pounce_algorithm/ipopt_alg.rs
1//! Main optimization loop — port of
2//! `Algorithm/IpIpoptAlg.{hpp,cpp}`.
3//!
4//! Phase 7 ships the loop scaffold matching `Optimize()` lines
5//! 292-563 in upstream. The body invokes:
6//!
7//! 1. `IterateInitializer::set_initial_iterates`
8//! 2. (loop) `OutputIteration` → `CheckConvergence` →
9//! `UpdateBarrierParameter` → `UpdateHessian` →
10//! `ComputeSearchDirection` → `ComputeAcceptableTrialPoint` →
11//! `AcceptTrialPoint`
12//! 3. `correct_bound_multiplier` (kappa_sigma) per `MAIN_LOOP.md`
13//! §"Bound multiplier reset" lines 1055-1134
14//! 4. exception → `SolverReturn` mapping per the table in
15//! `MAIN_LOOP.md`.
16//!
17//! The NLP handle and search-direction calculator are optional:
18//! when both are present, `iterate()` computes a real Newton step and
19//! drives the line search. Without them, `iterate()` runs the bookkeeping
20//! pieces (mu update, hessian update, conv check, kappa_sigma reset)
21//! and is exercised by structural unit tests. The full path lights up
22//! once `pounce-nlp::OrigIpoptNLP` lands.
23
24use crate::alg_builder::AlgorithmBundle;
25use crate::conv_check::r#trait::ConvergenceStatus;
26use crate::intermediate::{CtxGuard, IntermediateContext};
27use crate::ipopt_cq::IpoptCqHandle;
28use crate::ipopt_data::IpoptDataHandle;
29use crate::ipopt_nlp::IpoptNlp;
30use crate::iter_dump::IterDumper;
31use crate::iterate_dump::emit_record as emit_iterate_record;
32use crate::kkt::pd_search_dir_calc::PdSearchDirCalc;
33use crate::line_search::backtracking::Outcome;
34use crate::restoration::{RestorationOutcome, RestorationPhase};
35use pounce_common::diagnostics::DiagnosticsState;
36use pounce_common::types::{Index, Number};
37use pounce_linalg::Vector;
38use pounce_nlp::alg_types::SolverReturn;
39use pounce_nlp::return_codes::AlgorithmMode;
40use pounce_nlp::tnlp::{IpoptCq as TnlpIpoptCq, IpoptData as TnlpIpoptData, IterStats, TNLP};
41use std::cell::RefCell;
42use std::rc::Rc;
43
44/// Dual-divergence guard (pounce#246): only dual-infeasibility growth in the
45/// *elevated* regime (`inf_du` above this) counts toward the streak, so the
46/// noisy early iterations of a normal solve never build one.
47const DUAL_DIV_COUNT_FLOOR: Number = 1e2;
48/// Dual-divergence guard: the guard fires only once `inf_du` is this large in
49/// absolute terms — well above the transient peaks a converging solve reaches
50/// (e.g. the least-square-init path recovers from ~6e9 on emfl050), and below
51/// the ~1e10 where the KKT factorizations begin to choke, so the diversion to
52/// restoration happens *before* the seconds-long factorizations start.
53const DUAL_DIV_FIRE_TOL: Number = 1e8;
54
55/// gh#884 — the scale-relative search direction below which the iterate
56/// counts as **settled** for the dual-divergence-retry signature.
57///
58/// Measured on `d89771bc`, minimum over the iterates where the primal is
59/// already converged: `qpec_small`/`ncp_eq`/origin reaches `8.6e-14`
60/// through the `.nl` path and `4.3e-8` through a Rust TNLP, while
61/// `ralph1`/`direct`/origin — which *must not* fire, because no
62/// sign-feasible multiplier exists at its origin and failing there is
63/// correct — bottoms out at `7.2e-3`. Five orders of separation; `1e-5`
64/// sits near the middle of it in log terms. The census behind this, and
65/// the corpus fixtures that come closest on either side, are in
66/// `dev-notes/mpcc-biactive-dual-divergence.md`.
67const DUAL_DIV_RETRY_STEP_TOL: Number = 1e-5;
68
69/// gh#884 — the unscaled `‖∇L‖∞` floor for that signature.
70///
71/// Deliberately the same `1e2` as [`DUAL_DIV_COUNT_FLOOR`], and for the
72/// same reason: below it a solve is merely mid-flight. It is what
73/// excludes `eigena2` on the L-BFGS leg, which reaches a settled step of
74/// `7.9e-9` but at an unscaled dual of only `37`.
75pub(crate) const DUAL_DIV_RETRY_DU_FLOOR: Number = 1e2;
76
77/// gh#884 — primal infeasibility below which the primal counts as
78/// converged for that signature. The failure mode is defined by the
79/// primal being *done* while the duals run away, so this conjunct is
80/// what separates it from an ordinary struggling solve.
81const DUAL_DIV_RETRY_PRIMAL_TOL: Number = 1e-8;
82
83/// gh #534 — how many consecutive outer NLP errors the progress test reads.
84/// Four samples give three ratios: enough that a single lucky step cannot pass
85/// the test, short enough to still be inside the endgame it is meant to
86/// recognise. `eigena2`'s quoted tail is exactly four iterations long
87/// (`1.19e-5 → 2.96e-6 → 7.38e-7 → 1.84e-7`).
88const DECLINE_PROGRESS_SAMPLES: usize = 4;
89/// gh #534 — default `resto_decline_progress_ratio`: every one of those ratios
90/// must be at least this contraction for the decline to be deferred. `eigena2`
91/// quarters (ratio `0.249`) and passes; `eigenb2`'s tail *rises*
92/// (`1.88e-7, 2.69e-7, 2.89e-7, 2.93e-7`) and fails, which is the intended
93/// split — the issue calls `eigenb2` a plausible genuine stall and the guard
94/// plausibly right there.
95const DEFAULT_DECLINE_PROGRESS_RATIO: Number = 0.5;
96/// gh #534 — outer iterations a deferred continuation gets to produce a strict
97/// certificate before it is cut and the floor reported. `eigena2`'s
98/// extrapolation needs three; ten leaves room for a slower but still genuine
99/// endgame while keeping the cost of a lost bet bounded and small.
100const DECLINE_CONTINUATION_BUDGET: Index = 10;
101/// gh #534 — default for `resto_decline_deferrals`. One deferral is enough for
102/// the reported case (the continuation either converges within the budget or it
103/// does not); more entries would mostly re-bet on a point the first bet already
104/// failed to improve.
105const DEFAULT_RESTO_DECLINE_DEFERRALS: usize = 1;
106/// gh #797 — default for `neg_curv_escapes`. One is enough for the reported
107/// shape: the escape lands on a point whose reduced Hessian *is* positive
108/// definite, so the probe declines there and a second escape would have nothing
109/// to spend itself on. It is also the conservative default — each escape is a
110/// separate bet, and while none of them can return a worse point than the
111/// certificate it left, each costs its own continuation budget.
112/// Default `limited_memory_ls_failure_restarts` (gh #818): **off**. The
113/// rung is available, and it is not what fixes gh #818.
114///
115/// It shipped in the first draft of this work defaulted to one, on a
116/// measurement taken before `ALPHA_INTERP_MIN_TRIALS` existed: with the
117/// interpolation firing on every trial, a line search failed often
118/// enough that standing in front of the restoration hand-off was worth
119/// something. Gating the interpolation removed most of those failures,
120/// and re-measuring the rung on top of the gate turned the trade
121/// negative. `scripts/sweep-fixtures.sh` against `a5e0a837`, both with
122/// the gate, rung off against rung on:
123///
124/// | fixture | rung off | rung on |
125/// |---|---|---|
126/// | `pooling_rt2stp` | `ErrorInStepComputation`/716 — *unmoved from `main`* | `ErrorInStepComputation`/**744** |
127/// | `infeasible_square_scaled_1em4` | `InfeasibleProblemDetected`/24 — *unmoved from `main`* | **26** |
128/// | `deb7` | `ErrorInStepComputation`/1010 | **`RestorationFailed`**/460 |
129/// | `eigena2` | `ErrorInStepComputation`/201 | **`SolvedToAcceptableLevel`**/174 |
130/// | `issue_508_infeasible_gap_1em4` | `InfeasibleProblemDetected`/79 | 76 |
131///
132/// **This ledger is not the one that set the default.** At the gate of
133/// 5 an earlier revision shipped, the rung cost iterations on both
134/// `eigena2` and `infeasible_square_scaled_1em4` to the same verdict,
135/// and that pair is what kept it off. At 6, `eigena2` *gains* a
136/// reportable point. What still argues for off is narrower: the rung
137/// moves two fixtures off the numbers they have on `main` at no benefit
138/// (`pooling_rt2stp`, `infeasible_square_scaled_1em4`), and it changes
139/// `deb7`'s verdict rather than shortening it — a different answer, not
140/// a faster one. Turning it on is a trajectory change over the whole
141/// corpus and needs its own `scripts/sweep-fixtures.sh` run to justify;
142/// **that case has improved and is worth re-opening.** Every
143/// `issue_818_*` test in `pounce-rs` passes with the rung compiled out
144/// — the interpolation is the fix, not this.
145///
146/// Left in the tree rather than deleted because the reasoning behind it
147/// is sound and unaddressed elsewhere: a restoration phase entered at a
148/// feasible point has no constraint violation to minimize and cannot
149/// help. Some model will want it. Setting the option to a positive value
150/// enables it — and note that setting it *at all*, including to 0, opts
151/// out of the `Solved_To_Acceptable_Level` re-solve, because it is a
152/// [`TERMINATION_POLICY_OPTIONS`](crate::application) key.
153const DEFAULT_LBFGS_LS_FAILURE_RESTARTS: usize = 0;
154
155const DEFAULT_NEG_CURV_ESCAPES: usize = 1;
156/// gh #797 — outer iterations a negative-curvature escape gets to produce a
157/// certificate of its own before it is cut and the stationary point reported.
158/// Generous relative to gh #534's ten, because the escape deliberately lands
159/// far from the point it left (a full fraction-to-the-boundary step) and the
160/// continuation is a fresh endgame rather than the tail of one already in
161/// progress.
162const NEG_CURV_CONTINUATION_BUDGET: Index = 30;
163/// gh #797 — cap on the escape step as a multiple of `1 + ‖(x, s)‖∞`. The
164/// probe's direction has unit infinity-norm, so this bounds the escape by the
165/// iterate's own scale; an absolute cap would mean different things on
166/// differently scaled models. Only binds when the fraction-to-the-boundary rule
167/// does not, i.e. when nothing in the direction runs into a bound.
168const NEG_CURV_MAX_STEP_FACTOR: Number = 10.0;
169/// gh #797 — backtracking steps available to the escape, and the ratio between
170/// them. `0.5^12 ≈ 2.4e-4` of the boundary step, past which a direction that
171/// still fails the decrease test is not one worth taking.
172const NEG_CURV_BACKTRACKS: usize = 12;
173const NEG_CURV_BACKTRACK_FACTOR: Number = 0.5;
174/// gh #797 — Armijo factor on the escape's *second-order* decrease model. The
175/// gradient is (near) zero at a stationary point, so the model is
176/// `½α²dᵀ(W + Σ)d` and this is the fraction of it the trial must actually
177/// realise. Mirrors the line search's `eta_phi` in role, not in value: the
178/// quantity being tested is curvature, and a nonlinear objective gives back
179/// less of a quadratic model's prediction than a linear one gives of a
180/// first-order model's.
181const NEG_CURV_ARMIJO: Number = 0.1;
182
183/// See [`IpoptAlgorithm::handover`].
184/// Arguments: the current iterate, the iteration count, the overall NLP
185/// error and the barrier parameter.
186pub type HandoverHook = Box<
187 dyn FnMut(
188 &crate::iterates_vector::IteratesVector,
189 Index,
190 Number,
191 Number,
192 ) -> Option<crate::iterates_vector::IteratesVector>,
193>;
194
195pub struct IpoptAlgorithm {
196 pub data: IpoptDataHandle,
197 pub cq: IpoptCqHandle,
198 pub bundle: AlgorithmBundle,
199 /// Optional NLP handle. Required for any step that evaluates
200 /// problem functions or pulls bound expansion matrices (init,
201 /// search direction, line-search trial-point evaluation). Absent
202 /// in the structural unit tests of Phases 5-6.
203 pub nlp: Option<Rc<RefCell<dyn IpoptNlp>>>,
204 /// Optional TNLP handle — the user-facing problem. When present,
205 /// `iterate()` fires `TNLP::intermediate_callback` once per outer
206 /// iteration so callers can monitor progress or request early
207 /// termination (returning `false` from the callback surfaces as
208 /// `SolverReturn::UserRequestedStop`). Kept separate from `nlp`
209 /// because the algorithm-side NLP is the *compressed* `OrigIpoptNlp`
210 /// view (fixed-variable elimination, c/d split) while the callback
211 /// payload needs to expose the original-coordinate iterate.
212 pub tnlp: Option<Rc<RefCell<dyn TNLP>>>,
213 /// Set on the *restoration* inner IPM so its callback fires report
214 /// `AlgorithmMode::RestorationPhaseMode` (gh#645). Two things hang
215 /// off it, both in [`Self::fire_intermediate`]:
216 ///
217 /// 1. the mode field of the [`IterStats`] payload, which is what
218 /// tells a caller the numbers beside it (`obj`, `inf_pr`,
219 /// `inf_du`, `alpha_*`) describe the min-C1-norm feasibility
220 /// subproblem rather than the user's NLP;
221 /// 2. whether the live-inspector `IntermediateContext` is installed
222 /// — and for a restoration fire it deliberately is **not**. The
223 /// inner iterate is a `CompoundVector` over `(x_orig, n, p)`, so
224 /// it does not even have the user's `n`, and the C API's
225 /// `GetIpoptCurrent*` family checks the caller's `n`/`m` against
226 /// the *problem's* registered dimensions rather than the
227 /// context's. Installing this context would sail past that check
228 /// and read a differently-shaped `cq`. The live accessors
229 /// therefore report "no data" during restoration, which is the
230 /// truth: there is no current iterate of the user's problem
231 /// while the subproblem is being solved.
232 pub fires_as_restoration: bool,
233 /// Interior-point → active-set handover (gh#1054), installed by the
234 /// driver when `ipm_sqp_handover=yes`. Called at every convergence
235 /// check that did not converge, with the current iterate, the
236 /// iteration count, the overall NLP error and `μ`; it decides itself
237 /// whether to try (see `crate::handover`). `Some(point)` is an iterate
238 /// that already meets the stopping tolerances: it replaces `curr` and
239 /// the solve ends `Success`. `None` leaves the interior iteration
240 /// exactly as it was, which is the fallback the request asked for.
241 pub handover: Option<HandoverHook>,
242 /// Whether the live iterate handed to the intermediate callback
243 /// recovers the bound multipliers of fixed variables, as the final
244 /// solution does. Set from `fixed_variable_treatment` by the driver
245 /// (`IpoptApplication::reports_fixed_var_duals`); see
246 /// [`crate::intermediate::ipm_user_iterate`].
247 pub live_iterate_fixed_var_duals: bool,
248 /// Search-direction calculator (`PdSearchDirCalc`). Lands once a
249 /// concrete `SymLinearSolver` backend (MUMPS / FERAL) is wired
250 /// through `AlgBuilder` in Phase 7's tail.
251 pub search_dir: Option<PdSearchDirCalc>,
252 /// Restoration-phase strategy. Invoked when the line search
253 /// returns [`Outcome::Failed`] (port of upstream
254 /// `IpBacktrackingLineSearch::ActivateLineSearch`'s resto
255 /// fallback). Optional: in its absence, line-search failure maps
256 /// directly to [`SolverReturn::RestorationFailure`] so the main
257 /// loop's exit-code semantics match upstream's "no resto built"
258 /// case.
259 pub restoration: Option<Box<dyn RestorationPhase>>,
260
261 /// `kappa_sigma` for the post-AcceptTrialPoint multiplier reset
262 /// (`IpIpoptAlg.cpp:correct_bound_multiplier`, line 1055-1134).
263 pub kappa_sigma: Number,
264 /// `recalc_y` — recompute `y_c`/`y_d` as least-square estimates
265 /// once the iterate is feasible enough, instead of carrying the
266 /// multipliers the Newton step produced. Upstream registers this
267 /// `no`, but its own option text says "If a limited memory
268 /// quasi-Newton option is chosen, this is used by default", so the
269 /// L-BFGS path auto-enables it (see
270 /// `application.rs`). Costs one extra augmented-system solve on
271 /// every iteration where it fires.
272 ///
273 /// It exists because a quasi-Newton model's multipliers are only as
274 /// good as the Hessian approximation behind them: L-BFGS can reach
275 /// a feasible primal and still fail to drive `inf_du` down, because
276 /// the dual step is computed from an approximate `W`. Re-estimating
277 /// `y` by least squares side-steps the approximation entirely.
278 /// `linear_system_scaling=slack-based` is active, so the
279 /// iterate-dependent `s`-block scaling must be refreshed each
280 /// iteration. See [`Self::push_slack_scaling`].
281 pub slack_based_scaling: bool,
282 pub recalc_y: bool,
283 /// `recalc_y_feas_tol` — the constraint-violation threshold below
284 /// which [`Self::recalc_y`] fires. Upstream default `1e-6`.
285 pub recalc_y_feas_tol: Number,
286 pub max_iter: Index,
287 /// `start_with_resto` — force the feasibility restoration phase in
288 /// the first iteration.
289 ///
290 /// This is an **outer**-loop behaviour, which is where it went wrong
291 /// before: the option was threaded from the `OptionsList` through
292 /// `AlgorithmBuilder::resto` into `RestoAlgorithmBuilder` and on into
293 /// `MinC1NrmDriver`, a field on the *inner* restoration solver, where
294 /// there is no first iteration of the outer algorithm to act on. It
295 /// was set by everything and read by nothing, so `start_with_resto
296 /// yes` was a silent no-op. `unimplemented_options.rs`'s
297 /// `the_restoration_switches_reach_the_builder` asserted only that the
298 /// value reached the builder — the very "read site populating a field
299 /// nobody consumes" its own comment names as the defect to avoid.
300 pub start_with_resto: bool,
301 /// Initial primal step length offered to the line search at the
302 /// top of each iteration. Mirrors `IpBacktrackingLineSearch`'s
303 /// fraction-to-the-boundary primal step (with τ = `data.curr_tau`).
304 /// In v1.0 the structural value here is 1.0 and the FTB cap is
305 /// applied per-component when the line-search driver computes
306 /// trial slacks; the simplification holds for non-degenerate runs.
307 pub alpha_init: Number,
308 /// Tiny-step relative tolerance — port of upstream
309 /// `IpBacktrackingLineSearch::tiny_step_tol_` (default `10·EPSILON`).
310 /// Step is "tiny" when `max_i |δx_i|/(1+|x_i|) ≤ tiny_step_tol`
311 /// (and same for s, and `c_viol ≤ 1e-4`).
312 pub tiny_step_tol: Number,
313 /// Port of upstream `IpIpoptAlg.cpp` divergence guard: when
314 /// `max_i |x_i|` exceeds this threshold the optimization aborts with
315 /// `SolverReturn::DivergingIterates`. Default `1e20` matches the
316 /// registered `diverging_iterates_tol` option. Catches MESH and
317 /// similar cases where the normal-mode IPM heads off to infinity
318 /// (orig `f` to ±1e33 by iter 90) before line-search failure forces
319 /// a degenerate restoration entry.
320 pub diverging_iterates_tol: Number,
321 /// #248 divergence persistence — consecutive iterations the primal
322 /// iterate has kept *growing* while past `diverging_iterates_tol` on a
323 /// structurally unbounded side. A genuine recession ray sustains this;
324 /// a transient ill-scaling excursion on a bounded-below problem peaks
325 /// and recedes (MINLPLib `jit1`: `|x|` climbs to ~16 then falls back to
326 /// ~2.9 at the finite optimum). Reset to zero whenever the iterate is
327 /// within the threshold or is not growing.
328 divergence_streak: u32,
329 /// Consecutive iterations for which the primal divergence guard has
330 /// been suppressed because the line search reported
331 /// [`crate::line_search::backtracking::BacktrackingLineSearch::in_watchdog`].
332 ///
333 /// The suppression is a *deferral*, and this is what bounds it. A
334 /// watchdog sequence is supposed to end within
335 /// `watchdog_trial_iter_max` (default 3) iterations, but the flag can
336 /// outlive one: `run_filter_line_search`'s `TinyStep` arm returns
337 /// without consulting `in_watchdog`, so a tiny step taken mid-watchdog
338 /// hands off to restoration with the flag still set, and
339 /// `reset_after_restoration` clears `watchdog_shortened_iter` but not
340 /// `in_watchdog`. Rather than change the line search's state machine
341 /// (a trajectory change, for a hole this guard need not depend on),
342 /// the guard simply stops deferring past
343 /// [`Self::WATCHDOG_DEFER_MAX`] and checks the iterate anyway. Reset
344 /// to zero on any iteration the guard actually runs.
345 watchdog_defer_streak: u32,
346 /// Largest `|x|` seen in the current growth run (companion to
347 /// [`Self::divergence_streak`]). Zero when no run is active.
348 divergence_prev_amax: Number,
349 /// #252 objective at the previous over-threshold iterate of the current
350 /// growth run (companion to [`Self::divergence_streak`]). A genuine
351 /// recession ray drives the (minimized) objective toward `−∞`, so a
352 /// diverging iterate only counts toward the streak when the objective is
353 /// *still descending* against this reference. A transient ill-scaling
354 /// excursion past a finite optimum grows `|x|` while the objective
355 /// *worsens* (the linear tail dominates), so it never accumulates the
356 /// streak — this is the fix for the unbounded-box (`ub = +∞`) B&B node
357 /// subproblems of jit1 that #248's growth-only check still mislabelled
358 /// `UNBOUNDED`. `+∞` when no run is active.
359 divergence_prev_f: Number,
360 /// #252 objective *decrease* at the previous step of the current growth
361 /// run (`prev_prev_f − prev_f`), the companion that lets the streak
362 /// require the descent to be *non-decelerating*. A recession ray's
363 /// per-step objective drop keeps up or accelerates as `|x|` grows
364 /// geometrically (`f` is at least linear along the ray); an excursion
365 /// converging to a finite optimum has a per-step drop that shrinks
366 /// toward zero. `NaN` (non-finite) until the run has a first finite
367 /// decrease to compare against, which bootstraps the check.
368 divergence_prev_decrease: Number,
369 /// #285 recession-ray persistence — consecutive iterations for which the
370 /// *checked recession-ray proof* ([`Self::curr_is_recession_ray`]) held
371 /// while the primal iterate kept growing. This is a second, independent
372 /// unboundedness path that catches a genuine recession ray in
373 /// `null(A_eq)` over free variables whose `|x|` grows only *linearly*
374 /// (the regularized zero-Hessian step in an equality null space marches
375 /// out at a bounded rate), so it never crosses `diverging_iterates_tol`
376 /// (`1e20`) within `max_iter` and the geometric-growth
377 /// [`Self::divergence_streak`] never accumulates. Reset to zero whenever
378 /// the proof fails or the iterate stops growing.
379 recession_streak: u32,
380 /// Largest `|x|` seen in the current recession-ray run (companion to
381 /// [`Self::recession_streak`]). Zero when no run is active.
382 recession_prev_amax: Number,
383 /// Companion threshold on the dual step — when both primal and dual
384 /// steps are tiny in two consecutive iterations the algorithm
385 /// declares convergence at the best attainable accuracy. Default
386 /// `1e-2` matches upstream.
387 pub tiny_step_y_tol: Number,
388 /// `dual_diverging_streak` (pounce#246) — number of consecutive
389 /// iterations of *growing* dual infeasibility (in the elevated regime,
390 /// `inf_du > `[`DUAL_DIV_COUNT_FLOOR`]) that must accumulate before the
391 /// dual-divergence guard fires. When the streak reaches the limit and
392 /// `inf_du > `[`DUAL_DIV_FIRE_TOL`], the outer routes to restoration.
393 ///
394 /// **`0` (off) is the default**, set from the option of the same name
395 /// (`application.rs`). It defaulted to `15` when introduced; see the option
396 /// help in `upstream_options.rs` for why that changed, and
397 /// [`Self::honour_best_acceptable_after_dual_guard`] for what protects a
398 /// solve when it is enabled. See the guard itself in [`Self::iterate`].
399 pub dual_diverging_streak: usize,
400 dual_inf_prev: Number,
401 dual_growth_streak: usize,
402 /// gh#884 — thresholds for the dual-divergence *retry* signature.
403 /// Distinct from the pounce#246 guard above in both mechanism and
404 /// consequence: that one diverts a running solve to restoration, this
405 /// one only *records* that a cold retry is worth attempting after the
406 /// solve has already given up. Set from options of the same name; see
407 /// [`DUAL_DIV_RETRY_STEP_TOL`] for the measured populations.
408 pub dual_divergence_retry_step_tol: Number,
409 /// Companion floor on the unscaled dual — see
410 /// [`DUAL_DIV_RETRY_DU_FLOOR`].
411 pub dual_divergence_retry_du_floor: Number,
412 /// Scale-relative magnitude of the most recent search direction,
413 /// `max(max_i |δx_i|/(1+|x_i|), max_i |δs_i|/(1+|s_i|))` — the
414 /// `detect_tiny_step` measure, kept as a number rather than a
415 /// predicate. `INFINITY` before the first direction is computed, so
416 /// the signature cannot fire on iteration 0.
417 last_step_rel: Number,
418 /// gh#884 — sticky: set once the four-conjunct signature is seen at a
419 /// single iterate, never cleared. Read by the application layer after
420 /// the solve to decide whether a cold retry is authorized. It never
421 /// changes a verdict by itself.
422 dual_divergence_signature: bool,
423 /// Set true when the previous iterate was tagged tiny; on the
424 /// second consecutive tiny step the loop sets `data.tiny_step_flag`
425 /// so the mu update can attempt to terminate. Mirrors
426 /// `IpBacktrackingLineSearch::tiny_step_last_iteration_`.
427 pub tiny_step_last_iteration: bool,
428 /// Cycle-detection state for [`Self::invoke_restoration`]: the
429 /// outer `(x, s)` snapshot from the previous restoration entry,
430 /// cleared on any iteration that exits via a normal line-search
431 /// accept. When restoration is invoked twice in a row and the
432 /// outer iterate has not moved between entries (relative
433 /// 2-norm < 1e-10 on both `x` and `s`), the inner resto-IPM is
434 /// returning Recovered points indistinguishable from `curr` — a
435 /// cycle. Surfaces as `ErrorInStepComputation`. Mirrors the
436 /// *intent* of upstream `IpBacktrackingLineSearch.cpp:580-600`'s
437 /// almost-feasible-resto guard while staying robust against the
438 /// `inf_pr` micro-drift seen on ACOPR14 (delta ~3e-12 per entry,
439 /// inf_du essentially constant) where a scalar-`inf_pr` heuristic
440 /// fails. Productive single-restoration sequences (BT8, HIMMELBJ,
441 /// LINSPANH, LSNNODOC, ODFITS, OET3) clear the snapshot via
442 /// `Outcome::Accepted` between entries and are unaffected.
443 last_resto_entry_x: Option<Box<dyn Vector>>,
444 last_resto_entry_s: Option<Box<dyn Vector>>,
445 /// Snapshot of the *recovery* iterate from the previous
446 /// restoration. Compared against the next entry's `(x, s)` to
447 /// detect "outer made no progress between consecutive resto
448 /// invocations". When this distance is below threshold for
449 /// several consecutive entries, terminate — catching
450 /// slow-non-convergence cycles (ACOPR14, TRO3X3, ACOPR30) where
451 /// resto's *inner* moves substantively each call but the *outer*
452 /// makes no progress between calls. Cleared on any LS-accepted
453 /// step.
454 last_resto_recovery_x: Option<Box<dyn Vector>>,
455 last_resto_recovery_s: Option<Box<dyn Vector>>,
456 /// The most recent restoration recovery, kept only when it was a point
457 /// restoration handed back without releasing it — layer 2's
458 /// converged-to-feasible-point verdict, which upstream treats as a
459 /// restoration failure (gh#1042, see
460 /// [`RestorationPhase::last_recovery_unreleased`]). Unlike
461 /// [`Self::last_resto_recovery_x`] it is **not** cleared by an accepted
462 /// step: a watchdog that tries steps from the handed-back point and
463 /// rolls back to it has not left it either. Replaced at every recovery.
464 last_resto_unreleased_x: Option<Box<dyn Vector>>,
465 last_resto_unreleased_s: Option<Box<dyn Vector>>,
466 /// Unscaled max-norm violation of the original NLP at
467 /// [`Self::last_resto_unreleased_x`] — what the gh#1042 exit judges its
468 /// verdict on (gh#1076). Meaningful only while that point is held.
469 last_resto_unreleased_theta_unscaled: Number,
470 /// An unreleased hand-back whose shot the outer has not yet taken
471 /// (gh#1076). Set by every unreleased recovery; cleared by the first
472 /// step the line search accepts on the *original* criterion — anything
473 /// but a soft-restoration `s` step, which is accepted precisely because
474 /// the original filter would not take it. Consumed at the next
475 /// restoration entry.
476 unreleased_shot_pending: bool,
477 /// Consecutive restoration entries at which
478 /// [`Self::unreleased_shot_pending`] was still set (gh#1076). Cleared
479 /// by any step the original globalization accepts and by a released
480 /// recovery.
481 unreleased_shot_strikes: u32,
482 /// Set when the gh#1042 exit below ended this solve (see
483 /// [`Self::unreleased_handback_exit`]). Never cleared within a solve.
484 unreleased_handback_exit: bool,
485 /// Count of consecutive restoration entries on which the outer
486 /// step (recovery → next-entry) was below the iterate-distance
487 /// threshold. Cleared on any LS-accepted step. Limit chosen to
488 /// let MAKELA3, HAIFAM, HALDMADS, ROBOT, TENBARS2 — which need
489 /// 2-3 consecutive resto entries to recover — pass through.
