
1463 /// Install the shared diagnostics state. Once set, every
1464 /// subsequent `optimize_tnlp` call forwards the state into the
1465 /// algorithm via [`IpoptAlgorithm::with_diagnostics`] so the KKT
1466 /// solver can emit `--dump kkt:...` artifacts.
1467 pub fn set_diagnostics(&mut self, diag: Rc<DiagnosticsState>) {
1468 self.diagnostics = Some(diag);
1469 }
1470
1471 /// Install an interactive debugger hook for the next `optimize_*`
1472 /// call. The hook is moved into the main [`IpoptAlgorithm`] and
1473 /// consumed by that solve; reinstall it to debug a subsequent solve.
1474 pub fn set_debug_hook(
1475 &mut self,
1476 hook: std::rc::Rc<std::cell::RefCell<dyn crate::debug::DebugHook>>,
1477 ) {
1478 self.debug_hook = Some(hook);
1479 }
1480
1481 /// Read-side accessor for the installed diagnostics state, if any.
1482 /// Lets the CLI write the top-level manifest/timing files after
1483 /// the solve completes.
1484 pub fn diagnostics(&self) -> Option<Rc<DiagnosticsState>> {
1485 self.diagnostics.as_ref().map(Rc::clone)
1486 }
1487
1488 /// The three options that decide how the TNLP is *classified* before any
1489 /// algorithm sees it: the two infinity thresholds and the fixed-variable
1490 /// treatment.
1491 ///
1492 /// One reader, because there were three copies and they drifted. The
1493 /// active-set SQP path built its adapter with `TNLPAdapter::new`, which
1494 /// hard-codes the same three defaults — so the options were accepted and
1495 /// discarded on that arm, and a model with `fixed_variable_treatment=
1496 /// relax_bounds` or a non-default `nlp_upper_bound_inf` was classified one
1497 /// way for the interior-point arm and another for this one. Silently: the
1498 /// defaults coincide, so it only diverges for a caller who sets them, and
1499 /// nothing reported the difference.
1500 ///
1501 /// `make_constraint` / `make_parameter_nodual` are not implemented and
1502 /// fall back to `make_parameter`; the adapter auto-retries to
1503 /// `relax_bounds` when `make_parameter` would leave `n_x_var < n_c`
1504 /// (upstream `IpTNLPAdapter.cpp:623-633`).
1505 fn adapter_options(&self) -> (Number, Number, FixedVarTreatment) {
1506 let lo_inf = self
1507 .options
1508 .get_numeric_value("nlp_lower_bound_inf", "")
1509 .ok()
1510 .and_then(|(v, f)| f.then_some(v))
1511 .unwrap_or(DEFAULT_NLP_LOWER_BOUND_INF);
1512 let up_inf = self
1513 .options
1514 .get_numeric_value("nlp_upper_bound_inf", "")
1515 .ok()
1516 .and_then(|(v, f)| f.then_some(v))
1517 .unwrap_or(DEFAULT_NLP_UPPER_BOUND_INF);
1518 let fixed_treatment = match self
1519 .options
1520 .get_string_value("fixed_variable_treatment", "")
1521 .ok()
1522 .and_then(|(v, f)| f.then_some(v))
1523 .as_deref()
1524 {
1525 Some("relax_bounds") => FixedVarTreatment::RelaxBounds,
1526 _ => FixedVarTreatment::MakeParameter,
1527 };
1528 (lo_inf, up_inf, fixed_treatment)
1529 }
1530
1531 /// Whether the final solution reports bound multipliers for variables
1532 /// `make_parameter` removed (see
1533 /// `OrigIpoptNlp::complete_fixed_var_bound_multipliers`).
1534 /// Ipopt 3.14 does, for every treatment except `make_parameter_nodual`,
1535 /// which exists to ask it not to.
1536 pub fn reports_fixed_var_duals(&self) -> bool {
1537 !matches!(
1538 self.options
1539 .get_string_value("fixed_variable_treatment", "")
1540 .ok()
1541 .map(|(v, _)| v)
1542 .as_deref(),
1543 Some("make_parameter_nodual")
1544 )
1545 }
1546
1547 /// Mark that the next `optimize_*` calls are further **attempts at the
1548 /// same problem**, driven from outside, rather than new solves.
1549 ///
1550 /// Retry drivers that re-enter `optimize_tnlp` per attempt — the
1551 /// second-opinion ladder is the only one today — bracket their attempts
1552 /// with `true` … `false`. The effect is confined to console presentation:
1553 /// the Ipopt-style problem-statistics header is printed once for the run
1554 /// instead of once per attempt. Nothing about the solve changes.
1555 ///
1556 /// Callers must clear it on every exit path, including the early returns a
1557 /// ladder takes when a rung promotes; a stuck `true` costs a later solve
1558 /// its header and nothing worse.
1559 pub fn set_in_retry_sequence(&self, active: bool) {
1560 self.in_retry_sequence.set(active);
1561 }
1562
1563 /// Take ownership of the run-ending `EXIT:` / `POUNCE <version>:` verdict
1564 /// for the attempts that follow.
1565 ///
1566 /// Between this and [`Self::release_end_verdict`] the per-attempt end
1567 /// summary prints its statistics block but not the verdict, so a retried
1568 /// run no longer reports a mid-run verdict that reads as the final answer.
1569 /// The releaser prints it once, with the status it is returning.
1570 ///
1571 /// Callers must pair the two on every exit path. An unmatched acquire
1572 /// costs the run its verdict line; the counter saturates rather than
1573 /// wrapping, so an unmatched release cannot make a nested driver print
1574 /// one early.
1575 pub fn defer_end_verdict(&self) {
1576 self.end_verdict_deferrals
1577 .set(self.end_verdict_deferrals.get().saturating_add(1));
1578 }
1579
1580 /// Release one [`Self::defer_end_verdict`]. Returns `true` when this was
1581 /// the outermost one — i.e. when the caller now owns printing the verdict.
1582 #[must_use]
1583 pub fn release_end_verdict(&self) -> bool {
1584 let next = self.end_verdict_deferrals.get().saturating_sub(1);
1585 self.end_verdict_deferrals.set(next);
1586 next == 0
1587 }
1588
1589 /// Print the run-ending verdict, honouring `print_level`.
1590 ///
1591 /// The gate matches `emit_end_summary`'s, which is the block this follows:
1592 /// at `print_level 0` there is no summary for it to end.
1593 pub fn print_end_verdict(&self, status: ApplicationReturnStatus) {
1594 let console_output = match self.options.get_integer_value("print_level", "") {
1595 Ok((v, true)) => v >= 1,
1596 _ => true,
1597 };
1598 if console_output {
1599 pounce_solve_report::console::print_exit_verdict(status);
1600 }
1601 }
1602
1603 /// Plug a restoration-phase **factory provider** for drivers that
1604 /// need to run the inner IPM more than once per `optimize_tnlp`
1605 /// call (notably the Phase-3 ℓ₁-exact penalty-barrier outer loop,
1606 /// pounce#10). On each inner solve, the application consults the
1607 /// provider to mint a fresh [`RestorationFactory`], replacing any
1608 /// stale one, so the default one-shot restoration factory does
1609 /// not panic on its second invocation. If both `set_restoration_factory`
1610 /// and this are configured, the provider wins.
1611 pub fn set_restoration_factory_provider(&mut self, provider: RestorationFactoryProvider) {
1612 self.restoration_factory_provider = Some(provider);
1613 }
1614
1615 /// Register a callback to run once the IPM has converged (status
1616 /// [`ApplicationReturnStatus::SolveSucceeded`] or
1617 /// [`ApplicationReturnStatus::SolvedToAcceptableLevel`]) but before
1618 /// `finalize_solution` flows back to the TNLP. See
1619 /// [`ConvergedCallback`] for the use case (post-optimal sensitivity).
1620 pub fn set_on_converged(&mut self, cb: ConvergedCallback) {
1621 self.on_converged = Some(cb);
1622 }
1623
1624 /// Remove and return the registered on-converged callback, if any, so a
1625 /// caller that installs its own for a while can put the previous one
1626 /// back (`pounce_minima::IpoptLocalSolve` does, gh#966).
1627 pub fn take_on_converged(&mut self) -> Option<ConvergedCallback> {
1628 self.on_converged.take()
1629 }
1630
1631 /// Whether `data.w` is re-evaluated at the converged point `w*` before
1632 /// the [`Self::set_on_converged`] hook fires. On by default.
1633 ///
1634 /// The main loop checks convergence before it updates the Hessian, so at
1635 /// that moment `data.w` is still `W(w_k)` from the final Newton step,
1636 /// while the Jacobians, slacks, multipliers and `Σ` are read at `w*`. A
1637 /// hook that factors the KKT matrix (post-optimal sensitivity) needs the
1638 /// Hessian at `w*` too, or it factors a hybrid of two iterates.
1639 ///
1640 /// The refresh costs one Hessian evaluation, counted in the solve's
1641 /// statistics like any other. A hook that only reads the iterate and
1642 /// never factors (the CLI collecting duals for a `.sol` file) can turn it
1643 /// off so a plain solve reports the same evaluation counts with or
1644 /// without the hook installed.
1645 pub fn set_on_converged_refreshes_hessian(&mut self, refresh: bool) {
1646 self.on_converged_refreshes_hessian = refresh;
1647 }
1648
1649 /// Was the reported answer replayed from an earlier attempt's floor,
1650 /// after a later attempt lost?
1651 ///
1652 /// **A caller that captures the solution in [`Self::set_on_converged`]
1653 /// must consult this.** That callback fires once per *attempt*, and a
1654 /// losing retry that converged has already run it, so the capture
1655 /// belongs to the discarded point while everything else — status,
1656 /// objective, statistics — has been floored back. When this is `true`,
1657 /// take `x` and the multipliers from the last `finalize_solution`
1658 /// payload instead; that one is always the answer being reported,
1659 /// because the floor restores it *by* calling `finalize_solution`.
1660 ///
1661 /// The payload is in the **model's own units** and in the **reduced**
1662 /// presolve space: `CountingTnlp`-style consumers sit inside the gh#486
1663 /// scaling wrapper (so `x /= d`, `z *= d` have already been applied) and
1664 /// outside the presolve one (so the row/column lift has not). A caller
1665 /// swapping it in must therefore skip its own scaling correction and keep
1666 /// its own lift; getting that backwards squares the factor, which is a
1667 /// silent wrong answer of exactly the shape this flag exists to remove.
1668 ///
1669 /// A [`Self::set_on_converged`] consumer that needs more than the point --
1670 /// the converged KKT state and its factorization, which the payload does
1671 /// not carry and which cannot be rewound -- uses
1672 /// [`Self::reported_on_converged_id`] instead: it keeps each firing under
1673 /// its id and holds the one the solve reported, whose handles keep that
1674 /// attempt's state alive. `pounce-sensitivity`'s `Solver` and `SensSolve`
1675 /// and the CLI's hook do.
1676 ///
1677 /// `false` on every solve that never spent a second attempt, which is
1678 /// almost all of them, so the ordinary path is unaffected.
1679 pub fn answer_restored_from_floor(&self) -> bool {
1680 self.answer_restored_from_floor.get()
1681 }
1682
1683 /// The [`Self::set_on_converged`] firing whose attempt produced the
1684 /// answer the last solve reported, or `None` if that attempt did not fire
1685 /// the hook (it did not converge, or it was not the interior-point arm).
1686 ///
1687 /// The hook fires once per converged attempt, and when a later attempt
1688 /// loses the answer is replayed from an earlier one, so the most recent
1689 /// firing is not necessarily the reported one. A hook that keeps state
1690 /// files it under [`IpoptData::on_converged_id`](crate::ipopt_data::IpoptData)
1691 /// and keeps the firing this names; everything else it captured describes
1692 /// an attempt the solver discarded.
1693 pub fn reported_on_converged_id(&self) -> Option<u64> {
1694 self.last_finalize
1695 .borrow()
1696 .as_ref()
1697 .and_then(|s| s.on_converged_id)
1698 }
1699
1700 /// When the last solve ended in local infeasibility, probe the point it
1701 /// reported for a nearby point with less constraint violation
1702 /// ([`crate::infeasibility_saddle`]). `None` when the last solve reported
1703 /// anything else, or when the probe finds no such point.
1704 ///
1705 /// The point probed is the payload the user's TNLP was handed, so it is
1706 /// the reported point after any retry's floor; it is cleared at the start
1707 /// of every solve, so a stale point cannot be probed. `tnlp` must be the
1708 /// TNLP that solve ran on. Read by the second-opinion ladder.
1709 pub fn local_infeasibility_saddle_escape(
1710 &self,
1711 tnlp: &Rc<RefCell<dyn TNLP>>,
1712 ) -> Option<crate::infeasibility_saddle::SaddleEscape> {
1713 let x = self
1714 .last_finalize
1715 .borrow()
1716 .as_ref()
1717 .filter(|s| s.status == SolverReturn::LocalInfeasibility)
1718 .map(|s| s.x.clone())?;
1719 crate::infeasibility_saddle::infeasibility_saddle_escape(
1720 tnlp,
1721 &x,
1722 self.nlp_lower_bound_inf(),
1723 self.nlp_upper_bound_inf(),
1724 )
1725 }
1726
1727 /// Put a losing retry's floor back: re-deliver the winning attempt's
1728 /// payload to the user's TNLP and make it the recorded answer again.
1729 ///
1730 /// Recording it matters beyond this call. The retries nest -- the gh#884
1731 /// retry wraps the μ fallback and the scale audit -- and each takes its
1732 /// floor from `last_finalize`, so a replay that only re-delivered the
1733 /// payload left the *losing* inner retry's payload there for the outer
1734 /// wrapper to floor to, and to deliver as the answer: measured on
1735 /// `mpcc_scholtes4_biactive` with `mu_strategy_fallback=yes`, a declined
1736 /// μ retry and then a declined gh#884 retry
1737 /// (`pounce-sensitivity/tests/floored_solve_retry_wrappers.rs`).
1738 /// `reported_on_converged_id` reads it too, so without the record even a
1739 /// single declined retry would name its own firing.
1740 fn restore_floor(&self, floor: &FinalizeSnapshot, tnlp: &Rc<RefCell<dyn TNLP>>) {
1741 floor.replay(tnlp);
1742 *self.last_finalize.borrow_mut() = Some(floor.clone());
1743 self.answer_restored_from_floor.set(true);
1744 }
1745
1746 /// Enable per-iteration trajectory capture. After the solve
1747 /// returns, [`Self::statistics()`] exposes
1748 /// [`pounce_nlp::solve_statistics::SolveStatistics::iterations`]
1749 /// populated with one [`pounce_nlp::solve_statistics::IterRecord`]
1750 /// per accepted iterate. Off by default — the `pounce_sens` and
1751 /// `pounce` binaries opt in when `--json-output` is passed.
1752 pub fn enable_iter_history(&mut self) {
1753 self.record_iter_history = true;
1754 }
1755
1756 /// Whether [`Self::enable_iter_history`] is in force — read by a stage
1757 /// that produces a verdict outside `optimize_tnlp` (the second-opinion
1758 /// ladder's square-system stage) so its statistics keep the same
1759 /// `iterations` / `iteration_count` pairing.
1760 pub fn iter_history_enabled(&self) -> bool {
1761 self.record_iter_history
1762 }
1763
1764 /// Read the run's options file, resolving *which* file the way
1765 /// upstream's `IpoptApplication::Initialize` does — with one
1766 /// deliberate difference, below.
1767 ///
1768 /// `explicit` is the file the caller named (upstream: the
1769 /// `option_file_name` option, read out of the option store before
1770 /// this point). With `None`, the working directory is probed for
1771 /// [`DEFAULT_OPTION_FILE_NAMES`] and the first hit is read; an
1772 /// absent default file is not an error, it just means "no file".
1773 ///
1774 /// The difference: upstream opens a named file with a bare
1775 /// `std::ifstream` and reads nothing if the open fails, so a typo'd
1776 /// `option_file_name` runs at stock defaults without a word. That
1777 /// silence is what gh#518 was reported for — a benchmark that
1778 /// measured defaults while claiming to measure a configuration — so
1779 /// a named file that cannot be read is an error here.
1780 pub fn initialize_with_option_file(
1781 &mut self,
1782 explicit: Option<&Path>,
1783 ) -> Result<OptionFileLoad, SolverException> {
1784 let mut load = OptionFileLoad::default();
1785 // Set before the early returns below: what this flag records is
1786 // that `option_file_name` was *consulted*, not that a file turned
1787 // up. A caller on this path who names nothing and has no
1788 // `pounce.opt` to find still gets the option honored — there was
1789 // simply nothing to read.
1790 self.option_file_resolved = true;
1791 let path = match explicit {
1792 Some(p) => {
1793 if !p.is_file() {
1794 return Err(SolverException::new(
1795 ExceptionKind::IPOPT_APPLICATION_ERROR,
1796 format!(
1797 "options file \"{}\" does not exist. It was named by \
1798 --options-file / option_file_name, so the run would \
1799 otherwise proceed at stock defaults with none of its \
1800 settings applied.",
1801 p.display()
1802 ),
1803 file!(),
1804 line!() as Index,
1805 ));
1806 }
1807 load.explicit = true;
1808 p.to_path_buf()
1809 }
1810 None => {
1811 let present: Vec<&&str> = DEFAULT_OPTION_FILE_NAMES
1812 .iter()
1813 .filter(|n| Path::new(n).is_file())
1814 .collect();
1815 let Some(first) = present.first() else {
1816 return Ok(load);
1817 };
1818 // Both default names in one directory: say which one lost,
1819 // rather than let the unread one look applied.
1820 for other in &present[1..] {
1821 load.warnings.push(format!(
1822 "`{first}` and `{other}` are both present; reading `{first}` \
1823 only (pounce's own name wins). Pass \
1824 `option_file_name={other}` to read that one instead."
1825 ));
1826 }
1827 PathBuf::from(**first)
1828 }
1829 };
1830 self.initialize_with_options_file(&path)?;
1831 // `option_file_name` set *inside* an options file chains nowhere —
1832 // by the time it is read, the file naming it has already been
1833 // chosen. Upstream documents that ("it does not make any sense to
1834 // specify this option within the options file") and then ignores
1835 // it; name it instead, since an ignored setting that looks live is
1836 // the whole complaint behind gh#518.
1837 if let Ok((named, true)) = self.options.get_string_value("option_file_name", "")
1838 && !named.is_empty()
1839 && Path::new(&named) != path
1840 {
1841 load.warnings.push(format!(
1842 "`{}` sets option_file_name to `{named}`, which has no effect: \
1843 the options file is chosen before it is read. Pass \
1844 `option_file_name={named}` on the command line to read that file.",
1845 path.display()
1846 ));
1847 }
1848 load.path = Some(path);
1849 Ok(load)
1850 }
1851
1852 /// Read an `ipopt.opt`-format options file. Equivalent to
1853 /// `IpoptApplication::Initialize(const std::string& options_file)`.
1854 pub fn initialize_with_options_file(&mut self, path: &Path) -> Result<(), SolverException> {
1855 let txt = std::fs::read_to_string(path).map_err(|e| {
1856 SolverException::new(
1857 ExceptionKind::IPOPT_APPLICATION_ERROR,
1858 format!("could not read options file {}: {}", path.display(), e),
1859 file!(),
1860 line!() as Index,
1861 )
1862 })?;
1863 self.options.read_from_str(&txt, true)?;
1864 self.open_output_file_journal();
1865 Ok(())
1866 }
1867
1868 /// Read options from a string in `ipopt.opt` format. Useful for
1869 /// tests and embedded callers.
1870 pub fn initialize_with_options_str(&mut self, s: &str) -> Result<(), SolverException> {
1871 self.options.read_from_str(s, true)?;
1872 self.open_output_file_journal();
1873 Ok(())
1874 }
1875
1876 /// Honor `output_file` / `file_print_level` / `file_append`: when
1877 /// `output_file` is non-empty, attach a `FileJournal` named
1878 /// `"OutputFile:<fname>"` at the requested level. Mirrors
1879 /// `IpoptApplication::OpenOutputFile` (called from `Initialize`).
1880 /// No-op if `output_file` is unset, empty, or could not be opened.
1881 ///
1882 /// NOTE: pounce's iteration output currently bypasses the
1883 /// journalist and writes directly to stdout. The file journal is
1884 /// attached and the timing report (gated by `print_timing_statistics`)
1885 /// is mirrored to it; per-iter rows will start landing in the file
1886 /// once the iter-output path is routed through the journalist.
1887 fn open_output_file_journal(&self) {
1888 let fname = match self.options.get_string_value("output_file", "") {
1889 Ok((v, true)) if !v.is_empty() => v,
1890 _ => return,
1891 };
1892 let level_int = self
1893 .options
1894 .get_integer_value("file_print_level", "")
1895 .ok()
1896 .and_then(|(v, f)| f.then_some(v))
1897 .unwrap_or(5);
1898 let level = journal_level_from_int(level_int);
1899 let append = self
1900 .options
1901 .get_bool_value("file_append", "")
1902 .ok()
1903 .and_then(|(v, f)| f.then_some(v))
1904 .unwrap_or(false);
1905 let jname = format!("OutputFile:{}", fname);
1906 let _ = self
1907 .journalist
1908 .add_file_journal(&jname, &fname, level, append);
1909 }
1910
1911 /// No-op initialize (just succeeds). Mirrors
1912 /// `IpoptApplication::Initialize(bool allow_clobber)` with no
1913 /// options file.
1914 pub fn initialize(&mut self) -> Result<(), SolverException> {
1915 Ok(())
1916 }
1917
1918 /// Mirror `IpoptApplication::OpenOutputFile`. Sets the `output_file`
1919 /// / `file_print_level` options and attaches a matching
1920 /// `FileJournal` named `OutputFile:<fname>` to the journalist.
1921 /// Returns `false` if the file could not be opened or the option
1922 /// store rejected the request (e.g. clamped print level).
1923 pub fn open_output_file(&mut self, fname: &str, print_level: i32) -> bool {
1924 if self
1925 .options
1926 .set_string_value("output_file", fname, true, false)
1927 .is_err()
1928 {
1929 return false;
1930 }
1931 if self
1932 .options
1933 .set_integer_value("file_print_level", print_level as Index, true, false)
1934 .is_err()
1935 {
1936 return false;
1937 }
1938 let level = journal_level_from_int(print_level);
1939 let jname = format!("OutputFile:{}", fname);
1940 // Drop any previous file journal so a second call switches files
1941 // cleanly. `add_file_journal` would otherwise refuse to attach
1942 // a duplicate by name; remove-by-name isn't in the journalist
1943 // API, so we settle for the name-collision case here.
1944 self.journalist
1945 .add_file_journal(&jname, fname, level, false)
1946 .is_some()
1947 }
1948
1949 /// Wrap a TNLP and report problem dimensions. Used in tests until
1950 /// the full IPM path covers every entry shape.
1951 pub fn problem_dimensions(&self, tnlp: &mut dyn TNLP) -> Option<NlpInfo> {
1952 tnlp.get_nlp_info()
1953 }
1954
1955 /// Diagnostics from the safeguarded `least_square_init_primal`
1956 /// initializer step of the last solve (gh#605): the nonlinear
1957 /// violation before and after, the accepted step norm, how many
1958 /// backtracking trials were rejected, and why it stopped. `None`
1959 /// when `least_square_init_primal` was off or the model had no
1960 /// constraints.
1961 pub fn least_square_init_report(&self) -> Option<crate::init::default::LeastSquareInitReport> {
1962 self.least_square_init_report.clone()
1963 }
1964
1965 pub fn statistics(&self) -> SolveStatistics {
1966 self.statistics.borrow().clone()
1967 }
1968
1969 /// What the warm-start initializer made of the iterate the caller
1970 /// supplied to the most recent solve (gh#606): the residuals it
1971 /// measured, whether each multiplier block was accepted,
1972 /// reconstructed or discarded, and the barrier parameter it
1973 /// settled on.
1974 ///
1975 /// `None` when the last solve was a cold start
1976 /// (`warm_start_init_point=no`), or when no solve has run. Reset at
1977 /// the top of every solve, like [`Self::timing_stats`].
1978 pub fn warm_start_diagnostics(&self) -> Option<crate::init::warm_start::WarmStartDiagnostics> {
1979 self.warm_start_diag.borrow().clone()
1980 }
1981
1982 /// Shared timing accumulator from the most recent `optimize_tnlp`
1983 /// call. Each subsystem (algorithm, NLP, KKT solver) bumped its own
1984 /// fields during the solve; consumers read totals out of the
1985 /// returned `Rc`. The instance is replaced at the top of every
1986 /// subsequent solve, so cloning the `Rc` and holding it past a
1987 /// re-solve will give you the previous solve's timings — by design.
1988 pub fn timing_stats(&self) -> Rc<TimingStatistics> {
1989 Rc::clone(&self.timing.borrow())
1990 }
1991
1992 /// Aggregate linear-solver post-mortem from the most recent
1993 /// `optimize_tnlp` call. `Some` when the workspace-default FERAL
1994 /// backend ran at least one factor; `None` when no factors were
1995 /// recorded (custom factory plugged via
1996 /// [`Self::set_linear_backend_factory`], or solve aborted before
1997 /// the first KKT factor). Reset at the top of every solve.
1998 ///
1999 /// Restoration-phase factorizations are attached as
2000 /// [`LinearSolverSummary::restoration`] when the frontend wired
2001 /// [`Self::restoration_summary_sink`] into its restoration factory.
2002 pub fn linear_solver_summary(&self) -> Option<LinearSolverSummary> {
2003 let mut main = self.linsol_summary_sink.lock().ok()?.clone();
2004 let resto = self
2005 .resto_linsol_summary_sink
2006 .lock()
2007 .ok()
2008 .map(|g| g.clone())
2009 .filter(|r| !r.is_empty());
2010 if main.is_empty() && resto.is_none() {
2011 return None;
2012 }
2013 main.restoration = resto.map(Box::new);
2014 // gh#990 item 7: name what was asked for beside what ran.
2015 main.requested = self
2016 .options
2017 .get_string_value("linear_solver", "")
2018 .ok()
2019 .map(|(v, _)| v);
2020 Some(main)
2021 }
2022
2023 /// Snapshot of both linear-solver summary sinks (main and
2024 /// restoration), for a driver that re-solves and must report the
2025 /// summary of the solve whose verdict it keeps. The second-opinion
2026 /// ladder takes one before its rungs and restores it when no rung is
2027 /// promoted, exactly as it does for the statistics.
2028 pub fn linear_solver_summary_state(&self) -> LinearSolverSummaryState {
2029 let read =
2030 |s: &Arc<Mutex<LinearSolverSummary>>| s.lock().map(|g| g.clone()).unwrap_or_default();
2031 LinearSolverSummaryState {
2032 main: read(&self.linsol_summary_sink),
2033 restoration: read(&self.resto_linsol_summary_sink),
2034 }
2035 }
2036
2037 /// Put back a [`Self::linear_solver_summary_state`] snapshot.
2038 pub fn restore_linear_solver_summary_state(&self, state: LinearSolverSummaryState) {
2039 if let Ok(mut g) = self.linsol_summary_sink.lock() {
2040 *g = state.main;
2041 }
2042 if let Ok(mut g) = self.resto_linsol_summary_sink.lock() {
2043 *g = state.restoration;
2044 }
2045 }
2046
2047 /// The sink a restoration backend factory should record into, e.g.
2048 /// through [`default_backend_factory_with_sink`]. Kept separate from
2049 /// the main solve's sink so the main-solve totals stay about the main
2050 /// solve.
2051 pub fn restoration_summary_sink(&self) -> Arc<Mutex<LinearSolverSummary>> {
2052 Arc::clone(&self.resto_linsol_summary_sink)
2053 }
2054
2055 /// Drive a solve.
2056 ///
2057 /// * Constrained problems (`m > 0`) take the primal-dual IPM path:
2058 /// build a `TNLPAdapter` → `OrigIpoptNlp`, run the
2059 /// [`AlgorithmBuilder`] with the workspace MA57 backend, and
2060 /// call [`IpoptAlgorithm::optimize`]. The `SolverReturn` →
2061 /// `ApplicationReturnStatus` mapping mirrors the table in
2062 /// `ref/Ipopt/AGENT_REFERENCE/MAIN_LOOP.md` ("exception →
2063 /// SolverReturn map").
2064 /// * Unconstrained problems (`m == 0`) keep going through the
2065 /// in-`pounce-nlp` Newton driver so the trivial path is
2066 /// independent of the linear-solver backend.
2067 /// Wrap `tnlp` so per-variable scaling factors are applied as a
2068 /// change of variables, when `nlp_scaling_method=user-scaling` is
2069 /// in effect and the problem supplies non-unit factors (gh#486).
2070 ///
2071 /// Returns the TNLP unchanged under any other scaling method, or
2072 /// when the problem asks for no variable scaling, so an unscaled
2073 /// solve pays nothing. The `Err` carries a message ready to print.
2074 fn install_variable_scaling(
2075 &self,
2076 tnlp: Rc<RefCell<dyn TNLP>>,
2077 ) -> Result<Rc<RefCell<dyn TNLP>>, String> {
2078 // Cleared first so the accessor describes *this* solve. An
2079 // application is reusable across solves (`pounce-cinterface`
2080 // holds one across `IpoptSolve` calls), and a stale vector
2081 // would have a later unscaled solve reporting the previous
2082 // solve's factors.
2083 *self.variable_scaling.borrow_mut() = None;
2084 let method = self
2085 .options
2086 .get_string_value("nlp_scaling_method", "")
2087 .ok()
2088 .and_then(|(v, f)| f.then_some(v))
2089 .unwrap_or_else(|| "gradient-based".to_string());
2090 // `curvature-based` (gh #703) delivers its factors through the
2091 // same `get_scaling_parameters` callback, so the per-variable half
2092 // needs the same substitution wrapper user factors get.
2093 if method != "user-scaling" && method != "curvature-based" {
2094 return Ok(tnlp);
2095 }
2096 match pounce_nlp::scaling_tnlp::wrap_with_scaling(
2097 Rc::clone(&tnlp),
2098 self.nlp_lower_bound_inf(),
2099 self.nlp_upper_bound_inf(),
2100 ) {
2101 Ok(Some(wrapped)) => {
2102 *self.variable_scaling.borrow_mut() =
2103 pounce_nlp::scaling_tnlp::factors_of(&wrapped);
2104 Ok(wrapped)
2105 }
2106 Ok(None) => Ok(tnlp),
2107 Err(why) => Err(format!(
2108 // The trailing newline belongs to the message: the
2109 // caller emits it with `eprint!` and hands the same
2110 // string to the journalist, as the refusals below do.
2111 "pounce: nlp_scaling_method={method} supplied per-variable \
2112 scaling factors that cannot be applied. {why}. Correct the \
2113 factors, or drop nlp_scaling_method={method}.\n"
2114 )),
2115 }
2116 }
2117
2118 /// The per-variable scaling factors applied to the last solve, if
2119 /// any (gh#486). A consumer reading the algorithm's iterate rather
2120 /// than the `finalize_solution` payload sees scaled coordinates and
2121 /// must divide `x` by these, and multiply bound multipliers.
2122 pub fn variable_scaling(&self) -> Option<Vec<Number>> {
2123 self.variable_scaling.borrow().clone()
2124 }
2125
2126 /// Install a starting-point conditioner, if one is asked for.
2127 ///
2128 /// Returns the TNLP unchanged when neither `start_point_perturbation` nor
2129 /// `start_point_conditioner` is set, which is the default — so an ordinary
2130 /// solve pays nothing and its trajectory is untouched.
2131 ///
2132 /// Sits *above* the presolve wrapper and *below* the variable-scaling one,
2133 /// so the point it conditions is the point the algorithm will actually
2134 /// start from, in the coordinates the algorithm will see. Both
2135 /// conditioners override only `get_starting_point`; every other callback
2136 /// forwards, so the solve that follows is the solve pounce would have run
2137 /// had the conditioned point been submitted directly.
2138 ///
2139 /// The two are mutually exclusive by construction rather than by refusal:
2140 /// the displacement is the failure-recovery rung and the Adam warm-up is a
2141 /// user opt-in, and stacking them would put random noise on top of a point
2142 /// the warm-up just spent 200 evaluations choosing. The displacement wins
2143 /// when both are set, because the only thing that sets it is a solve that
2144 /// has already failed.
2145 fn install_start_conditioner(&self, tnlp: Rc<RefCell<dyn TNLP>>) -> Rc<RefCell<dyn TNLP>> {
2146 use pounce_nlp::start_conditioner::{AdamConfig, ConditionedStartTnlp, StartConditioner};
2147 // Each option is read with its literal tag rather than through a
2148 // `|name, fallback|` helper. A helper reads better and costs the
2149 // wiring guard in `tests/init_options_wiring.rs` its evidence: that
2150 // test scans the source for `get_*_value("<tag>"` to prove every
2151 // registered Initialization option is actually consumed, and a tag
2152 // passed as a variable is invisible to it. A registered knob nothing
2153 // reads validates, accepts a value, and lies.
2154 let perturbation = self
2155 .options
2156 .get_numeric_value("start_point_perturbation", "")
2157 .map(|(v, _found)| v)
2158 .unwrap_or(0.0);
2159 let conditioner = if perturbation > 0.0 {
2160 let seed = self
2161 .options
2162 .get_integer_value("start_point_perturbation_seed", "")
2163 .map(|(v, _found)| v)
2164 .unwrap_or(0);
2165 StartConditioner::Jitter {
2166 // `Index` is signed and the option is lower-bounded at 0, so
2167 // this cast cannot lose a set bit for any accepted value.
2168 seed: seed.max(0) as u64,
2169 scale: perturbation,
2170 }
2171 } else {
2172 let which = self
2173 .options
2174 .get_string_value("start_point_conditioner", "")
2175 .map(|(v, _found)| v)
2176 .unwrap_or_else(|_| "none".to_string());
2177 if which != "adam" {
2178 return tnlp;
2179 }
2180 let d = AdamConfig::default();
2181 StartConditioner::Adam(AdamConfig {
2182 iters: self
2183 .options
2184 .get_integer_value("adam_warmup_iters", "")
2185 .map(|(v, _found)| v.max(0) as usize)
2186 .unwrap_or(d.iters),
2187 lr: self
2188 .options
2189 .get_numeric_value("adam_warmup_learning_rate", "")
2190 .map(|(v, _found)| v)
2191 .unwrap_or(d.lr),
2192 rho: self
2193 .options
2194 .get_numeric_value("adam_warmup_penalty", "")
2195 .map(|(v, _found)| v)
2196 .unwrap_or(d.rho),
2197 ..d
2198 })
2199 };
2200 // The sentinels have to come from the options, not from the
2201 // conditioner's own default: a caller who moved `nlp_lower_bound_inf`
2202 // would otherwise have a bound the algorithm treats as absent clipped
2203 // against as if it were real.
2204 //
2205 // Passed through unclamped. These were once `lower.min(-DEFAULT)` /
2206 // `upper.max(DEFAULT)`, which honours only a *loosened* sentinel and
2207 // leaves the failure above intact for a tightened one: at
2208 // `nlp_lower_bound_inf=-1e10` the conditioner still used `-1e19`, so a
2209 // `-1e15` bound was absent to the algorithm and present to the
2210 // clipper — the exact case the comment exists to rule out. The
2211 // sentinel means "absent"; there is only one right answer for what it
2212 // is, and it is the caller's.
2213 let lower = self.nlp_lower_bound_inf();
2214 let upper = self.nlp_upper_bound_inf();
2215 let wrapped = ConditionedStartTnlp::new(tnlp, conditioner).with_bound_inf(lower, upper);
2216 Rc::new(RefCell::new(wrapped))
2217 }
2218
2219 pub fn optimize_tnlp(&mut self, tnlp: Rc<RefCell<dyn TNLP>>) -> ApplicationReturnStatus {
2220 self.optimize_tnlp_with_derivative_test_tnlp(tnlp, None)
2221 }
2222
2223 /// Solve through `tnlp`, optionally overriding the derivative-test target.
2224 /// `None` tests the scaled and conditioned TNLP.
2225 pub fn optimize_tnlp_with_derivative_test_tnlp(
2226 &mut self,
2227 tnlp: Rc<RefCell<dyn TNLP>>,
2228 derivative_test_tnlp: Option<Rc<RefCell<dyn TNLP>>>,
2229 ) -> ApplicationReturnStatus {
2230 // gh#983 review item 1: warnings belong to this solve. Cleared here as
2231 // well as per attempt, so a solve that returns before any attempt runs
2232 // (an option refusal, a presolve proof) does not report the previous
2233 // solve's.
2234 self.statistics.borrow_mut().warnings.clear();
2235 self.statistics.borrow_mut().sqp_warm_working_set_applied = false;
2236 // Belongs to the scale audit's re-solve alone, which runs below this
2237 // entry point (`optimize_constrained`, never `optimize_tnlp`), so no
2238 // solve that starts here may inherit it. `RetryOptionScope` clears it
2239 // on every exit already; this is the belt to that, for a solve on an
2240 // application a caught panic left behind.
2241 self.retry_keeps_declared_box.set(false);
2242 let status = self.optimize_tnlp_dispatch(tnlp, derivative_test_tnlp);
2243 // Printed once, for the run whose point is returned. They used to be
2244 // printed by every audited attempt, so a promoted retry's console
2245 // carried the discarded base attempt's `WARNING:` lines too.
2246 let console_output = match self.options.get_integer_value("print_level", "") {
2247 Ok((v, true)) => v >= 1,
2248 _ => true,
2249 };
2250 if console_output {
2251 for w in &self.statistics.borrow().warnings {
2252 println!("WARNING: {w}");
2253 }
2254 }
2255 status
2256 }
2257
2258 /// The body of [`Self::optimize_tnlp_with_derivative_test_tnlp`].
2259 fn optimize_tnlp_dispatch(
2260 &mut self,
2261 tnlp: Rc<RefCell<dyn TNLP>>,
2262 derivative_test_tnlp: Option<Rc<RefCell<dyn TNLP>>>,
2263 ) -> ApplicationReturnStatus {
2264 // gh#884. Both belong to this solve, not to whatever ran before
2265 // it. Reset *here* rather than in `optimize_constrained`, which
2266 // runs once per attempt: the signature accumulates across the
2267 // attempts a lower wrapper may spend, so
2268 // `run_with_dual_divergence_retry` reads "some attempt of the base
2269 // solve saw it" rather than "the last one did".
2270 self.dual_divergence_signature.set(false);
2271 self.obj_scale_refused.set((false, false));
2272 self.dual_divergence_retry_promoted.set(false);
2273 *self.mu_strategy_fallback_record.borrow_mut() = None;
2274 self.answer_restored_from_floor.set(false);
2275 // The answer this solve reports is whatever it finalizes; a payload
2276 // left from an earlier solve must not stand in for one this solve
2277 // never wrote, since `reported_on_converged_id` reads it.
2278 *self.last_finalize.borrow_mut() = None;
2279 // Same scoping argument as the three above, for the same reason: the
2280 // memo suppresses a REPEATED header within one run, so it must not
2281 // carry across runs. A library caller solving twice on one
2282 // application gets its header both times — which is exactly what the
2283 // guard protects: an outside retry driver re-entering here for another
2284 // attempt is not such a caller, and says so by setting the flag.
2285 if !self.in_retry_sequence.get() {
2286 *self.last_printed_problem_stats.borrow_mut() = None;
2287 }
2288 // gh#486 stage 2: per-variable `scaling_factor` is applied by
2289 // substituting variables one level below the algorithm, since
2290 // the core's scaling models the objective and the constraint
2291 // rows only. The wrapper consumes the variable factors and
2292 // forwards the rest, so `OrigIpoptNlp` sees exactly what it
2293 // has always handled. Installed here because every entry point
2294 // funnels through this method, and only under `user-scaling`,
2295 // the one method that consults the TNLP for factors at all.
2296 let tnlp = match self.install_variable_scaling(tnlp) {
2297 Ok(t) => t,
2298 Err(msg) => {
2299 use pounce_common::journalist::JournalCategory;
2300 eprint!("{msg}");
2301 self.journalist
2302 .print(JournalLevel::J_ERROR, JournalCategory::J_MAIN, &msg);
2303 return ApplicationReturnStatus::InvalidOption;
2304 }
2305 };
2306
2307 // Starting-point conditioning (`start_point_perturbation`,
2308 // `start_point_conditioner`). A no-op unless one is set, and set by
2309 // nothing automatic except the local-infeasibility ladder's third
2310 // rung, which only runs after a solve has already failed.
2311 let tnlp = self.install_start_conditioner(tnlp);
2312 let derivative_test_tnlp = derivative_test_tnlp.as_ref().unwrap_or(&tnlp);
2313
2314 if let Some(value) = self.unsupported_library_solver_selection() {
2315 use pounce_common::journalist::JournalCategory;
2316 self.journalist.print(
2317 JournalLevel::J_ERROR,
2318 JournalCategory::J_MAIN,
2319 &format!(
2320 "pounce: solver_selection={value} routing is only available \
2321 through the pounce CLI (.nl input); library consumers can use \
2322 qp-active-set, nlp, or auto.\n"
2323 ),
2324 );
2325 return ApplicationReturnStatus::InvalidOption;
2326 }
2327
2328 // A `linear_solver` pounce does not implement is refused rather
2329 // than quietly served by FERAL (gh#483 follow-up). Checked here,
2330 // before any work, so a library consumer gets the same verdict the
2331 // CLI gives before its banner.
2332 if let Some(value) = self.unimplemented_linear_solver() {
2333 use pounce_common::journalist::JournalCategory;
2334 let msg = format!("{}\n", Self::unimplemented_linear_solver_message(&value));
2335 eprint!("{msg}");
2336 self.journalist
2337 .print(JournalLevel::J_ERROR, JournalCategory::J_MAIN, &msg);
2338 return ApplicationReturnStatus::InvalidOption;
2339 }
2340
2341 // gh#483 follow-up: an option naming a feature pounce does not
2342 // implement is refused, not shrugged off. See
2343 // `unimplemented_options` for how membership was established and
2344 // why an explicitly-set *default* is deliberately still allowed.
2345 // gh#518: same treatment for `option_file_name` on an entry point
2346 // that cannot resolve it. Separate from the table above because
2347 // the *feature* now exists — just not here.
2348 // gh#604: same treatment one level down, for a registered *value*
2349 // of an option pounce otherwise reads (`bound_mult_init_method=
2350 // mu-based`).
2351 // gh#604: and for a convex-engine knob on an entry point that
2352 // cannot route to that engine — `option_file_name`'s case, one
2353 // feature over.
2354 if let Some(msg) = self
2355 .unimplemented_option_refusal()
2356 .or_else(|| self.unimplemented_option_value_refusal())
2357 .or_else(|| self.unhonored_option_file_name())
2358 .or_else(|| self.unhonored_convex_option())
2359 {
2360 use pounce_common::journalist::JournalCategory;
2361 eprintln!("{msg}");
2362 self.journalist.print(
2363 JournalLevel::J_ERROR,
2364 JournalCategory::J_MAIN,
2365 &format!("{msg}\n"),
2366 );
2367 return ApplicationReturnStatus::InvalidOption;
2368 }
2369 // A `ma57_pivtolmax` the user set *below* `ma57_pivtol` is a
2370 // contradiction — the escalation ceiling under its floor — and
2371 // upstream refuses it outright
2372 // (`IpMa57TSolverInterface.cpp:313`, `OPTION_INVALID`). pounce
2373 // used to silently rewrite it to `ma57_pivtol`. That was
2374 // unreachable while gh#825 was live, since no `ma57_*` value
2375 // reached the backend at all, and became reachable the moment
2376 // that was fixed — so it is refused here rather than shipped as
2377 // a new way to be quietly ignored.
2378 if let Some(msg) = self.ma57_pivtol_bracket_refusal() {
2379 use pounce_common::journalist::JournalCategory;
2380 eprintln!("{msg}");
2381 self.journalist.print(
2382 JournalLevel::J_ERROR,
2383 JournalCategory::J_MAIN,
2384 &format!("{msg}\n"),
2385 );
2386 return ApplicationReturnStatus::InvalidOption;
2387 }
2388
2389 let backend_warnings = self.take_unimplemented_backend_warnings();
2390 for warning in self
2391 .unexploited_hint_warnings()
2392 .into_iter()
2393 .chain(backend_warnings)
2394 {
2395 eprintln!("{warning}");
2396 }
2397
2398 // Test before presolve, using the requested coordinate space.
2399 self.run_derivative_test(derivative_test_tnlp);
2400
2401 // Top-level algorithm dispatch (Phase 5b §7.1). When the
2402 // `algorithm` option resolves to "active-set-sqp", route
2403 // to the Phase 5b SQP path; otherwise fall through to the
2404 // existing IPM flow unchanged.
2405 // Materialize generic TNLP presolve once at the public entry point.
2406 // The wrapper owns the submitted callback TNLP, so every algorithm
2407 // path below (including retry paths) continues to postsolve into
2408 // the original user-facing space. With `presolve=no`, this returns
2409 // the exact same Rc unchanged.
2410 let tnlp = if self.presolve_already_applied {
2411 tnlp
2412 } else {
2413 match pounce_presolve::wrap_from_options(tnlp, &self.options) {
2414 Ok(tnlp) => tnlp,
2415 Err(err) => {
2416 use pounce_common::journalist::JournalCategory;
2417 self.journalist.print(
2418 JournalLevel::J_ERROR,
2419 JournalCategory::J_MAIN,
2420 &format!("pounce: could not materialize presolve options: {err}\n"),
2421 );
2422 return ApplicationReturnStatus::InvalidOption;
2423 }
2424 }
2425 };
2426
2427 if self.is_sqp_algorithm_selected() {
2428 let dims = tnlp
2429 .borrow_mut()
2430 .get_nlp_info()
2431 .map(|i| (i.n.max(0) as usize, i.m.max(0) as usize));
2432 let auto = dims.is_some_and(|(n, m)| self.sqp_auto_handover(n, m));
2433 self.auto_handover.set(auto);
2434 if !auto {
2435 return self.optimize_sqp_tnlp(tnlp);
2436 }
2437 use pounce_common::journalist::JournalCategory;
2438 self.journalist.print(
2439 JournalLevel::J_SUMMARY,
2440 JournalCategory::J_MAIN,
2441 &format!(
2442 "pounce: active-set SQP on a model this size (n + m ≥ {AUTO_HANDOVER_MIN_DIM}) \
2443 starts from the interior point and hands over \
2444 (ipm_sqp_handover=no for a cold active-set SQP).\n"
2445 ),
2446 );
2447 } else {
2448 self.auto_handover.set(false);
2449 }
2450 let info = match tnlp.borrow_mut().get_nlp_info() {
2451 Some(info) => info,
2452 None => return ApplicationReturnStatus::InvalidProblemDefinition,
2453 };
2454
2455 // Presolve-certified infeasibility. `get_nlp_info` above is what forces
2456 // the (lazy) presolve init, so this is the first point at which the
2457 // proof exists. If bound propagation or FBBT established that the
2458 // feasible region is empty, there is nothing left to compute: return
2459 // the verdict directly.
2460 //
2461 // Short-circuiting *here*, before dispatch, is deliberate. Running the
2462 // solve anyway would only re-derive a strictly weaker result — a
2463 // stationary point of the constraint violation, which for a nonconvex
2464 // problem proves nothing globally — and would also hand an
2465 // `InfeasibleProblemDetected` to the ℓ₁ auto-fallback below
2466 // (`is_l1_fallback_trigger`), which would then burn a whole second
2467 // solve retrying a problem already proved to have no solution.
2468 //
2469 // Soundness rests on `presolve_infeasibility_proof` returning `Some`
2470 // only for a contradiction derived on an *un-clamped* box — a
2471 // detection made while a Phase-0 auxiliary elimination is in force can
2472 // be an artifact of that elimination and is re-checked after rollback
2473 // before it is certified. See `PresolveState::certified_infeasible`.
2474 if let Some(proof) = tnlp.borrow().presolve_infeasibility_proof() {
2475 use pounce_common::journalist::JournalCategory;
2476 let detail = match proof {
2477 pounce_nlp::tnlp::InfeasibilityProof::BoundPropagation => {
2478 "bound propagation crossed a variable's bounds".to_string()
2479 }
2480 pounce_nlp::tnlp::InfeasibilityProof::IntervalArithmetic { witness } => {
2481 format!("interval arithmetic emptied constraint {witness}'s range")
2482 }
2483 };
2484 self.journalist.print(
2485 JournalLevel::J_SUMMARY,
2486 JournalCategory::J_MAIN,
2487 &format!(
2488 "\nEXIT: Presolve detected the feasible region is empty ({detail}).\n\
2489 No feasible point exists; the solve was not run.\n"
2490 ),
2491 );
2492 return ApplicationReturnStatus::InfeasibleProblemDetected;
2493 }
2494 // ℓ₁-exact penalty-barrier opt-in (pounce#10).
2495 // Phase 3 wraps the user TNLP and runs an outer Byrd-Nocedal-
2496 // Waltz ρ-escalation loop around the constrained IPM, with a
2497 // honest-infeasibility status upgrade when the slacks fail to
2498 // collapse at saturated ρ. Phase-1/2 one-shot use is preserved
2499 // when `l1_penalty_max_outer_iter == 1`. The wrapper is a
2500 // no-op for problems with no equality rows, so the
2501 // unconstrained dispatch below is unaffected when there is
2502 // nothing to wrap.
2503 if info.m > 0 && self.is_l1_penalty_enabled() {
2504 if let Some(status) = self.run_l1_penalty_outer_loop(Rc::clone(&tnlp)) {
2505 return status;
2506 }
2507 // Falls through: wrapper construction failed (inner refused
2508 // get_nlp_info / get_bounds_info) or no equality rows to
2509 // slack. Standard dispatch runs unmodified.
2510 }
2511 // Phase 3.5 auto-fallback (pounce#10): if the standard solve
2512 // ends in a trigger-class status, retry transparently with
2513 // the wrapper. Promote the retry's status only if it returns
2514 // SolveSucceeded — otherwise return the original. Skipped if
2515 // the user already opted into the wrapper above (this avoids
2516 // a double pass and keeps semantics predictable).
2517 if info.m > 0 && self.is_l1_fallback_enabled() && !self.is_l1_penalty_enabled() {
2518 return self.run_with_l1_fallback(tnlp);
2519 }
2520 // Biactive dual-divergence retry (gh#884): if the solve settles
2521 // its primal while its multipliers run away, throw the iterate
2522 // away and solve again from scratch with the constraint-Jacobian
2523 // perturbation on. Outermost of the two retry wrappers, so its
2524 // "base solve" is the whole standard dispatch below including the
2525 // μ flip — the signature is about a *solve*, and spending the μ
2526 // flip first is strictly cheaper than spending this one first.
2527 let status = if self.is_dual_divergence_retry_enabled() {
2528 self.run_with_dual_divergence_retry(tnlp)
2529 } else {
2530 self.dispatch_standard_solve(tnlp)
2531 };
2532 // gh#983 review item 3: the verdict-level audit runs once, on the
2533 // final verdict, after every retry and fallback has decided.
2534 self.finalize_quality_verdict(status)
2535 }
2536
2537 /// The standard solve dispatch: the μ-strategy fallback if it is
2538 /// enabled, otherwise one `optimize_constrained` call.
2539 ///
2540 /// Factored out of `optimize_tnlp_with_derivative_test_tnlp` so
2541 /// [`Self::run_with_dual_divergence_retry`] can wrap the whole of it
2542 /// rather than only the bare IPM call (gh#884).
2543 fn dispatch_standard_solve(&mut self, tnlp: Rc<RefCell<dyn TNLP>>) -> ApplicationReturnStatus {
2544 let status = self.dispatch_standard_solve_inner(Rc::clone(&tnlp));
2545 self.audit_solve_quality(tnlp, status)
2546 }
2547
2548 /// [`Self::dispatch_standard_solve`] without the gh#983 quality audit.
2549 fn dispatch_standard_solve_inner(
2550 &mut self,
2551 tnlp: Rc<RefCell<dyn TNLP>>,
2552 ) -> ApplicationReturnStatus {
2553 // μ-strategy auto-fallback (pounce#138): if the standard solve
2554 // stalls, retry once with the opposite mu_strategy and promote
2555 // only on Solve_Succeeded. Which stalls qualify depends on
2556 // whether the caller asked for the retry — see
2557 // `run_with_mu_strategy_fallback` (pounce#748).
2558 // Applies to constrained and unconstrained alike (both run the
2559 // same IPM). Independent of, and lower priority than, the ℓ₁
2560 // fallback above.
2561 if self.is_mu_strategy_fallback_enabled() {
2562 return self.run_with_mu_strategy_fallback(tnlp);
2563 }
2564 // Every problem — constrained or not — goes through the same
2565 // primal-dual IPM, exactly as upstream Ipopt does. There is no
2566 // separate "unconstrained Newton" path: the linear-solver
2567 // backend (FERAL/MA57) handles the augmented system, so the
2568 // sparse IPM covers `m == 0` at any `n` without a dense-Hessian
2569 // blowup.
2570 self.optimize_constrained(tnlp)
2571 }
2572
2573 /// Read the ℓ₁ wrapper master switch from the OptionsList.
2574 /// Default `false` when the option is not set.
2575 fn is_l1_penalty_enabled(&self) -> bool {
2576 self.options
2577 .get_bool_value("l1_exact_penalty_barrier", "")
2578 .ok()
2579 .and_then(|(v, found)| found.then_some(v))
2580 .unwrap_or(false)
2581 }
2582
2583 fn l1_penalty_init(&self) -> Number {
2584 self.options
2585 .get_numeric_value("l1_penalty_init", "")
2586 .ok()
2587 .and_then(|(v, found)| found.then_some(v))
2588 .unwrap_or(1.0)
2589 }
2590 fn l1_penalty_max(&self) -> Number {
2591 self.options
2592 .get_numeric_value("l1_penalty_max", "")
2593 .ok()
2594 .and_then(|(v, found)| found.then_some(v))
2595 .unwrap_or(1.0e6)
2596 }
2597 fn l1_penalty_increase_factor(&self) -> Number {
2598 self.options
2599 .get_numeric_value("l1_penalty_increase_factor", "")
2600 .ok()
2601 .and_then(|(v, found)| found.then_some(v))
2602 .unwrap_or(8.0)
2603 }
2604 fn l1_penalty_max_outer_iter(&self) -> usize {
2605 self.options
2606 .get_integer_value("l1_penalty_max_outer_iter", "")
2607 .ok()
2608 .and_then(|(v, found)| found.then_some(v))
2609 .unwrap_or(8) as usize
2610 }
2611 fn l1_slack_tol(&self) -> Number {
2612 self.options
2613 .get_numeric_value("l1_slack_tol", "")
2614 .ok()
2615 .and_then(|(v, found)| found.then_some(v))
2616 .unwrap_or(1.0e-6)
2617 }
2618 fn l1_steering_factor(&self) -> Number {
2619 self.options
2620 .get_numeric_value("l1_steering_factor", "")
2621 .ok()
2622 .and_then(|(v, found)| found.then_some(v))
2623 .unwrap_or(10.0)
2624 }
2625 fn is_l1_fallback_enabled(&self) -> bool {
2626 self.options
2627 .get_bool_value("l1_fallback_on_restoration_failure", "")
2628 .ok()
2629 .and_then(|(v, found)| found.then_some(v))
2630 .unwrap_or(false)
2631 }
2632
2633 /// Did the caller set `mu_strategy` explicitly?
2634 ///
2635 /// The answer decides whether the limited-memory default applies
2636 /// (see `algorithm_builder_from_options`): upstream only substitutes
2637 /// `adaptive` for the registered `monotone` when the option is
2638 /// absent from the list.
2639 fn mu_strategy_was_set(&self) -> bool {
2640 matches!(
2641 self.options.get_string_value("mu_strategy", ""),
2642 Ok((_, true))
2643 )
2644 }
2645
2646 /// Did the caller set `mu_strategy_fallback` themselves? Separates
2647 /// the opted-in retry from the default-on one, which triggers on a
2648 /// narrower set of statuses (pounce#748).
2649 ///
2650 /// True for an explicit `no` as well as an explicit `yes`, which is
2651 /// harmless: this is only ever read downstream of
2652 /// [`Self::is_mu_strategy_fallback_enabled`], and an explicit `no`
2653 /// stops there.
2654 fn mu_strategy_fallback_was_set(&self) -> bool {
2655 matches!(
2656 self.options.get_bool_value("mu_strategy_fallback", ""),
2657 Ok((_, true))
2658 )
2659 }
2660
2661 /// Options whose presence means a `Solved_To_Acceptable_Level`
2662 /// exit may be something the *caller* asked for rather than a stall
2663 /// POUNCE fell into (gh #757).
2664 ///
2665 /// Every one of them either moves the bar a certificate has to clear
2666 /// (`tol` and the component tolerances, the `acceptable_*` family),
2667 /// arms a guard that refuses a certificate the iterate would
2668 /// otherwise have earned (`kkt_fidelity_tol`, the certificate-mask
2669 /// and noise-floor kappas, the divergence / infeasibility streaks,
2670 /// the restoration-decline pair).
2671 ///
2672 /// Options that only move the *starting point* are deliberately not
2673 /// here. `least_square_init_primal` was tried and removed: a caller
2674 /// who picks an initialization heuristic has said nothing about what
2675 /// convergence means, and listing it made an explicit `=no` behave
2676 /// differently from omitting the option, which is a distinction the
2677 /// rest of the solver does not draw.
2678 const TERMINATION_POLICY_OPTIONS: &'static [&'static str] = &[
2679 "tol",
2680 "dual_inf_tol",
2681 "constr_viol_tol",
2682 "compl_inf_tol",
2683 "acceptable_tol",
2684 "acceptable_iter",
2685 "acceptable_dual_inf_tol",
2686 "acceptable_constr_viol_tol",
2687 "acceptable_compl_inf_tol",
2688 "acceptable_obj_change_tol",
2689 "kkt_fidelity_tol",
2690 "obj_scale_certificate_threshold",
2691 "dual_inf_scale_kappa",
2692 "primal_noise_floor_kappa",
2693 "dual_diverging_streak",
2694 "infeas_max_streak",
2695 "resto_decline_deferrals",
2696 "resto_decline_progress_ratio",
2697 "neg_curv_escapes",
2698 "limited_memory_ls_failure_restarts",
2699 ];
2700
2701 /// Did the caller set any option from
2702 /// [`Self::TERMINATION_POLICY_OPTIONS`]?
2703 ///
2704 /// This is what separates the two readings of a
2705 /// `Solved_To_Acceptable_Level` exit. Under stock convergence
2706 /// settings it means POUNCE's own schedule parked the dual term
2707 /// above `tol` and a flipped schedule is worth one try. Under a
2708 /// caller-modified one it may be the signal the caller armed the
2709 /// option to receive, and erasing it with a retry is exactly the
2710 /// laundering pounce#748 refused to do by default.
2711 fn caller_set_termination_policy(&self) -> bool {
2712 Self::TERMINATION_POLICY_OPTIONS.iter().any(|name| {
2713 matches!(self.options.get_numeric_value(name, ""), Ok((_, true)))
2714 || matches!(self.options.get_integer_value(name, ""), Ok((_, true)))
2715 || matches!(self.options.get_bool_value(name, ""), Ok((_, true)))
2716 || matches!(self.options.get_string_value(name, ""), Ok((_, true)))
2717 })
2718 }
2719
2720 /// The μ strategy this option table actually resolves to, as
2721 /// `algorithm_builder_from_options` will build it: the explicit
2722 /// value when there is one, otherwise `adaptive` for a
2723 /// limited-memory Hessian and `monotone` for anything else.
2724 ///
2725 /// The fallback below flips *this*, not the registered default —
2726 /// flipping the registered default under limited-memory would
2727 /// "retry" with the strategy that just failed.
2728 fn effective_mu_strategy_is_adaptive(&self) -> bool {
2729 mu_strategy_resolves_to_adaptive(&self.options)
2730 }
2731
2732 /// Read the μ-strategy auto-fallback switch (pounce#138).
2733 ///
2734 /// An explicit setting always wins. Absent one the default is **on**
2735 /// (pounce#748) — but only while the user has not chosen a
2736 /// `mu_strategy` themselves. Retrying under the other schedule is a
2737 /// recovery for a solve that stalled on a strategy POUNCE picked; it
2738 /// is not licence to override a strategy the caller named. Without
2739 /// that condition, flipping the default would silently contaminate
2740 /// every controlled comparison that pins `mu_strategy` on purpose,
2741 /// this repository's own benchmark arms included. The motivating
2742 /// case is unaffected: `dirichlet120` stalls under the
2743 /// limited-memory substitution (pounce#746), which by definition
2744 /// only happens when `mu_strategy` is unset.
2745 fn is_mu_strategy_fallback_enabled(&self) -> bool {
2746 match self.options.get_bool_value("mu_strategy_fallback", "") {
2747 Ok((v, true)) => v,
2748 _ => !self.mu_strategy_was_set() || self.mu_strategy_pounce_chosen,
2749 }
2750 }
2751
2752 /// Record that the `mu_strategy` now in the option table was chosen by a
2753 /// POUNCE frontend, not by the caller (gh#990).
2754 ///
2755 /// The Python path for a problem without `hessian` writes
2756 /// `mu_strategy=monotone` so that gh#746's limited-memory -> adaptive
2757 /// substitution does not read a barrier preference out of a Hessian
2758 /// choice POUNCE made itself. Written as an ordinary option, that pin
2759 /// also read as "the caller named a strategy" to
2760 /// [`Self::is_mu_strategy_fallback_enabled`], which switched off the
2761 /// default-on stall retry (gh#748) on exactly that path — the same
2762 /// set-ness defect the second-opinion ladder's write-backs once had.
2763 /// With this mark the pin still decides the schedule, and the fallback
2764 /// stays on. A frontend calls it only when the caller's own options carry
2765 /// no `mu_strategy`.
2766 pub fn mark_mu_strategy_pounce_chosen(&mut self) {
2767 self.mu_strategy_pounce_chosen = true;
2768 }
2769
2770 /// Has the user set `algorithm = active-set-sqp`? Reads the
2771 /// string option and matches case-insensitively against the
2772 /// design-note §7.1 spelling. Any value other than
2773 /// "active-set-sqp" (including absence) routes to the
2774 /// default IPM path.
2775 /// Stash a warm-start iterate for the SQP path. Consumed by
2776 /// the next `optimize_tnlp` call when the `algorithm` option
2777 /// resolves to `active-set-sqp`; the IPM path ignores it.
2778 /// Phase 5c (§6) — the parametric / MPC warm-start hand-off.
2779 ///
2780 /// The iterate is auto-cleared after use, so a follow-up
2781 /// solve without an intervening `set_sqp_warm_start` call
2782 /// cold-starts.
2783 ///
2784 /// `x`, `lambda_g` and `lambda_x` are in the **caller's** space — what
2785 /// `finalize_solution` reports: full-`n` `x` in model units, `lambda_g`
2786 /// in `g` order on the unscaled Lagrangian `f + λᵀg`, and
2787 /// `lambda_x = z_L − z_U`. The solve maps them into the algorithm's
2788 /// space (fixed variables dropped, `[y_c; y_d]` row order, objective,
2789 /// constraint and per-variable scaling) itself, so a converged solve's
2790 /// reported multipliers can be fed back unchanged. The working set is in
2791 /// the same space: bound statuses full-`n` in variable order (fixed
2792 /// variables' entries are ignored), constraint statuses one per `g` row
2793 /// in the user's row order — exactly what [`Self::last_sqp_working_set`]
2794 /// publishes, so a published set can be fed back as-is.
2795 pub fn set_sqp_warm_start(&mut self, warm: crate::sqp::SqpIterates) {
2796 self.sqp_warm_start = Some(warm);
2797 }
2798
2799 /// Drop any pending warm-start iterate without solving.
2800 pub fn clear_sqp_warm_start(&mut self) {
2801 self.sqp_warm_start = None;
2802 }
2803
2804 /// What the crossover phase did on the most recent solve (gh#612).
2805 ///
2806 /// `None` means crossover never ran — either `crossover=no` (the
2807 /// default) or the solve did not converge. A `Some` whose
2808 /// [`CrossoverReport::accepted`] is false means it ran and *declined*;
2809 /// the two are different facts about a solve and consumers that reason
2810 /// about active-set certainty (sensitivity's AMBIGUOUS class, a
2811 /// downstream `var_status`) need to tell them apart.
2812 ///
2813 /// [`CrossoverReport::accepted`]: crate::crossover::CrossoverReport::accepted
2814 pub fn crossover_report(&self) -> Option<&crate::crossover::CrossoverReport> {
2815 self.crossover_report.as_ref()
2816 }
2817
2818 /// What the interior-point → active-set handover did on the most recent
2819 /// solve (gh#1054); `None` unless `ipm_sqp_handover=yes`.
2820 pub fn handover_report(&self) -> Option<&crate::handover::HandoverReport> {
2821 self.handover_report.as_ref()
2822 }
2823
2824 /// Install a full primal-dual warm-start iterate for the next IPM
2825 /// `optimize_tnlp`. Captured by the debugger's `resolve` so the
2826 /// re-solve continues from the paused interior point. The caller is
2827 /// responsible for also enabling `warm_start_init_point=yes` (and
2828 /// usually `warm_start_target_mu=<μ>`) so the re-optimize branch of
2829 /// `WarmStartIterateInitializer` preserves the installed iterate.
2830 /// Consumed once per solve, then auto-cleared.
2831 pub fn set_warm_start_iterate(&mut self, snap: crate::debug::IterateSnapshot) {
2832 self.warm_start_iterate = Some(snap);
2833 }
2834
2835 /// Install a caller-supplied fill-reducing permutation for the KKT
2836 /// linear solver (pounce#180 item 1). The next `optimize_*` builds
2837 /// the FERAL backend with [`pounce_feral::OrderingMethod::External`],
2838 /// overriding the `feral_ordering` string option / env var. Use this
2839 /// to inject a block-triangular / Schur ordering a generic algorithm
2840 /// cannot see (Parker, Garcia & Bent, arXiv:2602.17968) or a tearing
2841 /// ordering from equation-oriented decomposition.
2842 ///
2843 /// `perm` is a **0-based, new-to-old permutation** (`perm[k]` is the
2844 /// original index that becomes index `k`), and its length must equal
2845 /// the augmented KKT system dimension (variables + slacks +
2846 /// constraint duals), *not* the problem's `n`. A wrong length or a
2847 /// non-bijection is rejected by FERAL at the first factorization with
2848 /// an `InvalidInput` error (never a panic), surfacing as a solver
2849 /// failure rather than a silently-wrong solve — the ordering only
2850 /// affects fill/time, never the computed solution.
2851 ///
2852 /// Persistent config: unlike the warm-start hooks it is *not*
2853 /// auto-cleared after a solve. Call [`Self::clear_external_ordering`]
2854 /// to drop it. Ignored by non-FERAL backends and by any custom
2855 /// factory plugged via [`Self::set_linear_backend_factory`].
2856 pub fn set_external_ordering(&mut self, perm: Vec<usize>) {
2857 self.external_ordering = Some(perm);
2858 }
2859
2860 /// Drop any installed external KKT ordering, restoring the
2861 /// `feral_ordering`-driven default for subsequent solves.
2862 pub fn clear_external_ordering(&mut self) {
2863 self.external_ordering = None;
2864 }
2865
2866 /// The currently-installed external KKT ordering, if any.
2867 pub fn external_ordering(&self) -> Option<&[usize]> {
2868 self.external_ordering.as_deref()
2869 }
2870
2871 /// Install a block-triangular / Schur KKT partition (pounce#180 item 2).
2872 /// `indices` are KKT-space indices (`0..dim` in the `x, s, c, d` block
2873 /// order the aug-system solver assembles) naming the Schur block `S`; that
2874 /// block is Schur-complemented out and only the two diagonal blocks are
2875 /// factorized (inertia via Sylvester's law). Honored on the IPM + feral +
2876 /// exact-Hessian path; the Schur solver falls back to the standard
2877 /// full-space solver transparently when the partition is unsuitable (too
2878 /// large a fraction of the system, malformed, or a backend error), so a
2879 /// stray hook never breaks a solve. Persistent config (not auto-cleared);
2880 /// drop it via [`Self::clear_kkt_schur_block`].
2881 /// Declare the block structure in the **model's own terms**: one block id
2882 /// per variable and per constraint, negative for the shared ones
2883 /// (structured-KKT Phase 5b). Blocks must couple only through the shared
2884 /// entries; the solver checks that against the assembled KKT and falls
2885 /// back when it does not hold.
2886 ///
2887 /// This is the form a model can produce — "`pg[g]` is shared, everything
2888 /// in contingency `k` is block `k`" — and pounce maps it to KKT indices
2889 /// itself, accounting for fixed variables and the equality / inequality
2890 /// split. Lengths are the problem's own `n` and `m`; a mismatch is
2891 /// reported and the solve proceeds monolithically.
2892 ///
2893 /// Persistent config; drop it with [`Self::clear_block_structure`].
2894 pub fn set_block_structure(&mut self, var_blocks: Vec<i32>, con_blocks: Vec<i32>) {
2895 self.model_blocks = Some((var_blocks, con_blocks));
2896 }
2897
2898 /// Drop any declared model-space block structure.
2899 pub fn clear_block_structure(&mut self) {
2900 self.model_blocks = None;
2901 }
2902
2903 /// The declared model-space block structure, if any.
2904 pub fn block_structure(&self) -> Option<(&[i32], &[i32])> {
2905 self.model_blocks
2906 .as_ref()
2907 .map(|(v, c)| (v.as_slice(), c.as_slice()))
2908 }
2909
2910 /// Install a block-parallel KKT partition (structured-KKT Phase 5b).
2911 /// `labels` are KKT-space block ids in the solver's internal
2912 /// `x, slack, eq-dual, ineq-dual` order, `< 0` for the shared border; an
2913 /// **empty** vector asks the solver to detect the structure from the
2914 /// assembled KKT. Honored on the IPM + feral + exact-Hessian path, with a
2915 /// transparent fallback to the standard solver when the partition does not
2916 /// match the matrix. Persistent config; drop it with
2917 /// [`Self::clear_kkt_block_structure`].
2918 pub fn set_kkt_block_structure(&mut self, labels: Vec<i32>) {
2919 self.kkt_blocks = Some(labels);
2920 }
2921
2922 /// Drop any installed block partition.
2923 pub fn clear_kkt_block_structure(&mut self) {
2924 self.kkt_blocks = None;
2925 }
2926
2927 /// The currently-installed block partition, if any.
2928 pub fn kkt_block_structure(&self) -> Option<&[i32]> {
2929 self.kkt_blocks.as_deref()
2930 }
2931
2932 pub fn set_kkt_schur_block(&mut self, indices: Vec<usize>) {
2933 self.kkt_schur_block = Some(indices);
2934 }
2935
2936 /// Drop any installed Schur KKT partition, restoring the standard
2937 /// full-space solver for subsequent solves.
2938 pub fn clear_kkt_schur_block(&mut self) {
2939 self.kkt_schur_block = None;
2940 }
2941
2942 /// The currently-installed Schur KKT partition, if any.
2943 pub fn kkt_schur_block(&self) -> Option<&[usize]> {
2944 self.kkt_schur_block.as_deref()
2945 }
2946
2947 /// Return the final QP working set from the most recent SQP
2948 /// solve, or `None` if the last solve wasn't SQP, didn't
2949 /// produce a working set (cold-start declared the iterate
2950 /// optimal before solving any QP), or no SQP solve has run.
2951 ///
2952 /// The set is in the **caller's** index spaces, the ones
2953 /// `finalize_solution` uses: `bounds[j]` is variable `j` of the full
2954 /// `n` (a variable `fixed_variable_treatment = make_parameter` removed
2955 /// reads `Fixed`), and `constraints[i]` is `g` row `i` in the model's
2956 /// own row order — not the SQP's internal equalities-first order. It is
2957 /// the form [`Self::set_sqp_warm_start`] takes back.
2958 pub fn last_sqp_working_set(&self) -> Option<&pounce_qp::WorkingSet> {
2959 self.sqp_last_working_set.as_ref()
2960 }
2961
2962 /// A working set computed in the solve's algorithm space, mapped to the
2963 /// caller's: bound statuses lifted to the full variable vector (gh#986
2964 /// review item 10 — fixed variables are `Fixed`), constraint statuses
2965 /// moved from the algorithm's `[c; d]` row order (equalities first) to
2966 /// the user's `g` row order through the NLP's `c_map` / `d_map`. A
2967 /// bound vector that is not reduced-sized is left as it is.
2968 fn working_set_to_user(
2969 &self,
2970 nlp: &dyn IpoptNlp,
2971 ws: pounce_qp::WorkingSet,
2972 ) -> pounce_qp::WorkingSet {
2973 let bounds = match &self.x_elimination {
2974 Some((map, n_full)) if ws.bounds.len() == map.len() && map.len() != *n_full => {
2975 let mut bounds = vec![pounce_qp::BoundStatus::Fixed; *n_full];
2976 for (k, &j) in map.iter().enumerate() {
2977 bounds[j as usize] = ws.bounds[k];
2978 }
2979 bounds
2980 }
2981 _ => ws.bounds,
2982 };
2983 pounce_qp::WorkingSet {
2984 bounds,
2985 constraints: working_set_rows_to_user(nlp, ws.constraints),
2986 }
2987 }
2988
2989 /// If `solver_selection` is explicitly set to a value whose routing lives
2990 /// only in the CLI's `.nl` dispatch, return it; otherwise `None`.
2991 /// `optimize_tnlp` uses this to reject a forced convex selection a library
2992 /// consumer cannot honor.
2993 fn unsupported_library_solver_selection(&self) -> Option<&'static str> {
2994 let (v, found) = self.options.get_string_value("solver_selection", "").ok()?;
2995 if !found {
2996 return None;
2997 }
2998 ["lp-ipm", "qp-ipm", "socp"]
2999 .into_iter()
3000 .find(|c| v.eq_ignore_ascii_case(c))
3001 }
3002
3003 /// The `linear_solver` value when the caller explicitly asked for a
3004 /// backend pounce does not implement; `None` when the request can be
3005 /// served (or was never made).
3006 ///
3007 /// pounce ships two: **FERAL** (pure Rust, the effective default) and
3008 /// **MA57** (HSL, behind the `ma57` feature). The option's valid-value
3009 /// list is a faithful port of upstream Ipopt's — `ma27`, `ma77`,
3010 /// `ma86`, `ma97`, `mumps`, `pardiso`, `pardisomkl`, `spral`, `wsmp`,
3011 /// `custom` — so an `ipopt.opt` written for Ipopt parses here, and
3012 /// every one of those names used to fall through a `_ =>` arm to
3013 /// FERAL. A run "using MUMPS" was a FERAL run; a benchmark comparing
3014 /// backends compared FERAL with itself (gh#483 follow-up).
3015 ///
3016 /// The registered default is `feral`, which pounce implements, so no
3017 /// explicit-vs-default distinction is needed: whatever the option
3018 /// resolves to must be a backend that exists. (It is checked
3019 /// unconditionally on purpose — a future default naming something
3020 /// unimplemented should trip this, not slip past it.)
3021 ///
3022 /// Explicit `ma57` on a build that lacks the feature is *not* refused;
3023 /// that fallback is reported in the banner ("ma57 requested but not
3024 /// compiled"), so it is visible rather than silent, and failing a
3025 /// portable `ipopt.opt` over a build flag would cost more than it buys.
3026 pub fn unimplemented_linear_solver(&self) -> Option<String> {
3027 let (v, _) = self.options.get_string_value("linear_solver", "").ok()?;
3028 ["feral", "ma57"]
3029 .iter()
3030 .all(|ok| !v.eq_ignore_ascii_case(ok))
3031 .then_some(v)
3032 }
3033
3034 /// The message for the first option the caller set that names a
3035 /// feature pounce does not implement, or `None`. Public so the CLI
3036 /// can refuse before routing — the convex dispatch never reaches
3037 /// `optimize_tnlp`. See [`crate::unimplemented_options`].
3038 ///
3039 /// A run configuring nothing but backends pounce does not ship is
3040 /// refused here too, after the per-option table has had its say —
3041 /// see [`crate::unimplemented_options::backend_only_refusal`]. It
3042 /// is folded in rather than given its own accessor so that every
3043 /// surface already refusing on this method refuses on it as well;
3044 /// the CLI is not the only frontend, and a condition worth failing
3045 /// on is not worth failing on only from the CLI.
3046 pub fn unimplemented_option_refusal(&self) -> Option<String> {
3047 crate::unimplemented_options::refusal(&self.options, &self.reg_options).or_else(|| {
3048 crate::unimplemented_options::backend_only_refusal(&self.options, &self.reg_options)
3049 })
3050 }
3051
3052 /// The message for the first string option the caller set to a
3053 /// registered *value* pounce does not implement, or `None`.
3054 ///
3055 /// Separate from [`Self::unimplemented_option_refusal`] because the
3056 /// option itself is read and its other values work — it is one mode
3057 /// that is missing, not the feature. See
3058 /// [`crate::unimplemented_options::UNIMPLEMENTED_VALUES`].
3059 pub fn unimplemented_option_value_refusal(&self) -> Option<String> {
3060 crate::unimplemented_options::value_refusal(&self.options)
3061 }
3062
3063 /// `option_file_name` set on a surface that never resolves it.
3064 ///
3065 /// The option reaches a file through exactly one path —
3066 /// [`Self::initialize_with_option_file`], which the `pounce` CLI
3067 /// drives. A library caller (Python, the C interface, WASM) sets its
3068 /// options directly and calls no such thing, so on those surfaces the
3069 /// option names a whole configuration and applies none of it: gh#518's
3070 /// failure mode, one surface over. It used to be caught by the blanket
3071 /// [`crate::unimplemented_options`] refusal, which no longer covers it
3072 /// now that the feature exists; this keeps the guard exactly where the
3073 /// feature still doesn't.
3074 ///
3075 /// Deliberately *not* fixed by having the library read an options file
3076 /// too: an implicit `./ipopt.opt` lookup under Python or the GAMS C
3077 /// link would be a surprising action at a distance, and `pounce.opt`
3078 /// already means something else to GAMS.
3079 pub fn unhonored_option_file_name(&self) -> Option<String> {
3080 if self.option_file_resolved {
3081 return None;
3082 }
3083 // Same default gate as the table: an explicitly-set *default*
3084 // asks for nothing, so it must not fail. `option_file_name`
3085 // defaults to `ipopt.opt`, and a caller round-tripping a full
3086 // option dump — or a generated config that spells out every
3087 // registered name — hits that value without asking for anything.
3088 if !crate::unimplemented_options::set_to_a_non_default(
3089 &self.options,
3090 &self.reg_options,
3091 "option_file_name",
3092 ) {
3093 return None;
3094 }
3095 match self.options.get_string_value("option_file_name", "") {
3096 Ok((name, true)) if !name.is_empty() => Some(format!(
3097 "pounce: `option_file_name` was set to `{name}`, but this entry \
3098 point does not read options files — it would configure nothing. \
3099 The `pounce` CLI honors it (and `./pounce.opt` / `./ipopt.opt`); \
3100 from a library, read the file yourself and pass its contents to \
3101 `initialize_with_options_str`, or set the options directly. \
3102 Tracking issue: https://github.com/jkitchin/pounce/issues/518"
3103 )),
3104 _ => None,
3105 }
3106 }
3107
3108 /// Declare that this caller can route a model to the convex LP/QP /
3109 /// SOCP engines, so the `qp_*` knobs they read configure something.
3110 ///
3111 /// The `pounce` CLI calls this: it owns the `.nl` structure
3112 /// extraction that classifies a model, which is the whole of what
3113 /// `solver_selection`'s convex values need. No library frontend can
3114 /// (see [`Self::unsupported_library_solver_selection`]), so the
3115 /// default is `false` and [`Self::unhonored_convex_option`] refuses
3116 /// the knobs there.
3117 ///
3118 /// Declaring it also covers the CLI's *fallback*: a convex attempt
3119 /// that returns no verified point hands the model to
3120 /// [`Self::optimize_tnlp`], and the `qp_*` values it was given
3121 /// configured that attempt for real. Refusing them at the handoff
3122 /// would fail a run that used them.
3123 pub fn set_convex_routing_available(&mut self, available: bool) {
3124 self.convex_routing_available = available;
3125 }
3126
3127 /// The convex LP/QP knobs are registered core-side so every frontend
3128 /// parses them — but only the CLI can reach the engines that read
3129 /// them. On any other entry point the option names a whole
3130 /// configuration and applies none of it; this is the message that
3131 /// says so, in place of the silence.
3132 ///
3133 /// gh#604. Same shape and same default gate as
3134 /// [`Self::unhonored_option_file_name`]: an explicitly-set *default*
3135 /// asks for nothing and must keep working, so only a value that
3136 /// differs is refused.
3137 pub fn unhonored_convex_option(&self) -> Option<String> {
3138 if self.convex_routing_available {
3139 return None;
3140 }
3141 const CONVEX_ONLY: &[&str] = &[
3142 "qp_presolve",
3143 "qp_tau",
3144 "qp_tau_max",
3145 "qp_reg",
3146 "qp_gondzio_corr",
3147 "qp_infeas_tol",
3148 "qp_hsde",
3149 "qp_equilibrate",
3150 "qp_crossover",
3151 ];
3152 let name = CONVEX_ONLY.iter().find(|name| {
3153 crate::unimplemented_options::set_to_a_non_default(
3154 &self.options,
3155 &self.reg_options,
3156 name,
3157 )
3158 })?;
3159 Some(format!(
3160 "pounce: `{name}` tunes the convex LP/QP interior-point engine, but \
3161 this entry point cannot route a model to it — the option would \
3162 configure nothing. The `pounce` CLI reaches that engine on `.nl` \
3163 input (`solver_selection=lp-ipm` / `qp-ipm` / `socp`, or `auto` on \
3164 a model that classifies as one); the `qp_*` options themselves are \
3165 read only there and by `pounce.solve_qp`. From Python, \
3166 `pounce.solve_qp` drives the engine directly and takes `qp_presolve`, \
3167 `qp_reg`, `qp_hsde`, `qp_equilibrate` and `qp_crossover` as keyword \
3168 arguments (presolve is off there unless asked for). \
3169 On this path, `solver_selection=qp-active-set` \
3170 (or `algorithm=active-set-sqp`) is the nearest thing, tuned by the \
3171 `sqp_qp_*` options. Tracking issue: \
3172 https://github.com/jkitchin/pounce/issues/604"
3173 ))
3174 }
3175
3176 /// Warnings for caching hints pounce does not exploit. These never
3177 /// block a solve: the answer is identical either way, so refusing
3178 /// would cost the caller more than the silence did.
3179 pub fn unexploited_hint_warnings(&self) -> Vec<String> {
3180 crate::unimplemented_options::hint_warnings(&self.options, &self.reg_options)
3181 }
3182
3183 /// Warnings for the constant-derivative hints when the solve routes to
3184 /// `pounce-convex` instead of here. Call site is the convex dispatch
3185 /// in the CLI, next to the other guards that live there for the same
3186 /// reason: that dispatch never reaches [`Self::optimize_tnlp`], so
3187 /// `install_constant_derivative_hints` never runs and the hints are
3188 /// unread. On the NLP route they are honoured, so this must not be
3189 /// called there.
3190 pub fn convex_unexploited_hint_warnings(&self) -> Vec<String> {
3191 crate::unimplemented_options::convex_hint_warnings(&self.options, &self.reg_options)
3192 }
3193
3194 /// Which of the four constant-derivative hints the caller actually
3195 /// asserted, in [`pounce_nlp::constant_derivatives::HINT_OPTIONS`]
3196 /// order — the order [`reconcile`] pairs against the model's own
3197 /// proofs.
3198 ///
3199 /// Each name is read as a literal rather than through the loop
3200 /// variable the caller used to use. The registered-but-unread scan
3201 /// (`tests/no_silent_options.rs`) keys on the option name as it
3202 /// appears at the accessor, so `get_bool_value(name, "")` over an
3203 /// array read as "no key here" and left all four sitting in the
3204 /// silent list while they were fully wired and consumed (#551 /
3205 /// #677).
3206 ///
3207 /// Matching over `HINT_OPTIONS` rather than writing a bare array
3208 /// keeps the slots right by construction, and a fifth hint added to
3209 /// `HINT_OPTIONS` trips the fallback arm instead of silently reading
3210 /// as "not asserted" — which is the failure mode this whole line of
3211 /// work exists to kill.
3212 fn asserted_constant_derivative_hints(&self) -> [bool; 4] {
3213 use pounce_nlp::constant_derivatives::HINT_OPTIONS;
3214 let read_yes = |key: &str| matches!(self.options.get_bool_value(key, ""), Ok((true, true)));
3215 HINT_OPTIONS.map(|name| match name {
3216 "grad_f_constant" => read_yes("grad_f_constant"),
3217 "hessian_constant" => read_yes("hessian_constant"),
3218 "jac_c_constant" => read_yes("jac_c_constant"),
3219 "jac_d_constant" => read_yes("jac_d_constant"),
3220 other => unreachable!("`{other}` is in HINT_OPTIONS with no read site"),
3221 })
3222 }
3223
3224 /// Resolve the four constant-derivative hints for this solve and
3225 /// install the result on the NLP (gh #588, phase Q6).
3226 ///
3227 /// `grad_f_constant` / `hessian_constant` / `jac_c_constant` /
3228 /// `jac_d_constant` are, upstream, unchecked user assertions: Ipopt
3229 /// reuses the derivative and returns a wrong answer if the assertion
3230 /// was false. pounce asks the model first. Where the model *proves*
3231 /// the derivative constant, the reuse happens whether or not the
3232 /// option was set — the hint is redundant. Where the model proves it
3233 /// **varies** and the option was set anyway, the option is refused
3234 /// with a warning, which is the deliberate divergence. Where the
3235 /// model can prove nothing — every callback front end, both GAMS
3236 /// links — the user's assertion is honoured on trust, exactly as
3237 /// upstream, because "unproved" is not "disproved" and silently
3238 /// overriding the caller there would be its own wrong answer.
3239 fn install_constant_derivative_hints(&self, orig_nlp: &mut OrigIpoptNlp) {
3240 use pounce_common::journalist::JournalCategory;
3241 use pounce_nlp::constant_derivatives::reconcile;
3242
3243 // Each name is read as a literal rather than through the loop
3244 // variable: the registered-but-unread scan
3245 // (`tests/no_silent_options.rs`) keys on the option name as it
3246 // appears at the accessor, so `get_bool_value(name, "")` read as
3247 // "no key here" and left all four of these sitting in the silent
3248 // list while they were fully wired and consumed (#551 / #677).
3249 //
3250 // Matching over `HINT_OPTIONS` rather than writing a bare array
3251 // keeps the order right by construction — `reconcile` pairs
3252 // `asserted[k]` with `proofs[k]` — and a fifth hint added to
3253 // `HINT_OPTIONS` trips the fallback arm instead of silently
3254 // reading as "not asserted", which is the failure mode this
3255 // whole line of work exists to kill.
3256 let asserted = self.asserted_constant_derivative_hints();
3257 let proofs = orig_nlp.derivative_proofs();
3258 let (outcomes, enabled) = reconcile(proofs, asserted);
3259
3260 for outcome in &outcomes {
3261 if let Some(warning) = outcome.warning() {
3262 eprintln!("{warning}");
3263 self.journalist.print(
3264 JournalLevel::J_STRONGWARNING,
3265 JournalCategory::J_MAIN,
3266 &format!("{warning}\n"),
3267 );
3268 }
3269 }
3270 if std::env::var("POUNCE_DBG_CONSTDERIV").is_ok() {
3271 for outcome in &outcomes {
3272 eprintln!(
3273 "[const deriv] {:<15} proof={:?} asserted={} reused={}",
3274 outcome.name, outcome.proof, outcome.asserted, outcome.honoured,
3275 );
3276 }
3277 }
3278 orig_nlp.set_constant_derivatives(enabled);
3279 }
3280
3281 /// Warnings for knobs of a linear-solver backend pounce does not
3282 /// ship (`ma97_*`, `pardiso_*`, …), one line per backend family.
3283 ///
3284 /// Warnings and not refusals: an `ipopt.opt` carrying settings for
3285 /// several backends so that one file runs everywhere is exactly what
3286 /// the registry exists to accept, and refusing it would fail a run
3287 /// over knobs it never touches. See the "Backend knobs warn, they do
3288 /// not refuse" section of [`crate::unimplemented_options`]. gh#551.
3289 pub fn unimplemented_backend_warnings(&self) -> Vec<String> {
3290 crate::unimplemented_options::backend_warnings(&self.options, &self.reg_options)
3291 }
3292
3293 /// The same warnings, but at most once per application: the second
3294 /// caller gets nothing.
3295 ///
3296 /// Two sites emit them — the CLI, before routing, because a convex
3297 /// model never reaches [`Self::optimize_tnlp`], and `optimize_tnlp`
3298 /// itself, for every frontend that is not the CLI. A CLI run passes
3299 /// through both, and printing the identical paragraph twice is how a
3300 /// warning teaches its reader to skip warnings.
3301 pub fn take_unimplemented_backend_warnings(&mut self) -> Vec<String> {
3302 if self.backend_warnings_emitted {
3303 return Vec::new();
3304 }
3305 self.backend_warnings_emitted = true;
3306 self.unimplemented_backend_warnings()
3307 }
3308
3309 /// Resolve the five registered `derivative_test*` knobs. Every one
3310 /// of them was registered and never read, so `derivative_test=
3311 /// first-order` ran no test and printed nothing — a checker that
3312 /// silently checks nothing reports success by omission (gh#483
3313 /// follow-up).
3314 ///
3315 /// The numeric helper is named `read_num` to match the accessor
3316 /// idiom the rest of this file uses: the registered-but-unread scan
3317 /// (`tests/no_silent_options.rs`) discovers `read_*` helpers and the
3318 /// literal key passed to them, so a differently-named local closure
3319 /// made `derivative_test_perturbation` and `derivative_test_tol`
3320 /// read as silent when they are wired and consumed (#677, #551).
3321 fn derivative_test_options(&self) -> DerivativeTestOptions {
3322 let read_num = |key: &str, default: Number| -> Number {
3323 self.options
3324 .get_numeric_value(key, "")
3325 .ok()
3326 .and_then(|(v, f)| f.then_some(v))
3327 .unwrap_or(default)
3328 };
3329 DerivativeTestOptions {
3330 mode: self
3331 .options
3332 .get_string_value("derivative_test", "")
3333 .ok()
3334 .and_then(|(v, f)| f.then_some(v))
3335 .map(|v| DerivativeTest::from_option(&v))
3336 .unwrap_or_default(),
3337 perturbation: read_num("derivative_test_perturbation", 1e-8),
3338 tol: read_num("derivative_test_tol", 1e-4),
3339 first_index: self
3340 .options
3341 .get_integer_value("derivative_test_first_index", "")
3342 .ok()
3343 .and_then(|(v, f)| f.then_some(v))
3344 .unwrap_or(-2),
3345 print_all: self
3346 .options
3347 .get_bool_value("derivative_test_print_all", "")
3348 .ok()
3349 .and_then(|(v, f)| f.then_some(v))
3350 .unwrap_or(false),
3351 }
3352 }
3353
3354 /// The derivative checker's structured verdict from the most recent
3355 /// [`Self::run_derivative_test`], or `None` when no test ran (gh#990).
3356 /// The IPM and SQP drains copy it into `SolveStatistics`; a caller that
3357 /// builds its own report (the CLI's convex route) reads it here.
3358 pub fn derivative_check(&self) -> Option<pounce_nlp::derivative_test::DerivativeCheckSummary> {
3359 self.derivative_check.borrow().clone()
3360 }
3361
3362 /// Run the derivative checker, if requested, against `tnlp`.
3363 ///
3364 /// Advisory, like upstream: a suspicious entry is reported and the
3365 /// solve continues. The report goes to stderr so it survives
3366 /// `print_level=0` and leaves `--json-output`'s stdout clean.
3367 pub fn run_derivative_test(&self, tnlp: &Rc<RefCell<dyn TNLP>>) {
3368 // gh#990 item 3: the structured result belongs to this solve; a solve
3369 // that asks for no test must not inherit the previous one's.
3370 *self.derivative_check.borrow_mut() = None;
3371 let opts = self.derivative_test_options();
3372 if matches!(opts.mode, DerivativeTest::None) {
3373 return;
3374 }
3375 let report = {
3376 let mut borrowed = tnlp.borrow_mut();
3377 pounce_nlp::derivative_test::run(&mut *borrowed, &opts)
3378 };
3379 let Some(report) = report else {
3380 eprintln!(
3381 "pounce: derivative_test was requested but the TNLP declined to \
3382 supply the information the check needs (dimensions, bounds, or \
3383 a starting point); no test was run."
3384 );
3385 return;
3386 };
3387 *self.derivative_check.borrow_mut() = Some(report.summary.clone());
3388 use pounce_common::journalist::JournalCategory;
3389 for line in &report.lines {
3390 eprintln!("{line}");
3391 self.journalist.print(
3392 JournalLevel::J_SUMMARY,
3393 JournalCategory::J_MAIN,
3394 &format!("{line}\n"),
3395 );
3396 }
3397 }
3398
3399 /// The message [`Self::unimplemented_linear_solver`] earns, shared by
3400 /// every frontend so they cannot drift apart.
3401 pub fn unimplemented_linear_solver_message(value: &str) -> String {
3402 format!(
3403 "pounce: linear_solver={value} is not implemented. pounce provides \
3404 `feral` (pure-Rust sparse symmetric, the default) and `ma57` (HSL, \
3405 in a `--features ma57` build); the other names in the option's \
3406 list come from the upstream Ipopt registry so an ipopt.opt written \
3407 for Ipopt still parses. Selecting one used to run FERAL silently, \
3408 which makes a backend comparison measure nothing — so it is \
3409 refused instead. Use linear_solver=feral or linear_solver=ma57."
3410 )
3411 }
3412
3413 /// Will the next `optimize_tnlp` run the active-set SQP driver rather
3414 /// than the interior-point one?
3415 ///
3416 /// Public because the dispatch decision has to be *reportable*, not just
3417 /// taken: before this was reachable, the CLI's `Selected solver:` line
3418 /// and the JSON report's `solution.engine` both named the filter-IPM on
3419 /// every `algorithm=active-set-sqp` run, because the only thing either
3420 /// consulted was `solver_selection` — which is `auto` on a general NLP
3421 /// however the `algorithm` option is set. Reading the same predicate
3422 /// `optimize_tnlp` dispatches on is what keeps the report and the run
3423 /// from disagreeing; deriving it a second time in the CLI is how they
3424 /// drifted in the first place.
3425 pub fn is_sqp_algorithm_selected(&self) -> bool {
3426 // `algorithm` is the primary selector.
3427 // `solver_selection = qp-active-set` selects the
3428 // same active-set SQP engine.
3429 let algo_sqp = matches!(
3430 self.options.get_string_value("algorithm", ""),
3431 Ok((v, true)) if v.eq_ignore_ascii_case("active-set-sqp")
3432 );
3433 let selection_sqp = matches!(
3434 self.options.get_string_value("solver_selection", ""),
3435 Ok((v, true)) if v.eq_ignore_ascii_case("qp-active-set")
3436 );
3437 algo_sqp || selection_sqp
3438 }
3439
3440 /// Whether an active-set SQP request on a model with `n` variables and
3441 /// `m` constraints runs as the interior point with the IPM→SQP handover
3442 /// and post-convergence crossover, instead of a cold active-set SQP
3443 /// (gh#1061).
3444 ///
3445 /// A primal active-set QP started cold changes its working set one row or
3446 /// bound per iteration, so the SQP's first step QP needs on the order of
3447 /// one iteration per active constraint, each a KKT update the size of the
3448 /// model. Measured on four 9–20 k-variable equality-heavy NLPs
3449 /// (`brainpc2`, `robot_1600`, `WM_CFy`, `ubh5`): not one first QP finished
3450 /// in 300 s. Started from the interior point instead, `ubh5` solves in
3451 /// 0.5 s and `robot_1600` in 6 s. The active-set SQP produces the answer
3452 /// when a handover attempt is accepted; when every attempt declines, the
3453 /// converged interior point is the answer, exactly as under
3454 /// `ipm_sqp_handover=yes`. Post-convergence `crossover` is not turned on
3455 /// as well: measured, it bought `robot_1600` its active-set answer for
3456 /// 6 s → 41 s, and on `brainpc2` declined after a 194 s step-3 QP, past
3457 /// the wall-time limit.
3458 ///
3459 /// Only above [`AUTO_HANDOVER_MIN_DIM`], where a cold SQP is the problem,
3460 /// and only when `ipm_sqp_handover` was not set: `ipm_sqp_handover=no`
3461 /// asks for the cold active-set SQP and gets it.
3462 pub fn sqp_auto_handover(&self, n: usize, m: usize) -> bool {
3463 self.is_sqp_algorithm_selected()
3464 && n + m >= AUTO_HANDOVER_MIN_DIM
3465 && !matches!(
3466 self.options.get_bool_value("ipm_sqp_handover", ""),
3467 Ok((_, true))
3468 )
3469 }
3470
3471 /// Whether the most recent solve was run as interior point plus handover
3472 /// under [`Self::sqp_auto_handover`].
3473 pub fn auto_handover_ran(&self) -> bool {
3474 self.auto_handover.get()
3475 }
3476
3477 /// Whether the active-set SQP produced the most recent solve's point:
3478 /// always on the cold SQP route, and on the auto-handover route when a
3479 /// handover attempt (or a crossover the user asked for) was accepted.
3480 pub fn answer_from_active_set_sqp(&self) -> bool {
3481 if !self.auto_handover.get() {
3482 return self.is_sqp_algorithm_selected();
3483 }
3484 self.handover_report
3485 .as_ref()
3486 .is_some_and(|r| r.accepted_at_iter.is_some())
3487 || self.crossover_report.as_ref().is_some_and(|r| r.accepted())
3488 }
3489
3490 /// Phase 5b SQP entry point. Builds the same NLP chain
3491 /// (`TNLPAdapter` → `OrigIpoptNlp` → `IpoptNlpAdapter`) the
3492 /// IPM uses, then runs `SqpAlgorithm::optimize`. Maps the
3493 /// `SqpResult.status` back to `ApplicationReturnStatus` and
3494 /// hands the final iterate to the user TNLP's
3495 /// `finalize_solution` callback via `finalize_via_sqp`.
3496 fn optimize_sqp_tnlp(&mut self, tnlp: Rc<RefCell<dyn TNLP>>) -> ApplicationReturnStatus {
3497 use pounce_nlp::ConstObjScaling;
3498 use pounce_nlp::orig_ipopt_nlp::OrigIpoptNlp;
3499 use pounce_nlp::tnlp_adapter::TNLPAdapter;
3500
3501 // Wall-clock for the whole SQP solve, mirroring the IPM path's
3502 // `t_start` (see the `total_wallclock_time_secs` assignment in
3503 // `optimize_tnlp`). Without this the field stayed at its struct
3504 // default of 0.0 on every active-set solve, so `--json-output`
3505 // reported an instantaneous solve regardless of actual runtime and
3506 // the engine could not be speed-compared against qp-ipm at all
3507 // (benchmarks/scripts/compare_qp_four_way.py had to skip the column).
3508 let t_start = std::time::Instant::now();
3509
3510 // `new_with_options`, not `new`: the latter hard-codes the same three
3511 // defaults, so `fixed_variable_treatment`, `nlp_lower_bound_inf` and
3512 // `nlp_upper_bound_inf` were accepted and discarded on this arm. The
3513 // defaults coincide, which is why it went unnoticed — it diverges only
3514 // for a caller who sets one, and then the two arms CLASSIFY THE MODEL
3515 // DIFFERENTLY: a bound at the caller's own infinity threshold is a
3516 // bound here and no bound there, and a fixed variable is eliminated on
3517 // one arm and relaxed on the other. That is a different problem, not a
3518 // different trajectory on one.
3519 let (lo_inf, up_inf, fixed_treatment) = self.adapter_options();
3520 let adapter = match TNLPAdapter::new_with_options(
3521 Rc::clone(&tnlp),
3522 lo_inf,
3523 up_inf,
3524 fixed_treatment,
3525 ) {
3526 Ok(a) => Rc::new(RefCell::new(a)),
3527 Err(_) => return ApplicationReturnStatus::InvalidProblemDefinition,
3528 };
3529 // The SQP path never runs gradient-based scaling, but the
3530 // constant `obj_scaling_factor` (negative ⇒ maximize) still
3531 // applies via the OrigIpoptNlp constructor.
3532 let obj_scaling_factor = self
3533 .options
3534 .get_numeric_value("obj_scaling_factor", "")
3535 .ok()
3536 .and_then(|(v, f)| f.then_some(v))
3537 .unwrap_or(1.0);
3538 let mut orig_nlp = match OrigIpoptNlp::new(
3539 Rc::clone(&adapter),
3540 Rc::new(ConstObjScaling(obj_scaling_factor)),
3541 ) {
3542 Ok(n) => n,
3543 Err(_) => return ApplicationReturnStatus::InternalError,
3544 };
3545 // Same Q6 reconciliation as the IPM route: the SQP driver
3546 // evaluates the same derivatives through the same NLP object.
3547 self.install_constant_derivative_hints(&mut orig_nlp);
3548 // `bound_relax_factor`, on the convex arm's rule (gh#745's
3549 // `convex_bound_relax`), because this arm's position is the convex
3550 // arm's and not the interior-point arm's.
3551 //
3552 // The widening is a change to the MODEL, and its error is one-signed:
3553 // enlarging the feasible set can only flatter the objective, by `δ`
3554 // times the bound's multiplier, with nothing bounding that product and
3555 // no amount of tightening `tol` closing it. On `LISWET1` it buys `9.0`
3556 // of objective (`27.1221` against the true `36.1224`); over the
3557 // 91-instance netlib LP corpus, dropping it took the median objective
3558 // error from `1.2e-08` to `3.8e-11`.
3559 //
3560 // The interior-point arm keeps it and must: it is a feasible-iterate
3561 // log-barrier that needs `x` strictly inside its bounds, and matching
3562 // Ipopt is that arm's contract — the fixture sweep at
3563 // `bound_relax_factor=0` turns `square_flowsheet_resto` into
3564 // `InfeasibleProblemDetected`. An active-set QP needs none of it: its
3565 // iterates are feasible for the box by construction, which is why this
3566 // arm has always run un-widened without incident.
3567 //
3568 // So: unset means solve the model as declared, which is what this arm
3569 // already did. What it did NOT do is honour an explicit request — the
3570 // option was accepted and discarded, the gh#677 shape, and a caller
3571 // comparing arms under a named `bound_relax_factor` was comparing two
3572 // different models without being told. Set means the caller asked by
3573 // name and gets exactly the interior-point arm's model.
3574 //
3575 // Either branch snapshots the declared bounds first (`relax_bounds`
3576 // does it before widening), which `declared_box_violation` needs: its
3577 // absence is what printed `Variable bound violation: nan` here.
3578 let requested_relax = self
3579 .options
3580 .get_numeric_value("bound_relax_factor", "")
3581 .ok()
3582 .and_then(|(v, set)| set.then_some(v));
3583 match requested_relax {
3584 Some(factor) => {
3585 let cap = self
3586 .options
3587 .get_numeric_value("constr_viol_tol", "")
3588 .ok()
3589 .and_then(|(v, set)| set.then_some(v))
3590 .unwrap_or(1e-4);
3591 orig_nlp.relax_bounds(factor, cap);
3592 }
3593 None => orig_nlp.snapshot_declared_bounds(),
3594 }
3595 let nlp_rc: Rc<RefCell<dyn IpoptNlp>> = Rc::new(RefCell::new(orig_nlp));
3596
3597 let mut sqp_adapter = crate::sqp::IpoptNlpAdapter::new(Rc::clone(&nlp_rc));
3598
3599 let mut builder = self.algorithm_builder_snapshot();
3600 builder.algorithm = crate::alg_builder::AlgorithmChoice::ActiveSetSqp;
3601 // `max_wall_time` / `max_cpu_time` on this arm (gh#1054). They were
3602 // registered, documented as solve-wide, and read only by the
3603 // interior-point convergence check, so an active-set solve stuck in
3604 // its first QP ran until something outside POUNCE killed it.
3605 builder.sqp.deadline = Some(self.solve_deadline());
3606 // Prefer a caller-installed factory, exactly as `optimize_constrained`
3607 // does, so an embedder that plugs its own backend gets it on both
3608 // arms. `take()` matches the IPM's one-shot semantics rather than
3609 // introducing a second, different lifetime for the same hook.
3610 //
3611 // `maybe_crossover` deliberately does NOT do this: it runs after the
3612 // IPM solve has already taken the factory, so there is never one left
3613 // to find, and its two closures cannot both hold `&mut self` anyway.
3614 let factory = self
3615 .linear_backend_factory
3616 .take()
3617 .unwrap_or_else(|| self.make_backend_factory());
3618 let mut alg = match builder.build_sqp_with_backend(factory) {
3619 Some(a) => a,
3620 None => return ApplicationReturnStatus::InternalError,
3621 };
3622
3623 // Problem statistics + end-of-run summary are emitted by the engine
3624 // itself here (#206), gated on the main `print_level`, so the SQP
3625 // route matches the IPM route across every frontend (CLI, Python, C).
3626 // The SQP's own per-iteration rows stay gated on the separate
3627 // `sqp_print_level`.
3628 let console_output = match self.options.get_integer_value("print_level", "") {
3629 Ok((v, true)) => v >= 1,
3630 _ => true,
3631 };
3632 self.emit_problem_stats(&tnlp, console_output);
3633
3634 // Phase 5c (§6): consume any stashed warm-start iterate.
3635 // `optimize_with_warm_start(warm=None)` is equivalent to
3636 // `optimize`, so cold callers see no change.
3637 let mut warm = self.sqp_warm_start.take();
3638 // gh#986 review item 10: map a warm start given in the caller's full
3639 // variable space through this problem's fixed-variable elimination.
3640 // The working set this application publishes is in that space
3641 // (`working_set_to_user`), and so is what Python's
3642 // `solve(..., working_set=...)` decodes, so a child that fixes `x1`
3643 // gets the parent's statuses for exactly the columns it still has.
3644 // The first pass compared lengths only: a fixed variable made the
3645 // full-space hint "the wrong size" and it was dropped (a cold solve
3646 // and `info["working_set"] = None`), while a reduced-space hint from a
3647 // sibling that fixed a *different* variable had the right size and was
3648 // applied to the wrong columns.
3649 let (x_map, n_full) = {
3650 let a = adapter.borrow();
3651 let cls = a.classification();
3652 (cls.x_not_fixed_map.clone(), cls.n_full_x as usize)
3653 };
3654 let reduced = x_map.len() != n_full;
3655 let prev_elimination = self.x_elimination.replace((x_map.clone(), n_full));
3656 if let Some(w) = warm.as_mut() {
3657 // The staged iterate is in the caller's (user) space; the
3658 // algorithm's is not. Converted here, once, for every frontend.
3659 sqp_warm_start_to_algorithm(&*nlp_rc.borrow(), w);
3660 if reduced {
3661 let mut drop_reason: Option<String> = None;
3662 if let Some(ws) = w.working.as_mut() {
3663 if ws.bounds.len() == n_full {
3664 ws.bounds = x_map.iter().map(|&j| ws.bounds[j as usize]).collect();
3665 } else if ws.bounds.len() == x_map.len()
3666 && prev_elimination.as_ref() != Some(&(x_map.clone(), n_full))
3667 {
3668 // A reduced-space working set from a solve that
3669 // eliminated *different* variables: its columns do
3670 // not line up with this problem's, however equal the
3671 // count.
3672 drop_reason = Some(
3673 "its bound statuses are in the reduced space of a solve that \
3674 fixed different variables"
3675 .into(),
3676 );
3677 }
3678 }
3679 if let Some(why) = drop_reason {
3680 tracing::warn!(
3681 target: "pounce::sqp",
3682 "SQP warm-start working set dropped: {why}; pass the full-space \
3683 working set (last_sqp_working_set / info[\"working_set\"]) instead"
3684 );
3685 w.working = None;
3686 }
3687 }
3688 }
3689 // `warm_start_init_point=yes` with nothing staged: take the TNLP's
3690 // own starting multipliers, as the interior-point arm does. They
3691 // arrive through the same `IpoptNlp` projections the IPM's warm
3692 // initializer uses, so they are already in algorithm space (scaled,
3693 // compressed, `[y_c; y_d]`). Without this the SQP arm read only the
3694 // primal: a `.nl` `d` segment or `ipopt_z*_in` suffix, or a Python
3695 // `lagrange=` start, began from zero multipliers on this arm alone.
3696 if warm.is_none()
3697 && matches!(
3698 self.options.get_bool_value("warm_start_init_point", ""),
3699 Ok((true, _))
3700 )
3701 {
3702 warm = sqp_tnlp_warm_start(&nlp_rc);
3703 }
3704 // gh#986: a warm start recorded on one problem is dimensioned for
3705 // that problem. A child that fixes a variable (branching) reaches
3706 // here with a smaller reduced `n` (and possibly `m`), where the
3707 // algorithm's contract is to refuse a mismatched iterate outright —
3708 // which surfaced as `Internal_Error` on a perfectly legal solve.
3709 // A warm start is only a hint, so drop it with a warning and solve
3710 // cold instead.
3711 if let Some(w) = warm.as_ref() {
3712 use crate::sqp::SqpProblemSpec;
3713 let (n, m) = (sqp_adapter.n(), sqp_adapter.m());
3714 let fits = w.x.len() == n
3715 && w.lambda_x.len() == n
3716 && w.lambda_g.len() == m
3717 && w.working
3718 .as_ref()
3719 .map(|ws| ws.validate_dims(n, m).is_ok())
3720 .unwrap_or(true);
3721 if !fits {
3722 tracing::warn!(
3723 target: "pounce::sqp",
3724 "SQP warm start dropped: it is sized for a problem with n = {}, m = {} \
3725 but this one has n = {n}, m = {m} (a fixed variable or removed row \
3726 changes the reduced dimensions); solving cold",
3727 w.x.len(),
3728 w.lambda_g.len(),
3729 );
3730 warm = None;
3731 }
3732 }
3733 let warm_working_set_applied = warm.as_ref().is_some_and(|w| w.working.is_some());
3734 // gh#1015: the user's `intermediate_callback`, once per iteration,
3735 // with `GetIpoptCurrentIterate` answering from the SQP iterate. The
3736 // snapshot is built before the callback runs because the callback
3737 // holds the TNLP; nothing in it may call back into the user's
3738 // `eval_*`.
3739 {
3740 let hook_nlp = Rc::clone(&nlp_rc);
3741 let hook_tnlp = Rc::clone(&tnlp);
3742 let fixed_var_duals = self.reports_fixed_var_duals();
3743 alg.set_iteration_hook(Box::new(move |info| {
3744 // Built only for a TNLP that reads it, as on the
3745 // interior-point arm: the fixed-variable recovery is not
3746 // free, and most callbacks read only the stats.
3747 let _guard = hook_tnlp.borrow().wants_current_iterate().then(|| {
3748 crate::intermediate::UserIterateGuard::install(sqp_user_iterate(
3749 &hook_nlp,
3750 info.x,
3751 info.lambda_g,
3752 info.lambda_x,
3753 info.c_vals,
3754 info.grad_lag_x,
3755 fixed_var_duals,
3756 ))
3757 });
3758 let stats = pounce_nlp::tnlp::IterStats {
3759 mode: pounce_nlp::return_codes::AlgorithmMode::RegularMode,
3760 iter: info.iter as Index,
3761 obj_value: info.obj,
3762 inf_pr: info.inf_pr,
3763 inf_du: info.inf_du,
3764 // No barrier, no regularisation, no dual step length.
3765 mu: 0.0,
3766 d_norm: info.p_inf,
3767 regularization_size: 0.0,
3768 alpha_du: 0.0,
3769 alpha_pr: info.alpha,
3770 ls_trials: 0,
3771 };
3772 hook_tnlp.borrow_mut().intermediate_callback(
3773 stats,
3774 &pounce_nlp::tnlp::IpoptData::default(),
3775 &pounce_nlp::tnlp::IpoptCq::default(),
3776 )
3777 }));
3778 }
3779 let res = match alg.optimize_with_warm_start(&mut sqp_adapter, warm) {
3780 Ok(r) => r,
3781 Err(e) => {
3782 // Always surface this. It used to be gated on the
3783 // undocumented `POUNCE_DBG_SQP`, so the only thing a user saw
3784 // was a bare `Internal_Error` with no indication of what went
3785 // wrong -- the underlying message here was
3786 // `QpFailure(LinearSolverFailure("QP subproblem returned
3787 // status unbounded"))`, which points straight at the cause.
3788 // A solve that is about to fail is exactly when the reason
3789 // should be cheapest to obtain.
3790 tracing::warn!(
3791 target: "pounce::sqp",
3792 "SQP solve failed: {e:?}"
3793 );
3794 return ApplicationReturnStatus::InternalError;
3795 }
3796 };
3797 // Stash the result's working set so the next solve in a
3798 // sequence can fetch it via `last_sqp_working_set` -- in the caller's
3799 // full variable space (gh#986 review item 10).
3800 self.sqp_last_working_set = res
3801 .working_set
3802 .clone()
3803 .map(|ws| self.working_set_to_user(&*nlp_rc.borrow(), ws));
3804 // Populate the shared `SolveStatistics` so the Python /
3805 // C-API post-solve accessors (`GetIpoptIterCount`,
3806 // `info["iter_count"]`, etc.) report the SQP outer-iter
3807 // count rather than zero. Constraint-violation /
3808 // dual-infeasibility residuals get the SQP-side values
3809 // too. The IPM path overwrites this dict on its own
3810 // solves, so SQP-vs-IPM mixing across solves stays
3811 // honest.
3812 {
3813 let mut stats = self.statistics.borrow_mut();
3814 stats.iteration_count = res.n_iter as Index;
3815 // Subproblem counters. The outer iteration count alone
3816 // cannot show what a working-set warm start bought — the
3817 // saved work is inside the QPs — so both are reported.
3818 stats.sqp_qp_solves = res.n_qp_solves as Index;
3819 stats.sqp_qp_working_set_changes = res.n_qp_working_set_changes as Index;
3820 stats.sqp_warm_working_set_applied = warm_working_set_applied;
3821 stats.final_objective = res.obj;
3822 // `final_scaled_objective` defaults to NaN; the SQP path does not
3823 // thread nlp_scaling through the objective (same as the residuals
3824 // mirrored below), so the scaled objective equals the unscaled
3825 // one. Without this it stayed NaN and the console printed
3826 // "Objective ...: nan <unscaled>" on every active-set solve
3827 // (gh #313), even on a clean optimal solve.
3828 stats.final_scaled_objective = res.obj;
3829 stats.final_dual_inf = res.final_stationarity;
3830 stats.final_constr_viol = res.final_constr_viol;
3831 stats.final_compl = 0.0; // SQP has no barrier — no compl term.
3832 // Overall KKT error. This was previously left at the struct
3833 // default, which made every successful SQP solve report an
3834 // overall error of exactly 0.0 — indistinguishable from a
3835 // genuinely perfect solve, and enough on its own to make
3836 // `pounce.minimize`'s acceptable-KKT fallback upgrade any status
3837 // on this path to `success=True`. Same expression as the unscaled
3838 // twin below; the two agree because the SQP path does not thread
3839 // nlp_scaling through its residuals.
3840 stats.final_kkt_error = res.final_stationarity.max(res.final_constr_viol);
3841 // Unscaled residuals (pounce#173). The SQP path does not thread
3842 // the nlp_scaling factors through to its residuals yet, so these
3843 // mirror the SQP-side values: correct when no scaling is active
3844 // (the common case) and a conservative proxy otherwise. Populated
3845 // here so the info dict's `final_unscaled_*` keys are honest
3846 // rather than left at the 0.0 default.
3847 stats.final_unscaled_dual_inf = res.final_stationarity;
3848 stats.final_unscaled_constr_viol = res.final_constr_viol;
3849 stats.final_unscaled_compl = 0.0;
3850 stats.final_unscaled_kkt_error = res.final_stationarity.max(res.final_constr_viol);
3851 // Ipopt's `Variable bound violation` — how far the returned point
3852 // sits outside the box the caller wrote. Left at its `NaN` default
3853 // until now, which printed `nan` on this arm's every summary.
3854 //
3855 // Measured through the same `declared_box_violation` accessor the
3856 // interior-point arm reads (`curr_declared_box_violation_max`), so
3857 // the two arms cannot drift into reporting different quantities
3858 // under one heading. gh#900 is the precedent and the warning: it
3859 // fixed this row on the NLP and convex arms and noted the two were
3860 // "independent code paths, so a test that exercised one would say
3861 // nothing about the other" — this is the third, and it was missed.
3862 //
3863 // `res.x` is algorithm-space, which is what the accessor expects
3864 // (it lifts to full-x itself); `finalize_via_sqp` wraps it exactly
3865 // this way for the same reason.
3866 stats.final_declared_box_viol = {
3867 use pounce_linalg::dense_vector::DenseVectorSpace;
3868 let nlp_borrow = nlp_rc.borrow();
3869 let x_space = DenseVectorSpace::new(nlp_borrow.n());
3870 let mut x_dv = x_space.make_new_dense();
3871 x_dv.set_values(&res.x);
3872 // `NaN`, not `0.0`, on the abstention — deliberately unlike
3873 // the IPM path's `unwrap_or(0.0)`.
3874 //
3875 // `None` from this accessor means one thing only: the declared
3876 // bounds were never snapshotted. It is NOT "the model has no
3877 // finite bounds" — an unbounded model still snapshots, the
3878 // loops find nothing, and the answer is a measured `Some(0.0)`.
3879 // So on this arm `None` can only mean the
3880 // `snapshot_declared_bounds` call above was lost, and mapping
3881 // that to zero would replace a visible "no answer" with an
3882 // invisible false claim that the point is inside its box.
3883 // gh#900's subject is exactly that: a zero that must not be
3884 // fabricated. Checked by mutation — delete the snapshot call
3885 // and this row goes back to `nan` rather than quietly reading
3886 // `0.00e+00`.
3887 nlp_borrow
3888 .declared_box_violation(&x_dv)
3889 .unwrap_or(Number::NAN)
3890 };
3891 // gh#990: the derivative checker's verdict reaches `info` and the
3892 // report on this arm too; it was copied on the IPM drain only.
3893 stats.derivative_check = self.derivative_check.borrow().clone();
3894 stats.total_wallclock_time_secs = t_start.elapsed().as_secs_f64();
3895 }
3896 let (app_status, solver_status) = match res.status {
3897 crate::sqp::SqpStatus::Optimal => (
3898 ApplicationReturnStatus::SolveSucceeded,
3899 pounce_nlp::SolverReturn::Success,
3900 ),
3901 crate::sqp::SqpStatus::MaxIter => (
3902 ApplicationReturnStatus::MaximumIterationsExceeded,
3903 pounce_nlp::SolverReturn::MaxiterExceeded,
3904 ),
3905 crate::sqp::SqpStatus::InfeasibleSubproblem => (
3906 ApplicationReturnStatus::InfeasibleProblemDetected,
3907 pounce_nlp::SolverReturn::LocalInfeasibility,
3908 ),
3909 crate::sqp::SqpStatus::LineSearchFailed => (
3910 ApplicationReturnStatus::SearchDirectionBecomesTooSmall,
3911 pounce_nlp::SolverReturn::ErrorInStepComputation,
3912 ),
3913 // Honest non-committal QP-subproblem failure (#282): the QP
3914 // solver could not compute a step and did NOT certify
3915 // infeasibility. Never report Infeasible_Problem_Detected here
3916 // — a feasible problem has no infeasibility certificate.
3917 crate::sqp::SqpStatus::QpStepFailed => (
3918 ApplicationReturnStatus::SearchDirectionBecomesTooSmall,
3919 pounce_nlp::SolverReturn::ErrorInStepComputation,
3920 ),
3921 // The QP subproblem ran out of its own iteration budget. Same
3922 // #282 guarantee — no infeasibility is asserted — but reported as
3923 // the budget exhaustion it is, so the user sees a limit they can
3924 // raise (`sqp_qp_max_iter`) instead of a step-size stall with no
3925 // remedy. See `SqpStatus::QpIterationLimit` for why these were
3926 // split.
3927 crate::sqp::SqpStatus::QpIterationLimit => (
3928 ApplicationReturnStatus::MaximumIterationsExceeded,
3929 pounce_nlp::SolverReturn::MaxiterExceeded,
3930 ),
3931 // Unbounded below, with a recession ray verified against the
3932 // true NLP (gh #388). `Diverging_Iterates` is POUNCE's (Ipopt's)
3933 // unboundedness verdict and maps to AMPL `solve_result_num=300`
3934 // — the same answer the IPM selectors give on the same model,
3935 // instead of the `Internal_Error` / 500 ("the solver broke")
3936 // this path used to report.
3937 crate::sqp::SqpStatus::Unbounded => (
3938 ApplicationReturnStatus::DivergingIterates,
3939 pounce_nlp::SolverReturn::DivergingIterates,
3940 ),
3941 // A non-finite iterate or constraint value (gh #876). Same
3942 // verdict, from the same condition, as the interior-point arm's
3943 // `if !nlp_err.is_finite()` screen — the two arms must not
3944 // disagree about what a `NaN` iterate means.
3945 crate::sqp::SqpStatus::InvalidNumber => (
3946 ApplicationReturnStatus::InvalidNumberDetected,
3947 pounce_nlp::SolverReturn::InvalidNumberDetected,
3948 ),
3949 crate::sqp::SqpStatus::UserRequestedStop => (
3950 ApplicationReturnStatus::UserRequestedStop,
3951 pounce_nlp::SolverReturn::UserRequestedStop,
3952 ),
3953 // gh#1054: the same verdicts the interior-point arm's
3954 // convergence check gives on the same budgets.
3955 crate::sqp::SqpStatus::WallTimeExceeded => (
3956 ApplicationReturnStatus::MaximumWallTimeExceeded,
3957 pounce_nlp::SolverReturn::WallTimeExceeded,
3958 ),
3959 crate::sqp::SqpStatus::CpuTimeExceeded => (
3960 ApplicationReturnStatus::MaximumCpuTimeExceeded,
3961 pounce_nlp::SolverReturn::CpuTimeExceeded,
3962 ),
3963 };
3964
3965 // Same gate as the IPM path: an infeasible-subproblem exit is a
3966 // numerical inference, and a feasible starting point disproves it
3967 // (gh #379). Only the infeasibility verdict is rewritten — every other
3968 // status passes through untouched, so the pair stays in lockstep.
3969 let refuted = withdraw_infeasibility_if_refuted(
3970 &tnlp,
3971 solver_status,
3972 self.nlp_lower_bound_inf(),
3973 self.nlp_upper_bound_inf(),
3974 self.user_tol(),
3975 );
3976 let (app_status, solver_status) = if refuted == solver_status {
3977 (app_status, solver_status)
3978 } else {
3979 (solver_return_to_app_status(refuted), refuted)
3980 };
3981
3982 // Forward to the user TNLP's finalize_solution. We pass
3983 // the SQP iterate and recovered multipliers via the
3984 // OrigIpoptNlp's lifting hooks. Failure here is silent
3985 // (we still return the algorithm's status) — the user
3986 // sees the right ApplicationReturnStatus regardless.
3987 let _ = finalize_via_sqp(
3988 &nlp_rc,
3989 &res,
3990 solver_status,
3991 &tnlp,
3992 &self.last_finalize,
3993 self.reports_fixed_var_duals(),
3994 );
3995
3996 // Honor the opt-in status-fidelity gate on the SQP path too
3997 // (pounce#173), then emit the end-of-run summary with the final
3998 // (possibly downgraded) status so the console matches the returned
3999 // ApplicationReturnStatus.
4000 let final_status = self.apply_kkt_fidelity_gate(app_status);
4001 self.emit_end_summary(final_status, &nlp_rc, console_output);
4002 final_status
4003 }
4004
4005 /// Opt-in status-fidelity gate (pounce#173), shared by the IPM and
4006 /// SQP solve paths. When the user sets a positive `kkt_fidelity_tol`,
4007 /// a reported `Solve_Succeeded` whose max-norm UNSCALED KKT error
4008 /// (`SolveStatistics::final_unscaled_kkt_error`) exceeds it is
4009 /// downgraded to `Solved_To_Acceptable_Level` — the honest "this is a
4010 /// point, but not converged to the requested fidelity" status. This
4011 /// catches the ill-conditioned / nlp_scaling-deflated case where the
4012 /// scaled convergence test passes but the user-space duals have
4013 /// drifted. It is a pure relabel at termination (no extra iterations);
4014 /// unset or non-positive (the default) is a strict no-op, so every
4015 /// existing caller keeps the Ipopt-faithful status.
4016 fn apply_kkt_fidelity_gate(
4017 &self,
4018 app_status: ApplicationReturnStatus,
4019 ) -> ApplicationReturnStatus {
4020 if !matches!(app_status, ApplicationReturnStatus::SolveSucceeded) {
4021 return app_status;
4022 }
4023 if let Ok((ftol, true)) = self.options.get_numeric_value("kkt_fidelity_tol", "") {
4024 if ftol > 0.0 {
4025 let unscaled_kkt = self.statistics.borrow().final_unscaled_kkt_error;
4026 if unscaled_kkt > ftol {
4027 tracing::info!(target: "pounce::diagnostics",
4028 "kkt_fidelity_tol={ftol:.3e}: unscaled KKT error {unscaled_kkt:.3e} \
4029 exceeds it — downgrading Solve_Succeeded → \
4030 Solved_To_Acceptable_Level (pounce#173)");
4031 return ApplicationReturnStatus::SolvedToAcceptableLevel;
4032 }
4033 }
4034 }
4035 app_status
4036 }
4037
4038 /// `nlp_lower_bound_inf` — the magnitude at or below which a bound is
4039 /// treated as absent.
4040 fn nlp_lower_bound_inf(&self) -> Number {
4041 self.options
4042 .get_numeric_value("nlp_lower_bound_inf", "")
4043 .ok()
4044 .and_then(|(v, f)| f.then_some(v))
4045 .unwrap_or(DEFAULT_NLP_LOWER_BOUND_INF)
4046 }
4047
4048 /// `nlp_upper_bound_inf` — the magnitude at or above which a bound is
4049 /// treated as absent.
4050 fn nlp_upper_bound_inf(&self) -> Number {
4051 self.options
4052 .get_numeric_value("nlp_upper_bound_inf", "")
4053 .ok()
4054 .and_then(|(v, f)| f.then_some(v))
4055 .unwrap_or(DEFAULT_NLP_UPPER_BOUND_INF)
4056 }
4057
4058 /// The user's convergence tolerance `tol`.
4059 fn user_tol(&self) -> Number {
4060 self.options
4061 .get_numeric_value("tol", "")
4062 .ok()
4063 .and_then(|(v, f)| f.then_some(v))
4064 .unwrap_or(1e-8)
4065 }
4066
4067 /// The user's `acceptable_tol` — the standard behind
4068 /// `Solved_To_Acceptable_Level`.
4069 fn user_acceptable_tol(&self) -> Number {
4070 self.options
4071 .get_numeric_value("acceptable_tol", "")
4072 .ok()
4073 .and_then(|(v, f)| f.then_some(v))
4074 .unwrap_or(1e-6)
4075 }
4076
4077 /// The user's `constr_viol_tol` — the **absolute** feasibility standard
4078 /// the strict gate's primal component judges by
4079 /// (`OptErrorConvCheck::primal_component_passes`).
4080 fn user_constr_viol_tol(&self) -> Number {
4081 self.options
4082 .get_numeric_value("constr_viol_tol", "")
4083 .ok()
4084 .and_then(|(v, f)| f.then_some(v))
4085 .unwrap_or(1e-4)
4086 }
4087
4088 /// The user's `acceptable_constr_viol_tol` — the same standard at the
4089 /// acceptable tier.
4090 fn user_acceptable_constr_viol_tol(&self) -> Number {
4091 self.options
4092 .get_numeric_value("acceptable_constr_viol_tol", "")
4093 .ok()
4094 .and_then(|(v, f)| f.then_some(v))
4095 .unwrap_or(1e-2)
4096 }
4097
4098 /// `primal_noise_floor_kappa` — the safety factor on the per-row
4099 /// floating-point noise floor (gh#528/gh#590). `0` opts out.
4100 fn user_primal_noise_floor_kappa(&self) -> Number {
4101 self.options
4102 .get_numeric_value("primal_noise_floor_kappa", "")
4103 .ok()
4104 .and_then(|(v, f)| f.then_some(v))
4105 .unwrap_or(64.0)
4106 }
4107
4108 /// Emit the Ipopt-style problem-statistics block (#206) from the
4109 /// engine's own reduced problem, gated on `console_output`
4110 /// (print_level >= 1). Shared by the IPM (`optimize_tnlp`) and SQP
4111 /// (`optimize_sqp_tnlp`) entry points so every algorithm and every
4112 /// frontend (CLI, Python, C) gets the identical block. Built from the
4113 /// same `collect_stats` inputs the CLI used, so the output is
4114 /// byte-identical to the historical CLI block.
4115 fn emit_problem_stats(&self, tnlp: &Rc<RefCell<dyn TNLP>>, console_output: bool) {
4116 if !console_output {
4117 return;
4118 }
4119 let (lo_inf, up_inf, fixed_treatment) = self.adapter_options();
4120 if let Some(stats) =
4121 pounce_solve_report::console::collect_stats(tnlp, lo_inf, up_inf, fixed_treatment)
4122 {
4123 // A retry re-enters here with the same problem. Reprinting the
4124 // block verbatim is what made a retried run look like it had
4125 // printed its whole report twice for no reason, so say what is
4126 // actually happening instead: a new attempt on an unchanged
4127 // problem. One line, in place of seventeen that carry no
4128 // information the reader does not already have.
4129 //
4130 // The attempt is announced rather than merely suppressed because
4131 // the iteration table below it restarts at iteration 0 either way.
4132 // Silence would leave that table appearing from nowhere — trading
4133 // a confusing duplicate for a confusing gap.
4134 let mut memo = self.last_printed_problem_stats.borrow_mut();
4135 if memo.as_ref() == Some(&stats) {
4136 // Silent under an outside retry driver, which narrates its own
4137 // attempts in more detail than this line could ("pounce:
4138 // second opinion — re-solving with feral_scaling=mc64…").
4139 // Printing both would be two announcements of one event.
4140 if !self.in_retry_sequence.get() {
4141 println!("Re-solving the same problem (a further attempt follows).");
4142 println!();
4143 }
4144 } else {
4145 pounce_solve_report::console::print_problem_stats(&stats);
4146 *memo = Some(stats);
4147 }
4148 }
4149 }
4150
4151 /// Drain the NLP's per-eval counters into the shared `SolveStatistics`
4152 /// and emit the Ipopt-style end-of-run summary (#206). Shared by both
4153 /// solve paths. The counts are read from the NLP AFTER the solve (so the
4154 /// final solution evaluation is included, matching the historical count)
4155 /// and written into `SolveStatistics` so the post-solve API accessors
4156 /// (`info["n_obj_evals"]`, …) report them even when the console is
4157 /// silent. c/d (and jac_c/jac_d) are per-subsystem, so the max recovers
4158 /// the eval_g / eval_jac_g call count. The console summary itself is
4159 /// gated on `console_output` (print_level >= 1).
4160 fn emit_end_summary(
4161 &self,
4162 app_status: ApplicationReturnStatus,
4163 nlp: &Rc<RefCell<dyn IpoptNlp>>,
4164 console_output: bool,
4165 ) {
4166 {
4167 let ec = nlp.borrow().eval_counts();
4168 let mut stats = self.statistics.borrow_mut();
4169 stats.num_obj_evals = ec[0];
4170 stats.num_obj_grad_evals = ec[1];
4171 stats.num_constr_evals = ec[2].max(ec[3]);
4172 stats.num_constr_jac_evals = ec[4].max(ec[5]);
4173 stats.num_hess_evals = ec[6];
4174 }
4175 if !console_output {
4176 return;
4177 }
4178 let stats = self.statistics.borrow();
4179 let counts = pounce_solve_report::console::EvalCounts {
4180 n_obj: stats.num_obj_evals as u64,
4181 n_grad_f: stats.num_obj_grad_evals as u64,
4182 n_g: stats.num_constr_evals as u64,
4183 n_jac_g: stats.num_constr_jac_evals as u64,
4184 n_h: stats.num_hess_evals as u64,
4185 };
4186 // gh#987: no widening at `bound_relax_factor = 0`, so the console's
4187 // "before the bound_relax_factor widening" line has nothing to report.
4188 let widening_applied = self
4189 .options
4190 .get_numeric_value("bound_relax_factor", "")
4191 .map(|(v, _)| v > 0.0)
4192 .unwrap_or(true);
4193 pounce_solve_report::console::print_summary_with_widening(
4194 app_status,
4195 &stats,
4196 &counts,
4197 widening_applied,
4198 );
4199 // The verdict belongs to the run, not to the attempt. Held back while
4200 // any retry driver is managing attempts; that driver prints it once,
4201 // with the status it actually returns.
4202 if self.end_verdict_deferrals.get() == 0 {
4203 pounce_solve_report::console::print_exit_verdict(app_status);
4204 }
4205 }
4206
4207 /// Build a *copy* of the algorithm builder configured per the
4208 /// current options. The SQP path uses this so it gets a
4209 /// fresh builder without mutating the application's state.
4210 /// Read the `ipm_sqp_handover*` option family into a
4211 /// [`crate::handover::HandoverOptions`].
4212 fn handover_options(&self) -> crate::handover::HandoverOptions {
4213 let mut o = crate::handover::HandoverOptions::default();
4214 // `sqp_auto_handover` only fires when this option was not set.
4215 o.enabled = self.auto_handover.get();
4216 if let Ok((v, true)) = self.options.get_bool_value("ipm_sqp_handover", "") {
4217 o.enabled = v;
4218 }
4219 if let Ok((v, true)) = self.options.get_numeric_value("ipm_sqp_handover_tol", "") {
4220 o.tol = v;
4221 }
4222 if let Ok((v, true)) = self
4223 .options
4224 .get_integer_value("ipm_sqp_handover_stall_iter", "")
4225 {
4226 o.stall_iter = v.max(0);
4227 }
4228 if let Ok((v, true)) = self
4229 .options
4230 .get_integer_value("ipm_sqp_handover_max_attempts", "")
4231 {
4232 o.max_attempts = v.max(0) as u32;
4233 }
4234 o
4235 }
4236
4237 /// Install the interior-point → active-set handover hook on `alg` when
4238 /// `ipm_sqp_handover=yes` (gh#1054; see [`crate::handover`]). Returns
4239 /// the cells the hook reports into — the report, and the working set of
4240 /// an accepted attempt — for [`Self::finish_handover`] to read after the
4241 /// solve.