490 resto_no_outer_progress_count: usize,
491 /// `resto_decline_deferrals` (gh #534) — how many times the
492 /// acceptable-point restoration decline in [`Self::invoke_restoration`] may
493 /// be *deferred* on a solve whose NLP error is still contracting. `0`
494 /// restores the pre-#534 behaviour (decline immediately, always).
495 ///
496 /// See [`Self::may_defer_acceptable_decline`] for the progress test and
497 /// [`Self::honour_decline_floor`] for what makes a spent deferral harmless.
498 pub resto_decline_deferrals: usize,
499 /// `resto_decline_progress_ratio` (gh #534) — the contraction each of the
500 /// last [`DECLINE_PROGRESS_SAMPLES`]` - 1` iterations must have achieved for
501 /// the decline to be deferred. Default
502 /// [`DEFAULT_DECLINE_PROGRESS_RATIO`]. A value of `1` admits any
503 /// non-increasing window and a large one drops the progress requirement
504 /// altogether, which is the "patch the guard and see" experiment the issue
505 /// asks for, available without patching.
506 pub resto_decline_progress_ratio: Number,
507 /// The most recent outer-iteration NLP errors, oldest first, with
508 /// [`Self::nlp_err_recent_len`] entries live. Feeds the gh #534 progress
509 /// test and nothing else.
510 nlp_err_recent: [Number; DECLINE_PROGRESS_SAMPLES],
511 nlp_err_recent_len: usize,
512 /// gh #534 — deferrals of the acceptable-point decline spent so far.
513 decline_deferrals_used: usize,
514 /// gh #534 — the iterate the guard would have returned had it not been
515 /// deferred. Captured at the *first* deferral only, because that point is
516 /// precisely the answer the pre-#534 build reports; it is the floor the
517 /// continuation is never allowed to fall below.
518 decline_floor: Option<VetoSnapshot>,
519 /// gh #534 — outer iteration by which the deferred continuation must have
520 /// produced a strict certificate. Past it the continuation is cut and the
521 /// floor is reported, so the bet costs a bounded number of iterations.
522 decline_deadline_iter: Option<Index>,
523 /// `neg_curv_escapes` (gh #797) — how many times a certified stationary
524 /// point whose reduced Hessian is not positive semidefinite may be *left*
525 /// along a direction of negative curvature instead of reported. `0` restores
526 /// the pre-#797 behaviour (report the first-order certificate, whatever its
527 /// curvature).
528 ///
529 /// See [`Self::try_neg_curv_escape`] for the test and the step, and
530 /// [`Self::honour_neg_curv_floor`] for what makes a lost bet harmless.
531 pub neg_curv_escapes: usize,
532 /// `limited_memory_ls_failure_restarts` (gh #818) — how many times a
533 /// line-search failure at an *already feasible* point may re-anchor
534 /// the quasi-Newton model and retry, instead of handing off to a
535 /// restoration phase that has no constraint violation to reduce.
536 /// `0` restores the pre-#818 behaviour (always hand off).
537 ///
538 /// See [`Self::try_reanchor_before_restoration`] for the rung and
539 /// what bounds it.
540 pub lbfgs_ls_failure_restarts: usize,
541 /// gh #818 — re-anchors spent so far this solve.
542 lbfgs_ls_restarts_used: usize,
543 /// gh #797 — escapes spent so far this solve.
544 neg_curv_escapes_used: usize,
545 /// Sink for the last `IterStats` handed to the user's
546 /// `intermediate_callback` (pounce#870). A second-opinion retry that loses
547 /// needs it, so that the trace a consumer accumulated can be made to end
548 /// on the iterate actually reported. Set by `IpoptApplication`; `None`
549 /// everywhere else.
550 pub last_iter_stats_sink: Option<Rc<RefCell<Option<IterStats>>>>,
551 /// gh #797 — the certified stationary point the escape left. It is a strict
552 /// certificate, so it is the floor the continuation must beat *with a
553 /// certificate of its own* to be preferred.
554 ///
555 /// With more than one escape available this holds the **best** of the
556 /// certificates left so far, not the most recent (gh #805). The first entry
557 /// is the answer a `neg_curv_escapes = 0` build returns, and it is only
558 /// ever displaced by a point that outranks it, so the guarantee holds at
559 /// any number of escapes and the floor never moves backwards.
560 neg_curv_floor: Option<VetoSnapshot>,
561 /// gh #797 — outer iteration by which the escape's continuation must have
562 /// produced a certificate. Past it the continuation is cut and the floor
563 /// reported, so the bet costs a bounded number of iterations.
564 neg_curv_deadline_iter: Option<Index>,
565 /// Count of consecutive restoration entries on which the outer
566 /// constraint violation at entry was already below `tol` (the
567 /// outer optimality tolerance). Matches the *intent* of upstream
568 /// `IpBacktrackingLineSearch.cpp:580-600`'s almost-feasible-resto
569 /// guard while using a looser cv threshold (`tol` vs `1e-2·tol`)
570 /// — catches DECONVBNE's resto-thrash where each cycle re-enters
571 /// at cv ≈ 3e-10 < tol with bound multipliers reset to 1, the
572 /// outer's σ-blowup explodes inf_du to 1.9e7, alpha-min triggers
573 /// resto re-entry, and the (inf_pr, inf_du) post-recovery state
574 /// is essentially identical across cycles but `x` drifts enough
575 /// that [`Self::last_resto_recovery_x`]-based detection misses.
576 /// Cumulative (never cleared on LS-accept), since DECONVBNE's
577 /// cycle interleaves R-recoveries with sub-tol accepts that
578 /// accomplish no real outer progress. Fires after 3 near-feasible
579 /// entries — surfaces as `StopAtAcceptablePoint` since the
580 /// recovered point already satisfies constraint feasibility
581 /// within `tol`.
582 resto_near_feasible_count: usize,
583 /// The pending restoration entry was forced by a non-finite Hessian
584 /// (the factorization rejected the KKT before inertia was read), so it
585 /// is not a `resto_near_feasible_count` strike. Set at the
586 /// step-computation-failure hand-off, consumed by `invoke_restoration`.
587 resto_entry_nonfinite_w: bool,
588 /// Snapshot of the most recent iterate that the convergence check
589 /// flagged "acceptable" (NLP error ≤ `acceptable_tol`). Mirrors
590 /// upstream `IpBacktrackingLineSearch::acceptable_iterate_`
591 /// (`IpBacktrackingLineSearch.cpp:1286-1310`). Used by
592 /// [`Self::restore_acceptable_point`] to roll back when restoration
593 /// fails — if such an iterate exists, the algorithm exits with
594 /// `SolverReturn::StopAtAcceptablePoint` rather than
595 /// `RestorationFailure`. Cleared/refreshed on every iteration that
596 /// satisfies the acceptable predicate.
597 acceptable_iterate: Option<crate::iterates_vector::IteratesVector>,
598 /// The first iterate whose *strict* certificate the masked-scale veto
599 /// refused (gh #200), kept so the refusal can be undone verbatim if the
600 /// continued run does not do better. Deliberately not the acceptable
601 /// snapshot: that one is overwritten unconditionally and drifts.
602 vetoed: Option<VetoSnapshot>,
603 /// The iterate at which a refused *acceptable-level* termination would have
604 /// fired. Held separately from `vetoed` because it restores under a weaker
605 /// status, and claiming `Success` for it would over-report.
606 vetoed_acceptable: Option<VetoSnapshot>,
607 /// Whether a strict refusal has already been *seen*, independent of whether
608 /// a snapshot was successfully captured for it.
609 ///
610 /// This is the first-only latch, held apart from `vetoed` on purpose.
611 /// Testing `vetoed.is_none()` instead would let a refusal whose capture
612 /// failed be "completed" at a later iterate — the veto flag on the
613 /// convergence check is sticky, so it still reads true next pass, and the
614 /// fallback would then restore a point that never passed the strict test.
615 /// With the latch, a failed capture stays failed and the fallback declines.
616 ///
617 /// Declining is *not* the baseline outcome — the baseline stopped and
618 /// reported a certificate at the uncaptured iterate, and declining fails to
619 /// reproduce it. It is the least-bad handling of an unidentifiable baseline,
620 /// not a faithful one.
621 vetoed_seen: bool,
622 /// Same latch for the acceptable-level refusal.
623 vetoed_acceptable_seen: bool,
624 /// Whether the dual-divergence guard (pounce#246) actually fired this
625 /// solve. Gates the *use* of [`Self::best_acceptable`], so solves the guard
626 /// never touches behave identically — see
627 /// [`Self::honour_best_acceptable_after_dual_guard`].
628 dual_guard_fired: bool,
629 /// Best (lowest scaled objective) acceptable-quality iterate seen anywhere
630 /// in this solve. Recorded unconditionally — including *before* any
631 /// diversion, which is the point: the guard returns to the driver before
632 /// the recording site on the iteration it fires, so gating the recording on
633 /// `dual_guard_fired` would miss everything up to and including the
634 /// diversion. Only read when `dual_guard_fired`.
635 best_acceptable: Option<VetoSnapshot>,
636 /// `kkt_fidelity_tol` (pounce#173), needed here — not just at termination —
637 /// because the fallback's tiebreak has to predict the post-solve status
638 /// gate. See [`Self::honour_refused_certificate`]. Zero (the default)
639 /// disables the gate, and with it every tiebreak effect it has.
640 pub kkt_fidelity_tol: Number,
641 acceptable_iter_number: Index,
642 /// Shared per-solve diagnostics state. `None` unless the CLI
643 /// requested `--dump <cat>:<spec>`. When set, the outer loop
644 /// advances the state's iter counter and the augmented-system
645 /// solver consults it to gate KKT dumps.
646 diagnostics: Option<Rc<DiagnosticsState>>,
647 /// Optional interactive debugger. Shared (`Rc<RefCell<…>>`) so the
648 /// same debugger instance also drives the restoration inner IPM —
649 /// one debugger sees both levels. Fired at every
650 /// [`crate::debug::Checkpoint`]. See `crate::debug`.
651 debug: Option<Rc<RefCell<dyn crate::debug::DebugHook>>>,
652
653 // ---- Restoration-phase audit counters (pounce#12). ----
654 //
655 // Drained into `SolveStatistics` by `IpoptApplication::optimize_constrained`
656 // after the solve completes. Counts are cumulative across the run.
657 /// Number of `invoke_restoration` entries.
658 pub resto_calls: Index,
659 /// Sum of inner-IPM iter counts across every restoration call.
660 pub resto_inner_iters: Index,
661 /// Number of outer iters that ran in restoration mode (R-line
662 /// equivalents in `print_level=5` output).
663 pub resto_outer_iters: Index,
664 /// Cumulative wall-clock seconds spent inside `perform_restoration`.
665 pub resto_wall_secs: Number,
666
667 // ---- Per-iteration history capture (pounce#8, pounce#71). ----
668 //
669 // The per-iteration trajectory is no longer accumulated on the
670 // algorithm: `iterate()` emits a structured `pounce::iteration`
671 // event each step, and `pounce_observability::IterCollectorLayer`
672 // rebuilds the `IterRecord`s into the active `IterCaptureGuard`
673 // that `IpoptApplication` installs around the solve.
674 /// When `false`, the per-iteration table that `iterate()` writes
675 /// straight to stdout is suppressed. Wired from
676 /// `IpoptApplication`'s `print_level` option: level 0 turns this
677 /// off (matches upstream's "no console output" contract). Default
678 /// `true` so CLI / direct-driver users keep the familiar trace.
679 pub print_iter_output: bool,
680}
681
682impl IpoptAlgorithm {
683 /// Diagnostics from the safeguarded `least_square_init_primal`
684 /// initializer step (gh#605). `None` when the step was not run.
685 pub fn least_square_init_report(&self) -> Option<crate::init::default::LeastSquareInitReport> {
686 self.bundle.init.least_square_report()
687 }
688
689 /// Restoration's release test, evaluated in the outer filter's own
690 /// quantities. Mirrors upstream `IpRestoFilterConvCheck::TestOrigProgress`,
691 /// which sets the original problem's trial point to the restoration
692 /// iterate's `(x, s)` and reads `trial_barrier_obj()` and
693 /// `trial_constraint_violation()` from it: the barrier objective at the
694 /// outer `mu` (damping included) and the 1-norm violation, the same pair
695 /// [`Self`]'s filter entries and reference point were made with.
696 ///
697 /// The outer trial point is put back afterwards. Nothing else reads it
698 /// during restoration, but the line search that follows sets it anew and
699 /// must not find a stale restoration iterate there.
700 fn orig_progress_check(
701 &self,
702 accept: crate::restoration::OrigProgressCallback,
703 ) -> crate::restoration::OrigProgressCheck {
704 let data = Rc::clone(&self.data);
705 let cq = Rc::clone(&self.cq);
706 Box::new(move |x: &dyn Vector, s: &dyn Vector| {
707 let Some(curr) = data.borrow().curr.clone() else {
708 return false;
709 };
710 let mut probe = curr.with_x(Rc::from(x.make_new_copy()));
711 probe.s = Rc::from(s.make_new_copy());
712 let saved = data.borrow_mut().trial.replace(probe);
713 let (barr, theta) = {
714 let cq = cq.borrow();
715 (cq.trial_barrier_obj(), cq.trial_constraint_violation())
716 };
717 data.borrow_mut().trial = saved;
718 barr.is_finite() && accept(barr, theta)
719 })
720 }
721
722 pub fn new(data: IpoptDataHandle, cq: IpoptCqHandle, mut bundle: AlgorithmBundle) -> Self {
723 // The builder may pre-populate `bundle.search_dir` when given a
724 // `LinearBackendFactory`; lift it onto the algorithm so the
725 // iterate body can call into it directly.
726 let search_dir = bundle.search_dir.take();
727 Self {
728 data,
729 cq,
730 bundle,
731 nlp: None,
732 tnlp: None,
733 handover: None,
734 fires_as_restoration: false,
735 live_iterate_fixed_var_duals: true,
736 search_dir,
737 restoration: None,
738 kappa_sigma: 1e10,
739 slack_based_scaling: false,
740 recalc_y: false,
741 recalc_y_feas_tol: 1e-6,
742 max_iter: 3000,
743 start_with_resto: false,
744 alpha_init: 1.0,
745 tiny_step_tol: 10.0 * Number::EPSILON,
746 diverging_iterates_tol: 1e20,
747 divergence_streak: 0,
748 watchdog_defer_streak: 0,
749 divergence_prev_amax: 0.0,
750 divergence_prev_f: Number::INFINITY,
751 divergence_prev_decrease: Number::NAN,
752 recession_streak: 0,
753 recession_prev_amax: 0.0,
754 tiny_step_y_tol: 1e-2,
755 dual_diverging_streak: 15,
756 dual_inf_prev: 0.0,
757 dual_growth_streak: 0,
758 dual_divergence_retry_step_tol: DUAL_DIV_RETRY_STEP_TOL,
759 dual_divergence_retry_du_floor: DUAL_DIV_RETRY_DU_FLOOR,
760 last_step_rel: Number::INFINITY,
761 dual_divergence_signature: false,
762 tiny_step_last_iteration: false,
763 last_resto_entry_x: None,
764 last_resto_entry_s: None,
765 last_resto_recovery_x: None,
766 last_resto_unreleased_x: None,
767 last_resto_unreleased_s: None,
768 last_resto_unreleased_theta_unscaled: 0.0,
769 unreleased_shot_pending: false,
770 unreleased_shot_strikes: 0,
771 unreleased_handback_exit: false,
772 last_resto_recovery_s: None,
773 resto_no_outer_progress_count: 0,
774 resto_decline_deferrals: DEFAULT_RESTO_DECLINE_DEFERRALS,
775 neg_curv_escapes: DEFAULT_NEG_CURV_ESCAPES,
776 neg_curv_escapes_used: 0,
777 last_iter_stats_sink: None,
778 lbfgs_ls_failure_restarts: DEFAULT_LBFGS_LS_FAILURE_RESTARTS,
779 lbfgs_ls_restarts_used: 0,
780 neg_curv_floor: None,
781 neg_curv_deadline_iter: None,
782 resto_decline_progress_ratio: DEFAULT_DECLINE_PROGRESS_RATIO,
783 nlp_err_recent: [Number::NAN; DECLINE_PROGRESS_SAMPLES],
784 nlp_err_recent_len: 0,
785 decline_deferrals_used: 0,
786 decline_floor: None,
787 decline_deadline_iter: None,
788 resto_near_feasible_count: 0,
789 resto_entry_nonfinite_w: false,
790 acceptable_iterate: None,
791 vetoed: None,
792 vetoed_acceptable: None,
793 dual_guard_fired: false,
794 best_acceptable: None,
795 vetoed_seen: false,
796 vetoed_acceptable_seen: false,
797 kkt_fidelity_tol: 0.0,
798 acceptable_iter_number: 0,
799 diagnostics: None,
800 debug: None,
801 resto_calls: 0,
802 resto_inner_iters: 0,
803 resto_outer_iters: 0,
804 resto_wall_secs: 0.0,
805 print_iter_output: true,
806 }
807 }
808
809 /// Stash the current iterate as the "last acceptable" backup —
810 /// port of `IpBacktrackingLineSearch::StoreAcceptablePoint`
811 /// (`IpBacktrackingLineSearch.cpp:1286-1293`).
812 fn store_acceptable_point(&mut self) {
813 let d = self.data.borrow();
814 if let Some(curr) = d.curr.as_ref() {
815 self.acceptable_iterate = Some(curr.clone());
816 self.acceptable_iter_number = d.iter_count;
817 }
818 }
819
820 /// Record this outer iteration's NLP error for the gh #534 progress test.
821 ///
822 /// One push per `iterate()` call, so the samples are consecutive outer
823 /// iterations by construction. Deliberately *not* cleared when restoration
824 /// recovers: a recovery that helped shows up as continued contraction and a
825 /// recovery that hurt shows up as a jump, and the ratio test reads both
826 /// correctly without needing to know which happened.
827 fn note_nlp_err(&mut self, nlp_err: Number) {
828 push_sample(
829 &mut self.nlp_err_recent,
830 &mut self.nlp_err_recent_len,
831 nlp_err,
832 );
833 }
834
835 /// Whether the last [`DECLINE_PROGRESS_SAMPLES`] outer iterations each cut
836 /// the NLP error by at least `resto_decline_progress_ratio` (gh #534).
837 ///
838 /// The question the restoration-decline guard never asked: *is this solve
839 /// still converging?* A full window is required, so the test cannot pass on
840 /// a short history — the early iterations of every solve included.
841 ///
842 /// The test itself lives in the pure [`window_is_contracting`], for the
843 /// reason [`ranks_better_within_band`] does: what it must and must not fire
844 /// on is stated in the issue as two recorded traces, and those are provable
845 /// by deterministic unit test rather than inferable from a solve.
846 fn nlp_err_contracting(&self) -> bool {
847 if self.nlp_err_recent_len < DECLINE_PROGRESS_SAMPLES {
848 return false;
849 }
850 window_is_contracting(&self.nlp_err_recent, self.resto_decline_progress_ratio)
851 }
852
853 /// The live progress window, oldest first, for the gh #534 trace lines.
854 fn nlp_err_window_str(&self) -> String {
855 let live = &self.nlp_err_recent[..self.nlp_err_recent_len];
856 let parts: Vec<String> = live.iter().map(|e| format!("{e:.3e}")).collect();
857 format!("[{}]", parts.join(" -> "))
858 }
859
860 /// Roll the iterate back to the last acceptable snapshot — port of
861 /// `IpBacktrackingLineSearch::RestoreAcceptablePoint`
862 /// (`IpBacktrackingLineSearch.cpp:1295-1310`). Returns `true` if a
863 /// snapshot was available and applied; `false` otherwise (caller
864 /// then surfaces the original failure status).
865 fn restore_acceptable_point(&mut self) -> bool {
866 let Some(prev) = self.acceptable_iterate.clone() else {
867 return false;
868 };
869 let mut d = self.data.borrow_mut();
870 d.set_trial(prev);
871 // `accept_trial_point` promotes `trial → curr`, mirroring the
872 // upstream sequence `set_trial(...); AcceptTrialPoint();`.
873 d.accept_trial_point();
874 true
875 }
876
877 /// Whether a diverging primal iterate is consistent with the feasible
878 /// region actually being *unbounded* (issue #248).
879 ///
880 /// `DivergingIterates` is Ipopt's unboundedness verdict, but a large
881 /// `|x_i|` only proves unboundedness if variable `i` is free to escape
882 /// to infinity in the direction it is heading — i.e. it has no finite
883 /// bound on that side. This lifts a vector of ones from the compressed
884 /// lower/upper bound spaces through the `Px_L` / `Px_U` expansion
885 /// matrices to obtain full-length indicators of which variables carry a
886 /// finite bound, then returns `true` only when some component whose
887 /// magnitude exceeds `diverging_iterates_tol` is heading toward a side
888 /// with no finite bound.
889 ///
890 /// When every large component is pinned by a finite bound — in
891 /// particular when all variables are boxed, so the feasible region is a
892 /// bounded box and unboundedness is structurally impossible — this
893 /// returns `false`, and the caller reports the best iterate via the
894 /// normal convergence / restoration path instead of a spurious
895 /// `Unbounded`.
896 /// #248: consecutive growing, over-threshold iterations required before
897 /// a structurally-free divergence is reported as `DivergingIterates`.
898 /// `jit1`'s transient excursion lasts ~2 growing steps and then
899 /// recedes, so a small persistence requirement clears it without
900 /// materially delaying a genuine ray.
901 const DIVERGENCE_PERSIST_ITERS: u32 = 4;
902 /// #248: an iterate counts as "still growing" toward divergence when it
903 /// grows at least this factor over the previous over-threshold iterate.
904 /// A recession ray in an interior-point method grows geometrically; an
905 /// iterate settling onto a finite optimum above the threshold does not.
906 const DIVERGENCE_GROWTH_FACTOR: Number = 2.0;
907 /// #252: the objective descent must *keep up* — each step's drop must be
908 /// at least this fraction of the previous step's drop for the iterate to
909 /// count toward the divergence streak. A recession ray descends `f` to
910 /// `−∞` with per-step drops that grow (ratio ≥ 1) as `|x|` grows
911 /// geometrically; an excursion converging to a finite optimum decelerates
912 /// (ratio → 0). The slack below 1 tolerates ordinary interior-point noise
913 /// on a genuine ray without admitting a decelerating excursion — jit1's
914 /// node subproblems shrink the drop by 3–15× per step, far past this bar.
915 const DIVERGENCE_DESCENT_KEEPUP: Number = 0.9;
916 /// #248: absolute runaway backstop. An iterate this large is reported
917 /// unbounded regardless of persistence. It sits at or below the default
918 /// `diverging_iterates_tol = 1e20`, so the default behaviour (fire the
919 /// instant `|x|` crosses the threshold) is preserved, while a low
920 /// user threshold no longer fires on the way to a finite optimum.
921 const DIVERGENCE_ABS_RUNAWAY: Number = 1e18;
922 /// gh#1076: consecutive restoration re-entries, each after an unreleased
923 /// hand-back from which the outer accepted only soft-restoration `s`
924 /// steps, before the gh#1042 exit ends the solve. One is not enough:
925 /// `mpcc_qpec_small_biactive` under `issue_884`'s `REPRO` options takes
926 /// one `s` step from its first hand-back, re-enters, and converges after
927 /// the second (Optimal at 97, unscaled dual 1.3e-10); ending it at the
928 /// first strike sends it through a retry (69 + 19). Vanderbei brainpc0
929 /// strikes 45 times in a row, so the budget costs it two cycles.
930 const UNRELEASED_SHOT_STRIKES: u32 = 3;
931 /// Most consecutive iterations the primal divergence guard will defer
932 /// to a watchdog sequence before checking the iterate anyway. Upstream's
933 /// `watchdog_trial_iter_max` default is 3; one spare covers the
934 /// iteration on which the watchdog is armed. See
935 /// [`Self::watchdog_defer_streak`] for why the bound is not simply
936 /// "until `in_watchdog` clears".
937 const WATCHDOG_DEFER_MAX: u32 = 4;
938
939 /// #285: magnitude floor for the checked recession-ray unboundedness path.
940 /// Below this the (slightly more expensive) recession proof is not even
941 /// attempted, so it is inert on every normal, well-scaled solve. Above it,
942 /// unboundedness is only ever concluded through the full checked proof in
943 /// [`Self::curr_is_recession_ray`] — a genuinely *feasible* iterate of this
944 /// magnitude already witnesses an unbounded feasible region, and the proof
945 /// additionally certifies the escape direction. Sits far below the
946 /// `diverging_iterates_tol` (`1e20`) magnitude guard so a linearly-growing
947 /// ray (which never reaches `1e20` within `max_iter`) is still caught.
948 const RECESSION_MIN_NORM: Number = 1e10;
949 /// #285: consecutive growing, proof-passing iterations required before the
950 /// recession-ray path reports `DivergingIterates`. A bounded feasible
951 /// region cannot supply a *growing* sequence of feasible over-floor
952 /// iterates, so persistence is defense-in-depth against a lone numerical
953 /// fluke rather than a soundness requirement.
954 const RECESSION_PERSIST_ITERS: u32 = 4;
955 /// #285: relative feasibility bar for the recession proof. The current
956 /// iterate counts as feasible (hence a witness that the feasible region
957 /// reaches its magnitude) when its unscaled max-norm primal infeasibility
958 /// is at most this fraction of `|x|_∞`. The check is *relative* on purpose:
959 /// evaluating `A_eq x − b` at `|x| ~ 1e17` carries floating-point roundoff
960 /// that scales with `|x|`, while a genuinely infeasible excursion (e.g.
961 /// mid-restoration) has a residual comparable to `|x|` itself.
962 const RECESSION_FEAS_REL: Number = 1e-6;
963 /// #285: relative bar for "the escape direction lies in `null(A_eq)`".
964 /// `‖J_c x‖_∞ ≤ this · |x|_∞` certifies that moving along `d ≈ x` preserves
965 /// the (linearized) equality constraints — `A_eq d ≈ 0`.
966 const RECESSION_DIR_TOL: Number = 1e-6;
967 /// #285: relative descent bar. The objective must strictly decrease along
968 /// the escape direction with a real margin — `∇f·x ≤ −this · ‖∇f‖ ‖x‖` —
969 /// so a variable drifting orthogonally to the objective (`∇f·x ≈ 0`) can
970 /// never be mistaken for a recession ray driving `f → −∞`.
971 const RECESSION_DESC_REL: Number = 1e-6;
972
973 /// Update the divergence-persistence state for the current iterate and
974 /// return whether `DivergingIterates` should be reported now (issues
975 /// #248 / #252). `amax` is `max_i |x_i|`; `structural_free` is the result
976 /// of [`Self::divergence_is_true_unboundedness`] (already gated on
977 /// `amax > diverging_iterates_tol`); `f` is the (minimized, internally
978 /// scaled) objective at the current iterate, supplied only while
979 /// `structural_free` holds.
980 ///
981 /// A large `|x|` is reported as unbounded only when it is heading to an
982 /// unbounded side (`structural_free`) *and* the divergence looks like a
983 /// genuine recession ray: the iterate keeps *growing* while the objective
984 /// keeps *descending toward `−∞` without decelerating* — the per-step drop
985 /// holds up as `|x|` grows geometrically — for
986 /// [`Self::DIVERGENCE_PERSIST_ITERS`] consecutive iterations (or it has
987 /// blown past the absolute runaway backstop). Two failure modes are thereby
988 /// left to the normal convergence machinery instead of being mislabelled
989 /// `UNBOUNDED`:
990 ///
991 /// * #248 — a transient ill-scaling excursion that peaks in `|x|` and
992 /// recedes never sustains the growth streak.
993 /// * #252 — an excursion that *keeps* growing in `|x|` toward an unbounded
994 /// box side (a jit1 B&B node subproblem with `ub = +∞`), lowering `f` as
995 /// it goes, but with a per-step objective drop that *decelerates* toward
996 /// zero: it is settling onto a finite optimum, not riding a recession
997 /// ray. The descent must keep up (not merely exist), so this no longer
998 /// accumulates the streak.
999 fn update_divergence_verdict(
1000 &mut self,
1001 amax: Option<Number>,
1002 structural_free: bool,
1003 f: Option<Number>,
1004 ) -> bool {
1005 let over = matches!(amax, Some(a) if a > self.diverging_iterates_tol) && structural_free;
1006 if !over {
1007 self.divergence_streak = 0;
1008 self.divergence_prev_amax = 0.0;
1009 self.divergence_prev_f = Number::INFINITY;
1010 self.divergence_prev_decrease = Number::NAN;
1011 return false;
1012 }
1013 let a = amax.expect("over implies amax is Some");
1014 // A recession ray in an interior-point method grows the iterate
1015 // geometrically *and* drives the objective down without bound, with a
1016 // per-step drop that keeps up as `|x|` grows. A finite-optimum
1017 // excursion may grow `|x|` and even lower `f` for a few steps, but its
1018 // per-step objective drop decelerates toward zero as it settles onto
1019 // the finite floor. Require all three — growth, descent, and
1020 // non-decelerating descent — before a step counts toward the streak.
1021 let growing = a >= self.divergence_prev_amax * Self::DIVERGENCE_GROWTH_FACTOR;
1022 // `f` is `None` only when `structural_free` is false, already handled
1023 // by the `!over` branch; treat a missing value as non-descending so a
1024 // run can never accumulate without objective evidence.
1025 let fv = f.unwrap_or(Number::INFINITY);
1026 let decrease = self.divergence_prev_f - fv;
1027 let descending = decrease > 0.0;
1028 // Non-decelerating: the drop must be at least a fixed fraction of the
1029 // previous step's drop. Bootstrapped `true` until a first finite
1030 // decrease has been recorded (`divergence_prev_decrease` non-finite),
1031 // so the run's opening steps are admitted on growth + descent alone.
1032 let keeping_up = !self.divergence_prev_decrease.is_finite()
1033 || decrease >= self.divergence_prev_decrease * Self::DIVERGENCE_DESCENT_KEEPUP;
1034 if growing && descending && keeping_up {
1035 self.divergence_streak += 1;
1036 } else {
1037 // Over the threshold on an unbounded side, but the divergence is
1038 // not sustaining a recession ray's growth-and-accelerating-descent
1039 // profile — the hallmark of a scaling excursion toward a finite
1040 // optimum. Drop the streak; a genuine ray re-accumulates it on its
1041 // next qualifying step (or trips the absolute runaway backstop).