4242 #[allow(clippy::type_complexity)]
4243 fn install_handover(
4244 &self,
4245 alg: &mut IpoptAlgorithm,
4246 nlp_handle: &Rc<RefCell<dyn IpoptNlp>>,
4247 ) -> Option<(
4248 Rc<RefCell<crate::handover::HandoverReport>>,
4249 Rc<RefCell<Option<pounce_qp::WorkingSet>>>,
4250 )> {
4251 let hopts = self.handover_options();
4252 if !hopts.enabled {
4253 return None;
4254 }
4255 let mut trigger = crate::handover::HandoverTrigger::new(hopts);
4256 let xopts = crate::crossover::CrossoverOptions {
4257 enabled: true,
4258 ..self.crossover_options()
4259 };
4260 let snapshot = self.algorithm_builder_snapshot();
4261 let qp_opts = snapshot.sqp_qp.clone();
4262 let data = Rc::clone(&alg.data);
4263 let nlp = Rc::clone(nlp_handle);
4264 // One factory serves every backend the attempts build: a factory is
4265 // reusable, but `build_sqp_with_backend` takes one by value, so the
4266 // step-4 SQP gets a forwarding closure onto the shared one.
4267 let backend = Rc::new(RefCell::new(self.make_backend_factory()));
4268 let tols = self.user_tolerances();
4269 let report = Rc::new(RefCell::new(crate::handover::HandoverReport::default()));
4270 let working = Rc::new(RefCell::new(None));
4271 let (report_out, working_out) = (Rc::clone(&report), Rc::clone(&working));
4272 let (wall0, cpu0) = (
4273 pounce_common::utils::wallclock_time(),
4274 pounce_common::utils::cpu_time(),
4275 );
4276 alg.handover = Some(Box::new(move |curr, iter, err, mu| {
4277 if !trigger.should_try(iter, err) {
4278 return None;
4279 }
4280 let seed = crossover_seed(&nlp, curr);
4281 let x = crate::crossover::CrossoverOptions {
4282 primal_tol: crate::handover::identification_primal_tol(xopts.primal_tol, mu),
4283 ..xopts.clone()
4284 };
4285 // An attempt may spend at most what the interior method has
4286 // spent so far (floor 1 s), and never past the solve's own
4287 // budget. Without a cap a declined attempt is unbounded: on
4288 // `deb7` (813 variables) one ran the crossover fallback for
4289 // minutes, against a 114-iteration interior solve. With it, a
4290 // declined attempt costs at most a doubling — the right scale
4291 // for a bet on shortening the tail.
4292 let (wall_left, cpu_left) = data
4293 .borrow()
4294 .deadline
4295 .as_ref()
4296 .map_or((Number::INFINITY, Number::INFINITY), |d| {
4297 (d.remaining_wall(), d.remaining_cpu())
4298 });
4299 let spent_wall = (pounce_common::utils::wallclock_time() - wall0).max(1.0);
4300 let spent_cpu = (pounce_common::utils::cpu_time() - cpu0).max(1.0);
4301 let sqp_opts = crate::sqp::SqpOptions {
4302 deadline: Some(pounce_common::timing::Deadline::new(
4303 spent_wall.min(wall_left),
4304 spent_cpu.min(cpu_left),
4305 )),
4306 ..snapshot.sqp.clone()
4307 };
4308 // Declared bounds, for the reason `maybe_crossover` gives.
4309 let mut adapter =
4310 crate::sqp::IpoptNlpAdapter::new_with_declared_bounds(Rc::clone(&nlp));
4311 let (mut rep, mut accepted) = crate::crossover::run(
4312 &mut adapter,
4313 &seed,
4314 &x,
4315 &sqp_opts,
4316 &qp_opts,
4317 || (backend.borrow_mut())(crate::alg_builder::LinearSolverChoice::Feral),
4318 |step4_opts| {
4319 let mut b = snapshot.clone();
4320 b.algorithm = crate::alg_builder::AlgorithmChoice::ActiveSetSqp;
4321 b.sqp = step4_opts;
4322 let shared = Rc::clone(&backend);
4323 b.build_sqp_with_backend(Box::new(move |c| (shared.borrow_mut())(c)))
4324 },
4325 );
4326 // The interior-point verdict this replaces is issued in user
4327 // units on the declared model; so is this one.
4328 if let Some(res) = &accepted
4329 && !meets_user_tolerances(&nlp, res, &rep, &tols)
4330 {
4331 rep = rep.decline(crate::crossover::CrossoverDecline::UserTolerances);
4332 accepted = None;
4333 }
4334 tracing::info!(
4335 target: "pounce::handover",
4336 "IPM→SQP handover attempt {} at iteration {iter} (error {err:.2e}, mu {mu:.2e}): {}",
4337 trigger.attempts(),
4338 if rep.accepted() { "accepted" } else { "declined" }
4339 );
4340 tracing::debug!(target: "pounce::handover", "handover: {rep:?}");
4341 let mut r = report.borrow_mut();
4342 r.attempts = trigger.attempts();
4343 r.last = Some(rep);
4344 let res = accepted?;
4345 let next = crossover_iterate(&nlp, curr, &res)?;
4346 r.accepted_at_iter = Some(iter);
4347 *working.borrow_mut() = res.working_set;
4348 Some(next)
4349 }));
4350 Some((report_out, working_out))
4351 }
4352
4353 /// After the solve: publish the handover report, and an accepted
4354 /// attempt's working set as the next SQP solve's warm start (the same
4355 /// hand-off crossover makes).
4356 fn finish_handover(
4357 &mut self,
4358 nlp_handle: &Rc<RefCell<dyn IpoptNlp>>,
4359 cells: Option<(
4360 Rc<RefCell<crate::handover::HandoverReport>>,
4361 Rc<RefCell<Option<pounce_qp::WorkingSet>>>,
4362 )>,
4363 ) {
4364 self.handover_report = None;
4365 let Some((report, working)) = cells else {
4366 return;
4367 };
4368 let report = report.borrow().clone();
4369 if report.accepted_at_iter.is_some()
4370 && let Some(ws) = working.borrow_mut().take()
4371 {
4372 self.sqp_last_working_set = Some(self.working_set_to_user(&*nlp_handle.borrow(), ws));
4373 }
4374 self.handover_report = Some(report);
4375 }
4376
4377 /// The interior-point arm's user-unit tolerances, which a crossed-over
4378 /// point must also meet (see [`meets_user_tolerances`]).
4379 fn user_tolerances(&self) -> UserTolerances {
4380 let read = |name: &str, default: Number| {
4381 self.options
4382 .get_numeric_value(name, "")
4383 .map_or(default, |(v, _)| v)
4384 };
4385 UserTolerances {
4386 constr_viol: read("constr_viol_tol", 1e-4),
4387 dual_inf: read("dual_inf_tol", 1.0),
4388 compl_inf: read("compl_inf_tol", 1e-4),
4389 }
4390 }
4391
4392 /// A [`pounce_common::timing::Deadline`] for `max_wall_time` /
4393 /// `max_cpu_time`, starting now.
4394 fn solve_deadline(&self) -> pounce_common::timing::Deadline {
4395 let read = |name: &str| {
4396 self.options
4397 .get_numeric_value(name, "")
4398 .map_or(1e6, |(v, _)| v)
4399 };
4400 pounce_common::timing::Deadline::new(read("max_wall_time"), read("max_cpu_time"))
4401 }
4402
4403 /// Read the `crossover*` option family into a [`CrossoverOptions`].
4404 fn crossover_options(&self) -> crate::crossover::CrossoverOptions {
4405 let mut o = crate::crossover::CrossoverOptions::default();
4406 if let Ok((v, true)) = self.options.get_bool_value("crossover", "") {
4407 o.enabled = v;
4408 }
4409 if let Ok((v, true)) = self.options.get_integer_value("crossover_max_iter", "") {
4410 o.max_iter = v.max(0) as u32;
4411 }
4412 if let Ok((v, true)) = self.options.get_numeric_value("crossover_mult_tol", "") {
4413 o.mult_tol = v;
4414 }
4415 if let Ok((v, true)) = self.options.get_numeric_value("crossover_primal_tol", "") {
4416 o.primal_tol = v;
4417 }
4418 o
4419 }
4420
4421 /// Post-convergence crossover (gh#612): hand the converged interior
4422 /// iterate to the active-set path so the solve ends on an exact active
4423 /// set. See [`crate::crossover`] for the algorithm.
4424 ///
4425 /// On acceptance this **replaces `data.curr`** rather than reporting
4426 /// alongside it. Everything downstream — the residual drain, the KKT
4427 /// fidelity gate, `on_converged`, `finalize_via_orig_nlp`, the end
4428 /// summary — already reads that one iterate, so replacing it is what
4429 /// makes the crossed-over point the solution instead of an annotation on
4430 /// it, and it does so without a second copy of the unscaling path.
4431 ///
4432 /// A no-op unless `crossover=yes` and the solve converged: an
4433 /// unconverged interior point is not a KKT point, so there is no active
4434 /// set at it worth identifying.
4435 fn maybe_crossover(
4436 &mut self,
4437 alg: &mut IpoptAlgorithm,
4438 nlp_handle: &Rc<RefCell<dyn IpoptNlp>>,
4439 solver_status: SolverReturn,
4440 ) {
4441 self.crossover_report = None;
4442 // Cleared on every entry, alongside the report, so the flag
4443 // describes this solve and not a previous one — the same reason
4444 // `crossover_report` is reset here rather than only written on
4445 // the accept path.
4446 //
4447 // Except when the in-solve handover installed the iterate (gh#1054):
4448 // then the flag was set during *this* solve and is still true of the
4449 // point in `curr` — clearing it here mislabelled the handover's
4450 // declared-frame point as an interior one, and its complementarity
4451 // was reported in the relaxed frame (`0.1` on `jit1`).
4452 let handover_point = self
4453 .handover_report
4454 .as_ref()
4455 .is_some_and(|h| h.accepted_at_iter.is_some());
4456 if !handover_point {
4457 alg.data.borrow_mut().curr_from_crossover = false;
4458 }
4459 let xopts = self.crossover_options();
4460 if !xopts.enabled {
4461 return;
4462 }
4463 if !matches!(
4464 solver_status,
4465 SolverReturn::Success | SolverReturn::StopAtAcceptablePoint
4466 ) {
4467 return;
4468 }
4469 let Some(curr) = alg.data.borrow().curr.clone() else {
4470 return;
4471 };
4472
4473 let seed = crossover_seed(nlp_handle, &curr);
4474
4475 let snapshot = self.algorithm_builder_snapshot();
4476 let mut sqp_opts = snapshot.sqp.clone();
4477 // The interior-point phase's own deadline, not a fresh one:
4478 // crossover is part of the same solve, so it spends what the IPM
4479 // left of `max_wall_time` / `max_cpu_time` (gh#1054). Before this it
4480 // had no budget at all and could outlive the solve's by any amount.
4481 sqp_opts.deadline = alg
4482 .data
4483 .borrow()
4484 .deadline
4485 .clone()
4486 .or_else(|| Some(self.solve_deadline()));
4487 let qp_opts = snapshot.sqp_qp.clone();
4488 // Declared bounds, not the live relaxed ones: crossover's whole claim
4489 // is that the returned point sits *on* the constraints the user
4490 // wrote. Against the `bound_relax_factor`-widened box it would pivot
4491 // to a point `1e-8` shy of every one of them and then correctly
4492 // report an empty active set.
4493 let mut adapter =
4494 crate::sqp::IpoptNlpAdapter::new_with_declared_bounds(Rc::clone(nlp_handle));
4495 let (report, accepted) = crate::crossover::run(
4496 &mut adapter,
4497 &seed,
4498 &xopts,
4499 &sqp_opts,
4500 &qp_opts,
4501 || {
4502 let mut f = self.make_backend_factory();
4503 // `make_backend_factory` ships the workspace-default
4504 // backend regardless of the choice passed, exactly as the
4505 // SQP path's `build_sqp_with_backend` call does; naming
4506 // `Feral` here keeps that visible rather than implicit.
4507 f(crate::alg_builder::LinearSolverChoice::Feral)
4508 },
4509 |step4_opts| {
4510 let mut b = self.algorithm_builder_snapshot();
4511 b.algorithm = crate::alg_builder::AlgorithmChoice::ActiveSetSqp;
4512 b.sqp = step4_opts;
4513 b.build_sqp_with_backend(self.make_backend_factory())
4514 },
4515 );
4516
4517 let tols = self.user_tolerances();
4518 let (report, accepted) = match accepted {
4519 Some(res) if !meets_user_tolerances(nlp_handle, &res, &report, &tols) => (
4520 report.decline(crate::crossover::CrossoverDecline::UserTolerances),
4521 None,
4522 ),
4523 other => (report, other),
4524 };
4525 if let Some(res) = accepted {
4526 self.install_crossover_iterate(alg, nlp_handle, &curr, &res);
4527 // Publish the identified set as the SQP warm-start output. This
4528 // is the IPM → SQP handoff the active-set path never had: a
4529 // sequence whose first solve wants the interior method can now
4530 // feed the next `algorithm=active-set-sqp` solve a working set.
4531 self.sqp_last_working_set = res
4532 .working_set
4533 .clone()
4534 .map(|ws| self.working_set_to_user(&*nlp_handle.borrow(), ws));
4535 }
4536 tracing::debug!(target: "pounce::crossover", "crossover: {report:?}");
4537 self.crossover_report = Some(report);
4538 }
4539
4540 /// Write an accepted crossover result back onto the IPM iterate (built by
4541 /// [`crossover_iterate`]).
4542 fn install_crossover_iterate(
4543 &self,
4544 alg: &mut IpoptAlgorithm,
4545 nlp_handle: &Rc<RefCell<dyn IpoptNlp>>,
4546 curr: &crate::iterates_vector::IteratesVector,
4547 res: &crate::sqp::SqpResult,
4548 ) {
4549 let Some(out) = crossover_iterate(nlp_handle, curr, res) else {
4550 return;
4551 };
4552 let mut d = alg.data.borrow_mut();
4553 d.set_curr(out);
4554 // Mark which frame the installed iterate belongs to. It sits on the
4555 // *declared* bounds, and every barrier quantity built off `curr` —
4556 // slacks, and through them `Σ = z/s` — is measured against the
4557 // `bound_relax_factor`-widened ones, so a consumer that wants the
4558 // point's own geometry rather than the barrier's has to know this
4559 // happened (gh#654). Set only on the path that actually replaced
4560 // `curr`: a declined or abandoned crossover leaves the interior
4561 // iterate, which is an interior-frame point.
4562 d.curr_from_crossover = true;
4563 }
4564
4565 fn algorithm_builder_snapshot(&self) -> AlgorithmBuilder {
4566 let mut builder = AlgorithmBuilder {
4567 quality_escalation_counter: Some(Rc::clone(&self.quality_escalations)),
4568 ..AlgorithmBuilder::default()
4569 };
4570 apply_sqp_options(&self.options, &mut builder.sqp);
4571 apply_qp_subproblem_options(&self.options, &mut builder.sqp_qp);
4572 builder
4573 }
4574
4575 /// Refuse an explicitly set `ma57_pivtolmax` that sits below
4576 /// `ma57_pivtol`, at either option prefix.
4577 ///
4578 /// Upstream's `Ma57TSolverInterface::InitializeImpl` asserts
4579 /// `pivtolmax >= pivtol` and raises `OPTION_INVALID`, but only when
4580 /// the user set `ma57_pivtolmax` explicitly; left unset, the
4581 /// registered default is lifted to `ma57_pivtol` instead. Both
4582 /// halves are mirrored — the lifting in
4583 /// `pounce_hsl::ma57::Options::from_options_list`, the refusal here.
4584 ///
4585 /// Checked at **both** prefixes because the restoration sub-IPM
4586 /// configures its own MA57 backend from `"resto."`-scoped options
4587 /// (gh#825), so `resto.ma57_pivtolmax` can contradict
4588 /// `resto.ma57_pivtol` without the un-prefixed pair being wrong.
4589 ///
4590 /// Deliberately **not** gated on the `ma57` cargo feature or on
4591 /// `linear_solver` resolving to MA57. It is a consistency check on
4592 /// two numbers the user wrote, needs no HSL to perform, and a
4593 /// verdict that changed with a build flag would be worse than a
4594 /// consistent one — it would also be untestable in CI, which cannot
4595 /// link CoinHSL. Only an *explicitly set* `ma57_pivtolmax` can
4596 /// trigger it, so an options file that never mentions the option is
4597 /// unaffected.
4598 fn ma57_pivtol_bracket_refusal(&self) -> Option<String> {
4599 for prefix in ["", "resto."] {
4600 // `(_, true)` is the explicitly-set arm; an unset option
4601 // reports the registry default with `false` and is the
4602 // branch upstream lifts rather than refuses.
4603 let Ok((pivtolmax, true)) = self.options.get_numeric_value("ma57_pivtolmax", prefix)
4604 else {
4605 continue;
4606 };
4607 let pivtol = self
4608 .options
4609 .get_numeric_value("ma57_pivtol", prefix)
4610 .map(|(v, _)| v)
4611 .unwrap_or(1e-8);
4612 if pivtolmax < pivtol {
4613 return Some(format!(
4614 "pounce: {prefix}ma57_pivtolmax ({pivtolmax:e}) is below \
4615 {prefix}ma57_pivtol ({pivtol:e}). ma57_pivtolmax is the ceiling MA57 \
4616 may raise the pivot tolerance to when it escalates for accuracy, so it \
4617 cannot sit below the tolerance it starts from. Raise \
4618 {prefix}ma57_pivtolmax to at least {pivtol:e}, or lower \
4619 {prefix}ma57_pivtol."
4620 ));
4621 }
4622 }
4623 None
4624 }
4625
4626 /// Build a linear-solver factory from the application's current options,
4627 /// for the paths that do not go through `optimize_constrained`'s own
4628 /// factory plumbing — the active-set SQP driver and the post-convergence
4629 /// crossover.
4630 ///
4631 /// This used to ignore its `choice` argument and return
4632 /// `FeralSolverInterface::new()`: a default-configured FERAL, whatever the
4633 /// caller asked for. Three things were silently dropped on every SQP
4634 /// solve. `linear_solver=ma57` ran FERAL while the banner said
4635 /// `MA57 (HSL)`, so an MA57-vs-FERAL comparison on this path measured
4636 /// nothing — the same defect as gh#825, one path over. Every `feral_*`
4637 /// option (`feral_refine`, `feral_ordering`, `feral_scaling`,
4638 /// `feral_increase_quality`, …) was accepted and discarded. And
4639 /// `set_external_ordering` — whose whole purpose is to inject an ordering
4640 /// a generic algorithm cannot derive — reached the IPM and not this arm.
4641 ///
4642 /// Reads the same two snapshots and calls the same constructor the IPM
4643 /// path does, so there is one answer to "what does `linear_solver` mean"
4644 /// rather than one per algorithm.
4645 fn make_backend_factory(&self) -> LinearBackendFactory {
4646 // `RefineCarveOut::None`: this arm does not refine the unreduced system
4647 // itself, so the backend loop is the only refinement in the stack and
4648 // the interior-point carve-out's premise is false here. See
4649 // `feral_config_from_options_scoped` for the measurement.
4650 let mut feral_cfg = feral_config_from_options_scoped(&self.options, RefineCarveOut::None);
4651 // Same override, and for the same reason, as the IPM path: the
4652 // external permutation carries a vector, which no string option can
4653 // express, so it arrives through the side-channel field instead.
4654 if let Some(perm) = &self.external_ordering {
4655 feral_cfg.ordering = pounce_feral::OrderingMethod::External(perm.clone());
4656 }
4657 let ma57_cfg = ma57_config_from_options(&self.options, "");
4658 default_backend_factory_with_sink(
4659 feral_cfg,
4660 ma57_cfg,
4661 Arc::clone(&self.linsol_summary_sink),
4662 )
4663 }
4664
4665 /// Phase 3.5 auto-fallback driver.
4666 ///
4667 /// Runs the standard solve (no wrapper) first. If it ends in a
4668 /// trigger-class status (`Restoration_Failed`, `Infeasible_Problem_Detected`,
4669 /// `Solved_To_Acceptable_Level`, `Maximum_Iterations_Exceeded`, or
4670 /// `Not_Enough_Degrees_Of_Freedom`), retries transparently with
4671 /// the ℓ₁ wrapper enabled. Promotes the retry's status only if
4672 /// it returns `Solve_Succeeded`; otherwise returns the original
4673 /// status.
4674 ///
4675 /// Caveat: the user TNLP's `finalize_solution` runs once per
4676 /// attempt. When the retry doesn't promote, the user's captured
4677 /// fields hold the retry's iterate (the ℓ₁-best least-infeasible
4678 /// point) even though the returned status is the original's.
4679 /// Documented on the option's help text; tightening this is a
4680 /// Phase-4 follow-up.
4681 fn run_with_l1_fallback(&mut self, tnlp: Rc<RefCell<dyn TNLP>>) -> ApplicationReturnStatus {
4682 // First attempt: the standard IPM solve, no ℓ₁ wrapper. Only
4683 // reached for `m > 0`, so `optimize_constrained` is exact.
4684 let first_status = self.optimize_constrained(Rc::clone(&tnlp));
4685 if !is_l1_fallback_trigger(first_status) {
4686 return first_status;
4687 }
4688 // gh#987 item 6: the plain attempt's iterations are part of what this
4689 // call spent, and the retry's `optimize_constrained` resets them.
4690 let first_attempt = self.statistics.borrow().clone();
4691 // Trigger fired. Flip the wrapper option for the retry and
4692 // restore it after — keeps the user's option-table view of the
4693 // session exactly as they left it.
4694 let prev = self
4695 .options
4696 .get_string_value("l1_exact_penalty_barrier", "")
4697 .ok();
4698 let _ = self
4699 .options
4700 .set_string_value("l1_exact_penalty_barrier", "yes", true, false);
4701 let retry_status = self
4702 .run_l1_penalty_outer_loop(Rc::clone(&tnlp))
4703 .unwrap_or(ApplicationReturnStatus::InternalError);
4704 let _ = self.options.set_string_value(
4705 "l1_exact_penalty_barrier",
4706 prev.as_ref().map(|(v, _)| v.as_str()).unwrap_or("no"),
4707 true,
4708 false,
4709 );
4710 // Fold the plain attempt in ahead of the retry's passes. A retry that
4711 // never ran a pass (wrapper construction declined) leaves the plain
4712 // attempt's own statistics standing untouched.
4713 {
4714 let mut st = self.statistics.borrow_mut();
4715 if !st.passes.is_empty() {
4716 let mut head = MultiPassTotals::default();
4717 head.push_pass(&first_attempt, None, first_status);
4718 let shift = head.rows.len();
4719 let mut passes = head.passes;
4720 passes.extend(st.passes.iter().cloned().map(|mut p| {
4721 p.first_row += shift;
4722 p
4723 }));
4724 let mut rows = head.rows;
4725 rows.append(&mut st.iterations);
4726 st.iterations = rows;
4727 st.iteration_count += first_attempt.iteration_count;
4728 st.num_obj_evals += first_attempt.num_obj_evals;
4729 st.num_constr_evals += first_attempt.num_constr_evals;
4730 st.num_obj_grad_evals += first_attempt.num_obj_grad_evals;
4731 st.num_constr_jac_evals += first_attempt.num_constr_jac_evals;
4732 st.num_hess_evals += first_attempt.num_hess_evals;
4733 st.restoration_calls += first_attempt.restoration_calls;
4734 st.restoration_inner_iters += first_attempt.restoration_inner_iters;
4735 st.restoration_outer_iters += first_attempt.restoration_outer_iters;
4736 st.passes = passes;
4737 }
4738 }
4739 if matches!(retry_status, ApplicationReturnStatus::SolveSucceeded) {
4740 retry_status
4741 } else {
4742 first_status
4743 }
4744 }
4745
4746 /// μ-strategy auto-fallback driver (pounce#138).
4747 ///
4748 /// Runs the standard solve first. If it stalls short of optimal in a
4749 /// way a μ-strategy flip can plausibly fix — `Solved_To_Acceptable_Level`
4750 /// or `Maximum_Iterations_Exceeded`, the two signatures seen on the
4751 /// princetonlib instances where the dual infeasibility parks above
4752 /// `tol` while constraint violation and complementarity are already
4753 /// deeply converged — it flips `mu_strategy` (adaptive↔monotone) and
4754 /// solves once more. The retry's status is promoted only if it returns
4755 /// `Solve_Succeeded`; otherwise the original status is returned.
4756 ///
4757 /// (maxcut/price stall at acceptable-level under adaptive; fermat2_vareps
4758 /// stalls at `max_iter` — hence both triggers. flosp2tm is μ-independent
4759 /// and correctly does not promote.)
4760 ///
4761 /// The flip direction is taken from the strategy the option table
4762 /// actually resolves to (`effective_mu_strategy_is_adaptive`):
4763 /// `adaptive` → `monotone`, otherwise → `adaptive`. Absence is not
4764 /// the same as `monotone` — under a limited-memory Hessian an unset
4765 /// `mu_strategy` resolves to `adaptive` (gh#746), and flipping the
4766 /// *registered* default there would re-run the strategy that just
4767 /// stalled. The option table is restored to the resolved view
4768 /// afterward.
4769 ///
4770 /// Caveat (shared with the ℓ₁ fallback): the user TNLP's
4771 /// `finalize_solution` runs once per attempt, so when the retry
4772 /// doesn't promote the captured fields hold the retry's iterate.
4773 fn run_with_mu_strategy_fallback(
4774 &mut self,
4775 tnlp: Rc<RefCell<dyn TNLP>>,
4776 ) -> ApplicationReturnStatus {
4777 let first_status = self.optimize_constrained(Rc::clone(&tnlp));
4778 // Which statuses are worth a second solve depends on who asked
4779 // for the retry (pounce#748).
4780 //
4781 // An explicit `mu_strategy_fallback=yes` keeps the historical
4782 // pair: the caller opted in and can afford the second solve.
4783 //
4784 // The *default*-on retry takes `Maximum_Iterations_Exceeded`
4785 // unconditionally, and `Solved_To_Acceptable_Level` only when
4786 // the caller left the convergence configuration alone
4787 // (gh #757). pounce#748 refused the latter status outright, for
4788 // three reasons; two of them are properties of a *caller-
4789 // modified* configuration, not of the status. It launders
4790 // downgrades the caller induced deliberately -- a tight
4791 // `kkt_fidelity_tol`, a certificate veto, `least_square_init_
4792 // primal` -- so the signal the option exists to produce never
4793 // reaches them. And because the retry returns the other run's
4794 // *point*, not just its status, it can hand back a different
4795 // local solution: on `autocorr_bern55-06` with the
4796 // dual-divergence guard on it swaps -2304.0000278 for
4797 // -2320.0000298 (crates/pounce-cli/tests/
4798 // issue_250_dual_guard_never_worse.rs). Both cases -- and all
4799 // five test targets the wide trigger broke -- arm a
4800 // non-default option from `TERMINATION_POLICY_OPTIONS`, so
4801 // deferring to that set preserves every one of them while
4802 // leaving a stock-options stall retryable. The third reason,
4803 // cost, stands and is the price: one extra solve on a run that
4804 // reached only the acceptable tolerance, paid to try for the
4805 // certificate. `cho_parmest` is the motivating case -- monotone
4806 // parks `inf_du` on a ~1e-6 evaluation-noise floor and misses
4807 // `tol` by 5%, taking six null steps of 1e-12 at `mu_min`,
4808 // while adaptive certifies it in 20 iterations.
4809 //
4810 // `dirichlet120`, the case that motivated turning the retry on,
4811 // stalls at `Maximum_Iterations_Exceeded`, so it is recovered
4812 // either way.
4813 let retry_worthy = match first_status {
4814 ApplicationReturnStatus::MaximumIterationsExceeded => true,
4815 ApplicationReturnStatus::SolvedToAcceptableLevel => {
4816 self.mu_strategy_fallback_was_set() || !self.caller_set_termination_policy()
4817 }
4818 _ => false,
4819 };
4820 if !retry_worthy {
4821 return first_status;
4822 }
4823 // gh#857: decline the flip when the solve that just failed escalated
4824 // the factorization and an escalation-off re-solve is enabled.
4825 //
4826 // The mu flip is a *blind* second opinion: it changes the barrier
4827 // schedule and hopes. A `feral_increase_quality` escalation is a
4828 // *measured* fact about the run that just failed -- FERAL reroutes
4829 // which pivots are taken and never steps back down, so every
4830 // iteration after the first escalation, restoration sub-solves
4831 // included, ran on a trajectory the defaults do not describe. Flipping
4832 // `mu_strategy` while leaving that in place is not a controlled
4833 // experiment: it varies the knob that is not implicated and holds the
4834 // one that is.
4835 //
4836 // It is not free either. On `square_flowsheet_resto`'s lbfgs leg the
4837 // flip escalates 25 times all over again, burns a second full
4838 // 3000-iteration budget, and ends no better than the first -- after
4839 // which rung 4 of the second-opinion ladder converges the model in 178
4840 // with the escalation off. That is 6178 real iterations to reach an
4841 // answer that 3178 reach without the flip, and the flip contributes
4842 // nothing to it. Measured both ways: `mu_strategy=adaptive` alone
4843 // still gives 3000 with 25 escalations, and `feral_increase_quality=no`
4844 // gives 178 under *either* mu strategy.
4845 //
4846 // Why decline rather than fold the escalation off into this retry: the
4847 // backend factory is minted from an options snapshot taken by the
4848 // caller *before* `solve()`, so writing `feral_increase_quality` here
4849 // is too late to reach the retry's linear solver. `mu_strategy` is read
4850 // per-solve from the option table and is not; that asymmetry is why
4851 // this layer can only choose whether to spend the solve, not what to
4852 // spend it on.
4853 //
4854 // Restricted to `Maximum_Iterations_Exceeded`, which is exactly the
4855 // status rung 4 opens on. A `Solved_To_Acceptable_Level` exit opens no
4856 // escalation rung, so declining there would drop a retry with nothing
4857 // in its place. Gated on `feral_increase_quality_retry`, so setting
4858 // that option to `no` restores the historical behaviour on both sides
4859 // at once: no rung 4, and no decline here.
4860 //
4861 // The one place the stand-down is not paired with the rung is the
4862 // multi-start paths (`solve_nlp_batch`, the CLI's `minima` search),
4863 // which deliberately do not drive the ladder -- a failed start there is
4864 // routine and extra solves per start multiply. Those paths lose the
4865 // flip on an escalating budget exit and gain nothing back, which is the
4866 // one behaviour change here that is not a strict improvement. It is the
4867 // same trade they already take on every other rung, and for the same
4868 // reason: an escalating capped start is one of many, and doubling its
4869 // cost to re-run the trajectory the escalation governs is the worse end
4870 // of it.
4871 if matches!(
4872 first_status,
4873 ApplicationReturnStatus::MaximumIterationsExceeded
4874 ) && self.quality_escalations.get() >= 1
4875 && self
4876 .options
4877 .get_bool_value("feral_increase_quality_retry", "")
4878 .map(|(v, _found)| v)
4879 .unwrap_or(true)
4880 && self
4881 .options
4882 .get_bool_value("feral_increase_quality", "")
4883 .map(|(v, _found)| v)
4884 .unwrap_or(true)
4885 {
4886 return first_status;
4887 }
4888 // Flip the strategy for one retry. The parser maps "adaptive" →
4889 // Adaptive and every other value (incl. unset) → Monotone, so the
4890 // opposite of an explicit "adaptive" is "monotone" and the
4891 // opposite of anything else is "adaptive".
4892 let prev = self.options.get_string_value("mu_strategy", "").ok();
4893 let was_adaptive = self.effective_mu_strategy_is_adaptive();
4894 let flipped = if was_adaptive { "monotone" } else { "adaptive" };
4895 // Unwind cover only: the normal-path restore below writes the
4896 // resolved value back as caller-set, deliberately, and the scope must
4897 // not change that. A panic in the retry used to leave the flipped
4898 // strategy in the option table of an application `ffi_guard` keeps.
4899 let mut scope = RetryOptionScope::enter(self, &["mu_strategy"], true);
4900 let _ = scope
4901 .options
4902 .set_string_value("mu_strategy", flipped, true, false);
4903 // Floor the *answer*, not just the status (pounce#870).
4904 //
4905 // The promote-only-on-`Solve_Succeeded` rule below has always floored
4906 // the status. It did not floor the point, and the point is what the
4907 // caller consumes: `optimize_constrained` calls the user TNLP's
4908 // `finalize_solution` once per attempt, so a retry that fails to
4909 // promote still overwrites the answer with its own iterate, and the
4910 // statistics with its own residuals. The result is a status describing
4911 // one attempt attached to a point from another.
4912 //
4913 // Measured on a random corpus of 1200 nonconvex models, 20 of them
4914 // (1.7%) returned a materially worse point under an unchanged status,
4915 // the worst flipping sign: a `Maximum_Iterations_Exceeded` exit went
4916 // from -2.38e7 to +7.89e7, and a `Solved_To_Acceptable_Level` one from
4917 // -3.83e7 to +3.41e5 while its reported `final_kkt_error` rose to
4918 // 2.85e-4 — 285x the `acceptable_tol` its own status names, so the
4919 // report contradicted itself. The known example on record understated
4920 // it by three orders: `autocorr_bern55-06` swapping -2304.0000278 for
4921 // -2320.0000298 is the same defect at 0.07%.
4922 //
4923 // This is the floor idiom the rest of the codebase already uses for a
4924 // bet it might lose — `honour_neg_curv_floor` (gh#797),
4925 // `honour_decline_floor` (gh#534), `honour_best_acceptable_after_dual_
4926 // guard` — applied to the one bet that was only half-floored.
4927 //
4928 // Not extended to `run_with_l1_fallback`, which carries the same
4929 // caveat in its doc comment but is NOT the same call: its retry
4930 // deliberately reports the l1-best least-infeasible point, which the
4931 // option help calls informative in its own right. Changing that needs
4932 // its own measurement.
4933 let solution_floor = scope.last_finalize.borrow().clone();
4934 let certificate_floor = SolutionCertificate::of(&scope.statistics.borrow());
4935 let trace_floor = *scope.last_iter_stats.borrow();
4936 // gh#1042 C1: the first attempt's verdict and cost, recorded before
4937 // the re-solve overwrites the statistics. A promoted re-solve reports
4938 // its own `iteration_count` and `restoration_calls` only, and without
4939 // this nothing says the first attempt got worse.
4940 let mut record = {
4941 let st = scope.statistics.borrow();
4942 pounce_nlp::MuStrategyFallbackRecord {
4943 base_status: first_status.upstream_name().to_string(),
4944 base_iteration_count: st.iteration_count,
4945 base_restoration_calls: st.restoration_calls,
4946 base_objective: st.final_objective,
4947 retry_mu_strategy: flipped.to_string(),
4948 ..Default::default()
4949 }
4950 };
4951 *scope.mu_strategy_fallback_record.borrow_mut() = Some(record.clone());
4952 let retry_status = scope.optimize_constrained(Rc::clone(&tnlp));
4953 record.retry_status = retry_status.upstream_name().to_string();
4954 record.retry_iteration_count = scope.statistics.borrow().iteration_count;
4955 record.promoted = matches!(retry_status, ApplicationReturnStatus::SolveSucceeded);
4956 *scope.mu_strategy_fallback_record.borrow_mut() = Some(record.clone());
4957 // Restore the user's original option-table view.
4958 let _ = scope.options.set_string_value(
4959 "mu_strategy",
4960 prev.as_ref()
4961 .filter(|(_, found)| *found)
4962 .map(|(v, _)| v.as_str())
4963 .unwrap_or(if was_adaptive { "adaptive" } else { "monotone" }),
4964 true,
4965 false,
4966 );
4967 drop(scope);
4968 self.statistics.borrow_mut().mu_strategy_fallback = Some(record);
4969 if matches!(retry_status, ApplicationReturnStatus::SolveSucceeded) {
4970 return retry_status;
4971 }
4972 // The bet lost. Put the first attempt's answer back, so the point and
4973 // the statistics describe the same solve the returned status does.
4974 //
4975 // `finalize_solution` therefore runs once more than the number of
4976 // attempts on this path. That is deliberate, and is the cheaper of the
4977 // two corrections: withholding the retry's `finalize_solution` until it
4978 // is known to promote would deprive a caller that watches the callback
4979 // of the retry's progress, and buys nothing, since the retry's payload
4980 // is discarded either way.
4981 if let Some(floor) = solution_floor {
4982 tracing::debug!(target: "pounce::algorithm",
4983 "[POUNCE] the mu_strategy_fallback retry did not promote \
4984 ({:?} is not Solve_Succeeded); restoring the first attempt's \
4985 solution and statistics alongside its status (pounce#870).",
4986 retry_status);
4987 self.restore_floor(&floor, &tnlp);
4988 certificate_floor.restore_into(&mut self.statistics.borrow_mut());
4989 // Third sink: the per-iteration trace. Consumers accumulate that
4990 // themselves from `intermediate_callback` — the CasADi plugin
4991 // pushes into its own vectors and clears once per `nlpsol` call —
4992 // so POUNCE cannot rewind it, and both attempts concatenate into
4993 // one trace. Restoring the certificate without touching the trace
4994 // leaves the reported numbers describing attempt 1 while the trace
4995 // ends on the retry, which breaks the invariant
4996 // `casadi/test_parity.py` states outright: "The final numbers and
4997 // the end of the trace are the same quantities, and must not come
4998 // from two different places."
4999 //
5000 // Re-emitting the winning attempt's final row restores it. It is
5001 // the trace analogue of `FinalizeSnapshot::replay` above, and it
5002 // makes the property hold by construction rather than by hoping a
5003 // consumer resets on an attempt boundary — nothing in the callback
5004 // contract marks one, and gh#634 is what happens when a consumer
5005 // has to guess the scope of a trace.
5006 //
5007 // The row is a real iterate that was already sent once, not a
5008 // synthesized one, so a trace still contains only points the solver
5009 // actually visited.
5010 if let Some(stats) = trace_floor {
5011 let _ = tnlp.borrow_mut().intermediate_callback(
5012 stats,
5013 &TnlpIpoptData::default(),
5014 &TnlpIpoptCq::default(),
5015 );
5016 }
5017 }
5018 first_status
5019 }
5020
5021 /// Is the gh#884 biactive dual-divergence retry enabled? Default
5022 /// `yes`; `dual_divergence_retry=no` is the kill switch, and
5023 /// restores the pre-gh#884 behaviour outright (no detector cost, no
5024 /// second solve, and the base attempt's verdict returned unchanged).
5025 fn is_dual_divergence_retry_enabled(&self) -> bool {
5026 self.options
5027 .get_bool_value("dual_divergence_retry", "")
5028 .map(|(v, _found)| v)
5029 .unwrap_or(true)
5030 }
5031
5032 /// gh#884: throw the iterate away and solve again from scratch with
5033 /// `perturb_always_cd` on, when the base solve settled its primal
5034 /// while its multipliers ran away.
5035 ///
5036 /// # The defect
5037 ///
5038 /// On an MPCC lowered through an exact complementarity product
5039 /// `G·H = 0`, a pair that is **biactive** at the solution — both
5040 /// `G` and `H` zero — leaves that row's gradient
5041 /// `H∇G + G∇H` identically zero. The row is still there, so its
5042 /// multiplier is *arbitrary* rather than nonexistent, and the IPM
5043 /// drives it to infinity while the primal iterate sits on the
5044 /// answer. Because the convergence verdict is reached on an
5045 /// `s_d`-normalised aggregate and `s_d` grows with the mean
5046 /// multiplier magnitude, the aggregate reads clean: MacMPEC's
5047 /// `qpec_small` under `ncp_eq`/`prod_eq` reported
5048 /// `Solved_To_Acceptable_Level` at an *unscaled* dual infeasibility
5049 /// of `7.9e+04`.
5050 ///
5051 /// # Why a retry rather than a gate
5052 ///
5053 /// Four other shapes of fix were measured and rejected — a Hessian
5054 /// sparsity hypothesis, engaging `delta_c` *in flight*, flipping
5055 /// `perturb_always_cd` on globally, and putting a dual ceiling on
5056 /// the acceptable-level gate. `dev-notes/mpcc-biactive-dual-
5057 /// divergence.md` records all four with numbers. The short version:
5058 /// by the time the runaway is visible this iterate is unrecoverable,
5059 /// so the only action left is to *stop using it*; and the remedy
5060 /// that works — `perturb_always_cd=yes` — is measured to return a
5061 /// wrong answer reported as success on `ralph1`
5062 /// (`Solve_Succeeded` at `f = -2.71e-5`, below `f* = 0`), so it
5063 /// cannot be turned on for everyone.
5064 ///
5065 /// **The detector is therefore the entire safety barrier**, and the
5066 /// promotion gate below is the second one. `ralph1` is exactly the
5067 /// model the detector must not fire on, and
5068 /// `IpoptAlgorithm`'s scale-relative step floor is what keeps it
5069 /// from doing so: `qpec_small` settles to `4.3e-8` while `ralph1`
5070 /// bottoms out at `7.2e-3`, five orders apart.
5071 ///
5072 /// # The gate
5073 ///
5074 /// The retry's verdict replaces the base one only when **all** of:
5075 ///
5076 /// 1. the base attempt saw the signature (a converged primal, a step
5077 /// at zero, and an unscaled `‖∇L‖∞` far above `dual_inf_tol`, all
5078 /// at one iterate — see `IpoptAlgorithm::dual_divergence_signature`);
5079 /// 2. the base status is `Solved_To_Acceptable_Level` or
5080 /// `Restoration_Failed` — the two verdicts the vanishing-gradient
5081 /// row produces directly. Generic exhaustion exits are excluded;
5082 /// `deb7` under L-BFGS is why, and the reason is in the code
5083 /// below;
5084 /// 3. the retry returns `Solve_Succeeded`;
5085 /// 4. the retry's claimed success is **real in the model's own
5086 /// units** — unscaled KKT error at or below `tol`-scale, which is
5087 /// the property the base attempt failed and the whole point of
5088 /// the issue;
5089 /// 5. the retry's unscaled KKT error is *strictly better* than the
5090 /// base attempt's.
5091 ///
5092 /// Otherwise the base attempt's status, point and statistics are all
5093 /// put back, by the same three-sink floor
5094 /// [`Self::run_with_mu_strategy_fallback`] uses and for the same
5095 /// reason (pounce#870): a status describing one attempt attached to
5096 /// a point from another is worse than either.
5097 fn run_with_dual_divergence_retry(
5098 &mut self,
5099 tnlp: Rc<RefCell<dyn TNLP>>,
5100 ) -> ApplicationReturnStatus {
5101 let first_status = self.dispatch_standard_solve(Rc::clone(&tnlp));
5102 if !self.dual_divergence_signature.get() {
5103 return first_status;
5104 }
5105 // Which base verdicts this remedy is *for*.
5106 //
5107 // Two, and the narrowing was bought with a measurement. The
5108 // detector is a statement about the iterate; it is not a
5109 // statement that `perturb_always_cd` will help. `deb7` under
5110 // L-BFGS is the corpus case that separates the two: the
5111 // signature is real there — iteration 346, scale-relative step
5112 // `6.5e-6`, `inf_pr` `3.0e-12`, unscaled `inf_du` `9.2e5`,
5113 // which is an order *above* the gh#884 reproducer's `7.9e4`, so
5114 // no dual floor excludes it, and the step conjunct separates the
5115 // two only by fitting the default onto one fixture and spending
5116 // the margin that holds `ralph1` out — and the retry still does
5117 // not work: 3000 iterations to
5118 // `Maximum_Iterations_Exceeded` at an unscaled KKT error of
5119 // `6.7e1` against the base attempt's `9.9e1`. Pure cost, 4x the
5120 // base trajectory, on a fixture whose verdict does not move.
5121 //
5122 // The exclusion is by *status*, so it is only as complete as the
5123 // status is stable, and on this very fixture it is not. `deb7`
5124 // reaches `Error_In_Step_Computation` at default options and is
5125 // out; under `limited_memory_ls_failure_restarts=1` (gh#818's
5126 // rung, off by default) it reaches `Restoration_Failed` instead
5127 // and is therefore *in*. It used to pay exactly the cost above
5128 // there — 6.1 s to 25.2 s wall clock for the same
5129 // `Restoration_Failed` verdict and a declined retry, which is
5130 // gh#887. That is the price of scoping by status rather than by
5131 // model, and it is why the second gate below scopes by the
5132 // *answer* instead: `deb7` now declines before spending
5133 // anything. The status scope is kept because it is cheap and
5134 // reads on the verdict a caller sees, but it is not what is
5135 // being relied on.
5136 //
5137 // What separates them is the *status*, and it separates them
5138 // for a reason rather than by luck:
5139 //
5140 // * `Solved_To_Acceptable_Level` is gh#884 verbatim — the
5141 // runaway laundered itself through `s_d` into a success.
5142 // * `Restoration_Failed` is the same defect one step earlier:
5143 // the rows whose gradients vanished drive the solve into
5144 // restoration, and restoration cannot repair a row that has
5145 // no gradient. It is where the `qpec_small` TNLP fixture
5146 // lands (unscaled KKT `3.3e11`).
5147 // * `Error_In_Step_Computation` and
5148 // `Maximum_Iterations_Exceeded` are generic exhaustion
5149 // exits. Every hard model reaches them, for every reason.
5150 // Retrying *those* is not "repair the runaway", it is "try
5151 // again harder" — which is what `mu_strategy_fallback` and
5152 // the second-opinion ladder already are, and `deb7` is what
5153 // that costs.
5154 //
5155 // `Solve_Succeeded` is excluded because it is already the best
5156 // verdict available and its certificate has already been
5157 // checked in the model's own units; there is nothing to buy.
5158 //
5159 // Worst-case cost is therefore one extra solve under the
5160 // caller's own `max_iter` — the same contract
5161 // `run_with_mu_strategy_fallback` already has.
5162 //
5163 // Deliberately **not** deferred to `TERMINATION_POLICY_OPTIONS`
5164 // the way the μ flip's acceptable-level trigger is (gh#757).
5165 // That deferral exists because the μ flip returns a different
5166 // *local solution*, so laundering a caller's deliberate
5167 // downgrade loses a signal they asked for. This retry cannot:
5168 // conjunct 4 requires the promoted answer to satisfy the KKT
5169 // conditions in the model's own units, which a downgrade the
5170 // caller induced on purpose does not. And the gh#884 reproducer
5171 // sets `tol=1e-8` explicitly, so deferring would decline the
5172 // retry on the one case the issue is about.
5173 let retry_worthy = matches!(
5174 first_status,
5175 ApplicationReturnStatus::SolvedToAcceptableLevel
5176 | ApplicationReturnStatus::RestorationFailed
5177 );
5178 if !retry_worthy {
5179 return first_status;
5180 }
5181 let base_unscaled_kkt = self.statistics.borrow().final_unscaled_kkt_error;
5182 // The runaway has to be the *whole* residual of the answer being
5183 // reported.
5184 //
5185 // The detector is a statement about an *iterate*, and the iterate
5186 // it fires on need not be the one the solve ends at. A run can
5187 // pass through a settled point with a diverged multiplier, work
5188 // its way back down, and report something ordinary — and then
5189 // there is nothing left here for `perturb_always_cd` to repair,
5190 // whatever the trajectory did in the middle. This is what makes
5191 // "one extra solve" a cost the caller only pays on a run that
5192 // still *exhibits* the defect (gh#887).
5193 //
5194 // The test is `runaway_is_the_whole_residual`, which reads only
5195 // the reported answer and only as a ratio within it; its doc
5196 // comment carries the rule and the measured populations.
5197 let (base_viol, base_compl) = {
5198 let st = self.statistics.borrow();
5199 (st.final_unscaled_constr_viol, st.final_unscaled_compl)
5200 };
5201 let base_dual_inf = self.statistics.borrow().final_unscaled_dual_inf;
5202 if !runaway_is_the_whole_residual(
5203 base_dual_inf,
5204 base_viol,
5205 base_compl,
5206 self.options
5207 .get_numeric_value("dual_divergence_retry_du_floor", "")
5208 .map(|(v, _)| v)
5209 .unwrap_or(DUAL_DIV_RETRY_DU_FLOOR),
5210 ) {
5211 tracing::debug!(target: "pounce::algorithm",
5212 "[POUNCE] gh#884: the signature fired mid-trajectory, but the \
5213 answer being reported is not a converged point with a runaway \
5214 multiplier — unscaled dual {:.3e} against viol {:.3e} and \
5215 complementarity {:.3e}. Nothing here for perturb_always_cd to \
5216 repair, so no retry (gh#887).",
5217 base_dual_inf, base_viol, base_compl);
5218 return first_status;
5219 }
5220 // Floor all three sinks — solution payload, certificate, and the
5221 // last trace row — exactly as the μ fallback does (pounce#870).
5222 let solution_floor = self.last_finalize.borrow().clone();
5223 let certificate_floor = SolutionCertificate::of(&self.statistics.borrow());
5224 let trace_floor = *self.last_iter_stats.borrow();
5225 tracing::debug!(target: "pounce::algorithm",
5226 "[POUNCE] gh#884: the primal settled while the multipliers ran away \
5227 (base {:?}, unscaled KKT {:.3e}); re-solving from scratch with \
5228 perturb_always_cd=yes.",
5229 first_status, base_unscaled_kkt);
5230 let prev = self.options.get_string_value("perturb_always_cd", "").ok();
5231 // Unwind cover only, as for the μ-strategy fallback: the restore
5232 // below is the normal path and is left exactly as it was.
5233 let mut scope = RetryOptionScope::enter(self, &["perturb_always_cd"], true);
5234 let _ = scope
5235 .options
5236 .set_string_value("perturb_always_cd", "yes", true, false);
5237 let retry_status = scope.dispatch_standard_solve(Rc::clone(&tnlp));
5238 // Restore the caller's option-table view. Absence is restored as
5239 // absence would be seen: the registered default is `no`.
5240 let _ = scope.options.set_string_value(
5241 "perturb_always_cd",
5242 prev.as_ref()
5243 .filter(|(_, found)| *found)
5244 .map(|(v, _)| v.as_str())
5245 .unwrap_or("no"),
5246 true,
5247 false,
5248 );
5249 drop(scope);
5250 let retry_unscaled_kkt = self.statistics.borrow().final_unscaled_kkt_error;
5251 let retry_viol = self.statistics.borrow().final_unscaled_constr_viol;
5252 // Conjuncts 3, 4 and 5. Conjunct 4 is the one that distinguishes
5253 // this gate from every other promote-on-`Solve_Succeeded` retry
5254 // in this file: the base attempt's defect *was* a status that its
5255 // own unscaled residual contradicts, so promoting on the status
5256 // alone would reproduce the bug one attempt later.
5257 let accept_tol = self.dual_divergence_retry_accept_tol();
5258 let claimed_success_is_real = (retry_unscaled_kkt <= accept_tol
5259 && retry_viol <= accept_tol)
5260 || retry_certificate_dominates(
5261 base_unscaled_kkt,
5262 retry_unscaled_kkt,
5263 retry_viol,
5264 accept_tol,
5265 );
5266 // Conjuncts 6 and 7 — see `retry_answer_is_admissible`. Everything
5267 // above this line ranks the two attempts on their *certificates*;
5268 // this ranks them as *answers*, which is what a caller receives.
5269 // Without it a better multiplier is allowed to buy a worse point:
5270 // measured, `-13.0057 -> -1.2072` on a random QPEC, and
5271 // `+1.82e-09 -> -6.61e-05` on `scholtes4`, whose `f*` is exactly 0.
5272 let retry_obj = self.statistics.borrow().final_objective;
5273 // `obj_scaling_factor < 0` is how a maximization is posed, and
5274 // `final_objective` is the user's signed objective, so the
5275 // comparison direction has to follow it (R2).
5276 let sense = if self
5277 .options
5278 .get_numeric_value("obj_scaling_factor", "")
5279 .map(|(v, _)| v)
5280 .unwrap_or(1.0)
5281 < 0.0
5282 {
5283 -1.0
5284 } else {
5285 1.0
5286 };
5287 let answer_is_admissible = retry_answer_is_admissible(
5288 certificate_floor.objective,
5289 certificate_floor.unscaled_constr_viol,
5290 retry_obj,
5291 retry_viol,
5292 self.dual_divergence_retry_accept_tol(),
5293 sense,
5294 );
5295 let promote = matches!(retry_status, ApplicationReturnStatus::SolveSucceeded)
5296 && claimed_success_is_real
5297 && retry_unscaled_kkt < base_unscaled_kkt
5298 && answer_is_admissible;
5299 // Say on the console which of the two answers shipped.
5300 //
5301 // The per-attempt end summary cannot: `emit_end_summary` runs
5302 // inside `optimize_constrained`, once per attempt, and the
5303 // promotion is decided after the last of them. So a summary that
5304 // reported the promotion would report `false` on the very run that
5305 // promotes, contradicting the JSON report written from the same
5306 // statistics. The summary reports the *signature*, which is true
5307 // when it prints; this line reports the *outcome*, printed once,
5308 // where it is known.
5309 //
5310 // Gated on `print_level >= 1`, matching `emit_end_summary` — the
5311 // block this line follows.
5312 let console_output = match self.options.get_integer_value("print_level", "") {
5313 Ok((v, true)) => v >= 1,
5314 _ => true,
5315 };
5316 if console_output {
5317 println!();
5318 if promote {
5319 println!(
5320 "gh#884 dual-divergence retry: promoted — unscaled KKT error \
5321 {base_unscaled_kkt:.4e} -> {retry_unscaled_kkt:.4e}."
5322 );
5323 } else if !answer_is_admissible {
5324 // A distinct line, because this decline looks like a
5325 // contradiction otherwise: the retry converged, its
5326 // certificate is clean, and it was still refused. Say
5327 // which of the two rules refused it and on what numbers,
5328 // so the reader is not left comparing KKT errors that
5329 // had nothing to do with it.
5330 println!(
5331 "gh#884 dual-divergence retry: declined on the ANSWER, not the \
5332 certificate — the retry converged (unscaled KKT error \
5333 {retry_unscaled_kkt:.4e} against the base attempt's \
5334 {base_unscaled_kkt:.4e}) but its objective {retry_obj:.8e} at \
5335 constraint violation {retry_viol:.4e} is not admissible next to \
5336 the base attempt's {:.8e} at {:.4e}; the base attempt's answer \
5337 is the one reported.",
5338 certificate_floor.objective, certificate_floor.unscaled_constr_viol
5339 );
5340 } else {
5341 println!(
5342 "gh#884 dual-divergence retry: declined ({retry_status:?}, \
5343 unscaled KKT error {retry_unscaled_kkt:.4e} against the base \
5344 attempt's {base_unscaled_kkt:.4e}); the base attempt's answer \
5345 is the one reported."
5346 );
5347 }
5348 }
5349 if promote {
5350 self.dual_divergence_retry_promoted.set(true);
5351 self.statistics.borrow_mut().dual_divergence_retry_promoted = true;
5352 tracing::debug!(target: "pounce::algorithm",
5353 "[POUNCE] gh#884: the retry promoted — unscaled KKT {:.3e} \
5354 (base {:.3e}).",
5355 retry_unscaled_kkt, base_unscaled_kkt);
5356 return retry_status;
5357 }
5358 if let Some(floor) = solution_floor {
5359 tracing::debug!(target: "pounce::algorithm",
5360 "[POUNCE] gh#884: the retry did not promote ({:?}, unscaled KKT \
5361 {:.3e} vs base {:.3e}); restoring the first attempt's solution \
5362 and statistics alongside its status.",
5363 retry_status, retry_unscaled_kkt, base_unscaled_kkt);
5364 self.restore_floor(&floor, &tnlp);
5365 certificate_floor.restore_into(&mut self.statistics.borrow_mut());
5366 // The signature belongs to the attempt whose numbers are now
5367 // reported, and `certificate_floor` does not carry it.
5368 self.statistics.borrow_mut().dual_divergence_signature = true;
5369 if let Some(stats) = trace_floor {
5370 let _ = tnlp.borrow_mut().intermediate_callback(
5371 stats,
5372 &TnlpIpoptData::default(),
5373 &TnlpIpoptCq::default(),
5374 );
5375 }
5376 }
5377 first_status
5378 }
5379
5380 /// Is the gh#983 solve-quality audit enabled? Default `yes`;
5381 /// `solve_quality_audit=no` restores the pre-gh#983 behaviour (no
5382 /// re-scale retry, no `warnings`).
5383 fn is_solve_quality_audit_enabled(&self) -> bool {
5384 self.options
5385 .get_bool_value("solve_quality_audit", "")
5386 .map(|(v, _found)| v)
5387 .unwrap_or(true)
5388 }
5389
5390 /// gh#983 items 2 and 3: audit a success verdict against the *model's
5391 /// own* scale, re-solve once when the scaling is what is wrong, and say
5392 /// so in `statistics.warnings` when it is not fixed.
5393 ///
5394 /// The strict gate judges a scaled aggregate. Gradient-based scaling
5395 /// measures the objective gradient once, at the starting point, and
5396 /// freezes the factor; it also only ever scales *down*. Two failures
5397 /// follow, one on each side, and neither is visible to a gate that reads
5398 /// the scaled space:
5399 ///
5400 /// * **Frozen at a huge-gradient start** (LJ7 from a start whose gradient
5401 /// is `3e8`): the factor is `3e-7`, the scaled test passes at a point
5402 /// whose unscaled stationarity residual is `2.9e-2`, and no amount of
5403 /// continued iteration under that factor improves it
5404 /// (`obj_scale_certificate_threshold` already tries, and its budget is
5405 /// spent). The fix is the one the issue names: re-evaluate the scaling
5406 /// *at the returned point*, where the gradient is small, and solve
5407 /// again from there.
5408 /// * **Small user objective** (profit in M$/L, gradient `1e-5`): nothing
5409 /// scales up, so the absolute complementarity floor `~mu` is a
5410 /// `2.5e-4` fraction of the objective gradient and the answer sits
5411 /// `4.7e-4` (relative) off the optimum on an active bound. The retry
5412 /// multiplies the objective by `1/max|grad f|` and solves again from
5413 /// the returned point.
5414 ///
5415 /// Both retries are *bets that are tested*, floored exactly like the
5416 /// gh#884 and mu-strategy retries: the retry is promoted only when it
5417 /// returns a clean verdict, its unscaled KKT error is no worse, its
5418 /// complementarity (small-objective case) or unscaled KKT error (frozen
5419 /// case) is strictly better, and its answer is admissible next to the
5420 /// base attempt's. Otherwise the base attempt's status, point and
5421 /// statistics are restored and a structured warning is attached.
5422 fn audit_solve_quality(
5423 &mut self,
5424 tnlp: Rc<RefCell<dyn TNLP>>,
5425 first_status: ApplicationReturnStatus,
5426 ) -> ApplicationReturnStatus {
5427 if !self.is_solve_quality_audit_enabled()
5428 || !matches!(
5429 first_status,
5430 ApplicationReturnStatus::SolveSucceeded
5431 | ApplicationReturnStatus::SolvedToAcceptableLevel
5432 )
5433 {
5434 return first_status;
5435 }
5436 let num = |name: &str, default: Number| -> Number {
5437 self.options
5438 .get_numeric_value(name, "")
5439 .ok()
5440 .and_then(|(v, f)| f.then_some(v))
5441 .unwrap_or(default)
5442 };
5443 let acceptable_tol = num("acceptable_tol", 1e-6);
5444 let masked_threshold = num("obj_scale_certificate_threshold", 1e-4);
5445 // `equilibration-based` is registered but pounce runs it as
5446 // gradient-based (see `algorithm_builder_from_options`), so it gets the
5447 // gradient-based audit.
5448 let gradient_based = self
5449 .options
5450 .get_string_value("nlp_scaling_method", "")
5451 .ok()
5452 .and_then(|(v, f)| f.then_some(v))
5453 .map(|v| v == "gradient-based" || v == "equilibration-based")
5454 .unwrap_or(true);
5455 let base = self.statistics.borrow().clone();
5456 // gh#983 review item 2: measure the objective gradient at the point
5457 // being returned, so the audit asks what re-evaluating the scaling
5458 // *there* would do instead of keying on the start alone.
5459 let final_grad_max = self
5460 .last_finalize
5461 .borrow()
5462 .as_ref()
5463 .and_then(|f| {
5464 let mut g = vec![0.0; f.x.len()];
5465 tnlp.borrow_mut()
5466 .eval_grad_f(&f.x, true, &mut g)
5467 .then(|| g.iter().fold(0.0_f64, |m, v| m.max(v.abs())))
5468 })
5469 .unwrap_or(Number::NAN);
5470 let rescaled_obj_scale = if final_grad_max.is_finite() {
5471 pounce_nlp::orig_ipopt_nlp::gradient_obj_scale(
5472 final_grad_max,
5473 num("nlp_scaling_max_gradient", 100.0),
5474 num("nlp_scaling_min_value", 1e-8),
5475 num("nlp_scaling_obj_target_gradient", 0.0),
5476 )
5477 } else {
5478 Number::NAN
5479 };
5480 let input = ScaleAuditInput {
5481 tol: num("tol", 1e-8),
5482 obj_scale: base.final_obj_scaling_factor,
5483 rescaled_obj_scale,
5484 start_grad_max: base.start_obj_grad_max,
5485 final_grad_max,
5486 unscaled_kkt: base.final_unscaled_kkt_error,
5487 unscaled_compl: base.final_unscaled_compl,
5488 acceptable_tol,
5489 masked_threshold,
5490 warm_start: self
5491 .options
5492 .get_bool_value("warm_start_init_point", "")
5493 .map(|(v, _)| v)
5494 .unwrap_or(false),
5495 };
5496 let grad_scale = input.grad_scale();
5497 let trigger = scale_audit_trigger(input);
5498 let mut status = first_status;
5499 match trigger {
5500 Some(ScaleAudit::SmallObjective) => {
5501 self.statistics
5502 .borrow_mut()
5503 .warnings
5504 .push(scale_audit_warning(
5505 ScaleAudit::SmallObjective,
5506 &base,
5507 grad_scale,
5508 acceptable_tol,
5509 "",
5510 ));
5511 }
5512 Some(kind) if gradient_based => {
5513 status = self.run_scale_retry(tnlp, first_status, kind, grad_scale);
5514 }
5515 Some(kind) => {
5516 // The caller owns the scaling (`none` / `user-scaling`): not ours
5517 // to override, but the verdict still deserves its caveat.
5518 self.statistics
5519 .borrow_mut()
5520 .warnings
5521 .push(scale_audit_warning(
5522 kind,
5523 &base,
5524 grad_scale,
5525 acceptable_tol,
5526 "was not attempted: nlp_scaling_method is not gradient-based",
5527 ));
5528 }
5529 None => {}
5530 }
5531 status
5532 }
5533
5534 /// gh#983 review items 1 and 3: the verdict-level half of the audit, run
5535 /// **once**, on the run whose point is being returned -- after every
5536 /// retry and fallback has decided.
5537 ///
5538 /// * The item-5 downgrade (a strict verdict on a run that saw the gh#884
5539 /// signature and still carries an unscaled dual infeasibility above
5540 /// `max(acceptable_tol, 1e-3)`) used to run inside each attempt, so it
5541 /// could turn a base `Solve_Succeeded` into the acceptable level *before*
5542 /// the gh#884 retry decided, reopening that retry for a case it was
5543 /// deliberately not widened to; and it read the cumulative signature, so
5544 /// a promoted mu-fallback run that never showed it was downgraded for its
5545 /// discarded sibling. It now reads
5546 /// `returned_run_dual_divergence_signature`, which the certificate floor
5547 /// saves and restores with the rest of the run's tally.
5548 /// * The model-scale caveats ([`quality_warnings`]) are attached here, and
5549 /// deduplicated by code, so a code appears at most once.
5550 fn finalize_quality_verdict(
5551 &mut self,
5552 status: ApplicationReturnStatus,
5553 ) -> ApplicationReturnStatus {
5554 if !self.is_solve_quality_audit_enabled() {
5555 return status;
5556 }
5557 let acceptable_tol = self.dual_divergence_retry_accept_tol();
5558 let mut status = status;
5559 if matches!(status, ApplicationReturnStatus::SolveSucceeded) {
5560 let (sig, du, du_scale) = {
5561 let st = self.statistics.borrow();
5562 (
5563 st.returned_run_dual_divergence_signature,
5564 st.final_unscaled_dual_inf,
5565 st.final_unscaled_dual_scale,
5566 )
5567 };
5568 // gh#983 item 5. `1e-3` is `UNSCALED_DUAL_WARN`; the measured
5569 // population behind it is in that constant's doc. A residual at
5570 // the rounding floor of its own terms is not evidence of a miss
5571 // (gh#1000, II.22): see `UNSCALED_DUAL_ROUNDOFF_ULPS`.
5572 if sig
5573 && du.is_finite()
5574 && du > acceptable_tol.max(UNSCALED_DUAL_WARN)
5575 && !unscaled_dual_inf_is_roundoff(du, du_scale)
5576 {
5577 status = ApplicationReturnStatus::SolvedToAcceptableLevel;
5578 push_warning_once(
5579 &mut self.statistics.borrow_mut().warnings,
5580 format!(
5581 "unscaled_dual_inf_above_acceptable: the run saw a settled primal with a \
5582 runaway multiplier (gh#884) and the returned point's unscaled dual \
5583 infeasibility is {du:.2e}, above {:.0e}; the status is downgraded from \
5584 Solve_Succeeded to Solved_To_Acceptable_Level",
5585 acceptable_tol.max(UNSCALED_DUAL_WARN)
5586 ),
5587 );
5588 }
5589 }
5590 let st = self.statistics.borrow().clone();
5591 let extra = quality_warnings(
5592 status,
5593 st.final_unscaled_dual_inf,
5594 st.final_unscaled_dual_scale,
5595 self.options
5596 .get_numeric_value("dual_inf_tol", "")
5597 .map(|(v, _)| v)
5598 .unwrap_or(1.0),
5599 acceptable_tol,
5600 self.options
5601 .get_numeric_value("bound_relax_factor", "")
5602 .is_ok_and(|(v, _)| v == 0.0),
5603 );
5604 let mut sm = self.statistics.borrow_mut();
5605 for w in extra {
5606 push_warning_once(&mut sm.warnings, w);
5607 }
5608 status
5609 }
5610
5611 /// The variable box `tnlp` declares, `(x_L, x_U)` in its own (full-x)
5612 /// space -- the space a `finalize_solution` payload is in. `None` if the
5613 /// TNLP declines to say.
5614 fn declared_x_box(&self, tnlp: &Rc<RefCell<dyn TNLP>>) -> Option<(Vec<Number>, Vec<Number>)> {
5615 let mut t = tnlp.borrow_mut();
5616 let info = t.get_nlp_info()?;
5617 let (n, m) = (info.n.max(0) as usize, info.m.max(0) as usize);
5618 let (mut x_l, mut x_u) = (vec![0.0; n], vec![0.0; n]);
5619 let (mut g_l, mut g_u) = (vec![0.0; m], vec![0.0; m]);
5620 t.get_bounds_info(BoundsInfo {
5621 x_l: &mut x_l,
5622 x_u: &mut x_u,
5623 g_l: &mut g_l,
5624 g_u: &mut g_u,
5625 })
5626 .then_some((x_l, x_u))
5627 }
5628
5629 /// The re-solve half of [`Self::audit_solve_quality`].
5630 fn run_scale_retry(
5631 &mut self,
5632 tnlp: Rc<RefCell<dyn TNLP>>,
5633 first_status: ApplicationReturnStatus,
5634 kind: ScaleAudit,
5635 grad_scale: Number,
5636 ) -> ApplicationReturnStatus {
5637 let acceptable_tol = self.dual_divergence_retry_accept_tol();
5638 let solution_floor = self.last_finalize.borrow().clone();
5639 let certificate_floor = SolutionCertificate::of(&self.statistics.borrow());
5640 let trace_floor = *self.last_iter_stats.borrow();
5641 let base = self.statistics.borrow().clone();
5642 let Some(seed) = solution_floor.as_ref().map(|f| f.x.clone()) else {
5643 return first_status;
5644 };
5645 // Budget the re-solve: an iteration cap tied to the base solve
5646 // (`SCALE_AUDIT_RETRY_ITER_FACTOR`), and only the time the caller's
5647 // limits have left. Every solve builds a fresh deadline, so without
5648 // this the re-solve got a second full `max_cpu_time` / `max_wall_time`
5649 // after the run had already succeeded. Restored below, absence as
5650 // absence.
5651 let prev_iter = self.options.get_integer_value("max_iter", "").ok();
5652 let prev_cpu = self.options.get_numeric_value("max_cpu_time", "").ok();
5653 let prev_wall = self.options.get_numeric_value("max_wall_time", "").ok();
5654 let cpu_left = prev_cpu.map(|(v, _)| v - base.total_cpu_time_secs);
5655 let wall_left = prev_wall.map(|(v, _)| v - base.total_wallclock_time_secs);
5656 if cpu_left.is_some_and(|t| t <= 0.0) || wall_left.is_some_and(|t| t <= 0.0) {
5657 return first_status;
5658 }
5659 let retry_iter = (SCALE_AUDIT_RETRY_ITER_FACTOR * base.iteration_count)
5660 .max(SCALE_AUDIT_RETRY_MIN_ITER)
5661 .min(prev_iter.map_or(Index::MAX, |(v, _)| v));
5662 let seeded: Rc<RefCell<dyn TNLP>> = Rc::new(RefCell::new(
5663 pounce_nlp::seeded_tnlp::SeededTnlp::new(Rc::clone(&tnlp), seed),
5664 ));
5665 // gh#983 review item 7: remember whether the caller *named* the
5666 // factor, so the restore puts back absence as absence. Writing the
5667 // default back with `found = true` left `obj_scaling_factor` reading as
5668 // user-set after the audit, which every "did the caller name it" test
5669 // downstream (`TERMINATION_POLICY_OPTIONS`, the gh#884 sense) then
5670 // misread.
5671 let prev_user = self
5672 .options
5673 .get_numeric_value("obj_scaling_factor", "")
5674 .ok()
5675 .and_then(|(v, f)| f.then_some(v));
5676 let prev_user_factor = prev_user.unwrap_or(1.0);
5677 let caller_named_relax = self
5678 .options
5679 .get_numeric_value("bound_relax_factor", "")
5680 .is_ok_and(|(_, found)| found);
5681 // Everything below until the scope drops is this re-solve's own
5682 // configuration; the scope puts every entry back, and clears the box
5683 // flag, however the re-solve exits.
5684 let mut scope = RetryOptionScope::enter(
5685 self,
5686 &[
5687 "obj_scaling_factor",
5688 "max_iter",
5689 "max_cpu_time",
5690 "max_wall_time",
5691 ],
5692 false,
5693 );
5694 if let ScaleAudit::Upscale(k) = kind {
5695 let _ = scope.options.set_numeric_value(
5696 "obj_scaling_factor",
5697 prev_user_factor * k,
5698 true,
5699 false,
5700 );
5701 }
5702 let _ = scope
5703 .options
5704 .set_integer_value("max_iter", retry_iter, true, false);
5705 // Solve the re-solve on the caller's own variable box: the rows are
5706 // widened by `bound_relax_factor` exactly as in the base attempt, the
5707 // box is not -- unless the caller named a widening.
5708 //
5709 // The re-solve exists to drive complementarity down (`Upscale`) or the
5710 // unscaled residual (`Rescale`), and on a bound-active variable that
5711 // is the same motion as driving the point onto its bound: `s · z = mu`
5712 // with `z` multiplied by the objective factor, so the slack to the
5713 // *widened* bound shrinks by that factor and the point lands at
5714 // `x_U + bound_relax_factor · max(1, |x_U|)` -- outside the box the
5715 // caller wrote. The base attempt, less converged, usually sat inside
5716 // it. So every promoted re-solve on a bound-active model shipped a
5717 // point outside its declared bounds: measured with `pounce verify`,
5718 // `ex1_320` `1.0e-8` across thousands of controls, `trainf` `7.0e-8`,
5719 // `reading1` `9.9e-9`, against `0` from the base attempt.
5720 //
5721 // The improvement itself is real, not bought with that slack: solved
5722 // with the declared box the re-solve reaches the same objective
5723 // (`reading1` `-1.604802802e-1` against `-1.604802843e-1` widened, the
5724 // base attempt's `-1.604578481e-1`) with the box held exactly. So the
5725 // box widening is dropped for this one solve rather than the re-solve
5726 // refused: it starts from a point that already satisfies the box, and
5727 // `bound_push` moves the seed off any bound it sits on.
5728 //
5729 // Why the box and not `bound_relax_factor=0`: that also un-widens the
5730 // inequality rows, which makes the re-solve a strictly tighter model
5731 // than the base attempt, and its objective then reads *worse* than
5732 // the base's by the row widening's worth -- measured on
5733 // `masked_certificate_fuzz` case 12, `-3.453863914e7` against
5734 // `-3.453863947e7`, with both points inside their box. The rows are
5735 // what the base attempt's `final_unscaled_constr_viol` and rule 2 of
5736 // `retry_answer_is_admissible` already compare like with like; the box
5737 // is the one thing neither did.
5738 //
5739 // A caller who named the factor defined the model that way and keeps
5740 // it; for that case the declared-box conjunct of the promotion gate
5741 // below is what holds the line.
5742 scope.retry_keeps_declared_box.set(!caller_named_relax);
5743 if let Some(t) = cpu_left {
5744 let _ = scope
5745 .options
5746 .set_numeric_value("max_cpu_time", t, true, false);
5747 }
5748 if let Some(t) = wall_left {
5749 let _ = scope
5750 .options
5751 .set_numeric_value("max_wall_time", t, true, false);
5752 }
5753 tracing::debug!(target: "pounce::algorithm",
5754 "[POUNCE] gh#983: {:?} verdict audited ({:?}); re-solving from the \
5755 returned point (max_iter {retry_iter}).", first_status, kind);
5756 // One IPM solve, without the mu-strategy fallback: the re-solve is
5757 // already a second opinion on a run that succeeded, and when it hit
5758 // its cap the flip spent the same budget again (`meyer3` 768 + 768,
5759 // `brainpc3` 120 + 120, `brainpc9` timing out in the second leg).
5760 // No promoted re-solve in the release sweep needed the flip except
5761 // `robot_b` past the cap, which keeps its `Solve_Succeeded` base.
5762 if match scope.options.get_integer_value("print_level", "") {
5763 Ok((v, true)) => v >= 1,
5764 _ => true,
5765 } {
5766 println!();
5767 println!(
5768 "gh#983 scale audit: re-solving from the returned point ({kind:?}); the \
5769 summary below is a candidate's, and the line after it says whether it \
5770 replaced the answer above."
5771 );
5772 }
5773 let retry_status = scope.optimize_constrained(Rc::clone(&seeded));
5774 drop(scope);
5775 let retry = self.statistics.borrow().clone();
5776 let sense = if prev_user_factor < 0.0 { -1.0 } else { 1.0 };
5777 let clean = match first_status {
5778 ApplicationReturnStatus::SolveSucceeded => {
5779 matches!(retry_status, ApplicationReturnStatus::SolveSucceeded)
5780 }
5781 _ => matches!(
5782 retry_status,
5783 ApplicationReturnStatus::SolveSucceeded
5784 | ApplicationReturnStatus::SolvedToAcceptableLevel
5785 ),
5786 };
5787 let better = match kind {
5788 ScaleAudit::Rescale => retry.final_unscaled_kkt_error < base.final_unscaled_kkt_error,
5789 ScaleAudit::Upscale(_) | ScaleAudit::SmallObjective => {
5790 retry.final_unscaled_compl < 0.1 * base.final_unscaled_compl
5791 && retry.final_unscaled_kkt_error <= base.final_unscaled_kkt_error
5792 }
5793 };
5794 let admissible = retry_answer_is_admissible(
5795 certificate_floor.objective,
5796 certificate_floor.unscaled_constr_viol,
5797 retry.final_objective,
5798 retry.final_unscaled_constr_viol,
5799 acceptable_tol,
5800 sense,
5801 );
5802 // Measured on the two `finalize_solution` payloads -- the points a
5803 // caller would actually receive -- against the box the user TNLP
5804 // declares.
5805 let (base_box_rel, retry_box_rel) = match self.declared_x_box(&tnlp) {
5806 Some((x_l, x_u)) => {
5807 let (lo, up) = (self.nlp_lower_bound_inf(), self.nlp_upper_bound_inf());
5808 let rel = |x: &[Number]| declared_box_relative_violation(x, &x_l, &x_u, lo, up);
5809 (
5810 solution_floor.as_ref().map_or(Number::NAN, |f| rel(&f.x)),
5811 self.last_finalize
5812 .borrow()
5813 .as_ref()
5814 .map_or(Number::NAN, |f| rel(&f.x)),
5815 )
5816 }
5817 None => (Number::NAN, Number::NAN),
5818 };
5819 let keeps_box = retry_keeps_declared_box(base_box_rel, retry_box_rel);
5820 let promote = clean && better && admissible && keeps_box;
5821 let console_output = match self.options.get_integer_value("print_level", "") {
5822 Ok((v, true)) => v >= 1,
5823 _ => true,
5824 };
5825 if console_output {
5826 println!();
5827 if clean && better && admissible && !keeps_box {
5828 println!(
5829 "gh#983 scale audit: declined (the re-solve's point is {:.4e} outside the \
5830 declared variable bounds, the base attempt's {:.4e}); the base attempt's \
5831 answer is the one reported.",
5832 retry.final_declared_box_viol, certificate_floor.declared_box_viol
5833 );
5834 } else if promote {
5835 println!(
5836 "gh#983 scale audit: promoted -- unscaled KKT error {:.4e} -> {:.4e}, \
5837 unscaled complementarity {:.4e} -> {:.4e}.",
5838 base.final_unscaled_kkt_error,
5839 retry.final_unscaled_kkt_error,
5840 base.final_unscaled_compl,
5841 retry.final_unscaled_compl
5842 );
5843 } else {
5844 println!(
5845 "gh#983 scale audit: declined ({retry_status:?}, unscaled KKT error \
5846 {:.4e} against the base attempt's {:.4e}); the base attempt's answer \
5847 is the one reported.",
5848 retry.final_unscaled_kkt_error, base.final_unscaled_kkt_error
5849 );
5850 }
5851 if !promote {
5852 // The re-solve's own end summary printed above this line, with
5853 // *its* objective and bound violation, before the verdict was
5854 // known (`emit_end_summary` runs inside each attempt). Say
5855 // which block that was and restate the numbers that ship, so
5856 // the console cannot be read as reporting the discarded point.
5857 println!(
5858 "gh#983 scale audit: the summary block above is the discarded re-solve's; \
5859 the reported answer is the base attempt's (objective {:.16e}, variable \
5860 bound violation {:.16e}).",
5861 certificate_floor.objective, certificate_floor.declared_box_viol
5862 );
5863 }
5864 }
5865 if promote {
5866 return retry_status;
5867 }
5868 if let Some(floor) = solution_floor {
5869 self.restore_floor(&floor, &tnlp);
5870 certificate_floor.restore_into(&mut self.statistics.borrow_mut());
5871 self.statistics.borrow_mut().dual_divergence_signature |=
5872 retry.dual_divergence_signature;
5873 if let Some(stats) = trace_floor {
5874 let _ = tnlp.borrow_mut().intermediate_callback(
5875 stats,
5876 &TnlpIpoptData::default(),
5877 &TnlpIpoptCq::default(),
5878 );
5879 }
5880 }
5881 let detail = if keeps_box {
5882 format!(
5883 "was declined: the re-solve returned {retry_status:?} with unscaled KKT error {:.2e}",
5884 retry.final_unscaled_kkt_error
5885 )
5886 } else {
5887 format!(
5888 "was declined: the re-solve returned {retry_status:?} at a point {:.2e} outside \
5889 the declared variable bounds",
5890 retry.final_declared_box_viol
5891 )
5892 };
5893 self.statistics
5894 .borrow_mut()
5895 .warnings
5896 .push(scale_audit_warning(
5897 kind,
5898 &base,
5899 grad_scale,
5900 acceptable_tol,
5901 &detail,
5902 ));
5903 first_status
5904 }
5905
5906 /// The tolerance conjunct 4 of the dual-divergence promotion gate
5907 /// tests the retry's *unscaled* residuals against.
5908 ///
5909 /// `acceptable_tol`-scale rather than `tol`-scale on purpose: the
5910 /// unscaled residual is the one quantity nothing in the solve is
5911 /// driven against, so holding it to `tol` would decline honest
5912 /// retries on badly scaled models for a reason that has nothing to
5913 /// do with gh#884. `qpec_small`'s honest retry reaches `9.96e-8`,
5914 /// four orders inside it.
5915 fn dual_divergence_retry_accept_tol(&self) -> Number {
5916 self.options
5917 .get_numeric_value("acceptable_tol", "")
5918 .ok()
5919 .and_then(|(v, f)| f.then_some(v))
5920 .unwrap_or(1e-6)
5921 }
5922
5923 /// Phase-3 ℓ₁-exact penalty-barrier outer loop.
5924 ///
5925 /// Builds an [`L1PenaltyBarrierTnlp`] wrapper around the user
5926 /// TNLP, runs the constrained IPM at the current ρ, escalates ρ
5927 /// per Byrd-Nocedal-Waltz steering, and terminates on any of:
5928 /// - slack sum collapses (`Σ(p+n) ≤ l1_slack_tol`)
5929 /// - inner solve returns non-Optimal (escalation won't fix
5930 /// numerical / restoration failure at this ρ)
5931 /// - ρ already at `l1_penalty_max`
5932 /// - `l1_penalty_max_outer_iter` reached
5933 ///
5934 /// After the loop, if the inner status is `SolveSucceeded` or
5935 /// `SolvedToAcceptableLevel` but slacks didn't collapse, override
5936 /// to `Infeasible_Problem_Detected` — the returned point is the
5937 /// ℓ₁-best least-infeasible iterate, which is informative even
5938 /// though the original constraints are not satisfied.
5939 ///
5940 /// Returns `Some(status)` if the wrapper ran the solve, `None` if
5941 /// wrapper construction failed (caller should fall through to the
5942 /// standard dispatch path).
5943 fn run_l1_penalty_outer_loop(
5944 &mut self,
5945 tnlp: Rc<RefCell<dyn TNLP>>,
5946 ) -> Option<ApplicationReturnStatus> {
5947 let rho_init = self.l1_penalty_init();
5948 let rho_max = self.l1_penalty_max().max(rho_init);
5949 let factor = self.l1_penalty_increase_factor().max(1.0);
5950 let tau = self.l1_steering_factor();
5951 let slack_tol = self.l1_slack_tol();
5952 let max_outer = self.l1_penalty_max_outer_iter().max(1);
5953
5954 let mut wrapper = pounce_l1penalty::L1PenaltyBarrierTnlp::new(Rc::clone(&tnlp), rho_init)?;
5955 if wrapper.m_eq() == 0 {
5956 // Nothing to slack — let the standard dispatch path handle
5957 // this TNLP unmodified.
5958 return None;
5959 }
5960 wrapper.set_defer_inner_finalize(true);
5961 let wrapper_rc = Rc::new(RefCell::new(wrapper));
5962
5963 let mut rho = rho_init;
5964 let mut last_status = ApplicationReturnStatus::InternalError;
5965 // gh#987 item 6: every pass resets the statistics, so without this the
5966 // report described only the last ρ — `iter_count` 26 for a solve that
5967 // ran 18 + 22 + 22 + 26 iterations. Accumulated here, applied once
5968 // after the loop.
5969 let mut totals = MultiPassTotals::default();
5970 for _outer in 0..max_outer {
5971 wrapper_rc.borrow_mut().set_rho(rho);
5972 let dyn_tnlp: Rc<RefCell<dyn TNLP>> = wrapper_rc.clone();
5973 last_status = self.optimize_constrained(dyn_tnlp);
5974 totals.push_pass(&self.statistics.borrow(), Some(rho), last_status);
5975
5976 let w = wrapper_rc.borrow();
5977 if !w.has_solution() {
5978 // Inner solve aborted before producing an iterate.
5979 drop(w);
5980 break;
5981 }
5982 let slack_sum = w.last_slack_sum();
5983 let y_eq_inf = w.last_y_eq_inf_norm();
5984 let x_here: Vec<Number> = w.last_x_trunc().to_vec();
5985 drop(w);
5986 totals.set_slack_sum(slack_sum);
5987
5988 // Termination decisions.
5989 let inner_ok = matches!(
5990 last_status,
5991 ApplicationReturnStatus::SolveSucceeded
5992 | ApplicationReturnStatus::SolvedToAcceptableLevel
5993 );
5994 if !inner_ok {
5995 break;
5996 }
5997 // Stop escalating ρ once the **user's** constraints are
5998 // satisfied to the tolerance the caller asked for — not once
5999 // `Σ(p + n)` falls under `l1_slack_tol`, which is a different
6000 // quantity judged by a different number (gh#794 P1). The
6001 // slack sum stays the BNW steering signal below, which is
6002 // the job it is right for. One extra `eval_g` per outer
6003 // iteration buys the difference between stopping at the
6004 // penalty solution and stopping at the model's own.
6005 let feasible_here = {
6006 let m_inner = tnlp
6007 .borrow_mut()
6008 .get_nlp_info()
6009 .map(|i| i.m.max(0) as usize)
6010 .unwrap_or(0);
6011 let mut g_here = vec![0.0; m_inner];
6012 let evaluated =
6013 m_inner == 0 || tnlp.borrow_mut().eval_g(&x_here, true, &mut g_here);
6014 evaluated
6015 .then(|| {
6016 original_space_feasibility(
6017 &tnlp,
6018 &x_here,
6019 &g_here,
6020 self.nlp_lower_bound_inf(),
6021 self.nlp_upper_bound_inf(),
6022 self.user_tol(),
6023 self.user_acceptable_tol(),
6024 self.user_constr_viol_tol(),
6025 self.user_acceptable_constr_viol_tol(),
6026 self.user_primal_noise_floor_kappa(),
6027 )
6028 })
6029 .flatten()
6030 .map(|f| {
6031 totals.set_violation(f.max_violation);
6032 f.negligible_at_tol
6033 })
6034 };
6035 match feasible_here {
6036 Some(true) => break,
6037 Some(false) => {}
6038 // Unmeasurable model: fall back to the historical
6039 // slack-sum test rather than looping to the cap.
6040 None if slack_sum.is_finite() && slack_sum <= slack_tol => break,
6041 None => {}
6042 }
6043 if rho >= rho_max {
6044 break;
6045 }
6046 // BNW steering: ρ_new = max(ρ·factor, τ·‖y_eq‖∞ + ε)
6047 let geom = rho * factor;
6048 let steer = tau * y_eq_inf + 1.0e-12;
6049 rho = geom.max(steer).min(rho_max);
6050 }
6051
6052 // gh#987 item 6: total iterations and the per-pass summary.
6053 totals.apply(&mut self.statistics.borrow_mut());
6054
6055 // Forward to the user's inner.finalize_solution exactly once.
6056 let w = wrapper_rc.borrow();
6057 if w.has_solution() {
6058 let x_trunc: Vec<Number> = w.last_x_trunc().to_vec();
6059 let lambda: Vec<Number> = w.last_lambda().to_vec();
6060 let z_l: Vec<Number> = w.last_z_l_trunc().to_vec();
6061 let z_u: Vec<Number> = w.last_z_u_trunc().to_vec();
6062 let solver_status = w.last_status().unwrap_or(SolverReturn::InternalError);
6063 let slack_sum = w.last_slack_sum();
6064 drop(w);
6065
6066 // Recompute f(x*) and c(x*) on the inner. Both are needed
6067 // before the status is decided, because the status now turns
6068 // on the *original-space* feasibility at this point.
6069 let f_inner = tnlp
6070 .borrow_mut()
6071 .eval_f(&x_trunc, true)
6072 .unwrap_or(Number::NAN);
6073 let m = tnlp
6074 .borrow_mut()
6075 .get_nlp_info()
6076 .map(|i| i.m as usize)
6077 .unwrap_or(0);
6078 // The success flag decides whether `g_inner` is a measurement
6079 // or a zero-filled buffer. Dropping it would let a TNLP whose
6080 // final `eval_g` fails fabricate feasibility: every row would
6081 // read `0`, `original_space_feasibility` would return a
6082 // violation of zero, and that would flow into both the exit
6083 // status and the reported residuals. Gate it exactly as the
6084 // ρ-escalation measurement above does, so an evaluation
6085 // failure produces `None` and follows the documented
6086 // `l1_slack_tol` fallback instead (gh#794 review).
6087 let mut g_inner = vec![0.0; m];
6088 let g_evaluated = m == 0 || tnlp.borrow_mut().eval_g(&x_trunc, false, &mut g_inner);
6089
6090 // gh#794 P1. Everything below used to argue from `Σ(p + n)`,
6091 // the sum of the augmented slacks, judged against
6092 // `l1_slack_tol`. That is not the user's constraint
6093 // violation and it is not judged by the user's tolerance:
6094 //
6095 // * the violation of equality row `i` is `|p_i − n_i|`,
6096 // not `p_i + n_i`, and at the barrier's interior both
6097 // slacks stay positive where their difference is zero,
6098 // so the sum is an upper bound that is loose in one
6099 // direction; and
6100 // * `l1_slack_tol` defaults to `1e-6`, four orders looser
6101 // than a `tol = 1e-8` solve asked for, so a violation
6102 // that the solver's own strict gate would refuse on the
6103 // unwrapped problem read as "the constraints are
6104 // satisfied".
6105 //
6106 // Measured, not argued: the MPCC benchmark's `ralph1`
6107 // (`benchmarks/mpcc/`) returned `Solve_Succeeded` at a point
6108 // violating its one equality row by `2.5e-07`, with the
6109 // reported `final_constr_viol` — the *augmented* residual —
6110 // at `9.6e-15`, so no field in the result disclosed it. The
6111 // objective came back `5.0e-04` below the true optimum,
6112 // which is reachable only off the feasible set.
6113 //
6114 // So: measure the user's own rows at the returned point, and
6115 // judge them by the tolerances the caller set. The slack sum
6116 // keeps its other job unchanged — it is the BNW steering
6117 // signal for ρ escalation inside the loop above, which is
6118 // what it is the right quantity for.
6119 let feas = g_evaluated
6120 .then(|| {
6121 original_space_feasibility(
6122 &tnlp,
6123 &x_trunc,
6124 &g_inner,
6125 self.nlp_lower_bound_inf(),
6126 self.nlp_upper_bound_inf(),
6127 self.user_tol(),
6128 self.user_acceptable_tol(),
6129 self.user_constr_viol_tol(),
6130 self.user_acceptable_constr_viol_tol(),
6131 self.user_primal_noise_floor_kappa(),
6132 )
6133 })
6134 .flatten();
6135
6136 // The reported constraint violation must be the user's, not
6137 // the augmented problem's. Without this the KKT block of a
6138 // successful ℓ₁ solve describes a problem the caller never
6139 // posed. The aggregate errors take a `max` rather than a
6140 // rewrite: the NLP error's primal term enters undivided, so
6141 // the aggregate is never below the constraint violation, and
6142 // the other two components are unaffected by the wrapper.
6143 //
6144 // `f.max_violation` is measured on the inner TNLP's own rows
6145 // and bounds, so it is in the model's **original units**. That
6146 // decides which field family may carry it. `SolveStatistics`
6147 // documents `final_*` as the max-norms in the internally
6148 // scaled NLP space and `final_unscaled_*` as the same
6149 // residuals with the scaling divided back out — equal only
6150 // when no scaling is active — and `docs/src/python.md` states
6151 // the same contract to Python callers. Writing an
6152 // original-units number into `final_constr_viol` would break
6153 // it on any run with `nlp_scaling_method` engaged (gh#794
6154 // review).
6155 //
6156 // So the unscaled family always takes the measurement, and
6157 // the scaled family mirrors it exactly when per-row scaling
6158 // did not engage — the case in which the contract requires
6159 // the two to agree anyway. Under active row scaling the
6160 // scaled fields keep what the inner solve reported; the
6161 // converted number is not available here, because the
6162 // augmented problem's row-scale factors belong to an NLP that
6163 // `optimize_constrained` has already dropped. The status
6164 // decision below does not read these fields — it reads
6165 // `feas` directly — so an active-scaling run is judged on the
6166 // user's rows either way.
6167 // gh#987 (remaining item b): `final_declared_constr_viol` is the
6168 // violation of the model AS THE USER DECLARED IT. The inner
6169 // solve's value describes the wrapper's augmented rows, where
6170 // the elastic slacks absorb any violation, so it read ~1e-12
6171 // even at an infeasible point. Overwrite it with the measurement
6172 // on the user's own rows and box (original units, the same
6173 // quantity the non-l1 path reports); `NaN` when the model could
6174 // not be evaluated, never the augmented number.
6175 self.statistics.borrow_mut().final_declared_constr_viol =
6176 feas.as_ref().map_or(Number::NAN, |f| f.max_violation);
6177 if let Some(f) = feas.as_ref() {
6178 let scaled_may_mirror = self.row_scaling_active.get() == Some(false);
6179 let mut stats = self.statistics.borrow_mut();
6180 stats.final_unscaled_constr_viol = f.max_violation;
6181 stats.final_unscaled_kkt_error =
6182 stats.final_unscaled_kkt_error.max(f.max_violation);
6183 if scaled_may_mirror {
6184 stats.final_constr_viol = f.max_violation;
6185 stats.final_kkt_error = stats.final_kkt_error.max(f.max_violation);
6186 stats.final_kkt_error_above_noise =
6187 stats.final_kkt_error_above_noise.max(f.max_violation);
6188 }
6189 }
6190
6191 let inner_claimed_success = matches!(
6192 last_status,
6193 ApplicationReturnStatus::SolveSucceeded
6194 | ApplicationReturnStatus::SolvedToAcceptableLevel
6195 );
6196
6197 // Downgrade, not upgrade: a solve that reached the strict
6198 // standard on the user's own rows keeps whatever status the
6199 // inner gave it, and nothing here can turn a failure into a
6200 // success.
6201 let downgrade_to_acceptable = inner_claimed_success
6202 && feas
6203 .as_ref()
6204 .is_some_and(|f| !f.negligible_at_tol && f.negligible_at_acceptable);
6205
6206 let infeasible_certificate = inner_claimed_success
6207 && match feas.as_ref() {
6208 // Measured: the point does not satisfy the user's
6209 // constraints even to `acceptable_tol`.
6210 Some(f) => !f.negligible_at_acceptable,
6211 // Unmeasurable model — fall back to the historical
6212 // slack-sum argument rather than to silence.
6213 None => slack_sum.is_finite() && slack_sum > slack_tol,
6214 };
6215
6216 if let Some(f) = feas.as_ref()
6217 && inner_claimed_success
6218 && !f.negligible_at_tol
6219 {
6220 tracing::info!(
6221 target: "pounce::application",
6222 "l1 penalty-barrier: the inner solve converged the augmented NLP, \
6223 but the returned point violates the model's own constraints by \
6224 {:.3e}, which does not meet tol; reporting {} rather than success \
6225 (gh#794)",
6226 f.max_violation,
6227 if f.negligible_at_acceptable {
6228 "Solved_To_Acceptable_Level"
6229 } else {
6230 "an infeasibility verdict"
6231 },
6232 );
6233 }
6234 // …unless the model's own starting point satisfies every
6235 // constraint, which disproves the certificate outright (gh #379).
6236 // Same gate as the IPM and SQP paths; see
6237 // `withdraw_infeasibility_if_refuted`.
6238 let refuted = infeasible_certificate
6239 && withdraw_infeasibility_if_refuted(
6240 &tnlp,
6241 SolverReturn::LocalInfeasibility,
6242 self.nlp_lower_bound_inf(),
6243 self.nlp_upper_bound_inf(),
6244 self.user_tol(),
6245 ) != SolverReturn::LocalInfeasibility;
6246 let final_solver_status = match (infeasible_certificate, refuted) {
6247 (true, false) => SolverReturn::LocalInfeasibility,
6248 // The point is not feasible, so `Solve_Succeeded` would be
6249 // just as wrong as `Infeasible_Problem_Detected`. Report the
6250 // breakdown.
6251 (true, true) => SolverReturn::ErrorInStepComputation,
6252 (false, _) if downgrade_to_acceptable => SolverReturn::StopAtAcceptablePoint,
6253 (false, _) => solver_status,
6254 };
6255 let final_app_status = match (infeasible_certificate, refuted) {
6256 (true, false) => ApplicationReturnStatus::InfeasibleProblemDetected,
6257 (true, true) => ApplicationReturnStatus::ErrorInStepComputation,
6258 (false, _) if downgrade_to_acceptable => {
6259 ApplicationReturnStatus::SolvedToAcceptableLevel
6260 }
6261 (false, _) => last_status,
6262 };
6263
6264 tnlp.borrow_mut().finalize_solution(
6265 Solution {
6266 status: final_solver_status,
6267 x: &x_trunc,
6268 z_l: &z_l,
6269 z_u: &z_u,
6270 g: &g_inner,
6271 lambda: &lambda,
6272 obj_value: f_inner,
6273 },
6274 &TnlpIpoptData::default(),
6275 &TnlpIpoptCq::default(),
6276 );
6277 return Some(final_app_status);
6278 }
6279 // No solution captured at all — pass the inner status through.
6280 Some(last_status)
6281 }
6282
6283 /// Constrained-NLP path: build adapter → OrigIpoptNlp → algorithm
6284 /// bundle, run `optimize`, populate statistics, and call
6285 /// `finalize_solution` on the user's TNLP.
6286 /// Whether an over-determined model (more equality rows than free
6287 /// variables) is *provably* infeasible by linear bound propagation.
6288 ///
6289 /// Consulted only on the `NotEnoughDegreesOfFreedom` failure path, where
6290 /// the solve never runs and therefore can never itself discover the
6291 /// infeasibility (gh#387). Builds a throwaway presolve wrapper with only
6292 /// Phase 1 (bound tightening) enabled and asks it for a certified proof —
6293 /// this inherits the certification safety net wholesale: the crossing must
6294 /// exceed the solver's own acceptance margin at the crossed pair's scale,
6295 /// and a concrete witness point satisfying every constraint withdraws the
6296 /// verdict. A `false` here costs nothing but keeping the DOF error.
6297 ///
6298 /// The witness gate runs under [`pounce_presolve::WitnessRule`]'s
6299 /// `DeclaredRowRelative` form, which is admissible only because the solve
6300 /// cannot run on this path (gh#391) — see the comment on the probe below.
6301 ///
6302 /// Deliberately independent of the `presolve` master switch: this is not a
6303 /// model transformation (the wrapper is dropped without solving through
6304 /// it), it is a last check before reporting a structural error for a
6305 /// problem whose verdict is already decided.
6306 fn overdetermined_model_certified_infeasible(&self, tnlp: &Rc<RefCell<dyn TNLP>>) -> bool {
6307 let mut opts = pounce_presolve::PresolveOptions::from_options_list(&self.options)
6308 .unwrap_or_else(|_| pounce_presolve::PresolveOptions::defaults());
6309 opts.enabled = true;
6310 opts.bound_tightening = true;
6311 // Certification needs Phase 1 only; every transformative or
6312 // diagnostic phase is dead weight on a wrapper that is never
6313 // solved through.
6314 opts.auxiliary = false;
6315 opts.fbbt = false;
6316 opts.redundant_constraint_removal = false;
6317 opts.licq_check = false;
6318 opts.warm_z_bounds = false;
6319 // The one place the witness rule is raised off the solver's own
6320 // acceptance test (gh#391). It is sound *here specifically* because the
6321 // gate has already established the solve cannot run: the alternative to
6322 // the proof is the structural 5xx error, never `Solve_Succeeded`, so
6323 // the #380 "two routes, two answers" contradiction the clamp exists to
6324 // prevent has no second route to contradict. See `WitnessRule` for the
6325 // full argument and the homogeneous-row fallback.
6326 let mut probe =
6327 pounce_presolve::PresolveTnlp::new(Rc::clone(tnlp), opts).probing_without_a_solve();
6328 if probe.get_nlp_info().is_none() {
6329 return false;
6330 }
6331 probe.certified_infeasible().is_some()
6332 }
6333
6334 fn optimize_constrained(&mut self, tnlp: Rc<RefCell<dyn TNLP>>) -> ApplicationReturnStatus {
6335 let t_start = Instant::now();
6336
6337 // Invalidate the row-scaling record before anything can read it.
6338 //
6339 // It is written near the end of this function, from the NLP the
6340 // solve actually built, so a solve that bails before that point
6341 // leaves whatever the *previous* one recorded. The ℓ₁ outer loop
6342 // calls this repeatedly and reads the flag after each call, so a
6343 // stale `Some(false)` would let it mirror an original-units
6344 // violation into the scaled family — the exact contract this flag
6345 // exists to protect (gh#794 review round 2). Clearing it here
6346 // makes the failure mode fail-closed: "not recorded" reads as
6347 // "cannot mirror", never as "scaling was off".
6348 self.row_scaling_active.set(None);
6349 // gh#983 review item 1: the structured warnings describe the run whose
6350 // point is returned, so each attempt starts with none. They used to
6351 // accumulate on the application for its lifetime, and a promoted
6352 // gh#884 retry (`Solve_Succeeded` at `du = 1.6e-7`) carried the
6353 // discarded base attempt's `large_dual_scale ... 1.43e9`. A declined
6354 // retry restores the floored attempt's own list via
6355 // `SolutionCertificate`.
6356 self.statistics.borrow_mut().warnings.clear();
6357 self.statistics
6358 .borrow_mut()
6359 .returned_run_dual_divergence_signature = false;
6360
6361 // `print_user_options yes` — dump the OptionsList before the
6362 // solve. Mirrors `IpoptApplication::call_optimize` (upstream
6363 // calls `Jnlst().Printf(.., "%s", options_->PrintUserOptions())`).
6364 let print_opts = self
6365 .options
6366 .get_bool_value("print_user_options", "")
6367 .ok()
6368 .and_then(|(v, f)| f.then_some(v))
6369 .unwrap_or(false);
6370 if print_opts {
6371 print!(
6372 "\nList of user-set options:\n\n{}",
6373 self.options.print_user_options()
6374 );
6375 }
6376
6377 // `print_options_documentation yes` — dump the full registry
6378 // (every option with type, default, valid range/strings, and
6379 // long description) before the solve. Honors
6380 // `print_options_mode` (`text` / `latex` / `doxygen`; only
6381 // `text` is implemented today, the others fall through with a
6382 // one-line note) and `print_advanced_options`. Mirrors
6383 // upstream `IpoptApplication::call_optimize`'s
6384 // `print_options_documentation` branch and `Common/IpRegOptions.cpp`
6385 // `OutputOptionDocumentation`.
6386 let print_doc = self
6387 .options
6388 .get_bool_value("print_options_documentation", "")
6389 .ok()
6390 .and_then(|(v, f)| f.then_some(v))
6391 .unwrap_or(false);
6392 if print_doc {
6393 let mode = self
6394 .options
6395 .get_string_value("print_options_mode", "")
6396 .ok()
6397 .map(|(v, _)| PrintOptionsMode::from_tag(&v))
6398 .unwrap_or(PrintOptionsMode::Text);
6399 let advanced = self
6400 .options
6401 .get_bool_value("print_advanced_options", "")
6402 .ok()
6403 .map(|(v, _)| v)
6404 .unwrap_or(false);
6405 print!(
6406 "\n# Pounce options registry\n\n{}",
6407 self.reg_options.print_options_documentation(mode, advanced)
6408 );
6409 }
6410
6411 // Mint a fresh `TimingStatistics` for this solve — shared (via
6412 // `Rc`) with the data and the NLP below so every `eval_*` and
6413 // every iterate-phase records into the same accumulator. The
6414 // application keeps its own `Rc` so callers can read totals out
6415 // via [`Self::timing_stats`].
6416 let timing = Rc::new(TimingStatistics::new());
6417 *self.timing.borrow_mut() = Rc::clone(&timing);
6418 // gh#606: same lifetime as the timings — a solve that bails out
6419 // before the initializer runs must not report the previous
6420 // solve's warm-start verdict.
6421 *self.warm_start_diag.borrow_mut() = None;
6422 // Gate the *detailed* per-subsystem timers on `timing_statistics`
6423 // (default "no"), matching upstream Ipopt. Without this, every
6424 // timed `eval_*` / phase section pays two `getrusage` syscalls per
6425 // start/end even when statistics are off — 16-20% of busy CPU on
6426 // fast-objective NLPs (issue #190). `print_timing_statistics=yes`
6427 // implies `timing_statistics=yes` (per its option help), so either
6428 // one enables the detailed timers. `overall_alg` is started
6429 // unconditionally below: it feeds the `max_cpu_time` check and is
6430 // reported regardless of the option.
6431 //
6432 // Each name is read as a literal rather than looped over an
6433 // array: the registered-but-unread scan
6434 // (`tests/no_silent_options.rs`) keys on the option name as it
6435 // appears at the accessor, so a loop variable reads as "no key
6436 // here" and hid `timing_statistics` among the silent options
6437 // when it has been wired since #190 (#677, #551).
6438 let read_yes = |key: &str| -> bool {
6439 self.options
6440 .get_bool_value(key, "")
6441 .ok()
6442 .and_then(|(v, f)| f.then_some(v))
6443 .unwrap_or(false)
6444 };
6445 let timing_enabled = read_yes("timing_statistics") || read_yes("print_timing_statistics");
6446 timing.set_detailed_enabled(timing_enabled);
6447 timing.overall_alg.start();
6448
6449 // Reset the linear-solver summary sink so back-to-back solves
6450 // don't bleed factor counters / extremal pivots into each
6451 // other. Surviving the lock failure with a debug-assert keeps
6452 // a poisoned mutex from sinking a release build that doesn't
6453 // even consume the summary.
6454 for sink in [&self.linsol_summary_sink, &self.resto_linsol_summary_sink] {
6455 match sink.lock() {
6456 Ok(mut guard) => {
6457 *guard = LinearSolverSummary::default();
6458 }
6459 _ => {
6460 debug_assert!(false, "linsol summary sink mutex poisoned");
6461 }
6462 }
6463 }
6464 // Same reasoning for the quality-escalation tally (gh#857): the
6465 // number belongs to this solve, not to whatever ran before it.
6466 self.quality_escalations.set(0);
6467 // And for the published partition: back-to-back solves on one
6468 // application can differ in which variables are fixed, so last
6469 // solve's labels must not describe this solve's KKT. Cleared here and
6470 // written again below only if this solve resolves one.
6471 if let Ok(mut g) = self.kkt_blocks_published.lock() {
6472 *g = None;
6473 }
6474
6475 // Build adapter + Nlp. Honor `fixed_variable_treatment` (default
6476 // `make_parameter`; pounce additionally implements `relax_bounds`,
6477 // which the adapter also auto-selects as a fallback when
6478 // `make_parameter` would leave `n_x_var < n_c` — mirrors upstream
6479 // `IpTNLPAdapter.cpp:623-633`).
6480 let (lo_inf, up_inf, fixed_treatment) = self.adapter_options();
6481 let adapter = match TNLPAdapter::new_with_options(
6482 Rc::clone(&tnlp),
6483 lo_inf,
6484 up_inf,
6485 fixed_treatment,
6486 ) {
6487 Ok(a) => Rc::new(RefCell::new(a)),
6488 Err(_) => {
6489 timing.overall_alg.end();
6490 return ApplicationReturnStatus::InvalidProblemDefinition;
6491 }
6492 };
6493 // Carry the user's constant `obj_scaling_factor` (default 1.0;
6494 // negative ⇒ maximize) into the NLP. Until pounce#128's
6495 // follow-up this option was registered but never read, so it
6496 // was silently a no-op — maximization diverged because the
6497 // algorithm minimized the unscaled objective.
6498 let obj_scaling_factor = self
6499 .options
6500 .get_numeric_value("obj_scaling_factor", "")
6501 .ok()
6502 .and_then(|(v, f)| f.then_some(v))
6503 .unwrap_or(1.0);
6504 let mut orig_nlp = match OrigIpoptNlp::new(
6505 Rc::clone(&adapter),
6506 Rc::new(ConstObjScaling(obj_scaling_factor)),
6507 ) {
6508 Ok(n) => n,
6509 Err(_) => {
6510 timing.overall_alg.end();
6511 return ApplicationReturnStatus::InternalError;
6512 }
6513 };
6514 orig_nlp.set_timing_stats(Rc::clone(&timing));
6515 // Q6: decide which derivatives may be reused across iterates,
6516 // before anything is evaluated (gh #588).
6517 self.install_constant_derivative_hints(&mut orig_nlp);
6518
6519 // Mirror upstream `OrigIpoptNLP::InitializeStructures` (IpOrigIpoptNLP.cpp:299):
6520 // bail out with NotEnoughDegreesOfFreedom when there are fewer free
6521 // variables than equality constraints. Without this gate, square /
6522 // over-determined systems push the algorithm into restoration on
6523 // iter 0 and exit Restoration_Failed instead of the cleaner DOF code.
6524 let n_x_var = orig_nlp.x_space().dim();
6525 let n_c = orig_nlp.c_space().dim();
6526 if n_x_var > 0 && n_x_var < n_c {
6527 timing.overall_alg.end();
6528 // An over-determined system can still be *provably* infeasible —
6529 // `x == 0.2` with `x == 0.8` is about as provable as infeasibility
6530 // gets — and for such a model the structural DOF error is the
6531 // strictly weaker answer: it reports "cannot attempt this" for a
6532 // problem whose verdict is already decided (gh#387). The DOF gate
6533 // fires before any iteration runs, so nothing downstream will ever
6534 // get the chance to detect the infeasibility; check for a
6535 // bound-propagation proof here, on the rare failure path only.
6536 // The probe reuses presolve's full certification pipeline
6537 // (crossing margin + witness refutation), so a model the solver
6538 // would accept as feasible at its own tolerance is never upgraded
6539 // to "proved infeasible" — those still report the DOF error.
6540 if self.overdetermined_model_certified_infeasible(&tnlp) {
6541 use pounce_common::journalist::JournalCategory;
6542 self.journalist.print(
6543 JournalLevel::J_SUMMARY,
6544 JournalCategory::J_MAIN,
6545 "\nEXIT: Problem has too few degrees of freedom, and bound \
6546 propagation proves its constraints inconsistent.\n\
6547 No feasible point exists; the solve was not run.\n",
6548 );
6549 return ApplicationReturnStatus::InfeasibleProblemDetected;
6550 }
6551 return ApplicationReturnStatus::NotEnoughDegreesOfFreedom;
6552 }
6553
6554 // Relax `x_L / x_U / d_L / d_U` by `bound_relax_factor` (default
6555 // 1e-8), capped by `constr_viol_tol` (default 1e-4). Matches
6556 // `OrigIpoptNLP::InitializeStructures` lines 343-358.
6557 let bound_relax_factor = self
6558 .options
6559 .get_numeric_value("bound_relax_factor", "")
6560 .ok()
6561 .and_then(|(v, f)| f.then_some(v))
6562 .unwrap_or(1e-8);
6563 let constr_viol_tol = self
6564 .options
6565 .get_numeric_value("constr_viol_tol", "")
6566 .ok()
6567 .and_then(|(v, f)| f.then_some(v))
6568 .unwrap_or(1e-4);
6569 if self.retry_keeps_declared_box.get() {
6570 orig_nlp.relax_bounds_keeping_box(bound_relax_factor, constr_viol_tol);
6571 } else {
6572 orig_nlp.relax_bounds(bound_relax_factor, constr_viol_tol);
6573 }
6574
6575 // `honor_original_bounds` (default `no`, matching upstream):
6576 // project the reported point back into the un-relaxed box. Must
6577 // follow `relax_bounds`, which snapshots the bounds to project
6578 // onto. Registered but never read before, so a user asking for
6579 // it still got a bound-pinned solution sitting up to
6580 // `min(bound_relax_factor·max(1,|b|), constr_viol_tol)` outside
6581 // its own bounds (gh#483 follow-up).
6582 let honor_original_bounds = self
6583 .options
6584 .get_bool_value("honor_original_bounds", "")
6585 .ok()
6586 .and_then(|(v, f)| f.then_some(v))
6587 .unwrap_or(false);
6588 orig_nlp.set_honor_original_bounds(honor_original_bounds);
6589
6590 // Apply automatic NLP scaling per `nlp_scaling_method` option
6591 // (port of `OrigIpoptNLP::InitializeStructures` →
6592 // `NLPScalingObject::DetermineScaling`). Default is
6593 // `gradient-based` to match upstream Ipopt 3.14.
6594 let scaling_method = self
6595 .options
6596 .get_string_value("nlp_scaling_method", "")
6597 .ok()
6598 .and_then(|(v, f)| f.then_some(v))
6599 .unwrap_or_else(|| "gradient-based".to_string());
6600 let scaling_method = match scaling_method.as_str() {
6601 "none" => ScalingMethod::None,
6602 "gradient-based" => ScalingMethod::GradientBased,
6603 // `curvature-based` computes the factors from the model's
6604 // quadratic coefficients and hands them back through
6605 // `TNLP::get_scaling_parameters` (gh #703), so from the
6606 // engine's side it *is* user scaling — the only difference is
6607 // who filled the vectors in.
6608 "user-scaling" | "curvature-based" => ScalingMethod::UserScaling,
6609 // `equilibration-based` is registered upstream but not yet
6610 // implemented in pounce; fall back to gradient-based (the
6611 // upstream default) to keep behavior predictable.
6612 _ => ScalingMethod::GradientBased,
6613 };
6614 let max_gradient = self
6615 .options
6616 .get_numeric_value("nlp_scaling_max_gradient", "")
6617 .ok()
6618 .and_then(|(v, f)| f.then_some(v))
6619 .unwrap_or(100.0);
6620 let min_value = self
6621 .options
6622 .get_numeric_value("nlp_scaling_min_value", "")
6623 .ok()
6624 .and_then(|(v, f)| f.then_some(v))
6625 .unwrap_or(1e-8);
6626 let obj_target_gradient = self
6627 .options
6628 .get_numeric_value("nlp_scaling_obj_target_gradient", "")
6629 .ok()
6630 .and_then(|(v, f)| f.then_some(v))
6631 .unwrap_or(0.0);
6632 let constr_target_gradient = self
6633 .options
6634 .get_numeric_value("nlp_scaling_constr_target_gradient", "")
6635 .ok()
6636 .and_then(|(v, f)| f.then_some(v))
6637 .unwrap_or(0.0);
6638 orig_nlp.determine_scaling_from_starting_point(
6639 scaling_method,
6640 max_gradient,
6641 min_value,
6642 obj_target_gradient,
6643 constr_target_gradient,
6644 );
6645
6646 let nlp_handle: Rc<RefCell<dyn IpoptNlp>> = Rc::new(RefCell::new(orig_nlp));
6647
6648 // Build the algorithm strategy bundle. Read coarse knobs from
6649 // the OptionsList where we have them; fall through to defaults
6650 // otherwise. The full upstream parsing surface (mu_strategy,
6651 // hessian_approximation, line_search_method, ...) is wired by
6652 // `AlgBuilder::RegisterOptions` in upstream — that registry
6653 // hookup lands as a follow-up; default builder is correct for
6654 // HS71-class problems.
6655 let mut builder = self.algorithm_builder_from_options();
6656
6657 // The objective element's support for the partitioned Hessian.
6658 // Every constraint element reads its support off a Jacobian row;
6659 // only the objective has none declared, so without this the
6660 // updater falls back to the first `∇f`'s nonzeros — a
6661 // value-derived pattern. See
6662 // `TNLPAdapter::objective_nonlinear_vars`.
6663 if matches!(
6664 builder.hessian_approximation,
6665 HessianApproxChoice::Partitioned | HessianApproxChoice::FiniteDifference
6666 ) {
6667 builder.objective_nonlinear_vars = adapter.borrow().objective_nonlinear_vars();
6668 }
6669 // gh#989 item 5: the declared Lagrangian Hessian structure splits the
6670 // partitioned elements into the independent blocks they really are.
6671 if matches!(
6672 builder.hessian_approximation,
6673 HessianApproxChoice::Partitioned
6674 ) {
6675 let declared = !matches!(
6676 self.options.get_string_value("partitioned_structure", ""),
6677 Ok((ref v, true)) if v == "jacobian"
6678 );
6679 if declared {
6680 builder.hessian_declared_pattern = adapter.borrow().lagrangian_hessian_pattern();
6681 }
6682 }
6683
6684 // Which variables the limited-memory Hessian should span (gh#624).
6685 // Upstream's precedence: a TNLP that implements
6686 // `get_number_of_nonlinear_variables` wins, and
6687 // `num_linear_variables` is only the contiguous-prefix fallback.
6688 // Exact-Hessian solves never consult either.
6689 if matches!(
6690 builder.hessian_approximation,
6691 HessianApproxChoice::LimitedMemory | HessianApproxChoice::FiniteDifference
6692 ) {
6693 let num_linear_variables = self
6694 .options
6695 .get_integer_value("num_linear_variables", "")
6696 .ok()
6697 .and_then(|(v, f)| f.then_some(v))
6698 .unwrap_or(0);
6699 match adapter
6700 .borrow()
6701 .quasi_newton_nonlinear_vars(num_linear_variables)
6702 {
6703 Ok(mask) => builder.limited_memory_nonlinear_vars = mask,
6704 Err(e) => {
6705 use pounce_common::journalist::JournalCategory;
6706 self.journalist.print(
6707 JournalLevel::J_ERROR,
6708 JournalCategory::J_MAIN,
6709 &format!("\nEXIT: Invalid nonlinear-variable list: {}\n", e.message),
6710 );
6711 timing.overall_alg.end();
6712 return ApplicationReturnStatus::InvalidProblemDefinition;
6713 }
6714 }
6715 }
6716
6717 // Linear-solver backend. The default factory is option-aware
6718 // — it reads the `feral_*` extension options off the same
6719 // `OptionsList` that drove the IPM-level builder above so
6720 // per-problem `.opt` files can flip backend knobs without
6721 // rebuilding pounce.
6722 let mut feral_cfg = feral_config_from_options(&self.options);
6723 // Block-triangular / Schur KKT partition (pounce#180 item 2). Configure
6724 // the Schur block solvers from the *base* feral cfg: a full-KKT external
6725 // ordering (item 1) is sized for the whole system and cannot apply to
6726 // the A_FF sub-block, so the Schur path keeps the default sub-block
6727 // ordering. `build_with_backend` honors this only on the IPM + feral +
6728 // exact-Hessian path and falls back to the standard solver otherwise.
6729 if let Some(indices) = &self.kkt_schur_block {
6730 builder.set_kkt_schur(indices.clone(), feral_cfg.clone());
6731 builder.set_kkt_schur_summary_sink(Arc::clone(&self.linsol_summary_sink));
6732 }
6733 // Block-parallel KKT partition (structured-KKT Phase 5b), explicit or
6734 // detected (`kkt_block_detect`).
6735 let detect = matches!(
6736 self.options.get_string_value("kkt_block_detect", ""),
6737 Ok((ref v, true)) if v.eq_ignore_ascii_case("yes")
6738 );
6739 // A model-space declaration (§45) is mapped to KKT indices here, where
6740 // the NLP layout — which variables survived fixing, how constraints
6741 // split into equalities and inequalities — is known.
6742 {
6743 let a = adapter.borrow();
6744 let cls = a.classification();
6745 self.x_elimination = Some((cls.x_not_fixed_map.clone(), cls.n_full_x as usize));
6746 }
6747 let mapped = self.model_blocks.as_ref().and_then(|(v, c)| {
6748 let cls = adapter.borrow().classification().clone();
6749 match map_block_structure_to_kkt(&cls, v, c) {
6750 Ok(l) => Some(l),
6751 Err(e) => {
6752 tracing::warn!(
6753 target: "pounce::kkt",
6754 error = %e,
6755 "declared block structure does not fit this problem; using the standard solver"
6756 );
6757 None
6758 }
6759 }
6760 });
6761 if let Some(labels) = mapped
6762 .or_else(|| self.kkt_blocks.clone())
6763 .or(detect.then(Vec::new))
6764 {
6765 builder.set_kkt_blocks(labels.clone(), feral_cfg.clone());
6766 builder.set_kkt_schur_summary_sink(Arc::clone(&self.linsol_summary_sink));
6767 // And to the restoration sub-IPM, whose builder was minted before
6768 // this mapping existed. Its reduced system is this one, so the
6769 // same labels apply; see `kkt_blocks_published`. Off with
6770 // `kkt_block_restoration no`, which is how restoration's own
6771 // contribution is measured.
6772 let resto_blocks = !matches!(
6773 self.options.get_string_value("kkt_block_restoration", ""),
6774 Ok((ref v, _)) if v.eq_ignore_ascii_case("no")
6775 );
6776 if resto_blocks {
6777 if let Ok(mut g) = self.kkt_blocks_published.lock() {
6778 *g = Some((labels, feral_cfg.clone()));
6779 }
6780 }
6781 }
6782 // A caller-supplied KKT permutation (pounce#180 item 1) overrides
6783 // the string-option / env ordering: `OrderingMethod::External`
6784 // can't be expressed through the OptionsList (it carries a
6785 // vector), so it is injected here from the side-channel field.
6786 // Only applies to the workspace-default FERAL backend below; a
6787 // custom `linear_backend_factory` owns its own config.
6788 if let Some(perm) = &self.external_ordering {
6789 feral_cfg.ordering = pounce_feral::OrderingMethod::External(perm.clone());
6790 }
6791 // MA57's knobs come off the same `OptionsList`, at the main-IPM
6792 // prefix. The restoration sub-IPM reads them again under
6793 // `"resto."` when its caller mints the inner backend factory —
6794 // see `ma57_config_from_options`.
6795 let ma57_cfg = ma57_config_from_options(&self.options, "");
6796 // gh#987 item 3: publish the unperturbed trials' inertia next to the
6797 // backend's own per-factorization record.
6798 builder.inertia_sink = Some(Arc::clone(&self.linsol_summary_sink));
6799 let factory = self.linear_backend_factory.take().unwrap_or_else(|| {
6800 default_backend_factory_with_sink(
6801 feral_cfg,
6802 ma57_cfg,
6803 Arc::clone(&self.linsol_summary_sink),
6804 )
6805 });
6806 let bundle = builder.build_with_backend(factory);
6807
6808 // Wire the data / cq pair around the NLP. Install the shared
6809 // `TimingStatistics` so the algorithm's iterate phases
6810 // (output, convergence, hessian, μ, search-direction,
6811 // line-search, accept) all record into the same accumulator
6812 // the application exposes via `timing_stats()`.
6813 let data: crate::ipopt_data::IpoptDataHandle = Rc::new(RefCell::new(AlgIpoptData::new()));
6814 data.borrow_mut().timing = Rc::clone(&timing);
6815 // Install a shared wall/CPU-time deadline (pounce#242) so the time
6816 // budget is honored at the granularity of the expensive inner
6817 // steps — the main loop's KKT factorization / line search and the
6818 // restoration inner IPM — instead of only between outer iterations.
6819 // The `Deadline` starts its clock now (right after `overall_alg`),
6820 // and the restoration sub-solve reuses this same instance, so the
6821 // caller's budget bounds the whole solve rather than each nested
6822 // level independently. The convergence check treats it as
6823 // authoritative when present (see `conv_check::opt_error`).
6824 data.borrow_mut().deadline = Some(pounce_common::timing::Deadline::new(
6825 builder.conv_check.max_wall_time,
6826 builder.conv_check.max_cpu_time,
6827 ));
6828 let cq: crate::ipopt_cq::IpoptCqHandle = Rc::new(RefCell::new(
6829 IpoptCalculatedQuantities::new(Rc::clone(&data), Rc::clone(&nlp_handle)),
6830 ));
6831 // Correction size for very small slacks (default mach_eps^{3/4});
6832 // drives the safe-slack bound-adjustment mechanism.
6833 if let Ok((v, true)) = self.options.get_numeric_value("slack_move", "") {
6834 cq.borrow_mut().slack_move = v;
6835 }
6836 // `kappa_d` — weight of the linear damping term added to the
6837 // barrier objective/gradient to handle one-sided bounds
6838 // (`IpIpoptCalculatedQuantities.cpp`). Registered (default 1e-5)
6839 // but previously never read, so a user override was silently
6840 // ignored (#191). Routed through the builder for parity with the
6841 // other numeric knobs; the default matches the registered
6842 // default, so only explicit overrides change behavior.
6843 cq.borrow_mut().kappa_d = builder.kappa_d;
6844 // `s_max` — cap on the average multiplier magnitude in the
6845 // `(s_d, s_c)` scaling of the KKT error test. Same shape as
6846 // `kappa_d`: registered (default 100) and previously never read,
6847 // so an override was silently ignored (#551 / #677).
6848 cq.borrow_mut().s_max = builder.s_max;
6849
6850 // Seed `data.curr` with a zero-valued iterate of the correct
6851 // dimensions. The `IterateInitializer` consumes these as its
6852 // template (it overwrites `x`, `s`, multipliers in place); we
6853 // just need the dim metadata.
6854 {
6855 let nlp_borrow = nlp_handle.borrow();
6856 let n_x = nlp_borrow.n();
6857 let n_s = nlp_borrow.m_ineq();
6858 let n_yc = nlp_borrow.m_eq();
6859 let n_yd = nlp_borrow.m_ineq();
6860 let n_zl = nlp_borrow.x_l().dim();
6861 let n_zu = nlp_borrow.x_u().dim();
6862 let n_vl = nlp_borrow.d_l().dim();
6863 let n_vu = nlp_borrow.d_u().dim();
6864 drop(nlp_borrow);
6865 let iv = IteratesVector::new(
6866 Rc::new(DenseVectorSpace::new(n_x).make_new_dense()),
6867 Rc::new(DenseVectorSpace::new(n_s).make_new_dense()),
6868 Rc::new(DenseVectorSpace::new(n_yc).make_new_dense()),
6869 Rc::new(DenseVectorSpace::new(n_yd).make_new_dense()),
6870 Rc::new(DenseVectorSpace::new(n_zl).make_new_dense()),
6871 Rc::new(DenseVectorSpace::new(n_zu).make_new_dense()),
6872 Rc::new(DenseVectorSpace::new(n_vl).make_new_dense()),
6873 Rc::new(DenseVectorSpace::new(n_vu).make_new_dense()),
6874 );
6875 data.borrow_mut().set_curr(iv);
6876 }
6877
6878 // Full primal-dual warm restart (debugger `resolve`): if a
6879 // captured iterate is queued, install it onto `data.curr` over
6880 // the placeholder so the `WarmStartIterateInitializer`'s
6881 // re-optimize branch (x already initialized) keeps it and only
6882 // clamps multipliers / sets target_mu — no cold re-seed from the
6883 // NLP. Skipped (with a warning) if the dimensions don't line up,
6884 // e.g. an option changed the problem structure between solves.
6885 if let Some(snap) = self.warm_start_iterate.take() {
6886 let dims_match = {
6887 let borrow = data.borrow();
6888 borrow
6889 .curr
6890 .as_ref()
6891 .map(|c| iterates_dims(c) == iterates_dims(snap.iterates()))
6892 .unwrap_or(false)
6893 };
6894 if dims_match {
6895 data.borrow_mut().set_curr(snap.iterates().clone());
6896 data.borrow_mut().curr_mu = snap.mu();
6897 } else {
6898 tracing::warn!(
6899 target: "pounce::warm_start",
6900 "debugger warm-restart iterate dimensions differ from the fresh \
6901 solve; ignoring the captured iterate and seeding normally"
6902 );
6903 }
6904 }
6905
6906 let max_iter = self
6907 .options
6908 .get_integer_value("max_iter", "")
6909 .ok()
6910 .and_then(|(v, f)| f.then_some(v))
6911 .unwrap_or(3000);
6912 let tol = self
6913 .options
6914 .get_numeric_value("tol", "")
6915 .ok()
6916 .and_then(|(v, f)| f.then_some(v))
6917 .unwrap_or(1e-8);
6918 data.borrow_mut().tol = tol;
6919
6920 let mut alg = IpoptAlgorithm::new(data, cq, bundle)
6921 .with_nlp(Rc::clone(&nlp_handle))
6922 .with_tnlp(Rc::clone(&tnlp));
6923 alg.last_iter_stats_sink = Some(Rc::clone(&self.last_iter_stats));
6924 alg.live_iterate_fixed_var_duals = self.reports_fixed_var_duals();
6925 // Mint a fresh restoration factory per inner solve if a
6926 // provider is configured (pounce#10 Phase 3). Falls back to
6927 // the legacy one-shot `restoration_factory` slot when no
6928 // provider is set, preserving single-shot caller behavior.
6929 if let Some(provider) = self.restoration_factory_provider.as_mut() {
6930 self.restoration_factory = Some(provider());
6931 }
6932 if let Some(factory) = self.restoration_factory.as_mut() {
6933 alg = alg.with_restoration(factory());
6934 }
6935 if let Some(diag) = self.diagnostics.as_ref() {
6936 alg = alg.with_diagnostics(Rc::clone(diag));
6937 }
6938 // Move the interactive debugger hook (if any) into the main
6939 // algorithm. Taken — not cloned — so it drives exactly this
6940 // solve; a subsequent solve must reinstall it.
6941 if let Some(hook) = self.debug_hook.take() {
6942 alg = alg.with_debug_hook(hook);
6943 }
6944 alg.max_iter = max_iter;
6945 // `kappa_sigma` — factor bounding how far the bound multipliers
6946 // may deviate from their primal estimates; the clamp runs after
6947 // every accepted step (`IpIpoptAlg.cpp`, Eqn. (16)). Registered
6948 // (default 1e10) but previously never read, so a user override —
6949 // including the documented `< 1` "disable the correction" — was
6950 // silently ignored (#191). Routed through the builder; the struct
6951 // default matches the registered default, so default runs are
6952 // unchanged.
6953 alg.kappa_sigma = builder.kappa_sigma;
6954 // `recalc_y` (#677) — see the read site above for why the
6955 // limited-memory path defaults it on.
6956 // `linear_system_scaling=slack-based` (#677) — the only scaling
6957 // choice whose factors depend on the iterate, so the main loop
6958 // has to refresh them. See `IpoptAlgorithm::push_slack_scaling`.
6959 alg.slack_based_scaling = matches!(
6960 builder.linear_system_scaling,
6961 crate::alg_builder::LinearSystemScalingChoice::SlackBased
6962 );
6963 alg.recalc_y = builder.recalc_y;
6964 alg.recalc_y_feas_tol = builder.recalc_y_feas_tol;
6965 // `start_with_resto` — the outer loop is what acts on it. It was
6966 // previously copied only into the restoration sub-solver's own
6967 // builder, which has no first outer iteration to force, so
6968 // setting the option did nothing at all.
6969 alg.start_with_resto = builder.resto.start_with_resto;
6970 // Tiny-step and divergence guards (#191): registered but
6971 // previously never read. Struct defaults match the registered
6972 // defaults, so default runs are unchanged.
6973 alg.tiny_step_tol = builder.tiny_step_tol;
6974 alg.tiny_step_y_tol = builder.tiny_step_y_tol;
6975 alg.diverging_iterates_tol = builder.diverging_iterates_tol;
6976 alg.dual_diverging_streak = builder.dual_diverging_streak.max(0) as usize;
6977 alg.dual_divergence_retry_step_tol = builder.dual_divergence_retry_step_tol;
6978 alg.dual_divergence_retry_du_floor = builder.dual_divergence_retry_du_floor;
6979 alg.resto_decline_deferrals = builder.resto_decline_deferrals.max(0) as usize;
6980 alg.resto_decline_progress_ratio = builder.resto_decline_progress_ratio;
6981 alg.neg_curv_escapes = builder.neg_curv_escapes.max(0) as usize;
6982 alg.lbfgs_ls_failure_restarts = builder.limited_memory_ls_failure_restarts.max(0) as usize;
6983 alg.kkt_fidelity_tol = builder.kkt_fidelity_tol;
6984 // Honor `print_level == 0`: silence the algorithm's direct-to-stdout
6985 // output — the per-iteration table and, new in #206, the
6986 // problem-statistics and end-of-run summary blocks the engine now
6987 // emits itself. Default (unset) or any positive level shows them; the
6988 // CLI's JSON mode forces print_level 0, so structured output stays
6989 // clean. (The Phase-7 journalist surface respects print_level already;
6990 // this is the legacy direct-print site that needs the same gate.)
6991 let console_output = match self.options.get_integer_value("print_level", "") {
6992 Ok((v, true)) => v >= 1,
6993 _ => true,
6994 };
6995 if !console_output {
6996 alg.print_iter_output = false;
6997 // The nested restoration IPM is built inside the restoration
6998 // driver, not by `IpoptAlgorithm::new`, so it never sees this
6999 // gate unless we forward it.
7000 if let Some(resto) = alg.restoration.as_mut() {
7001 resto.set_print_iter_output(false);
7002 }
7003 }
7004
7005 // Problem statistics, Ipopt-style, emitted before the iteration table
7006 // from the engine's own reduced problem (#206). Built from the same
7007 // collect_stats inputs the CLI used, so the block is byte-identical;
7008 // emitting it here means every frontend (CLI, Python, C) and every
7009 // algorithm (IPM, SQP) gets it.
7010 self.emit_problem_stats(&tnlp, console_output);
7011
7012 // Per-iteration history (pounce#71): when requested, capture the
7013 // `pounce::iteration` events emitted during the solve into an
7014 // `IterRecord` trajectory via the observability collector layer.
7015 // This replaces the old in-loop `iter_history` accumulation; it
7016 // requires the collector to be installed in the active
7017 // subscriber (the CLI / Python / C frontends install it via
7018 // `pounce_observability::init_subscriber`; tests call
7019 // `init_for_tests`). The collector scopes out restoration
7020 // sub-solve iterations via the `restoration` span, so the
7021 // trajectory matches the previous behavior (outer iters only).
7022 let iter_capture = self
7023 .record_iter_history
7024 .then(pounce_observability::IterCaptureGuard::start);
7025
7026 let handover_cells = self.install_handover(&mut alg, &nlp_handle);
7027 let solver_status = alg.optimize();
7028 self.finish_handover(&nlp_handle, handover_cells);
7029 // Keep the initializer's feasibility diagnostics reachable
7030 // after the algorithm goes out of scope (gh#605).
7031 self.least_square_init_report = alg.least_square_init_report();
7032
7033 let captured_iters = iter_capture.map(|g| g.finish()).unwrap_or_default();
7034 // Propagate to any enclosing capture (e.g. `with_iter_capture`
7035 // wrapped around a solve with iteration history enabled), whose
7036 // buffer this inner guard would otherwise leave empty.
7037 pounce_observability::extend_active_capture(&captured_iters);
7038 // Close the overall-algorithm timer on the success path. The
7039 // early-return arms above end it themselves before bailing out;
7040 // this one matches upstream `IpoptApplication::call_optimize`
7041 // (which calls `EndCpuTime()` on overall_alg right after
7042 // `Optimize` returns, regardless of solver_status).