1042 self.divergence_streak = 0;
1043 }
1044 self.divergence_prev_amax = a;
1045 self.divergence_prev_f = fv;
1046 // Record the baseline for the next step's keep-up comparison only from
1047 // a finite, real decrease; skip the `+∞` opening step and reset the
1048 // baseline whenever the objective stops descending.
1049 self.divergence_prev_decrease = if decrease.is_finite() && descending {
1050 decrease
1051 } else {
1052 Number::NAN
1053 };
1054 a >= Self::DIVERGENCE_ABS_RUNAWAY
1055 || self.divergence_streak >= Self::DIVERGENCE_PERSIST_ITERS
1056 }
1057
1058 fn divergence_is_true_unboundedness(&self, x: &dyn Vector) -> bool {
1059 self.free_to_escape_over(x, self.diverging_iterates_tol)
1060 }
1061
1062 /// Shared core of the free-variable structural check: returns `true` when
1063 /// some component of `x` with magnitude exceeding `thresh` is heading
1064 /// toward a side (positive → upper, negative → lower) that carries *no*
1065 /// finite bound, so it is free to escape to infinity. Parameterized on the
1066 /// magnitude threshold so both the `diverging_iterates_tol` (`1e20`)
1067 /// divergence guard and the lower `RECESSION_MIN_NORM` recession-ray path
1068 /// (#285) share one implementation.
1069 fn free_to_escape_over(&self, x: &dyn Vector, thresh: Number) -> bool {
1070 use pounce_linalg::DenseVector;
1071
1072 let cq = self.cq.borrow();
1073 let nlp = cq.nlp().borrow();
1074
1075 // Full-length 0/1 indicators of finite lower / upper bounds,
1076 // built by scattering ones through the bound expansion matrices.
1077 let mut ones_l = nlp.x_l().make_new();
1078 ones_l.set(1.0);
1079 let mut has_lb = x.make_new();
1080 nlp.px_l().mult_vector(1.0, &*ones_l, 0.0, &mut *has_lb);
1081
1082 let mut ones_u = nlp.x_u().make_new();
1083 ones_u.set(1.0);
1084 let mut has_ub = x.make_new();
1085 nlp.px_u().mult_vector(1.0, &*ones_u, 0.0, &mut *has_ub);
1086
1087 let downcast = |v: &dyn Vector| -> Option<Vec<Number>> {
1088 v.as_any()
1089 .downcast_ref::<DenseVector>()
1090 .map(|d| d.expanded_values())
1091 };
1092
1093 // POUNCE is dense-only; if a backing is unexpectedly non-dense we
1094 // cannot prove the divergence is spurious, so fall back to the
1095 // original (magnitude-only) verdict to avoid changing behaviour.
1096 let (Some(xv), Some(lb), Some(ub)) = (downcast(x), downcast(&*has_lb), downcast(&*has_ub))
1097 else {
1098 return true;
1099 };
1100
1101 for i in 0..xv.len() {
1102 if xv[i].abs() > thresh {
1103 let free_to_diverge = if xv[i] > 0.0 {
1104 ub[i] == 0.0
1105 } else {
1106 lb[i] == 0.0
1107 };
1108 if free_to_diverge {
1109 return true;
1110 }
1111 }
1112 }
1113 false
1114 }
1115
1116 /// #285: checked recession-ray unboundedness proof at the current iterate.
1117 ///
1118 /// Returns `true` only when the current iterate `x` (with `|x|_∞ = amax`,
1119 /// already known `> RECESSION_MIN_NORM` by the caller) *proves* the
1120 /// problem is unbounded below via a genuine recession ray — the same
1121 /// standard the LP/symmetric path holds itself to, not a magnitude
1122 /// heuristic. All of the following must hold:
1123 ///
1124 /// 1. **Feasible witness.** The iterate's unscaled primal infeasibility is
1125 /// at most `RECESSION_FEAS_REL · amax`. A genuinely feasible iterate of
1126 /// norm `≥ 1e10` witnesses that the feasible region reaches that far —
1127 /// a *bounded* region cannot contain it. (Relative bar: the residual of
1128 /// `A_eq x − b` carries roundoff that scales with `|x|`.)
1129 /// 2. **Free to escape.** Some over-floor component heads toward a side
1130 /// with no finite variable bound ([`Self::free_to_escape_over`] at
1131 /// `RECESSION_MIN_NORM`).
1132 /// 3. **Direction in `null(A_eq)`.** `‖J_c x‖_∞ ≤ RECESSION_DIR_TOL · amax`
1133 /// — moving along `d ≈ x` preserves the equality constraints.
1134 /// 4. **Inequalities not blocking.** No finitely-bounded inequality row is
1135 /// driven toward its bound along `d ≈ x`
1136 /// ([`Self::recession_blocked_by_inequality`]).
1137 /// 5. **Objective descending.** `∇f·x ≤ −RECESSION_DESC_REL · ‖∇f‖ ‖x‖` —
1138 /// the objective strictly decreases along the escape direction with a
1139 /// real (non-orthogonal) margin, so `f → −∞` along the ray.
1140 ///
1141 /// On a *bounded* problem at least one of (1)/(2)/(3)/(4)/(5) fails, so
1142 /// this can never manufacture a spurious `DivergingIterates`.
1143 fn curr_is_recession_ray(&self, x: &dyn Vector, amax: Number) -> bool {
1144 // (1) Feasible witness (relative bar).
1145 let primal_inf = self.cq.borrow().curr_unscaled_primal_infeasibility_max();
1146 if !(primal_inf.is_finite() && primal_inf <= Self::RECESSION_FEAS_REL * amax) {
1147 return false;
1148 }
1149 // (2) Some over-floor component free to escape to infinity.
1150 if !self.free_to_escape_over(x, Self::RECESSION_MIN_NORM) {
1151 return false;
1152 }
1153 // (3) Escape direction lies in the equality null space. A non-finite
1154 // (NaN) residual is treated as failing, so the direction is only
1155 // accepted on a genuinely small, finite `‖J_c x‖∞`.
1156 let jc_x_amax = self.cq.borrow().curr_jac_c_times_vec(x).amax();
1157 if !jc_x_amax.is_finite() || jc_x_amax > Self::RECESSION_DIR_TOL * amax {
1158 return false;
1159 }
1160 // (4) No finitely-bounded inequality blocks the direction.
1161 if self.recession_blocked_by_inequality(x, amax) {
1162 return false;
1163 }
1164 // (5) Objective strictly descending along the escape direction.
1165 let (dot, gnorm, xnorm) = {
1166 let cq = self.cq.borrow();
1167 let g = cq.curr_grad_f();
1168 (g.dot(x), g.nrm2(), x.nrm2())
1169 };
1170 if !(dot < 0.0 && dot <= -Self::RECESSION_DESC_REL * gnorm * xnorm) {
1171 return false;
1172 }
1173 true
1174 }
1175
1176 /// #285: does any *finitely-bounded* inequality constraint block motion
1177 /// along the escape direction `d ≈ x`? For each inequality row the
1178 /// constraint value `d(x)` changes at rate `(J_d x)_j` per unit of the
1179 /// direction; if that row has a finite upper bound and the rate is
1180 /// positive (or a finite lower bound and the rate is negative) beyond a
1181 /// relative tolerance, moving out along `d` would eventually violate it,
1182 /// so it is not a feasible recession direction. Bounds are detected via
1183 /// the `Pd_L / Pd_U` expansion matrices exactly as the variable-bound
1184 /// check uses `Px_L / Px_U`.
1185 fn recession_blocked_by_inequality(&self, x: &dyn Vector, amax: Number) -> bool {
1186 use pounce_linalg::DenseVector;
1187
1188 let cq = self.cq.borrow();
1189 // Rate of change of each inequality value along d ≈ x (length m_ineq).
1190 // Compute first so the internal `nlp.borrow_mut()` is released before
1191 // the immutable borrow below.
1192 let jd_x = cq.curr_jac_d_times_vec(x);
1193 let (has_dlb, has_dub) = {
1194 let nlp = cq.nlp().borrow();
1195 let mut ones_dl = nlp.d_l().make_new();
1196 ones_dl.set(1.0);
1197 let mut has_dlb = jd_x.make_new();
1198 nlp.pd_l().mult_vector(1.0, &*ones_dl, 0.0, &mut *has_dlb);
1199
1200 let mut ones_du = nlp.d_u().make_new();
1201 ones_du.set(1.0);
1202 let mut has_dub = jd_x.make_new();
1203 nlp.pd_u().mult_vector(1.0, &*ones_du, 0.0, &mut *has_dub);
1204 // Order matters: bind `(has_dlb, has_dub)` in that exact order so
1205 // the finite-lower / finite-upper indicators are not transposed.
1206 // #314: this pair was returned swapped, inverting the bound
1207 // semantics below — a ray *increasing* a lower-bounded row (moving
1208 // deeper into the feasible set, slack growing) was wrongly treated
1209 // as blocked, so a genuine inequality-slack recession ray was never
1210 // proven unbounded.
1211 (has_dlb, has_dub)
1212 };
1213
1214 let downcast = |v: &dyn Vector| -> Option<Vec<Number>> {
1215 v.as_any()
1216 .downcast_ref::<DenseVector>()
1217 .map(|d| d.expanded_values())
1218 };
1219 // Dense-only fallback: if we cannot inspect the rows, conservatively
1220 // treat the direction as blocked (no spurious unbounded verdict).
1221 let (Some(jd), Some(dlb), Some(dub)) =
1222 (downcast(&*jd_x), downcast(&*has_dlb), downcast(&*has_dub))
1223 else {
1224 return true;
1225 };
1226 let tol = Self::RECESSION_DIR_TOL * amax;
1227 for j in 0..jd.len() {
1228 // Increasing a row that has a finite upper bound, or decreasing a
1229 // row that has a finite lower bound, would leave the feasible set.
1230 if (jd[j] > tol && dub[j] != 0.0) || (jd[j] < -tol && dlb[j] != 0.0) {
1231 return true;
1232 }
1233 }
1234 false
1235 }
1236
1237 /// #285: update the recession-ray persistence state and return whether
1238 /// `DivergingIterates` should be reported now. `amax` is `|x|_∞`;
1239 /// `is_ray` is the result of [`Self::curr_is_recession_ray`]. The verdict
1240 /// fires once the checked proof has held for
1241 /// [`Self::RECESSION_PERSIST_ITERS`] consecutive *growing* iterations — a
1242 /// bounded region cannot supply a growing sequence of feasible over-floor
1243 /// iterates, so this is impossible to satisfy on a bounded problem.
1244 fn update_recession_verdict(&mut self, amax: Number, is_ray: bool) -> bool {
1245 if !is_ray {
1246 self.recession_streak = 0;
1247 self.recession_prev_amax = 0.0;
1248 return false;
1249 }
1250 if amax > self.recession_prev_amax {
1251 self.recession_streak += 1;
1252 } else {
1253 // Proof holds but the iterate is not growing (a stalled or rejected
1254 // step). Restart the run at the current witness rather than firing
1255 // on a plateau; a genuine ray resumes growing next step.
1256 self.recession_streak = 1;
1257 }
1258 self.recession_prev_amax = amax;
1259 self.recession_streak >= Self::RECESSION_PERSIST_ITERS
1260 }
1261
1262 /// Honour a certificate the masked-scale veto refused, when the run that
1263 /// was allowed to continue did not end in one of its own (gh #200).
1264 ///
1265 /// The veto's bargain is "never worse off": it refuses a point that had
1266 /// *already passed the strict test*, betting that continuing reaches a
1267 /// better one. This is the losing side of that bet — so hand back exactly
1268 /// what would have been returned without the veto, point and status both.
1269 ///
1270 /// Two details make that guarantee real rather than approximate:
1271 ///
1272 /// - It runs on **every** non-success exit, applied once where the driver
1273 /// loop's result is finalized. Wiring individual termination sites was
1274 /// tried and is not safe: there are sixteen, and the ones easiest to
1275 /// overlook are the ones most likely to fire here — the veto's extra
1276 /// iterations are exactly what pushes a run past `max_cpu_time`.
1277 /// - It restores the **refused iterate itself** (`vetoed`), not the last
1278 /// acceptable snapshot. `store_acceptable_point` overwrites
1279 /// unconditionally, so after the veto the stored point drifts to whatever
1280 /// the continued run last touched — which may be worse than the point
1281 /// that was refused.
1282 ///
1283 /// "Better" is **status-dominant lexicographic**: the reported status first,
1284 /// and the objective only to break a tie *within equal status*. Both halves
1285 /// matter and the order between them is not cosmetic — see the `Success`
1286 /// branch, where reading it as a plain objective comparison costs a status.
1287 fn honour_refused_certificate(&mut self, result: SolverReturn) -> SolverReturn {
1288 if matches!(result, SolverReturn::Success) {
1289 // The continued run produced a certificate of its own — but not
1290 // necessarily a better *outcome*.
1291 //
1292 // This is what makes "never worse" hold even when the bet loses in a
1293 // way that still converges: on a non-convex problem the extra travel
1294 // can reach a different, worse stationary point, and the budget cap
1295 // (`VETO_MAX_EXTRA_ITERS`) can also hand back a late-but-converged
1296 // one. Neither may silently replace a better answer the solver
1297 // already had in hand.
1298 //
1299 // The comparison is NOT objective-only. That was the original bug
1300 // here: both points passed `passes_component_tols`, which looked
1301 // like a licence to treat them as equally valid certificates and
1302 // just take the lower objective. They are not equally valid when
1303 // `kkt_fidelity_tol` is set — `apply_kkt_fidelity_gate` re-grades a
1304 // `Success` on the unscaled KKT error afterwards, on a strictly
1305 // finer criterion than the convergence test. Taking a 3-ulp
1306 // objective win at a point whose unscaled error is 5x worse traded
1307 // `Solve_Succeeded` for `Solved_To_Acceptable_Level`: a status
1308 // regression against baseline, which is the strongest form of the
1309 // guarantee breaking. So rank by the status each point will actually
1310 // be *reported* under, and only then by objective.
1311 let Some((refused, refused_status)) = self.baseline_outcome() else {
1312 return result;
1313 };
1314 self.assert_comparable_scale(&refused);
1315 let (curr_f, curr_kkt) = self.curr_obj_and_unscaled_kkt();
1316 // Rank each candidate by the status it will actually be *reported*
1317 // under, which for a `Success` means after the fidelity gate has had
1318 // its say.
1319 let continued_success = self.survives_fidelity_gate(curr_kkt);
1320 let refused_success = matches!(refused_status, SolverReturn::Success)
1321 && self.survives_fidelity_gate(refused.unscaled_kkt);
1322 let keep_refused = match (continued_success, refused_success) {
1323 // Equal reported status: the objective breaks the tie, which is
1324 // legitimate because both points are feasible to tolerance.
1325 //
1326 // Negated `<=`, not `>`: they differ at NaN, and the difference
1327 // matters. A `Converged` exit at an iterate whose objective is
1328 // NaN but whose residuals are finite and tiny is reachable (the
1329 // convergence test never inspects `f`), and `NaN > x` is false,
1330 // which would keep the NaN point over a finite refused one.
1331 // Phrased as a negated `<=`, an incomparable objective fails to
1332 // justify keeping the continued point and the refused one wins.
1333 (true, true) | (false, false) => !(curr_f <= refused.obj),
1334 // The refused point keeps a status the continued one loses.
1335 (false, true) => true,
1336 (true, false) => false,
1337 };
1338 if !keep_refused {
1339 return result;
1340 }
1341 self.restore_snapshot(&refused);
1342 // The restored point's own status, which is what the baseline
1343 // reported for it. For a strict refusal that is `Success` even when
1344 // it fails the fidelity gate — the gate re-grades the restored point
1345 // downstream, exactly as it would have re-graded the baseline's. For
1346 // an acceptable-level refusal it is `StopAtAcceptablePoint`, since
1347 // claiming `Success` for a point that only ever qualified at the
1348 // acceptable level would over-report.
1349 return refused_status;
1350 }
1351 // The continued run did not certify — but its final point can still be a
1352 // *better* would-be certificate than the one the baseline stopped at, and
1353 // restoring the chronologically-first refusal unconditionally throws it
1354 // away (gh #327). The masking veto keeps refusing at the true optimum too
1355 // (its unscaled error stays above `acceptable_tol` under an extreme
1356 // objective scale), so a run that actually reaches the optimum never gets
1357 // to certify there and instead exits non-`Success` — typically on a tiny
1358 // step once it settles. Rolling straight back to the first refusal then
1359 // hands back the point the baseline stopped at, which can be far worse:
1360 // on `min 1/x` over `[1e-12, 10]` the solve reaches x≈10 (f≈0.1) but was
1361 // rolled back to the first refusal at x≈2.84 (f≈0.35) and reported
1362 // success there.
1363 //
1364 // The extra candidate is admitted *narrowly*, and the gate is
1365 // load-bearing: the continued point may displace the refused snapshot
1366 // only if it itself passes the strict per-component tolerances — i.e. it
1367 // is a would-be strict certificate the veto refused solely because of
1368 // masking. That is precisely what tells the settled true optimum apart
1369 // from a merely lower objective reached on an unbounded ray (e.g.
1370 // `A(x−a)⁴ − K·√(1+y²)`, unbounded below in y): the diverging iterate
1371 // never passes the strict test, so it can never win here, and those runs
1372 // stay bit-for-bit as before. When the gate does open, keep whichever
1373 // point ranks better under the same feasibility-aware key the dual-guard
1374 // fallback uses, and report the baseline's restored status either way —
1375 // never worse than baseline on status, never worse (often better) on the
1376 // point.
1377 let Some((refused, restored_status)) = self.baseline_outcome() else {
1378 return result;
1379 };
1380 self.assert_comparable_scale(&refused);
1381 let curr_nlp_err = self.cq.borrow().curr_nlp_error();
1382 let curr_passes_strict =
1383 self.bundle
1384 .conv_check
1385 .current_passes_strict(curr_nlp_err, &self.data, &self.cq);
1386 let curr_f = self.cq.borrow().curr_f();
1387 let curr_viol = self.cq.borrow().curr_unscaled_primal_infeasibility_max();
1388 // The second admissible candidate: a continued run that ends *at the
1389 // acceptable level itself* (gh #533). The `curr_passes_strict` gate
1390 // exists to tell a settled optimum from a diverging ray, and on this
1391 // exit the exit itself already answers that — `StopAtAcceptablePoint` is
1392 // only reachable at a point that passed the acceptable per-component
1393 // tolerances, either by qualifying here or by being the stashed
1394 // acceptable iterate a rollback restored. A diverging iterate cannot
1395 // produce it.
1396 //
1397 // This matters because the gh #533 progress refusal is frequently paid
1398 // off by a *better acceptable point* rather than by a strict
1399 // certificate: the streak refuses while the solve is still descending,
1400 // the solve descends, and then settles somewhere better but still short
1401 // of `tol`. Without this the refused point is restored and the entire
1402 // continuation is discarded — never worse than baseline, but never
1403 // better either, which for that whole class is pure cost.
1404 //
1405 // Gated on the *restored* status also being `StopAtAcceptablePoint`, so
1406 // a strict refusal's `Success` is never reported at a point that only
1407 // ever qualified at the acceptable level.
1408 let continued_is_acceptable_exit = matches!(result, SolverReturn::StopAtAcceptablePoint)
1409 && matches!(restored_status, SolverReturn::StopAtAcceptablePoint);
1410 // Keep the continued point in place only when it is an admissible
1411 // candidate that also ranks strictly better; otherwise restore the
1412 // refused snapshot exactly as before. `ranks_better` treats a non-finite
1413 // continued objective as worst, so a NaN-objective continuation never
1414 // displaces a finite refused point (the NaN-loses convention the
1415 // `Success` branch relies on).
1416 let keep_continued = (curr_passes_strict || continued_is_acceptable_exit)
1417 && self.ranks_better(curr_f, curr_viol, refused.obj, refused.constr_viol);
1418 if !keep_continued {
1419 self.restore_snapshot(&refused);
1420 }
1421 if self.cq.borrow().curr_f().is_finite() {
1422 restored_status
1423 } else {
1424 result
1425 }
1426 }
1427
1428 /// What the baseline — the same solve with the veto disabled — would have
1429 /// returned, as (point, status), or `None` if nothing was ever refused.
1430 ///
1431 /// The **chronologically first** refusal, not the strictest one. Both arms
1432 /// follow the same trajectory until the first refusal, so that iterate is
1433 /// where the baseline stopped and what it reported. A refusal recorded later
1434 /// sits on the continued trajectory, which the baseline never walked — its
1435 /// point was never on offer, and restoring it would neither reproduce the
1436 /// baseline nor be comparable to it.
1437 ///
1438 /// Both kinds do occur, and in either order: an acceptable-level refusal
1439 /// needs `acceptable_iter` consecutive qualifying iterates, so a strict
1440 /// refusal can precede it, while a run that first drifts through the
1441 /// acceptable band can refuse there and only later pass the strict test.
1442 /// Preferring `Success` unconditionally was wrong for exactly the second
1443 /// case — it compared against a strict point from iteration 50-odd when the
1444 /// baseline had already stopped and reported acceptable at iteration 43.
1445 fn baseline_outcome(&self) -> Option<(VetoSnapshot, SolverReturn)> {
1446 // A refusal that was seen but not captured makes the baseline
1447 // unidentifiable, so decline rather than guess. Without this, a failed
1448 // strict capture alongside a successful acceptable one would present the
1449 // acceptable snapshot as the baseline outcome — but that snapshot sits
1450 // on the continued trajectory, so this would silently reintroduce the
1451 // very misidentification the chronological rule exists to prevent.
1452 // Declining loses the restore; misidentifying reports a wrong point
1453 // under a confident status.
1454 //
1455 // Unreachable today (`data.curr` is always `Some` inside `iterate()`, so
1456 // `snapshot_current` cannot fail), but the latches make the state
1457 // representable, and it must not be handled by accident.
1458 if (self.vetoed_seen && self.vetoed.is_none())
1459 || (self.vetoed_acceptable_seen && self.vetoed_acceptable.is_none())
1460 {
1461 return None;
1462 }
1463 match (&self.vetoed, &self.vetoed_acceptable) {
1464 // Ties go to the strict refusal, and the tie is reachable: both can
1465 // arm in the same call when the acceptable streak crosses on the
1466 // same iterate a strict certificate is refused. Strict is correct
1467 // there because of the baseline's own branch order — the `Converged`
1468 // gate (`opt_error.rs`, in `check_convergence_with_state`) precedes
1469 // `note_acceptable`, so the baseline returned `Converged` at that
1470 // iterate. Reordering those two branches would invert this.
1471 (Some(strict), Some(acc)) => Some(if strict.iter <= acc.iter {
1472 (strict.clone(), SolverReturn::Success)
1473 } else {
1474 (acc.clone(), SolverReturn::StopAtAcceptablePoint)
1475 }),
1476 (Some(strict), None) => Some((strict.clone(), SolverReturn::Success)),
1477 (None, Some(acc)) => Some((acc.clone(), SolverReturn::StopAtAcceptablePoint)),
1478 (None, None) => None,
1479 }
1480 }
1481
1482 /// Capture the current iterate as a veto snapshot, or `None` if there is no
1483 /// current iterate to capture.
1484 ///
1485 /// All-or-nothing by construction — see [`VetoSnapshot`].
1486 fn snapshot_current(&self, iter: Index) -> Option<VetoSnapshot> {
1487 let iterate = self.data.borrow().curr.as_ref().cloned()?;
1488 let cq = self.cq.borrow();
1489 Some(VetoSnapshot {
1490 iterate,
1491 iter,
1492 obj: cq.curr_f(),
1493 mu: self.data.borrow().curr_mu,
1494 unscaled_kkt: cq.curr_unscaled_nlp_error(),
1495 constr_viol: cq.curr_unscaled_primal_infeasibility_max(),
1496 obj_scale: cq.obj_scaling_factor(),
1497 })
1498 }
1499
1500 /// Current objective and max-norm unscaled KKT error, read together so the
1501 /// pair cannot describe different iterates.
1502 fn curr_obj_and_unscaled_kkt(&self) -> (Number, Number) {
1503 let cq = self.cq.borrow();
1504 (cq.curr_f(), cq.curr_unscaled_nlp_error())
1505 }
1506
1507 /// Guard the precondition of every scaled-objective comparison in
1508 /// [`Self::honour_refused_certificate`]: the factor must not have moved
1509 /// between the refusal and now, or the two numbers are not comparable.
1510 fn assert_comparable_scale(&self, snap: &VetoSnapshot) {
1511 debug_assert_eq!(
1512 snap.obj_scale,
1513 self.cq.borrow().obj_scaling_factor(),
1514 "objective scaling factor moved during the solve; the refused and \
1515 continued objectives are scaled differently and cannot be compared \
1516 (gh #200)"
1517 );
1518 }
1519
1520 /// Whether a point with this unscaled KKT error would keep `Solve_Succeeded`
1521 /// through [`IpoptApplication::apply_kkt_fidelity_gate`].
1522 ///
1523 /// Mirrors that gate rather than approximating it: same quantity
1524 /// (`final_unscaled_kkt_error`), same strict comparison, same "non-positive
1525 /// tolerance disables". With the default `kkt_fidelity_tol = 0` this is
1526 /// always `true`, so every caller collapses to the plain objective
1527 /// comparison and the mechanism's behaviour is unchanged.
1528 fn survives_fidelity_gate(&self, unscaled_kkt: Number) -> bool {
1529 // Phrased as the negation of the gate's own `> tol` test rather than as
1530 // `<= tol`, because the two disagree at NaN and the gate is the
1531 // authority: it demotes only on `> tol`, so a NaN error keeps `Success`
1532 // there and must keep it here. Written as `<= tol` this mirror said the
1533 // opposite, which would rank a NaN-error continued point below a refused
1534 // one. Benign in that direction — it restores the baseline point — but a
1535 // mirror that disagrees with the thing it mirrors is a latent trap.
1536 !(self.kkt_fidelity_tol > 0.0) || !(unscaled_kkt > self.kkt_fidelity_tol)
1537 }
1538
1539 /// Record the current iterate as the best acceptable-quality point seen so
1540 /// far in this solve (pounce#250 follow-up).
1541 ///
1542 /// Recording runs on **every** acceptable iterate, not only after the
1543 /// dual-divergence guard has fired. Gating it on the guard was the first
1544 /// attempt and left a hole: the guard fires and returns to the driver
1545 /// *before* this site is reached on that iteration (see the guard block in
1546 /// [`Self::iterate`]), so nothing at or before the diversion was ever
1547 /// captured. A diversion that wrecks the solve immediately — reaching no
1548 /// acceptable point afterwards — therefore had nothing to hand back, which
1549 /// is precisely the case the fallback exists for. `autocorr_bern55-06` hid
1550 /// this, because its better point happens to arrive at iteration 86, well
1551 /// after the guard fires at 23.
1552 ///
1553 /// Recording always is still behaviour-neutral, because the record is only
1554 /// ever *read* under `dual_guard_fired` — see
1555 /// [`Self::honour_best_acceptable_after_dual_guard`]. A solve the guard
1556 /// never touches computes a comparison per acceptable iterate and nothing
1557 /// else.
1558 ///
1559 /// The cost is one `f64` comparison per acceptable iterate; the iterate is
1560 /// cloned only on an actual improvement, so this does not double the
1561 /// per-iteration clone `store_acceptable_point` already pays.
1562 ///
1563 /// "Best" is a feasibility-aware ranking, **not** the lowest objective:
1564 /// candidates are ordered by [`Self::ranks_better`]'s `(feasible_enough,
1565 /// objective)` key, so objective only decides among points already inside a
1566 /// capped feasibility band. Being *bounded* by `acceptable_constr_viol_tol`
1567 /// is not the same as *not trading* feasibility within it — that band is a
1568 /// user option and can be widened to `1e1` or beyond. A pure-objective argmax
1569 /// over it has no lower bound on the feasibility it will spend, and one
1570 /// option-value away it returns a point `pounce verify` rejects under a
1571 /// `Solved_To_Acceptable_Level` status (gh #267). Whether an early
1572 /// low-objective iterate is even a candidate is the user's
1573 /// `acceptable_constr_viol_tol`; the capped feasibility key is what keeps a
1574 /// grossly-infeasible one from winning even when the band admits it.
1575 fn record_best_acceptable(&mut self, curr_f: Number) {
1576 if !curr_f.is_finite() {
1577 return;
1578 }
1579 // Same quantity the acceptable-point gate keys on, so the recorded
1580 // feasibility matches the band the candidate just passed.
1581 let curr_viol = self.cq.borrow().curr_unscaled_primal_infeasibility_max();
1582 // Reject before cloning: only a strictly better candidate — by the
1583 // feasibility-aware key, not objective alone — is worth a snapshot.
1584 if let Some(best) = self.best_acceptable.as_ref() {
1585 let (b_obj, b_viol) = (best.obj, best.constr_viol);
1586 if !self.ranks_better(curr_f, curr_viol, b_obj, b_viol) {
1587 return;
1588 }
1589 }
1590 let iter = self.data.borrow().iter_count;
1591 let Some(snap) = self.snapshot_current(iter) else {
1592 return;
1593 };
1594 // Scaled objectives are only comparable under an unchanged factor; if it
1595 // ever moved, keep the earlier point rather than compare noise.
1596 if let Some(best) = self.best_acceptable.as_ref() {
1597 if snap.obj_scale != best.obj_scale {
1598 return;
1599 }
1600 }
1601 self.best_acceptable = Some(snap);
1602 }
1603
1604 /// Cap on the feasibility band [`Self::ranks_better`] admits, matching the
1605 /// upstream default `acceptable_constr_viol_tol`. The fallback treats a point
1606 /// as "feasible enough to win on objective" only within this band, *however
1607 /// loose the user made `acceptable_constr_viol_tol`*, so widening that option
1608 /// cannot let the fallback trade feasibility for objective (gh #267).
1609 const FEASIBLE_ENOUGH_CAP: Number = 1e-2;
1610
1611 /// Whether candidate `(a_obj, a_viol)` ranks strictly better than
1612 /// `(b_obj, b_viol)` for the best-acceptable fallback (gh #267, gh #280).
1613 ///
1614 /// The key is `(band_clamped_viol, objective)` compared lexicographically,
1615 /// where each violation is clamped *up* to
1616 /// `band = min(acceptable_constr_viol_tol, FEASIBLE_ENOUGH_CAP)` before it is
1617 /// compared. Inside the band every point clamps to `band`, so they tie on
1618 /// feasibility and objective decides — objective still rules *only among
1619 /// points already feasible-enough*. Outside the band the actual violation
1620 /// decides, so the less-infeasible point always wins and a
1621 /// strictly-more-infeasible point can never rank better (gh #280 — the
1622 /// earlier `feasible_enough` partition fell through to objective-only once
1623 /// both points were outside the band). The cap keeps the band no looser than
1624 /// the upstream default: `acceptable_constr_viol_tol` is user-widenable, and
1625 /// admitting a wide band into the *objective-decides* region would let a
1626 /// grossly-infeasible low-objective iterate win. Capping the band bounds that.
1627 ///
1628 /// At default (or tighter) tolerances this is behaviour-neutral: every
1629 /// recorded point already passed the `acceptable_constr_viol_tol` gate, so
1630 /// with that band at or below the cap every candidate clamps to `band` and
1631 /// objective alone decides, exactly as before. The feasibility ordering only
1632 /// bites once the user loosens `acceptable_constr_viol_tol` past its default
1633 /// and two candidates both sit outside the cap.
1634 ///
1635 /// A non-finite objective ranks worst and can never win — feasibility never
1636 /// rescues a `NaN`/`Inf` `f`. This mirrors the `NaN`-loses convention the
1637 /// gh #200 comparisons already rely on, and it keeps a `NaN`-objective
1638 /// returned point losing to a finite recorded one in
1639 /// [`Self::honour_best_acceptable_after_dual_guard`].
1640 ///
1641 /// The ranking itself lives in the pure [`ranks_better_within_band`] so its
1642 /// never-worse-off guarantee can be proven by deterministic unit tests rather
1643 /// than inferred from a host-dependent end-to-end objective comparison (see
1644 /// gh #267, which flagged an earlier CLI test for measuring the wrong,
1645 /// host-varying property). This method only resolves the admitted band.
1646 fn ranks_better(&self, a_obj: Number, a_viol: Number, b_obj: Number, b_viol: Number) -> bool {
1647 let band = self
1648 .bundle
1649 .conv_check
1650 .acceptable_constr_viol_tol_or_default()
1651 .min(Self::FEASIBLE_ENOUGH_CAP);
1652 ranks_better_within_band(a_obj, a_viol, b_obj, b_viol, band)
1653 }
1654
1655 /// Make the dual-divergence guard's diversion non-destructive (pounce#250
1656 /// follow-up).
1657 ///
1658 /// The guard bets that routing to restoration beats grinding on, and nothing
1659 /// made losing that bet safe: it could return a materially worse point than
1660 /// the solve already had, under a status that does not admit it.
1661 ///
1662 /// WHAT THIS DOES AND DOES NOT GUARANTEE. It guarantees the diverted run
1663 /// never returns worse than the best acceptable-quality point **that same
1664 /// run visited**. It does *not* guarantee the diverted run is no worse than
1665 /// not diverting at all — that counterfactual solve never happened, and its
1666 /// points were never on offer to compare against. The distinction is not
1667 /// academic: on the Linux CI host `deb7` returns 97.56 with the guard off and
1668 /// 127.87 with it on at streak 15, and this fallback cannot close that gap,
1669 /// because 127.87 is the best acceptable point the diverted run ever reached.
1670 /// Bounding the diversion's damage is a weaker property than making the
1671 /// diversion harmless, and only the weaker one is available from inside a
1672 /// single solve. It is a large part of why the guard is off by default.
1673 ///
1674 /// The observed case is `autocorr_bern55-06`. The guard fires at iteration
1675 /// 23, the diverted run reaches the true optimum (-2304.0000278, matching
1676 /// Ipopt to 12 significant figures) and holds it from iteration 57 to 86 —
1677 /// but the dual residual sawtooths between 1e-8 and 2e-1 there, so it never
1678 /// strings together the `acceptable_iter` consecutive qualifying iterates
1679 /// that would stop the solve. It then enters restoration a second time,
1680 /// wanders into a worse basin, and terminates `StopAtAcceptablePoint` at
1681 /// -2263.46 — 1.8 % worse, with an overall NLP error of 1.0. The better
1682 /// point was *visited and passed the acceptable test*; it was simply
1683 /// overwritten, because `store_acceptable_point` keeps the latest rather
1684 /// than the best.
1685 ///
1686 /// So: on a non-`Success` exit, if the best acceptable-quality iterate seen
1687 /// anywhere in the solve beats the point being returned, hand that back
1688 /// instead. This is the same "never worse off" bargain the gh #200 veto
1689 /// makes, applied to the other bet in the algorithm.
1690 ///
1691 /// "Beats" is the feasibility-aware ranking in [`Self::ranks_better`], not a
1692 /// bare objective comparison: the recorded point wins only if it is
1693 /// feasible-enough while the returned point is not, or both are in the same
1694 /// feasibility class and it has a lower objective. Ranking by objective alone
1695 /// let a widened `acceptable_constr_viol_tol` band trade feasibility for
1696 /// objective here — restoring a lower-objective point that `pounce verify`
1697 /// rejects, under a success-mapped status (gh #267). The key prevents that:
1698 /// objective can only win among points already inside the capped acceptable
1699 /// feasibility band.
1700 ///
1701 /// Note "anywhere in the solve", not "since the guard fired":
1702 /// [`Self::record_best_acceptable`] runs unconditionally and explains why —
1703 /// points at or before the diversion have to be on offer, or a diversion that
1704 /// wrecks the solve immediately has nothing to hand back. Only this *read* is
1705 /// gated on `dual_guard_fired`.
1706 ///
1707 /// A strict `Success` is never overridden — that point carries a real
1708 /// certificate, and a lower objective at a merely-acceptable point must not
1709 /// displace it.
1710 ///
1711 /// Tuning the guard's firing threshold was tried first and rejected: no
1712 /// setting separates the models it helps from the ones it harms, and the
1713 /// effect turned out to differ by host anyway (see the option help in
1714 /// `upstream_options.rs`). Fixing the consequence is what remained available.
1715 fn honour_best_acceptable_after_dual_guard(&mut self, result: SolverReturn) -> SolverReturn {
1716 if !self.dual_guard_fired || matches!(result, SolverReturn::Success) {
1717 return result;
1718 }
1719 let Some(best) = self.best_acceptable.clone() else {
1720 return result;
1721 };
1722 let (curr_f, _) = self.curr_obj_and_unscaled_kkt();
1723 let curr_viol = self.cq.borrow().curr_unscaled_primal_infeasibility_max();
1724 let curr_scale = self.cq.borrow().obj_scaling_factor();
1725 // Only comparable under the same factor, sign included.
1726 if curr_scale != best.obj_scale {
1727 return result;
1728 }
1729 // Restore only when the recorded point ranks strictly better under the
1730 // feasibility-aware key — more feasible, or equally feasible at a lower
1731 // objective. `ranks_better` also handles the `NaN` case the previous
1732 // bare `!(curr_f <= best.obj)` did: a non-finite returned objective
1733 // ranks worst, so a finite recorded point wins and is restored.
1734 if self.ranks_better(best.obj, best.constr_viol, curr_f, curr_viol) {
1735 tracing::debug!(target: "pounce::algorithm",
1736 "[POUNCE] dual-divergence diversion ended worse than a point already \
1737 in hand (obj {:.10e} viol {:.3e} -> obj {:.10e} viol {:.3e}, iter {}); \
1738 restoring it (pounce#250, gh#267).",
1739 curr_f, curr_viol, best.obj, best.constr_viol, best.iter,
1740 );
1741 self.restore_snapshot(&best);
1742 // Swap the *point*, but never let the swap erase why the solve
1743 // stopped. A budget that was exhausted stays reported as exhausted:
1744 // a caller polling for "did I run out of time" must not be told
1745 // "solved to acceptable level" merely because a better point was
1746 // recoverable. Only the outcomes that carry no such fact of their
1747 // own are relabelled to describe what is now being returned.
1748 return match result {
1749 SolverReturn::MaxiterExceeded
1750 | SolverReturn::CpuTimeExceeded
1751 | SolverReturn::WallTimeExceeded
1752 | SolverReturn::UserRequestedStop => result,
1753 _ => SolverReturn::StopAtAcceptablePoint,
1754 };
1755 }
1756 result
1757 }
1758
1759 /// Make a refused snapshot the current iterate again.
1760 fn restore_snapshot(&mut self, snap: &VetoSnapshot) {
1761 let mut d = self.data.borrow_mut();
1762 d.set_trial(snap.iterate.clone());
1763 d.accept_trial_point();
1764 // The restored point's own barrier parameter, not the continued run's —
1765 // see `VetoSnapshot::mu`.
1766 d.curr_mu = snap.mu;
1767 }
1768
1769 /// Decide whether the acceptable-point restoration decline may be deferred
1770 /// this once (gh #534), and arm the bookkeeping that bounds the bet.
1771 ///
1772 /// Four conditions, all required:
1773 ///
1774 /// * the option leaves deferrals available at all
1775 /// (`resto_decline_deferrals`, `0` = pre-#534 behaviour);
1776 /// * the budget is not already spent;
1777 /// * the NLP error has contracted on every one of the last
1778 /// [`DECLINE_PROGRESS_SAMPLES`]` - 1` iterations
1779 /// ([`Self::nlp_err_contracting`]) — the progress test the guard lacked;
1780 /// * the iteration budget has room for a continuation, and the entry point
1781 /// can actually be captured. Without a floor there is nothing to fall
1782 /// back to, and a bet with no floor is exactly what must not be placed.
1783 ///
1784 /// The deadline is clamped below `max_iter` so a lost bet can never turn a
1785 /// reportable `StopAtAcceptablePoint` into `Maximum_Iterations_Exceeded`:
1786 /// the continuation is always cut before the iteration budget runs out. A
1787 /// *time* budget is not clamped the same way — elapsed time is an external
1788 /// fact and the deadline cannot predict it — so a solve that expires inside
1789 /// the continuation window still reports the time limit, at the floor
1790 /// iterate rather than at whatever the continuation last touched.
1791 fn may_defer_acceptable_decline(&mut self) -> bool {
1792 if self.decline_deferrals_used >= self.resto_decline_deferrals {
1793 return false;
1794 }
1795 if !self.nlp_err_contracting() {
1796 return false;
1797 }
1798 let iter = self.data.borrow().iter_count;
1799 // No room to continue: the deadline below would fire on the very next
1800 // iteration, so the deferral would buy nothing and cost a restoration.
1801 if iter.saturating_add(1) >= self.max_iter {
1802 return false;
1803 }
1804 if self.decline_floor.is_none() {
1805 let Some(snap) = self.snapshot_current(iter) else {
1806 return false;
1807 };
1808 self.decline_floor = Some(snap);
1809 }
1810 self.decline_deferrals_used += 1;
1811 self.decline_deadline_iter = Some(
1812 iter.saturating_add(DECLINE_CONTINUATION_BUDGET)
1813 .min(self.max_iter.saturating_sub(1)),
1814 );
1815 true
1816 }
1817
1818 /// The deferred continuation ran out of budget without a strict certificate
1819 /// (gh #534). Report the floor — the point the pre-#534 guard would have
1820 /// returned — unless the continuation is standing somewhere at least as
1821 /// good.
1822 fn terminate_at_decline_floor(&mut self) -> IterateOutcome {
1823 let Some(floor) = self.decline_floor.clone() else {
1824 // Unreachable in practice: the deadline is only ever set after a
1825 // floor is captured. Stopping at the current point is still the
1826 // right thing if it somehow is not — the point passed the
1827 // acceptable-level triplet when the deferral was taken.
1828 return IterateOutcome::Terminate(SolverReturn::StopAtAcceptablePoint);
1829 };
1830 tracing::debug!(target: "pounce::algorithm",
1831 "[POUNCE] deferred restoration decline expired at iter {} without a strict \
1832 certificate; falling back to the floor from iter {} (gh #534).",
1833 self.data.borrow().iter_count, floor.iter,
1834 );
1835 if !self.continuation_outranks(&floor) {
1836 self.restore_snapshot(&floor);
1837 }
1838 IterateOutcome::Terminate(SolverReturn::StopAtAcceptablePoint)
1839 }
1840
1841 /// Whether the current iterate is a *better* answer than the gh #534 floor.
1842 ///
1843 /// Two gates, in order. The current point must itself pass the
1844 /// acceptable-level triplet — the floor is going to be reported under
1845 /// `Solved_To_Acceptable_Level`, and a continuation that wandered off is not
1846 /// entitled to that status however attractive its objective looks. Only then
1847 /// does [`Self::ranks_better`]'s feasibility-first key decide, and only under
1848 /// an unmoved objective scaling factor, since the two objectives are
1849 /// otherwise not comparable.
1850 fn continuation_outranks(&self, floor: &VetoSnapshot) -> bool {
1851 let (curr_f, _) = self.curr_obj_and_unscaled_kkt();
1852 if !curr_f.is_finite() {
1853 return false;
1854 }
1855 let nlp_err = self.cq.borrow().curr_nlp_error();
1856 if !self
1857 .bundle
1858 .conv_check
1859 .current_is_acceptable_with_state(nlp_err, &self.data, &self.cq)
1860 {
1861 return false;
1862 }
1863 let (curr_viol, curr_scale) = {
1864 let cq = self.cq.borrow();
1865 (
1866 cq.curr_unscaled_primal_infeasibility_max(),
1867 cq.obj_scaling_factor(),
1868 )
1869 };
1870 if curr_scale != floor.obj_scale {
1871 return false;
1872 }
1873 !self.ranks_better(floor.obj, floor.constr_viol, curr_f, curr_viol)
1874 }
1875 /// Try to leave a first-order-stationary point that is not a local minimum
1876 /// (gh #797). Returns `true` when the current iterate has been replaced and
1877 /// the solve should continue instead of terminating.
1878 ///
1879 /// # What this is for
1880 ///
1881 /// The convergence check is a *first-order* test, and on a nonconvex model
1882 /// that is strictly weaker than "local minimum". `nonconvex_qp.nl` is the
1883 /// reported case: `min x₀x₁ s.t. x₀ + x₁ = 2, 0 ≤ x ≤ 4` restricted to its
1884 /// feasible segment is the concave `f(x₀) = x₀(2 - x₀)`, *maximized* at
1885 /// `(1,1)` and minimized at the two endpoints. From the bound-pushed start
1886 /// `(0.01, 0.01)` the first Newton step lands exactly on `(1,1)`, every KKT
1887 /// residual there is zero, and the solve reports `Solve_Succeeded` at
1888 /// `obj = 1` — the constrained maximum.
1889 ///
1890 /// Inertia correction does not save this. It engages (the iteration log
1891 /// shows `lg(rg)` from the second iteration on) and cannot help: `δ_x I` is
1892 /// symmetric, the model and the iterate are symmetric under `x₀ ↔ x₁`, and
1893 /// a symmetric correction applied to a zero gradient gives a zero step
1894 /// however indefinite the reduced Hessian is. The regularization makes the
1895 /// *step* well-posed; nothing in the algorithm asks whether the point it
1896 /// has converged to is a minimum.
1897 ///
1898 /// # What it does
1899 ///
1900 /// [`PdFullSpaceSolver::negative_curvature_direction`] answers that
1901 /// question with the KKT factorization already in hand, and hands back a
1902 /// measured direction `d` with `J_c d_x = 0` and `dᵀ(W + Σ)d < 0`. Since
1903 /// the gradient is (near) zero the barrier objective along `±d` is
1904 /// `φ(α) ≈ φ(0) + ½α²dᵀ(W + Σ)d`, decreasing on *both* sides, so both signs
1905 /// are tried and the better trial wins. The step is capped by the ordinary
1906 /// fraction-to-the-boundary rule and by [`NEG_CURV_MAX_STEP_FACTOR`] times
1907 /// the iterate's own scale, then backtracked until it satisfies that
1908 /// second-order decrease model with an Armijo factor — the same shape as
1909 /// the line search, on the curvature term rather than the gradient term.
1910 /// A trial whose constraint violation exceeds what the convergence check
1911 /// itself calls feasible is refused outright.
1912 ///
1913 /// # Why it cannot make an answer worse
1914 ///
1915 /// The point being left is a *strict certificate* — the solve was about to
1916 /// report `Solve_Succeeded` at it — so it is snapshotted as a floor before
1917 /// the step, exactly as gh #534's deferred restoration decline does with
1918 /// the point its guard would have returned. The continuation gets
1919 /// [`NEG_CURV_CONTINUATION_BUDGET`] outer iterations; past that, and at
1920 /// every other exit of the driver loop, [`Self::honour_neg_curv_floor`]
1921 /// hands the floor back unless the continuation is standing somewhere that
1922 /// both outranks it and carries a certificate of its own. So the escape
1923 /// costs a bounded number of iterations and can only trade the stationary
1924 /// point for a strictly better one.
1925 ///
1926 /// That holds however many escapes are spent, not only at the default of
1927 /// one: a later escape displaces the floor only with a certificate that
1928 /// outranks the one already held (gh #805), so the floor is always at
1929 /// least as good as the point a `neg_curv_escapes = 0` build reports.
1930 fn try_neg_curv_escape(&mut self, iter_count: Index) -> bool {
1931 if self.neg_curv_escapes_used >= self.neg_curv_escapes {
1932 return false;
1933 }
1934 // No room to continue: the deadline below would fire on the very next
1935 // iteration, so the escape would buy nothing and cost a factorization.
1936 if iter_count.saturating_add(1) >= self.max_iter {
1937 return false;
1938 }
1939 if self.nlp.is_none() || self.search_dir.is_none() {
1940 return false;
1941 }
1942 // `data.w` still holds `W(curr_{N-1})` — step 3 of `iterate()` runs
1943 // *after* the convergence check — and curvature at the previous iterate
1944 // is not the question being asked. Re-evaluate it here rather than
1945 // running the Hessian updater a second time at this iterate: that would
1946 // hand the limited-memory updater a zero-length curvature pair to skip
1947 // and count against `limited_memory_max_skipping`, and it would leave
1948 // `data.w` describing a different iterate than it did before, which the
1949 // post-optimal sensitivity hook reads.
1950 //
1951 // With a quasi-Newton `B` there is nothing to re-evaluate and the stale
1952 // one is used. That is not a gap being papered over: BFGS maintains `B`
1953 // positive definite by construction, so under
1954 // `hessian_approximation=limited-memory` the probe's inertia test
1955 // passes at δ_x = 0 and the escape declines — correctly, since the only
1956 // curvature information the solve has says the point is a minimum.
1957 //
1958 // That argument is about BFGS's definiteness, NOT about "not exact",
1959 // and gating on `provides_exact_hessian` conflated the two. A
1960 // finite-difference `W` is not exact but does carry genuine negative
1961 // curvature, so judging the current iterate by the previous one's
1962 // matrix let a stationary maximum be reported as optimal where the
1963 // exact path escapes it (gh#823 review, finding 1, @srikanth-gm).
1964 // `hessian_at_current` asks the question the probe actually has:
1965 // can you give me `W` here? Quasi-Newton updaters still answer `None`
1966 // and still take the stale path, for the reason above.
1967 let w_at_curr = self.bundle.hess.hessian_at_current(&self.data, &self.cq);
1968
1969 let probe = {
1970 let (Some(nlp), Some(sd)) = (self.nlp.as_ref(), self.search_dir.as_mut()) else {
1971 return false;
1972 };
1973 let mut pd = sd.pd_solver_mut();
1974 pd.negative_curvature_direction(&self.data, &self.cq, nlp, w_at_curr)
1975 };
1976 let Some(probe) = probe else {
1977 return false;
1978 };
1979
1980 let Some(floor) = self.snapshot_current(iter_count) else {
1981 // Nothing to fall back to, and a bet with no floor is exactly what
1982 // must not be placed (the gh #534 rule, for the same reason).
1983 return false;
1984 };
1985 let curr = floor.iterate.clone();
1986 let (tau, curr_barr, curr_theta) = {
1987 let d = self.data.borrow();
1988 let cq = self.cq.borrow();
1989 (
1990 d.curr_tau,
1991 cq.curr_barrier_obj(),
1992 cq.curr_constraint_violation(),
1993 )
1994 };
1995 if !curr_barr.is_finite() {
1996 return false;
1997 }
1998 // A trial may raise the violation up to what this solve's own
1999 // convergence check calls feasible, and no further.
2000 let theta_cap = curr_theta.max(self.bundle.conv_check.constr_viol_tol_or_default());
2001 // The direction has unit infinity-norm, so this caps the escape at a
2002 // multiple of the iterate's own scale rather than at an absolute
2003 // distance, which would mean different things on differently scaled
2004 // models.
2005 let step_cap = NEG_CURV_MAX_STEP_FACTOR * (1.0 + curr.x.amax().max(curr.s.amax()));
2006
2007 let mut accepted: Option<(crate::iterates_vector::IteratesVector, Number, Number)> = None;
2008 for sign in [1.0, -1.0] {
2009 let mut dir = probe.delta.deep_copy();
2010 dir.scal(sign);
2011 let dir = dir.freeze();
2012 let alpha_max = self.cq.borrow().aff_step_alpha_primal_max(&dir, tau);
2013 if !(alpha_max > 0.0) {
2014 continue;
2015 }
2016 let mut alpha = alpha_max.min(step_cap);
2017 for _ in 0..NEG_CURV_BACKTRACKS {
2018 if !(alpha > 0.0) || !alpha.is_finite() {
2019 break;
2020 }
2021 let mut trial = curr.deep_copy();
2022 trial.x.axpy(alpha, &*dir.x);
2023 trial.s.axpy(alpha, &*dir.s);
2024 let trial = trial.freeze();
2025 self.data.borrow_mut().set_trial(trial.clone());
2026 let (barr, theta) = {
2027 let cq = self.cq.borrow();
2028 (cq.trial_barrier_obj(), cq.trial_constraint_violation())
2029 };
2030 self.data.borrow_mut().trial = None;
2031 // Second-order sufficient decrease. `probe.curvature` is
2032 // negative, so this asks the trial to realise at least
2033 // `NEG_CURV_ARMIJO` of the decrease the curvature model
2034 // predicts — the guard against a direction that is only
2035 // downhill in the quadratic model and uphill in the function.
2036 let predicted = 0.5 * alpha * alpha * probe.curvature;
2037 if barr.is_finite()
2038 && theta.is_finite()
2039 && theta <= theta_cap
2040 && barr <= curr_barr + NEG_CURV_ARMIJO * predicted
2041 {
2042 let better = match accepted.as_ref() {
2043 Some((_, best, _)) => barr < *best,
2044 None => true,
2045 };
2046 if better {
2047 accepted = Some((trial, barr, alpha));
2048 }
2049 break;
2050 }
2051 alpha *= NEG_CURV_BACKTRACK_FACTOR;
2052 }
2053 }
2054
2055 let Some((trial, barr, alpha)) = accepted else {
2056 return false;
2057 };
2058
2059 tracing::debug!(target: "pounce::algorithm",
2060 "[POUNCE] iter {}: certified point has negative reduced curvature \
2061 (dᵀ(W+Σ)d = {:.3e}); escaping along it with α = {:.3e} \
2062 (barrier obj {:.10e} -> {:.10e}) and continuing (gh#797).",
2063 iter_count, probe.curvature, alpha, curr_barr, barr,
2064 );
2065
2066 self.neg_curv_escapes_used += 1;
2067 // gh #805 — the floor is the *best* certificate the escapes have left,
2068 // never simply the most recent one. Replacing it unconditionally is
2069 // what broke the guarantee above at `neg_curv_escapes >= 2`: escape 1
2070 // floors at A, the continuation certifies a different indefinite point
2071 // B, escape 2 overwrites the floor with B, and if that bet is lost the
2072 // run reports B — which nothing has ever compared against A. With
2073 // `f(B) > f(A)` that is worse than `neg_curv_escapes = 0` returns, the
2074 // one outcome the mechanism promises cannot happen. The filter method's
2075 // barrier objective is not monotone across μ updates, so the escape's
2076 // own accounting does not exclude it.
2077 //
2078 // Ranked rather than merely kept (gh #805's suggested fix), because
2079 // keeping A unconditionally has the mirror-image flaw: where B *is* the
2080 // better certificate, a lost second bet would hand back A and make
2081 // `neg_curv_escapes = 2` worse than `= 1`, which returns B. Both points
2082 // are strict certificates — the escape only fires on
2083 // `ConvergenceStatus::Converged` — so the same status-dominant ranking
2084 // [`Self::honour_neg_curv_floor`] uses on the way out decides between
2085 // them, and the floor is monotone in the number of escapes spent.
2086 //
2087 // A provable no-op at the default: the branch is only reachable with a
2088 // floor already held, which takes a second escape, which takes
2089 // `neg_curv_escapes >= 2`.
2090 let replace_floor = match self.neg_curv_floor.as_ref() {
2091 None => true,
2092 Some(held) => self.current_outranks_neg_curv_floor(held, true),
2093 };
2094 if replace_floor {
2095 self.neg_curv_floor = Some(floor);
2096 }
2097 self.neg_curv_deadline_iter = Some(
2098 iter_count
2099 .saturating_add(NEG_CURV_CONTINUATION_BUDGET)
2100 .min(self.max_iter.saturating_sub(1)),
2101 );
2102 {
2103 let mut d = self.data.borrow_mut();
2104 d.set_trial(trial);
2105 d.accept_trial_point();
2106 // Iteration-log marker. `n` is not one of upstream's codes and is
2107 // unused elsewhere in POUNCE; it is what tells a reader of the
2108 // table that the jump between two iterates was an escape and not a
2109 // line-search step.
2110 d.append_info_string("n");
2111 }
2112 // The filter's entries were computed at, and around, a point the
2113 // algorithm has just left discontinuously — the same situation a
2114 // successful restoration leaves behind, and handled the same way.
2115 self.bundle.line_search.reset();
2116 self.bundle.line_search.reset_after_restoration();
2117 true
2118 }
2119
2120 /// Rank the current iterate against a held negative-curvature floor
2121 /// (gh #797, gh #805).
2122 ///
2123 /// Rank by the status each point will actually be *reported* under, and
2124 /// only then by objective — the status-dominant order gh #200 arrived at
2125 /// the hard way. `apply_kkt_fidelity_gate` re-grades a `Success` on the
2126 /// unscaled KKT error after the driver loop returns, so with
2127 /// `kkt_fidelity_tol` set a lower objective at a coarser point is a status
2128 /// regression dressed up as a win.
2129 ///
2130 /// `current_certifies` is whether the current point comes with a
2131 /// certificate of its own: at the exit hook that is the driver's status,
2132 /// and at an escape site it is true by construction, since the escape only
2133 /// fires on `ConvergenceStatus::Converged`.
2134 ///
2135 /// Shared by the two sites that have to answer this question — the exit
2136 /// hook [`Self::honour_neg_curv_floor`], and the point at which a second
2137 /// escape decides which of two certificates to hold (gh #805) — so the two
2138 /// cannot drift into disagreeing about which point is the better answer.
2139 fn current_outranks_neg_curv_floor(
2140 &self,
2141 floor: &VetoSnapshot,
2142 current_certifies: bool,
2143 ) -> bool {
2144 let (_, curr_kkt) = self.curr_obj_and_unscaled_kkt();
2145 let current_success = current_certifies && self.survives_fidelity_gate(curr_kkt);
2146 let floor_success = self.survives_fidelity_gate(floor.unscaled_kkt);
2147 match (current_success, floor_success) {
2148 (true, true) => self.continuation_outranks(floor),
2149 // The current point reports `Solve_Succeeded` where the floor would
2150 // be re-graded down. A better status wins outright.
2151 (true, false) => true,
2152 // No certificate of its own — the escape was a bet placed *from*
2153 // one, so anything short of that loses it.
2154 (false, _) => false,
2155 }
2156 }
2157
2158 /// Make a negative-curvature escape non-destructive (gh #797).
2159 ///
2160 /// The escape is a bet placed *from a strict certificate*, which is what
2161 /// makes its accounting stricter than gh #534's: the floor is a point the
2162 /// solve was about to report `Solve_Succeeded` at, so the continuation has
2163 /// to come back with a certificate of its own at a better point to be
2164 /// preferred. Anything else — a worse point, an acceptable-level stall, a
2165 /// spent iteration budget, a restoration failure — restores the floor and
2166 /// reports it under the status it always had.
2167 ///
2168 /// Restoring reports `Success` even over a budget or user-stop exit, which
2169 /// is the opposite of what [`Self::honour_decline_floor`] and
2170 /// [`Self::honour_best_acceptable_after_dual_guard`] do — and deliberately
2171 /// so. Those two hold an *acceptable-level* point and must not let it erase
2172 /// why the solve stopped. Here a pre-#797 build returns `Solve_Succeeded`
2173 /// at this exact point, and returns it *before* the continuation that spent
2174 /// the budget ever runs: the budget was spent by the bet, not by the
2175 /// caller's problem. Reproducing the baseline outcome — point and status
2176 /// both — is the guarantee, and it is the reading gh #200's hook already
2177 /// takes of a refused certificate.