7043 timing.overall_alg.end();
7044
7045 // gh#612: opt-in crossover. Runs here — after the algorithm is done
7046 // but BEFORE the statistics drain, the status gates, the
7047 // `on_converged` hook and `finalize_via_orig_nlp` — so that when it
7048 // accepts, every one of those describes the point actually returned.
7049 // Placing it later would mean reporting residuals for an iterate the
7050 // user is not given, and would hide the exact active set from the
7051 // post-optimal sensitivity hook, which is the first of the three
7052 // consumers this exists for.
7053 self.maybe_crossover(&mut alg, &nlp_handle, solver_status);
7054
7055 // Drain counters / iter count off the algorithm.
7056 {
7057 let mut stats = self.statistics.borrow_mut();
7058 {
7059 let d = alg.data.borrow();
7060 stats.iteration_count = d.iter_count;
7061 // Converged barrier parameter μ — threaded forward into a
7062 // warm-started corrector's `mu_init` / `warm_start_target_mu`
7063 // for predictor–corrector path following (pounce#86).
7064 stats.final_mu = d.curr_mu;
7065 }
7066 // gh#606: the warm-start initializer's verdict on what the
7067 // caller supplied. Lifted off the (solve-local) data handle
7068 // so it outlives the solve; `None` on a cold start.
7069 *self.warm_start_diag.borrow_mut() = alg.data.borrow().warm_start_diagnostics.clone();
7070 stats.total_wallclock_time_secs = t_start.elapsed().as_secs_f64();
7071 // Restoration-phase audit counters (pounce#12). Zero on
7072 // problems where restoration never fires; populated by
7073 // `IpoptAlgorithm::invoke_restoration`.
7074 // Finite-difference Hessian census (gh#823 review). `None` on
7075 // every other updater, which leaves the `-1` sentinel in
7076 // place and says "this mode did not run" rather than "it ran
7077 // and found nothing".
7078 if let Some(fd) = alg.bundle.hess.fd_hessian_stats() {
7079 use crate::hess::fd_hessian::FdPatternSource;
7080 stats.fd_hessian_pattern_used = match fd.pattern_used {
7081 Some(FdPatternSource::Declared) => 0,
7082 Some(FdPatternSource::Jacobian) => 1,
7083 None => -1,
7084 };
7085 stats.fd_hessian_nnz = fd.nnz as Index;
7086 stats.fd_hessian_n = fd.n as Index;
7087 stats.fd_hessian_groups = fd.groups as Index;
7088 stats.fd_hessian_rho_max = fd.rho_max as Index;
7089 stats.fd_hessian_coloring_fell_back = fd.coloring_fell_back;
7090 stats.fd_hessian_objective_clique_widened = fd.objective_clique_widened;
7091 }
7092 stats.restoration_calls = alg.resto_calls;
7093 stats.restoration_inner_iters = alg.resto_inner_iters;
7094 stats.restoration_outer_iters = alg.resto_outer_iters;
7095 stats.restoration_wall_secs = alg.resto_wall_secs;
7096 // gh#857. Read off the shared cell rather than the algorithm's
7097 // own `PdFullSpaceSolver`, so restoration sub-solves — which
7098 // run their own solver instance — are included.
7099 stats.quality_escalations = self.quality_escalations.get() as Index;
7100 // gh#1042: which `Restoration_Failed` this is, for the ladder.
7101 stats.unreleased_handback_exit = alg.unreleased_handback_exit();
7102 // gh#884. Read off the algorithm that just ran, so
7103 // `run_with_dual_divergence_retry` — which sits above this
7104 // call — can see what it observed.
7105 self.dual_divergence_signature
7106 .set(self.dual_divergence_signature.get() || alg.dual_divergence_signature());
7107 stats.dual_divergence_signature = self.dual_divergence_signature.get();
7108 stats.returned_run_dual_divergence_signature = alg.dual_divergence_signature();
7109 stats.dual_divergence_retry_promoted = self.dual_divergence_retry_promoted.get();
7110 stats.mu_strategy_fallback = self.mu_strategy_fallback_record.borrow().clone();
7111 stats.derivative_check = self.derivative_check.borrow().clone();
7112 let (rs, ra) = self.obj_scale_refused.get();
7113 self.obj_scale_refused.set((
7114 rs || alg.obj_scale_certificate_refused(),
7115 ra || alg.obj_scale_acceptable_refused(),
7116 ));
7117 stats.obj_scale_certificate_refused = self.obj_scale_refused.get().0;
7118 stats.obj_scale_acceptable_refused = self.obj_scale_refused.get().1;
7119 stats.iterations = captured_iters;
7120 // A refused starting point does not produce a valid iterate.
7121 // Leave final objective/residual fields at their NaN defaults.
7122 // Capture the final *scaled* objective at the algorithm's
7123 // (compressed `x_var`-space) iterate via the NLP: the
7124 // algorithm-side `eval_f` returns `f * obj_scale_factor`.
7125 // `final_objective` is seeded with it only as a best-effort
7126 // fallback; the success path below overwrites it with the
7127 // true unscaled objective from `finalize_via_orig_nlp`
7128 // (which evaluates the user TNLP directly).
7129 if solver_status != SolverReturn::InvalidProblemDefinition {
7130 let curr_x = alg.data.borrow().curr.as_ref().map(|c| c.x.clone());
7131 if let Some(x) = curr_x {
7132 if let Ok(f) = try_eval_curr_f(&nlp_handle, &x) {
7133 stats.final_objective = f;
7134 stats.final_scaled_objective = f;
7135 }
7136 }
7137 // Final residuals straight off the cq cache. These mirror
7138 // the values upstream prints in its end-of-run summary
7139 // ("Dual infeasibility / Constraint violation /
7140 // Complementarity / Overall NLP error").
7141 let cq = alg.cq.borrow();
7142 stats.final_dual_inf = cq.curr_dual_infeasibility_max();
7143 // Stays on the *internal* measure deliberately: the summary's
7144 // "Overall NLP error" is `curr_nlp_error`, and it is built from
7145 // this same `max(||c||, ||d - s||)`. Switching the violation line
7146 // alone to the original-NLP measure
7147 // (`curr_unscaled_nlp_constraint_violation_max`, now used by the
7148 // `inf_pr` column) would leave the block self-inconsistent —
7149 // an error larger than the max of its own components. Making
7150 // them agree means deciding whether *convergence* should be
7151 // judged on the original NLP, which is a behaviour change for
7152 // every model, not a reporting fix. See pounce#476.
7153 //
7154 // NOTE (gh #528): "Overall NLP error" is no longer the number
7155 // the strict gate tests. That gate judges
7156 // `curr_nlp_error_above_primal_noise` — the same aggregate with
7157 // each row's residual counted only above what it can represent
7158 // in floating point — so on a model whose constraint values run
7159 // to `~1e8` the summary can report an error above `tol` beside
7160 // `EXIT: Optimal Solution Found`. The gap is exactly the part
7161 // of the residual that is quantisation noise, and it is bounded
7162 // by `constr_viol_tol`, which is still tested here on the full
7163 // unfloored residual. Reporting is deliberately left on the raw
7164 // value: it is the honest measurement, and at these magnitudes
7165 // the default `bound_relax_factor = 1e-8` has already moved
7166 // every bound by orders of magnitude more than the floor
7167 // forgives, so the raw number was never an exact statement
7168 // about the original NLP either.
7169 stats.final_constr_viol = cq.curr_primal_infeasibility_max();
7170 // How far outside the model AS DECLARED the returned point
7171 // sits. The line above is the internal slack measure the
7172 // convergence test reads, on the `bound_relax_factor`-widened
7173 // model this arm genuinely solves; the widening stays here
7174 // because a feasible-iterate log-barrier needs `x` strictly
7175 // inside its bounds (the convex arm's does not -- see
7176 // `qp_extract::BoundRelax`). The two can differ by orders and
7177 // nothing used to say so: on netlib `wood1p` this reports
7178 // `1.71e-14` at a point `7.96e-09` outside the declared rows
7179 // and `9.84e-09` outside the declared box. Reported on
7180 // every solve (see gh#987 below).
7181 //
7182 // gh#987: computed on every solve, not only a widened one.
7183 // `final_constr_viol` is documented as the internal scaled
7184 // residual, so under row scaling with `bound_relax_factor=0`
7185 // the user-unit violation was reported nowhere (the field read
7186 // NaN). Without a widening the declared and live models
7187 // coincide, but the *units* do not, and this is the one field
7188 // that is always in the caller's.
7189 stats.final_declared_constr_viol = cq.curr_declared_primal_violation_max();
7190 // The box half of the same measurement, unconditionally: this
7191 // one is a *summary line* (Ipopt's `Variable bound
7192 // violation`), not an extra warning, so it has to carry a real
7193 // number on every solve rather than only on a widened one. At
7194 // `bound_relax_factor = 0` the honest number is `0` and the
7195 // accessor returns it by measurement, not by assumption.
7196 stats.final_declared_box_viol = cq.curr_declared_box_violation_max();
7197 // Infinity-norm complementarity, max over all four bound
7198 // blocks (s_xl·z_l, s_xu·z_u, s_sl·v_l, s_su·v_u). The
7199 // empty-bound blocks return `0` from amax(), so the max is
7200 // safe even when only one side has bounds.
7201 let compl = cq
7202 .curr_compl_x_l()
7203 .amax()
7204 .max(cq.curr_compl_x_u().amax())
7205 .max(cq.curr_compl_s_l().amax())
7206 .max(cq.curr_compl_s_u().amax());
7207 stats.final_compl = compl;
7208 stats.final_kkt_error = cq.curr_nlp_error();
7209 // The aggregate the strict gate tested (gh #528). Reported
7210 // alongside the raw one so a summary can account for the gap
7211 // between them; equal to it on every `O(1)` model, and on any
7212 // run with `primal_noise_floor_kappa = 0`.
7213 stats.final_kkt_error_above_noise = cq
7214 .curr_nlp_error_above_primal_noise(builder.conv_check.primal_noise_floor_kappa);
7215 // Unscaled (user-space) counterparts — divide the nlp_scaling
7216 // back out so a consumer can verify the certificate in its own
7217 // units (pounce#173). Identical to the scaled fields when no
7218 // scaling is active.
7219 stats.final_unscaled_dual_inf = cq.curr_unscaled_dual_infeasibility_max();
7220 stats.final_unscaled_dual_scale = cq.curr_unscaled_dual_infeasibility_scale_max();
7221 stats.final_obj_scaling_factor = cq.computed_obj_scaling_factor();
7222 stats.final_total_obj_scaling_factor = cq.obj_scaling_factor().abs();
7223 stats.start_obj_grad_max = cq.start_obj_gradient_max();
7224 stats.final_unscaled_constr_viol = cq.curr_unscaled_primal_infeasibility_max();
7225 // Record whether per-row scaling actually engaged, so a
7226 // wrapper that measures the user's rows in the model's own
7227 // units knows which field family may carry that number.
7228 // `curr_unscaled_primal_infeasibility_max` treats both
7229 // vectors absent as "scaled == unscaled"; the ℓ₁ outer loop
7230 // relies on the same equivalence (gh#794 review).
7231 {
7232 let nlp_ref = nlp_handle.borrow();
7233 self.row_scaling_active.set(Some(
7234 nlp_ref.c_scale_vec().is_some() || nlp_ref.d_scale_vec().is_some(),
7235 ));
7236 }
7237 stats.final_unscaled_compl = cq.curr_unscaled_complementarity_max();
7238 stats.final_unscaled_kkt_error = cq.curr_unscaled_nlp_error();
7239
7240 // Report an accepted crossover in the frame it solved in
7241 // (#646). Everything above measures against the bounds the
7242 // interior iteration ran against, which `bound_relax_factor`
7243 // widened by `δ` before the solve. That is the right frame
7244 // for an interior iterate — it never touches a bound — but a
7245 // crossed-over point sits *exactly* on the constraints of the
7246 // problem as declared, i.e. `δ` inside the relaxed ones, so
7247 // the four `s·z` blocks above read `|multiplier| · δ`. For a
7248 // unit multiplier and the default `δ = 1e-8` that is `1e-8`,
7249 // which is `tol`: a strictly better point printed an `Overall
7250 // NLP error` above tolerance, and the opt-in
7251 // `kkt_fidelity_tol` gate below downgraded it.
7252 //
7253 // Only complementarity moves. Stationarity involves no
7254 // bounds, and the crossed-over point is *interior* to the
7255 // relaxed box, so its violation is zero under either reading.
7256 //
7257 // The substitution is confined to reporting. Crossover runs
7258 // after the status is decided, and it only ever installs a
7259 // point the never-regress gate accepted on the declared-bound
7260 // residuals, so this cannot dress up a worse iterate — the
7261 // measurement it replaces is the artifact.
7262 // The same holds for a point the in-solve handover installed
7263 // (gh#1054) while it is still the iterate being reported —
7264 // `curr_from_crossover` is cleared if the interior method
7265 // moved on from it.
7266 let declared_compl = self
7267 .crossover_report
7268 .as_ref()
7269 .filter(|r| r.accepted())
7270 .or_else(|| {
7271 self.handover_report
7272 .as_ref()
7273 .filter(|_| alg.data.borrow().curr_from_crossover)
7274 .and_then(|h| h.last.as_ref())
7275 .filter(|r| r.accepted())
7276 })
7277 .map(|r| r.compl_after)
7278 .filter(|c| c.is_finite());
7279 if let Some(compl_declared) = declared_compl {
7280 stats.final_compl = compl_declared;
7281 stats.final_kkt_error =
7282 cq.curr_nlp_error_with_complementarity(compl_declared, 0.0);
7283 stats.final_kkt_error_above_noise = cq.curr_nlp_error_with_complementarity(
7284 compl_declared,
7285 builder.conv_check.primal_noise_floor_kappa,
7286 );
7287 // Same unscaling as `curr_unscaled_complementarity_max`:
7288 // the slack's row factor and the multiplier's cancel in
7289 // the product, leaving the objective factor. Magnitude —
7290 // `obj_scaling_factor` is signed, `-1` being the
7291 // documented way to pose a maximization.
7292 let df = cq.obj_scaling_factor().abs();
7293 stats.final_unscaled_compl = if df == 0.0 || df == 1.0 {
7294 compl_declared
7295 } else {
7296 compl_declared / df
7297 };
7298 stats.final_unscaled_kkt_error = stats
7299 .final_unscaled_dual_inf
7300 .max(stats.final_unscaled_constr_viol)
7301 .max(stats.final_unscaled_compl);
7302 }
7303 }
7304 }
7305
7306 // Never report `Infeasible_Problem_Detected` while holding a point that
7307 // satisfies every constraint. The gates that produce this verdict argue
7308 // from a stalled feasibility sub-problem, and gh #379 is what that looks
7309 // like when the argument is wrong — a model whose own starting point is
7310 // exactly feasible, reported infeasible. See
7311 // `withdraw_infeasibility_if_refuted`.
7312 let solver_status =
7313 withdraw_infeasibility_if_refuted(&tnlp, solver_status, lo_inf, up_inf, tol);
7314
7315 // Map SolverReturn → ApplicationReturnStatus per
7316 // MAIN_LOOP.md's exception table, then apply the opt-in
7317 // status-fidelity gate (pounce#173).
7318 let app_status = self.apply_kkt_fidelity_gate(solver_return_to_app_status(solver_status));
7319 // gh#986 item 5: `mehrotra_algorithm=yes` runs with no line search
7320 // (every trial step is accepted), which is sound on LP / convex QP and
7321 // not on a general NLP — there an unglobalized step can walk the
7322 // iterate into an infeasible region that restoration then cannot
7323 // leave. (A *feasible* iterate is no longer sent to restoration by the
7324 // probing guard: it is recentred, gh#986 item 5, so this no longer
7325 // fires on the guard's own account.) Say so when it happens.
7326 if app_status == ApplicationReturnStatus::RestorationFailed
7327 && matches!(
7328 self.options.get_string_value("mehrotra_algorithm", ""),
7329 Ok((ref v, true)) if v == "yes"
7330 )
7331 {
7332 tracing::warn!(
7333 target: "pounce::algorithm",
7334 "pounce: restoration failed under mehrotra_algorithm=yes. That option \
7335 disables the line search and is intended for LPs and convex QPs; on a \
7336 general NLP every trial step is accepted, so the iterate can leave the \
7337 region restoration can repair, and a successful run may stop at a \
7338 different local solution than the default algorithm finds. Retry with \
7339 the default (mehrotra_algorithm=no)."
7340 );
7341 }
7342
7343 // On convergence, fire the user-supplied callback (post-optimal
7344 // sensitivity hook, pounce#16) before flowing back through
7345 // `finalize_via_orig_nlp`. Borrowed handles into the converged
7346 // KKT state stay alive for the duration of the closure.
7347 if matches!(
7348 app_status,
7349 ApplicationReturnStatus::SolveSucceeded
7350 | ApplicationReturnStatus::SolvedToAcceptableLevel
7351 ) {
7352 if let Some(cb) = self.on_converged.as_mut() {
7353 // `data.w` is one iterate behind here: the main loop checks
7354 // convergence before it updates the Hessian, so it still holds
7355 // `W(w_k)` from the final Newton step while every other block
7356 // the hook factors (Jacobians, slacks, multipliers, `Σ`) is
7357 // read at the converged point `w*`. Re-evaluate it so the
7358 // sensitivity matrix is the KKT Jacobian at `w*` rather than a
7359 // hybrid of two iterates. Updaters with no `W` to re-evaluate
7360 // (the quasi-Newton ones) answer `None` and keep theirs.
7361 // See `set_on_converged_refreshes_hessian`.
7362 if self.on_converged_refreshes_hessian
7363 && let Some(w) = alg.bundle.hess.hessian_at_current(&alg.data, &alg.cq)
7364 {
7365 alg.data.borrow_mut().w = Some(w);
7366 }
7367 if let Some(sd) = alg.search_dir.as_mut() {
7368 let pd = sd.pd_solver_rc();
7369 // Tag the firing before it runs, so the hook can file what
7370 // it keeps under the id `finalize_via_orig_nlp` then
7371 // stamps on this attempt's payload.
7372 let id = self.on_converged_fired.get() + 1;
7373 self.on_converged_fired.set(id);
7374 alg.data.borrow_mut().on_converged_id = Some(id);
7375 cb(&alg.data, &alg.cq, &nlp_handle, pd);
7376 }
7377 }
7378 }
7379
7380 // Finalize: forward the final iterate to the user's TNLP. The
7381 // returned objective is evaluated on the *user* TNLP at the
7382 // unscaled iterate, so it overrides the scaled best-effort
7383 // value stashed in `final_objective` above (the algorithm-side
7384 // `eval_f` returns `f * obj_scale_factor`).
7385 if solver_status != SolverReturn::InvalidProblemDefinition {
7386 match finalize_via_orig_nlp(
7387 &nlp_handle,
7388 &alg,
7389 solver_status,
7390 app_status,
7391 &tnlp,
7392 &self.last_finalize,
7393 self.reports_fixed_var_duals(),
7394 ) {
7395 Ok(f_unscaled) => {
7396 self.statistics.borrow_mut().final_objective = f_unscaled;
7397 }
7398 Err(()) => {}
7399 }
7400 }
7401
7402 // End-of-solve timing report. Gated on `print_timing_statistics`
7403 // (default "no"); mirrors upstream's
7404 // `IpoptApplication::call_optimize` →
7405 // `IpTimingStatistics::PrintAllValues` call site. The report
7406 // goes to stdout (for parity with the banner / iter-row output
7407 // path) and is also fanned out to the journalist so an
7408 // `output_file` attached via `Initialize` picks it up.
7409 let print_timing = self
7410 .options
7411 .get_bool_value("print_timing_statistics", "")
7412 .ok()
7413 .and_then(|(v, f)| f.then_some(v))
7414 .unwrap_or(false);
7415 if print_timing {
7416 let report = timing.report();
7417 print!("{}", report);
7418 use pounce_common::journalist::{JournalCategory, JournalLevel};
7419 self.journalist.print(
7420 JournalLevel::J_SUMMARY,
7421 JournalCategory::J_TIMING_STATISTICS,
7422 &report,
7423 );
7424 }
7425
7426 // End-of-run summary, Ipopt-style, emitted last (after any timing
7427 // report) from the engine's own statistics (#206). Drains the eval
7428 // tallies into SolveStatistics (read AFTER finalize so the final
7429 // solution evaluation is included) and prints the summary, gated on
7430 // the same print_level as the rest of the console.
7431 self.emit_end_summary(app_status, &nlp_handle, console_output);
7432
7433 app_status
7434 }
7435
7436 /// Build an [`AlgorithmBuilder`] populated from the app's
7437 /// [`OptionsList`]. Public so callers wiring the restoration
7438 /// factory can hand the *inner* IPM a builder that mirrors the
7439 /// outer's `mu_strategy`/`mu_oracle`/line-search choices —
7440 /// matching upstream `IpAlgBuilder::BuildRestoIpoptAlgorithm`,
7441 /// which reads the same `mu_strategy` option with prefix `"resto."
7442 /// + prefix` and falls back to the outer setting.
7443 pub fn algorithm_builder_from_options(&self) -> AlgorithmBuilder {
7444 let mut builder = AlgorithmBuilder::new();
7445 // gh#857: share this application's escalation tally. Every
7446 // frontend builds the restoration provider's inner builder from
7447 // this method, so restoration escalations aggregate here too.
7448 builder.quality_escalation_counter = Some(Rc::clone(&self.quality_escalations));
7449 // Structured-KKT Phase 5b: the same reasoning, one solve later. The
7450 // partition this solve resolves is not known yet — it is derived from
7451 // a KKT layout that does not exist until `optimize` builds it — so the
7452 // builder takes the cell rather than the labels, and reads it when
7453 // restoration actually runs. Block-path factorizations record into the
7454 // restoration sink, so `linear_solver.restoration` reports them where
7455 // the rest of restoration's linear algebra is reported.
7456 if let Ok((v, _)) = self.options.get_integer_value("kkt_block_min_size", "") {
7457 builder.kkt_block_min_size = v.max(0) as usize;
7458 }
7459 builder.set_kkt_blocks_cell(Arc::clone(&self.kkt_blocks_published));
7460 builder.set_kkt_schur_summary_sink(Arc::clone(&self.resto_linsol_summary_sink));
7461
7462 // `mehrotra_algorithm` is parsed first so its cascading
7463 // defaults (mu_strategy=adaptive, mu_oracle=probing) can be
7464 // overridden by an explicit user setting of those keys
7465 // below. Mirrors `IpAlgBuilder.cpp:Mehrotra`.
7466 // `fast_step_computation` — skip the search-direction residual
7467 // check and allow an inexact linear solve. `PdSearchDirCalc` has
7468 // consumed this flag since it landed, hard-coded to `false`; the
7469 // option's read site was simply missing, so setting it did
7470 // nothing at all (gh#483 follow-up, #191 round 2).
7471 if let Ok((v, true)) = self.options.get_string_value("fast_step_computation", "") {
7472 builder.fast_step_computation = v.eq_ignore_ascii_case("yes");
7473 }
7474
7475 let mut mehrotra_on = false;
7476 if let Ok((v, found)) = self.options.get_string_value("mehrotra_algorithm", "") {
7477 if found && v == "yes" {
7478 mehrotra_on = true;
7479 builder.mehrotra_algorithm = true;
7480 builder.mu_strategy = MuStrategyChoice::Adaptive;
7481 builder.mu_oracle = crate::mu::adaptive::MuOracleKind::Probing;
7482 // `accept_every_trial_step` short-circuits the alpha
7483 // loop / filter — Mehrotra steps would otherwise be
7484 // rejected by the filter on LP-shaped problems because
7485 // the barrier objective is non-monotone along the
7486 // corrector. Mirrors upstream `IpAlgBuilder.cpp:Mehrotra`.
7487 builder.line_search.accept_every_trial_step = true;
7488 // Aggressive iterate-push defaults (`SetNumericValueIfUnset`
7489 // in upstream). The explicit user parses below will
7490 // overwrite these if the user set them explicitly.
7491 builder.init.bound_push = 10.0;
7492 builder.init.bound_frac = 0.2;
7493 builder.init.slack_bound_push = 10.0;
7494 builder.init.slack_bound_frac = 0.2;
7495 builder.init.bound_mult_init_val = 10.0;
7496 builder.init.constr_mult_init_max = 0.0;
7497 // `alpha_for_y=bound-mult` — Mehrotra wants the
7498 // equality multipliers to advance with the dual
7499 // alpha so they stay in step with z/v. Mirrors
7500 // upstream `IpIpoptAlg.cpp:InitializeImpl`.
7501 builder.line_search.alpha_for_y =
7502 crate::line_search::backtracking::AlphaForY::BoundMult;
7503 // `adaptive_mu_globalization=never-monotone-mode` —
7504 // upstream `IpIpoptAlg.cpp:148-154` enforces this:
7505 // Mehrotra disables the globalization switch entirely
7506 // (no fallback to monotone mode when convergence
7507 // stalls). Required for the unsafeguarded Mehrotra
7508 // path to function.
7509 builder.mu.adaptive_mu_globalization =
7510 crate::mu::adaptive::AdaptiveMuGlobalization::NeverMonotoneMode;
7511 // `least_square_init_primal=yes` — upstream
7512 // `IpIpoptAlg.cpp:182` enables this for the Mehrotra
7513 // cascade. Replaces the user's starting `x` with the
7514 // min-norm primal that satisfies the linearized
7515 // equality+inequality constraints. Critical on
7516 // LP-shaped problems where the user's starting point
7517 // can be wildly infeasible (e.g. nuffield2_trap).
7518 builder.init.least_square_init_primal = true;
7519 }
7520 }
7521
7522 if let Ok((v, found)) = self.options.get_string_value("mu_strategy", "") {
7523 if found {
7524 let parsed = match v.as_str() {
7525 "adaptive" => MuStrategyChoice::Adaptive,
7526 _ => MuStrategyChoice::Monotone,
7527 };
7528 if mehrotra_on && matches!(parsed, MuStrategyChoice::Monotone) {
7529 // Upstream Ipopt refuses this combination: Mehrotra
7530 // needs an affine step every iter, which only the
7531 // adaptive path computes. Keep adaptive and warn.
7532 tracing::warn!(target: "pounce::algorithm",
7533 "pounce: mehrotra_algorithm=yes requires \
7534 mu_strategy=adaptive; ignoring \
7535 mu_strategy=monotone."
7536 );
7537 } else {
7538 builder.mu_strategy = parsed;
7539 }
7540 }
7541 }
7542 if let Ok((v, found)) = self.options.get_string_value("mu_oracle", "") {
7543 if found {
7544 builder.mu_oracle = match v.as_str() {
7545 "loqo" => crate::mu::adaptive::MuOracleKind::Loqo,
7546 "probing" => crate::mu::adaptive::MuOracleKind::Probing,
7547 _ => crate::mu::adaptive::MuOracleKind::QualityFunction,
7548 };
7549 }
7550 }
7551 if let Ok((v, found)) = self
7552 .options
7553 .get_string_value("adaptive_mu_globalization", "")
7554 {
7555 if found {
7556 use crate::mu::adaptive::AdaptiveMuGlobalization;
7557 builder.mu.adaptive_mu_globalization = match v.as_str() {
7558 "kkt-error" => AdaptiveMuGlobalization::KktError,
7559 "never-monotone-mode" => AdaptiveMuGlobalization::NeverMonotoneMode,
7560 _ => AdaptiveMuGlobalization::ObjConstrFilter,
7561 };
7562 }
7563 }
7564 if let Ok((v, found)) = self.options.get_string_value("hessian_approximation", "") {
7565 if found {
7566 builder.hessian_approximation = match v.as_str() {
7567 "limited-memory" => HessianApproxChoice::LimitedMemory,
7568 "partitioned" => HessianApproxChoice::Partitioned,
7569 "finite-difference" => HessianApproxChoice::FiniteDifference,
7570 _ => HessianApproxChoice::Exact,
7571 };
7572 }
7573 }
7574 // **Upstream changes the `mu_strategy` default for a
7575 // limited-memory Hessian.** `IpAlgBuilder.cpp:1059`:
7576 //
7577 // if( !options.GetStringValue("mu_strategy", smuupdate, prefix) )
7578 // {
7579 // // Change default for quasi-Newton option (then we use adaptive)
7580 // ... if( hessian_approximation == LIMITED_MEMORY )
7581 // smuupdate = "adaptive";
7582 // }
7583 //
7584 // and again at `:920` for the restoration-phase algorithm.
7585 // Registered default is `monotone`; the quasi-Newton path takes
7586 // `adaptive` unless the caller says otherwise. pounce read the
7587 // registered default unconditionally, so every L-BFGS solve ran
7588 // a barrier schedule Ipopt does not use on that path — a
7589 // trajectory divergence on the arm the Python frontend and the
7590 // CasADi plugin select automatically (gh#746).
7591 //
7592 // The restoration sub-IPM inherits this: `run_inner_resto`
7593 // clones the configured `inner_alg_builder`, so the flag set
7594 // here is what the resto algorithm gets, matching `:920`.
7595 //
7596 // Only when unset — an explicit `mu_strategy` still wins, and
7597 // `mehrotra_algorithm` (parsed above) has already forced
7598 // adaptive on its own terms.
7599 if builder.hessian_approximation == HessianApproxChoice::LimitedMemory
7600 && !self.mu_strategy_was_set()
7601 {
7602 builder.mu_strategy = MuStrategyChoice::Adaptive;
7603 }
7604 // Limited-memory quasi-Newton update formula. Registered upstream
7605 // (`limited_memory_update_type`, IpLimMemQuasiNewtonUpdater.cpp) but
7606 // until now read nowhere on the IPM path — the updater was hard-wired
7607 // to Powell-damped BFGS. SR1 is honored too (the updater and the
7608 // low-rank/inertia path already handle its indefinite models).
7609 // Partitioned quasi-Newton knobs. `partitioned_update_type`
7610 // defaults to SR1 rather than BFGS — see
7611 // `crates::hess::partitioned_quasi_newton` for why damping is
7612 // the wrong choice on a per-constraint element.
7613 if let Ok((v, found)) = self.options.get_string_value("partitioned_update_type", "") {
7614 if found {
7615 builder.partitioned_update_type = match v.as_str() {
7616 "bfgs" => UpdateType::Bfgs,
7617 _ => UpdateType::Sr1,
7618 };
7619 builder.partitioned_update_type_was_set = true;
7620 }
7621 }
7622 if let Ok((v, found)) = self
7623 .options
7624 .get_integer_value("partitioned_max_element", "")
7625 {
7626 if found && v > 0 {
7627 builder.partitioned_max_element = v as usize;
7628 }
7629 }
7630 if let Ok((v, found)) = self.options.get_string_value("fd_hessian_pattern", "") {
7631 if found {
7632 builder.fd_hessian_pattern = match v.as_str() {
7633 "jacobian" => crate::hess::fd_hessian::FdPatternSource::Jacobian,
7634 _ => crate::hess::fd_hessian::FdPatternSource::Declared,
7635 };
7636 }
7637 }
7638 if let Ok((v, found)) = self.options.get_string_value("fd_hessian_coloring", "") {
7639 if found {
7640 builder.fd_hessian_coloring = match v.as_str() {
7641 "cpr" => crate::hess::fd_hessian::FdColoring::Cpr,
7642 _ => crate::hess::fd_hessian::FdColoring::Star,
7643 };
7644 }
7645 }
7646 if let Ok((v, found)) = self.options.get_numeric_value("fd_hessian_reuse_tol", "") {
7647 if found && v >= 0.0 {
7648 builder.fd_hessian_reuse_tol = v;
7649 }
7650 }
7651 if let Ok((v, found)) = self.options.get_string_value("partitioned_elements", "") {
7652 if found {
7653 builder.partitioned_elements = match v.as_str() {
7654 "blocks" => crate::hess::partitioned_quasi_newton::ElementMode::PrimalBlock,
7655 _ => crate::hess::partitioned_quasi_newton::ElementMode::PerConstraint,
7656 };
7657 }
7658 }
7659 if let Ok((v, found)) = self.options.get_integer_value("partitioned_block_size", "") {
7660 if found && v > 0 {
7661 builder.partitioned_block_size = v as usize;
7662 }
7663 }
7664 if let Ok((v, found)) = self
7665 .options
7666 .get_numeric_value("partitioned_curvature_cap", "")
7667 {
7668 if found && v > 0.0 {
7669 builder.partitioned_curvature_cap = v;
7670 }
7671 }
7672 if let Ok((v, found)) = self
7673 .options
7674 .get_string_value("limited_memory_update_type", "")
7675 {
7676 if found {
7677 builder.limited_memory_update_type = match v.as_str() {
7678 "sr1" => UpdateType::Sr1,
7679 _ => UpdateType::Bfgs,
7680 };
7681 }
7682 }
7683 // Limited-memory history length (`limited_memory_max_history`).
7684 if let Ok((v, found)) = self
7685 .options
7686 .get_integer_value("limited_memory_max_history", "")
7687 {
7688 if found && v >= 0 {
7689 builder.limited_memory_max_history = v as Index;
7690 }
7691 }
7692 // `limited_memory_initialization` — which formula picks the
7693 // initial Hessian scalar σ. Registered since the option port with
7694 // upstream's `scalar1` default and read nowhere until #677, so
7695 // the updater's own `Scalar2` default was the only value any
7696 // solve ever used: setting the option did nothing, and it warned
7697 // nothing. Same miss as gh#483 / #191 round 2 (which wired
7698 // `limited_memory_init_val_max`/`_min`) — this is the third
7699 // argument to that same `initial_hessian_scalar` call.
7700 //
7701 // The effective default now follows the registry (`scalar1`),
7702 // matching Ipopt. σ_scalar2/σ_scalar1 = (yᵀy·sᵀs)/(sᵀy)² ≥ 1 and
7703 // is unbounded as the curvature pair degrades, so on an
7704 // ill-conditioned problem `scalar2` inflates `B0 = σI` until it
7705 // swamps the rank-2 corrections and the step collapses.
7706 if let Ok((v, found)) = self
7707 .options
7708 .get_string_value("limited_memory_initialization", "")
7709 {
7710 if found {
7711 use crate::hess::lim_mem_quasi_newton::InitialApprox;
7712 // Every registered value is named explicitly. #551 §3
7713 // held this option back precisely because wiring only
7714 // the values that mapped would leave the rest falling
7715 // back silently — a new no-op created by the fix — so a
7716 // catch-all standing in for a real value is the one
7717 // shape to avoid here. `OptionsList` rejects any
7718 // unregistered value before this runs (`options_list.rs`
7719 // `OPTION_INVALID`), so the final arm is unreachable
7720 // rather than a fallback.
7721 builder.limited_memory_initialization = match v.as_str() {
7722 "scalar1" => InitialApprox::Scalar1,
7723 "scalar2" => InitialApprox::Scalar2,
7724 "scalar3" => InitialApprox::Scalar3,
7725 "scalar4" => InitialApprox::Scalar4,
7726 "constant" => InitialApprox::Constant,
7727 "history-max" => InitialApprox::HistoryMax,
7728 _ => InitialApprox::Scalar2,
7729 };
7730 }
7731 }
7732 // `recalc_y` / `recalc_y_feas_tol` — least-square re-estimation
7733 // of the equality multipliers once feasible (#677).
7734 //
7735 // Upstream registers `recalc_y` as `no`, but its own option text
7736 // ends "If a limited memory quasi-Newton option is chosen, this
7737 // is used by default", so upstream's effective default is
7738 // conditional on the Hessian approximation.
7739 //
7740 // **pounce does not follow that, and the discrepancy is
7741 // deliberate.** Auto-enabling it for the limited-memory path was
7742 // implemented and measured against the fixture corpus first: it
7743 // moved 16 of 57 fixtures on the L-BFGS leg and took **7 from
7744 // solved to not solved, with nothing moving the other way** —
7745 // `airport` 56 it → `SearchDirectionBecomesTooSmall` at 541,
7746 // `pooling_rt2stp` 413 it → the same at 1775, all three `jit1`
7747 // variants, `linear_eq_collapsed_box`, and `hs13_bigstart` to
7748 // the iteration cap. The signature is consistent: re-estimating
7749 // `y` on every feasible iteration overwrites Newton multipliers
7750 // that were converging, the dual never settles, and the step
7751 // vanishes short of the certificate.
7752 //
7753 // So the feature is available and off by default. That still
7754 // closes the gap that mattered — until #677 the option was
7755 // refused outright as unimplemented, so an L-BFGS user could not
7756 // reach Ipopt's behaviour at all. They can now, by asking.
7757 //
7758 // Why it is worth having: a quasi-Newton model's dual step is
7759 // computed from an approximate `W`, so L-BFGS can settle a
7760 // feasible primal and still not drive `inf_du` to tolerance —
7761 // the failure a 59,939-variable CasADi model hit, oscillating
7762 // `inf_du` between 3.6e-3 and 1.8e+01 for 300 iterations with
7763 // the objective already settled. On that shape it is the fix;
7764 // on a corpus of small well-conditioned models it is a
7765 // pessimisation. Matching upstream's conditional default needs
7766 // to explain the 7 regressions first.
7767 if let Ok((v, true)) = self.options.get_string_value("recalc_y", "") {
7768 builder.recalc_y = v == "yes";
7769 }
7770 if let Ok((v, true)) = self.options.get_numeric_value("recalc_y_feas_tol", "") {
7771 builder.recalc_y_feas_tol = v;
7772 }
7773 // `limited_memory_init_val` — σ before any curvature pair exists,
7774 // and every iteration under `constant`. Also unread until #677;
7775 // the empty-history branch hard-coded the same `1.0`.
7776 if let Ok((v, true)) = self
7777 .options
7778 .get_numeric_value("limited_memory_init_val", "")
7779 {
7780 builder.limited_memory_init_val = v;
7781 }
7782 // `limited_memory_max_skipping` (#686) — registered and unread,
7783 // and the feature behind it did not exist either: the updater
7784 // counted nothing and never discarded its history.
7785 if let Ok((v, true)) = self
7786 .options
7787 .get_integer_value("limited_memory_max_skipping", "")
7788 {
7789 if v >= 0 {
7790 builder.limited_memory_max_skipping = v as Index;
7791 }
7792 }
7793 if let Ok((v, found)) = self.options.get_string_value("line_search_method", "") {
7794 if found {
7795 builder.line_search_method = match v.as_str() {
7796 // Unreachable from a real solve since gh#981:
7797 // `cg-penalty` is refused by
7798 // `unimplemented_options::UNIMPLEMENTED_VALUES`
7799 // before the builder is configured, because the
7800 // variant assembles the plain penalty acceptor.
7801 "cg-penalty" => LineSearchChoice::CgPenalty,
7802 "penalty" => LineSearchChoice::Penalty,
7803 _ => LineSearchChoice::Filter,
7804 };
7805 }
7806 }
7807 // `accept_every_trial_step` — direct user override. Parsed
7808 // after the Mehrotra cascade so an explicit `no` still wins.
7809 if let Ok((v, found)) = self.options.get_string_value("accept_every_trial_step", "") {
7810 if found {
7811 builder.line_search.accept_every_trial_step = v == "yes";
7812 }
7813 }
7814 // `alpha_for_y` — direct user override. Parsed after the
7815 // Mehrotra cascade so an explicit value still wins.
7816 if let Ok((v, found)) = self.options.get_string_value("alpha_for_y", "") {
7817 if found {
7818 use crate::line_search::backtracking::AlphaForY;
7819 builder.line_search.alpha_for_y = match v.as_str() {
7820 "primal" => AlphaForY::Primal,
7821 "bound-mult" | "bound_mult" => AlphaForY::BoundMult,
7822 "full" => AlphaForY::Full,
7823 "min" => AlphaForY::Min,
7824 "max" => AlphaForY::Max,
7825 "primal-and-full" | "dual-and-full" => AlphaForY::Primal,
7826 _ => AlphaForY::Primal,
7827 };
7828 }
7829 }
7830 // `nlp_scaling_method` is consumed NLP-side in
7831 // `OrigIpoptNlp::determine_scaling_from_starting_point` (see the
7832 // `determine_scaling_from_starting_point` call earlier in this
7833 // method); there is no algorithm-side scaling strategy to wire.
7834 // `limited_memory_init_val_max` / `_min` — the clamp on the
7835 // initial Hessian scalar. `LimMemQuasiNewtonUpdater` consumes
7836 // both in `initial_hessian_scalar`; only the read sites were
7837 // missing, so setting either did nothing (gh#483, #191 round 2).
7838 if let Ok((v, true)) = self
7839 .options
7840 .get_numeric_value("limited_memory_init_val_max", "")
7841 {
7842 builder.limited_memory_init_val_max = v;
7843 }
7844 if let Ok((v, true)) = self
7845 .options
7846 .get_numeric_value("limited_memory_init_val_min", "")
7847 {
7848 builder.limited_memory_init_val_min = v;
7849 }
7850
7851 // Unlike the other options here, we always honor the registry
7852 // value (not just when the user set it explicitly): the option
7853 // registry default is "ma57" but `AlgorithmBuilder::default`
7854 // has `linear_solver: Feral`, so gating on `found` would
7855 // silently route default runs through Feral while the banner
7856 // (and ipopt-compatible behavior) advertises MA57.
7857 //
7858 // Record the **effective** backend, not the requested one. MA57 lives
7859 // behind the optional `ma57` cargo feature (HSL is licensed and needs a
7860 // Fortran toolchain); without it `default_backend_factory` silently
7861 // substitutes FERAL. Storing `Ma57` here therefore made
7862 // `builder.linear_solver` disagree with the backend actually built, and
7863 // consumers acted on the lie: the Schur KKT gate in
7864 // `alg_builder::build_with_backend` tests `== Feral`, so on the
7865 // pure-Rust default build — where the registry default (then upstream's
7866 // "ma57") resolved to FERAL anyway — `set_kkt_schur_block()` silently
7867 // never engaged for ANY user. Resolving here keeps the field truthful
7868 // for every consumer.
7869 //
7870 // The `_ =>` arm is now only reachable for `feral`: every other name
7871 // is refused up front by `unimplemented_linear_solver`. It used to
7872 // swallow `mumps`, `pardiso`, `ma97`, … and run FERAL instead.
7873 if let Ok((v, _found)) = self.options.get_string_value("linear_solver", "") {
7874 let requested = if v.eq_ignore_ascii_case("ma57") {
7875 LinearSolverChoice::Ma57
7876 } else {
7877 LinearSolverChoice::Feral
7878 };
7879 builder.linear_solver =
7880 if matches!(requested, LinearSolverChoice::Ma57) && !cfg!(feature = "ma57") {
7881 LinearSolverChoice::Feral
7882 } else {
7883 requested
7884 };
7885 }
7886
7887 // `linear_system_scaling` — symmetric scaling of the augmented
7888 // KKT matrix before factorization. Port of
7889 // `IpTSymLinearSolver.cpp:RegisterOptions` plumbing. Default
7890 // "none"; "ruiz" invokes the Ruiz-2001 symmetric ∞-norm
7891 // equilibration in `RuizTSymScalingMethod`. "mc19" and
7892 // "slack-based" are accepted by the registry but not yet
7893 // implemented at this layer; they fall back to no scaling
7894 // with a one-line notice.
7895 //
7896 // `slack-based` is implemented as of #677. It used to reach the
7897 // no-scaling fallback through the catch-all arm, which meant it
7898 // fell back **silently** — the comment above promised a notice
7899 // that only `mc19` actually emitted. It is not a hypothetical
7900 // value: it is what Ipopt's own recommended configuration for
7901 // large collocation NLPs uses, so the users most likely to set
7902 // it were the least likely to be told it did nothing. The
7903 // catch-all is left for genuinely unreachable input —
7904 // `OptionsList` rejects anything the registry does not list.
7905 if let Ok((v, found)) = self.options.get_string_value("linear_system_scaling", "") {
7906 if found {
7907 builder.linear_system_scaling = match v.as_str() {
7908 "ruiz" => crate::alg_builder::LinearSystemScalingChoice::Ruiz,
7909 "mc19" => crate::alg_builder::LinearSystemScalingChoice::Mc19,
7910 "slack-based" => crate::alg_builder::LinearSystemScalingChoice::SlackBased,
7911 _ => crate::alg_builder::LinearSystemScalingChoice::None,
7912 };
7913 }
7914 }
7915 if let Ok((v, found)) = self.options.get_bool_value("linear_scaling_on_demand", "") {
7916 if found {
7917 builder.linear_scaling_on_demand = v;
7918 }
7919 }
7920
7921 // Convergence tolerances (port of `IpOptErrorConvCheck.cpp`'s
7922 // `RegisterOptions` consumers). Defaults already match upstream
7923 // — only override when the user set the key explicitly.
7924 let read_num = |key: &str| -> Option<f64> {
7925 self.options
7926 .get_numeric_value(key, "")
7927 .ok()
7928 .and_then(|(v, f)| f.then_some(v))
7929 };
7930 let read_int = |key: &str| -> Option<i32> {
7931 self.options
7932 .get_integer_value(key, "")
7933 .ok()
7934 .and_then(|(v, f)| f.then_some(v))
7935 };
7936 if let Some(v) = read_num("tol") {
7937 builder.conv_check.tol = v;
7938 }
7939 if let Some(v) = read_num("obj_scale_certificate_threshold") {
7940 builder.conv_check.obj_scale_certificate_threshold = v;
7941 }
7942 if let Some(v) = read_num("primal_noise_floor_kappa") {
7943 builder.conv_check.primal_noise_floor_kappa = v;
7944 }
7945 if let Some(v) = read_num("acceptable_progress_kappa") {
7946 builder.conv_check.acceptable_progress_kappa = v;
7947 }
7948 if let Some(v) = read_num("dual_inf_scale_kappa") {
7949 builder.conv_check.dual_inf_scale_kappa = v;
7950 }
7951 if let Some(v) = read_num("kkt_fidelity_tol") {
7952 builder.kkt_fidelity_tol = v;
7953 }
7954 if let Some(v) = read_num("dual_inf_tol") {
7955 builder.conv_check.dual_inf_tol = v;
7956 // gh#983 item 1: a caller who names `dual_inf_tol` has asked for
7957 // that absolute standard. The scale-relative floor (gh#532) is a
7958 // default for a caller who has not, and it let `1e-6` certify a
7959 // point with `‖∇L‖∞ = 0.144` because the multipliers were 3.5e9
7960 // (a failed constraint qualification, which is not a reason to
7961 // loosen the test). Naming `dual_inf_scale_kappa` as well opts the
7962 // floor back in.
7963 //
7964 // gh#983 review: a value equal to the registered default is read
7965 // as "not named". Front ends that echo every default (option
7966 // files copied from Ipopt's documentation, wrappers that pass the
7967 // full table) would otherwise lose the gh#532 floor without asking
7968 // for anything. That is safe because the floor with the default
7969 // tolerance IS the default behaviour; a caller who wants the
7970 // absolute standard at `1` names `dual_inf_scale_kappa 0`, which
7971 // the option help documents.
7972 let default_tol = crate::alg_builder::ConvCheckOptions::default().dual_inf_tol;
7973 if read_num("dual_inf_scale_kappa").is_none() && v != default_tol {
7974 builder.conv_check.dual_inf_scale_kappa = 0.0;
7975 }
7976 }
7977 if let Some(v) = read_num("constr_viol_tol") {
7978 builder.conv_check.constr_viol_tol = v;
7979 }
7980 if let Some(v) = read_num("compl_inf_tol") {
7981 builder.conv_check.compl_inf_tol = v;
7982 }
7983 if let Some(v) = read_int("max_iter") {
7984 builder.conv_check.max_iter = v;
7985 }
7986 if let Some(v) = read_num("max_cpu_time") {
7987 builder.conv_check.max_cpu_time = v;
7988 }
7989 if let Some(v) = read_num("max_wall_time") {
7990 builder.conv_check.max_wall_time = v;
7991 }
7992 if let Some(v) = read_num("acceptable_tol") {
7993 builder.conv_check.acceptable_tol = v;
7994 }
7995 if let Some(v) = read_num("acceptable_dual_inf_tol") {
7996 builder.conv_check.acceptable_dual_inf_tol = v;
7997 }
7998 if let Some(v) = read_num("acceptable_constr_viol_tol") {
7999 builder.conv_check.acceptable_constr_viol_tol = v;
8000 }
8001 if let Some(v) = read_num("acceptable_compl_inf_tol") {
8002 builder.conv_check.acceptable_compl_inf_tol = v;
8003 }
8004 if let Some(v) = read_num("acceptable_obj_change_tol") {
8005 builder.conv_check.acceptable_obj_change_tol = v;
8006 }
8007 if let Some(v) = read_int("acceptable_iter") {
8008 builder.conv_check.acceptable_iter = v;
8009 }
8010 if let Some(v) = read_num("infeas_stationarity_tol") {
8011 builder.conv_check.infeas_stationarity_tol = v;
8012 }
8013 if let Some(v) = read_num("infeas_viol_kappa") {
8014 builder.conv_check.infeas_viol_kappa = v;
8015 }
8016 if let Some(v) = read_int("infeas_max_streak") {
8017 builder.conv_check.infeas_max_streak = v;
8018 }
8019
8020 // Bound-multiplier / barrier damping constants (#191). Both were
8021 // registered but never read, so user overrides were silently
8022 // dropped; the algorithm ran with the hard-coded struct defaults.
8023 // Defaults equal the registered defaults, so this changes nothing
8024 // for a run that doesn't set them.
8025 if let Some(v) = read_num("kappa_sigma") {
8026 builder.kappa_sigma = v;
8027 }
8028 if let Some(v) = read_num("kappa_d") {
8029 builder.kappa_d = v;
8030 }
8031 // `s_max` — the cap in the `(s_d, s_c)` scaling of the KKT error
8032 // test (#551 / #677). `IpoptCalculatedQuantities` carried it as a
8033 // hard-coded 100 (the registered default) and nothing read the
8034 // option; a run that does not set it is unaffected.
8035 if let Some(v) = read_num("s_max") {
8036 builder.s_max = v;
8037 }
8038 if let Some(v) = read_num("tiny_step_tol") {
8039 builder.tiny_step_tol = v;
8040 }
8041 if let Some(v) = read_num("tiny_step_y_tol") {
8042 builder.tiny_step_y_tol = v;
8043 }
8044 if let Some(v) = read_num("diverging_iterates_tol") {
8045 builder.diverging_iterates_tol = v;
8046 }
8047 if let Some(v) = read_int("dual_diverging_streak") {
8048 builder.dual_diverging_streak = v;
8049 }
8050 if let Some(v) = read_num("dual_divergence_retry_step_tol") {
8051 builder.dual_divergence_retry_step_tol = v;
8052 }
8053 if let Some(v) = read_num("dual_divergence_retry_du_floor") {
8054 builder.dual_divergence_retry_du_floor = v;
8055 }
8056 if let Some(v) = read_int("resto_decline_deferrals") {
8057 builder.resto_decline_deferrals = v;
8058 }
8059 if let Some(v) = read_num("resto_decline_progress_ratio") {
8060 builder.resto_decline_progress_ratio = v;
8061 }
8062 if let Some(v) = read_int("neg_curv_escapes") {
8063 builder.neg_curv_escapes = v;
8064 }
8065 if let Some(v) = read_int("limited_memory_ls_failure_restarts") {
8066 builder.limited_memory_ls_failure_restarts = v;
8067 }
8068
8069 // Barrier-parameter (μ) options — consumers in
8070 // `IpMonotoneMuUpdate.cpp` / `IpAdaptiveMuUpdate.cpp`. Both
8071 // updaters share the same option names; the builder forwards
8072 // each into whichever strategy is assembled.
8073 if let Some(v) = read_num("mu_init") {
8074 builder.mu.mu_init = v;
8075 }
8076 if let Some(v) = read_num("mu_max") {
8077 builder.mu.mu_max = v;
8078 }
8079 if let Some(v) = read_num("mu_max_fact") {
8080 builder.mu.mu_max_fact = v;
8081 }
8082 if let Some(v) = read_num("mu_min") {
8083 builder.mu.mu_min = v;
8084 }
8085 if let Some(v) = read_num("mu_target") {
8086 builder.mu.mu_target = v;
8087 }
8088 if let Some(v) = read_num("mu_linear_decrease_factor") {
8089 builder.mu.mu_linear_decrease_factor = v;
8090 }
8091 if let Some(v) = read_num("mu_superlinear_decrease_power") {
8092 builder.mu.mu_superlinear_decrease_power = v;
8093 }
8094 if let Ok((v, found)) = self
8095 .options
8096 .get_string_value("mu_allow_fast_monotone_decrease", "")
8097 {
8098 if found {
8099 builder.mu.mu_allow_fast_monotone_decrease = v == "yes";
8100 }
8101 }
8102 if let Some(v) = read_num("barrier_tol_factor") {
8103 builder.mu.barrier_tol_factor = v;
8104 }
8105 // `tau_min` — floor on the fraction-to-the-boundary parameter
8106 // (#551 / #677). Both `MonotoneMuUpdate` and `AdaptiveMuUpdate`
8107 // carried the field with upstream's 0.99 default and nothing
8108 // read the option, so an override was silently dropped. The
8109 // default equals the registered default, so this changes
8110 // nothing for a run that does not set it.
8111 if let Some(v) = read_num("tau_min") {
8112 builder.mu.tau_min = v;
8113 }
8114 if let Some(v) = read_num("sigma_max") {
8115 builder.mu.sigma_max = v;
8116 }
8117 if let Some(v) = read_num("sigma_min") {
8118 builder.mu.sigma_min = v;
8119 }
8120
8121 // Quality-function oracle knobs — consumers in
8122 // `IpQualityFunctionMuOracle.cpp:RegisterOptions`. Forwarded
8123 // to the oracle on every free-mode call.
8124 if let Ok((v, found)) = self
8125 .options
8126 .get_string_value("quality_function_norm_type", "")
8127 {
8128 if found {
8129 use crate::mu::oracle::quality_function::NormType;
8130 builder.mu.quality_function_norm_type = match v.as_str() {
8131 "1-norm" => NormType::OneNorm,
8132 "2-norm" => NormType::TwoNorm,
8133 "max-norm" => NormType::MaxNorm,
8134 _ => NormType::TwoNormSquared,
8135 };
8136 }
8137 }
8138 if let Ok((v, found)) = self
8139 .options
8140 .get_string_value("quality_function_centrality", "")
8141 {
8142 if found {
8143 use crate::mu::oracle::quality_function::CentralityType;
8144 builder.mu.quality_function_centrality = match v.as_str() {
8145 "log" => CentralityType::LogCenter,
8146 "reciprocal" => CentralityType::ReciprocalCenter,
8147 "cubed-reciprocal" => CentralityType::CubedReciprocalCenter,
8148 _ => CentralityType::None,
8149 };
8150 }
8151 }
8152 if let Ok((v, found)) = self
8153 .options
8154 .get_string_value("quality_function_balancing_term", "")
8155 {
8156 if found {
8157 use crate::mu::oracle::quality_function::BalancingTermType;
8158 builder.mu.quality_function_balancing_term = match v.as_str() {
8159 "cubic" => BalancingTermType::CubicTerm,
8160 _ => BalancingTermType::None,
8161 };
8162 }
8163 }
8164 if let Some(v) = read_int("quality_function_max_section_steps") {
8165 builder.mu.quality_function_max_section_steps = v;
8166 }
8167 if let Some(v) = read_num("quality_function_section_sigma_tol") {
8168 builder.mu.quality_function_section_sigma_tol = v;
8169 }
8170 if let Some(v) = read_num("quality_function_section_qf_tol") {
8171 builder.mu.quality_function_section_qf_tol = v;
8172 }
8173
8174 // `probing_iterate_quality_factor` — pounce-specific guard
8175 // (pounce#58) on the probing μ-oracle's input iterate. When
8176 // `curr_avrg_compl / curr_mu` exceeds this factor, the
8177 // μ-update layer signals restoration via
8178 // `IpoptData::request_resto` instead of letting probing
8179 // return `σ · mu_curr` ≫ previous μ. Default 1e4; set to ≤ 0
8180 // to disable. No upstream Ipopt counterpart.
8181 if let Some(v) = read_num("probing_iterate_quality_factor") {
8182 builder.mu.probing_iterate_quality_factor = v;
8183 }
8184
8185 // Adaptive-μ extras — consumers in
8186 // `IpAdaptiveMuUpdate.cpp:RegisterOptions`. Only active when
8187 // `mu_strategy=adaptive`.
8188 if let Some(v) = read_num("adaptive_mu_safeguard_factor") {
8189 builder.mu.adaptive_mu_safeguard_factor = v;
8190 }
8191 if let Some(v) = read_num("adaptive_mu_monotone_init_factor") {
8192 builder.mu.adaptive_mu_monotone_init_factor = v;
8193 }
8194 if let Ok((v, found)) = self
8195 .options
8196 .get_bool_value("adaptive_mu_restore_previous_iterate", "")
8197 {
8198 if found {
8199 builder.mu.adaptive_mu_restore_previous_iterate = v;
8200 }
8201 }
8202 if let Some(v) = read_int("adaptive_mu_max_free_returns") {
8203 builder.mu.adaptive_mu_max_free_returns = v;
8204 }
8205 if let Some(v) = read_num("adaptive_mu_budget_pin_fraction") {
8206 builder.mu.adaptive_mu_budget_pin_fraction = v;
8207 }
8208 if let Some(v) = read_int("adaptive_mu_kkterror_red_iters") {
8209 if v >= 0 {
8210 builder.mu.adaptive_mu_kkterror_red_iters = v as usize;
8211 }
8212 }
8213 if let Some(v) = read_num("adaptive_mu_kkterror_red_fact") {
8214 builder.mu.adaptive_mu_kkterror_red_fact = v;
8215 }
8216 // `filter_margin_fact` / `filter_max_margin` (#551) — the margin
8217 // an entry must clear in the `obj-constr-filter` globalization
8218 // test. `AdaptiveMuUpdate` computes
8219 // `filter_margin_fact * min(filter_max_margin, err)` and has
8220 // always done so; only these two read sites were missing, so
8221 // setting either did nothing. Defaults equal the registered
8222 // defaults (1e-5 / 1.0), so an unset run is unchanged.
8223 if let Some(v) = read_num("filter_margin_fact") {
8224 builder.mu.filter_margin_fact = v;
8225 }
8226 if let Some(v) = read_num("filter_max_margin") {
8227 builder.mu.filter_max_margin = v;
8228 }
8229 if let Ok((v, found)) = self
8230 .options
8231 .get_string_value("adaptive_mu_kkt_norm_type", "")
8232 {
8233 if found {
8234 use crate::mu::adaptive::AdaptiveMuKktNorm;
8235 builder.mu.adaptive_mu_kkt_norm_type = match v.as_str() {
8236 "1-norm" => AdaptiveMuKktNorm::OneNorm,
8237 "2-norm" => AdaptiveMuKktNorm::TwoNorm,
8238 "max-norm" => AdaptiveMuKktNorm::MaxNorm,
8239 _ => AdaptiveMuKktNorm::TwoNormSquared,
8240 };
8241 }
8242 }
8243
8244 // Watchdog options — consumers in
8245 // `IpBacktrackingLineSearch.cpp:RegisterOptions`. Baked into
8246 // the `BacktrackingLineSearch` at build time.
8247 if let Some(v) = read_int("watchdog_shortened_iter_trigger") {
8248 builder.line_search.watchdog_shortened_iter_trigger = v;
8249 }
8250 if let Some(v) = read_int("watchdog_trial_iter_max") {
8251 builder.line_search.watchdog_trial_iter_max = v;
8252 }
8253 if let Some(v) = read_num("soft_resto_pderror_reduction_factor") {
8254 builder.line_search.soft_resto_pderror_reduction_factor = v;
8255 }
8256 if let Some(v) = read_int("max_soft_resto_iters") {
8257 builder.line_search.max_soft_resto_iters = v;
8258 }
8259 // `alpha_red_factor` (#678) and `accept_after_max_steps` (#551)
8260 // — both consumed by the α-loop in `BacktrackingLineSearch`,
8261 // both registered without a read site until those issues.
8262 // `alpha_red_factor`'s default (0.5) equals the registered one,
8263 // and `accept_after_max_steps` defaults to `-1`, which disables
8264 // the escape hatch, so neither moves a solve that leaves them
8265 // alone.
8266 if let Some(v) = read_num("alpha_red_factor") {
8267 builder.line_search.alpha_red_factor = v;
8268 }
8269 if let Some(v) = read_num("alpha_red_factor_min") {
8270 builder.line_search.alpha_red_factor_min = Some(v);
8271 }
8272 if let Some(v) = read_int("accept_after_max_steps") {
8273 builder.line_search.accept_after_max_steps = v;
8274 }
8275
8276 // Filter switching / Armijo / margin constants (#191). Consumed
8277 // by `FilterLsAcceptor` (only on the `Filter` line-search path);
8278 // registered but never read, so overrides were silently dropped.
8279 // Defaults equal the registered defaults.
8280 if let Some(v) = read_num("eta_phi") {
8281 builder.line_search.eta_phi = v;
8282 }
8283 // `delta` (#551) — the switching rule's multiplier on the
8284 // constraint violation (Eqn. (19)); `FilterLsAcceptor` has
8285 // always used it as `delta_armijo`, only the read site was
8286 // missing. Default 1.0 equals the registered default.
8287 if let Some(v) = read_num("delta") {
8288 builder.line_search.delta = v;
8289 }
8290 if let Some(v) = read_num("theta_min_fact") {
8291 builder.line_search.theta_min_fact = v;
8292 }
8293 if let Some(v) = read_num("theta_max_row_scale_kappa") {
8294 builder.line_search.theta_max_row_scale_kappa = v;
8295 }
8296 if let Some(v) = read_int("theta_max_adaptive_trigger") {
8297 builder.line_search.theta_max_adaptive_trigger = v.max(0) as u32;
8298 }
8299 if let Some(v) = read_num("theta_max_adaptive_factor") {
8300 builder.line_search.theta_max_adaptive_factor = v;
8301 }
8302 if let Some(v) = read_int("theta_max_adaptive_max_raises") {
8303 builder.line_search.theta_max_adaptive_max_raises = v.max(0) as u32;
8304 }
8305 if let Some(v) = read_num("theta_max_fact") {
8306 builder.line_search.theta_max_fact = v;
8307 }
8308 if let Some(v) = read_num("gamma_phi") {
8309 builder.line_search.gamma_phi = v;
8310 }
8311 if let Some(v) = read_num("gamma_theta") {
8312 builder.line_search.gamma_theta = v;
8313 }
8314 if let Some(v) = read_num("s_phi") {
8315 builder.line_search.s_phi = v;
8316 }
8317 if let Some(v) = read_num("s_theta") {
8318 builder.line_search.s_theta = v;
8319 }
8320 if let Some(v) = read_num("alpha_min_frac") {
8321 builder.line_search.alpha_min_frac = v;
8322 }
8323 if let Some(v) = read_num("obj_max_inc") {
8324 builder.line_search.obj_max_inc = v;
8325 }
8326 if let Some(v) = read_int("max_filter_resets") {
8327 builder.line_search.max_filter_resets = v;
8328 }
8329 if let Some(v) = read_int("filter_reset_trigger") {
8330 builder.line_search.filter_reset_trigger = v;
8331 }
8332 // `filter_theta_roundoff_retry` (gh#945).
8333 if let Ok((v, true)) = self
8334 .options
8335 .get_bool_value("filter_theta_roundoff_retry", "")
8336 {
8337 builder.line_search.filter_theta_roundoff_retry = v;
8338 }
8339 // `objective_noise_wolfe` (gh#1016).
8340 if let Ok((v, true)) = self.options.get_bool_value("objective_noise_wolfe", "") {
8341 builder.line_search.objective_noise_wolfe = v;
8342 }
8343 // Penalty line-search constants (#551), consumed by
8344 // `PenaltyLsAcceptor` (only on the `line_search_method=penalty`
8345 // / `cg-penalty` paths). The acceptor implements ν and the
8346 // Armijo test on the penalty merit function already; these four
8347 // were registered with no read site, so tuning the penalty
8348 // update did nothing. Defaults equal the registered defaults.
8349 if let Some(v) = read_num("nu_init") {
8350 builder.line_search.nu_init = v;
8351 }
8352 if let Some(v) = read_num("nu_inc") {
8353 builder.line_search.nu_inc = v;
8354 }
8355 if let Some(v) = read_num("rho") {
8356 builder.line_search.rho = v;
8357 }
8358 if let Some(v) = read_num("eta_penalty") {
8359 builder.line_search.eta_penalty = v;
8360 }
8361
8362 // Second-order-correction constants (#191), consumed by
8363 // `BacktrackingLineSearch`. `max_soc = 0` disables SOC.
8364 if let Some(v) = read_int("max_soc") {
8365 builder.line_search.max_soc = v;
8366 }
8367 if let Some(v) = read_num("kappa_soc") {
8368 builder.line_search.kappa_soc = v;
8369 }
8370 if let Some(v) = read_int("soc_method") {
8371 builder.line_search.soc_method = v;
8372 }
8373
8374 // Inertia-correction / Jacobian-regularization constants (#191),
8375 // consumed by `PdPerturbationHandler`. Registered but never read.
8376 if let Some(v) = read_num("max_hessian_perturbation") {
8377 builder.perturbation.max_hessian_perturbation = v;
8378 }
8379 if let Some(v) = read_num("min_hessian_perturbation") {
8380 builder.perturbation.min_hessian_perturbation = v;
8381 }
8382 if let Some(v) = read_num("perturb_inc_fact_first") {
8383 builder.perturbation.perturb_inc_fact_first = v;
8384 }
8385 if let Some(v) = read_num("perturb_inc_fact") {
8386 builder.perturbation.perturb_inc_fact = v;
8387 }
8388 if let Some(v) = read_num("perturb_dec_fact") {
8389 builder.perturbation.perturb_dec_fact = v;
8390 }
8391 if let Some(v) = read_num("first_hessian_perturbation") {
8392 builder.perturbation.first_hessian_perturbation = v;
8393 }
8394 if let Some(v) = read_num("jacobian_regularization_value") {
8395 builder.perturbation.jacobian_regularization_value = v;
8396 }
8397 if let Some(v) = read_num("jacobian_regularization_exponent") {
8398 builder.perturbation.jacobian_regularization_exponent = v;
8399 }
8400 if let Ok((v, true)) = self.options.get_bool_value("perturb_always_cd", "") {
8401 builder.perturbation.perturb_always_cd = v;
8402 }
8403 if let Some(v) = read_int("perturb_delta_c_max_rungs") {
8404 builder.perturbation.perturb_delta_c_max_rungs = v;
8405 }
8406
8407 // Iterative-refinement constants (#191), consumed by
8408 // `PdFullSpaceSolver`. Registered but never read.
8409 if let Some(v) = read_int("min_refinement_steps") {
8410 builder.refinement.min_refinement_steps = v;
8411 }
8412 if let Some(v) = read_int("max_refinement_steps") {
8413 builder.refinement.max_refinement_steps = v;
8414 }
8415 if let Some(v) = read_num("residual_ratio_max") {
8416 builder.refinement.residual_ratio_max = v;
8417 }
8418 if let Some(v) = read_num("residual_ratio_singular") {
8419 builder.refinement.residual_ratio_singular = v;
8420 }
8421 if let Some(v) = read_num("residual_improvement_factor") {
8422 builder.refinement.residual_improvement_factor = v;
8423 }
8424
8425 // Inertia-free curvature test (#551 / #677), also consumed by
8426 // `PdFullSpaceSolver`. `neg_curv_test_tol` had a field that only
8427 // ever held its 0.0 default, and `neg_curv_test_reg` had none at
8428 // all; both are now read, and the curvature test they configure
8429 // is implemented in `PdFullSpaceSolver::solve_once`. At the
8430 // registered default (`0.0`) the heuristic is off and the
8431 // inertia check runs as before.