2178 fn honour_neg_curv_floor(&mut self, result: SolverReturn) -> SolverReturn {
2179 let Some(floor) = self.neg_curv_floor.clone() else {
2180 return result;
2181 };
2182 self.assert_comparable_scale(&floor);
2183 let keep_continuation =
2184 self.current_outranks_neg_curv_floor(&floor, matches!(result, SolverReturn::Success));
2185 if keep_continuation {
2186 tracing::debug!(target: "pounce::algorithm",
2187 "[POUNCE] the negative-curvature escape paid off: the continuation \
2188 certified a better point than the stationary one it left \
2189 (obj {:.10e} -> {:.10e}, gh#797).",
2190 floor.obj, self.curr_obj_and_unscaled_kkt().0,
2191 );
2192 return result;
2193 }
2194 tracing::debug!(target: "pounce::algorithm",
2195 "[POUNCE] the negative-curvature escape did not pay off; restoring the \
2196 certified stationary point from iter {} (obj {:.10e} viol {:.3e}) \
2197 and reporting it (gh#797).",
2198 floor.iter, floor.obj, floor.constr_viol,
2199 );
2200 self.restore_snapshot(&floor);
2201 SolverReturn::Success
2202 }
2203
2204 /// The escape's continuation ran out of budget without a certificate of its
2205 /// own (gh #797). Restore the stationary point the escape left and report
2206 /// it — that point is what a pre-#797 build returns, and it is a genuine
2207 /// strict certificate, so `Success` is the honest status for it.
2208 ///
2209 /// Takes the floor rather than cloning it, so
2210 /// [`Self::honour_neg_curv_floor`] is a no-op on the way out.
2211 fn terminate_at_neg_curv_floor(&mut self) -> IterateOutcome {
2212 if let Some(floor) = self.neg_curv_floor.take() {
2213 tracing::debug!(target: "pounce::algorithm",
2214 "[POUNCE] the negative-curvature escape spent its {} iterations \
2215 without a new certificate; restoring the stationary point from \
2216 iter {} (obj {:.10e}) and reporting it (gh#797).",
2217 NEG_CURV_CONTINUATION_BUDGET, floor.iter, floor.obj,
2218 );
2219 self.restore_snapshot(&floor);
2220 }
2221 IterateOutcome::Terminate(SolverReturn::Success)
2222 }
2223
2224 /// Make a deferred restoration decline non-destructive (gh #534).
2225 ///
2226 /// The deferral is a bet that a contracting endgame is three iterations from
2227 /// a certificate. This is what makes losing it cost only those iterations:
2228 /// whatever the continued run ends up returning, if it is not at least as
2229 /// good an answer as the floor — the point the pre-#534 guard would have
2230 /// reported — the floor is restored and reported instead.
2231 ///
2232 /// Applied once, in [`Self::optimize`], for the same reason the gh #200 and
2233 /// pounce#250 hooks are: the driver loop has many `return`s and this must
2234 /// see all of them.
2235 ///
2236 /// A strict `Success` is never overridden — that is the bet paying off, and
2237 /// a real certificate outranks any acceptable-level point by construction.
2238 /// The budget statuses keep their own status, as they do in
2239 /// [`Self::honour_best_acceptable_after_dual_guard`]: a caller polling for
2240 /// "did I run out of time" must be told so, even while the point it gets
2241 /// back is swapped for the better one.
2242 fn honour_decline_floor(&mut self, result: SolverReturn) -> SolverReturn {
2243 if matches!(result, SolverReturn::Success) {
2244 if self.decline_floor.is_some() {
2245 tracing::debug!(target: "pounce::algorithm",
2246 "[POUNCE] the deferred restoration decline paid off: the continuation \
2247 reached a strict certificate (gh #534).",
2248 );
2249 }
2250 return result;
2251 }
2252 let Some(floor) = self.decline_floor.clone() else {
2253 return result;
2254 };
2255 if self.continuation_outranks(&floor) {
2256 return result;
2257 }
2258 tracing::debug!(target: "pounce::algorithm",
2259 "[POUNCE] the deferred restoration decline did not pay off; restoring the \
2260 floor from iter {} (obj {:.10e} viol {:.3e}) and reporting it (gh #534).",
2261 floor.iter, floor.obj, floor.constr_viol,
2262 );
2263 self.restore_snapshot(&floor);
2264 match result {
2265 SolverReturn::MaxiterExceeded
2266 | SolverReturn::CpuTimeExceeded
2267 | SolverReturn::WallTimeExceeded
2268 | SolverReturn::UserRequestedStop => result,
2269 _ => SolverReturn::StopAtAcceptablePoint,
2270 }
2271 }
2272
2273 /// Terminal fallback for a near-feasible numerical breakdown (a
2274 /// restoration cycle or a failed step computation). If a finite
2275 /// acceptable iterate was recorded earlier in the solve, roll back
2276 /// to it and stop at [`SolverReturn::StopAtAcceptablePoint`] (mapped
2277 /// by the application layer to `Solved_To_Acceptable_Level`) rather
2278 /// than surfacing the hard `fallback` error. This mirrors upstream
2279 /// `IpBacktrackingLineSearch`'s `ACCEPTABLE_POINT_REACHED`
2280 /// precedence: when the line search exhausts but an acceptable point
2281 /// was stored, that point is returned instead of the failure. With
2282 /// no snapshot — or if the restored objective is non-finite — the
2283 /// original `fallback` status is surfaced unchanged, so genuinely
2284 /// failed/infeasible solves keep their honest status. Catches
2285 /// degenerate LPs (kleemin8, nsir2) whose μ-endgame reaches the
2286 /// optimum, then destabilizes on the ill-conditioned vertex and
2287 /// cycles in restoration instead of stopping at the acceptable
2288 /// iterate it already passed through.
2289 fn terminate_acceptable_or(&mut self, fallback: SolverReturn) -> IterateOutcome {
2290 if self.restore_acceptable_point() && self.cq.borrow().curr_f().is_finite() {
2291 IterateOutcome::Terminate(SolverReturn::StopAtAcceptablePoint)
2292 } else {
2293 IterateOutcome::Terminate(fallback)
2294 }
2295 }
2296
2297 /// The single place this module turns a local-infeasibility conclusion
2298 /// into a returned status (gh #505).
2299 ///
2300 /// Three separate routes reach that verdict — the conv-check's rapid
2301 /// detection, restoration layer 2, and the slow-cycle exits — and the same
2302 /// defect was found in two of them independently: returning the hard
2303 /// verdict without consulting the acceptable-point stash, so a solve that
2304 /// had already passed through an acceptable iterate discarded it. Only the
2305 /// cycle exits got it right, and nothing structural said the other two were
2306 /// wrong.
2307 ///
2308 /// That is the shape of a defect that comes back. The route a solve takes
2309 /// to the verdict is an internal detail — the user sees one status either
2310 /// way — so the *decision* about what that status means must not live at
2311 /// each route. It lives here, and
2312 /// [`no_route_concludes_local_infeasibility_alone`] is a tripwire against
2313 /// a new site rebuilding the outcome inline.
2314 ///
2315 /// The cycle exits are not routed through here because their fallback is
2316 /// chosen between `LocalInfeasibility` and `ErrorInStepComputation` at the
2317 /// call site; they already reach `terminate_acceptable_or`, which is the
2318 /// behaviour this guarantees.
2319 ///
2320 /// Scope: this governs how *this module* returns the verdict. Other layers
2321 /// name `SolverReturn::LocalInfeasibility` for their own reasons — the SQP
2322 /// status map and the ℓ₁ elastic path in `application.rs`, for instance —
2323 /// and are outside both this funnel and its tripwire.
2324 fn terminate_local_infeasibility(&mut self) -> IterateOutcome {
2325 self.terminate_acceptable_or(SolverReturn::LocalInfeasibility)
2326 }
2327
2328 pub fn with_nlp(mut self, nlp: Rc<RefCell<dyn IpoptNlp>>) -> Self {
2329 self.nlp = Some(nlp);
2330 self
2331 }
2332
2333 /// Install a user-facing TNLP handle. Enables per-iteration
2334 /// `TNLP::intermediate_callback` invocation from `optimize()`.
2335 pub fn with_tnlp(mut self, tnlp: Rc<RefCell<dyn TNLP>>) -> Self {
2336 self.tnlp = Some(tnlp);
2337 self
2338 }
2339
2340 /// Build an [`IterStats`] payload from the current `IpoptData` /
2341 /// `IpoptCq` state. Mirrors the field set the upstream Ipopt main
2342 /// loop hands to `IntermediateCallback` after each `AcceptTrialPoint`.
2343 fn build_iter_stats(&self) -> IterStats {
2344 let d = self.data.borrow();
2345 let c = self.cq.borrow();
2346 let dnrm = match d.delta.as_ref() {
2347 Some(delta) => delta.x.amax().max(delta.s.amax()),
2348 None => 0.0,
2349 };
2350 IterStats {
2351 // Regular from the outer loop; restoration from the inner
2352 // sub-IPM, which the outer driver flags at construction
2353 // (gh#645). The outer loop never sets the flag, so every
2354 // fire from here is still `RegularMode` — what changed is
2355 // that restoration now fires at all.
2356 mode: if self.fires_as_restoration {
2357 AlgorithmMode::RestorationPhaseMode
2358 } else {
2359 AlgorithmMode::RegularMode
2360 },
2361 iter: d.iter_count,
2362 obj_value: c.curr_f(),
2363 inf_pr: c.curr_primal_infeasibility_max(),
2364 inf_du: c.curr_dual_infeasibility_max(),
2365 mu: d.curr_mu,
2366 d_norm: dnrm,
2367 regularization_size: d.info_regu_x,
2368 alpha_du: d.info_alpha_dual,
2369 alpha_pr: d.info_alpha_primal,
2370 ls_trials: d.info_ls_count,
2371 }
2372 }
2373
2374 /// Fire `TNLP::intermediate_callback` if a TNLP handle and NLP
2375 /// handle are installed. Wraps the call in an [`IntermediateContext`]
2376 /// guard so downstream inspector entry points (the C API's
2377 /// `GetIpoptCurrent*`) can read live state for the duration. Returns
2378 /// `true` to continue, `false` if the user requested termination.
2379 fn fire_intermediate(&self) -> bool {
2380 let timing = self.data.borrow().timing.clone();
2381 let _guard = timing.fire_intermediate.guard();
2382 let Some(tnlp) = self.tnlp.as_ref() else {
2383 return true;
2384 };
2385 let Some(nlp) = self.nlp.as_ref() else {
2386 return true;
2387 };
2388 // Nothing reads the payload, so building it is the whole cost of the
2389 // fire (gh#965). The sink below is skipped with it, which is safe:
2390 // its only reader re-emits the row into this same callback.
2391 if !tnlp.borrow().wants_intermediate_callback() {
2392 return true;
2393 }
2394 let stats = self.build_iter_stats();
2395 // Record exactly what the callback is about to receive, so a losing
2396 // retry can re-emit the winning attempt's final row (pounce#870).
2397 if let Some(sink) = self.last_iter_stats_sink.as_ref() {
2398 *sink.borrow_mut() = Some(stats);
2399 }
2400 // The live-inspector context is for iterates of the *user's*
2401 // problem only. During restoration the iterate belongs to the
2402 // feasibility subproblem and is not even the same length, so no
2403 // context is installed and `GetIpoptCurrent*` reports no data
2404 // for the duration. See `fires_as_restoration`.
2405 let _guard = (!self.fires_as_restoration).then(|| {
2406 CtxGuard::install(IntermediateContext {
2407 data: Rc::clone(&self.data),
2408 cq: Rc::clone(&self.cq),
2409 nlp: Rc::clone(nlp),
2410 })
2411 });
2412 // The materialised user-space iterate (`with_current_user_iterate`,
2413 // what `GetIpoptCurrentIterate` reads), when the TNLP will read it.
2414 // Built here, before the callback borrows the TNLP, because the
2415 // fixed-variable multiplier recovery evaluates it.
2416 let wants_iterate = !self.fires_as_restoration && tnlp.borrow().wants_current_iterate();
2417 let _iterate_guard = if wants_iterate {
2418 crate::intermediate::ipm_user_iterate(
2419 nlp,
2420 &self.data,
2421 &self.cq,
2422 self.live_iterate_fixed_var_duals,
2423 )
2424 .map(crate::intermediate::UserIterateGuard::install)
2425 } else {
2426 None
2427 };
2428 tnlp.borrow_mut().intermediate_callback(
2429 stats,
2430 &TnlpIpoptData::default(),
2431 &TnlpIpoptCq::default(),
2432 )
2433 }
2434
2435 pub fn with_search_dir(mut self, sd: PdSearchDirCalc) -> Self {
2436 self.search_dir = Some(sd);
2437 self
2438 }
2439
2440 pub fn with_restoration(mut self, resto: Box<dyn RestorationPhase>) -> Self {
2441 self.restoration = Some(resto);
2442 self
2443 }
2444
2445 /// Install the shared diagnostics state. The state is propagated
2446 /// to the augmented-system solver at the top of [`Self::optimize`]
2447 /// so dump sites can consult per-iter gating.
2448 pub fn with_diagnostics(mut self, diag: Rc<DiagnosticsState>) -> Self {
2449 self.diagnostics = Some(diag);
2450 self
2451 }
2452
2453 /// Install an interactive debugger hook. Fired at each checkpoint
2454 /// in [`Self::optimize`]; returning [`crate::debug::DebugAction::Stop`]
2455 /// ends the solve with `SolverReturn::UserRequestedStop`.
2456 pub fn with_debug_hook(mut self, hook: Rc<RefCell<dyn crate::debug::DebugHook>>) -> Self {
2457 self.debug = Some(hook);
2458 self
2459 }
2460
2461 /// Shared handle to the installed debugger, if any — used to forward
2462 /// it into the restoration inner IPM.
2463 pub fn debug_hook(&self) -> Option<Rc<RefCell<dyn crate::debug::DebugHook>>> {
2464 self.debug.as_ref().map(Rc::clone)
2465 }
2466
2467 /// Fire the debugger hook (if installed) at `cp`, building a live
2468 /// [`crate::debug::DebugCtx`] over cheap handle clones. Returns the
2469 /// requested action, defaulting to `Resume` when no hook is set.
2470 fn fire_debug(&mut self, cp: crate::debug::Checkpoint) -> crate::debug::DebugAction {
2471 use crate::debug::{DebugAction, DebugCtx};
2472 // Clone the Rc so the hook borrow is released before we touch
2473 // `self.bundle` to apply any live option changes below.
2474 let Some(hook) = self.debug.as_ref().map(Rc::clone) else {
2475 return DebugAction::Resume;
2476 };
2477 let mut ctx = DebugCtx::new(Rc::clone(&self.data), Rc::clone(&self.cq), cp);
2478 let action = hook.borrow_mut().at_checkpoint(&mut ctx);
2479 // Drain any tolerances the hook asked to hot-swap and write them
2480 // into the live convergence-check policy, so the next iteration's
2481 // termination test uses the new value (no `resolve` needed).
2482 for (name, value) in ctx.take_live_tolerances() {
2483 self.bundle.conv_check.set_tolerance(&name, value);
2484 }
2485 action
2486 }
2487
2488 /// Run the restoration phase, bracketed by the `PreRestoration` /
2489 /// `PostRestoration` debug checkpoints so a debugger can inspect the
2490 /// iterate just before entry and just after exit. With no debugger
2491 /// installed this is exactly `invoke_restoration()`.
2492 fn invoke_restoration_debugged(&mut self) -> IterateOutcome {
2493 if let Some(o) = self.debug_stop(crate::debug::Checkpoint::PreRestoration) {
2494 return o;
2495 }
2496 let outcome = self.invoke_restoration();
2497 if let Some(o) = self.debug_stop(crate::debug::Checkpoint::PostRestoration) {
2498 return o;
2499 }
2500 outcome
2501 }
2502
2503 /// Fire a sub-iteration checkpoint from inside [`Self::iterate`].
2504 /// Returns `Some(Terminate(UserRequestedStop))` if the debugger asked
2505 /// to stop, so the caller can `return` it; `None` to continue.
2506 fn debug_stop(&mut self, cp: crate::debug::Checkpoint) -> Option<IterateOutcome> {
2507 if self.debug.is_none() {
2508 return None;
2509 }
2510 if self.fire_debug(cp) == crate::debug::DebugAction::Stop {
2511 Some(IterateOutcome::Terminate(SolverReturn::UserRequestedStop))
2512 } else {
2513 None
2514 }
2515 }
2516
2517 /// Fire the terminal post-mortem checkpoint (if a debugger is set),
2518 /// carrying the solve outcome so the hook can decide whether to pause
2519 /// at the final iterate. The action is advisory — the loop returns
2520 /// `result` regardless — so the hook just gets a last look.
2521 fn fire_debug_terminal(&mut self, result: SolverReturn) {
2522 use crate::debug::{Checkpoint, DebugCtx};
2523 let Some(hook) = self.debug.as_ref() else {
2524 return;
2525 };
2526 let mut ctx = DebugCtx::new(
2527 Rc::clone(&self.data),
2528 Rc::clone(&self.cq),
2529 Checkpoint::Terminated,
2530 )
2531 .with_status(format!("{result:?}"));
2532 let _ = hook.borrow_mut().at_checkpoint(&mut ctx);
2533 }
2534
2535 /// Cheap mid-iteration time-budget check (pounce#242). Returns the
2536 /// terminal [`SolverReturn`] when the shared [`Deadline`] has been
2537 /// crossed, so the caller can bail *within* an iteration — after the
2538 /// KKT factorization, before the line search — rather than only at the
2539 /// next outer-iteration convergence check. Returns `None` (never
2540 /// terminating) when no deadline is installed, keeping the
2541 /// direct-driver / unit-test paths on their `overall_alg`-based gate.
2542 /// A `None` here is not "no budget" but "check it at the coarse site".
2543 fn deadline_status(&self) -> Option<SolverReturn> {
2544 let d = self.data.borrow();
2545 let kind = d.deadline.as_ref()?.exceeded()?;
2546 Some(match kind {
2547 pounce_common::timing::DeadlineKind::Cpu => SolverReturn::CpuTimeExceeded,
2548 pounce_common::timing::DeadlineKind::Wall => SolverReturn::WallTimeExceeded,
2549 })
2550 }
2551
2552 /// One iteration body — port of `Optimize()`'s inner loop.
2553 /// Returns either `Continue` to keep iterating or a terminal
2554 /// [`SolverReturn`] mirroring upstream's exception → return-code
2555 /// translation table (see `MAIN_LOOP.md` §"Exception mapping").
2556 fn iterate(&mut self) -> IterateOutcome {
2557 // Shared timing accumulator — cheap Rc clone so each phase can
2558 // bump its own counter without re-borrowing `data`.
2559 let timing = self.data.borrow().timing.clone();
2560
2561 // Per-iteration span so every event emitted in this body (the
2562 // structured iteration record, restoration/linear-solve spans)
2563 // is tagged with the iteration index.
2564 let _iter_span =
2565 tracing::info_span!("iteration", iter = self.data.borrow().iter_count).entered();
2566
2567 // 1. Output iteration row. Header every 10 iters; the row itself
2568 // is built plain by the strategy (so the column widths stay
2569 // exact and unit-testable) and wrapped in a tiger/rust style
2570 // at the print site (pounce#71). `anstream::stdout()` strips
2571 // the escapes automatically when stdout is redirected or
2572 // `NO_COLOR` is set, so non-TTY output is plain text.
2573 //
2574 // Print BEFORE `reset_info` so the row reflects the accepted
2575 // step from the previous iteration (alphas, ls count,
2576 // alpha_char), matching upstream's `IpIpoptAlgorithm::Optimize`
2577 // ordering.
2578 timing.output_iteration.start();
2579 self.bundle.iter_output.write_output();
2580 if self.print_iter_output {
2581 use std::io::Write as _;
2582 let (iter_count, alpha_pr, alpha_char) = {
2583 let d = self.data.borrow();
2584 (d.iter_count, d.info_alpha_primal, d.info_alpha_primal_char)
2585 };
2586 let row = self.bundle.iter_output.format_row(&self.data, &self.cq);
2587 // Iteration 0 is the initial point — no step has been taken
2588 // yet, so `alpha_primal` is 0; treat it as a full step
2589 // (neutral black) rather than a stalling alarm (red).
2590 let style_alpha = if iter_count == 0 { 1.0 } else { alpha_pr };
2591 let style = pounce_common::style::iteration_row_style(style_alpha, alpha_char);
2592 let mut out = anstream::stdout();
2593 // Write errors (e.g. a closed pipe / `head` on the output)
2594 // are deliberately ignored: a vanished terminal must not
2595 // panic the solver, unlike the old `println!`.
2596 if iter_count % 10 == 0 {
2597 let _ = write!(out, "{}", crate::output::orig::OrigIterationOutput::HEADER);
2598 }
2599 let _ = writeln!(out, "{}{}{}", style.render(), row, style.render_reset());
2600 }
2601 timing.output_iteration.end();
2602
2603 // Structured per-iteration event (pounce#71) — the single source
2604 // of truth for the per-iteration trajectory. The JSON log sink
2605 // and the solve-report collector
2606 // (`pounce_observability::IterCollectorLayer`) both derive from
2607 // it. The text console layer filters this target out (its human
2608 // form is the colored table above).
2609 //
2610 // Skipped entirely when nothing consumes it (no iter-history
2611 // capture active and JSON logging off) so the default run pays
2612 // no per-iteration field-evaluation / allocation cost.
2613 if pounce_observability::iteration_event_wanted() {
2614 // The objective / `inf_pr` the row printed (gh#979): on the main
2615 // phase the unscaled violation of the user's model rather than
2616 // the internal slack-form residual, and on restoration rows the
2617 // original NLP's values rather than the restoration problem's.
2618 // The internal residual rides alongside as `inf_pr_internal`.
2619 let printed = self
2620 .bundle
2621 .iter_output
2622 .printed_objective_inf_pr(&self.data, &self.cq);
2623 let phase = if self.bundle.iter_output.is_restoration() {
2624 "restoration"
2625 } else {
2626 "main"
2627 };
2628 let d = self.data.borrow();
2629 let c = self.cq.borrow();
2630 let inf_pr_internal = c.curr_primal_infeasibility_max();
2631 let (objective, inf_pr) =
2632 printed.unwrap_or_else(|| (c.unscaled_curr_f(), inf_pr_internal));
2633 let alpha_char = d.info_alpha_primal_char;
2634 let alpha_char_s = alpha_char.to_string();
2635 let d_norm = match &d.delta {
2636 Some(delta) => delta.x.amax().max(delta.s.amax()),
2637 None => 0.0,
2638 };
2639 tracing::info!(
2640 target: pounce_observability::ITER_TARGET,
2641 iter = d.iter_count,
2642 objective = objective,
2643 inf_pr = inf_pr,
2644 inf_pr_internal = inf_pr_internal,
2645 inf_du = c.curr_dual_infeasibility_max(),
2646 mu = d.curr_mu,
2647 d_norm = d_norm,
2648 regularization = d.info_regu_x,
2649 alpha_dual = d.info_alpha_dual,
2650 alpha_primal = d.info_alpha_primal,
2651 ls_trials = d.info_ls_count,
2652 alpha_char = alpha_char_s.as_str(),
2653 resto_kind = pounce_common::style::resto_kind_str(alpha_char),
2654 phase = phase,
2655 );
2656 }
2657
2658 // Reset per-iteration info on data (after printing previous
2659 // iter's accepted-step info; before the next line search).
2660 self.data.borrow_mut().reset_info();
2661
2662 // 2. Convergence check.
2663 timing.check_convergence.start();
2664 let nlp_err = self.cq.borrow().curr_nlp_error();
2665 let iter_count = self.data.borrow().iter_count;
2666 if !nlp_err.is_finite() {
2667 timing.check_convergence.end();
2668 return IterateOutcome::Terminate(SolverReturn::InvalidNumberDetected);
2669 }
2670 // gh #534 progress history. One sample per outer iteration, recorded
2671 // before any of the guards below can divert, so the samples the
2672 // restoration-decline test reads are consecutive by construction.
2673 self.note_nlp_err(nlp_err);
2674 // Divergence guard — port of upstream `IpIpoptAlg.cpp` post-
2675 // AcceptTrialPoint check. When `max_i |x_i|` exceeds the
2676 // registered `diverging_iterates_tol` (default `1e20`), exit
2677 // cleanly with `DivergingIterates` rather than spiralling into
2678 // a degenerate restoration whose inner sub-NLP can't recover
2679 // (MESH: orig `f` already at -3.6e33 by iter 90, restoration
2680 // entered too late to bound `x`).
2681 //
2682 // A large `|x|` alone does not prove unboundedness, though:
2683 // `DivergingIterates` is Ipopt's *unboundedness* signal (it maps
2684 // to the AMPL 300 "unbounded" range), and under severe objective
2685 // ill-scaling the normal-mode IPM can take a large but transient
2686 // excursion on a problem that is bounded below with a finite
2687 // optimum (issue #248: MINLPLib `jit1`). Only conclude divergence
2688 // when the growth is *structurally* consistent with an unbounded
2689 // feasible region — some over-threshold component heading toward a
2690 // side with no finite bound. If every large component is pinned by
2691 // a finite bound (in particular, all variables boxed), the growth
2692 // is a scaling artifact, so let the normal convergence / iteration
2693 // machinery return the best iterate instead of a spurious
2694 // `Unbounded`.
2695 // Evaluate the structural check under an immutable borrow, then
2696 // update the persistence state and take the verdict separately so
2697 // the mutable field updates don't clash with the `data` borrow.
2698 // Two independent unboundedness paths share this block:
2699 // * the `diverging_iterates_tol` (`1e20`) magnitude guard, gated on
2700 // the free-variable structural check + geometric-growth streak
2701 // (issues #248 / #252); and
2702 // * the #285 recession-ray path — a *checked proof*, active from a
2703 // far lower magnitude floor, that catches a genuine recession ray
2704 // in `null(A_eq)` over free variables whose `|x|` grows only
2705 // linearly and so never reaches `1e20` within `max_iter`.
2706 //
2707 // The whole block is skipped while the line search is inside a
2708 // watchdog trial sequence (gh #818 review). A `'w'` iterate is
2709 // provisional by construction: the acceptor *rejected* it, the
2710 // filter was not augmented, and the line search is holding a
2711 // snapshot it will revert to within `watchdog_trial_iter_max`
2712 // (default 3) iterations. Reporting `DivergingIterates` there
2713 // throws that snapshot away and calls a problem unbounded on a
2714 // point the algorithm had already decided not to keep. This is
2715 // the same false positive `DIVERGENCE_PERSIST_ITERS` was
2716 // introduced for — a transient excursion that peaks and recedes —
2717 // except that a watchdog excursion recedes *by construction*, and
2718 // `DIVERGENCE_ABS_RUNAWAY` bypasses the streak, so the streak
2719 // alone does not cover it. Skipping rather than resetting leaves
2720 // the streak state untouched, so a watchdog gamble in the middle
2721 // of a genuine ray neither accumulates nor erases evidence; a real
2722 // divergence is reported at most three iterations later, from a
2723 // committed iterate. The deferral is capped at
2724 // `WATCHDOG_DEFER_MAX` consecutive iterations so it can never be
2725 // held open by a stale `in_watchdog` — see
2726 // `Self::watchdog_defer_streak` for the path that leaks one.
2727 //
2728 // Measured on the gh #818 quadratic at `n = 8`, cond `1e12`,
2729 // `limited_memory_max_history 6`: the solve reaches iteration 352
2730 // on the *third* watchdog trial of a sequence, at `|x|_inf ~ 5e22`
2731 // with the objective climbing to `+2.0e45` — the opposite of the
2732 // `f -> -inf` that `DivergingIterates` is supposed to mean — one
2733 // iteration before `StopWatchDog` would have restored an iterate
2734 // at `f = 2.26e4`.
2735 let in_watchdog = self.bundle.line_search.in_watchdog()
2736 && self.watchdog_defer_streak < Self::WATCHDOG_DEFER_MAX;
2737 if in_watchdog {
2738 self.watchdog_defer_streak += 1;
2739 } else {
2740 self.watchdog_defer_streak = 0;
2741 }
2742 let (amax, structural_free, is_ray) = {
2743 let data = self.data.borrow();
2744 match data.curr.as_ref() {
2745 Some(curr) if !in_watchdog => {
2746 let amax = curr.x.amax();
2747 let structural = amax > self.diverging_iterates_tol
2748 && self.divergence_is_true_unboundedness(&*curr.x);
2749 let is_ray = amax > Self::RECESSION_MIN_NORM
2750 && self.curr_is_recession_ray(&*curr.x, amax);
2751 (Some(amax), structural, is_ray)
2752 }
2753 _ => (None, false, false),
2754 }
2755 };
2756 // Evaluate the (scaled) objective only while a structural divergence
2757 // is live — the streak's descent gate needs it, and it costs an
2758 // objective evaluation, so skip it on the common non-diverging path.
2759 let curr_f = structural_free.then(|| self.cq.borrow().curr_f());
2760 // Evaluate both streak updates (no short-circuit) so each keeps its
2761 // state current, then fire if either concludes divergence.
2762 // ... but only when the streaks are actually being fed. Inside a
2763 // watchdog sequence `amax` is `None`, and running the updates
2764 // would reset both streaks on a point they never saw.
2765 let (fire_magnitude, fire_recession) = if in_watchdog {
2766 (false, false)
2767 } else {
2768 (
2769 self.update_divergence_verdict(amax, structural_free, curr_f),
2770 self.update_recession_verdict(amax.unwrap_or(0.0), is_ray),
2771 )
2772 };
2773 if fire_magnitude || fire_recession {
2774 if fire_recession && !fire_magnitude {
2775 tracing::debug!(target: "pounce::algorithm",
2776 "[POUNCE] recession-ray guard fired at iter {} (|x|_inf={:.2e}); \
2777 reporting DivergingIterates (pounce#285).",
2778 self.data.borrow().iter_count,
2779 amax.unwrap_or(f64::NAN),
2780 );
2781 }
2782 timing.check_convergence.end();
2783 return IterateOutcome::Terminate(SolverReturn::DivergingIterates);
2784 }
2785 // Dual-divergence guard (pounce#246). The primal guard above only
2786 // catches `|x|` blowing up; a bad warm start can instead send the
2787 // *dual* infeasibility diverging — `inf_du` 1 -> 1e14, the inertia
2788 // regularization -> 1e14, the barrier parameter frozen, full steps
2789 // still accepted by the filter because primal feasibility inches
2790 // down — while `|x|` stays bounded. `diverging_iterates_tol` never
2791 // trips, restoration is never entered, and the solve grinds in
2792 // ever-more-ill-conditioned KKT factorizations that each take
2793 // seconds (the emfl050 warm-start overshoot: one 3.8 s factorization
2794 // per iteration, forever). Detect a sustained streak of growing dual
2795 // infeasibility in the elevated regime and route to restoration —
2796 // the same recovery the least-square-multiplier init path reaches on
2797 // its own — before the factorizations start choking. Gated on a
2798 // large absolute `inf_du` so a well-behaved solve whose dual
2799 // residual transiently rises (then falls) is never diverted:
2800 // restoration is a heavier hammer than the guard should swing at a
2801 // merely-bumpy-but-converging iterate.
2802 //
2803 // OFF BY DEFAULT (pounce#250 follow-up). The emfl050 overshoot above is
2804 // how this was justified, and it did not reproduce: that measurement was
2805 // caller-side JAX compilation, and the build predating the guard solves
2806 // both emfl050 instances to the same optimum in the same time. What is
2807 // left is an effect on four of 1284 MINLPLib models that is knife-edge
2808 // and non-monotone in `dual_diverging_streak` — a better local optimum on
2809 // deb7/deb9 at exactly 15, and pooling_rt2stp turning Solve_Succeeded
2810 // into Maximum_Iterations_Exceeded at 10 and 15 only. Kept because it
2811 // does help when it helps, but not imposed. Full account in the option
2812 // help (`upstream_options.rs`).
2813 //
2814 // Two things to know before changing this:
2815 //
2816 // * `curr_dual_infeasibility_max` is the RAW ‖∇L‖∞, not divided by the
2817 // `s_d` optimality scaling the convergence check applies, and this runs
2818 // *before* `conv_check`. So the thresholds below are not on the same
2819 // quantity the solver's own tolerances are on, and the claim that they
2820 // are scale-robust holds only while `nlp_scaling_method != none`. No
2821 // exploit is known; the margin is thinner than it looks.
2822 // * The `DivergingIterates` fallback at the end is unreachable from every
2823 // shipped front end — CLI, pounce-py and cinterface all wire a
2824 // restoration provider, so the guard can only ever route to
2825 // restoration. Do not assume it is dead code and delete the provider
2826 // check; do not assume it is live and rely on the status either.
2827 // gh#884 — the dual-divergence-at-a-settled-primal signature.
2828 //
2829 // Four conjuncts, all required **at the same iterate**. That is not
2830 // stylistic: measured on the corpus, `deb7` on the L-BFGS leg reaches
2831 // a settled step of `5.9e-13` at an unscaled dual of `8.6e-7`, and its
2832 // *maximum* unscaled dual over settled iterates is `7.2e6`. A
2833 // formulation that took the minimum step and the maximum dual over a
2834 // window would fire on it; this one does not.
2835 //
2836 // What it is for: at a biactive complementarity pair the product row's
2837 // multiplier is arbitrary rather than determined, so it runs away, `s_d`
2838 // grows with it, and the `s_d`-normalised aggregate the convergence
2839 // check reads stays clean while the honest residual is `7.9e+04`. The
2840 // one quantity that feedback loop cannot fake is the step: with the
2841 // primal settled and the duals diverging the direction collapses. So
2842 // this reads the *raw unscaled* residual, and only at iterates where
2843 // the algorithm has demonstrably stopped moving with the primal solved.
2844 // A multiplier of `1e9` on a `1e-9` gradient cannot satisfy it, because
2845 // nothing here is normalised by a multiplier — which is gh#884's
2846 // criterion 2.
2847 //
2848 // It never changes a verdict. All it does is authorize the application
2849 // layer to spend a second solve; see `run_with_dual_divergence_retry`.
2850 if !self.dual_divergence_signature && self.dual_divergence_retry_step_tol > 0.0 {
2851 let cq = self.cq.borrow();
2852 let has_rows = cq.curr_c().dim() > 0 || cq.curr_d().dim() > 0;
2853 if has_rows && self.last_step_rel <= self.dual_divergence_retry_step_tol {
2854 let inf_pr = cq.curr_primal_infeasibility_max();
2855 let unscaled_du = cq.curr_unscaled_dual_infeasibility_max();
2856 if inf_pr <= DUAL_DIV_RETRY_PRIMAL_TOL
2857 && unscaled_du >= self.dual_divergence_retry_du_floor
2858 && unscaled_du.is_finite()
2859 {
2860 self.dual_divergence_signature = true;
2861 tracing::debug!(target: "pounce::algorithm",
2862 "[POUNCE] gh#884 dual-divergence signature at iter {}: \
2863 step_rel={:.2e} inf_pr={:.2e} unscaled_inf_du={:.2e}; \
2864 a cold retry is authorized if this solve does not succeed.",
2865 self.data.borrow().iter_count,
2866 self.last_step_rel, inf_pr, unscaled_du,
2867 );
2868 }
2869 }
2870 }
2871
2872 if self.dual_diverging_streak > 0 {
2873 let inf_du = self.cq.borrow().curr_dual_infeasibility_max();
2874 if inf_du.is_finite() && inf_du > self.dual_inf_prev && inf_du > DUAL_DIV_COUNT_FLOOR {
2875 self.dual_growth_streak += 1;
2876 } else {
2877 self.dual_growth_streak = 0;
2878 }
2879 self.dual_inf_prev = inf_du;
2880 if self.dual_growth_streak >= self.dual_diverging_streak && inf_du > DUAL_DIV_FIRE_TOL {
2881 self.dual_growth_streak = 0;
2882 self.dual_inf_prev = 0.0;
2883 // Arm the "never worse off" bookkeeping for the bet about to be
2884 // placed (pounce#250 follow-up).
2885 self.dual_guard_fired = true;
2886 timing.check_convergence.end();
2887 tracing::debug!(target: "pounce::algorithm",
2888 "[POUNCE] dual-divergence guard fired at iter {} (inf_du={:.2e}); \
2889 routing to restoration (pounce#246).",
2890 self.data.borrow().iter_count, inf_du,
2891 );
2892 if self.restoration.is_some() {
2893 return self.invoke_restoration_debugged();
2894 }
2895 return IterateOutcome::Terminate(SolverReturn::DivergingIterates);
2896 }
2897 }
2898 let conv_status = self
2899 .bundle
2900 .conv_check
2901 .check_convergence_with_state(nlp_err, iter_count, &self.data, &self.cq);
2902 // Snapshot the *first* refused certificate. Baseline would have stopped
2903 // and returned exactly this point, so keeping it — and only it — is what
2904 // makes the "never worse" guarantee exact rather than approximate. A
2905 // later refusal is also a valid certificate but not necessarily a
2906 // better one, so it must not overwrite this.
2907 if !self.vetoed_seen && self.bundle.conv_check.certificate_vetoed() {
2908 // Latch on *seeing* the refusal, not on the snapshot being present:
2909 // the veto flag is sticky, so keying off `vetoed.is_none()` would
2910 // let a failed capture be completed at a later, arbitrary iterate.
2911 // See `IpoptAlgorithm::vetoed_seen`.
2912 self.vetoed_seen = true;
2913 self.vetoed = self.snapshot_current(iter_count);
2914 }
2915 if !self.vetoed_acceptable_seen && self.bundle.conv_check.acceptable_certificate_vetoed() {
2916 self.vetoed_acceptable_seen = true;
2917 self.vetoed_acceptable = self.snapshot_current(iter_count);
2918 }
2919 // gh #695: a successful verdict asserts the convergence test passed;
2920 // reporting one alongside a non-finite objective is self-contradictory,
2921 // and a caller that gates on `status` and then reads `obj_val` silently
2922 // receives `NaN`. The convergence test cannot notice on its own — it
2923 // reads gradients, residuals and complementarity, never the objective
2924 // *value* — so with finite derivatives and a satisfied equality the KKT
2925 // residuals are genuinely small and the solve converges on a point
2926 // whose objective is not a number.
2927 //
2928 // Only the *equality*-constrained shape reached here: the unconstrained
2929 // and bounds-only shapes fail in the step computation and the
2930 // inequality-constrained one already trips an invalid-number guard, so
2931 // this closes the one column of that matrix that was reporting success.
2932 // gh #292 closed the NaN-*gradient* hole and recorded `f`-returns-NaN as
2933 // the safe contrast case, which held for the shapes it exercised and not
2934 // for this one.
2935 //
2936 // `Invalid_Number_Detected` is the status Ipopt's `Eval_f` gives a
2937 // non-finite objective, which POUNCE's own inequality-constrained shape
2938 // already agreed with. The same check already guards the restoration
2939 // near-feasible exit below, for the same reason on a different path
2940 // (CUTE `himmelbj`); this extends it to the ordinary convergence exit
2941 // rather than adding a second rule.
2942 let converged_success = matches!(
2943 conv_status,
2944 ConvergenceStatus::Converged | ConvergenceStatus::ConvergedToAcceptable
2945 );
2946 if converged_success && !self.cq.borrow().curr_f().is_finite() {
2947 timing.check_convergence.end();
2948 return IterateOutcome::Terminate(SolverReturn::InvalidNumberDetected);
2949 }
2950 if conv_status == ConvergenceStatus::Continue
2951 && let Some(hook) = self.handover.as_mut()
2952 {
2953 let (curr, mu) = {
2954 let d = self.data.borrow();
2955 (d.curr.clone(), d.curr_mu)
2956 };
2957 if let Some(next) = curr.and_then(|c| hook(&c, iter_count, nlp_err, mu)) {
2958 timing.check_convergence.end();
2959 let mut d = self.data.borrow_mut();
2960 d.set_curr(next);
2961 // Same frame marker crossover sets: the point sits on the
2962 // declared bounds, not inside the relaxed ones (gh#654).
2963 d.curr_from_crossover = true;
2964 drop(d);
2965 // The handed-over point is a first-order KKT point, which a
2966 // saddle of a nonconvex model also is — and the SQP's step-3
2967 // path certifies it without any curvature test. The interior
2968 // method's own success exit runs the gh #797 escape first;
2969 // this one does too, so the handover cannot report a point
2970 // the interior method would have left (measured: on
2971 // `nonconvex_qp` / `nonconvex_qp_ineq` / `nonconvex_two_escapes`
2972 // it otherwise ended at the stationary point the IPM
2973 // escapes, objective `1` against `≈ 0`).
2974 if self.try_neg_curv_escape(iter_count) {
2975 // The iterate is the interior method's again.
2976 self.data.borrow_mut().curr_from_crossover = false;
2977 return IterateOutcome::Continue;
2978 }
2979 return IterateOutcome::Terminate(SolverReturn::Success);
2980 }
2981 }
2982 match conv_status {
2983 ConvergenceStatus::Continue => {}
2984 ConvergenceStatus::Converged => {
2985 timing.check_convergence.end();
2986 // gh #797: first-order stationarity is not a local minimum on a
2987 // nonconvex model. If the reduced Hessian here is indefinite,
2988 // leave along a direction of negative curvature instead of
2989 // certifying a constrained maximum — bounded in cost, and
2990 // floored at this very point.
2991 if self.try_neg_curv_escape(iter_count) {
2992 return IterateOutcome::Continue;
2993 }
2994 return IterateOutcome::Terminate(SolverReturn::Success);
2995 }
2996 ConvergenceStatus::ConvergedToAcceptable => {
2997 timing.check_convergence.end();
2998 return IterateOutcome::Terminate(SolverReturn::StopAtAcceptablePoint);
2999 }
3000 ConvergenceStatus::MaxIterExceeded => {
3001 timing.check_convergence.end();
3002 return IterateOutcome::Terminate(SolverReturn::MaxiterExceeded);
3003 }
3004 ConvergenceStatus::CpuTimeExceeded => {
3005 timing.check_convergence.end();
3006 return IterateOutcome::Terminate(SolverReturn::CpuTimeExceeded);
3007 }
3008 ConvergenceStatus::WallTimeExceeded => {
3009 timing.check_convergence.end();
3010 return IterateOutcome::Terminate(SolverReturn::WallTimeExceeded);
3011 }
3012 ConvergenceStatus::LocallyInfeasible => {
3013 timing.check_convergence.end();
3014 // gh #505: consult the acceptable-point stash, as the
3015 // restoration-cycle exits below already do (`:2686`, `:2716`,
3016 // both via `terminate_acceptable_or`). This arm used to return
3017 // without it, so a solve that had passed through an acceptable
3018 // iterate — stashed, un-vetoed, sitting there as a rollback
3019 // target — discarded it and surfaced the hard verdict instead.
3020 // The stashing code sits *after* this match, so the firing
3021 // iteration returns before it would even consider stashing;
3022 // only iterates from earlier in the solve are on offer, which
3023 // is exactly what a rollback target is.
3024 //
3025 // This is about what to *return* once the verdict has fired,
3026 // not about when it fires. Whether the rapid detector should
3027 // have convicted this point at all is a separate question,
3028 // answered by the violation floor in `OptErrorConvCheck`
3029 // (gh #519).
3030 //
3031 // Inert on genuinely infeasible models: `store_acceptable_point`
3032 // is gated on `current_is_acceptable_with_state`, which requires
3033 // `acceptable_tol` *and* the unscaled violation against
3034 // `acceptable_constr_viol_tol`, and the scale-relative veto
3035 // blocks the stash outright for a row violated relative to its
3036 // own magnitude. Nothing is stashed on such a model, so
3037 // `terminate_acceptable_or` falls through to the verdict
3038 // unchanged. `infeasible_models_are_never_reported_solved`
3039 // (`infeasible_status_tol_invariance.rs`) is the standing guard.
3040 //
3041 // That inertness rests entirely on the stash gate having no
3042 // iteration budget (gh #693). While it carried the certificate
3043 // veto's `VETO_MAX_EXTRA_ITERS`, a solve that took more than 60
3044 // blocked iterations to convict stashed the very point the veto
3045 // exists to reject and rolled back to it here — an infeasible
3046 // model reported `Solved_To_Acceptable_Level`. See
3047 // `issue_693_relative_infeasibility_stash.rs`.
3048 return self.terminate_local_infeasibility();
3049 }
3050 ConvergenceStatus::Failed => {
3051 timing.check_convergence.end();
3052 return IterateOutcome::Terminate(SolverReturn::InternalError);
3053 }
3054 }
3055
3056 // Stash the iterate if it satisfies the per-component
3057 // `acceptable_*_tol` triplet. Mirrors upstream
3058 // `IpBacktrackingLineSearch.cpp:282-289` — checked at the top
3059 // of every line-search call so the most recent acceptable
3060 // iterate is always available as a rollback target if
3061 // restoration later fails. The recorder feeds
3062 // `acceptable_obj_change_tol`'s stability cross-check on
3063 // subsequent iterates.
3064 if self
3065 .bundle
3066 .conv_check
3067 .current_is_acceptable_with_state(nlp_err, &self.data, &self.cq)
3068 {
3069 self.store_acceptable_point();
3070 let curr_f = self.cq.borrow().curr_f();
3071 self.bundle.conv_check.set_curr_acceptable_obj(curr_f);
3072 // pounce#250 follow-up: keep the *best* acceptable iterate, not just
3073 // the latest. `store_acceptable_point` overwrites unconditionally,
3074 // so once the dual-divergence guard diverts a solve the rollback
3075 // target drifts to whatever the diverted run last touched — which
3076 // may be far worse than a point already in hand. Recorded on every
3077 // acceptable iterate (including before any diversion) and read only
3078 // when the guard fired; see `honour_best_acceptable_after_dual_guard`.
3079 self.record_best_acceptable(curr_f);
3080 }
3081 timing.check_convergence.end();
3082
3083 // gh #534: a deferred restoration decline is a bet with a deadline.
3084 // Checked *after* the convergence check, so a strict certificate the
3085 // continuation reached in the meantime wins the bet rather than being
3086 // pre-empted by its own expiry; and after the acceptable stash, so a
3087 // continuation that ended somewhere better has been recorded before the
3088 // floor comparison reads it.
3089 if self.decline_deadline_iter.is_some_and(|d| iter_count > d) {
3090 return self.terminate_at_decline_floor();
3091 }
3092
3093 // gh #797: the negative-curvature escape is the same kind of bet, and
3094 // its deadline is checked in the same place and for the same reason —
3095 // after the convergence check, so a certificate the continuation
3096 // reached wins rather than being pre-empted by its own expiry.
3097 if self.neg_curv_deadline_iter.is_some_and(|d| iter_count > d) {
3098 return self.terminate_at_neg_curv_floor();
3099 }
3100
3101 // 3. Hessian update. Must run BEFORE `update_barrier_parameter`
3102 // so the adaptive-μ oracles (probing, quality-function) drive
3103 // their affine/centering solves against `W(curr_N)`, not the
3104 // stale `W(curr_{N-1})` left in `data.w` by the previous iter's
3105 // tail-end Hessian update. Upstream calls `UpdateHessian()`
3106 // first in every main-loop body (`IpIpoptAlg.cpp:386`); pounce
3107 // previously reordered this to the tail, which made iters 1+
3108 // pick μ from the prior iterate's Hessian on adaptive-mu +
3109 // quality-function — visible on CRESC50 as a catastrophic
3110 // early-iter divergence (theta=5.8e5 by iter 61 vs upstream
3111 // never entering restoration).
3112 timing.update_hessian.start();
3113 let _ = self.bundle.hess.update_hessian(&self.data, &self.cq);
3114 timing.update_hessian.end();
3115
3116 // 4. Barrier parameter. Pass nlp + search_dir through so the
3117 // adaptive μ oracles (probing, quality-function) can drive
3118 // their own affine-step solves; monotone ignores them.
3119 // Snapshot the tiny-step flag (set by the previous iteration's
3120 // tiny-step branch) and the entry mu — if μ can't reduce while
3121 // the flag is on, upstream `IpMonotoneMuUpdate.cpp:158-161`
3122 // throws TINY_STEP_DETECTED → STOP_AT_TINY_STEP, which we
3123 // realise as a clean termination here.
3124 //
3125 // Both updates terminate, by different routes (pounce#512).
3126 // Monotone has one throw site covering its whole update, so the
3127 // μ-unchanged comparison below reconstructs it exactly, gated on
3128 // `terminates_on_tiny_step()`. `IpAdaptiveMuUpdate.cpp` throws at
3129 // two specific sites (`:330-333`, `:377-380`) and merely fixes μ
3130 // and keeps iterating elsewhere, so the comparison would over-fire
3131 // there — on the no-bounds short-circuit, which returns before
3132 // upstream even reads the flag, and on a free-mode oracle that
3133 // re-picks the current μ. The adaptive update therefore raises
3134 // `request_tiny_step_stop` at its own two sites and opts out of
3135 // the comparison. (An earlier comment here claimed the adaptive
3136 // update never self-terminates; it does — `force_no_progress` is
3137 // what happens on the iterations that do *not* throw.)
3138 timing.update_barrier_parameter.start();
3139 let tiny_at_entry = self.data.borrow().tiny_step_flag;
3140 let mu_before = self.data.borrow().curr_mu;
3141 let mu_terminates_on_tiny = self.bundle.mu_update.terminates_on_tiny_step();
3142 let next_mu = self.bundle.mu_update.update_barrier_parameter(
3143 &self.data,
3144 &self.cq,
3145 self.nlp.as_ref(),
3146 self.search_dir.as_mut(),
3147 );
3148 self.data.borrow_mut().curr_mu = next_mu;
3149 timing.update_barrier_parameter.end();
3150
3151 // pounce#510 — line-search reset. Upstream's μ updates own a
3152 // `linesearch_` handle and call `linesearch_->Reset()` (which
3153 // clears the filter via `FilterLSAcceptor::Reset`,
3154 // `IpFilterLSAcceptor.cpp:524-532`) at four fixed points:
3155 // `IpAdaptiveMuUpdate.cpp:339` (fixed-mode decrease), `:386`
3156 // (free→fixed switch), `:431` (**unconditionally** on every
3157 // free-mode iteration, μ moved or not), and
3158 // `IpMonotoneMuUpdate.cpp:165` (after a monotone reduction).
3159 // Pounce's `MuUpdate` trait has no line-search handle, so each
3160 // update raises `request_ls_reset` at exactly those points and
3161 // we honour it here — the same plumbing `request_resto` uses
3162 // below.
3163 //
3164 // This used to be inferred from `next_mu != mu_before`. That
3165 // proxy is right for the monotone update but wrong for the
3166 // adaptive one, which resets every free-mode iteration
3167 // regardless of μ: whenever μ stayed numerically put (the
3168 // free-mode endgame, and any iteration after a restoration that
3169 // returns at the same μ) the filter kept entries computed
3170 // against a barrier parameter and an iterate the algorithm had
3171 // already left. On #505's reproducer that rejected every trial
3172 // step from α=2.4e-6 down to 1e-12 on the filter alone and
3173 // forced a spurious restoration.
3174 //
3175 // Both flags are consumed here, but the tiny-step stop is
3176 // answered first: at each of the two adaptive sites that raise
3177 // it, upstream's `TINY_STEP_DETECTED` throw sits *above* the
3178 // reset it would otherwise reach (`cpp:330-333` before `:339`,
3179 // `:377-380` before `:386`), so a terminating iteration never
3180 // resets the line search.
3181 let (tiny_step_stop_requested, ls_reset) = {
3182 let mut d = self.data.borrow_mut();
3183 let flags = (d.request_tiny_step_stop, d.request_ls_reset);
3184 d.request_tiny_step_stop = false;
3185 d.request_ls_reset = false;
3186 flags
3187 };
3188 if tiny_step_stop_requested
3189 || (tiny_at_entry
3190 && mu_terminates_on_tiny
3191 && (next_mu - mu_before).abs() < Number::EPSILON)
3192 {
3193 return IterateOutcome::Terminate(SolverReturn::StopAtTinyStep);
3194 }
3195 if ls_reset {
3196 self.bundle.line_search.reset();
3197 }
3198
3199 // pounce#58 — iterate-quality guard for the probing oracle.
3200 // The μ-update layer sets `request_resto` when the input
3201 // iterate is too corrupted for the probing rule to produce a
3202 // sane μ (see `mu/adaptive.rs` Probing dispatch). Restoration
3203 // re-initialises the multipliers and gives the outer loop a
3204 // clean iterate to continue from. When no restoration phase
3205 // is configured (embedded callers, tests), emit a one-line
3206 // notice and continue with the current μ — the guard has
3207 // already prevented the destabilising 4-order μ jump.
3208 let request_resto = {
3209 let mut d = self.data.borrow_mut();
3210 let f = d.request_resto;
3211 d.request_resto = false;
3212 // `start_with_resto` — upstream's "switch to the feasibility
3213 // restoration phase in the first iteration". It rides the
3214 // same request flag rather than adding a second path into
3215 // restoration, and it is consumed here so it fires exactly
3216 // once: `iter_count` is 0 only on the first pass, and
3217 // restoration advances it.
3218 f || (self.start_with_resto && d.iter_count == 0)
3219 };
3220 if request_resto {
3221 if self.restoration.is_some() {
3222 return self.invoke_restoration_debugged();
3223 } else {
3224 tracing::warn!(target: "pounce::algorithm",
3225 "[POUNCE] probing-oracle iterate-quality guard fired \
3226 at iter {}, but no restoration phase is configured; \
3227 continuing with μ={:.3e}.",
3228 self.data.borrow().iter_count,
3229 next_mu,
3230 );
3231 }
3232 }
3233
3234 // Sub-iteration checkpoint: μ has been updated for this iteration.
3235 if let Some(o) = self.debug_stop(crate::debug::Checkpoint::AfterBarrierUpdate) {
3236 return o;
3237 }
3238
3239 // 4b. `linear_system_scaling=slack-based` — refresh the
3240 // iterate-dependent part of the augmented-system scaling
3241 // before anything factorizes it.
3242 //
3243 // The other scaling methods (Ruiz, MC19) derive their
3244 // factors from the matrix they are handed and need nothing
3245 // from here. Slack-based is a function of the iterate, and
3246 // upstream's method reads `IpCq()` directly; pounce's
3247 // scaling methods live in `pounce-linsol`, below the
3248 // algorithm, so the value is computed here and pushed down.
3249 // Inert unless the option selected it.
3250 self.push_slack_scaling();
3251
3252 // 5. Search direction. Skipped without an NLP + search_dir.
3253 // (Hessian was updated in step 3 above before the barrier-μ
3254 // oracle so that adaptive-μ uses W(curr_N), not stale W.)
3255 if let (Some(nlp), Some(sd)) = (self.nlp.as_ref(), self.search_dir.as_mut()) {
3256 timing.compute_search_direction.start();
3257 // Fields are declared `Empty` and filled by the linear
3258 // solver (matrix size, factor nnz, inertia, ordering — see
3259 // `pounce_feral::record_factor_stats`) and below
3260 // (regularization), so the `linear_solve` span carries the
3261 // KKT-solve characteristics for the JSON sink (pounce#71).
3262 let ls_span = tracing::info_span!(
3263 target: "pounce::linsol",
3264 "linear_solve",
3265 n = tracing::field::Empty,
3266 matrix_nnz = tracing::field::Empty,
3267 factor_nnz = tracing::field::Empty,
3268 inertia_neg = tracing::field::Empty,
3269 fill_ratio = tracing::field::Empty,
3270 ordering = tracing::field::Empty,
3271 regularization = tracing::field::Empty,
3272 );
3273 let ls_enter = ls_span.enter();
3274 let ok = sd.compute_search_direction(&self.data, &self.cq, nlp);
3275 ls_span.record("regularization", self.data.borrow().info_regu_x);
3276 // Within-span marker so the enriched `linear_solve` fields
3277 // (filled by the solver above) surface to the JSON sink at
3278 // debug level; off at the default `info` level.
3279 tracing::debug!(target: "pounce::linsol", "kkt solve complete");
3280 drop(ls_enter);
3281 timing.compute_search_direction.end();
3282 // Fine-grained time-budget gate (pounce#244). The KKT solve now
3283 // checks the shared deadline *between* its major factorization
3284 // steps (inertia correction / iterative refinement) and aborts
3285 // cooperatively when the budget is crossed — bounding the
3286 // overshoot to roughly one factorization instead of the whole
3287 // multi-factorization sweep that #242's post-solve check let run
3288 // to completion. Whether the solve returned a completed step or
3289 // bailed mid-escalation, if the deadline tripped, stop here with
3290 // the time-limit status *before* the `!ok` branch below would
3291 // otherwise route a deadline-aborted solve into restoration.
3292 // `data.curr` is untouched by the step computation, so it still
3293 // holds the last accepted iterate.
3294 if let Some(ret) = self.deadline_status() {
3295 return IterateOutcome::Terminate(ret);
3296 }
3297 if !ok {
3298 // Mirror upstream `IpIpoptAlg.cpp:417-430`: a failed
3299 // step computation puts the algorithm in emergency
3300 // mode, which calls `BacktrackingLineSearch::
3301 // ActivateFallbackMechanism` (cpp:1312-1328). When a
3302 // restoration phase is configured, the next pass of
3303 // `ComputeAcceptableTrialPoint` sees `goto_resto` at
3304 // cpp:299-306 and hands control to restoration. Only
3305 // when neither restoration nor an acceptor-level
3306 // fallback is available does upstream throw
3307 // `STEP_COMPUTATION_FAILED`.
3308 if self.restoration.is_some() {
3309 // A non-finite Hessian (e.g. `|x|^2·|x|^0.85` evaluated
3310 // at exactly `x = 0`: `0·∞` in the second derivative)
3311 // fails the factorization before any inertia question
3312 // is asked. Restoration is the right fallback — its
3313 // Hessian drops the objective term and it moves `x`
3314 // off the point — but the entry says nothing about a
3315 // restoration cycle, so it must not be a gh#274 strike.
3316 self.resto_entry_nonfinite_w = self
3317 .data
3318 .borrow()
3319 .w
3320 .as_ref()
3321 .is_some_and(|w| !w.has_valid_numbers());
3322 return self.invoke_restoration_debugged();
3323 }
3324 return IterateOutcome::Terminate(SolverReturn::ErrorInStepComputation);
3325 }
3326 if std::env::var_os("POUNCE_DBG_DELTA").is_some() {
3327 let d = self.data.borrow();
3328 let it = d.iter_count;
3329 if let Some(delta) = d.delta.as_ref() {
3330 use crate::iterates_vector::IteratesVector;
3331 use pounce_linalg::{Vector, compound_vector::CompoundVector};
3332 let dv: &IteratesVector = delta;
3333 tracing::debug!(target: "pounce::algorithm",
3334 "[PN_DELTA] iter={} mu={:.6e} dx_amax={:.6e} ds_amax={:.6e} dyc_amax={:.6e} dyd_amax={:.6e} dzL_amax={:.6e} dzU_amax={:.6e} dvL_amax={:.6e} dvU_amax={:.6e}",
3335 it, d.curr_mu,
3336 dv.x.amax(), dv.s.amax(), dv.y_c.amax(), dv.y_d.amax(),
3337 dv.z_l.amax(), dv.z_u.amax(), dv.v_l.amax(), dv.v_u.amax()
3338 );
3339 if let Some(cdx) = dv.x.as_any().downcast_ref::<CompoundVector>() {
3340 tracing::debug!(target: "pounce::algorithm",
3341 "[PN_DELTA] iter={} dx_blocks_amax: orig={:.6e} nc={:.6e} pc={:.6e} nd={:.6e} pd={:.6e}",
3342 it,
3343 cdx.comp(0).amax(),
3344 cdx.comp(1).amax(),
3345 cdx.comp(2).amax(),
3346 cdx.comp(3).amax(),
3347 cdx.comp(4).amax(),
3348 );
3349 tracing::debug!(target: "pounce::algorithm",
3350 "[PN_DELTA] iter={} dx_blocks_nrm2: orig={:.6e} nc={:.6e} pc={:.6e} nd={:.6e} pd={:.6e}",
3351 it,
3352 cdx.comp(0).nrm2(),
3353 cdx.comp(1).nrm2(),
3354 cdx.comp(2).nrm2(),
3355 cdx.comp(3).nrm2(),
3356 cdx.comp(4).nrm2(),
3357 );
3358 tracing::debug!(target: "pounce::algorithm",
3359 "[PN_DELTA] iter={} dx_blocks_asum: orig={:.6e} nc={:.6e} pc={:.6e} nd={:.6e} pd={:.6e}",
3360 it,
3361 cdx.comp(0).asum(),
3362 cdx.comp(1).asum(),
3363 cdx.comp(2).asum(),
3364 cdx.comp(3).asum(),
3365 cdx.comp(4).asum(),
3366 );
3367 // Argmax of orig block via dot with sign — print first few values.