8432 if let Some(v) = read_num("neg_curv_test_tol") {
8433 builder.refinement.neg_curv_test_tol = v;
8434 }
8435 if let Ok((v, true)) = self.options.get_bool_value("neg_curv_test_reg", "") {
8436 builder.refinement.neg_curv_test_reg = v;
8437 }
8438
8439 // Restoration-phase constants (#191). Carried on the outer builder
8440 // and copied into the `RestoAlgorithmBuilder` when the restoration
8441 // factory is minted (the frontends pass this builder in). The
8442 // restoration builder was never options-configured, so these were
8443 // registered but never read. Defaults equal the registered
8444 // defaults.
8445 if let Some(v) = read_num("bound_mult_reset_threshold") {
8446 builder.resto.bound_mult_reset_threshold = v;
8447 }
8448 if let Some(v) = read_num("constr_mult_reset_threshold") {
8449 builder.resto.constr_mult_reset_threshold = v;
8450 }
8451 if let Some(v) = read_num("resto_penalty_parameter") {
8452 builder.resto.resto_penalty_parameter = v;
8453 }
8454 if let Some(v) = read_num("resto_proximity_weight") {
8455 builder.resto.resto_proximity_weight = v;
8456 }
8457 // `required_infeasibility_reduction` (#439) — the κ_resto guard the
8458 // restoration sub-solve exits on. Registered since #191 but the
8459 // value was hardcoded at the callsite, so setting it was a silent
8460 // no-op.
8461 if let Some(v) = read_num("required_infeasibility_reduction") {
8462 builder.resto.required_infeasibility_reduction = v;
8463 }
8464 // gh#483 / #191 round 2: three restoration switches whose fields
8465 // `RestoAlgorithmBuilder` has consumed all along — the read site
8466 // was the only missing piece, so setting them did nothing.
8467 let read_yes = |key: &str| -> Option<bool> {
8468 match self.options.get_string_value(key, "") {
8469 Ok((v, true)) => Some(v.eq_ignore_ascii_case("yes")),
8470 _ => None,
8471 }
8472 };
8473 if let Some(v) = read_yes("evaluate_orig_obj_at_resto_trial") {
8474 builder.resto.evaluate_orig_obj_at_resto_trial = v;
8475 }
8476 if let Some(v) = read_yes("expect_infeasible_problem") {
8477 builder.resto.expect_infeasible_problem = v;
8478 }
8479 if let Some(v) = read_yes("start_with_resto") {
8480 builder.resto.start_with_resto = v;
8481 }
8482 // `max_resto_iter` (#551 / #677) — the cap on *successive*
8483 // restoration iterations. `RestoConvCheckAdapter` has enforced a cap
8484 // all along (returning `MaxIterExceeded` at the limit); the number
8485 // it enforced was a hard-coded constant in `resto_inner_solver.rs`,
8486 // so setting the option did nothing. The consumer's field is
8487 // `maximum_resto_iters`, not the option name — grepping for
8488 // `max_resto_iter` found only the registry (#551 caution 2).
8489 //
8490 // DEFAULT MISMATCH, LEFT AS IT IS ON PURPOSE: the registry declares
8491 // upstream's 3000000, pounce's effective cap is 3000
8492 // (`RestoOptions::default`). `read_int` fires only when the user set
8493 // the key, so an unset `max_resto_iter` still means 3000 and this
8494 // wiring is trajectory-neutral. Adopting upstream's number would let
8495 // restorations pounce currently truncates run on, which is a
8496 // trajectory change and needs its own measurement.
8497 if let Some(v) = read_int("max_resto_iter") {
8498 builder.resto.max_resto_iter = v;
8499 }
8500
8501 // Iteration-output options — consumed by `OrigIterationOutput`.
8502 if let Some(v) = read_int("print_frequency_iter") {
8503 builder.output.print_frequency_iter = v;
8504 }
8505 if let Some(v) = read_num("print_frequency_time") {
8506 builder.output.print_frequency_time = v;
8507 }
8508 if let Ok((v, found)) = self.options.get_bool_value("print_info_string", "") {
8509 if found {
8510 builder.output.print_info_string = v;
8511 }
8512 }
8513 if let Ok((v, found)) = self.options.get_string_value("inf_pr_output", "") {
8514 if found {
8515 builder.output.inf_pr_output_internal = v == "internal";
8516 }
8517 }
8518
8519 // Warm-start options — consumed by `WarmStartIterateInitializer`
8520 // (port of `IpWarmStartIterateInitializer.cpp:RegisterOptions`).
8521 // `warm_start_init_point` is the toggle that picks between the
8522 // default (cold) and warm-start initializers; the remaining
8523 // knobs are baked onto the chosen initializer at build time.
8524 if let Ok((v, found)) = self.options.get_bool_value("warm_start_init_point", "") {
8525 if found {
8526 builder.warm_start_init_point = v;
8527 }
8528 }
8529 if let Some(v) = read_num("warm_start_bound_push") {
8530 builder.warm.bound_push = v;
8531 }
8532 if let Some(v) = read_num("warm_start_bound_frac") {
8533 builder.warm.bound_frac = v;
8534 }
8535 if let Some(v) = read_num("warm_start_slack_bound_push") {
8536 builder.warm.slack_bound_push = v;
8537 }
8538 if let Some(v) = read_num("warm_start_slack_bound_frac") {
8539 builder.warm.slack_bound_frac = v;
8540 }
8541 if let Some(v) = read_num("warm_start_mult_bound_push") {
8542 builder.warm.mult_bound_push = v;
8543 }
8544 if let Some(v) = read_num("warm_start_mult_init_max") {
8545 builder.warm.mult_init_max = v;
8546 }
8547 if let Some(v) = read_num("warm_start_target_mu") {
8548 builder.warm.target_mu = v;
8549 }
8550 // gh#606: residual-adaptive recentering. `warm_start_entire_iterate`
8551 // and `warm_start_same_structure` used to be parsed here into
8552 // fields nothing read; they are refused by
8553 // `unimplemented_options` instead (they name the
8554 // `GetWarmStartIterate` TNLP surface pounce does not expose).
8555 if let Ok((v, found)) = self.options.get_string_value("warm_start_recentering", "") {
8556 if found {
8557 builder.warm.recentering = if v.eq_ignore_ascii_case("none") {
8558 crate::alg_builder::WarmStartRecentering::None
8559 } else {
8560 crate::alg_builder::WarmStartRecentering::Residual
8561 };
8562 }
8563 }
8564
8565 // `DefaultIterateInitializer` knobs — parsed after the Mehrotra
8566 // cascade so explicit user values win
8567 // (mirrors upstream's `SetNumericValueIfUnset` semantics).
8568 if let Some(v) = read_num("bound_push") {
8569 builder.init.bound_push = v;
8570 }
8571 if let Some(v) = read_num("bound_frac") {
8572 builder.init.bound_frac = v;
8573 }
8574 if let Some(v) = read_num("slack_bound_push") {
8575 builder.init.slack_bound_push = v;
8576 }
8577 if let Some(v) = read_num("slack_bound_frac") {
8578 builder.init.slack_bound_frac = v;
8579 }
8580 if let Some(v) = read_num("constr_mult_init_max") {
8581 builder.init.constr_mult_init_max = v;
8582 }
8583 if let Some(v) = read_num("bound_mult_init_val") {
8584 builder.init.bound_mult_init_val = v;
8585 }
8586 if let Ok((v, found)) = self.options.get_string_value("bound_mult_init_method", "") {
8587 if found {
8588 builder.init.bound_mult_init_method = v;
8589 }
8590 }
8591 if let Ok((v, found)) = self
8592 .options
8593 .get_string_value("least_square_init_primal", "")
8594 {
8595 if found {
8596 builder.init.least_square_init_primal = v == "yes";
8597 }
8598 }
8599 builder
8600 }
8601}
8602
8603/// Map the integer `print_level` / `file_print_level` option to the
8604/// matching [`JournalLevel`] variant. Mirrors upstream's
8605/// `static_cast<EJournalLevel>(int_value)` with clamping.
8606/// The eight block dimensions of an iterate, in canonical order
8607/// (x, s, y_c, y_d, z_l, z_u, v_l, v_u). Used to guard the debugger's
8608/// warm-restart install against a structural mismatch between solves.
8609fn iterates_dims(c: &IteratesVector) -> [i32; 8] {
8610 [
8611 c.x.dim(),
8612 c.s.dim(),
8613 c.y_c.dim(),
8614 c.y_d.dim(),
8615 c.z_l.dim(),
8616 c.z_u.dim(),
8617 c.v_l.dim(),
8618 c.v_u.dim(),
8619 ]
8620}
8621
8622fn journal_level_from_int(v: i32) -> JournalLevel {
8623 match v.clamp(0, 12) {
8624 0 => JournalLevel::J_NONE,
8625 1 => JournalLevel::J_ERROR,
8626 2 => JournalLevel::J_STRONGWARNING,
8627 3 => JournalLevel::J_SUMMARY,
8628 4 => JournalLevel::J_WARNING,
8629 5 => JournalLevel::J_ITERSUMMARY,
8630 6 => JournalLevel::J_DETAILED,
8631 7 => JournalLevel::J_MOREDETAILED,
8632 8 => JournalLevel::J_VECTOR,
8633 9 => JournalLevel::J_MOREVECTOR,
8634 10 => JournalLevel::J_MATRIX,
8635 11 => JournalLevel::J_MOREMATRIX,
8636 _ => JournalLevel::J_ALL,
8637 }
8638}
8639
8640/// MA57 backend knobs snapshotted off an `OptionsList`, ready to be
8641/// handed to a backend factory.
8642///
8643/// The type exists — rather than passing `pounce_hsl::Ma57Options`
8644/// directly — so that the factory signature is the same shape whether or
8645/// not the `ma57` cargo feature is on. `pounce-py`, `pounce-cinterface`
8646/// and `pounce-restoration` all call [`default_backend_factory`] and none
8647/// of them can name a `pounce-hsl` type; without the feature this struct
8648/// carries nothing and costs nothing.
8649///
8650/// Build it with [`ma57_config_from_options`]. It is the MA57 half of
8651/// what [`feral_config_from_options`] does for FERAL, and the asymmetry
8652/// between the two was the root cause of gh#825: FERAL's knobs were
8653/// threaded into the factory and MA57's were not, so the factory had
8654/// nothing to give MA57 and called `Ma57SolverInterface::new()` — which
8655/// hard-codes the defaults. Every `ma57_*` option was registered,
8656/// documented, accepted, and then silently discarded.
8657#[derive(Debug, Clone, Default)]
8658pub struct Ma57Config {
8659 #[cfg(feature = "ma57")]
8660 opts: pounce_hsl::Ma57Options,
8661}
8662
8663impl Ma57Config {
8664 /// The wrapped MA57 settings.
8665 #[cfg(feature = "ma57")]
8666 pub fn options(&self) -> &pounce_hsl::Ma57Options {
8667 &self.opts
8668 }
8669}
8670
8671/// Read the `ma57_*` options off `options` under `prefix`, for handing
8672/// to [`default_backend_factory`] / [`default_backend_factory_with_sink`].
8673///
8674/// `prefix` is `""` for the main IPM and `"resto."` for the restoration
8675/// sub-IPM, mirroring upstream's
8676/// `Ma57TSolverInterface::InitializeImpl(options, prefix)`. The
8677/// restoration sub-IPM builds its own backend through its own
8678/// `InnerBackendFactoryFactory` (see
8679/// `pounce_restoration::resto_inner_solver`), so the two really are
8680/// separately configurable — before gh#825 neither was.
8681///
8682/// Without the `ma57` cargo feature this returns an empty config and
8683/// does not touch `options`; nothing downstream can consume MA57
8684/// settings in that build.
8685pub fn ma57_config_from_options(
8686 options: &pounce_common::options_list::OptionsList,
8687 prefix: &str,
8688) -> Ma57Config {
8689 #[cfg(feature = "ma57")]
8690 {
8691 Ma57Config {
8692 opts: pounce_hsl::Ma57Options::from_options_list(options, prefix),
8693 }
8694 }
8695 #[cfg(not(feature = "ma57"))]
8696 {
8697 let _ = (options, prefix);
8698 Ma57Config::default()
8699 }
8700}
8701
8702/// Construct the MA57 backend for a factory, or fall back to FERAL when
8703/// the `ma57` cargo feature is off.
8704///
8705/// Factored out of the two factories below so there is exactly one place
8706/// that decides how an MA57 backend is built from a [`Ma57Config`]. Both
8707/// factories used to inline `Ma57SolverInterface::new()`, and the
8708/// duplication is half of why gh#825 was easy to miss.
8709fn make_ma57_backend(
8710 ma57_cfg: &Ma57Config,
8711 feral_fallback: impl FnOnce() -> Box<dyn SparseSymLinearSolverInterface>,
8712) -> Box<dyn SparseSymLinearSolverInterface> {
8713 #[cfg(feature = "ma57")]
8714 {
8715 let _ = feral_fallback;
8716 Box::new(pounce_hsl::Ma57SolverInterface::with_options(
8717 *ma57_cfg.options(),
8718 ))
8719 }
8720 #[cfg(not(feature = "ma57"))]
8721 {
8722 // ma57 feature not compiled in — fall back to FERAL.
8723 let _ = ma57_cfg;
8724 feral_fallback()
8725 }
8726}
8727
8728/// Default symmetric linear-solver factory, parameterized by the
8729/// pounce-extension FERAL knobs and the `ma57_*` knobs read off the
8730/// application's `OptionsList`.
8731///
8732/// FERAL (pure-Rust) is the shipping default. The HSL MA57 backend is
8733/// available when the `ma57` cargo feature is enabled; without it,
8734/// requesting `linear_solver = ma57` falls back to FERAL with a
8735/// warning printed by the journalist (see [`AlgorithmBuilder`]).
8736///
8737/// Both configs are snapshots, not live views: take them with
8738/// [`feral_config_from_options`] and [`ma57_config_from_options`] at the
8739/// point the application's options are fully populated. The factory is
8740/// called more than once per solve (the main KKT solver and, under
8741/// limited memory, the Hessian-free bypass solver), so each call gets a
8742/// fresh backend built from the same snapshot.
8743pub fn default_backend_factory(
8744 feral_cfg: pounce_feral::FeralConfig,
8745 ma57_cfg: Ma57Config,
8746) -> LinearBackendFactory {
8747 Box::new(
8748 move |choice: LinearSolverChoice| -> Box<dyn SparseSymLinearSolverInterface> {
8749 match choice {
8750 LinearSolverChoice::Feral => Box::new(
8751 pounce_feral::FeralSolverInterface::with_config(feral_cfg.clone()),
8752 ),
8753 LinearSolverChoice::Ma57 => make_ma57_backend(&ma57_cfg, || {
8754 Box::new(pounce_feral::FeralSolverInterface::with_config(
8755 feral_cfg.clone(),
8756 ))
8757 }),
8758 }
8759 },
8760 )
8761}
8762
8763/// Turn a model-space block declaration into the KKT-space labels the block
8764/// solver takes (structured-KKT Phase 5b's mapper, plan §63.6).
8765///
8766/// The KKT is laid out `[x | slacks | equality duals | inequality duals]`, so
8767/// each part inherits a label from what it belongs to:
8768///
8769/// * an `x` column takes its variable's label — skipping variables fixed out
8770/// by `fixed_variable_treatment`, which are not in the KKT at all;
8771/// * a slack and its inequality dual take their constraint's label;
8772/// * an equality dual takes its constraint's label.
8773///
8774/// `var_blocks` / `con_blocks` are in the model's own indexing (`n_full_x`,
8775/// `n_full_g`); negative means shared. Returns the label per KKT index, or an
8776/// error naming the mismatch — the caller then falls back rather than
8777/// mislabel, because a label that is off by one row silently declares a
8778/// structure the matrix does not have.
8779pub fn map_block_structure_to_kkt(
8780 cls: &pounce_nlp::tnlp_adapter::BoundClassification,
8781 var_blocks: &[i32],
8782 con_blocks: &[i32],
8783) -> Result<Vec<i32>, String> {
8784 if var_blocks.len() != cls.n_full_x as usize {
8785 return Err(format!(
8786 "block structure has {} variable labels, the problem has {} variables",
8787 var_blocks.len(),
8788 cls.n_full_x
8789 ));
8790 }
8791 if con_blocks.len() != cls.n_full_g as usize {
8792 return Err(format!(
8793 "block structure has {} constraint labels, the problem has {} constraints",
8794 con_blocks.len(),
8795 cls.n_full_g
8796 ));
8797 }
8798 let n_x = cls.x_not_fixed_map.len();
8799 let n_c = cls.c_map.len();
8800 let n_d = cls.d_map.len();
8801 let mut labels = Vec::with_capacity(n_x + 2 * n_d + n_c);
8802 for &full in &cls.x_not_fixed_map {
8803 labels.push(var_blocks[full as usize]);
8804 }
8805 for &full in &cls.d_map {
8806 labels.push(con_blocks[full as usize]); // slack
8807 }
8808 for &full in &cls.c_map {
8809 labels.push(con_blocks[full as usize]); // equality dual
8810 }
8811 for &full in &cls.d_map {
8812 labels.push(con_blocks[full as usize]); // inequality dual
8813 }
8814 Ok(labels)
8815}
8816
8817/// Sink-aware variant of [`default_backend_factory`]. Identical
8818/// dispatch, but the FERAL backend is constructed with a
8819/// `LinearSolverSummary` sink so [`IpoptApplication`] can read out
8820/// aggregate post-mortem stats (factor counts, fill ratio, extremal
8821/// pivots, final inertia) after the solve returns. MA57 ignores the
8822/// sink — the HSL backend doesn't carry the same instrumentation yet.
8823pub fn default_backend_factory_with_sink(
8824 feral_cfg: pounce_feral::FeralConfig,
8825 ma57_cfg: Ma57Config,
8826 sink: Arc<Mutex<LinearSolverSummary>>,
8827) -> LinearBackendFactory {
8828 Box::new(
8829 move |choice: LinearSolverChoice| -> Box<dyn SparseSymLinearSolverInterface> {
8830 match choice {
8831 LinearSolverChoice::Feral => Box::new(
8832 pounce_feral::FeralSolverInterface::with_config(feral_cfg.clone())
8833 .with_summary_sink(Arc::clone(&sink)),
8834 ),
8835 LinearSolverChoice::Ma57 => make_ma57_backend(&ma57_cfg, || {
8836 Box::new(
8837 pounce_feral::FeralSolverInterface::with_config(feral_cfg.clone())
8838 .with_summary_sink(Arc::clone(&sink)),
8839 )
8840 }),
8841 }
8842 },
8843 )
8844}
8845
8846/// Read the `feral_*` extension options off `options`, falling
8847/// back to the env-var defaults baked into [`pounce_feral::FeralConfig::from_env`]
8848/// for any knob the caller did not set explicitly. The returned
8849/// config is what every default-factory invocation (main IPM and
8850/// restoration sub-IPM) consumes.
8851pub fn feral_config_from_options(
8852 options: &pounce_common::options_list::OptionsList,
8853) -> pounce_feral::FeralConfig {
8854 feral_config_from_options_scoped(options, RefineCarveOut::InteriorPoint)
8855}
8856
8857/// Whether [`feral_config_from_options_scoped`] applies the interior-point
8858/// arm's limited-memory `feral_refine` carve-out.
8859#[derive(Debug, Clone, Copy, PartialEq, Eq)]
8860pub enum RefineCarveOut {
8861 /// Apply it: under `hessian_approximation=limited-memory`, force
8862 /// `refine = false` unless the user said otherwise. This is the shipped
8863 /// interior-point behaviour and what [`feral_config_from_options`] does.
8864 InteriorPoint,
8865 /// Skip it. For arms that do not refine the unreduced system themselves,
8866 /// where the backend loop is the only refinement in the stack.
8867 None,
8868}
8869
8870/// [`feral_config_from_options`] with the limited-memory `refine` carve-out
8871/// made explicit.
8872///
8873/// The carve-out is interior-point-specific in both of its premises, and
8874/// neither holds on the active-set SQP arm. It is justified by
8875/// `PdFullSpaceSolver::compute_residuals` already refining the *unreduced*
8876/// Newton system — the SQP arm has no such host loop, so
8877/// `pounce_qp::factor::LinearSolver` relies on the backend's own refinement
8878/// ("refinement is *implicit* in this layer", that module's docs) and turning
8879/// it off removes refinement from the stack entirely. And it keys off
8880/// `hessian_approximation`, which is not that arm's Hessian selector at all:
8881/// `sqp_hessian` is.
8882///
8883/// Measured, and this is why the parameter exists rather than the SQP path
8884/// just calling the plain function: inheriting the carve-out moved 10 of 97
8885/// fixtures on the sweep's L-BFGS leg under `algorithm=active-set-sqp`, while
8886/// the exact leg did not move at all. Some of that movement looked like a win
8887/// (`mu_fallback_point_floor` MaximumIterationsExceeded/200 ->
8888/// SolveSucceeded/8), but it was a win bought by disabling refinement for a
8889/// reason that does not apply here, and it came with `hs13_bigstart` landing
8890/// on a different point (objective 1 -> 1.0018) and `eigena2` and
8891/// `mpcc_scholtes4_biactive` likewise. Turning refinement off on this arm may
8892/// well be worth measuring on its own merits; it should not arrive as a side
8893/// effect of honouring `linear_solver`.
8894pub fn feral_config_from_options_scoped(
8895 options: &pounce_common::options_list::OptionsList,
8896 carve_out: RefineCarveOut,
8897) -> pounce_feral::FeralConfig {
8898 let mut cfg = pounce_feral::FeralConfig::from_env();
8899 // Tri-state: the `(_, true)` arm only fires when the user set the
8900 // option explicitly. Leaving it unset keeps `cfg.cascade_break` at
8901 // `None`, which inherits FERAL's `NumericParams::default()` (CB on
8902 // as of FERAL Phase B / pounce#55). `Some(false)` explicitly
8903 // disarms (reproduces pre-Phase-B behaviour, surfaces FERAL's
8904 // `DelayBudgetExceeded` on non-root cascade victims).
8905 if let Ok((v, true)) = options.get_bool_value("feral_cascade_break", "") {
8906 cfg.cascade_break = Some(v);
8907 }
8908 if let Ok((v, true)) = options.get_bool_value("feral_fma", "") {
8909 cfg.fma = v;
8910 }
8911 // Not tri-state, and deliberately not: on the limited-memory path
8912 // the IPM's default is the opposite of the library's (gh#710,
8913 // gh#698 obs 5). `FeralConfig` ships `refine = true` because a
8914 // caller that only refines its own system needs the backend loop.
8915 //
8916 // Scoped to limited-memory, because that is where the win was
8917 // measured and where it comes from. Under L-BFGS the Hessian-free
8918 // bypass batches the low-rank SMW correction into one multi-RHS
8919 // back-solve, and the backend loop refines per right-hand side, so
8920 // its cost scales with the memory depth — while what it polishes is
8921 // the *condensed* system, which is not where Waechter-Biegler 3.10
8922 // puts refinement. Turning it off takes `laptime` under
8923 // limited-memory from 1397 s to 394 s.
8924 //
8925 // The same switch is a net loss on the exact path, so it is not
8926 // applied there. It costs `NARX_CFy` 230 iterations (400 -> 630,
8927 // 173 s -> 250 s) to buy back 34 on `laptime` (380 -> 346). And the
8928 // exact path has no rung left to stand in for it: the
8929 // `increase_quality` escalation that once argued for dropping the
8930 // backend loop here proved inert and was itself removed, so with
8931 // `refine` off the host loop in `PdFullSpaceSolver` is the only
8932 // refinement in the stack — and it stops the moment it crosses
8933 // `residual_ratio_max` (1e-10), three orders looser than the ~1e-16
8934 // the backend-refined solves reach.
8935 //
8936 // Tightening that threshold instead is not the fix, and was measured
8937 // rather than assumed: it is chaotic on this corpus, flipping `deb7`
8938 // to `Error_In_Step_Computation` at 1e-12 and swinging
8939 // `pooling_rt2stp` between 107 and 199 iterations across 1e-11 to
8940 // 1e-13. Forcing extra passes via `min_refinement_steps` behaves the
8941 // same way (both fixtures break at 2). Restoring the backend loop is
8942 // trajectory-neutral next to either (`deb7` 146 -> 147,
8943 // `pooling_rt2stp` 107 -> 109).
8944 //
8945 // Ordered env-then-registry-then-option so `POUNCE_FERAL_REFINE`
8946 // still reaches this path and an explicit `feral_refine` still beats
8947 // both.
8948 //
8949 // gh#909: the registry read below takes the value and IGNORES the
8950 // found flag, which is the whole point. Reading it as `Ok((v, true))`
8951 // — the tri-state shape every other option in this function uses —
8952 // consults the user's setting and never the *registered default*, so
8953 // an unset option left `cfg.refine` at `FeralConfig::default()`'s
8954 // `true` while `pounce --print-options` reported the registry's.
8955 // Registered `no`, ran `yes`: the gh#677 shape, one option family
8956 // over. It is fixed by making the registry authoritative here rather
8957 // than by changing what runs — see below for why — so the registered
8958 // default moved to `yes` in the same commit and this read is what
8959 // keeps the two from drifting apart again.
8960 //
8961 // The scoping stays. There is no single default that is right on both
8962 // paths, and this is a two-sided trade of the same shape as
8963 // `feral_increase_quality` above: the option is the lever, and the
8964 // default is a choice rather than a fact. Measured on `e5f5830b`,
8965 // one binary, `feral_refine=no` against the default:
8966 //
8967 // fixture corpus, exact leg: 10 legs move, NO status flips, and
8968 // the net is favourable -- `issue_508_infeasible_gap_1em4`
8969 // 441 -> 245, `square_flowsheet_resto` 54 -> 47 (tot 185 -> 176),
8970 // `issue_508_infeasible_gap_1em2` 114 -> 112, `deb7` 147 -> 146,
8971 // `pooling_rt2stp` 109 -> 107, against one loss
8972 // (`mu_fallback_point_floor` 31 -> 32).
8973 // fixture corpus, lbfgs leg: identical, refine is already off there.
8974 // `NARX_CFy` (Mittelmann): 400 -> 630 iterations, 208.7 s -> 254.2 s.
8975 // `eigena2` final dual infeasibility: 3.43e-10 -> 5.20e-09, both
8976 // inside `tol`, and see `issue_540_eigena2_superlinear_tail.rs`.
8977 // AC-OPF (PGLib), gh#909: 10-18% faster, iteration counts
8978 // unchanged, solution identical to ~13 significant figures.
8979 //
8980 // So the corpus and the AC-OPF benchmarks both prefer `no` and
8981 // `NARX_CFy` pays 57% more iterations for it. Nothing here separates
8982 // those, which is why the default is scoped rather than flipped.
8983 let limited_memory = carve_out == RefineCarveOut::InteriorPoint
8984 && matches!(
8985 options.get_string_value("hessian_approximation", ""),
8986 Ok((ref s, true)) if s == "limited-memory"
8987 );
8988 if std::env::var_os("POUNCE_FERAL_REFINE").is_none() {
8989 // Deliberately `_`, not `true`: see above.
8990 if let Ok((v, _)) = options.get_bool_value("feral_refine", "") {
8991 cfg.refine = v;
8992 }
8993 if limited_memory {
8994 cfg.refine = false;
8995 }
8996 }
8997 // An explicit setting beats both the carve-out and the environment.
8998 if let Ok((v, true)) = options.get_bool_value("feral_refine", "") {
8999 cfg.refine = v;
9000 }
9001 // gh #850: `feral_increase_quality` exists because this rung is a genuine
9002 // two-sided trade, and the option is the lever — the default is left ON,
9003 // which is the 0.11 behaviour.
9004 //
9005 // Ipopt's `IncreaseQuality` contract assumes a *monotone* escalation: MA57
9006 // raises `pivtol` toward `pivtolmax`, strictly more conservative each time,
9007 // so keeping it raised for the rest of the solve can only make the
9008 // factorization safer. FERAL's ladder changes which pivots are taken, which
9009 // is lateral in trajectory terms, and it persists the same way. So it
9010 // reroutes solves, and the reroute goes both ways:
9011 //
9012 // it COSTS two whole solves, both `square_flowsheet_resto`:
9013 // exact Optimal/99 -> RestorationFailed/131 (a second-opinion rung
9014 // rescues it, at 185 iterations total)
9015 // lbfgs Optimal/178 -> 3000 iterations at the cap, rescued by nothing
9016 // it BUYS accuracy where nothing else does:
9017 // `watchdog_trial_is_not_a_divergence_verdict`'s 12-variable model ends
9018 // `SolvedToAcceptableLevel` at obj 3.7e-6 with the rung and at obj 3.42
9019 // against `f* = 0` without it — a wrong-ish answer under a
9020 // success-shaped status, which is worse than an honest failure.
9021 // and it buys iterations on five more fixture-legs (15-25%).
9022 //
9023 // There is no scoping that separates those. Measured with a process-global
9024 // firing cap on `square_flowsheet_resto`: the rung fires twice, once in the
9025 // main solve at iteration 25 and once inside restoration at `76r`, and
9026 // allowing only the first still loses the leg — so declining it just for
9027 // the restoration sub-solve would not help. Nor does a count separate them:
9028 // `deb7` and `square_flowsheet_resto` each fire it exactly twice on their
9029 // exact legs, one gaining 16% of its iterations and the other losing its
9030 // verdict.
9031 //
9032 // So the default stands, and the losing direction now recovers itself:
9033 // `feral_increase_quality_retry` (gh#857) re-solves once with this off when
9034 // a solve that actually escalated ends `Restoration_Failed` or
9035 // `Maximum_Iterations_Exceeded`.
9036 //
9037 // It is a re-solve rather than a *revertible* escalation because the
9038 // revertible one was tried. jkitchin/feral#192 landed as `reset_quality`,
9039 // was plumbed here and instrumented (376 escalations, 376 matching resets
9040 // on one solve), and recovers neither leg at either re-baselining boundary
9041 // -- the harm is the destination, not the duration. See
9042 // `dev-notes/second-opinion-promotions-in-the-sweep.md`.
9043 if let Ok((v, true)) = options.get_bool_value("feral_increase_quality", "") {
9044 cfg.increase_quality = v;
9045 }
9046 // Only consulted when `refine` is on; see `FeralConfig::refine_max_steps`
9047 // (gh#710). Registered as an integer option with lower bound 0, so the
9048 // cast cannot go negative.
9049 if let Ok((v, true)) = options.get_integer_value("feral_refine_steps", "") {
9050 cfg.refine_max_steps = v.max(0) as usize;
9051 }
9052 // Also only consulted when `refine` is on. Registered with lower bound
9053 // 0, and 0 disables the pre-check; see `FeralConfig::refine_target`.
9054 if let Ok((v, true)) = options.get_numeric_value("feral_refine_target", "") {
9055 cfg.refine_target = v.max(0.0);
9056 }
9057 // Explicit static-pivoting opt-in (feral#8 cascade breaker, pounce#254).
9058 // Same tri-state discipline: unset leaves `cfg.static_pivoting` at
9059 // whatever `from_env` resolved (`None` → inherit feral's delayed-pivot
9060 // default), so the default numeric path is unchanged.
9061 if let Ok((v, true)) = options.get_bool_value("feral_static_pivoting", "") {
9062 cfg.static_pivoting = Some(v);
9063 }
9064 if let Ok((v, true)) = options.get_numeric_value("feral_singular_pivot_floor", "") {
9065 cfg.singular_pivot_floor = v;
9066 }
9067 // Explicitly set pins an absolute floor for every dimension (`0`
9068 // disables the trigger); left unset, `None` keeps the dimension-aware
9069 // `n * eps` default (pounce gh#592).
9070 if let Ok((v, true)) = options.get_numeric_value("feral_inertia_pivot_floor", "") {
9071 cfg.inertia_pivot_floor = Some(v);
9072 }
9073 // Number option (not integer): the gate is a u64 and Index is i32, too
9074 // narrow for large flop counts or the u64::MAX reject-all sentinel. The
9075 // lower bound (0.0) rules out negatives; `as u64` then saturates a very
9076 // large finite value to u64::MAX (reject all tree-level parallelism).
9077 if let Ok((v, true)) = options.get_numeric_value("feral_min_par_flops", "") {
9078 cfg.min_par_flops = Some(v as u64);
9079 }
9080 if let Ok((v, true)) = options.get_numeric_value("feral_pivtol", "") {
9081 cfg.pivtol = v;
9082 }
9083 // Only override on explicit set so `from_env` (which itself
9084 // defaults to OrderingMethod::Auto) keeps governing unset cases.
9085 // Unrecognized tags are silently ignored — the registered enum
9086 // restricts inputs at the OptionsList layer.
9087 if let Ok((v, true)) = options.get_string_value("feral_ordering", "") {
9088 if let Some(m) = pounce_feral::parse_ordering_method(&v) {
9089 cfg.ordering = m;
9090 }
9091 }
9092 if let Ok((v, true)) = options.get_string_value("feral_ordering_preprocess", "") {
9093 if let Some(p) = pounce_feral::parse_ordering_preprocess(&v) {
9094 cfg.ordering_preprocess = p;
9095 }
9096 }
9097 // Same explicit-set discipline as `feral_ordering`: `from_env`
9098 // defaults to ScalingStrategy::Auto (FERAL's current default), so
9099 // leaving the option unset preserves existing behaviour exactly.
9100 if let Ok((v, true)) = options.get_string_value("feral_scaling", "") {
9101 if let Some(s) = pounce_feral::parse_scaling_strategy(&v) {
9102 cfg.scaling = s;
9103 }
9104 }
9105 cfg
9106}
9107
9108/// Withdraw a numerical infeasibility verdict the model's own starting point
9109/// disproves.
9110///
9111/// Applied at every site in this file that can return
9112/// `Infeasible_Problem_Detected` from a *numerical* argument — the IPM path's
9113/// restoration / cycle gates, the SQP path's infeasible-subproblem exit, and the
9114/// ℓ₁ wrapper's uncollapsed-slack certificate. Deliberately one gate rather than
9115/// three: the two preceding safeguards in this area (gh #376, gh #380) were each
9116/// added to one path and not its twin, and a hole survived both times.
9117///
9118/// Not applied to a presolve *certificate*
9119/// (`TNLP::presolve_infeasibility_proof`), which carries its own, tighter
9120/// refutation
9121/// (`pounce_presolve::witness_refutes_infeasibility`) and is a proof rather than
9122/// a numerical inference.
9123///
9124/// The replacement is `Error_In_Step_Computation`, the status this codebase
9125/// already uses for "the solve broke down and we are **not** claiming
9126/// infeasibility" — see the `cycle_exit` fallback in
9127/// [`crate::ipopt_alg::IpoptAlgorithm::invoke_restoration`], which picks between
9128/// exactly these two on exactly this question. It maps to AMPL 500, an honest
9129/// failure the caller can see, instead of AMPL 200, a wrong answer they cannot.
9130///
9131/// gh #379.
9132fn withdraw_infeasibility_if_refuted(
9133 tnlp: &Rc<RefCell<dyn TNLP>>,
9134 solver_status: SolverReturn,
9135 lo_inf: Number,
9136 up_inf: Number,
9137 tol: Number,
9138) -> SolverReturn {
9139 if solver_status != SolverReturn::LocalInfeasibility {
9140 return solver_status;
9141 }
9142 // A presolve proof is not a numerical inference; it does its own refutation.
9143 if tnlp.borrow().presolve_infeasibility_proof().is_some() {
9144 return solver_status;
9145 }
9146 match crate::infeasibility_refutation::starting_point_refutes_infeasibility(
9147 tnlp, lo_inf, up_inf, tol,
9148 ) {
9149 Some(w) => {
9150 tracing::debug!(
9151 target: "pounce::application",
9152 "[PN_INFEAS_REFUTED] the model's starting point satisfies every constraint \
9153 (max violation {:.3e}) — withdrawing Infeasible_Problem_Detected",
9154 w.max_violation
9155 );
9156 SolverReturn::ErrorInStepComputation
9157 }
9158 None => solver_status,
9159 }
9160}
9161
9162/// How well a point satisfies the **user's own** rows and bounds.
9163///
9164/// Computed from `g = c(x)` and the inner TNLP's declared bounds, in the
9165/// user's units, with no reference to whatever problem the algorithm
9166/// actually iterated on. That distinction is the whole reason this
9167/// exists: on the ℓ₁ path the IPM converges the *augmented* NLP
9168/// `c(x) − p + n = target`, whose equality rows the slacks satisfy to
9169/// machine precision by construction, and reporting that residual as
9170/// the solve's constraint violation says nothing about `c(x) − target`
9171/// (gh#794 finding P1).
9172struct OriginalSpaceFeasibility {
9173 /// Largest absolute violation of any row or bound, in the user's units.
9174 max_violation: Number,
9175 /// Every row and bound negligible at `tol`, judged scale-relative.
9176 negligible_at_tol: bool,
9177 /// The same at `acceptable_tol`.
9178 negligible_at_acceptable: bool,
9179}
9180
9181/// Measure [`OriginalSpaceFeasibility`] at `x`, given `g = c(x)`.
9182///
9183/// `is_negligible` rather than `!is_significant`, deliberately, and for
9184/// the reason that function's own documentation gives: the question here
9185/// is "did the solve converge well enough to call this point feasible",
9186/// which must never demand more precision than the solver promised, so
9187/// the threshold is clamped at `tol` from below (`tol · max(|scale|, 1)`).
9188/// The refutation path next door asks the opposite question — "is this
9189/// residual real at this row's scale" — and correctly uses the pure
9190/// relative form.
9191///
9192/// Returns `None` when the model cannot be measured (bounds unreadable, a
9193/// non-finite value). `None` means "not measured", never "feasible": the
9194/// caller keeps whatever verdict it already had.
9195fn original_space_feasibility(
9196 tnlp: &Rc<RefCell<dyn TNLP>>,
9197 x: &[Number],
9198 g: &[Number],
9199 lower_bound_inf: Number,
9200 upper_bound_inf: Number,
9201 tol: Number,
9202 acceptable_tol: Number,
9203 constr_viol_tol: Number,
9204 acceptable_constr_viol_tol: Number,
9205 noise_floor_kappa: Number,
9206) -> Option<OriginalSpaceFeasibility> {
9207 use pounce_common::tolerance::is_negligible;
9208
9209 let info = tnlp.borrow_mut().get_nlp_info()?;
9210 let n = info.n.max(0) as usize;
9211 let m = info.m.max(0) as usize;
9212 if x.len() < n || g.len() < m {
9213 return None;
9214 }
9215
9216 let mut x_l = vec![0.0; n];
9217 let mut x_u = vec![0.0; n];
9218 let mut g_l = vec![0.0; m];
9219 let mut g_u = vec![0.0; m];
9220 if !tnlp.borrow_mut().get_bounds_info(BoundsInfo {
9221 x_l: &mut x_l,
9222 x_u: &mut x_u,
9223 g_l: &mut g_l,
9224 g_u: &mut g_u,
9225 }) {
9226 return None;
9227 }
9228
9229 let mut max_violation: Number = 0.0;
9230 let mut ok_tol = true;
9231 let mut ok_acceptable = true;
9232
9233 // Only *finite, present* bounds inform a row's magnitude: letting the
9234 // `±1e19` sentinel set the scale would make every row look satisfied,
9235 // the same trap `infeasibility_refutation` documents.
9236 let present = |b: Number, is_lower: bool| -> Option<Number> {
9237 let absent = if is_lower {
9238 b <= lower_bound_inf
9239 } else {
9240 b >= upper_bound_inf
9241 };
9242 (b.is_finite() && !absent).then_some(b)
9243 };
9244
9245 // Accumulates into `max_violation` / `ok_tol` / `ok_acceptable`; a
9246 // non-positive `viol` means the side is satisfied and contributes
9247 // nothing. Returns nothing — every caller is a statement.
9248 let mut judge = |viol: Number, scale: Number| {
9249 if viol <= 0.0 {
9250 return;
9251 }
9252 max_violation = max_violation.max(viol);
9253 // The scale-relative test alone is not a feasibility standard, and
9254 // on a large-magnitude row it is not even close to one: it accepts
9255 // anything up to `tol · |row|`, which on a row near `1e10` is `1e2`
9256 // at the default `tol`. An adversary probe on this branch built a
9257 // model infeasible by exactly `50` with its row at `1e10` and got
9258 // `Solve_Succeeded` — a *worse* verdict than this branch's own
9259 // parent, which refused the same point (the old `Σ(p+n)` argument
9260 // was crude but absolute). So the wrapper has to judge feasibility
9261 // the way the rest of the solver does.
9262 //
9263 // `OptErrorConvCheck::primal_component_passes` is that standard:
9264 // an absolute `constr_viol <= constr_viol_tol`, with scale-awareness
9265 // supplied by an abstention when every row sits at its own
9266 // floating-point noise floor (gh#528/gh#590) rather than by
9267 // multiplying the tolerance by the row's magnitude. That
9268 // abstention "cannot fabricate a success on a genuinely infeasible
9269 // model: such a model's violation is pinned at its infeasibility
9270 // gap, orders above `eps ·` the row's own magnitude" — which is
9271 // exactly the property `is_negligible` lacks and the probe
9272 // exploited (`50` is `~2e7 ×` this row's floor).
9273 //
9274 // The strict gate's `primal_resolvable` cannot be reused verbatim:
9275 // it is computed by the CQ on the *augmented* NLP, whose rows the
9276 // slacks satisfy to machine precision, so it would abstain always
9277 // and accept everything. The floor is therefore recomputed here on
9278 // the user's own row, from the same `kappa · eps · magnitude` the
9279 // option documents. `primal_noise_floor_kappa = 0` opts out, as it
9280 // does for the strict gate.
9281 //
9282 // Both arms are conjoined rather than substituted: the relative
9283 // test still catches a violation that is small in absolute terms
9284 // but large for its row, which is the gh#794 P1 case itself
9285 // (`ralph1` at `2.5e-7` under a `2.5e-11` tol).
9286 let noise = noise_floor_kappa * Number::EPSILON * scale.abs();
9287 let absolute_ok = |bound: Number| viol <= bound || viol <= noise;
9288 ok_tol &= is_negligible(viol, scale, tol) && absolute_ok(constr_viol_tol);
9289 ok_acceptable &=
9290 is_negligible(viol, scale, acceptable_tol) && absolute_ok(acceptable_constr_viol_tol);
9291 };
9292
9293 for i in 0..m {
9294 let v = g[i];
9295 if !v.is_finite() {
9296 return None;
9297 }
9298 let lo = present(g_l[i], true);
9299 let hi = present(g_u[i], false);
9300 let scale = v
9301 .abs()
9302 .max(lo.map_or(0.0, Number::abs))
9303 .max(hi.map_or(0.0, Number::abs));
9304 judge(lo.map_or(0.0, |b| b - v), scale);
9305 judge(hi.map_or(0.0, |b| v - b), scale);
9306 }
9307 for j in 0..n {
9308 let v = x[j];
9309 if !v.is_finite() {
9310 return None;
9311 }
9312 let lo = present(x_l[j], true);
9313 let hi = present(x_u[j], false);
9314 let scale = v
9315 .abs()
9316 .max(lo.map_or(0.0, Number::abs))
9317 .max(hi.map_or(0.0, Number::abs));
9318 judge(lo.map_or(0.0, |b| b - v), scale);
9319 judge(hi.map_or(0.0, |b| v - b), scale);
9320 }
9321
9322 Some(OriginalSpaceFeasibility {
9323 max_violation,
9324 negligible_at_tol: ok_tol,
9325 negligible_at_acceptable: ok_acceptable,
9326 })
9327}
9328
9329/// Map upstream `SolverReturn` codes to `ApplicationReturnStatus`.
9330/// Mirrors the table in
9331/// `ref/Ipopt/AGENT_REFERENCE/MAIN_LOOP.md` ("exception → SolverReturn
9332/// map") and the corresponding switch in
9333/// `IpIpoptApplication.cpp:call_optimize`.
9334fn solver_return_to_app_status(s: SolverReturn) -> ApplicationReturnStatus {
9335 match s {
9336 SolverReturn::Success => ApplicationReturnStatus::SolveSucceeded,
9337 SolverReturn::StopAtAcceptablePoint => ApplicationReturnStatus::SolvedToAcceptableLevel,
9338 SolverReturn::FeasiblePointFound => ApplicationReturnStatus::FeasiblePointFound,
9339 SolverReturn::MaxiterExceeded => ApplicationReturnStatus::MaximumIterationsExceeded,
9340 SolverReturn::CpuTimeExceeded => ApplicationReturnStatus::MaximumCpuTimeExceeded,
9341 SolverReturn::WallTimeExceeded => ApplicationReturnStatus::MaximumWallTimeExceeded,
9342 SolverReturn::StopAtTinyStep => ApplicationReturnStatus::SearchDirectionBecomesTooSmall,
9343 SolverReturn::LocalInfeasibility => ApplicationReturnStatus::InfeasibleProblemDetected,
9344 SolverReturn::UserRequestedStop => ApplicationReturnStatus::UserRequestedStop,
9345 SolverReturn::DivergingIterates => ApplicationReturnStatus::DivergingIterates,
9346 SolverReturn::RestorationFailure => ApplicationReturnStatus::RestorationFailed,
9347 SolverReturn::ErrorInStepComputation => ApplicationReturnStatus::ErrorInStepComputation,
9348 SolverReturn::InvalidNumberDetected => ApplicationReturnStatus::InvalidNumberDetected,
9349 SolverReturn::TooFewDegreesOfFreedom => ApplicationReturnStatus::NotEnoughDegreesOfFreedom,
9350 SolverReturn::InvalidProblemDefinition => ApplicationReturnStatus::InvalidProblemDefinition,
9351 SolverReturn::InvalidOption => ApplicationReturnStatus::InvalidOption,
9352 SolverReturn::OutOfMemory => ApplicationReturnStatus::InsufficientMemory,
9353 SolverReturn::InternalError | SolverReturn::Unassigned => {
9354 ApplicationReturnStatus::InternalError
9355 }
9356 }
9357}
9358
9359/// Best-effort evaluation of the objective at the algorithm's final
9360/// `x`. Returns the *scaled* objective (`f * obj_scale_factor`); used
9361/// to populate `SolveStatistics::final_scaled_objective`.
9362fn try_eval_curr_f(
9363 nlp: &Rc<RefCell<dyn IpoptNlp>>,
9364 x: &Rc<dyn pounce_linalg::Vector>,
9365) -> Result<Number, ()> {
9366 let mut nlp_mut = nlp.borrow_mut();
9367 Ok(nlp_mut.eval_f(&**x))
9368}
9369
9370/// Trigger predicate for the Phase-3.5 ℓ₁ auto-fallback path. Returns
9371/// `true` when a status warrants a retry through the wrapper. Mirrors
9372/// ripopt#23's trigger set, extended per the audit's Refinement B
9373/// (pounce-side `Not_Enough_Degrees_Of_Freedom` is added because
9374/// pounce's DOF early-exit blocks NE-suffix problems that ripopt's
9375/// equivalent would let pass to the wrapper).
9376fn is_l1_fallback_trigger(status: ApplicationReturnStatus) -> bool {
9377 matches!(
9378 status,
9379 ApplicationReturnStatus::RestorationFailed
9380 | ApplicationReturnStatus::InfeasibleProblemDetected
9381 | ApplicationReturnStatus::SolvedToAcceptableLevel
9382 | ApplicationReturnStatus::MaximumIterationsExceeded
9383 | ApplicationReturnStatus::NotEnoughDegreesOfFreedom
9384 )
9385}
9386
9387/// Forward the final iterate back to the user's `TNLP::finalize_solution`.
9388/// We pull `x` (compressed in `x_var`-space) off the algorithm's
9389/// `data.curr`, lift it back to full TNLP indexing, and pass empty
9390/// multipliers for now (the algorithm's `y_c`, `y_d`, `z_l`, `z_u` are
9391/// in compressed split form — re-assembling them into the user's
9392/// `lambda` / `z_l` / `z_u` is mechanical but lives behind a
9393/// `OrigIpoptNlp::finalize_solution_*` accessor that's still being
9394/// fleshed out). On success returns the unscaled objective evaluated
9395/// on the user TNLP at the final iterate; returns `Err` if the final
9396/// iterate is missing.
9397/// Read a `dyn Vector`'s entries. Empty for a non-dense backing; POUNCE is
9398/// dense-only, so that is defensive rather than a supported case.
9399/// `constr_viol_tol`, `dual_inf_tol` and `compl_inf_tol`, as the user set
9400/// them (unscaled).
9401struct UserTolerances {
9402 constr_viol: Number,
9403 dual_inf: Number,
9404 compl_inf: Number,
9405}
9406
9407/// Whether a crossed-over point meets the user's tolerances in user units on
9408/// the model as declared (gh#1054).
9409///
9410/// Crossover's own acceptance reads the SQP's residuals, which live in the
9411/// scaled space. That is the right space for the never-regress comparison
9412/// against the interior iterate, and the wrong one for "is this a solution of
9413/// the user's problem": gradient-based scaling sized a row at a start point
9414/// with `x₀ = 1e4`, and at `x = (2, 0)` a violation of `1` read `3.3e-7` —
9415/// under every scaled tolerance, so `hs13_bigstart` came back
9416/// `Solve_Succeeded` at an infeasible point with every printed residual `0`.
9417/// The interior-point verdict is gated in user units (pounce#173); a point
9418/// that replaces it is held to the same gate. Stationarity and
9419/// complementarity unscale by `|df|`, as the calculated quantities do.
9420fn meets_user_tolerances(
9421 nlp_handle: &Rc<RefCell<dyn IpoptNlp>>,
9422 res: &crate::sqp::SqpResult,
9423 report: &crate::crossover::CrossoverReport,
9424 tols: &UserTolerances,
9425) -> bool {
9426 let adapter = crate::sqp::IpoptNlpAdapter::new_with_declared_bounds(Rc::clone(nlp_handle));
9427 let (rows, bx) = adapter.declared_violation(&res.x);
9428 let df = adapter.obj_scale();
9429 let dual = res.final_stationarity / df;
9430 let compl = report.compl_after / df;
9431 let ok = rows <= tols.constr_viol
9432 && bx.unwrap_or(0.0) <= tols.constr_viol
9433 && dual <= tols.dual_inf
9434 && (compl.is_nan() || compl <= tols.compl_inf);
9435 if !ok {
9436 tracing::debug!(
9437 target: "pounce::crossover",
9438 "crossed-over point fails the user tolerances: rows {rows:.2e}, box {bx:?}, \
9439 dual {dual:.2e}, compl {compl:.2e}"
9440 );
9441 }
9442 ok
9443}
9444
9445/// The converged-or-not interior iterate `curr` as a crossover seed, in the
9446/// algorithm's compressed / scaled space. The SQP adapter presents that same
9447/// space, so nothing is translated beyond repacking the bound duals:
9448/// `λ_x = z_l − z_u`.
9449fn crossover_seed(
9450 nlp_handle: &Rc<RefCell<dyn IpoptNlp>>,
9451 curr: &crate::iterates_vector::IteratesVector,
9452) -> crate::crossover::CrossoverSeed {
9453 crate::crossover::CrossoverSeed {
9454 x: dense_values(&*curr.x),
9455 lambda_g: {
9456 let mut v = dense_values(&*curr.y_c);
9457 v.extend(dense_values(&*curr.y_d));
9458 v
9459 },
9460 lambda_x: crate::sqp::ipopt_adapter::pack_bound_multipliers(
9461 nlp_handle,
9462 &dense_values(&*curr.z_l),
9463 &dense_values(&*curr.z_u),
9464 ),
9465 }
9466}
9467
9468/// An accepted crossover result as an interior-point iterate.
9469///
9470/// All eight components have to move together: leaving `s`, `v_l` or `v_u`
9471/// describing the interior point while `x` and the duals describe the
9472/// crossed-over one would make the calculated quantities read off an iterate
9473/// that never existed, and the residuals reported to the user would be
9474/// neither point's. The slack relations are the barrier problem's own —
9475/// `s = d(x)` and `v_l − v_u = −y_d`. `None` (with a warning) when the result
9476/// does not fit the iterate's vectors.
9477fn crossover_iterate(
9478 nlp_handle: &Rc<RefCell<dyn IpoptNlp>>,
9479 curr: &crate::iterates_vector::IteratesVector,
9480 res: &crate::sqp::SqpResult,
9481) -> Option<crate::iterates_vector::IteratesVector> {
9482 let (m_c, m_d) = {
9483 let b = nlp_handle.borrow();
9484 (b.m_eq() as usize, b.m_ineq() as usize)
9485 };
9486 let y_c = &res.lambda_g[..m_c];
9487 let y_d = &res.lambda_g[m_c..];
9488 // `s = d(x)`: the adapter's combined constraint vector is `[c ; d]`,
9489 // so the inequality block is its tail.
9490 let mut adapter = crate::sqp::IpoptNlpAdapter::new(Rc::clone(nlp_handle));
9491 let c_all = crate::sqp::SqpProblemSpec::eval_c(&mut adapter, &res.x);
9492 let s_new = &c_all[m_c..];
9493 debug_assert_eq!(s_new.len(), m_d);
9494 let (z_l, z_u) = crate::sqp::ipopt_adapter::split_bound_multipliers(nlp_handle, &res.lambda_x);
9495 let (v_l, v_u) = crate::sqp::ipopt_adapter::split_slack_multipliers(nlp_handle, y_d);
9496
9497 let mut out = curr.deep_copy();
9498 let ok = set_dense(&mut *out.x, &res.x)
9499 && set_dense(&mut *out.s, s_new)
9500 && set_dense(&mut *out.y_c, y_c)
9501 && set_dense(&mut *out.y_d, y_d)
9502 && set_dense(&mut *out.z_l, &z_l)
9503 && set_dense(&mut *out.z_u, &z_u)
9504 && set_dense(&mut *out.v_l, &v_l)
9505 && set_dense(&mut *out.v_u, &v_u);
9506 if !ok {
9507 // A non-dense backing or a length mismatch. POUNCE is dense-only,
9508 // so this is defensive — but a partially-written iterate is worse
9509 // than no crossover at all, so bail without touching `curr`.
9510 tracing::warn!(
9511 target: "pounce::crossover",
9512 "crossover result did not fit the iterate; keeping the interior point"
9513 );
9514 return None;
9515 }
9516 Some(out.freeze())
9517}
9518
9519fn dense_values(v: &dyn pounce_linalg::Vector) -> Vec<Number> {
9520 v.as_any()
9521 .downcast_ref::<pounce_linalg::dense_vector::DenseVector>()
9522 .map(|d| d.expanded_values())
9523 .unwrap_or_default()
9524}
9525
9526/// Overwrite a `dyn Vector`'s entries. Returns false — writing nothing —
9527/// when the backing is not dense or the lengths disagree, so a caller
9528/// updating several components together can abandon the whole update rather
9529/// than leave a half-written iterate.
9530fn set_dense(v: &mut dyn pounce_linalg::Vector, vals: &[Number]) -> bool {
9531 match v
9532 .as_any_mut()
9533 .downcast_mut::<pounce_linalg::dense_vector::DenseVector>()
9534 {
9535 Some(d) if pounce_linalg::Vector::dim(d) as usize == vals.len() => {
9536 d.set_values(vals);
9537 true
9538 }
9539 _ => false,
9540 }
9541}
9542
9543/// An owned copy of a [`Solution`] payload already delivered to the user's
9544/// TNLP, enough to deliver it again.
9545///
9546/// Exists because a losing second-opinion retry has to be undoable. The status
9547/// a retry earns is already floored — `run_with_mu_strategy_fallback` returns
9548/// `first_status` unless the retry promotes — but the *point* was not, and the
9549/// user consumes the point. See that function for what went wrong without this.
9550#[derive(Debug, Clone)]
9551struct FinalizeSnapshot {
9552 status: SolverReturn,
9553 x: Vec<Number>,
9554 z_l: Vec<Number>,
9555 z_u: Vec<Number>,
9556 g: Vec<Number>,
9557 lambda: Vec<Number>,
9558 obj_value: Number,
9559 /// The `on_converged` firing of the attempt that produced this payload,
9560 /// `None` if the hook did not fire for it. Travels with the payload, so a
9561 /// floor replay brings the matching firing back with the answer.
9562 on_converged_id: Option<u64>,
9563}
9564
9565/// The option-table overrides (and the box flag) one retry applies for its
9566/// own solve, put back when the scope ends -- on **every** exit, unwinding
9567/// included.
9568///
9569/// The retries used to restore by hand after `optimize_constrained`
9570/// returned, so a panic inside it left the overrides in place. That is not
9571/// hypothetical for an embedder: `pounce-cinterface`'s `ffi_guard` catches the
9572/// panic and keeps the `IpoptApplication`, so the next `IpoptSolve` on that
9573/// handle ran with the scale audit's `max_iter` (`3x` the base solve's),
9574/// `obj_scaling_factor` multiplied by `k`, a CPU / wall budget shrunk to what
9575/// the audited run had left -- and, since gh#983's declared-box fix, the
9576/// variable box un-widened.
9577///
9578/// Derefs to the application, so the retry runs *through* the scope:
9579/// `scope.optimize_constrained(..)`. Each entry is restored with
9580/// [`OptionsList::restore_entry`], i.e. exactly as it stood, absence as
9581/// absence.
9582///
9583/// `on_unwind_only` is for the two retries (μ-strategy fallback, gh#884)
9584/// whose normal-path restore is deliberately *not* "as it stood" -- both
9585/// write the resolved value back with `found = true` -- and whose behaviour
9586/// on that path this guard must not change: there it only covers the unwind.
9587struct RetryOptionScope<'a> {
9588 app: &'a mut IpoptApplication,
9589 saved: Vec<(
9590 &'static str,
9591 pounce_common::options_list::OptionEntrySnapshot,
9592 )>,
9593 on_unwind_only: bool,
9594}
9595
9596impl<'a> RetryOptionScope<'a> {
9597 fn enter(app: &'a mut IpoptApplication, tags: &[&'static str], on_unwind_only: bool) -> Self {
9598 let saved = tags
9599 .iter()
9600 .map(|&t| (t, app.options.snapshot_entry(t)))
9601 .collect();
9602 Self {
9603 app,
9604 saved,
9605 on_unwind_only,
9606 }
9607 }
9608}
9609
9610impl std::ops::Deref for RetryOptionScope<'_> {
9611 type Target = IpoptApplication;
9612 fn deref(&self) -> &IpoptApplication {
9613 self.app
9614 }
9615}
9616
9617impl std::ops::DerefMut for RetryOptionScope<'_> {
9618 fn deref_mut(&mut self) -> &mut IpoptApplication {
9619 self.app
9620 }
9621}
9622
9623impl Drop for RetryOptionScope<'_> {
9624 fn drop(&mut self) {
9625 if self.on_unwind_only && !std::thread::panicking() {
9626 return;
9627 }
9628 for (tag, snap) in self.saved.drain(..) {
9629 self.app.options.restore_entry(tag, snap);
9630 }
9631 self.app.retry_keeps_declared_box.set(false);
9632 }
9633}
9634
9635/// The `final_*` half of [`SolveStatistics`] — the numbers that describe the
9636/// answer and the certificate attached to it.
9637///
9638/// Deliberately **not** the whole struct. `SolveStatistics` mixes two kinds of
9639/// number and they float back differently when a second-opinion retry loses:
9640///
9641/// * the `final_*` fields describe *the point being reported*, so they have to
9642/// agree with the status reported beside them. A `Solved_To_Acceptable_Level`
9643/// carrying a `final_kkt_error` two orders above `acceptable_tol` is
9644/// self-contradictory, and that is pounce#870.
9645/// * the wall clock (`total_wallclock_time_secs`) and the cumulative
9646/// dual-divergence flags describe *what the invocation did*: both attempts
9647/// really ran, so rewinding them would under-report the work actually
9648/// spent.
9649///
9650/// Everything else a solve report reads beside the final residuals describes
9651/// the *run that produced the returned point* (gh#983 item 5): the iteration
9652/// count and rows, the evaluation counts, the restoration tallies and
9653/// `quality_escalations`. Before that fix `deb7` at `max_iter=100` reported the
9654/// declined retry's 100 iterations beside the first attempt's objective and
9655/// point, and `eigenb2` (limited memory) 86 objective evaluations beside the
9656/// first attempt's 47 iterations and 159 evaluations. The first attempt's own
9657/// counts (`deb7`: 84 outer + 32 restoration = 116) are the ones that belong
9658/// with its point. The console's per-attempt summaries still show each
9659/// attempt's own tally.
9660///
9661/// So the certificate and the run it came from are floored together; only the
9662/// wall clock is the invocation's.
9663#[derive(Debug, Clone)]
9664struct SolutionCertificate {
9665 objective: Number,
9666 scaled_objective: Number,
9667 dual_inf: Number,
9668 constr_viol: Number,
9669 compl: Number,
9670 kkt_error: Number,
9671 unscaled_dual_inf: Number,
9672 unscaled_constr_viol: Number,
9673 unscaled_compl: Number,
9674 unscaled_kkt_error: Number,
9675 kkt_error_above_noise: Number,
9676 mu: Number,
9677 /// How far the attempt's point sits outside the model as declared --
9678 /// rows and box. Both are read off the statistics beside the residuals
9679 /// above, and both describe the *point*; leaving them out meant a
9680 /// declined retry's measurement was reported beside the base attempt's
9681 /// point (`Variable bound violation` and `final_declared_box_viol` naming
9682 /// the discarded re-solve's `9.9e-9` next to a point that sits inside
9683 /// its box).
9684 declared_constr_viol: Number,
9685 declared_box_viol: Number,
9686 /// gh#983 item 5: the iteration count and per-iteration rows of the
9687 /// attempt being floored. A solve report reads both from the statistics,
9688 /// so restoring the certificate without them left a report whose
9689 /// numbers describe the returned point and whose iteration table
9690 /// describes the declined retry.
9691 iteration_count: Index,
9692 iterations: Vec<pounce_nlp::solve_statistics::IterRecord>,
9693 /// The per-run evaluation and restoration tallies of the attempt, for the
9694 /// same reason as the iteration table: they are read off the statistics
9695 /// beside the final residuals, and a declined retry used to leave its own
9696 /// (`eigenb2` limited-memory: 86 objective evaluations reported beside the
9697 /// base attempt's 47 iterations and 159 evaluations).
9698 evals: [Index; 5],
9699 restoration: (Index, Index, Index, Number),
9700 quality_escalations: Index,
9701 /// gh#983: the scale the stationarity residual is judged against, the
9702 /// objective scale the run ended with, and the warnings raised about the
9703 /// attempt. All three describe the *point being reported*.
9704 unscaled_dual_scale: Number,
9705 obj_scaling_factor: Number,
9706 total_obj_scaling_factor: Number,
9707 start_obj_grad_max: Number,
9708 warnings: Vec<String>,
9709 /// gh#983 review item 3: the detector's verdict on this run alone.
9710 returned_run_signature: bool,
9711}
9712
9713impl SolutionCertificate {
9714 fn of(s: &pounce_nlp::solve_statistics::SolveStatistics) -> Self {
9715 Self {
9716 objective: s.final_objective,
9717 scaled_objective: s.final_scaled_objective,
9718 dual_inf: s.final_dual_inf,
9719 constr_viol: s.final_constr_viol,
9720 compl: s.final_compl,
9721 kkt_error: s.final_kkt_error,
9722 unscaled_dual_inf: s.final_unscaled_dual_inf,
9723 unscaled_constr_viol: s.final_unscaled_constr_viol,
9724 unscaled_compl: s.final_unscaled_compl,
9725 unscaled_kkt_error: s.final_unscaled_kkt_error,
9726 kkt_error_above_noise: s.final_kkt_error_above_noise,
9727 mu: s.final_mu,
9728 declared_constr_viol: s.final_declared_constr_viol,
9729 declared_box_viol: s.final_declared_box_viol,
9730 iteration_count: s.iteration_count,
9731 iterations: s.iterations.clone(),
9732 evals: [
9733 s.num_obj_evals,
9734 s.num_constr_evals,
9735 s.num_obj_grad_evals,
9736 s.num_constr_jac_evals,
9737 s.num_hess_evals,
9738 ],
9739 restoration: (
9740 s.restoration_calls,
9741 s.restoration_inner_iters,
9742 s.restoration_outer_iters,
9743 s.restoration_wall_secs,
9744 ),
9745 quality_escalations: s.quality_escalations,
9746 unscaled_dual_scale: s.final_unscaled_dual_scale,
9747 obj_scaling_factor: s.final_obj_scaling_factor,
9748 total_obj_scaling_factor: s.final_total_obj_scaling_factor,
9749 start_obj_grad_max: s.start_obj_grad_max,
9750 warnings: s.warnings.clone(),
9751 returned_run_signature: s.returned_run_dual_divergence_signature,
9752 }
9753 }
9754
9755 fn restore_into(&self, s: &mut pounce_nlp::solve_statistics::SolveStatistics) {
9756 s.final_objective = self.objective;
9757 s.final_scaled_objective = self.scaled_objective;
9758 s.final_dual_inf = self.dual_inf;
9759 s.final_constr_viol = self.constr_viol;
9760 s.final_compl = self.compl;
9761 s.final_kkt_error = self.kkt_error;
9762 s.final_unscaled_dual_inf = self.unscaled_dual_inf;
9763 s.final_unscaled_constr_viol = self.unscaled_constr_viol;
9764 s.final_unscaled_compl = self.unscaled_compl;
9765 s.final_unscaled_kkt_error = self.unscaled_kkt_error;
9766 s.final_kkt_error_above_noise = self.kkt_error_above_noise;
9767 s.final_mu = self.mu;
9768 s.final_declared_constr_viol = self.declared_constr_viol;
9769 s.final_declared_box_viol = self.declared_box_viol;
9770 s.iteration_count = self.iteration_count;
9771 s.iterations = self.iterations.clone();
9772 s.num_obj_evals = self.evals[0];
9773 s.num_constr_evals = self.evals[1];
9774 s.num_obj_grad_evals = self.evals[2];
9775 s.num_constr_jac_evals = self.evals[3];
9776 s.num_hess_evals = self.evals[4];
9777 s.restoration_calls = self.restoration.0;
9778 s.restoration_inner_iters = self.restoration.1;
9779 s.restoration_outer_iters = self.restoration.2;
9780 s.restoration_wall_secs = self.restoration.3;
9781 s.quality_escalations = self.quality_escalations;
9782 s.final_unscaled_dual_scale = self.unscaled_dual_scale;
9783 s.final_obj_scaling_factor = self.obj_scaling_factor;
9784 s.final_total_obj_scaling_factor = self.total_obj_scaling_factor;
9785 s.start_obj_grad_max = self.start_obj_grad_max;
9786 s.warnings = self.warnings.clone();
9787 s.returned_run_dual_divergence_signature = self.returned_run_signature;
9788 }
9789}
9790
9791impl FinalizeSnapshot {
9792 /// Re-deliver this payload to `tnlp`, overwriting whatever a later attempt
9793 /// captured there.