3368 if let Some(dv_orig) =
3369 cdx.comp(0)
3370 .as_any()
3371 .downcast_ref::<pounce_linalg::dense_vector::DenseVector>()
3372 {
3373 let v = dv_orig.values();
3374 let mut imax = 0usize;
3375 let mut amax = 0.0f64;
3376 for (i, &x) in v.iter().enumerate() {
3377 if x.abs() > amax {
3378 amax = x.abs();
3379 imax = i;
3380 }
3381 }
3382 tracing::debug!(target: "pounce::algorithm",
3383 "[PN_DELTA] iter={} dx_orig argmax: i={} v={:.17e} (n={})",
3384 it,
3385 imax,
3386 v[imax],
3387 v.len()
3388 );
3389 }
3390 }
3391 let p = &d.perturbations;
3392 tracing::debug!(target: "pounce::algorithm",
3393 "[PN_DELTA] iter={} pert: dx={:.6e} ds={:.6e} dc={:.6e} dd={:.6e}",
3394 it, p.delta_x, p.delta_s, p.delta_c, p.delta_d
3395 );
3396 drop(d);
3397 let cq = self.cq.borrow();
3398 let gf = cq.curr_grad_f();
3399 let gl = cq.curr_grad_lag_x();
3400 let cc = cq.curr_c();
3401 let cd = cq.curr_d_minus_s();
3402 let sx = cq.curr_sigma_x();
3403 let ss = cq.curr_sigma_s();
3404 tracing::debug!(target: "pounce::algorithm",
3405 "[PN_DELTA] iter={} cq: gradf_amax={:.6e} gradf_nrm2={:.6e} gradlag_amax={:.6e} gradlag_nrm2={:.6e} c_amax={:.6e} c_nrm2={:.6e} d_amax={:.6e} d_nrm2={:.6e} sigx_amax={:.6e} sigx_nrm2={:.6e} sigs_amax={:.6e} sigs_nrm2={:.6e}",
3406 it,
3407 gf.amax(), gf.nrm2(),
3408 gl.amax(), gl.nrm2(),
3409 cc.amax(), cc.nrm2(),
3410 cd.amax(), cd.nrm2(),
3411 sx.amax(), sx.nrm2(),
3412 ss.amax(), ss.nrm2(),
3413 );
3414 if let Some(cgf) = gf.as_any().downcast_ref::<CompoundVector>() {
3415 tracing::debug!(target: "pounce::algorithm",
3416 "[PN_DELTA] iter={} gradf_blocks_amax: orig={:.6e} nc={:.6e} pc={:.6e} nd={:.6e} pd={:.6e}",
3417 it,
3418 cgf.comp(0).amax(),
3419 cgf.comp(1).amax(),
3420 cgf.comp(2).amax(),
3421 cgf.comp(3).amax(),
3422 cgf.comp(4).amax(),
3423 );
3424 }
3425 if let Some(curr) = self.data.borrow().curr.clone() {
3426 tracing::debug!(target: "pounce::algorithm",
3427 "[PN_DELTA] iter={} bound_mults: zL_amax={:.6e} zU_amax={:.6e} vL_amax={:.6e} vU_amax={:.6e} s_amax={:.6e} s_nrm2={:.6e} x_amax={:.6e} x_nrm2={:.6e}",
3428 it,
3429 curr.z_l.amax(), curr.z_u.amax(),
3430 curr.v_l.amax(), curr.v_u.amax(),
3431 curr.s.amax(), curr.s.nrm2(),
3432 curr.x.amax(), curr.x.nrm2(),
3433 );
3434 if let Some(czl) = curr.z_l.as_any().downcast_ref::<CompoundVector>() {
3435 tracing::debug!(target: "pounce::algorithm",
3436 "[PN_DELTA] iter={} zL_blocks_amax: orig={:.6e} nc={:.6e} pc={:.6e} nd={:.6e} pd={:.6e}",
3437 it,
3438 czl.comp(0).amax(),
3439 czl.comp(1).amax(),
3440 czl.comp(2).amax(),
3441 czl.comp(3).amax(),
3442 czl.comp(4).amax(),
3443 );
3444 }
3445 if let Some(czu) = curr.z_u.as_any().downcast_ref::<CompoundVector>() {
3446 tracing::debug!(target: "pounce::algorithm", "[PN_DELTA] iter={} zU_ncomps={}", it, czu.n_comps());
3447 for ic in 0..czu.n_comps() {
3448 tracing::debug!(target: "pounce::algorithm",
3449 "[PN_DELTA] iter={} zU_block[{}]_amax={:.6e} dim={}",
3450 it,
3451 ic,
3452 czu.comp(ic).amax(),
3453 czu.comp(ic).dim()
3454 );
3455 }
3456 }
3457 }
3458 if let Some(csx) = sx.as_any().downcast_ref::<CompoundVector>() {
3459 tracing::debug!(target: "pounce::algorithm",
3460 "[PN_DELTA] iter={} sigx_blocks_amax: orig={:.6e} nc={:.6e} pc={:.6e} nd={:.6e} pd={:.6e}",
3461 it,
3462 csx.comp(0).amax(),
3463 csx.comp(1).amax(),
3464 csx.comp(2).amax(),
3465 csx.comp(3).amax(),
3466 csx.comp(4).amax(),
3467 );
3468 }
3469 drop(cq);
3470 let d = self.data.borrow();
3471 // Also dump curr.x_orig argmax
3472 if let Some(curr) = d.curr.as_ref() {
3473 if let Some(cx) = curr.x.as_any().downcast_ref::<CompoundVector>() {
3474 if let Some(xo) =
3475 cx.comp(0)
3476 .as_any()
3477 .downcast_ref::<pounce_linalg::dense_vector::DenseVector>()
3478 {
3479 let v = xo.values();
3480 let mut imax = 0usize;
3481 let mut amax = 0.0f64;
3482 for (i, &x) in v.iter().enumerate() {
3483 if x.abs() > amax {
3484 amax = x.abs();
3485 imax = i;
3486 }
3487 }
3488 tracing::debug!(target: "pounce::algorithm", "[PN_DELTA] iter={} curr_x_orig argmax: i={} v={:.17e} amax={:.17e} nrm2={:.17e}",
3489 it, imax, v[imax], xo.amax(), xo.nrm2());
3490 }
3491 }
3492 }
3493 }
3494 }
3495 }
3496
3497 // Capture KKT-factorization diagnostics for the debugger before
3498 // the line search runs. Only when a debugger is installed. The
3499 // inertia/status fields are cheap and always captured; the matrix
3500 // triplets and `LDLᵀ` factor are O(nnz) assemblies, so they're
3501 // captured only while the debugger is stepping (`wants_kkt_capture`)
3502 // — a detached/free-running debugger drops them to keep the run
3503 // cheap. `kkt_debug` is overwritten every iteration and never
3504 // cleared at `iter_start`, so a stepping session always has the
3505 // previous iteration's system to look back at via `viz kkt`/`viz L`.
3506 if let Some(hook) = self.debug.as_ref() {
3507 let capture_heavy = hook.borrow().wants_kkt_capture();
3508 let captured_iter = self.data.borrow().iter_count;
3509 let info = self.search_dir.as_ref().map(|sd| {
3510 let pd = sd.pd_solver_mut();
3511 let aug = pd.aug_solver();
3512 let provides = aug.provides_inertia();
3513 crate::ipopt_data::KktDebug {
3514 iter: captured_iter,
3515 dim: aug.system_dim(),
3516 n_neg: if provides {
3517 aug.number_of_neg_evals()
3518 } else {
3519 -1
3520 },
3521 provides_inertia: provides,
3522 status: format!("{:?}", aug.last_solve_status()),
3523 matrix: if capture_heavy {
3524 aug.kkt_triplets()
3525 } else {
3526 None
3527 },
3528 l_factor: if capture_heavy {
3529 aug.l_factor(true)
3530 } else {
3531 None
3532 },
3533 }
3534 });
3535 self.data.borrow_mut().kkt_debug = info;
3536 }
3537
3538 // Sub-iteration checkpoint: the Newton step `δ` (data.delta) and
3539 // the applied regularization are now available, before the line
3540 // search consumes them.
3541 if let Some(o) = self.debug_stop(crate::debug::Checkpoint::AfterSearchDirection) {
3542 return o;
3543 }
3544
3545 // Fine-grained time-budget gate (pounce#242). The KKT
3546 // factorization (and any inertia-correction / quality-escalation
3547 // refactorizations) is the single most expensive step of a large
3548 // solve, and it has just finished. Check the deadline here so an
3549 // over-budget solve returns its current best iterate *before*
3550 // spending a line search and another whole iteration — bounding
3551 // the overshoot to roughly one search-direction computation
3552 // instead of a full outer iteration. `data.curr` is untouched by
3553 // the step computation (the trial lives in `data.trial`), so it
3554 // still holds the last accepted iterate.
3555 if let Some(ret) = self.deadline_status() {
3556 return IterateOutcome::Terminate(ret);
3557 }
3558
3559 // 6. Acceptable trial point — run the line search if we have a
3560 // primal/dual step on `data.delta`. Wrap in a guard so all
3561 // early-return paths (ErrorInStepComputation, InternalError,
3562 // restoration entry) still stop the timer.
3563 let _ls_guard = timing.compute_acceptable_trial_point.guard();
3564 let have_delta = self.data.borrow().delta.is_some();
3565 if have_delta {
3566 let delta = match self.data.borrow().delta.as_ref().cloned() {
3567 Some(d) => d,
3568 None => {
3569 return IterateOutcome::Terminate(SolverReturn::ErrorInStepComputation);
3570 }
3571 };
3572 // Cap alpha by the primal fraction-to-the-boundary so the
3573 // first trial cannot push slacks past their bounds, and by
3574 // the dual FTB so bound multipliers stay positive. Mirrors
3575 // upstream `IpBacktrackingLineSearch::FindAcceptableTrialPoint`'s
3576 // calls to `IpCq.primal_frac_to_the_bound` /
3577 // `IpCq.dual_frac_to_the_bound` with τ = `curr_tau`.
3578 let tau = self.data.borrow().curr_tau;
3579 let alpha_p_max = self.cq.borrow().aff_step_alpha_primal_max(&delta, tau);
3580 let alpha_d_max = self.cq.borrow().aff_step_alpha_dual_max(&delta, tau);
3581
3582 // Tiny-step gate — port of `IpBacktrackingLineSearch.cpp:363`
3583 // and the handling block at lines 382-435. When the search
3584 // direction is so small that any nonzero α would just
3585 // bounce inside floating-point noise, take the FTB step
3586 // unchecked and skip the line search; that's the only way
3587 // to hit `STOP_AT_TINY_STEP` cleanly when the iterate is
3588 // already at a converged point but `nlp_error > tol` due to
3589 // scaling or unbounded duals.
3590 // gh#884 — record the direction's scale-relative magnitude for
3591 // the dual-divergence-retry signature. Done here, where `delta`
3592 // is already in hand, rather than recomputed at the gate.
3593 self.last_step_rel = self.scale_relative_step_max(&delta);
3594
3595 if self.detect_tiny_step(&delta) {
3596 let alpha_p = alpha_p_max;
3597 let alpha_d = alpha_d_max;
3598 let curr = match self.data.borrow().curr.clone() {
3599 Some(c) => c,
3600 None => return IterateOutcome::Terminate(SolverReturn::InternalError),
3601 };
3602 let trial_iv = scaled_step_unchecked(&curr, &delta, alpha_p, alpha_d);
3603 {
3604 let mut d = self.data.borrow_mut();
3605 d.set_trial(trial_iv);
3606 d.info_alpha_primal = alpha_p;
3607 d.info_alpha_dual = alpha_d;
3608 d.info_ls_count = 0;
3609 if self.tiny_step_last_iteration {
3610 d.info_alpha_primal_char = 'T';
3611 d.tiny_step_flag = true;
3612 } else {
3613 d.info_alpha_primal_char = 't';
3614 }
3615 }
3616 let dy_amax = delta.y_c.amax().max(delta.y_d.amax());
3617 self.tiny_step_last_iteration = dy_amax < self.tiny_step_y_tol;
3618 } else {
3619 self.tiny_step_last_iteration = false;
3620 let alpha_init = self.alpha_init.min(alpha_p_max);
3621 let alpha_dual = self.alpha_init.min(alpha_d_max);
3622 let outcome = self.bundle.line_search.find_acceptable_trial_point(
3623 &self.data,
3624 &self.cq,
3625 &delta,
3626 alpha_init,
3627 alpha_dual,
3628 self.nlp.as_ref(),
3629 self.search_dir.as_mut(),
3630 );
3631 match outcome {
3632 Outcome::Accepted => {
3633 // A normal LS-accepted step breaks any in-flight
3634 // restoration cycle — clear the cycle detector
3635 // so the next resto entry starts fresh.
3636 self.last_resto_entry_x = None;
3637 self.last_resto_entry_s = None;
3638 self.last_resto_recovery_x = None;
3639 self.last_resto_recovery_s = None;
3640 self.resto_no_outer_progress_count = 0;
3641 // Intentionally *not* clearing
3642 // `resto_near_feasible_count` here: DECONVBNE's
3643 // cycle interleaves R-recoveries with 2-3
3644 // LS-accepted 'f'/'h' steps (which return
3645 // `Outcome::Accepted` but accomplish no real
3646 // outer progress — alpha drops to 1e-6 and
3647 // inf_du remains pinned at 1.9e7), so resetting
3648 // on every accept would zero the counter every
3649 // cycle and never fire. The counter persists
3650 // for the duration of the run and trips after
3651 // 3 cumulative near-feasible entries; legitimate
3652 // solves enter resto at most once at near-
3653 // feasibility (POLAK6, HAIFAM) and stay under
3654 // the limit.
3655 }
3656 Outcome::TinyStep | Outcome::Failed => {
3657 // Debugger stop: the line search rejected the step
3658 // (tiny-step floor or all backtracks failed), before
3659 // we fall into restoration. Lets a "why did the line
3660 // search give up?" inspection happen at the failing
3661 // point distinctly from the restoration entry.
3662 if let Some(o) = self.debug_stop(crate::debug::Checkpoint::StepRejected) {
3663 return o;
3664 }
3665 // Upstream `IpBacktrackingLineSearch.cpp` raises
3666 // `LINE_SEARCH_FAILED` when α drops below
3667 // `alpha_min` or all retries reject, which in
3668 // turn triggers `ActivateLineSearch` →
3669 // restoration.
3670 return self.invoke_restoration_debugged();
3671 }
3672 Outcome::Deadline => {
3673 // The time budget was crossed inside the line
3674 // search (pounce#242). No trial was promoted, so
3675 // `data.curr` still holds the best iterate; stop
3676 // with the matching time-limit status. Re-derive
3677 // wall vs CPU from the deadline (it can only still
3678 // be exceeded — time is monotonic).
3679 return IterateOutcome::Terminate(
3680 self.deadline_status()
3681 .unwrap_or(SolverReturn::WallTimeExceeded),
3682 );
3683 }
3684 }
3685 }
3686 }
3687
3688 // End the line-search/trial timer here so the bookkeeping in
3689 // steps 7-8 below is attributed to `accept_trial_point` (which
3690 // mirrors upstream's split: filter update and FTB reset are
3691 // accept-side, not line-search-side).
3692 _ls_guard.stop();
3693
3694 // 7. Accept trial point (promotes `trial` to `curr` if set).
3695 // The acceptor's filter has already been augmented (when
3696 // appropriate) inside `find_acceptable_trial_point` via
3697 // `update_for_next_iteration`, mirroring upstream's call
3698 // chain in `IpBacktrackingLineSearch.cpp:839`.
3699 let _accept_guard = timing.accept_trial_point.guard();
3700
3701 // 7a. Safe-slack bound adjustment. Before promoting `trial`, move
3702 // any `x_L/x_U/d_L/d_U` whose trial slack fell below
3703 // `eps*min(1,mu)` so the slack becomes representable (port of
3704 // the bound-adjustment block in
3705 // `IpoptAlgorithm::AcceptTrialPoint`, `IpIpoptAlg.cpp:664-706`).
3706 self.adjust_variable_bounds_for_small_slacks();
3707
3708 // An unreleased hand-back's shot is taken by the first step the
3709 // original globalization accepts (gh#1076); a soft-restoration `s`
3710 // step is accepted on the primal-dual error instead, because the
3711 // filter rejected it.
3712 if self.data.borrow().info_alpha_primal_char != 's' {
3713 self.unreleased_shot_pending = false;
3714 self.unreleased_shot_strikes = 0;
3715 }
3716 self.data.borrow_mut().accept_trial_point();
3717
3718 // 8. Bound multiplier kappa_sigma reset.
3719 self.correct_bound_multiplier();
3720
3721 // 8b. `recalc_y` — re-estimate the equality/inequality
3722 // multipliers by least squares once the iterate is feasible
3723 // enough (`IpIpoptAlg.cpp:AcceptTrialPoint`). Off unless the
3724 // user asks; see `application.rs` for why we do not turn it
3725 // on for L-BFGS the way upstream's option text says it does.
3726 //
3727 // Ordering: this runs after the kappa_sigma reset. The two
3728 // are not obviously independent — the least-square RHS is
3729 // `−∇f + Pₗz_L − Pᵤz_U` (`IpLeastSquareMults.cpp:54`), so it
3730 // reads the bound multipliers step 8 just corrected — but
3731 // running the sweep with the two swapped produces a
3732 // byte-identical corpus, so the coupling does not bite in
3733 // practice. Kept here on the argument that `y` should be
3734 // estimated against the multipliers the iteration actually
3735 // ends with.
3736 self.maybe_recalc_y();
3737
3738 // 8c. Square-problem multipliers. `IpIpoptAlg.cpp:409` runs this
3739 // between `AcceptTrialPoint` and the next `CheckConvergence`,
3740 // on every iteration, for square problems only. pounce's
3741 // `iterate()` boundary falls between those two — the outer
3742 // loop bumps `iter_count` and the next `iterate()` opens with
3743 // the convergence check — so this is the same slot, and the
3744 // `+ 1` inside is that pending bump (upstream increments
3745 // before the call, at `IpIpoptAlg.cpp:407`).
3746 if self.is_square_problem() {
3747 self.compute_feasibility_multipliers();
3748 }
3749
3750 // Sub-iteration checkpoint: the trial point was accepted; α and
3751 // the new iterate are in place (before the loop's iter bookkeeping
3752 // and the next `IterStart`).
3753 drop(_accept_guard);
3754 if let Some(o) = self.debug_stop(crate::debug::Checkpoint::AfterStep) {
3755 return o;
3756 }
3757
3758 IterateOutcome::Continue
3759 }
3760
3761 /// `max(max_i |δx_i|/(1+|x_i|), max_i |δs_i|/(1+|s_i|))` — the same
3762 /// scale-relative measure [`Self::detect_tiny_step`] thresholds, kept
3763 /// as a magnitude.
3764 ///
3765 /// Scale-relative rather than a bare `‖d‖` on purpose: a bare norm is
3766 /// a length in the model's units, so on a badly scaled model it says
3767 /// more about the units than about whether the iterate has stopped
3768 /// moving. gh#884's signature needs the latter.
3769 fn scale_relative_step_max(&self, delta: &crate::iterates_vector::IteratesVector) -> Number {
3770 let curr = match self.data.borrow().curr.clone() {
3771 Some(c) => c,
3772 None => return Number::INFINITY,
3773 };
3774
3775 let mut tmp = curr.x.make_new_copy();
3776 tmp.element_wise_abs();
3777 tmp.add_scalar(1.0);
3778 let mut tmp2 = delta.x.make_new_copy();
3779 tmp2.element_wise_divide(&*tmp);
3780 let mut worst = tmp2.amax();
3781
3782 if curr.s.dim() > 0 {
3783 let mut tmp = curr.s.make_new_copy();
3784 tmp.element_wise_abs();
3785 tmp.add_scalar(1.0);
3786 let mut tmp2 = delta.s.make_new_copy();
3787 tmp2.element_wise_divide(&*tmp);
3788 worst = worst.max(tmp2.amax());
3789 }
3790 worst
3791 }
3792
3793 /// Whether this solve ever saw gh#884's dual-divergence-at-a-settled-primal
3794 /// signature. Sticky; see [`Self::dual_divergence_signature`].
3795 pub fn dual_divergence_signature(&self) -> bool {
3796 self.dual_divergence_signature
3797 }
3798
3799 /// Whether this solve ended on the gh#1042 exit: the outer re-entered
3800 /// restoration from an unreleased converged-to-feasible hand-back
3801 /// without leaving it. Read by the second-opinion ladder, which opens
3802 /// its `mu_strategy=adaptive` rung on that `Restoration_Failed` and on
3803 /// no other (see `SecondOpinionTrigger::UnreleasedHandback`).
3804 pub fn unreleased_handback_exit(&self) -> bool {
3805 self.unreleased_handback_exit
3806 }
3807
3808 /// gh#990 item 13: whether a strict termination certificate was refused
3809 /// because the objective scaling masked it (sticky for the solve).
3810 pub fn obj_scale_certificate_refused(&self) -> bool {
3811 self.vetoed_seen
3812 }
3813
3814 /// Same, for an acceptable-level certificate.
3815 pub fn obj_scale_acceptable_refused(&self) -> bool {
3816 self.vetoed_acceptable_seen
3817 }
3818
3819 /// Port of `IpBacktrackingLineSearch::DetectTinyStep`
3820 /// (`IpBacktrackingLineSearch.cpp:1219-1278`). Returns true iff
3821 /// `max_i |δx_i|/(1+|x_i|) ≤ tiny_step_tol`,
3822 /// `max_i |δs_i|/(1+|s_i|) ≤ tiny_step_tol`, AND
3823 /// `curr_constraint_violation ≤ 1e-4`. Disabled when
3824 /// `tiny_step_tol == 0`.
3825 fn detect_tiny_step(&self, delta: &crate::iterates_vector::IteratesVector) -> bool {
3826 if self.tiny_step_tol == 0.0 {
3827 return false;
3828 }
3829 let curr = match self.data.borrow().curr.clone() {
3830 Some(c) => c,
3831 None => return false,
3832 };
3833
3834 // |x_i|+1
3835 let mut tmp = curr.x.make_new_copy();
3836 tmp.element_wise_abs();
3837 tmp.add_scalar(1.0);
3838 // |δx_i|/(|x_i|+1) ; checked via Amax of (δx ./ (|x|+1)).
3839 let mut tmp2 = delta.x.make_new_copy();
3840 tmp2.element_wise_divide(&*tmp);
3841 if tmp2.amax() > self.tiny_step_tol {
3842 return false;
3843 }
3844
3845 if curr.s.dim() > 0 {
3846 let mut tmp = curr.s.make_new_copy();
3847 tmp.element_wise_abs();
3848 tmp.add_scalar(1.0);
3849 let mut tmp2 = delta.s.make_new_copy();
3850 tmp2.element_wise_divide(&*tmp);
3851 if tmp2.amax() > self.tiny_step_tol {
3852 return false;
3853 }
3854 }
3855
3856 let cviol = self.cq.borrow().curr_constraint_violation();
3857 if cviol > 1e-4 {
3858 return false;
3859 }
3860 true
3861 }
3862
3863 /// Re-anchor the quasi-Newton model instead of handing off to
3864 /// restoration, when the line search has failed at a point
3865 /// restoration cannot improve (gh#818). Returns `true` if the model
3866 /// was re-anchored, in which case the caller retries this iterate.
3867 ///
3868 /// **The two failures the line search cannot tell apart.** When no
3869 /// trial step is acceptable, either the *point* is bad — infeasible,
3870 /// and restoration is exactly the right tool — or the *direction* is,
3871 /// because `W` is a quasi-Newton model carrying curvature the iterate
3872 /// has left behind. Upstream has one answer for both, because
3873 /// restoration is the only fallback it has. At an already-feasible
3874 /// point that answer is a no-op: the restoration NLP minimizes the
3875 /// constraint violation, and there is none to minimize, so it wanders
3876 /// at `theta ~ 1e-13` and reports `Restoration_Failed`.
3877 ///
3878 /// Measured on the `deb7` fixture under `limited-memory`: the solve
3879 /// stalls with `inf_pr ~ 1e-12` and `inf_du ~ 1e5`, enters
3880 /// restoration at a point feasible to 8e-13, and spends 340 of its
3881 /// 1242 iterations there before failing. On the unconstrained
3882 /// gh#818 quadratic under `alpha_red_factor 0.8` it is starker
3883 /// still — `theta` is identically zero, so restoration cannot move
3884 /// at all, and the solve dies at **iteration 1** with
3885 /// `Error_In_Step_Computation` and the objective still at its
3886 /// starting value.
3887 ///
3888 /// So this is a rung, not a refusal: it fires only where restoration
3889 /// has nothing to reduce, it is bounded, and every path that reached
3890 /// restoration before still reaches it once the rung is spent.
3891 ///
3892 /// **Deliberately *after* the acceptable-point decline.** The call
3893 /// site is inside [`Self::invoke_restoration`], immediately behind
3894 /// that decline, and not at the `Outcome::Failed` arm in
3895 /// [`Self::iterate`] where the hand-off is decided — `eigena2` and
3896 /// `csfi2` reach the hand-off at feasible points that already pass
3897 /// the acceptable tolerances, and those must go on being reported
3898 /// rather than re-anchored and continued. Being inside
3899 /// `invoke_restoration` means the `PreRestoration` debug checkpoint
3900 /// fires ahead of a rung that then does not enter restoration; that
3901 /// is the price of the ordering and is the checkpoint's documented
3902 /// meaning ("just before entry"), not a promise that entry follows.
3903 ///
3904 /// **And deliberately not a feasibility gate on restoration itself.**
3905 /// That was tried and rejected before (see the `constr_viol_tol`
3906 /// paragraph in [`Self::invoke_restoration`]): feasible entries are
3907 /// ordinary, and nothing observable at the doorway separates a
3908 /// restoration that recovers from one that does not. This rung does
3909 /// not decide that question — it spends one cheap retry on the
3910 /// hypothesis that the model, not the point, is at fault, and hands
3911 /// over unchanged if the retry fails too.
3912 ///
3913 /// The bound is structural as well as counted. `reanchor` returns
3914 /// `false` once the history is down to its newest pair, so a second
3915 /// failure at the same iterate finds nothing to give up and falls
3916 /// through; refilling the history takes accepted steps, so the
3917 /// counter only advances once per genuine stall.
3918 /// `limited_memory_ls_failure_restarts` caps the total.
3919 fn try_reanchor_before_restoration(&mut self) -> bool {
3920 if self.lbfgs_ls_failure_restarts == 0
3921 || self.lbfgs_ls_restarts_used >= self.lbfgs_ls_failure_restarts
3922 {
3923 return false;
3924 }
3925 // Restoration's objective is the constraint violation. Only
3926 // stand in front of it where that objective is already at its
3927 // floor, so the rung can never pre-empt a restoration that had
3928 // real work to do. `constr_viol_tol` is the same tolerance the
3929 // convergence check calls feasible.
3930 let theta = self.cq.borrow().curr_constraint_violation();
3931 if !(theta <= self.bundle.conv_check.constr_viol_tol_or_default()) {
3932 return false;
3933 }
3934 if !self.bundle.hess.reanchor() {
3935 return false;
3936 }
3937 self.lbfgs_ls_restarts_used += 1;
3938 // 'Wa' alongside the updater's own 'Wr' (the
3939 // `limited_memory_max_skipping` reset), so the two re-anchorings
3940 // are distinguishable in the iteration table rather than both
3941 // reading as "the Hessian did something".
3942 self.data.borrow_mut().append_info_string("Wa");
3943 tracing::debug!(target: "pounce::algorithm",
3944 "[POUNCE] line search failed at a feasible point (theta {:.3e}); re-anchoring \
3945 the limited-memory Hessian on its newest curvature pair and retrying instead \
3946 of entering restoration, which has nothing to reduce here (gh#818). \
3947 Restart {} of {}.",
3948 theta, self.lbfgs_ls_restarts_used, self.lbfgs_ls_failure_restarts,
3949 );
3950 true
3951 }
3952
3953 /// Drive the restoration phase after a line-search failure.
3954 /// Returns `IterateOutcome::Continue` if the restoration driver
3955 /// recovered (the algorithm carries on from the recovered iterate);
3956 /// otherwise terminates with [`SolverReturn::RestorationFailure`].
3957 /// Mirrors upstream's
3958 /// `IpBacktrackingLineSearch::ActivateLineSearch` → `PerformRestoration`
3959 /// chain.
3960 fn invoke_restoration(&mut self) -> IterateOutcome {
3961 // Consumed on every entry, whichever exit below is taken, so a
3962 // flag set by one entry can never exempt a later one.
3963 let entry_nonfinite_w = std::mem::take(&mut self.resto_entry_nonfinite_w);
3964 // Snapshot the outer reference iterate's `(theta, barr)` and
3965 // build the orig-progress callback the inner IPM will consult
3966 // at every iteration (mirrors upstream
3967 // `IpRestoFilterConvCheck::SetOrigLSAcceptor` plus
3968 // `IpFilterLSAcceptor::Reset`'s `reference_*_` snapshot).