9794 fn replay(&self, tnlp: &Rc<RefCell<dyn TNLP>>) {
9795 tnlp.borrow_mut().finalize_solution(
9796 Solution {
9797 status: self.status,
9798 x: &self.x,
9799 z_l: &self.z_l,
9800 z_u: &self.z_u,
9801 g: &self.g,
9802 lambda: &self.lambda,
9803 obj_value: self.obj_value,
9804 },
9805 &TnlpIpoptData::default(),
9806 &TnlpIpoptCq::default(),
9807 );
9808 }
9809}
9810
9811fn finalize_via_orig_nlp(
9812 nlp: &Rc<RefCell<dyn IpoptNlp>>,
9813 alg: &IpoptAlgorithm,
9814 solver_status: SolverReturn,
9815 _app_status: ApplicationReturnStatus,
9816 tnlp: &Rc<RefCell<dyn TNLP>>,
9817 sink: &RefCell<Option<FinalizeSnapshot>>,
9818 fixed_var_duals: bool,
9819) -> Result<Number, ()> {
9820 let curr = alg.data.borrow().curr.clone().ok_or(())?;
9821 // Lift compressed x_var → full-x (length `info.n`) so the user
9822 // TNLP receives the same shape it provided. With `make_parameter`
9823 // the fixed components are spliced back in by the IpoptNlp.
9824 let nlp_borrow = nlp.borrow();
9825 // `finalize_solution_x`, not `lift_x_to_full`: the reported point also
9826 // owes the user the `honor_original_bounds` projection. `f` and `g`
9827 // below are then evaluated at the point actually reported, so x/f/g
9828 // agree with each other.
9829 let x_vec: Vec<Number> = nlp_borrow.finalize_solution_x(&*curr.x);
9830 let info = tnlp.borrow_mut().get_nlp_info().ok_or(())?;
9831 let n = info.n as usize;
9832 let m = info.m as usize;
9833 debug_assert_eq!(x_vec.len(), n);
9834 // Lift algorithm-side multipliers back into user-space (pounce#11).
9835 // Use the `finalize_solution_*` family (not the `pack_*` family): the
9836 // final solution duals must be reported in the user's *unscaled-
9837 // Lagrangian* convention `∇f + λ·∇g + z = 0`, which divides out the
9838 // `obj_scale_factor` the algorithm threads through `eval_h`. The `pack_*`
9839 // family deliberately omits that division because it feeds the scaled
9840 // `eval_h`; calling it here left every dual scaled by `obj_scale_factor`
9841 // whenever gradient-based scaling triggered (pounce#11 F1).
9842 // Backends without overrides return empty; fall back to zero stubs so the
9843 // user sees a length-consistent vector.
9844 let mut z_l = nlp_borrow.finalize_solution_z_l(&*curr.z_l);
9845 if z_l.is_empty() {
9846 z_l = vec![0.0; n];
9847 }
9848 let mut z_u = nlp_borrow.finalize_solution_z_u(&*curr.z_u);
9849 if z_u.is_empty() {
9850 z_u = vec![0.0; n];
9851 }
9852 let mut lambda = nlp_borrow.finalize_solution_lambda(&*curr.y_c, &*curr.y_d);
9853 if lambda.is_empty() {
9854 lambda = vec![0.0; m];
9855 }
9856 if fixed_var_duals {
9857 nlp_borrow.complete_fixed_var_bound_multipliers(&x_vec, &lambda, &mut z_l, &mut z_u);
9858 }
9859 drop(nlp_borrow);
9860 // Compute g(x) via the user TNLP so the final residual is
9861 // populated for the user.
9862 let mut g_final = vec![0.0; m];
9863 let _ = tnlp.borrow_mut().eval_g(&x_vec, true, &mut g_final);
9864 let f_final = tnlp
9865 .borrow_mut()
9866 .eval_f(&x_vec, true)
9867 .unwrap_or(Number::NAN);
9868 let snap = FinalizeSnapshot {
9869 status: solver_status,
9870 x: x_vec,
9871 z_l,
9872 z_u,
9873 g: g_final,
9874 lambda,
9875 obj_value: f_final,
9876 on_converged_id: alg.data.borrow().on_converged_id,
9877 };
9878 snap.replay(tnlp);
9879 *sink.borrow_mut() = Some(snap);
9880 Ok(f_final)
9881}
9882
9883/// Bind SQP suboptions registered in `upstream_options.rs`
9884/// (`sqp_globalization`, `sqp_hessian`, `sqp_max_iter`, `sqp_tol`,
9885/// `sqp_constr_viol_tol`, `sqp_dual_inf_tol`, `sqp_l1_penalty`,
9886/// `sqp_bt_reduction`, `sqp_bt_min_alpha`, `sqp_print_level`,
9887/// `sqp_lbfgs_max_history`) onto
9888/// `opts`. Used by [`IpoptApplication::algorithm_builder_snapshot`]
9889/// before constructing an SQP algorithm.
9890fn apply_sqp_options(options: &OptionsList, opts: &mut crate::sqp::SqpOptions) {
9891 use crate::sqp::{SqpGlobalization, SqpHessianSource};
9892
9893 if let Ok((s, true)) = options.get_string_value("sqp_globalization", "") {
9894 opts.globalization = match s.as_str() {
9895 "filter" => SqpGlobalization::Filter,
9896 "l1-elastic" => SqpGlobalization::L1Elastic,
9897 _ => opts.globalization,
9898 };
9899 }
9900 // `hessian_approximation` is the upstream Ipopt option a frontend sets
9901 // when the caller supplies no second derivatives -- `pounce.minimize` does
9902 // it automatically, and warns that it is doing so. It was only ever read
9903 // on the IPM path, so an SQP solve ignored it and fell back to the
9904 // `Exact` default, asking the NLP for a Lagrangian Hessian that was never
9905 // provided. A zero Hessian turns the QP subproblem into an LP, which is
9906 // unbounded whenever the objective gradient has a component in the null
9907 // space of the active constraints -- so the solve died with
9908 // `Internal_Error` on problems the IPM handles without complaint:
9909 //
9910 // min (x0-3)^2 + (x1-2)^2 s.t. 4 - x0 - x1 >= 0
9911 //
9912 // (IPM: x = [2.5, 1.5]. Active-set SQP before this: Internal_Error, or
9913 // with variable bounds, a run to the box corner along the null-space
9914 // direction.)
9915 //
9916 // The quasi-Newton source picked here is the *dense Powell-damped BFGS*,
9917 // not the limited-memory one, even though the requesting option is spelled
9918 // `limited-memory`. On this active-set-SQP path L-BFGS buys nothing: its
9919 // `as_triplet` materializes a full dense `n×n` Hessian for the QP
9920 // subproblem exactly as `DampedBfgs` does (the matrix-free product
9921 // interface that would make L-BFGS cheaper is not implemented yet), and it
9922 // is markedly less robust -- it stalls with
9923 // `Search_Direction_Becomes_Too_Small` (or reports the QP subproblem
9924 // `unbounded`) on easy, well-conditioned convex QPs whenever a general
9925 // inequality is active at the optimum, returning `success=False` with a
9926 // wrong `x` (issue #358). `DampedBfgs` solves those. So the automatic
9927 // approximation the facade injects when no analytic Hessian is available
9928 // maps to the robust dense update; a caller who genuinely wants
9929 // limited-memory storage can still request it explicitly with
9930 // `sqp_hessian = "lbfgs"` below (read after this, so it wins).
9931 //
9932 // ...up to `sqp_dense_hessian_max_n` variables (gh#1054). Above that the
9933 // dense update is not a robust choice but an impossible one -- `n²`
9934 // storage, and every QP factorization dense -- so `QuasiNewtonAuto`
9935 // resolves per solve, from the model's `n`, to L-BFGS in the lifted
9936 // low-rank form that keeps the QP sparse. The paragraph above still
9937 // governs every model at or below the ceiling.
9938 //
9939 // Read this before `sqp_hessian` so an explicit setting still wins.
9940 if let Ok((s, true)) = options.get_string_value("hessian_approximation", "") {
9941 if s == "limited-memory" {
9942 opts.hessian = SqpHessianSource::QuasiNewtonAuto;
9943 }
9944 }
9945 if let Ok((s, true)) = options.get_string_value("sqp_hessian", "") {
9946 opts.hessian = match s.as_str() {
9947 "exact" => SqpHessianSource::Exact,
9948 "damped-bfgs" => SqpHessianSource::DampedBfgs,
9949 "lbfgs" => SqpHessianSource::Lbfgs,
9950 _ => opts.hessian,
9951 };
9952 }
9953 if let Ok((v, true)) = options.get_integer_value("sqp_max_iter", "") {
9954 if v >= 0 {
9955 opts.max_iter = v as u32;
9956 }
9957 }
9958 if let Ok((v, true)) = options.get_numeric_value("sqp_tol", "") {
9959 opts.tol = v;
9960 }
9961 if let Ok((v, true)) = options.get_numeric_value("sqp_constr_viol_tol", "") {
9962 opts.constr_viol_tol = v;
9963 }
9964 if let Ok((v, true)) = options.get_numeric_value("sqp_dual_inf_tol", "") {
9965 opts.dual_inf_tol = v;
9966 }
9967 if let Ok((v, true)) = options.get_numeric_value("sqp_l1_penalty", "") {
9968 opts.l1_penalty = v;
9969 }
9970 if let Ok((v, true)) = options.get_numeric_value("sqp_l1_penalty_safety", "") {
9971 opts.l1_penalty_safety = v;
9972 }
9973 if let Ok((v, true)) = options.get_numeric_value("sqp_l1_penalty_max", "") {
9974 opts.l1_penalty_max = v;
9975 }
9976 if let Ok((v, true)) = options.get_numeric_value("sqp_bt_reduction", "") {
9977 opts.bt_reduction = v;
9978 }
9979 if let Ok((v, true)) = options.get_numeric_value("sqp_bt_min_alpha", "") {
9980 opts.bt_min_alpha = v;
9981 }
9982 if let Ok((v, true)) = options.get_integer_value("sqp_print_level", "") {
9983 opts.print_level = v.clamp(0, u8::MAX as i32) as u8;
9984 }
9985 if let Ok((v, true)) = options.get_integer_value("sqp_lbfgs_max_history", "") {
9986 if v >= 1 {
9987 opts.lbfgs_max_history = v as u32;
9988 }
9989 }
9990 // An explicit `sqp_qp_use_schur_updates` is the caller's choice and goes
9991 // to the QP options as given (`apply_qp_subproblem_options`); only an
9992 // unset one is left to the size rule.
9993 if let Ok((_, true)) = options.get_string_value("sqp_qp_use_schur_updates", "") {
9994 opts.qp_schur_min_dim = None;
9995 }
9996 if let Ok((v, true)) = options.get_integer_value("sqp_dense_hessian_max_n", "") {
9997 opts.dense_hessian_max_n = usize::try_from(v).unwrap_or(0);
9998 }
9999}
10000
10001/// Populate the active-set SQP **QP-subproblem** options
10002/// ([`pounce_qp::QpOptions`]) from the `sqp_qp_*` option family.
10003///
10004/// Sister to [`apply_sqp_options`], which handles the SQP *outer-loop*
10005/// options ([`crate::sqp::SqpOptions`]); this one feeds the inner QP
10006/// solver that `SqpAlgorithm` delegates each subproblem to. Consulted
10007/// only on the `ActiveSetSqp` path. Each knob is forwarded only when
10008/// the user explicitly set it, so the `pounce_qp` defaults stand
10009/// otherwise.
10010///
10011/// The reading itself is [`pounce_qp::ActiveSetOverrides`], shared with
10012/// `pounce_convex`'s direct active-set driver, which overlays the same
10013/// eight names onto the same `QpOptions` type. This function had its own
10014/// copy until then, and the two had drifted: this one silently ignored a
10015/// `sqp_qp_max_iter` of 0 and an unknown `sqp_qp_anti_cycling` value where
10016/// the other rejected them. Neither divergence was reachable — the
10017/// registry bounds `sqp_qp_max_iter` at 1 and restricts `anti_cycling` to
10018/// three values — but two readers of one option family is how a
10019/// reachable one starts.
10020fn apply_qp_subproblem_options(options: &OptionsList, opts: &mut pounce_qp::QpOptions) {
10021 match pounce_qp::ActiveSetOverrides::try_from_options_list(options) {
10022 Ok(overrides) => overrides.apply(opts),
10023 // Unreachable from here: this runs after `initialize()`, so every
10024 // value present has already been validated against the registered
10025 // bound that the reader re-checks. Say so out loud anyway rather
10026 // than solving with a configuration the user did not ask for —
10027 // silently dropping the whole family is exactly the failure mode
10028 // `tests/no_silent_options.rs` exists to prevent.
10029 Err(error) => tracing::error!(
10030 target: "pounce::options",
10031 %error,
10032 "sqp_qp_* options were rejected after the registry accepted them; \
10033 the QP subproblem is running on pounce-qp defaults"
10034 ),
10035 }
10036}
10037
10038/// The TNLP's own starting point as an SQP warm start, in algorithm space,
10039/// through the projections the IPM's warm initializer reads
10040/// (`prepare_warm_start`, `get_starting_x/y/z`). `None` when the NLP
10041/// declines. An unseeded bound multiplier (NaN, gh#622) counts as zero: the
10042/// SQP has no `bound_mult_init_val` of its own to resolve it to.
10043fn sqp_tnlp_warm_start(nlp_rc: &Rc<RefCell<dyn IpoptNlp>>) -> Option<crate::sqp::SqpIterates> {
10044 use pounce_linalg::dense_vector::DenseVectorSpace;
10045 let dense = |v: &dyn pounce_linalg::Vector| -> Vec<Number> {
10046 v.as_any()
10047 .downcast_ref::<pounce_linalg::dense_vector::DenseVector>()
10048 .map(|d| d.expanded_values().to_vec())
10049 .unwrap_or_default()
10050 };
10051 let (z_l, z_u, x, lambda_g) = {
10052 let mut nlp = nlp_rc.borrow_mut();
10053 if !nlp.prepare_warm_start() {
10054 return None;
10055 }
10056 let (n, m_eq, m_ineq) = (nlp.n(), nlp.m_eq(), nlp.m_ineq());
10057 let (n_xl, n_xu) = (nlp.x_l().dim(), nlp.x_u().dim());
10058 let (n_dl, n_du) = (nlp.d_l().dim(), nlp.d_u().dim());
10059 let mut x = DenseVectorSpace::new(n).make_new_dense();
10060 let mut y_c = DenseVectorSpace::new(m_eq).make_new_dense();
10061 let mut y_d = DenseVectorSpace::new(m_ineq).make_new_dense();
10062 let mut z_l = DenseVectorSpace::new(n_xl).make_new_dense();
10063 let mut z_u = DenseVectorSpace::new(n_xu).make_new_dense();
10064 let mut v_l = DenseVectorSpace::new(n_dl).make_new_dense();
10065 let mut v_u = DenseVectorSpace::new(n_du).make_new_dense();
10066 let ok = nlp.get_starting_x(&mut x)
10067 && nlp.get_starting_y(&mut y_c, &mut y_d)
10068 && nlp.get_starting_z(&mut z_l, &mut z_u, &mut v_l, &mut v_u);
10069 nlp.finish_warm_start();
10070 if !ok {
10071 return None;
10072 }
10073 let finite = |v: Vec<Number>| -> Vec<Number> {
10074 v.into_iter()
10075 .map(|a| if a.is_finite() { a } else { 0.0 })
10076 .collect()
10077 };
10078 let mut lambda_g = finite(dense(&y_c));
10079 lambda_g.extend(finite(dense(&y_d)));
10080 (
10081 finite(dense(&z_l)),
10082 finite(dense(&z_u)),
10083 dense(&x),
10084 lambda_g,
10085 )
10086 };
10087 let lambda_x = crate::sqp::ipopt_adapter::pack_bound_multipliers(nlp_rc, &z_l, &z_u);
10088 Some(crate::sqp::SqpIterates {
10089 x,
10090 lambda_g,
10091 lambda_x,
10092 working: None,
10093 })
10094}
10095
10096/// Map a staged SQP warm start from the caller's space into the algorithm's:
10097/// the exact inverse of what [`finalize_via_sqp`] / [`sqp_user_iterate`] do on
10098/// the way out, so that the multipliers a solve reports, fed back unchanged,
10099/// are the iterate the next solve starts from.
10100///
10101/// | field | user space (what callers stage) | algorithm space |
10102/// |---|---|---|
10103/// | `x` | full `n`, model units | fixed columns dropped, `x̃ = d ⊙ x` |
10104/// | `lambda_x` | full `n`, `z_L − z_U` | fixed dropped, `· obj_scal ⊘ d` |
10105/// | `lambda_g` | `m`, in `g` order | `[y_c; y_d]`, `y = λ · obj_scal / {c,d}_scale` |
10106/// | `working.constraints` | `m`, in `g` order | `[c; d]` order |
10107///
10108/// (`working.bounds` goes from full `n` to the reduced columns in the
10109/// caller, which also knows which elimination an already-reduced set came
10110/// from.)
10111///
10112/// `d` is the per-variable factor of a `ScalingTnlp` below the NLP (gh#486;
10113/// `z̃ = z ⊘ d`, its `get_starting_point` rule) and `obj_scal` includes the
10114/// sign of a maximize. The `λ` rule is `OrigIpoptNlp::initialize_starting_point`'s,
10115/// the IPM's inbound half of the same inverse.
10116///
10117/// Every frontend stages user space — the C API and `pounce-py` pass the
10118/// caller's `x` / `mult_g` / `z_L − z_U` through untouched. Before this they
10119/// went in as-is: on a model whose equality is not the first row, the two
10120/// constraint multipliers landed on each other's rows, and any
10121/// `obj_scaling_factor` ≠ 1 left them off by that factor.
10122///
10123/// An `x` / `lambda_x` already of the reduced length (a problem with fixed
10124/// variables) is taken as user-unit values of the surviving columns, in
10125/// order; any other length is left alone for the dimension check to reject.
10126fn sqp_warm_start_to_algorithm(nlp: &dyn IpoptNlp, w: &mut crate::sqp::SqpIterates) {
10127 let n_alg = nlp.n() as usize;
10128 let n_full = nlp.n_full_x() as usize;
10129 let m_full = nlp.n_full_g() as usize;
10130 let m_eq = nlp.m_eq() as usize;
10131 let obj_scal = nlp.obj_scaling_factor();
10132 let d = nlp.variable_scaling();
10133 // Algorithm column -> (user column, its x-scaling factor).
10134 let cols: Vec<(usize, Number)> = (0..n_alg)
10135 .map(|k| {
10136 let j = nlp.var_x_to_full_x(k as Index) as usize;
10137 let dj = d.as_ref().and_then(|d| d.get(j).copied()).unwrap_or(1.0);
10138 (j, dj)
10139 })
10140 .collect();
10141 let to_alg = |v: &[Number], f: &dyn Fn(Number, Number) -> Number| -> Option<Vec<Number>> {
10142 if v.len() == n_full {
10143 Some(cols.iter().map(|&(j, dj)| f(v[j], dj)).collect())
10144 } else if v.len() == n_alg {
10145 Some(cols.iter().zip(v).map(|(&(_, dj), &x)| f(x, dj)).collect())
10146 } else {
10147 None
10148 }
10149 };
10150 if let Some(x) = to_alg(&w.x, &|x, dj| x * dj) {
10151 w.x = x;
10152 }
10153 if let Some(lx) = to_alg(&w.lambda_x, &|z, dj| z * obj_scal / dj) {
10154 w.lambda_x = lx;
10155 }
10156 if w.lambda_g.len() == m_full {
10157 let cs = nlp.c_scale_vec();
10158 let ds = nlp.d_scale_vec();
10159 let mut y = vec![0.0; m_full];
10160 for (i, &lam) in w.lambda_g.iter().enumerate() {
10161 let i = i as Index;
10162 if let Some(k) = nlp.full_g_to_c_block(i) {
10163 let k = k as usize;
10164 let s = cs.as_ref().map_or(1.0, |v| v[k]);
10165 y[k] = lam / s * obj_scal;
10166 } else if let Some(k) = nlp.full_g_to_d_block(i) {
10167 let k = k as usize;
10168 let s = ds.as_ref().map_or(1.0, |v| v[k]);
10169 y[m_eq + k] = lam / s * obj_scal;
10170 }
10171 }
10172 w.lambda_g = y;
10173 }
10174 if let Some(ws) = w.working.as_mut() {
10175 ws.constraints = working_set_rows_to_algorithm(nlp, std::mem::take(&mut ws.constraints));
10176 }
10177}
10178
10179/// Algorithm row `k` of the `[c; d]` constraint vector → user `g` row, or
10180/// `None` when the NLP's row count does not describe a full split.
10181fn algorithm_rows_to_user(nlp: &dyn IpoptNlp) -> Option<Vec<usize>> {
10182 let m_full = nlp.n_full_g() as usize;
10183 let m_eq = nlp.m_eq() as usize;
10184 let m_alg = m_eq + nlp.m_ineq() as usize;
10185 if m_full != m_alg {
10186 return None;
10187 }
10188 let mut map = vec![usize::MAX; m_alg];
10189 for i in 0..m_full {
10190 let k = if let Some(k) = nlp.full_g_to_c_block(i as Index) {
10191 k as usize
10192 } else if let Some(k) = nlp.full_g_to_d_block(i as Index) {
10193 m_eq + k as usize
10194 } else {
10195 return None;
10196 };
10197 if k >= m_alg || map[k] != usize::MAX {
10198 return None;
10199 }
10200 map[k] = i;
10201 }
10202 Some(map)
10203}
10204
10205/// Constraint statuses of a working set, algorithm `[c; d]` order → user
10206/// `g` order. The SQP stacks equalities first, so on a model whose first
10207/// row is an inequality the statuses published positionally landed on the
10208/// wrong rows (`[Equality, AtUpper]` for `g = [ineq, eq]`). A vector of
10209/// any other length is returned unchanged for the dimension check to judge.
10210fn working_set_rows_to_user(
10211 nlp: &dyn IpoptNlp,
10212 rows: Vec<pounce_qp::ConsStatus>,
10213) -> Vec<pounce_qp::ConsStatus> {
10214 match algorithm_rows_to_user(nlp) {
10215 Some(map) if map.len() == rows.len() => {
10216 let mut user = vec![pounce_qp::ConsStatus::Inactive; rows.len()];
10217 for (k, &i) in map.iter().enumerate() {
10218 user[i] = rows[k];
10219 }
10220 user
10221 }
10222 _ => rows,
10223 }
10224}
10225
10226/// Inverse of [`working_set_rows_to_user`]: user `g` order → `[c; d]`.
10227fn working_set_rows_to_algorithm(
10228 nlp: &dyn IpoptNlp,
10229 rows: Vec<pounce_qp::ConsStatus>,
10230) -> Vec<pounce_qp::ConsStatus> {
10231 match algorithm_rows_to_user(nlp) {
10232 Some(map) if map.len() == rows.len() => map.iter().map(|&i| rows[i]).collect(),
10233 _ => rows,
10234 }
10235}
10236
10237/// The SQP iterate in the user's index spaces, for the live-inspector window
10238/// (gh#1015). Same conversions as [`finalize_via_sqp`] — `λ_x` is packed
10239/// signed (`z_L − z_U`) and is split by sign — minus the user-callback
10240/// evaluations: `g` comes from the loop's own `[c; d]` values.
10241fn sqp_user_iterate(
10242 nlp: &Rc<RefCell<dyn IpoptNlp>>,
10243 x: &[Number],
10244 lambda_g: &[Number],
10245 lambda_x: &[Number],
10246 c_vals: &[Number],
10247 grad_lag_x: &[Number],
10248 fixed_var_duals: bool,
10249) -> crate::intermediate::UserIterate {
10250 use pounce_linalg::dense_vector::DenseVectorSpace;
10251
10252 // `finalize_solution_z_*` read the compressed x_l / x_u spaces (one
10253 // entry per finite bound, via `x_l_map`), not one entry per variable;
10254 // `split_bound_multipliers` does that split, as crossover does.
10255 let (zl, zu) = crate::sqp::ipopt_adapter::split_bound_multipliers(nlp, lambda_x);
10256 let nlp = nlp.borrow();
10257 let n_alg = nlp.n() as usize;
10258 let m_eq = nlp.m_eq() as usize;
10259 let m_ineq = nlp.m_ineq() as usize;
10260 let n_user = nlp.n_full_x() as usize;
10261 let m_user = nlp.n_full_g() as usize;
10262
10263 let x_space = DenseVectorSpace::new(n_alg as Index);
10264 let c_space = DenseVectorSpace::new(m_eq as Index);
10265 let d_space = DenseVectorSpace::new(m_ineq as Index);
10266 let dv = |space: &Rc<DenseVectorSpace>, v: &[Number]| {
10267 let mut d = space.make_new_dense();
10268 if !v.is_empty() {
10269 d.set_values(v);
10270 }
10271 d
10272 };
10273
10274 let x_full = nlp.finalize_solution_x(&dv(&x_space, x));
10275 let mut z_l = nlp.finalize_solution_z_l(&dv(&DenseVectorSpace::new(zl.len() as Index), &zl));
10276 if z_l.is_empty() {
10277 z_l = vec![0.0; n_user];
10278 }
10279 let mut z_u = nlp.finalize_solution_z_u(&dv(&DenseVectorSpace::new(zu.len() as Index), &zu));
10280 if z_u.is_empty() {
10281 z_u = vec![0.0; n_user];
10282 }
10283 let (y_c, y_d) = lambda_g.split_at(m_eq.min(lambda_g.len()));
10284 let mut lambda = nlp.finalize_solution_lambda(&dv(&c_space, y_c), &dv(&d_space, y_d));
10285 if lambda.is_empty() {
10286 lambda = vec![0.0; m_user];
10287 }
10288 if fixed_var_duals {
10289 nlp.complete_fixed_var_bound_multipliers(&x_full, &lambda, &mut z_l, &mut z_u);
10290 }
10291 // Everything here is in the space of the TNLP the NLP wraps, which
10292 // under per-variable `user-scaling` is a `ScalingTnlp` seeing
10293 // `x̃ = d ⊙ x`; that wrapper undoes the substitution on the iterate's
10294 // way through its `intermediate_callback`, by its `finalize_solution`'s
10295 // rule (`x = x̃ ⊘ d`, `z = d ⊙ z̃`).
10296 let (c, d) = c_vals.split_at(m_eq.min(c_vals.len()));
10297 let g = nlp.pack_g_for_user(&dv(&c_space, c), &dv(&d_space, d));
10298 // The SQP iterates against the same live bounds (widened only when
10299 // `bound_relax_factor` is set by name on this arm).
10300 let (x_l_alg, x_u_alg) = crate::intermediate::algorithm_x_bounds(&*nlp, &x_full);
10301 crate::intermediate::UserIterate {
10302 x: x_full,
10303 z_l,
10304 z_u,
10305 g,
10306 lambda,
10307 scaling: Some(crate::intermediate::iterate_scaling(&*nlp)),
10308 x_l_alg,
10309 x_u_alg,
10310 grad_lag_x: crate::intermediate::user_grad_lag(&*nlp, grad_lag_x),
10311 }
10312}
10313
10314/// SQP-side analog of [`finalize_via_orig_nlp`]. Hands the SQP
10315/// solution iterate to the user TNLP via the standard
10316/// `finalize_solution` callback. Multiplier lifting goes through
10317/// the same OrigIpoptNlp hooks so the user sees the same shape
10318/// regardless of which algorithm produced the iterate.
10319///
10320/// Returns the user-space objective value on success.
10321fn finalize_via_sqp(
10322 nlp: &Rc<RefCell<dyn IpoptNlp>>,
10323 res: &crate::sqp::SqpResult,
10324 solver_status: pounce_nlp::SolverReturn,
10325 tnlp: &Rc<RefCell<dyn TNLP>>,
10326 sink: &RefCell<Option<FinalizeSnapshot>>,
10327 fixed_var_duals: bool,
10328) -> Result<Number, ()> {
10329 use pounce_linalg::dense_vector::DenseVectorSpace;
10330
10331 let info = tnlp.borrow_mut().get_nlp_info().ok_or(())?;
10332 let n = info.n as usize;
10333 let m = info.m as usize;
10334
10335 // Wrap SQP slices in DenseVectors so we can pass them through
10336 // the OrigIpoptNlp lift_x_to_full / pack_*_for_user hooks.
10337 let nlp_borrow = nlp.borrow();
10338 let n_alg = nlp_borrow.n() as usize;
10339 let m_eq = nlp_borrow.m_eq() as usize;
10340 let m_ineq = nlp_borrow.m_ineq() as usize;
10341 debug_assert_eq!(res.x.len(), n_alg);
10342 debug_assert_eq!(res.lambda_g.len(), m_eq + m_ineq);
10343 debug_assert_eq!(res.lambda_x.len(), n_alg);
10344
10345 let x_space = DenseVectorSpace::new(n_alg as Index);
10346 let c_space = DenseVectorSpace::new(m_eq as Index);
10347 let d_space = DenseVectorSpace::new(m_ineq as Index);
10348
10349 let mut x_dv = x_space.make_new_dense();
10350 x_dv.set_values(&res.x);
10351 let x_vec: Vec<Number> = nlp_borrow.finalize_solution_x(&x_dv);
10352 debug_assert_eq!(x_vec.len(), n);
10353
10354 // λ_x is packed signed (z_l − z_u), one entry per variable. Split it
10355 // into the compressed x_l / x_u spaces `finalize_solution_z_*` read
10356 // (one entry per finite bound): splitting per variable put each
10357 // multiplier on the wrong variable whenever an unbounded one came
10358 // first, as crossover's `split_bound_multipliers` call already avoids.
10359 let (zl_vals, zu_vals) = crate::sqp::ipopt_adapter::split_bound_multipliers(nlp, &res.lambda_x);
10360 let mut z_l_compressed = DenseVectorSpace::new(zl_vals.len() as Index).make_new_dense();
10361 let mut z_u_compressed = DenseVectorSpace::new(zu_vals.len() as Index).make_new_dense();
10362 if !zl_vals.is_empty() {
10363 z_l_compressed.set_values(&zl_vals);
10364 }
10365 if !zu_vals.is_empty() {
10366 z_u_compressed.set_values(&zu_vals);
10367 }
10368 // `finalize_solution_*` (not `pack_*`): report unscaled-Lagrangian duals,
10369 // dividing out `obj_scale_factor` — see `finalize_via_orig_nlp` (F1).
10370 let mut z_l = nlp_borrow.finalize_solution_z_l(&z_l_compressed);
10371 if z_l.is_empty() {
10372 z_l = vec![0.0; n];
10373 }
10374 let mut z_u = nlp_borrow.finalize_solution_z_u(&z_u_compressed);
10375 if z_u.is_empty() {
10376 z_u = vec![0.0; n];
10377 }
10378
10379 // λ_g is [y_c; y_d]; split into the c/d blocks for lift.
10380 let mut y_c_dv = c_space.make_new_dense();
10381 let mut y_d_dv = d_space.make_new_dense();
10382 if m_eq > 0 {
10383 y_c_dv.set_values(&res.lambda_g[..m_eq]);
10384 }
10385 if m_ineq > 0 {
10386 y_d_dv.set_values(&res.lambda_g[m_eq..]);
10387 }
10388 let mut lambda = nlp_borrow.finalize_solution_lambda(&y_c_dv, &y_d_dv);
10389 if lambda.is_empty() {
10390 lambda = vec![0.0; m];
10391 }
10392 if fixed_var_duals {
10393 nlp_borrow.complete_fixed_var_bound_multipliers(&x_vec, &lambda, &mut z_l, &mut z_u);
10394 }
10395 drop(nlp_borrow);
10396
10397 let mut g_final = vec![0.0; m];
10398 let _ = tnlp.borrow_mut().eval_g(&x_vec, true, &mut g_final);
10399 let f_final = tnlp
10400 .borrow_mut()
10401 .eval_f(&x_vec, true)
10402 .unwrap_or(Number::NAN);
10403 let snap = FinalizeSnapshot {
10404 status: solver_status,
10405 x: x_vec,
10406 z_l,
10407 z_u,
10408 g: g_final,
10409 lambda,
10410 obj_value: f_final,
10411 // The SQP arm has no `on_converged` firing.
10412 on_converged_id: None,
10413 };
10414 snap.replay(tnlp);
10415 *sink.borrow_mut() = Some(snap);
10416 Ok(f_final)
10417}
10418
10419/// Whether `options` resolve to the adaptive μ strategy, by the rules
10420/// `IpoptApplication::algorithm_builder_from_options` applies:
10421/// `mehrotra_algorithm=yes` forces adaptive; otherwise an explicit
10422/// `mu_strategy` wins; otherwise a limited-memory Hessian takes upstream's
10423/// quasi-Newton default, adaptive (gh#746), and anything else the registered
10424/// `monotone`.
10425///
10426/// Anything that asks "would this solve already run adaptive?" must ask this,
10427/// not read the raw `mu_strategy` string: under L-BFGS the string is unset and
10428/// the solve is adaptive. The second-opinion ladder read the string, so its
10429/// `mu_strategy=adaptive` rung re-ran a limited-memory base solve
10430/// byte-for-byte (`deb7`, 1610 iterations and `f = 99.636943584` both times).
10431pub fn mu_strategy_resolves_to_adaptive(options: &OptionsList) -> bool {
10432 if matches!(
10433 options.get_string_value("mehrotra_algorithm", ""),
10434 Ok((ref v, true)) if v == "yes"
10435 ) {
10436 return true;
10437 }
10438 if let Ok((v, true)) = options.get_string_value("mu_strategy", "") {
10439 return v == "adaptive";
10440 }
10441 matches!(
10442 options.get_string_value("hessian_approximation", ""),
10443 Ok((ref v, true)) if v == "limited-memory"
10444 )
10445}
10446
10447#[cfg(test)]
10448mod block_structure_tests {
10449 use super::map_block_structure_to_kkt;
10450 use pounce_nlp::tnlp_adapter::BoundClassification;
10451
10452 /// Three variables (the middle one fixed out) and four constraints: two
10453 /// equalities (rows 0 and 3) and two inequalities (rows 1 and 2).
10454 fn classification() -> BoundClassification {
10455 BoundClassification {
10456 n_full_x: 3,
10457 n_full_g: 4,
10458 n_x_fixed: 1,
10459 x_not_fixed_map: vec![0, 2],
10460 x_fixed_map: vec![1],
10461 x_fixed_vals: vec![0.0],
10462 full_to_var: vec![0, -1, 1],
10463 x_l_map: vec![],
10464 x_u_map: vec![],
10465 n_c: 2,
10466 c_map: vec![0, 3],
10467 n_d: 2,
10468 d_map: vec![1, 2],
10469 d_l_map: vec![],
10470 d_u_map: vec![],
10471 full_to_c: vec![0, -1, -1, 1],
10472 full_to_d: vec![-1, 0, 1, -1],
10473 }
10474 }
10475
10476 /// The KKT is `[x | slacks | equality duals | inequality duals]`, so a
10477 /// declaration in the model's terms lands as: the surviving variables'
10478 /// labels, then each inequality's label twice (slack and dual) around the
10479 /// equalities' labels. A variable fixed out of the problem contributes
10480 /// nothing — reading its label anyway would shift every later one.
10481 #[test]
10482 fn model_labels_map_onto_the_kkt_layout() {
10483 let cls = classification();
10484 let var_blocks = vec![7, 99, -1]; // x0 -> block 7, x1 fixed, x2 shared
10485 let con_blocks = vec![5, 6, -1, 8]; // eq 5, ineq 6, ineq shared, eq 8
10486 let labels = map_block_structure_to_kkt(&cls, &var_blocks, &con_blocks).unwrap();
10487 assert_eq!(
10488 labels,
10489 vec![
10490 7, -1, // x: the two unfixed variables
10491 6, -1, // slacks, in d order (rows 1 and 2)
10492 5, 8, // equality duals, in c order (rows 0 and 3)
10493 6, -1, // inequality duals, same order as their slacks
10494 ]
10495 );
10496 }
10497
10498 /// A length that does not match the problem is refused rather than
10499 /// truncated: a structure off by one row declares blocks the matrix does
10500 /// not have, and the solver would only notice as a wrong answer or a
10501 /// rejected partition.
10502 #[test]
10503 fn a_mismatched_declaration_is_refused() {
10504 let cls = classification();
10505 assert!(map_block_structure_to_kkt(&cls, &[1, 2], &[1, 2, 3, 4]).is_err());
10506 assert!(map_block_structure_to_kkt(&cls, &[1, 2, 3], &[1, 2, 3]).is_err());
10507 }
10508}
10509
10510#[cfg(test)]
10511mod tests {
10512 use super::*;
10513
10514 /// pounce#748 — the flipped default is conditional on the caller not
10515 /// having named a `mu_strategy`. All four combinations, because the
10516 /// point of the condition is that an explicit strategy suppresses the
10517 /// automatic retry while an explicit `mu_strategy_fallback` does not.
10518 #[test]
10519 fn mu_strategy_fallback_default_defers_to_an_explicit_strategy() {
10520 // Nothing set: the retry is on.
10521 let app = IpoptApplication::new();
10522 assert!(app.is_mu_strategy_fallback_enabled());
10523
10524 // Caller named a strategy: the automatic retry stands down.
10525 let mut app = IpoptApplication::new();
10526 app.options_mut()
10527 .set_string_value("mu_strategy", "monotone", true, false)
10528 .unwrap();
10529 assert!(!app.is_mu_strategy_fallback_enabled());
10530
10531 // ... unless they also asked for the retry explicitly.
10532 app.options_mut()
10533 .set_string_value("mu_strategy_fallback", "yes", true, false)
10534 .unwrap();
10535 assert!(app.is_mu_strategy_fallback_enabled());
10536
10537 // An explicit "no" is honoured with no strategy set.
10538 let mut app = IpoptApplication::new();
10539 app.options_mut()
10540 .set_string_value("mu_strategy_fallback", "no", true, false)
10541 .unwrap();
10542 assert!(!app.is_mu_strategy_fallback_enabled());
10543 }
10544
10545 /// gh#990: a `mu_strategy` a POUNCE frontend pinned (the Python
10546 /// no-`hessian` path's `monotone`) is not the caller naming a strategy,
10547 /// so the default-on stall retry stays on; an explicit `no` still wins.
10548 #[test]
10549 fn a_pounce_chosen_mu_strategy_keeps_the_fallback_on() {
10550 let mut app = IpoptApplication::new();
10551 app.options_mut()
10552 .set_string_value("hessian_approximation", "limited-memory", true, false)
10553 .unwrap();
10554 app.options_mut()
10555 .set_string_value("mu_strategy", "monotone", true, false)
10556 .unwrap();
10557 assert!(!app.is_mu_strategy_fallback_enabled());
10558 app.mark_mu_strategy_pounce_chosen();
10559 assert!(app.is_mu_strategy_fallback_enabled());
10560 // The pin still decides the schedule: no limited-memory -> adaptive.
10561 assert!(!app.effective_mu_strategy_is_adaptive());
10562 app.options_mut()
10563 .set_string_value("mu_strategy_fallback", "no", true, false)
10564 .unwrap();
10565 assert!(!app.is_mu_strategy_fallback_enabled());
10566 }
10567
10568 use pounce_nlp::tnlp::{
10569 BoundsInfo, IndexStyle, IpoptCq, IpoptData, NlpInfo, ScalingRequest, Solution,
10570 SparsityRequest, StartingPoint,
10571 };
10572
10573 struct Hs071Stub;
10574 impl TNLP for Hs071Stub {
10575 fn get_nlp_info(&mut self) -> Option<NlpInfo> {
10576 // HS071 dimensions: n=4, m=2, dense Jacobian (8 nz),
10577 // dense lower-triangular Hessian (10 nz).
10578 Some(NlpInfo {
10579 n: 4,
10580 m: 2,
10581 nnz_jac_g: 8,
10582 nnz_h_lag: 10,
10583 index_style: IndexStyle::C,
10584 })
10585 }
10586 fn get_bounds_info(&mut self, b: BoundsInfo<'_>) -> bool {
10587 b.x_l.copy_from_slice(&[1.0; 4]);
10588 b.x_u.copy_from_slice(&[5.0; 4]);
10589 b.g_l.copy_from_slice(&[25.0, 40.0]);
10590 b.g_u.copy_from_slice(&[2.0e19, 40.0]);
10591 true
10592 }
10593 fn get_starting_point(&mut self, sp: StartingPoint<'_>) -> bool {
10594 sp.x.copy_from_slice(&[1.0, 5.0, 5.0, 1.0]);
10595 true
10596 }
10597 fn eval_f(&mut self, x: &[Number], _new_x: bool) -> Option<Number> {
10598 Some(x[0] * x[3] * (x[0] + x[1] + x[2]) + x[2])
10599 }
10600 fn eval_grad_f(&mut self, _x: &[Number], _new_x: bool, grad: &mut [Number]) -> bool {
10601 grad.fill(0.0);
10602 true
10603 }
10604 fn eval_g(&mut self, _x: &[Number], _new_x: bool, g: &mut [Number]) -> bool {
10605 g.fill(0.0);
10606 true
10607 }
10608 fn eval_jac_g(
10609 &mut self,
10610 _x: Option<&[Number]>,
10611 _new_x: bool,
10612 mode: SparsityRequest<'_>,
10613 ) -> bool {
10614 if let SparsityRequest::Structure { irow, jcol } = mode {
10615 irow.copy_from_slice(&[0, 0, 0, 0, 1, 1, 1, 1]);
10616 jcol.copy_from_slice(&[0, 1, 2, 3, 0, 1, 2, 3]);
10617 }
10618 true
10619 }
10620 fn finalize_solution(&mut self, _sol: Solution<'_>, _d: &IpoptData, _q: &IpoptCq) {}
10621 }
10622
10623 #[test]
10624 fn application_default_does_not_select_sqp() {
10625 let mut app = IpoptApplication::new();
10626 app.initialize().unwrap();
10627 assert!(!app.is_sqp_algorithm_selected());
10628 }
10629
10630 /// gh#1061: `algorithm=active-set-sqp` starts from the interior point at
10631 /// `n + m ≥ AUTO_HANDOVER_MIN_DIM` — and only there, only when the user
10632 /// asked for the active-set SQP, and never when they set
10633 /// `ipm_sqp_handover` themselves.
10634 #[test]
10635 fn active_set_sqp_hands_over_from_the_interior_point_at_size() {
10636 let big = (AUTO_HANDOVER_MIN_DIM - 1000, 1000);
10637 let small = (AUTO_HANDOVER_MIN_DIM - 1000, 999);
10638 let with = |opts: &str| {
10639 let mut app = IpoptApplication::new();
10640 app.initialize().unwrap();
10641 app.initialize_with_options_str(opts).unwrap();
10642 app
10643 };
10644 let sqp = with("algorithm active-set-sqp\n");
10645 assert!(sqp.sqp_auto_handover(big.0, big.1));
10646 assert!(!sqp.sqp_auto_handover(small.0, small.1));
10647 assert!(with("solver_selection qp-active-set\n").sqp_auto_handover(big.0, big.1));
10648 let ipm = with("");
10649 assert!(
10650 !ipm.sqp_auto_handover(big.0, big.1),
10651 "the IPM is not rerouted"
10652 );
10653 for set in ["no", "yes"] {
10654 let app = with(&format!(
10655 "algorithm active-set-sqp\nipm_sqp_handover {set}\n"
10656 ));
10657 assert!(
10658 !app.sqp_auto_handover(big.0, big.1),
10659 "ipm_sqp_handover={set} was set, so the user decides"
10660 );
10661 }
10662 }
10663
10664 #[test]
10665 fn application_routes_to_sqp_when_algorithm_option_set() {
10666 let mut app = IpoptApplication::new();
10667 app.initialize().unwrap();
10668 app.initialize_with_options_str("algorithm active-set-sqp\n")
10669 .unwrap();
10670 assert!(app.is_sqp_algorithm_selected());
10671 }
10672
10673 #[test]
10674 fn feral_min_par_flops_option_reaches_config() {
10675 let mut app = IpoptApplication::new();
10676 app.initialize().unwrap();
10677 // Unset on the OptionsList: falls through to FeralConfig::from_env,
10678 // which leaves it None (inherit feral's built-in default) when the
10679 // POUNCE_FERAL_MIN_PAR_FLOPS env var is also absent.
10680 assert_eq!(
10681 feral_config_from_options(app.options()).min_par_flops,
10682 None,
10683 "unset feral_min_par_flops should not force an override"
10684 );
10685 // Explicit set is mapped through, cast to u64. `0` is the "dispatch
10686 // on every eligible tree" setting and must survive the cast.
10687 app.initialize_with_options_str("feral_min_par_flops 0\n")
10688 .unwrap();
10689 assert_eq!(
10690 feral_config_from_options(app.options()).min_par_flops,
10691 Some(0)
10692 );
10693 // A large finite value passes through intact (5e8 > i32::MAX, which
10694 // is why this is a number option, not an integer one).
10695 app.initialize_with_options_str("feral_min_par_flops 5e8\n")
10696 .unwrap();
10697 assert_eq!(
10698 feral_config_from_options(app.options()).min_par_flops,
10699 Some(500_000_000)
10700 );
10701 }
10702
10703 #[test]
10704 fn feral_refine_steps_option_reaches_config() {
10705 let mut app = IpoptApplication::new();
10706 app.initialize().unwrap();
10707 // Unset: falls through to FeralConfig::from_env, which resolves to
10708 // feral's own DEFAULT_REFINE_MAX_STEPS. The bump to feral 0.17.0 is
10709 // deliberately behaviour-preserving here — the cap that gh#710 wants
10710 // to measure (1) is not yet the default.
10711 assert_eq!(
10712 feral_config_from_options(app.options()).refine_max_steps,
10713 pounce_feral::FeralConfig::default().refine_max_steps,
10714 "unset feral_refine_steps must keep feral's own default"
10715 );
10716 // The setting gh#710 exists to evaluate.
10717 app.initialize_with_options_str("feral_refine_steps 1\n")
10718 .unwrap();
10719 assert_eq!(feral_config_from_options(app.options()).refine_max_steps, 1);
10720 // `0` is a legal cap (zero corrections, refined entry point still
10721 // taken) and must not be read as "unset".
10722 app.initialize_with_options_str("feral_refine_steps 0\n")
10723 .unwrap();
10724 assert_eq!(feral_config_from_options(app.options()).refine_max_steps, 0);
10725 }
10726
10727 #[test]
10728 fn feral_static_pivoting_option_reaches_config() {
10729 let mut app = IpoptApplication::new();
10730 app.initialize().unwrap();
10731 // Unset on the OptionsList: falls through to FeralConfig::from_env,
10732 // which leaves it None (inherit feral's delayed-pivot default) when
10733 // the POUNCE_FERAL_STATIC_PIVOTING env var is also absent — so the
10734 // default numeric path is unchanged.
10735 assert_eq!(
10736 feral_config_from_options(app.options()).static_pivoting,
10737 None,
10738 "unset feral_static_pivoting must not force a numeric override"
10739 );
10740 // Explicit `yes` maps to Some(true): every supernode factors with
10741 // delayed pivoting disabled (feral#8 cascade breaker).
10742 app.initialize_with_options_str("feral_static_pivoting yes\n")
10743 .unwrap();
10744 assert_eq!(
10745 feral_config_from_options(app.options()).static_pivoting,
10746 Some(true)
10747 );
10748 // Explicit `no` maps to Some(false): keep delayed pivoting on
10749 // (distinct from unset, which merely inherits the default).
10750 app.initialize_with_options_str("feral_static_pivoting no\n")
10751 .unwrap();
10752 assert_eq!(
10753 feral_config_from_options(app.options()).static_pivoting,
10754 Some(false)
10755 );
10756 }
10757
10758 /// Convex equality NLP fixture for end-to-end SQP testing
10759 /// through `IpoptApplication`:
10760 ///
10761 /// min ½(x₁² + x₂²) − x₁ − 2x₂ s.t. x₁ + x₂ = 1
10762 ///
10763 /// Closed form: x* = (0, 1), obj = -1.5, λ_g = 1.
10764 struct ConvexEqTnlp {
10765 finalize_called: std::rc::Rc<std::cell::RefCell<Option<(Vec<Number>, Number)>>>,
10766 }
10767 impl TNLP for ConvexEqTnlp {
10768 fn get_nlp_info(&mut self) -> Option<NlpInfo> {
10769 Some(NlpInfo {
10770 n: 2,
10771 m: 1,
10772 nnz_jac_g: 2,
10773 nnz_h_lag: 2,
10774 index_style: IndexStyle::C,
10775 })
10776 }
10777 fn get_bounds_info(&mut self, b: BoundsInfo<'_>) -> bool {
10778 b.x_l.copy_from_slice(&[-2.0e19; 2]);
10779 b.x_u.copy_from_slice(&[2.0e19; 2]);
10780 b.g_l.copy_from_slice(&[1.0]);
10781 b.g_u.copy_from_slice(&[1.0]);
10782 true
10783 }
10784 fn get_starting_point(&mut self, sp: StartingPoint<'_>) -> bool {
10785 sp.x.copy_from_slice(&[0.0, 0.0]);
10786 true
10787 }
10788 fn eval_f(&mut self, x: &[Number], _new_x: bool) -> Option<Number> {
10789 Some(0.5 * (x[0] * x[0] + x[1] * x[1]) - x[0] - 2.0 * x[1])
10790 }
10791 fn eval_grad_f(&mut self, x: &[Number], _new_x: bool, grad: &mut [Number]) -> bool {
10792 grad[0] = x[0] - 1.0;
10793 grad[1] = x[1] - 2.0;
10794 true
10795 }
10796 fn eval_g(&mut self, x: &[Number], _new_x: bool, g: &mut [Number]) -> bool {
10797 g[0] = x[0] + x[1];
10798 true
10799 }
10800 fn eval_jac_g(
10801 &mut self,
10802 _x: Option<&[Number]>,
10803 _new_x: bool,
10804 mode: SparsityRequest<'_>,
10805 ) -> bool {
10806 match mode {
10807 SparsityRequest::Structure { irow, jcol } => {
10808 irow.copy_from_slice(&[0, 0]);
10809 jcol.copy_from_slice(&[0, 1]);
10810 }
10811 SparsityRequest::Values { values, .. } => {
10812 values.copy_from_slice(&[1.0, 1.0]);
10813 }
10814 }
10815 true
10816 }
10817 fn eval_h(
10818 &mut self,
10819 _x: Option<&[Number]>,
10820 _new_x: bool,
10821 _obj_factor: Number,
10822 _lambda: Option<&[Number]>,
10823 _new_lambda: bool,
10824 mode: SparsityRequest<'_>,
10825 ) -> bool {
10826 match mode {
10827 SparsityRequest::Structure { irow, jcol } => {
10828 irow.copy_from_slice(&[0, 1]);
10829 jcol.copy_from_slice(&[0, 1]);
10830 }
10831 SparsityRequest::Values { values, .. } => {
10832 values.copy_from_slice(&[1.0, 1.0]);
10833 }
10834 }
10835 true
10836 }
10837 fn finalize_solution(&mut self, sol: Solution<'_>, _d: &IpoptData, _q: &IpoptCq) {
10838 *self.finalize_called.borrow_mut() = Some((sol.x.to_vec(), sol.obj_value));
10839 }
10840 }
10841
10842 /// A TNLP that solves normally once, then declines to supply bounds.
10843 ///
10844 /// The second `optimize_constrained` therefore bails long before the
10845 /// statistics block that records `row_scaling_active`, which is the
10846 /// path the fail-closed reset exists for.
10847 struct DescribesItselfOnce {
10848 /// Flipped by the test between the two solves. A call counter
10849 /// would not work: these hooks are called more than once per
10850 /// solve, so it would trip inside the first one.
10851 refuse: std::rc::Rc<std::cell::Cell<bool>>,
10852 inner: ExactQuadratic,
10853 }
10854 impl TNLP for DescribesItselfOnce {
10855 fn get_nlp_info(&mut self) -> Option<NlpInfo> {
10856 self.inner.get_nlp_info()
10857 }
10858 fn get_bounds_info(&mut self, b: BoundsInfo<'_>) -> bool {
10859 // Declining here is a documented TNLP outcome and unwinds
10860 // cleanly; declining `get_nlp_info` mid-flight panics instead,
10861 // which would test the panic path rather than the reset.
10862 if self.refuse.get() {
10863 return false;
10864 }
10865 self.inner.get_bounds_info(b)
10866 }
10867 fn get_starting_point(&mut self, sp: StartingPoint<'_>) -> bool {
10868 self.inner.get_starting_point(sp)
10869 }
10870 fn eval_f(&mut self, x: &[Number], n: bool) -> Option<Number> {
10871 self.inner.eval_f(x, n)
10872 }
10873 fn eval_grad_f(&mut self, x: &[Number], n: bool, g: &mut [Number]) -> bool {
10874 self.inner.eval_grad_f(x, n, g)
10875 }
10876 fn eval_g(&mut self, x: &[Number], n: bool, g: &mut [Number]) -> bool {
10877 self.inner.eval_g(x, n, g)
10878 }
10879 fn eval_jac_g(&mut self, x: Option<&[Number]>, n: bool, mode: SparsityRequest<'_>) -> bool {
10880 self.inner.eval_jac_g(x, n, mode)
10881 }
10882 fn eval_h(
10883 &mut self,
10884 x: Option<&[Number]>,
10885 n: bool,
10886 o: Number,
10887 l: Option<&[Number]>,
10888 nl: bool,
10889 mode: SparsityRequest<'_>,
10890 ) -> bool {
10891 self.inner.eval_h(x, n, o, l, nl, mode)
10892 }
10893 fn finalize_solution(&mut self, s: Solution<'_>, d: &IpoptData, c: &IpoptCq) {
10894 self.inner.finalize_solution(s, d, c)
10895 }
10896 }
10897
10898 /// gh#794 review round 2: `row_scaling_active` must be fail-closed.
10899 ///
10900 /// It is written near the end of `optimize_constrained`, from the NLP
10901 /// that solve built. A solve that bails before that point used to
10902 /// leave the *previous* solve's value in place — and the ℓ₁ outer
10903 /// loop calls `optimize_constrained` repeatedly and reads the flag
10904 /// after each call, so a stale `Some(false)` would let it mirror an
10905 /// original-units violation into the scaled family. That is exactly
10906 /// the units contract the flag was added to protect.
10907 ///
10908 /// The two solves here are the shape that matters: the first records
10909 /// a verdict, the second never gets far enough to record one.
10910 /// Removing the reset at the top of `optimize_constrained` makes this
10911 /// fail with `Some(false)` where `None` is required — checked, not
10912 /// assumed.
10913 #[test]
10914 fn row_scaling_active_is_cleared_when_a_later_solve_bails_early() {
10915 let mut app = IpoptApplication::new();
10916 app.initialize().unwrap();
10917
10918 // Solve 1: reaches the statistics block and records a verdict.
10919 // `ExactQuadratic` supplies `eval_h`, so the solve stays on the
10920 // exact-Hessian NLP path that writes this flag; a fixture without
10921 // one lands on L-BFGS instead.
10922 let refuse = std::rc::Rc::new(std::cell::Cell::new(false));
10923 let first = std::rc::Rc::new(std::cell::RefCell::new(DescribesItselfOnce {
10924 refuse: std::rc::Rc::clone(&refuse),
10925 inner: ExactQuadratic,
10926 }));
10927 let _ = app
10928 .optimize_tnlp(std::rc::Rc::clone(&first) as std::rc::Rc<std::cell::RefCell<dyn TNLP>>);
10929 assert!(
10930 app.row_scaling_active.get().is_some(),
10931 "the first solve did not record a row-scaling verdict, so this \
10932 test cannot show the second one clearing it",
10933 );
10934
10935 // Solve 2, same application: bails before recording anything.
10936 refuse.set(true);
10937 let _ = app.optimize_tnlp(first as std::rc::Rc<std::cell::RefCell<dyn TNLP>>);
10938
10939 assert_eq!(
10940 app.row_scaling_active.get(),
10941 None,
10942 "a solve that bailed before recording row scaling left the \
10943 previous solve's verdict in place; the ℓ₁ outer loop would \
10944 read it as fact and mirror an original-units violation into \
10945 the scaled family (gh#794 review round 2)",
10946 );
10947 }
10948
10949 #[test]
10950 fn application_sqp_path_solves_convex_eq_nlp_and_finalizes() {
10951 let finalize_slot = std::rc::Rc::new(std::cell::RefCell::new(None));
10952 let tnlp = std::rc::Rc::new(std::cell::RefCell::new(ConvexEqTnlp {
10953 finalize_called: std::rc::Rc::clone(&finalize_slot),
10954 }));
10955
10956 let mut app = IpoptApplication::new();
10957 app.initialize().unwrap();
10958 app.initialize_with_options_str("algorithm active-set-sqp\n")
10959 .unwrap();
10960 let status = app.optimize_tnlp(tnlp);
10961 assert_eq!(status, ApplicationReturnStatus::SolveSucceeded);
10962
10963 // The TNLP's finalize_solution must have been invoked.
10964 let recv = finalize_slot.borrow().clone();
10965 let (x_recv, obj_recv) = recv.expect("finalize_solution was not called");
10966 assert_eq!(x_recv.len(), 2);
10967 assert!((x_recv[0] - 0.0).abs() < 1e-6, "x[0] = {}", x_recv[0]);
10968 assert!((x_recv[1] - 1.0).abs() < 1e-6, "x[1] = {}", x_recv[1]);
10969 assert!(
10970 (obj_recv - (-1.5)).abs() < 1e-6,
10971 "obj = {} but expected -1.5",
10972 obj_recv
10973 );
10974 }
10975
10976 #[test]
10977 fn application_routes_to_sqp_case_insensitively() {
10978 let mut app = IpoptApplication::new();
10979 app.initialize().unwrap();
10980 app.initialize_with_options_str("algorithm Active-Set-SQP\n")
10981 .unwrap();
10982 // get_string_value may return the value as-stored (no
10983 // normalization); the dispatch must handle case
10984 // insensitively per the c11 design choice.
10985 assert!(app.is_sqp_algorithm_selected());
10986 }
10987
10988 #[test]
10989 fn application_constructs_and_loads_options() {
10990 let mut app = IpoptApplication::new();
10991 app.initialize().unwrap();
10992 // ipopt.opt-style file: an integer-typed option registered by
10993 // the Interfaces layer.
10994 app.initialize_with_options_str("print_level 5\nfile_print_level 7\n")
10995 .unwrap();
10996 let (level, found) = app.options().get_integer_value("print_level", "").unwrap();
10997 assert!(found);
10998 assert_eq!(level, 5);
10999 }
11000
11001 #[test]
11002 fn application_sqp_suboptions_propagate_to_builder() {
11003 // All SQP suboptions are read by algorithm_builder_snapshot
11004 // and baked into the builder's `sqp` field.
11005 let mut app = IpoptApplication::new();
11006 app.initialize().unwrap();
11007 app.initialize_with_options_str(
11008 "algorithm active-set-sqp\n\
11009 sqp_globalization l1-elastic\n\
11010 sqp_hessian lbfgs\n\
11011 sqp_max_iter 17\n\
11012 sqp_tol 1e-7\n\
11013 sqp_constr_viol_tol 1e-5\n\
11014 sqp_dual_inf_tol 1e-3\n\
11015 sqp_l1_penalty 2.5\n\
11016 sqp_bt_reduction 0.25\n\
11017 sqp_bt_min_alpha 1e-10\n\
11018 sqp_print_level 2\n\
11019 sqp_lbfgs_max_history 12\n",
11020 )
11021 .unwrap();
11022 let snap = app.algorithm_builder_snapshot();
11023 assert_eq!(
11024 snap.sqp.globalization,
11025 crate::sqp::SqpGlobalization::L1Elastic
11026 );
11027 assert_eq!(snap.sqp.hessian, crate::sqp::SqpHessianSource::Lbfgs);
11028 assert_eq!(snap.sqp.max_iter, 17);
11029 assert!((snap.sqp.tol - 1e-7).abs() < 1e-18);
11030 assert!((snap.sqp.constr_viol_tol - 1e-5).abs() < 1e-18);
11031 assert!((snap.sqp.dual_inf_tol - 1e-3).abs() < 1e-18);
11032 assert!((snap.sqp.l1_penalty - 2.5).abs() < 1e-18);
11033 assert!((snap.sqp.bt_reduction - 0.25).abs() < 1e-18);
11034 assert!((snap.sqp.bt_min_alpha - 1e-10).abs() < 1e-18);
11035 assert_eq!(snap.sqp.print_level, 2);
11036 assert_eq!(snap.sqp.lbfgs_max_history, 12);
11037 }
11038
11039 /// Every `sqp_qp_*` key that [`apply_qp_subproblem_options`] reads must
11040 /// actually be *registered*, and must reach `pounce_qp::QpOptions`.
11041 ///
11042 /// The whole family was readable-but-unregistered (gh #360): the options
11043 /// registry rejected each one with OPTION_INVALID, so the reader was
11044 /// unreachable and the documented knobs were unusable. This is the guard
11045 /// that class of omission needs — it fails both if a key stops being
11046 /// registered and if a newly-read key is never registered at all.
11047 #[test]
11048 fn issue_1054_schur_updates_follow_size_unless_set() {
11049 let mut app = IpoptApplication::new();
11050 app.initialize().unwrap();
11051 app.initialize_with_options_str("algorithm active-set-sqp\n")
11052 .unwrap();
11053 assert_eq!(
11054 app.algorithm_builder_snapshot().sqp.qp_schur_min_dim,
11055 Some(crate::sqp::options::DEFAULT_QP_SCHUR_MIN_DIM)
11056 );
11057 for v in ["yes", "no"] {
11058 let mut app = IpoptApplication::new();
11059 app.initialize().unwrap();
11060 app.initialize_with_options_str(&format!(
11061 "algorithm active-set-sqp\nsqp_qp_use_schur_updates {v}\n"
11062 ))
11063 .unwrap();
11064 let snap = app.algorithm_builder_snapshot();
11065 assert_eq!(snap.sqp.qp_schur_min_dim, None, "{v}: explicit wins");
11066 assert_eq!(snap.sqp_qp.use_schur_updates, v == "yes");
11067 }
11068 }
11069
11070 #[test]
11071 fn application_sqp_qp_subproblem_options_are_registered_and_propagate() {
11072 use pounce_qp::AntiCyclingChoice;
11073
11074 // Source of truth: the keys `apply_qp_subproblem_options` reads.
11075 // Kept in step with that function by the round-trip assertions below.
11076 let mut app = IpoptApplication::new();
11077 app.initialize().unwrap();
11078 app.initialize_with_options_str(
11079 "algorithm active-set-sqp\n\
11080 sqp_qp_max_iter 37\n\
11081 sqp_qp_feas_tol 1e-7\n\
11082 sqp_qp_opt_tol 2e-7\n\
11083 sqp_qp_elastic_gamma 1e4\n\
11084 sqp_qp_anti_cycling bland\n\
11085 sqp_qp_use_schur_updates yes\n\
11086 sqp_qp_max_schur_updates_before_refactor 12\n\
11087 sqp_qp_use_homotopy yes\n\
11088 sqp_qp_certify_second_order yes\n",
11089 )
11090 .expect("every sqp_qp_* option must be registered (gh #360)");
11091
11092 let qp = &app.algorithm_builder_snapshot().sqp_qp;
11093 assert_eq!(qp.max_iter, 37);
11094 assert!((qp.feas_tol - 1e-7).abs() < 1e-20);
11095 assert!((qp.opt_tol - 2e-7).abs() < 1e-20);
11096 assert!((qp.elastic_gamma - 1e4).abs() < 1e-9);
11097 assert_eq!(qp.anti_cycling, AntiCyclingChoice::Bland);
11098 // The Schur update path was implemented but reachable only through
11099 // `SqpAlgorithm::with_qp_options`, so no CLI/library user could turn
11100 // it on — the same unreachable-knob defect gh #360 fixed for the rest
11101 // of this family.
11102 assert!(qp.use_schur_updates);
11103 assert_eq!(qp.max_schur_updates_before_refactor, 12);
11104 assert!(qp.use_homotopy);
11105 // gh #848. Off by default on this path (see
11106 // `QpOptions::sqp_subproblem`), so the value that proves the wire is
11107 // live is `yes` — asserting the default would pass on a reader that
11108 // never ran.
11109 assert!(qp.certify_second_order);
11110
11111 // Untouched options must keep the SQP subproblem base, not be
11112 // overwritten with zeros by the "explicitly set" gate. That base is
11113 // `QpOptions::default()` in every field but one; the exception is
11114 // asserted below.
11115 let mut app = IpoptApplication::new();
11116 app.initialize().unwrap();
11117 app.initialize_with_options_str("algorithm active-set-sqp\n")
11118 .unwrap();
11119 let defaults = pounce_qp::QpOptions::default();
11120 let qp = &app.algorithm_builder_snapshot().sqp_qp;
11121 assert_eq!(qp.max_iter, defaults.max_iter);
11122 assert!((qp.feas_tol - defaults.feas_tol).abs() < 1e-20);
11123 assert!((qp.opt_tol - defaults.opt_tol).abs() < 1e-20);
11124 assert_eq!(qp.anti_cycling, defaults.anti_cycling);
11125 // Off in the base QP options: the SQP driver turns it on per solve
11126 // from `n + m >= 500` (gh#1054; measured on Maros-Meszaros, see the
11127 // option text). Do not move that threshold without re-running the
11128 // comparison.
11129 assert!(!qp.use_schur_updates);
11130 assert_eq!(
11131 qp.max_schur_updates_before_refactor,
11132 defaults.max_schur_updates_before_refactor
11133 );
11134 // Off by default *on the SQP path*, and deliberately different from
11135 // `QpOptions::default()` — which is what a standalone `solve_qp`
11136 // gets, and where it is on. gh #848 / gh #856.
11137 assert!(!qp.certify_second_order);
11138 assert!(pounce_qp::QpOptions::default().certify_second_order);
11139 }
11140
11141 /// The other direction of the gh #360 guard: every **registered**
11142 /// `sqp_qp_*` option must be one `apply_qp_subproblem_options` actually
11143 /// reads.
11144 ///
11145 /// The sister test above checks read-keys-are-registered. It cannot catch
11146 /// the inverse, and the inverse happened: `sqp_qp_use_homotopy` was
11147 /// registered with the homotopy work and never wired into the reader, so
11148 /// setting it on the SQP path silently did nothing while the option's own
11149 /// documentation described what it would do. A registered knob that no
11150 /// code reads is worse than a missing one — it validates, it accepts a
11151 /// value, and it lies.
11152 ///
11153 /// Adding a new `sqp_qp_*` option therefore fails here until it is both
11154 /// read by `apply_qp_subproblem_options` and asserted in the round-trip
11155 /// test above.
11156 #[test]
11157 fn application_every_registered_sqp_qp_option_is_read_by_the_subproblem_reader() {
11158 let mut app = IpoptApplication::new();
11159 app.initialize().unwrap();
11160
11161 let mut registered: Vec<String> = app
11162 .registered_options()
11163 .registered_options_in_order()
11164 .iter()
11165 .map(|o| o.name.clone())
11166 .filter(|n| n.starts_with("sqp_qp_"))
11167 .collect();
11168 registered.sort();
11169
11170 // Kept in step by hand with the `options.get_*_value("sqp_qp_…")`
11171 // calls in `apply_qp_subproblem_options`, and cross-checked by the
11172 // round-trip assertions in the sister test.
11173 let mut read_by_the_reader = vec![
11174 "sqp_qp_anti_cycling".to_string(),
11175 "sqp_qp_certify_second_order".to_string(),
11176 "sqp_qp_elastic_gamma".to_string(),
11177 "sqp_qp_feas_tol".to_string(),
11178 "sqp_qp_max_iter".to_string(),
11179 "sqp_qp_max_schur_updates_before_refactor".to_string(),
11180 "sqp_qp_opt_tol".to_string(),
11181 "sqp_qp_use_homotopy".to_string(),
11182 "sqp_qp_use_schur_updates".to_string(),
11183 ];
11184 read_by_the_reader.sort();
11185
11186 assert_eq!(
11187 registered, read_by_the_reader,
11188 "registered sqp_qp_* options and the ones \
11189 `apply_qp_subproblem_options` reads have diverged. A key that is \
11190 registered but unread is a no-op knob with working documentation \
11191 (that is how `sqp_qp_use_homotopy` shipped); a key read but not \
11192 registered is gh #360. Wire it up in both places, assert it in \
11193 `application_sqp_qp_subproblem_options_are_registered_and_propagate`, \
11194 then add it here."
11195 );
11196 }
11197
11198 #[test]
11199 fn application_sqp_hessian_approximation_maps_to_damped_bfgs() {
11200 // The frontend sets `hessian_approximation = limited-memory` when no
11201 // exact Lagrangian Hessian is available (e.g. `pounce.minimize` with
11202 // no `hess`). On the active-set-SQP path that must resolve to the
11203 // dense Powell-damped BFGS, NOT the limited-memory update: L-BFGS
11204 // materializes the same dense Hessian for the QP subproblem yet stalls
11205 // (`Search_Direction_Becomes_Too_Small` / wrong `x`) on convex QPs with
11206 // an active inequality (issue #358); damped-BFGS solves them.
11207 let mut app = IpoptApplication::new();
11208 app.initialize().unwrap();
11209 app.initialize_with_options_str(
11210 "algorithm active-set-sqp\n\
11211 hessian_approximation limited-memory\n",
11212 )
11213 .unwrap();
11214 let snap = app.algorithm_builder_snapshot().sqp;
11215 assert_eq!(snap.hessian, crate::sqp::SqpHessianSource::QuasiNewtonAuto);
11216 // ...which is the dense update at or below the ceiling, and the
11217 // lifted limited-memory one above it (gh#1054).
11218 assert_eq!(
11219 snap.hessian
11220 .resolve(snap.dense_hessian_max_n, snap.dense_hessian_max_n),
11221 crate::sqp::SqpHessianSource::DampedBfgs
11222 );
11223 assert_eq!(
11224 snap.hessian
11225 .resolve(snap.dense_hessian_max_n + 1, snap.dense_hessian_max_n),
11226 crate::sqp::SqpHessianSource::Lbfgs
11227 );
11228
11229 // An explicit `sqp_hessian = lbfgs` is still honored (it is read after
11230 // `hessian_approximation`, so it wins): callers who genuinely want the
11231 // limited-memory update can still ask for it.
11232 let mut app = IpoptApplication::new();
11233 app.initialize().unwrap();
11234 app.initialize_with_options_str(
11235 "algorithm active-set-sqp\n\
11236 hessian_approximation limited-memory\n\
11237 sqp_hessian lbfgs\n",
11238 )
11239 .unwrap();
11240 assert_eq!(
11241 app.algorithm_builder_snapshot().sqp.hessian,
11242 crate::sqp::SqpHessianSource::Lbfgs
11243 );
11244 }
11245
11246 /// `builder.linear_solver` must name the backend that will actually be
11247 /// built, not the one the option string asked for.
11248 ///
11249 /// MA57 is behind the optional `ma57` cargo feature; without it
11250 /// `default_backend_factory` silently substitutes FERAL. Recording `Ma57`
11251 /// anyway made the field disagree with reality, and the Schur KKT gate in
11252 /// `alg_builder::build_with_backend` (which tests `== Feral`) consumed that
11253 /// disagreement — so `set_kkt_schur_block()` never engaged on the default
11254 /// pure-Rust build for any user, while the transparent fallback kept every
11255 /// answer correct and every test green.
11256 #[test]
11257 fn application_linear_solver_records_the_effective_backend() {
11258 // Default options resolve to FERAL in *every* build. The registry
11259 // used to default to upstream's "ma57", which meant an HSL build
11260 // silently ran MA57 without being asked and a pure-Rust build
11261 // advertised a backend it did not contain; the default now names
11262 // pounce's own solver and HSL is opt-in (gh#483 follow-up).
11263 let mut app = IpoptApplication::new();
11264 app.initialize().unwrap();
11265 assert_eq!(
11266 app.algorithm_builder_from_options().linear_solver,
11267 LinearSolverChoice::Feral,
11268 "the registered default is `feral`, in an ma57 build too"
11269 );
11270
11271 // An explicit ma57 request resolves the same way.
11272 let mut app = IpoptApplication::new();
11273 app.initialize().unwrap();
11274 app.initialize_with_options_str("linear_solver ma57\n")
11275 .unwrap();
11276 let got = app.algorithm_builder_from_options().linear_solver;
11277 if cfg!(feature = "ma57") {
11278 assert_eq!(got, LinearSolverChoice::Ma57);
11279 } else {
11280 assert_eq!(got, LinearSolverChoice::Feral);
11281 }
11282
11283 // An explicit feral request is honored in every build.
11284 let mut app = IpoptApplication::new();
11285 app.initialize().unwrap();
11286 app.initialize_with_options_str("linear_solver feral\n")
11287 .unwrap();
11288 assert_eq!(
11289 app.algorithm_builder_from_options().linear_solver,
11290 LinearSolverChoice::Feral
11291 );
11292 }
11293
11294 /// gh#746. `IpAlgBuilder.cpp:1059` substitutes `adaptive` for the
11295 /// registered `monotone` when `hessian_approximation` is
11296 /// limited-memory and the caller left `mu_strategy` alone. pounce
11297 /// read the registered default unconditionally, which is a
11298 /// different barrier schedule on the whole quasi-Newton arm.
11299 #[test]
11300 fn limited_memory_defaults_mu_strategy_to_adaptive() {
11301 // Exact Hessian, nothing set: monotone, as registered.
11302 let mut app = IpoptApplication::new();
11303 app.initialize().unwrap();
11304 assert_eq!(
11305 app.algorithm_builder_from_options().mu_strategy,
11306 MuStrategyChoice::Monotone,
11307 "the exact arm must keep the registered default"
11308 );
11309
11310 // Limited memory, nothing set: adaptive.
11311 let mut app = IpoptApplication::new();
11312 app.initialize().unwrap();
11313 app.initialize_with_options_str("hessian_approximation limited-memory\n")
11314 .unwrap();
11315 assert_eq!(
11316 app.algorithm_builder_from_options().mu_strategy,
11317 MuStrategyChoice::Adaptive,
11318 "limited-memory must take upstream's quasi-Newton default"
11319 );
11320
11321 // An explicit `monotone` still wins — the substitution is only
11322 // for an absent option.
11323 let mut app = IpoptApplication::new();
11324 app.initialize().unwrap();
11325 app.initialize_with_options_str(
11326 "hessian_approximation limited-memory\n\
11327 mu_strategy monotone\n",
11328 )
11329 .unwrap();
11330 assert_eq!(
11331 app.algorithm_builder_from_options().mu_strategy,
11332 MuStrategyChoice::Monotone,
11333 "an explicit mu_strategy must not be overridden"
11334 );
11335 }
11336
11337 /// The μ-strategy auto-fallback retries with the *other* strategy.
11338 /// Under limited-memory the first attempt is adaptive, so the flip
11339 /// has to be monotone — reading the registered default there would
11340 /// re-run the strategy that just stalled (gh#746).
11341 #[test]
11342 fn fallback_flip_follows_the_resolved_mu_strategy() {
11343 let mut app = IpoptApplication::new();
11344 app.initialize().unwrap();
11345 assert!(
11346 !app.effective_mu_strategy_is_adaptive(),
11347 "unset + exact resolves to monotone"
11348 );
11349
11350 let mut app = IpoptApplication::new();
11351 app.initialize().unwrap();
11352 app.initialize_with_options_str("hessian_approximation limited-memory\n")
11353 .unwrap();
11354 assert!(
11355 app.effective_mu_strategy_is_adaptive(),
11356 "unset + limited-memory resolves to adaptive"
11357 );
11358
11359 let mut app = IpoptApplication::new();
11360 app.initialize().unwrap();
11361 app.initialize_with_options_str(
11362 "hessian_approximation limited-memory\n\
11363 mu_strategy monotone\n",
11364 )
11365 .unwrap();
11366 assert!(
11367 !app.effective_mu_strategy_is_adaptive(),
11368 "an explicit monotone under limited-memory resolves to monotone"
11369 );
11370 }
11371
11372 #[test]
11373 fn application_limited_memory_options_propagate_to_builder() {
11374 use crate::hess::lim_mem_quasi_newton::UpdateType;
11375
11376 // Default: no options set -> bit-exact with Ipopt's default
11377 // (bfgs, history 6). This is what the IPM path runs unless the
11378 // user opts in, so it must not drift.
11379 let mut app = IpoptApplication::new();
11380 app.initialize().unwrap();
11381 let def = app.algorithm_builder_from_options();
11382 assert_eq!(def.limited_memory_update_type, UpdateType::Bfgs);
11383 assert_eq!(def.limited_memory_max_history, 6);
11384
11385 // `limited_memory_update_type=sr1` and a custom history length
11386 // must reach the builder (these were registered upstream but
11387 // read nowhere on the IPM path before — see #131). Honoring
11388 // them is what lets SR1 break the monotone L-BFGS stall.
11389 let mut app = IpoptApplication::new();
11390 app.initialize().unwrap();
11391 app.initialize_with_options_str(
11392 "hessian_approximation limited-memory\n\
11393 limited_memory_update_type sr1\n\
11394 limited_memory_max_history 9\n",
11395 )
11396 .unwrap();
11397 let snap = app.algorithm_builder_from_options();
11398 assert_eq!(snap.limited_memory_update_type, UpdateType::Sr1);
11399 assert_eq!(snap.limited_memory_max_history, 9);
11400 }
11401
11402 #[test]
11403 fn application_recalc_y_is_wired_and_defaults_off() {
11404 // #677. Upstream registers `recalc_y` as `no`, but its option
11405 // text ends "If a limited memory quasi-Newton option is chosen,
11406 // this is used by default" — the effective default is
11407 // conditional on the Hessian approximation. pounce refused the
11408 // option outright before this, so an L-BFGS user had no way to
11409 // reach Ipopt's behaviour.
11410
11411 // Exact Hessian: off, matching the registered default.
11412 let mut app = IpoptApplication::new();
11413 app.initialize().unwrap();
11414 let b = app.algorithm_builder_from_options();
11415 assert!(!b.recalc_y, "exact-Hessian default must stay off");
11416 assert_eq!(b.recalc_y_feas_tol, 1e-6, "default changed");
11417
11418 // Limited memory: also off. Upstream's option text says it is
11419 // used by default there; pounce deliberately does not, because
11420 // auto-enabling took 7 of 57 fixtures from solved to not solved
11421 // on the L-BFGS leg with nothing moving the other way. See the
11422 // read site in `algorithm_builder_from_options`. If this
11423 // assertion is what fails, the auto-enable is being restored —
11424 // re-run `scripts/sweep-fixtures.sh` and explain those 7 first.
11425 let mut app = IpoptApplication::new();
11426 app.initialize().unwrap();
11427 app.initialize_with_options_str("hessian_approximation limited-memory\n")
11428 .unwrap();
11429 assert!(
11430 !app.algorithm_builder_from_options().recalc_y,
11431 "limited-memory must not silently enable recalc_y"
11432 );
11433
11434 // An explicit `yes` reaches the exact-Hessian path, which
11435 // used to be refused as unimplemented.
11436 let mut app = IpoptApplication::new();
11437 app.initialize().unwrap();
11438 app.initialize_with_options_str("recalc_y yes\nrecalc_y_feas_tol 1e-3\n")
11439 .unwrap();
11440 let b = app.algorithm_builder_from_options();
11441 assert!(b.recalc_y);
11442 assert_eq!(b.recalc_y_feas_tol, 1e-3);
11443 }
11444
11445 #[test]
11446 fn application_limited_memory_initialization_propagates_to_builder() {
11447 use crate::hess::lim_mem_quasi_newton::InitialApprox;
11448
11449 // #677: registered with upstream's `scalar1` default and read
11450 // nowhere, so every limited-memory solve ran `scalar2` and
11451 // setting the option was a silent no-op. Each keyword must now
11452 // reach the builder.
11453 for (kw, want) in [
11454 ("scalar1", InitialApprox::Scalar1),
11455 ("scalar2", InitialApprox::Scalar2),
11456 ("scalar3", InitialApprox::Scalar3),
11457 ("scalar4", InitialApprox::Scalar4),
11458 ("constant", InitialApprox::Constant),
11459 ("history-max", InitialApprox::HistoryMax),
11460 ] {
11461 let mut app = IpoptApplication::new();
11462 app.initialize().unwrap();
11463 app.initialize_with_options_str(&format!(
11464 "hessian_approximation limited-memory\n\
11465 limited_memory_initialization {kw}\n"
11466 ))
11467 .unwrap();
11468 assert_eq!(
11469 app.algorithm_builder_from_options()
11470 .limited_memory_initialization,
11471 want,
11472 "limited_memory_initialization={kw} did not reach the builder"
11473 );
11474 }
11475
11476 // `limited_memory_init_val` was unread too — the empty-history
11477 // branch hard-coded the same 1.0, so the miss was invisible.
11478 let mut app = IpoptApplication::new();
11479 app.initialize().unwrap();
11480 app.initialize_with_options_str(
11481 "hessian_approximation limited-memory\n\
11482 limited_memory_init_val 4.5\n",
11483 )
11484 .unwrap();
11485 assert_eq!(
11486 app.algorithm_builder_from_options().limited_memory_init_val,
11487 4.5
11488 );
11489
11490 // The effective default matches the registry and Ipopt
11491 // (`scalar1`). This is the assertion that would have caught #677
11492 // when the option was first registered: it pins the *selection*,
11493 // which the per-formula tests in `lim_mem_quasi_newton` cannot
11494 // see. Do not relax it to make an unrelated change pass.
11495 let mut app = IpoptApplication::new();
11496 app.initialize().unwrap();
11497 let def = app.algorithm_builder_from_options();
11498 assert_eq!(def.limited_memory_initialization, InitialApprox::Scalar1);
11499 assert_eq!(def.limited_memory_init_val, 1.0);
11500 }
11501
11502 #[test]
11503 fn application_sqp_warm_start_round_trip() {
11504 // Drive the convex-equality TNLP through the SQP path
11505 // twice. The first solve produces a working set; the
11506 // second is warm-started from it. The second must converge
11507 // with zero QP solves (the first KKT check declares
11508 // optimality immediately).
11509 let finalize_slot = std::rc::Rc::new(std::cell::RefCell::new(None));
11510 let tnlp_rc: std::rc::Rc<std::cell::RefCell<dyn TNLP>> =
11511 std::rc::Rc::new(std::cell::RefCell::new(ConvexEqTnlp {
11512 finalize_called: std::rc::Rc::clone(&finalize_slot),
11513 }));
11514
11515 let mut app = IpoptApplication::new();
11516 app.initialize().unwrap();
11517 app.initialize_with_options_str("algorithm active-set-sqp\n")
11518 .unwrap();
11519
11520 // Cold solve.
11521 let status_a = app.optimize_tnlp(std::rc::Rc::clone(&tnlp_rc));
11522 assert_eq!(status_a, ApplicationReturnStatus::SolveSucceeded);
11523 let ws = app.last_sqp_working_set().cloned();
11524 assert!(ws.is_some(), "cold solve must yield a working set");
11525
11526 // Build the warm-start iterate from the converged finalize
11527 // payload (just x; pad multipliers to 0 since the test
11528 // problem is convex).
11529 let (x_recv, _) = finalize_slot.borrow().clone().unwrap();
11530 let warm = crate::sqp::SqpIterates {
11531 x: x_recv,
11532 lambda_g: vec![1.0],
11533 lambda_x: vec![0.0, 0.0],
11534 working: ws,
11535 };
11536 app.set_sqp_warm_start(warm);
11537
11538 // Warm solve.
11539 let status_b = app.optimize_tnlp(std::rc::Rc::clone(&tnlp_rc));
11540 assert_eq!(status_b, ApplicationReturnStatus::SolveSucceeded);
11541 assert!(app.last_sqp_working_set().is_some());
11542 }
11543
11544 #[test]
11545 fn application_sqp_warm_start_auto_clears_after_use() {
11546 let finalize_slot = std::rc::Rc::new(std::cell::RefCell::new(None));
11547 let tnlp_rc: std::rc::Rc<std::cell::RefCell<dyn TNLP>> =
11548 std::rc::Rc::new(std::cell::RefCell::new(ConvexEqTnlp {
11549 finalize_called: std::rc::Rc::clone(&finalize_slot),
11550 }));
11551 let mut app = IpoptApplication::new();
11552 app.initialize().unwrap();
11553 app.initialize_with_options_str("algorithm active-set-sqp\n")
11554 .unwrap();
11555 app.set_sqp_warm_start(crate::sqp::SqpIterates {
11556 x: vec![0.0, 1.0],
11557 lambda_g: vec![1.0],
11558 lambda_x: vec![0.0, 0.0],
11559 working: None,
11560 });
11561 assert!(app.sqp_warm_start.is_some());
11562 let _ = app.optimize_tnlp(std::rc::Rc::clone(&tnlp_rc));
11563 assert!(
11564 app.sqp_warm_start.is_none(),
11565 "warm-start input must be auto-cleared after use"
11566 );
11567 }
11568
11569 #[test]
11570 fn application_sqp_suboptions_default_when_unset() {
11571 // Without any sqp_* settings, the snapshot should equal
11572 // SqpOptions::default().
11573 let mut app = IpoptApplication::new();
11574 app.initialize().unwrap();
11575 let snap = app.algorithm_builder_snapshot();
11576 let d = crate::sqp::SqpOptions::default();
11577 assert_eq!(snap.sqp.globalization, d.globalization);
11578 assert_eq!(snap.sqp.hessian, d.hessian);
11579 assert_eq!(snap.sqp.max_iter, d.max_iter);
11580 assert!((snap.sqp.tol - d.tol).abs() < 1e-18);
11581 assert!((snap.sqp.constr_viol_tol - d.constr_viol_tol).abs() < 1e-18);
11582 assert!((snap.sqp.dual_inf_tol - d.dual_inf_tol).abs() < 1e-18);
11583 assert!((snap.sqp.l1_penalty - d.l1_penalty).abs() < 1e-18);
11584 assert!((snap.sqp.bt_reduction - d.bt_reduction).abs() < 1e-18);
11585 assert!((snap.sqp.bt_min_alpha - d.bt_min_alpha).abs() < 1e-18);
11586 assert_eq!(snap.sqp.print_level, d.print_level);
11587 assert_eq!(snap.sqp.lbfgs_max_history, d.lbfgs_max_history);
11588 }
11589
11590 #[test]
11591 fn application_reports_problem_dimensions() {
11592 let app = IpoptApplication::new();
11593 let mut tnlp = Hs071Stub;
11594 let info = app.problem_dimensions(&mut tnlp).unwrap();
11595 assert_eq!(info.n, 4);
11596 assert_eq!(info.m, 2);
11597 assert_eq!(info.nnz_jac_g, 8);
11598 assert_eq!(info.nnz_h_lag, 10);
11599 }
11600
11601 /// Each of the four constant-derivative hints reaches the algorithm,
11602 /// and reaches its *own* slot (#551 / #677).
11603 ///
11604 /// All four were wired and consumed — gh#588 Q6 made pounce exploit
11605 /// them — but the read site looped over
11606 /// `constant_derivatives::HINT_OPTIONS`, so the registered-but-unread
11607 /// scan saw a loop variable where it needs a literal key and reported
11608 /// all four as silent no-ops. They are literals now, and this pins
11609 /// what a literal-per-name rewrite can get wrong that a loop could
11610 /// not: setting one hint must light up that hint's slot and no other,
11611 /// because `reconcile` pairs `asserted[k]` with the model's proof for
11612 /// `HINT_OPTIONS[k]` and a transposed pair would reuse the wrong
11613 /// derivative.
11614 #[test]
11615 fn each_constant_derivative_hint_lights_up_its_own_slot() {
11616 use pounce_nlp::constant_derivatives::HINT_OPTIONS;
11617
11618 let app = IpoptApplication::new();
11619 assert_eq!(
11620 app.asserted_constant_derivative_hints(),
11621 [false; 4],
11622 "no hint is asserted on a fresh options list",
11623 );
11624
11625 for (k, name) in HINT_OPTIONS.iter().enumerate() {
11626 let mut app = IpoptApplication::new();
11627 app.initialize().unwrap();
11628 app.initialize_with_options_str(&format!("{name} yes\n"))
11629 .unwrap();
11630 let mut expected = [false; 4];
11631 expected[k] = true;
11632 assert_eq!(
11633 app.asserted_constant_derivative_hints(),
11634 expected,
11635 "`{name}=yes` must set slot {k} and nothing else",
11636 );
11637
11638 // …and the registered default asks for nothing, so an
11639 // `ipopt.opt` that spells it out changes no derivative reuse.
11640 let mut app = IpoptApplication::new();
11641 app.initialize().unwrap();
11642 app.initialize_with_options_str(&format!("{name} no\n"))
11643 .unwrap();
11644 assert_eq!(
11645 app.asserted_constant_derivative_hints(),
11646 [false; 4],
11647 "`{name}=no` is the registered default and asserts nothing",
11648 );
11649 }
11650 }
11651
11652 /// `min x²` on `[-10, 10]` from `x = 1`, with an *exactly correct*
11653 /// gradient `2x`. Unconstrained and one-dimensional so the only
11654 /// thing the derivative checker can react to is its own step size
11655 /// and threshold.
11656 ///
11657 /// The forward difference at step `h` is `((1+h)² − 1)/h = 2 + h`,
11658 /// so the deviation from the analytic `2` is exactly `h`, and the
11659 /// relative test flags it when `h > tol·(2 + h)`. That makes the
11660 /// verdict a closed-form function of the two knobs under test.
11661 struct ExactQuadratic;
11662 impl TNLP for ExactQuadratic {
11663 fn get_nlp_info(&mut self) -> Option<NlpInfo> {
11664 Some(NlpInfo {
11665 n: 1,
11666 m: 0,
11667 nnz_jac_g: 0,
11668 nnz_h_lag: 0,
11669 index_style: IndexStyle::C,
11670 })
11671 }
11672 fn get_bounds_info(&mut self, b: BoundsInfo<'_>) -> bool {
11673 b.x_l.copy_from_slice(&[-10.0]);
11674 b.x_u.copy_from_slice(&[10.0]);
11675 true
11676 }
11677 fn get_starting_point(&mut self, sp: StartingPoint<'_>) -> bool {
11678 sp.x.copy_from_slice(&[1.0]);
11679 true
11680 }
11681 fn eval_f(&mut self, x: &[Number], _new_x: bool) -> Option<Number> {
11682 Some(x[0] * x[0])
11683 }
11684 fn eval_grad_f(&mut self, x: &[Number], _new_x: bool, grad: &mut [Number]) -> bool {
11685 grad[0] = 2.0 * x[0];
11686 true
11687 }
11688 fn eval_g(&mut self, _x: &[Number], _new_x: bool, _g: &mut [Number]) -> bool {
11689 true
11690 }
11691 fn eval_jac_g(
11692 &mut self,
11693 _x: Option<&[Number]>,
11694 _new_x: bool,
11695 _mode: SparsityRequest<'_>,
11696 ) -> bool {
11697 true
11698 }
11699 fn eval_h(
11700 &mut self,
11701 _x: Option<&[Number]>,
11702 _new_x: bool,
11703 _obj_factor: Number,
11704 _lambda: Option<&[Number]>,
11705 _new_lambda: bool,
11706 _mode: SparsityRequest<'_>,
11707 ) -> bool {
11708 true
11709 }
11710 fn finalize_solution(&mut self, _sol: Solution<'_>, _d: &IpoptData, _q: &IpoptCq) {}
11711 }
11712
11713 struct RecordingQuadratic {
11714 gradient_points: Rc<RefCell<Vec<Number>>>,
11715 objective_points: Rc<RefCell<Vec<Number>>>,
11716 x_scaling: Number,
11717 }
11718
11719 impl TNLP for RecordingQuadratic {
11720 fn get_nlp_info(&mut self) -> Option<NlpInfo> {
11721 ExactQuadratic.get_nlp_info()
11722 }
11723
11724 fn get_bounds_info(&mut self, bounds: BoundsInfo<'_>) -> bool {
11725 ExactQuadratic.get_bounds_info(bounds)
11726 }
11727
11728 fn get_starting_point(&mut self, start: StartingPoint<'_>) -> bool {
11729 ExactQuadratic.get_starting_point(start)
11730 }
11731
11732 fn eval_f(&mut self, x: &[Number], new_x: bool) -> Option<Number> {
11733 self.objective_points.borrow_mut().push(x[0]);
11734 ExactQuadratic.eval_f(x, new_x)
11735 }
11736
11737 fn eval_grad_f(&mut self, x: &[Number], _new_x: bool, grad: &mut [Number]) -> bool {
11738 self.gradient_points.borrow_mut().push(x[0]);
11739 grad[0] = 2.0 * x[0];
11740 true
11741 }
11742
11743 fn eval_g(&mut self, x: &[Number], new_x: bool, g: &mut [Number]) -> bool {
11744 ExactQuadratic.eval_g(x, new_x, g)
11745 }
11746
11747 fn eval_jac_g(
11748 &mut self,
11749 x: Option<&[Number]>,
11750 new_x: bool,
11751 mode: SparsityRequest<'_>,
11752 ) -> bool {
11753 ExactQuadratic.eval_jac_g(x, new_x, mode)
11754 }
11755
11756 fn get_scaling_parameters(&mut self, req: ScalingRequest<'_>) -> bool {
11757 *req.obj_scaling = 1.0;
11758 *req.use_x_scaling = true;
11759 req.x_scaling[0] = self.x_scaling;
11760 *req.use_g_scaling = false;
11761 true
11762 }
11763
11764 fn finalize_solution(&mut self, _sol: Solution<'_>, _d: &IpoptData, _q: &IpoptCq) {}
11765 }
11766
11767 /// A floor replay makes the floor the recorded answer again, firing id
11768 /// included. The retries nest and each floors to `last_finalize`, so a
11769 /// replay that only re-delivered the payload left the inner retry's
11770 /// discarded payload there for an outer wrapper to floor to, and for
11771 /// `reported_on_converged_id` to name.
11772 #[test]
11773 fn restoring_a_floor_records_it_as_the_answer() {
11774 let snap = |x: Number, id: Option<u64>| FinalizeSnapshot {
11775 status: SolverReturn::Success,
11776 x: vec![x],
11777 z_l: vec![0.0],
11778 z_u: vec![0.0],
11779 g: vec![],
11780 lambda: vec![],
11781 obj_value: x * x,
11782 on_converged_id: id,
11783 };
11784 let app = IpoptApplication::new();
11785 let tnlp: Rc<RefCell<dyn TNLP>> = Rc::new(RefCell::new(ExactQuadratic));
11786 let base = snap(1.0, Some(1));
11787 // The retry's payload is the last one written, as after an inner
11788 // retry that lost.
11789 *app.last_finalize.borrow_mut() = Some(snap(2.0, Some(2)));
11790 assert_eq!(app.reported_on_converged_id(), Some(2));
11791
11792 app.restore_floor(&base, &tnlp);
11793 assert!(app.answer_restored_from_floor());
11794 assert_eq!(app.reported_on_converged_id(), Some(1));
11795 // What an outer wrapper would take as its own floor.
11796 let outer_floor = app.last_finalize.borrow().clone().unwrap();
11797 assert_eq!(outer_floor.x, base.x);
11798 }
11799
11800 fn derivative_test_verdict(extra: &str) -> pounce_nlp::derivative_test::DerivativeTestReport {
11801 let mut app = IpoptApplication::new();
11802 app.initialize().unwrap();
11803 app.initialize_with_options_str(&format!("derivative_test first-order\n{extra}"))
11804 .unwrap();
11805 let opts = app.derivative_test_options();
11806 pounce_nlp::derivative_test::run(&mut ExactQuadratic, &opts).expect("a report")
11807 }
11808
11809 /// `derivative_test_perturbation` and `derivative_test_tol` were
11810 /// registered, read into [`DerivativeTestOptions`], and consumed by
11811 /// the checker — but nothing proved a *set value* reached it, which
11812 /// is the only assertion that distinguishes a read site from a
11813 /// parse-and-discard (#677, #551).
11814 ///
11815 /// Each of the three verdicts below differs from the one above it by
11816 /// exactly one option, so a knob that stopped reaching the checker
11817 /// would collapse two of them together and fail here.
11818 #[test]
11819 fn the_derivative_checker_knobs_change_the_verdict() {
11820 // Registered defaults (1e-8 / 1e-4), which are also the read
11821 // site's fallbacks: a correct gradient looks correct.
11822 let clean = derivative_test_verdict("");
11823 assert_eq!(clean.checked, 1);
11824 assert_eq!(clean.suspicious, 0, "{:#?}", clean.lines);
11825
11826 // A coarse step makes the *same correct gradient* look wrong:
11827 // deviation 0.5 > 1e-4·2.5. Only `derivative_test_perturbation`
11828 // changed, so this is that option and nothing else.
11829 let coarse = derivative_test_verdict("derivative_test_perturbation 0.5\n");
11830 assert_eq!(coarse.checked, 1);
11831 assert_eq!(
11832 coarse.suspicious, 1,
11833 "derivative_test_perturbation never reached the checker: {:#?}",
11834 coarse.lines,
11835 );
11836
11837 // …and loosening the threshold at that same coarse step clears
11838 // it again: 0.5 < 0.5·2.5. Only `derivative_test_tol` changed.
11839 let tolerant =
11840 derivative_test_verdict("derivative_test_perturbation 0.5\nderivative_test_tol 0.5\n");
11841 assert_eq!(tolerant.checked, 1);
11842 assert_eq!(
11843 tolerant.suspicious, 0,
11844 "derivative_test_tol never reached the checker: {:#?}",
11845 tolerant.lines,
11846 );
11847
11848 // The report also prints what it used, so a user reading the
11849 // output can tell which step and threshold produced the verdict.
11850 assert!(
11851 tolerant.lines[0].contains("5.0e-1"),
11852 "{:#?}",
11853 tolerant.lines,
11854 );
11855 }
11856
11857 #[test]
11858 fn ordinary_derivative_test_keeps_the_conditioned_start() {
11859 let gradient_points = Rc::new(RefCell::new(Vec::new()));
11860 let tnlp = Rc::new(RefCell::new(RecordingQuadratic {
11861 gradient_points: Rc::clone(&gradient_points),
11862 objective_points: Rc::new(RefCell::new(Vec::new())),
11863 x_scaling: 1.0,
11864 })) as Rc<RefCell<dyn TNLP>>;
11865 let mut app = IpoptApplication::new();
11866 app.initialize().unwrap();
11867 app.initialize_with_options_str(
11868 "derivative_test first-order\n\
11869 start_point_perturbation 0.5\n\
11870 hessian_approximation limited-memory\n\
11871 max_iter 0\n\
11872 print_level 0\n",
11873 )
11874 .unwrap();
11875
11876 let _ = app.optimize_tnlp(tnlp);
11877
11878 let first = gradient_points.borrow()[0];
11879 assert!((first - 1.7666216164272852).abs() < 1e-12, "{first}");
11880 }
11881
11882 #[test]
11883 fn ordinary_derivative_test_keeps_variable_scaling() {
11884 let objective_points = Rc::new(RefCell::new(Vec::new()));
11885 let tnlp = Rc::new(RefCell::new(RecordingQuadratic {
11886 gradient_points: Rc::new(RefCell::new(Vec::new())),
11887 objective_points: Rc::clone(&objective_points),
11888 x_scaling: 0.5,
11889 })) as Rc<RefCell<dyn TNLP>>;
11890 let mut app = IpoptApplication::new();
11891 app.initialize().unwrap();
11892 app.initialize_with_options_str(
11893 "derivative_test first-order\n\
11894 derivative_test_perturbation 0.5\n\
11895 nlp_scaling_method user-scaling\n\
11896 hessian_approximation limited-memory\n\
11897 max_iter 0\n\
11898 print_level 0\n",
11899 )
11900 .unwrap();
11901
11902 let _ = app.optimize_tnlp(tnlp);
11903
11904 assert_eq!(&objective_points.borrow()[..2], &[1.0, 2.0]);
11905 }
11906
11907 // ---- gh#887: the dominance gate ------------------------------------
11908 //
11909 // These pin the rule directly, on numbers measured off real runs,
11910 // because the fixture that motivated the gate turned out not to be a
11911 // portable witness for it. `deb7` on the L-BFGS leg with
11912 // `limited_memory_ls_failure_restarts=1` reaches a *materially
11913 // different answer* on macOS and on Linux -- different objective
11914 // (99.677 vs 99.651) and, decisively, a different shape:
11915 //
11916 // | run | unscaled dual | viol | compl | ratio |
11917 // | reproducer, .nl | 7.90e4 | 1.1e-16 | 1.1e-9 | 1.5e-14 |
11918 // | reproducer, TNLP | 3.25e11 | 2.5e-16 | 2.8e-3 | 8.7e-15 |
11919 // | deb7 + rung, macOS | 9.90e1 | 8.0e-13 | 4.65e0 | 4.7e-2 |
11920 // | deb7 + rung, Linux | 5.5743e3 | 5.6e-14 | 2.08e-5 | 3.7e-9 |
11921 //
11922 // The Linux row is the one worth reading twice: that answer really is
11923 // gh#884's shape (scaled overall error 5.28e-1 against unscaled
11924 // 5.57e3, which is the `s_d` normalisation hiding a runaway exactly
11925 // as it did on `qpec_small`), so the retry there is the designed cost
11926 // and not the waste gh#887 filed. A CLI assertion of "deb7 declines"
11927 // is therefore false on Linux no matter what the threshold is, which
11928 // is why the pin lives here instead.
11929
11930 /// The dominance rule on its own, with the absolute floor switched
11931 /// off (`du_floor = 0`), so each of these tests is about one rule.
11932 fn ratio_only(dual_inf: Number, viol: Number, compl: Number) -> bool {
11933 runaway_is_the_whole_residual(dual_inf, viol, compl, 0.0)
11934 }
11935
11936 /// The gate as it actually runs: dominance *and* the detector's own
11937 /// absolute floor.
11938 fn runaway(dual_inf: Number, viol: Number, compl: Number) -> bool {
11939 runaway_is_the_whole_residual(dual_inf, viol, compl, DUAL_DIV_RETRY_DU_FLOOR)
11940 }
11941
11942 #[test]
11943 fn a_converged_point_with_a_runaway_multiplier_opens_the_retry() {
11944 // The gh#884 reproducer, both routes it reaches the gate by.
11945 assert!(runaway(7.90e4, 1.1e-16, 1.1e-9));
11946 assert!(runaway(3.25e11, 2.5e-16, 2.8e-3));
11947 // deb7 under the rung on Linux: primal exact, complementarity
11948 // eight orders under its own dual residual. Same shape.
11949 assert!(runaway(5.5743e3, 5.6e-14, 2.08e-5));
11950 }
11951
11952 #[test]
11953 fn an_unconverged_point_does_not_open_the_retry() {
11954 // deb7 under the rung on macOS: complementarity 4.65, five
11955 // percent of its own KKT error. Not a runaway multiplier on an
11956 // otherwise-converged point -- just an unconverged point.
11957 assert!(!ratio_only(9.90e1, 8.0e-13, 4.65e0));
11958 // Either residual alone is enough to close it: the gate takes the
11959 // max, so a clean complementarity does not excuse a violated
11960 // constraint. (`1.0e1` against `1.0e6` is a ratio of `1e-5`; note
11961 // that `1.0e0` there would be `1e-6` exactly, i.e. inside.)
11962 assert!(!ratio_only(1.0e6, 1.0e1, 1.0e-16));
11963 assert!(!ratio_only(1.0e6, 1.0e-16, 1.0e1));
11964 }
11965
11966 /// The dominance ratio is scale-free, and that is exactly why it
11967 /// cannot be the whole gate: a point converged to `1e-30` primal with
11968 /// a dual residual of `4.4e-1` satisfies it as comfortably as
11969 /// gh#884's `7.9e+04` does, and `4.4e-1` is not a runaway by any
11970 /// reading of the issue. Measured on the 400-model QPEC family, the
11971 /// floor alone removes 7 of 68 promotions, every one of them on an
11972 /// answer whose reported dual residual was below `1e2`.
11973 ///
11974 /// The floor is the *detector's*, so this is the answer-level gate
11975 /// asking about the same magnitude the iterate-level one did rather
11976 /// than being a strictly looser copy of it.
11977 #[test]
11978 fn a_small_dual_residual_is_not_a_runaway_however_dominant() {
11979 // Passes the ratio comfortably (1e-30 / 4.4e-1 = 2.3e-30) ...
11980 assert!(ratio_only(4.4e-1, 1.0e-30, 1.0e-30));
11981 // ... and is still refused, because it is not a runaway.
11982 assert!(!runaway(4.4e-1, 1.0e-30, 1.0e-30));
11983 // The two real `r`-family answers that reached the gate this way.
11984 assert!(!runaway(4.397e-1, 1.0e-16, 1.0e-16));
11985 assert!(!runaway(2.026e1, 1.0e-16, 1.0e-16));
11986 // Exactly at the floor is inside; a hair under is outside.
11987 assert!(runaway(DUAL_DIV_RETRY_DU_FLOOR, 0.0, 0.0));
11988 assert!(!runaway(DUAL_DIV_RETRY_DU_FLOOR * 0.999, 0.0, 0.0));
11989 }
11990
11991 #[test]
11992 fn the_threshold_is_where_the_constant_says_it_is() {
11993 // Exactly at the ratio is inside; a hair past it is outside.
11994 assert!(ratio_only(1.0, DUAL_DIV_RETRY_DOMINANCE, 0.0));
11995 assert!(!ratio_only(1.0, DUAL_DIV_RETRY_DOMINANCE * 1.001, 0.0));
11996 }
11997
11998 #[test]
11999 fn what_we_cannot_measure_does_not_buy_a_retry() {
12000 // A NaN compares false everywhere, so the condition is written so
12001 // that "we cannot tell" declines rather than retries. Each
12002 // argument in turn.
12003 assert!(!ratio_only(Number::NAN, 0.0, 0.0));
12004 assert!(!ratio_only(1.0e6, Number::NAN, 0.0));
12005 assert!(!ratio_only(1.0e6, 0.0, Number::NAN));
12006 assert!(!ratio_only(Number::INFINITY, 0.0, 0.0));
12007 // And a dual residual that is not a runaway at all: the ratio
12008 // would be meaningless, and a zero-dual point is not gh#884.
12009 assert!(!ratio_only(0.0, 0.0, 0.0));
12010 assert!(!ratio_only(-1.0, 0.0, 0.0));
12011 }
12012
12013 // ---- the promotion gate reads the ANSWER, not only the certificate --
12014 //
12015 // gh#884 ranked the two attempts on unscaled KKT error alone and
12016 // argued that this could not return a different local solution,
12017 // because "conjunct 4 requires the promoted answer to satisfy the KKT
12018 // conditions in the model's own units". Any other KKT point does too.
12019 // Measured on 400 random QPECs under the `prod_eq` lowering
12020 // (`bound_relax_factor=0 mu_strategy_fallback=no tol=1e-8`): 68
12021 // promotions, 42 of which moved the objective materially, and three
12022 // of which returned a strictly worse *feasible* point.
12023 //
12024 // Every number below is off a real run, and the two branches are
12025 // separated on purpose -- a rule that branches needs a case on each
12026 // side or the untaken one stays broken while the test is green.
12027 //
12028 // | model | base f | base viol | retry f | retry viol | branch |
12029 // |------------|-------------|-----------|-------------|------------|--------|
12030 // | qpec_small | +3.586e-28 | 1.11e-16 | +5.835e-11 | 5.47e-12 | admit |
12031 // | r116 | -1.3006e+01 | 2.22e-16 | -1.2072e+00 | 4.55e-13 | rule 1 |
12032 // | r261 | -4.7919e+00 | 1.07e-14 | -9.8563e-01 | 7.99e-14 | rule 1 |
12033 // | r201 | -2.9559e-01 | 6.25e-17 | -9.7321e-02 | 6.21e-13 | rule 1 |
12034 // | scholtes4 | +1.8176e-09 | 2.07e-25 | -6.6088e-05 | 1.09e-09 | rule 2 |
12035
12036 const ACCEPT: Number = 1e-6;
12037 /// Minimization, which is every row of the table above.
12038 const MIN: Number = 1.0;
12039 /// Maximization, i.e. `obj_scaling_factor < 0`.
12040 const MAX: Number = -1.0;
12041
12042 fn admissible(bo: Number, bv: Number, ro: Number, rv: Number) -> bool {
12043 retry_answer_is_admissible(bo, bv, ro, rv, ACCEPT, MIN)
12044 }
12045
12046 #[test]
12047 fn the_reproducers_promotion_is_still_admissible() {
12048 // `qpec_small`: the retry's objective is *worse*, by 5.8e-11 --
12049 // deliberately, since it buys nine orders of unscaled dual
12050 // residual. Five orders inside the tolerance, so rule 1 admits
12051 // it, which is the whole point of having a tolerance at all.
12052 assert!(admissible(3.586e-28, 1.11e-16, 5.835e-11, 5.47e-12));
12053 }
12054
12055 /// Rule 1: a strictly worse feasible point is never an upgrade.
12056 #[test]
12057 fn a_worse_feasible_objective_is_refused_however_clean_the_certificate() {
12058 // r116: -13.0057 -> -1.2072, both independently verified feasible
12059 // by `pounce verify`. The retry's unscaled KKT error is 2.9e-11
12060 // against the base attempt's 3.0e+03, so every certificate
12061 // conjunct passes and only this one refuses it.
12062 assert!(!admissible(
12063 -1.3005680756e1,
12064 2.22e-16,
12065 -1.2072337962e0,
12066 4.55e-13
12067 ));
12068 assert!(!admissible(
12069 -4.7919265770e0,
12070 1.07e-14,
12071 -9.8562977711e-1,
12072 7.99e-14
12073 ));
12074 assert!(!admissible(
12075 -2.9558632401e-1,
12076 6.25e-17,
12077 -9.7321185691e-2,
12078 6.21e-13
12079 ));
12080 }
12081
12082 /// The declared-box conjunct is scale-safe: at a bound of `1e6`, two
12083 /// points pinned to the same widened bound differ by an ulp (`1.2e-10`),
12084 /// which an absolute `1e-12` floor read as the re-solve using more of the
12085 /// widening; relative to the bound it is rounding. A genuine excess at
12086 /// that magnitude -- the bound-magnitude probe's `2.5e-6`, i.e. `2.5e-12`
12087 /// relative -- is still refused, and at a unit bound `1e-8` is.
12088 #[test]
12089 fn the_declared_box_conjunct_is_relative_to_each_bounds_magnitude() {
12090 let (lo, up) = (-1e19, 1e19);
12091 let rel = |x: &[Number], l: &[Number], u: &[Number]| {
12092 declared_box_relative_violation(x, l, u, lo, up)
12093 };
12094 let ub: Number = 1e6;
12095 let pinned: Number = ub + 1e-4; // on the widened bound (`constr_viol_tol` cap)
12096 let one_ulp_out = f64::from_bits(pinned.to_bits() + 1);
12097 assert!(
12098 one_ulp_out - pinned > 1e-12,
12099 "premise: an ulp of 1e6 exceeds 1e-12"
12100 );
12101 let (l, u) = (vec![0.0], vec![ub]);
12102 let base = rel(&[pinned], &l, &u);
12103 assert!(retry_keeps_declared_box(base, rel(&[one_ulp_out], &l, &u)));
12104 // The absolute rule this replaces declined exactly that pair.
12105 assert!(one_ulp_out - ub > (pinned - ub) + 1e-12);
12106 let genuine = rel(&[ub + 9.9995e-5], &l, &u);
12107 let base_genuine = rel(&[ub + 9.7494e-5], &l, &u);
12108 assert!(!retry_keeps_declared_box(base_genuine, genuine));
12109 // Unit bound: the widening's own size is refused, rounding is not.
12110 let (l1, u1) = (vec![0.0], vec![1.0]);
12111 assert!(!retry_keeps_declared_box(0.0, rel(&[1.0 + 1e-8], &l1, &u1)));
12112 assert!(retry_keeps_declared_box(
12113 0.0,
12114 rel(&[f64::from_bits(1.0f64.to_bits() + 1)], &l1, &u1)
12115 ));
12116 // Lower bounds, sentinels, and single-point boxes.
12117 assert_eq!(rel(&[-2e-4], &[-1e4], &[1e19]), 0.0);
12118 assert!(rel(&[-1e4 - 1e-4], &[-1e4], &[1e19]) > 0.0);
12119 assert_eq!(rel(&[5.0], &[-1e19], &[1e19]), 0.0);
12120 assert_eq!(rel(&[0.5 + 1e-8], &[0.5], &[0.5]), 0.0);
12121 assert!(rel(&[1.0], &[0.0, 0.0], &[1.0, 1.0]).is_nan());
12122 // `NaN` is "not measured".
12123 assert!(retry_keeps_declared_box(Number::NAN, Number::NAN));
12124 assert!(!retry_keeps_declared_box(0.0, Number::NAN));
12125 }
12126
12127 /// Rule 2: an objective *improvement* bought with primal slack.
12128 ///
12129 /// `scholtes4` (`benchmarks/mpcc/cases.py`, and now a CLI fixture) has
12130 /// `f* = 0` exactly -- for the MPCC and for the smooth lowering alike,
12131 /// since `x1*x2 = 0` forces one of them to zero, hence `x3 <= 0`, hence
12132 /// `f = x1 - x3 >= 0`. The retry reports `-6.61e-05`, which no feasible
12133 /// point reaches, by moving the complementarity row 16 orders further
12134 /// out. Rule 1 cannot see it: the objective got *better*.
12135 #[test]
12136 fn an_improvement_bought_with_primal_slack_is_refused() {
12137 assert!(!admissible(
12138 1.8175997416e-9,
12139 2.07e-25,
12140 -6.6088333055e-5,
12141 1.09e-9
12142 ));
12143 // The same numbers with the primal *held* would be admissible --
12144 // this is the conjunct that refuses it, not the objective move.
12145 assert!(admissible(
12146 1.8175997416e-9,
12147 2.07e-25,
12148 -6.6088333055e-5,
12149 2.07e-25
12150 ));
12151 }
12152
12153 /// The window the tolerance sits in, from both sides, so it is a
12154 /// checkable claim rather than a fitted constant: the smallest move
12155 /// that must be admitted is `qpec_small`'s `5.8e-11` and the smallest
12156 /// that must be refused is `r201`'s `0.198`, four and five orders
12157 /// away from `acceptable_tol` on either side.
12158 #[test]
12159 fn the_objective_tolerance_is_not_fitted_to_one_model() {
12160 let admit = 5.835e-11;
12161 let refuse = 0.198;
12162 assert!(admit < ACCEPT / 1.0e4, "{admit} is not well inside");
12163 assert!(refuse > ACCEPT * 1.0e4, "{refuse} is not well outside");
12164 // Scale-relative above 1, absolute below it -- the same
12165 // convention `sigma_forward_error_is_small` uses for `norm(x)`.
12166 assert!(admissible(1.0e6, 0.0, 1.0e6 + 0.5, 0.0));
12167 assert!(!admissible(1.0e6, 0.0, 1.0e6 + 5.0, 0.0));
12168 }
12169
12170 /// gh#983 item 4: `x*y == 0` from `(0.3, 0.3)`. The base attempt sits at
12171 /// `f = 2` with a violation of `3e-38` and an unscaled dual infeasibility
12172 /// of `1.4e9`; the retry reaches `f = 1` at `1.96e-13`, six orders inside
12173 /// `constr_viol_tol`. Rule 2 compared the two violations bare and refused
12174 /// it. The floor admits arithmetic noise and nothing above it: the
12175 /// scholtes4 row (`1.09e-9`) is refused in the same breath.
12176 #[test]
12177 fn a_retry_violation_at_the_noise_floor_does_not_block_an_improvement() {
12178 assert!(retry_answer_is_admissible(
12179 2.0, 3.037e-38, 1.0, 1.9584e-13, ACCEPT, MIN
12180 ));
12181 assert!(retry_answer_is_admissible(
12182 -2.0, 3.037e-38, -1.0, 1.9584e-13, ACCEPT, MAX
12183 ));
12184 // Just above the floor is still slack.
12185 assert!(!retry_answer_is_admissible(
12186 2.0,
12187 3.037e-38,
12188 1.0,
12189 RETRY_VIOL_NOISE_FLOOR * 10.0,
12190 ACCEPT,
12191 MIN
12192 ));
12193 // ... and rule 1 is untouched by the floor.
12194 assert!(!retry_answer_is_admissible(
12195 1.0, 3.037e-38, 2.0, 1.0e-13, ACCEPT, MIN
12196 ));
12197 }
12198
12199 /// The audit input with every measurement given and the defaults for
12200 /// the rest (`tol 1e-8`, `acceptable_tol 1e-6`, threshold `1e-4`).
12201 #[allow(clippy::too_many_arguments)]
12202 fn audit_in(
12203 tol: Number,
12204 obj_scale: Number,
12205 rescaled: Number,
12206 start_grad: Number,
12207 final_grad: Number,
12208 kkt: Number,
12209 compl: Number,
12210 th: Number,
12211 ) -> ScaleAuditInput {
12212 ScaleAuditInput {
12213 tol,
12214 obj_scale,
12215 rescaled_obj_scale: rescaled,
12216 start_grad_max: start_grad,
12217 final_grad_max: final_grad,
12218 unscaled_kkt: kkt,
12219 unscaled_compl: compl,
12220 acceptable_tol: 1e-6,
12221 masked_threshold: th,
12222 warm_start: false,
12223 }
12224 }
12225
12226 /// `audit_in` for a warm start (`warm_start_init_point=yes`).
12227 #[allow(clippy::too_many_arguments)]
12228 fn audit_in_warm(
12229 tol: Number,
12230 obj_scale: Number,
12231 rescaled: Number,
12232 start_grad: Number,
12233 final_grad: Number,
12234 kkt: Number,
12235 compl: Number,
12236 th: Number,
12237 ) -> ScaleAuditInput {
12238 ScaleAuditInput {
12239 warm_start: true,
12240 ..audit_in(
12241 tol, obj_scale, rescaled, start_grad, final_grad, kkt, compl, th,
12242 )
12243 }
12244 }
12245
12246 /// gh#983 / CI: a warm start is an answer, so its gradient -- and the
12247 /// returned point's -- carry the model's scale only above the barrier
12248 /// level. Both branches of the warm rule need a row: the session's
12249 /// interior optimum (gradient at the complementarity) stays out, and the
12250 /// reactor warm-started at its answer (gradient `4e3` times it) is still
12251 /// up-scaled.
12252 #[test]
12253 fn a_warm_start_at_an_answer_is_not_read_as_a_tiny_objective() {
12254 let th = 1e-4;
12255 let t = |inp| scale_audit_trigger(inp);
12256 // `cold_then_warm_through_presolve`'s warm re-solve, measured.
12257 assert_eq!(
12258 t(audit_in_warm(
12259 1e-8, 1.0, 1.0, 1.0e-11, 3.726e-9, 3.72e-9, 3.72e-9, th
12260 )),
12261 None
12262 );
12263 // The same numbers on a cold start are the tiny-objective signature:
12264 // the rule is the warm start's, not a change to the cold branch.
12265 assert!(matches!(
12266 t(audit_in(
12267 1e-8, 1.0, 1.0, 1.0e-11, 3.726e-9, 3.72e-9, 3.72e-9, th
12268 )),
12269 Some(ScaleAudit::Upscale(_))
12270 ));
12271 // The reactor (fs = 1e-6) warm-started from its answer: the active
12272 // bound's multiplier keeps the gradient at 1e-5, the model's scale.
12273 match t(audit_in_warm(
12274 1e-8, 1.0, 1.0, 1e-5, 1e-5, 2.5e-9, 2.5e-9, th,
12275 )) {
12276 Some(ScaleAudit::Upscale(k)) => assert!((k - 1e5).abs() < 1.0),
12277 other => panic!("{other:?}"),
12278 }
12279 // A barrier-level seed does not mask an answer that carries scale.
12280 assert!(matches!(
12281 t(audit_in_warm(
12282 1e-8, 1.0, 1.0, 1e-11, 1e-5, 2.5e-9, 2.5e-9, th
12283 )),
12284 Some(ScaleAudit::Upscale(_))
12285 ));
12286 // The re-scale branch does not read the gradient scale at all.
12287 assert_eq!(
12288 t(audit_in_warm(
12289 1e-8, 3e-7, 1.0, 3e8, 2.9e-2, 2.9e-2, 1e-9, th
12290 )),
12291 Some(ScaleAudit::Rescale)
12292 );
12293 }
12294
12295 /// gh#983: the audit's trigger branches on *which* scaling defect shows,
12296 /// and each branch needs its own row.
12297 #[test]
12298 fn the_scale_audit_trigger_takes_each_branch_and_neither_by_default() {
12299 let th = 1e-4;
12300 let t = |inp| scale_audit_trigger(inp);
12301 // Frozen factor, non-stationary in the model's own units, and the
12302 // factor re-evaluated at the returned point (gradient 2.9e-2 -> 1) is
12303 // seven orders from the frozen one: re-scale.
12304 assert_eq!(
12305 t(audit_in(1e-8, 3e-7, 1.0, 3e8, 2.9e-2, 2.9e-2, 1e-9, th)),
12306 Some(ScaleAudit::Rescale)
12307 );
12308 // gh#983 review item 2(b): the same masked certificate on a
12309 // legitimately large objective (`hs71 x 1e8`) re-evaluates to the
12310 // factor it already has -- the re-solve would be the same solve.
12311 assert_eq!(
12312 t(audit_in(1e-8, 2.2e-7, 2.4e-7, 4.6e8, 4.2e8, 3e-6, 1e-9, th)),
12313 None
12314 );
12315 // Tiny gradient, complementarity 2.5e-4 of it (the reactor, fs = 1e-6).
12316 match t(audit_in(1e-8, 1.0, 1.0, 1e-5, 1e-5, 2.5e-9, 2.5e-9, th)) {
12317 Some(ScaleAudit::Upscale(k)) => assert!((k - 1e5).abs() < 1.0),
12318 other => panic!("{other:?}"),
12319 }
12320 // gh#983 review item 4: no band without a signal. fs = 3e-5 (gradient
12321 // 3e-4, relative complementarity 8.4e-6) and fs = 1e-3 (2.5e-7) are
12322 // both re-solved now; fs = 1 is left alone.
12323 assert!(matches!(
12324 t(audit_in(1e-8, 1.0, 1.0, 3e-4, 3e-4, 2.5e-9, 2.5e-9, th)),
12325 Some(ScaleAudit::Upscale(_))
12326 ));
12327 assert!(matches!(
12328 t(audit_in(1e-8, 1.0, 1.0, 1e-2, 1e-2, 2.5e-9, 2.5e-9, th)),
12329 Some(ScaleAudit::Upscale(_))
12330 ));
12331 assert_eq!(
12332 t(audit_in(1e-8, 1.0, 1.0, 10.0, 10.0, 2.5e-9, 2.5e-9, th)),
12333 None
12334 );
12335 // A gradient in [0.1, 1): the signature, but an up-scale below the
12336 // material factor -- warn, do not re-solve.
12337 assert_eq!(
12338 t(audit_in(1e-8, 1.0, 1.0, 0.5, 0.5, 1e-6, 1e-6, th)),
12339 Some(ScaleAudit::SmallObjective)
12340 );
12341 // gh#983 review item 2(a): a start near a stationary point
12342 // (`grad f(x0) = 2e-7`) is not a tiny objective when the gradient at
12343 // the answer is 1.
12344 assert_eq!(
12345 t(audit_in(1e-8, 1.0, 1.0, 2e-7, 1.0, 2.5e-9, 2.5e-9, th)),
12346 None
12347 );
12348 // A start measured at a stationary point (gradient exactly 0) carries
12349 // no scale: the audit stays out however small the answer's gradient.
12350 assert_eq!(
12351 t(audit_in(1e-8, 1.0, 1.0, 0.0, 2e-4, 6e-3, 2.5e-9, th)),
12352 None
12353 );
12354 // An unmeasured start (caller-owned scaling) defers to the answer.
12355 assert!(matches!(
12356 t(audit_in(
12357 1e-8,
12358 f64::NAN,
12359 f64::NAN,
12360 f64::NAN,
12361 1e-5,
12362 2.5e-9,
12363 2.5e-9,
12364 th
12365 )),
12366 Some(ScaleAudit::Upscale(_))
12367 ));
12368 // A big gradient never up-scales, whatever the complementarity.
12369 assert_eq!(
12370 t(audit_in(1e-8, 1.0, 1.0, 50.0, 50.0, 1e-3, 1e-3, th)),
12371 None
12372 );
12373 // An extreme factor at a stationary point is the honest case.
12374 assert_eq!(
12375 t(audit_in(1e-8, 1e-8, 1e-8, 1e9, 1e9, 1e-9, 1e-12, th)),
12376 None
12377 );
12378 // The masked opt-out (threshold 0) disables the re-scale branch.
12379 assert_eq!(
12380 t(audit_in(1e-8, 3e-7, 1.0, 3e8, 2.9e-2, 2.9e-2, 1e-9, 0.0)),
12381 None
12382 );
12383 // A caller who loosened tol asked for the complementarity they got.
12384 assert_eq!(
12385 t(audit_in(5e-2, 1.0, 1.0, 1e-5, 1e-5, 1e-2, 1e-2, th)),
12386 None
12387 );
12388 // NaN stays quiet.
12389 let nan = f64::NAN;
12390 assert_eq!(t(audit_in(1e-8, nan, nan, nan, nan, nan, nan, th)), None);
12391 // The upscale is capped.
12392 match t(audit_in(1e-8, 1.0, 1.0, 1e-14, 1e-14, 1.0, 1.0, th)) {
12393 Some(ScaleAudit::Upscale(k)) => assert_eq!(k, SCALE_AUDIT_MAX_UPSCALE),
12394 other => panic!("{other:?}"),
12395 }
12396 }
12397
12398 /// gh#1000 (II.22): the roundoff exemption, on the measured population
12399 /// named in `UNSCALED_DUAL_ROUNDOFF_ULPS`'s doc.
12400 #[test]
12401 fn a_residual_at_the_roundoff_floor_of_its_terms_is_not_a_miss() {
12402 // Pump network at H0_max 148: 1.6 ulps of its terms.
12403 assert!(unscaled_dual_inf_is_roundoff(5.54e-3, 1.57e13));
12404 assert!(unscaled_dual_inf_is_roundoff(7.39e-3, 2.66e13));
12405 // The downgrades that are right keep it: Haverly, the process
12406 // network's T2 and S2+T2 subproblems, the eps-perspective root, and
12407 // the gh#983 cusp.
12408 assert!(!unscaled_dual_inf_is_roundoff(1.33e-2, 6.6e10));
12409 assert!(!unscaled_dual_inf_is_roundoff(0.5, 7.55e11));
12410 assert!(!unscaled_dual_inf_is_roundoff(6.25e-2, 3.21e11));
12411 assert!(!unscaled_dual_inf_is_roundoff(3.92e-3, 5.03e9));
12412 assert!(!unscaled_dual_inf_is_roundoff(0.144, 3.55e9));
12413 // No scale measured: keep the downgrade.
12414 assert!(!unscaled_dual_inf_is_roundoff(5.54e-3, f64::NAN));
12415 assert!(!unscaled_dual_inf_is_roundoff(5.54e-3, 0.0));
12416 assert!(!unscaled_dual_inf_is_roundoff(f64::NAN, 1e13));
12417 }
12418
12419 /// gh#983 review item 7: one warning per code.
12420 #[test]
12421 fn a_warning_code_is_attached_at_most_once() {
12422 let mut w = vec!["unscaled_dual_inf_above_acceptable: downgraded".to_string()];
12423 push_warning_once(
12424 &mut w,
12425 "unscaled_dual_inf_above_acceptable: verify in your units".to_string(),
12426 );
12427 push_warning_once(&mut w, "large_dual_scale: terms of 1e9".to_string());
12428 assert_eq!(w.len(), 2, "{w:?}");
12429 assert!(w[0].ends_with("downgraded"));
12430 }
12431
12432 /// gh#983: the structured warnings, by code, on success verdicts only.
12433 #[test]
12434 fn quality_warnings_carry_a_code_and_only_on_success_verdicts() {
12435 use ApplicationReturnStatus::*;
12436 // The cusp: multipliers 3.5e9, residual 0.144.
12437 let w = quality_warnings(SolveSucceeded, 0.144, 3.55e9, 1.0, 1e-6, false);
12438 assert!(
12439 w.iter().any(|m| m.starts_with("large_dual_scale:")),
12440 "{w:?}"
12441 );
12442 assert!(
12443 w.iter()
12444 .any(|m| m.starts_with("unscaled_dual_inf_above_acceptable:")),
12445 "{w:?}"
12446 );
12447 // orthrds2-like: scale 1.6e10, residual 89.7 -> only the scale caveat
12448 // and the absolute one; never a status change (the function returns
12449 // text, not a verdict).
12450 let w = quality_warnings(SolveSucceeded, 89.7, 1.6e10, 1.0, 1e-6, false);
12451 assert!(w.iter().any(|m| m.starts_with("large_dual_scale:")));
12452 assert!(!w.iter().any(|m| m.contains("bound_relax_factor")), "{w:?}");
12453 // gh#1000: under bound_relax_factor = 0 the caveat names the option.
12454 let w = quality_warnings(SolveSucceeded, 89.7, 1.6e10, 1.0, 1e-6, true);
12455 assert!(
12456 w.iter()
12457 .any(|m| m.starts_with("large_dual_scale:") && m.contains("bound_relax_factor = 0")),
12458 "{w:?}"
12459 );
12460 // A clean point has none.
12461 assert!(quality_warnings(SolveSucceeded, 1e-9, 5.0, 1.0, 1e-6, false).is_empty());
12462 // A large objective with a stationary residual is not a failed CQ.
12463 assert!(quality_warnings(SolveSucceeded, 2.9e-7, 1.46e9, 1.0, 1e-6, false).is_empty());
12464 // 5e-4 is below the warning bar even though it exceeds acceptable_tol.
12465 assert!(quality_warnings(SolveSucceeded, 5e-4, 5.0, 1.0, 1e-6, false).is_empty());
12466 // Failures carry no success caveat.
12467 assert!(quality_warnings(RestorationFailed, 0.144, 3.55e9, 1.0, 1e-6, false).is_empty());
12468 assert!(quality_warnings(SolveSucceeded, f64::NAN, f64::NAN, 1.0, 1e-6, false).is_empty());
12469 }
12470
12471 /// gh#983 item 5: flooring an attempt must floor everything a solve
12472 /// report reads off the statistics, the iteration count and the row table
12473 /// included, or the report describes the declined retry.
12474 #[test]
12475 fn the_certificate_floor_carries_the_iteration_trace() {
12476 use pounce_nlp::solve_statistics::{IterRecord, SolveStatistics};
12477 let mut base = SolveStatistics::new();
12478 base.iteration_count = 64;
12479 base.iterations = vec![IterRecord::default(); 3];
12480 base.num_obj_evals = 159;
12481 base.restoration_calls = 2;
12482 let floor = SolutionCertificate::of(&base);
12483 let mut retry = SolveStatistics::new();
12484 retry.iteration_count = 15;
12485 retry.iterations = vec![IterRecord::default(); 15];
12486 retry.num_obj_evals = 86;
12487 floor.restore_into(&mut retry);
12488 assert_eq!(retry.num_obj_evals, 159);
12489 assert_eq!(retry.restoration_calls, 2);
12490 assert_eq!(retry.iteration_count, 64);
12491 assert_eq!(retry.iterations.len(), 3);
12492 }
12493
12494 /// An infeasible base attempt is not a point worth protecting, so
12495 /// both rules stand down and the certificate conjuncts decide alone.
12496 /// R2: `obj_scaling_factor < 0` poses a maximization, and
12497 /// `final_objective` is the user's **signed** objective, so both rules
12498 /// have to follow the sense. This is the table above with every
12499 /// objective negated: the same three answers must be refused and the
12500 /// same one admitted, with `MAX` instead of `MIN`.
12501 ///
12502 /// Without the normalization each row flips — rule 1 starts refusing
12503 /// genuine improvements (a regression against the behaviour before the
12504 /// conjunct existed) and rule 2 starts admitting strictly worse
12505 /// answers, which is the class it was added to block.
12506 #[test]
12507 fn the_rules_follow_the_objective_sense() {
12508 // qpec_small, mirrored: the retry is worse by 5.8e-11, well inside
12509 // the tolerance, so it is still admitted.
12510 assert!(retry_answer_is_admissible(
12511 -3.586e-28, 1.11e-16, -5.835e-11, 5.47e-12, ACCEPT, MAX
12512 ));
12513 // r116, mirrored: +13.0057 given up for +1.2072 is now a *worse*
12514 // maximum, and rule 1 must still refuse it.
12515 assert!(!retry_answer_is_admissible(
12516 1.3005680756e1,
12517 2.22e-16,
12518 1.2072337962e0,
12519 4.55e-13,
12520 ACCEPT,
12521 MAX
12522 ));
12523 // scholtes4, mirrored: +6.6088e-05 is now an improvement bought
12524 // with primal slack, and rule 2 must still refuse it.
12525 assert!(!retry_answer_is_admissible(
12526 -1.8175997416e-9,
12527 2.07e-25,
12528 6.6088333055e-5,
12529 1.09e-9,
12530 ACCEPT,
12531 MAX
12532 ));
12533 // ... and the same improvement with the primal held is admitted.
12534 assert!(retry_answer_is_admissible(
12535 -1.8175997416e-9,
12536 2.07e-25,
12537 6.6088333055e-5,
12538 2.07e-25,
12539 ACCEPT,
12540 MAX
12541 ));
12542 }
12543
12544 /// The mirror of the above, stated as the property rather than the
12545 /// rows: negating both objectives and flipping the sense must leave
12546 /// every verdict unchanged.
12547 #[test]
12548 fn negating_the_objective_and_the_sense_is_inert() {
12549 for &(bo, bv, ro, rv) in &[
12550 (3.586e-28, 1.11e-16, 5.835e-11, 5.47e-12),
12551 (-1.3005680756e1, 2.22e-16, -1.2072337962e0, 4.55e-13),
12552 (1.8175997416e-9, 2.07e-25, -6.6088333055e-5, 1.09e-9),
12553 (1.8175997416e-9, 2.07e-25, -6.6088333055e-5, 2.07e-25),
12554 (-1.0e3, 1.0e-2, 0.0, 1.0e-12),
12555 ] {
12556 assert_eq!(
12557 retry_answer_is_admissible(bo, bv, ro, rv, ACCEPT, MIN),
12558 retry_answer_is_admissible(-bo, bv, -ro, rv, ACCEPT, MAX),
12559 "verdict moved under (obj, sense) -> (-obj, -sense) at {bo:e}/{ro:e}"
12560 );
12561 }
12562 }
12563
12564 #[test]
12565 fn an_infeasible_base_attempt_protects_nothing() {
12566 assert!(admissible(-1.0e3, 1.0e-2, 0.0, 1.0e-12));
12567 // ... and what cannot be measured is refused, not admitted, the
12568 // same way `runaway_is_the_whole_residual` treats a NaN.
12569 assert!(admissible(Number::NAN, 0.0, 0.0, 0.0));
12570 assert!(!admissible(0.0, 0.0, Number::NAN, 0.0));
12571 assert!(!admissible(0.0, 0.0, -1.0, Number::NAN));
12572 }
12573}