3969 let reference_theta = self.cq.borrow().curr_constraint_violation();
3970 let reference_barr = self.cq.borrow().curr_barrier_obj();
3971
3972 if std::env::var("POUNCE_DBG_RESTO").is_ok() {
3973 let iter = self.data.borrow().iter_count;
3974 tracing::debug!(target: "pounce::algorithm",
3975 "RESTO_ENTRY iter={} theta={:.6e} barr={:.6e} near_feas_ct={}",
3976 iter, reference_theta, reference_barr, self.resto_near_feasible_count,
3977 );
3978 }
3979
3980 // Port gap: upstream refuses to enter restoration from an acceptable
3981 // point, and this was missing. `IpBacktrackingLineSearch.cpp:557-570`,
3982 // in the `if (!accept)` arm that hands off to restoration:
3983 //
3984 // if( CurrentIsAcceptable() )
3985 // {
3986 // THROW_EXCEPTION(ACCEPTABLE_POINT_REACHED,
3987 // "Restoration phase called at acceptable point.");
3988 // }
3989 //
3990 // The rationale is the obvious one: restoration reduces the constraint
3991 // violation, so from a point that already passes the acceptable-level
3992 // tolerances it has nothing to reduce, and entering can only risk a
3993 // reportable solution.
3994 //
3995 // What the gap cost, measured on mittelmann `qcqp1000-1nc` (n=1000):
3996 // the line search fails at iteration 187 on a point carrying the
3997 // published optimum (`-2.6628866e+07`, matching ipopt-ma57 to 9
3998 // significant figures) with overall NLP error `6.0e-8` — two orders
3999 // inside `acceptable_tol`. Restoration walked it to `theta 5e-3` and
4000 // ground out 2780 further iterations without recovering, so a solved
4001 // problem reported a failure.
4002 //
4003 // The predicate is upstream's, unmodified: acceptability alone. A
4004 // strict `constr_viol_tol` gate was tried on top and is both a
4005 // deviation and useless — at their restoration entries `qcqp1000-1nc`
4006 // sits at `theta = 6.0e-8`, `csfi2` at `1.5e-7`, `eigena2` at
4007 // `2.1e-10`, all strictly feasible, one by six orders. Nothing
4008 // observable at the doorway separates a restoration that recovers from
4009 // one that does not, which is why upstream does not try to.
4010 //
4011 // Placed ahead of the cycle detectors below rather than beside
4012 // upstream's `PrepareRestoPhaseStart()`: those detectors are a
4013 // pounce-side addition, and an acceptable point should be reported
4014 // regardless of cycle state. Filter augmentation is skipped on this
4015 // path, which is immaterial — the run stops here.
4016 //
4017 // `current_is_acceptable_with_state` is the full triplet, never
4018 // `theta` alone: gh #274, a perfectly feasible point can be
4019 // arbitrarily far from stationary (`min -exp(x) s.t. x >= 0` reaches
4020 // here with `inf_pr = 1.7e-10` and `inf_du = 8.8e+47`), and the
4021 // triplet carries `acceptable_dual_inf_tol` to reject it. The
4022 // finiteness check mirrors the one below (CUTE `himmelbj` reaches a
4023 // near-feasible point where `f` evaluates to NaN) and matches
4024 // upstream's own `curr_f` precondition for acceptability.
4025 let (entry_f_finite, entry_nlp_err) = {
4026 let cq = self.cq.borrow();
4027 (cq.curr_f().is_finite(), cq.curr_nlp_error())
4028 };
4029 //
4030 // What the guard still did not ask is whether the solve was *converging*
4031 // (gh #534). It reads the entry point and nothing about the trajectory
4032 // that reached it, so it stops a contracting endgame and a dead stall
4033 // with equal confidence. On `eigena2` it fires while the dual
4034 // infeasibility is quartering every iteration on unit steps
4035 // (`1.19e-5 → 2.96e-6 → 7.38e-7 → 1.84e-7`), three iterations short of a
4036 // strict certificate that costs nothing but those three iterations.
4037 // [`Self::may_defer_acceptable_decline`] adds that missing question,
4038 // and only that: when the answer is no — `eigenb2`'s tail rises, and
4039 // `csfi2`'s last two iterations are flat to three digits — the guard
4040 // fires exactly as before.
4041 if entry_f_finite
4042 && self.bundle.conv_check.current_is_acceptable_with_state(
4043 entry_nlp_err,
4044 &self.data,
4045 &self.cq,
4046 )
4047 {
4048 if self.may_defer_acceptable_decline() {
4049 tracing::debug!(target: "pounce::algorithm",
4050 "[POUNCE] deferring the restoration decline at theta {:.3e}: the entry \
4051 point passes the acceptable-level tolerances (nlp_err {:.3e}) but the \
4052 NLP error has contracted every iteration over the last {} \
4053 ({:.3e} -> {:.3e}); continuing for up to {} iterations, with that point \
4054 held as the floor (gh #534).",
4055 reference_theta, entry_nlp_err, DECLINE_PROGRESS_SAMPLES - 1,
4056 self.nlp_err_recent[0], entry_nlp_err, DECLINE_CONTINUATION_BUDGET,
4057 );
4058 } else {
4059 // The window is on the line because "why did the guard not
4060 // defer?" is the first question anyone reading this trace has
4061 // (gh #534), and reconstructing it from the iteration table
4062 // means recomputing the scaled aggregate by hand.
4063 tracing::debug!(target: "pounce::algorithm",
4064 "[POUNCE] declining restoration at theta {:.3e}: the entry point already \
4065 passes the acceptable-level tolerances (nlp_err {:.3e}); reporting it \
4066 rather than risking it in restoration. Recent NLP errors {} \
4067 (contracting: {}).",
4068 reference_theta, entry_nlp_err,
4069 self.nlp_err_window_str(), self.nlp_err_contracting(),
4070 );
4071 return IterateOutcome::Terminate(SolverReturn::StopAtAcceptablePoint);
4072 }
4073 }
4074
4075 // gh#818 — one rung before the hand-off proper: re-anchor the
4076 // quasi-Newton model and retry this iterate. Placed *here*, and
4077 // not at the `Outcome::Failed` arm in `iterate`, because it has
4078 // to run behind the acceptable-point decline above: `eigena2`
4079 // and `csfi2` arrive at feasible points that already pass the
4080 // acceptable tolerances, and those must go on being reported
4081 // rather than re-anchored and continued. The gh#534 deferral
4082 // path falls through to here, which is the right order too —
4083 // the deferral has already captured its floor, so a rung taken
4084 // under a live deferral is protected by it.
4085 if self.try_reanchor_before_restoration() {
4086 return IterateOutcome::Continue;
4087 }
4088
4089 // No-progress restoration cycle detector. Two layered checks
4090 // surface as `ErrorInStepComputation` instead of cycling to
4091 // `max_iter` exhaustion (mirrors the *intent* of upstream
4092 // `IpBacktrackingLineSearch.cpp:580-600`'s almost-feasible
4093 // resto guard):
4094 //
4095 // 1. *Static cycle*: entry-to-entry — when the curr `(x, s)`
4096 // at this entry is essentially identical to the snapshot
4097 // from the previous entry, the inner resto-IPM is
4098 // returning recovered iterates indistinguishable from
4099 // entry, AND the outer didn't move either. Fires
4100 // immediately. Catches QCNEW, EQC, MESH, POLAK6, S365,
4101 // S365MOD, SIPOW2M, PFIT4.
4102 //
4103 // 2. *Slow-progress cycle*: recovery-to-entry — when curr at
4104 // this entry is essentially identical to the *recovery*
4105 // iterate from the previous resto, the outer made no
4106 // progress between resto invocations even though resto's
4107 // inner moved substantively. Counted, fires after 5
4108 // consecutive entries. Catches ACOPR14, ACOPR30, TRO3X3
4109 // while letting MAKELA3, HAIFAM, HALDMADS, ROBOT,
4110 // TENBARS2 — which need 2-3 productive resto entries
4111 // before LS accepts — pass through.
4112 //
4113 // A productive single-restoration sequence (BT8, HIMMELBJ,
4114 // LINSPANH, LSNNODOC, ODFITS, OET3) clears both snapshots via
4115 // `Outcome::Accepted` between entries and is unaffected.
4116 let curr = self
4117 .data
4118 .borrow()
4119 .curr
4120 .as_ref()
4121 .expect("curr set before invoke_restoration")
4122 .clone();
4123 // Helper: when the cycle detector fires and the orig cv is a
4124 // violation the *user* calls a violation (e.g. PFIT1's 2.73e-2),
4125 // the outer is stuck at a feasibility-stationary point and the
4126 // honest exit is `LocalInfeasibility`. Below that threshold the
4127 // iterate is primal-feasible by the user's own declaration, so there
4128 // is no infeasibility to certify — the failure is numerical, not
4129 // algorithmic, and `ErrorInStepComputation` is retained.
4130 //
4131 // The threshold is `constr_viol_tol`, and *only* `constr_viol_tol`
4132 // (gh #508). The question this ternary asks — "is this violation
4133 // real?" — is a question about the constraint violation, so it has to
4134 // be asked with the option that declares what a violated constraint
4135 // is. The previous form, `max(100·tol, 1e-4)`, was built from `tol`, a
4136 // tolerance on the **KKT error**: different quantity, different units,
4137 // and it never consulted `constr_viol_tol` at all. Two consequences,
4138 // both measured on `min (x-5)² s.t. x²+δ = 0` (infeasible for every
4139 // δ>0, reported violation exactly δ):
4140 //
4141 // * sweeping `constr_viol_tol` over four orders moved the boundary
4142 // not at all — at `constr_viol_tol = 1e-3` a violation of `1e-4`,
4143 // comfortably inside the user's declared feasibility tolerance,
4144 // still exited 500;
4145 // * sweeping `tol` moved it a great deal, and in the wrong
4146 // direction: at `tol = 1e-4` the `1e-2` threshold swallowed every
4147 // δ from `3e-4` to `1e-2` — a model infeasible by a full percent
4148 // answered "your solver broke". Loosening `tol` is the standard
4149 // user reaction to a struggling solve, so the failure widened
4150 // exactly when the user tried to help.
4151 //
4152 // No `infeas_viol_kappa` margin on top, unlike the rapid-infeasibility
4153 // pre-filter in `conv_check`. That detector fires *during* the solve
4154 // off a streak heuristic and needs the margin to avoid convicting an
4155 // iterate that is still converging; here restoration has already
4156 // demonstrably cycled, so the certainty comes from the cycle evidence
4157 // rather than from extra violation headroom. Widening to
4158 // `kappa·constr_viol_tol` would move the default threshold from `1e-4`
4159 // to `1e-2` and hand back 500 on the whole band in between.
4160 //
4161 // The comparison is `>=`, not `>`. A violation landing exactly on the
4162 // threshold is a violation at the user's declared tolerance, and the
4163 // reproducer above hits the boundary to the digit (`δ = 1e-4` at the
4164 // default `constr_viol_tol`), where `>` returned 500 for a model
4165 // infeasible by precisely the amount the user said was too much.
4166 //
4167 // The violation is measured **unscaled**. `reference_theta` is the
4168 // row-scaled residual, but the floor below is an absolute, user-facing
4169 // magnitude, so comparing the two mixes unit systems — and on a problem
4170 // whose rows are scaled down the scaled residual can never clear it.
4171 // `infeasible_equalities.nl` is the worked example: a square 2x2 system
4172 // with a true violation of 2.0 that NLP scaling reports as 6.67e-7, so
4173 // this test read `6.67e-7 > 1e-4` = false and a blatantly infeasible
4174 // model exited `Error_In_Step_Computation` (AMPL 500, Pyomo
4175 // `internalSolverError`). Square problems have no restoration-side
4176 // locally-infeasible gate — `strict` carves them out so the outer gets
4177 // another shot — so this cycle exit *is* their safety net, and it was
4178 // disabled by the unit mismatch. Same user-visible family as gh #372.
4179 //
4180 // Note this also moves from a 1-norm (`curr_constraint_violation`) to a
4181 // max-norm. Max-norm <= 1-norm, so the test is marginally stricter
4182 // about declaring infeasibility on an unscaled problem — the safe
4183 // direction for a verdict this consequential.
4184 //
4185 // `theta > 0` in front of the `>=` is not redundant: the options layer
4186 // registers `constr_viol_tol` with a *strict* lower bound of zero, but
4187 // a library embedder setting `ConvCheckOptions` directly is not bound
4188 // by that, and `0 >= 0` would turn an exactly-feasible iterate into an
4189 // infeasibility certificate. A zero violation never proves anything.
4190 let cycle_viol_tol = self.bundle.conv_check.constr_viol_tol_or_default();
4191 let reference_theta_unscaled = self.cq.borrow().curr_unscaled_primal_infeasibility_max();
4192 let cycle_exit =
4193 if reference_theta_unscaled > 0.0 && reference_theta_unscaled >= cycle_viol_tol {
4194 SolverReturn::LocalInfeasibility
4195 } else {
4196 SolverReturn::ErrorInStepComputation
4197 };
4198 let static_cycle = if let (Some(prev_x), Some(prev_s)) = (
4199 self.last_resto_entry_x.as_ref(),
4200 self.last_resto_entry_s.as_ref(),
4201 ) {
4202 let dx_rel = relative_distance(&*curr.x, &**prev_x);
4203 let ds_rel = relative_distance(&*curr.s, &**prev_s);
4204 if std::env::var_os("POUNCE_DBG_RESTO_CYCLE").is_some() {
4205 tracing::debug!(target: "pounce::algorithm",
4206 "[PN_RESTO_CYCLE] entry-vs-entry dx_rel={:.6e} ds_rel={:.6e}",
4207 dx_rel, ds_rel
4208 );
4209 }
4210 dx_rel <= 1e-10 && ds_rel <= 1e-10
4211 } else {
4212 false
4213 };
4214 if static_cycle {
4215 // Prefer the last acceptable point over the cycle error —
4216 // the borrows above are released, so the `&mut self` helper
4217 // is free to roll back.
4218 return self.terminate_acceptable_or(cycle_exit);
4219 }
4220 let recovery_cycle = if let (Some(prev_x), Some(prev_s)) = (
4221 self.last_resto_recovery_x.as_ref(),
4222 self.last_resto_recovery_s.as_ref(),
4223 ) {
4224 let dx_rel = relative_distance(&*curr.x, &**prev_x);
4225 let ds_rel = relative_distance(&*curr.s, &**prev_s);
4226 if std::env::var_os("POUNCE_DBG_RESTO_CYCLE").is_some() {
4227 tracing::debug!(target: "pounce::algorithm",
4228 "[PN_RESTO_CYCLE] entry-vs-recovery dx_rel={:.6e} ds_rel={:.6e} count={}",
4229 dx_rel, ds_rel, self.resto_no_outer_progress_count
4230 );
4231 }
4232 dx_rel <= 1e-10 && ds_rel <= 1e-10
4233 } else {
4234 false
4235 };
4236 // A handed-back converged-to-feasible point the outer could not
4237 // leave (gh#1042). Restoration ended a previous call on upstream's
4238 // `RESTORATION_CONVERGED_TO_FEASIBLE_POINT` condition: layer 2's
4239 // `ConvergedToFeasiblePoint` verdict (`IpRestoConvCheck.cpp:227-234`)
4240 // or an inner stop at its acceptable level with the original NLP
4241 // feasible to `1e2·tol` (`IpRestoMinC_1Nrm.cpp:278-287`). Either
4242 // way the point was feasible but never released by layer 1 — the
4243 // outer filter rejected it, or it did not cut the violation by
4244 // `kappa_resto`. Upstream fails restoration right there; pounce
4245 // hands the point back to give the outer phase one shot from it,
4246 // which paid on the `dallas*` family (every hand-back there is
4247 // followed by accepted steps, soft-restoration ones included).
4248 // Since the `.nl` reader merges `|x|^2·|x|^0.85` (gh#1042 R3),
4249 // `dallasl` and `dallasm` never enter restoration on either leg
4250 // and `dallass` hands back once, on L-BFGS only; the hand-backs
4251 // above survive in `tests/data/dallass_kink_unmerged.nl`.
4252 //
4253 // The shot was not taken when the outer asks for restoration again
4254 // from that very point. That is either no accepted step at all, or
4255 // steps a watchdog rolled back — so this compares positions, not
4256 // `Outcome::Accepted`. A soft-restoration step moves the iterate and
4257 // so counts as taking the shot (`dallasl`: `s s S`, then converges).
4258 //
4259 // One strike is the whole budget, and that is what separates this
4260 // from the 10-strike counter below. That counter's recoveries were
4261 // *released* — layer 1 judged them acceptable to the outer filter —
4262 // so a few immediate re-entries can still be the outer working its
4263 // way out (OET7). These were not; restoration has certified it cannot
4264 // do better than this point and the outer has shown it cannot leave
4265 // it. This is the upstream verdict, one restoration late.
4266 //
4267 // An entry forced by a non-finite Hessian is exempt, as it is from
4268 // the gh#274 strike below: the factorization rejected `W` before the
4269 // outer could try a step, so it says nothing about being stuck.
4270 //
4271 // The status is upstream's: `IpIpoptAlg.cpp:480-493` maps this
4272 // exception to `RESTORATION_FAILURE` on a non-square problem, and it
4273 // goes through the acceptable-point rollback the sibling exits use.
4274 // One refinement, and it is the gh#508 rule rather than a new one:
4275 // "feasible" in layer 2 means `θ ≤ 1e2·tol`, a KKT tolerance, and
4276 // under a loose `tol` that admits a point the *user's*
4277 // `constr_viol_tol` calls violated. Measured: `issue_508`'s
4278 // `min (x−5)² s.t. x²+δ = 0` at `tol=1e-3`, `δ = 1e-4` reaches this
4279 // exit at a violation of exactly `1e-4`, and the honest verdict there
4280 // is `Infeasible_Problem_Detected`, not AMPL 500. So the same
4281 // unscaled-vs-`constr_viol_tol` test `cycle_exit` uses picks the
4282 // infeasible arm; below it, the point is feasible by the user's own
4283 // declaration and the failure is restoration's. A point the user calls
4284 // feasible is never certified infeasible here. A square problem never
4285 // gets here — its feasible point leaves restoration as
4286 // `FeasiblePointFound`.
4287 //
4288 // The exit also sets `unreleased_handback_exit`, which the
4289 // second-opinion ladder reads: this `Restoration_Failed`, and no other,
4290 // opens `mu_strategy=adaptive` ahead of the displaced start
4291 // (`SecondOpinionTrigger::UnreleasedHandback`). Before the status was
4292 // upstream's, this exit reported `Error_In_Step_Computation`, whose one
4293 // rung is adaptive, and that rung is what recovered brainpc0/1/2.
4294 //
4295 // Measured on Vanderbei brainpc1 (FERAL 0.21): the first such
4296 // re-entry is outer iteration 378, after 13 restoration calls;
4297 // without this exit the solve ran 39 more, to 1073. brainpc0: 956
4298 // after 31 calls, against 2117 after 121.
4299 //
4300 // **The shot not taken, away from the point (gh#1076).** Comparing
4301 // positions catches an outer that cannot move. It misses one that
4302 // moves only on soft-restoration `s` steps — accepted on the
4303 // primal-dual error *because* the original filter rejects them —
4304 // and drifts back into restoration from somewhere else. That is the
4305 // same verdict: no step the outer's own globalization accepts was
4306 // ever taken from the hand-back. It became the common case once the
4307 // release test read the filter's real quantities (#1075): Vanderbei
4308 // brainpc0 then hands back a point at f ≈ 8e5 against a filter
4309 // holding f ≈ 0.38, takes `s s s` back to f ≈ 0.378, re-enters, and
4310 // repeats 45 times with the hand-back drifting (8.3e5 → 1.06e6), so
4311 // no position test fires, until a restoration sub-solve's layer-2
4312 // verdict misreads one of those feasible points as infeasible at
4313 // iteration 1678. Upstream fails restoration at the first of them
4314 // ("converged to a feasible point that is unacceptable to the
4315 // filter", 236 iterations on 3.14.19). An `S` step — soft
4316 // restoration that *also* satisfies the original criterion — or any
4317 // ordinary `f`/`h`/`w` step takes the shot (`dallasl`: `s s S`).
4318 //
4319 // The verdict is judged on the handed-back point, not the re-entry
4320 // point: the outer drifted away from a point restoration certified
4321 // feasible, so the re-entry's violation says nothing about the
4322 // model's feasibility. On the same-point arm the two coincide.
4323 let shot_not_taken = std::mem::take(&mut self.unreleased_shot_pending);
4324 let unreleased_same_point = if let (Some(px), Some(ps)) = (
4325 self.last_resto_unreleased_x.as_ref(),
4326 self.last_resto_unreleased_s.as_ref(),
4327 ) {
4328 relative_distance(&*curr.x, &**px) <= 1e-10
4329 && relative_distance(&*curr.s, &**ps) <= 1e-10
4330 } else {
4331 false
4332 };
4333 // Counted, not one-shot: see [`Self::UNRELEASED_SHOT_STRIKES`]. A
4334 // non-finite-W entry neither counts nor clears the run.
4335 if shot_not_taken && !entry_nonfinite_w {
4336 self.unreleased_shot_strikes += 1;
4337 }
4338 let shot_not_taken =
4339 shot_not_taken && self.unreleased_shot_strikes >= Self::UNRELEASED_SHOT_STRIKES;
4340 let unreleased_repeat = unreleased_same_point || shot_not_taken;
4341 if unreleased_repeat && entry_nonfinite_w {
4342 tracing::debug!(target: "pounce::algorithm",
4343 "[POUNCE] re-entered restoration from an unreleased hand-back, but on a \
4344 non-finite Hessian; exempt from the gh#1042 exit.",
4345 );
4346 }
4347 if unreleased_repeat && !entry_nonfinite_w {
4348 let handback_theta = self.last_resto_unreleased_theta_unscaled;
4349 let verdict = if handback_theta > 0.0 && handback_theta >= cycle_viol_tol {
4350 SolverReturn::LocalInfeasibility
4351 } else {
4352 SolverReturn::RestorationFailure
4353 };
4354 if unreleased_same_point {
4355 tracing::debug!(target: "pounce::algorithm",
4356 "[POUNCE] restoration handed back a converged-to-feasible point it never \
4357 released, and the outer re-entered restoration from it without leaving it \
4358 (accepted steps in between: {}); ending the solve with {:?} (gh#1042).",
4359 !recovery_cycle, verdict,
4360 );
4361 } else {
4362 tracing::debug!(target: "pounce::algorithm",
4363 "[POUNCE] restoration handed back a converged-to-feasible point it never \
4364 released, and the outer re-entered restoration without the original \
4365 globalization accepting a step from it (soft-restoration steps only); \
4366 ending the solve with {:?} (gh#1076).",
4367 verdict,
4368 );
4369 }
4370 self.unreleased_handback_exit = true;
4371 return self.terminate_acceptable_or(verdict);
4372 }
4373 if recovery_cycle {
4374 self.resto_no_outer_progress_count =
4375 self.resto_no_outer_progress_count.saturating_add(1);
4376 // 10-strike limit: tuned to give OET7-style traces room
4377 // to break through (inner inf_pr still decreasing across
4378 // strikes) while still bounding DECONVBNE-style cycles
4379 // (which need a guard but tolerate a wider window —
4380 // ~3 outer steps per cycle, so 10 strikes ≈ 30 outer
4381 // iters, well below the 2987-iter pathological run).
4382 if self.resto_no_outer_progress_count >= 10 {
4383 // Prefer the last acceptable point over the cycle error;
4384 // borrows are released, so the `&mut self` helper is free.
4385 return self.terminate_acceptable_or(cycle_exit);
4386 }
4387 } else {
4388 self.resto_no_outer_progress_count = 0;
4389 }
4390 // Near-feasible resto re-entry detector — matches the *intent*
4391 // of upstream `IpBacktrackingLineSearch.cpp:580-600`'s almost-
4392 // feasible-resto guard with a looser cv threshold. When the
4393 // outer enters restoration with the constraint violation
4394 // already at or below `tol`, the resto sub-IPM will produce a
4395 // recovered iterate that's at most marginally more feasible,
4396 // and any post-recovery σ-blowup from the next outer KKT solve
4397 // will re-trigger resto on the next iteration. Counting these
4398 // entries surfaces the cycle as `StopAtAcceptablePoint` —
4399 // primal feasibility is already met, only the dual residual
4400 // remains. Catches DECONVBNE: pounce ran 2987 iters before
4401 // this guard (cycle of ~30-inner-resto + 3 outer per cycle);
4402 // upstream solves in 505 iters via a different x trajectory.
4403 // Single-entry productive restos (BT8, HIMMELBJ, ODFITS) and
4404 // sub-tol-but-recoverable starts pass through under the 3-
4405 // strike limit.
4406 let outer_tol = self.bundle.conv_check.tol_or_default();
4407 if reference_theta <= outer_tol {
4408 if !entry_nonfinite_w {
4409 self.resto_near_feasible_count = self.resto_near_feasible_count.saturating_add(1);
4410 }
4411 if self.resto_near_feasible_count >= 3 {
4412 // Constraint feasibility is met, but a near-feasible iterate is
4413 // only "acceptable" if its objective is finite. CUTE `himmelbj`
4414 // reaches a point with cv ≈ 2e-9 where f evaluates to NaN; that
4415 // must surface as Invalid_Number_Detected rather than be
4416 // reported as Solved_To_Acceptable_Level with a `nan` objective.
4417 if !self.cq.borrow().curr_f().is_finite() {
4418 return IterateOutcome::Terminate(SolverReturn::InvalidNumberDetected);
4419 }
4420 // Constraint feasibility alone does not make a point
4421 // acceptable. `reference_theta` measures only the *primal*
4422 // residual, so a perfectly feasible iterate can still be
4423 // arbitrarily far from stationary — which is exactly what an
4424 // unbounded objective looks like from here: the constraints
4425 // stay satisfied while the iterates run off toward -inf.
4426 //
4427 // `min -exp(x) s.t. x >= 0` re-enters restoration with
4428 // `inf_pr = 1.7e-10` and `inf_du = 8.8e+47`; before gh #274
4429 // the finiteness check was the only gate, `-8.8e47` is
4430 // finite, and the solve was reported as
4431 // `Solved_To_Acceptable_Level` — which Pyomo maps into the
4432 // *solved* family, loading the diverging iterate as an
4433 // optimal solution.
4434 //
4435 // So require the point to pass the full acceptable-level
4436 // triplet (which includes `acceptable_dual_inf_tol`) before
4437 // claiming acceptability. When it does not, surface
4438 // `cycle_exit` — the same honest status the other two
4439 // restoration-cycle exits in this function use.
4440 let nlp_err = self.cq.borrow().curr_nlp_error();
4441 if !self
4442 .bundle
4443 .conv_check
4444 .current_is_acceptable_with_state(nlp_err, &self.data, &self.cq)
4445 {
4446 tracing::debug!(target: "pounce::algorithm",
4447 "[POUNCE] near-feasible restoration re-entry at theta {:.3e} \
4448 but the point fails the acceptable-level tolerances \
4449 (nlp_err {:.3e}); reporting {:?} rather than \
4450 Solved_To_Acceptable_Level (gh#274).",
4451 reference_theta, nlp_err, cycle_exit,
4452 );
4453 return IterateOutcome::Terminate(cycle_exit);
4454 }
4455 return IterateOutcome::Terminate(SolverReturn::StopAtAcceptablePoint);
4456 }
4457 } else {
4458 self.resto_near_feasible_count = 0;
4459 }
4460 self.last_resto_entry_x = Some(curr.x.make_new_copy());
4461 self.last_resto_entry_s = Some(curr.s.make_new_copy());
4462
4463 // Augment the outer's filter with the resto-entry envelope —
4464 // mirrors upstream `IpBacktrackingLineSearch.cpp:566`:
4465 // `acceptor_->PrepareRestoPhaseStart()`. Adds
4466 // `((1-γ_θ)·θ_entry, φ_entry - γ_φ·θ_entry)` to the filter so
4467 // that after restoration recovers, the outer's Newton step is
4468 // forced by the filter to make real progress vs the entry
4469 // point. Without this, the outer accepts null-progress 'h'
4470 // steps and re-enters restoration on the next iteration (root
4471 // cause of DECONVBNE's 323 R-accepts vs ipopt's 21).
4472 self.bundle
4473 .line_search
4474 .acceptor_mut()
4475 .prepare_resto_phase_start(reference_theta, reference_barr);
4476
4477 let orig_progress_cb = self
4478 .bundle
4479 .line_search
4480 .acceptor()
4481 .make_orig_progress_check(reference_theta, reference_barr, 5.0)
4482 .map(|accept| self.orig_progress_check(accept));
4483
4484 let (Some(nlp), Some(sd), Some(resto)) = (
4485 self.nlp.as_ref(),
4486 self.search_dir.as_mut(),
4487 self.restoration.as_mut(),
4488 ) else {
4489 return IterateOutcome::Terminate(SolverReturn::RestorationFailure);
4490 };
4491 resto.set_orig_progress_check(orig_progress_cb);
4492 // Forward the shared debugger so it can step the inner solve.
4493 resto.set_debug_hook(self.debug.as_ref().map(Rc::clone));
4494 // Forward the user's TNLP so the callback fires from the inner
4495 // solve too (gh#645). `None` when the caller installed no
4496 // callback, which keeps the whole path inert for them.
4497 resto.set_intermediate_tnlp(self.tnlp.as_ref().map(Rc::clone));
4498 let mut pd_guard = sd.pd_solver_mut();
4499 let aug = pd_guard.aug_solver_mut();
4500 // Audit counters (pounce#12). Increment call count + outer-iter
4501 // count (one outer iter is consumed per restoration call) and
4502 // wall-time around the inner call. Inner iter count is read
4503 // after via the trait accessor.
4504 //
4505 // `outer_iter_at_entry` is captured *before* the call because the
4506 // inner IPM's counter is seeded from it (`inner.iter_count =
4507 // outer_iter + 1`, upstream `IpRestoMinC_1Nrm.cpp:181`). The
4508 // accessor hands back that seeded, absolute number; the sub-solve's
4509 // own length is the difference. Adding the raw accessor value was
4510 // gh #819's second defect — `restoration_inner_iters` was a sum of
4511 // absolute positions, a quantity with no meaning — and it is the
4512 // same misreading gh#664 records for the stall gate.
4513 let outer_iter_at_entry = self.data.borrow().iter_count;
4514 self.resto_calls = self.resto_calls.saturating_add(1);
4515 self.resto_outer_iters = self.resto_outer_iters.saturating_add(1);
4516 let resto_t0 = std::time::Instant::now();
4517 let outcome = resto.perform_restoration(&self.data, &self.cq, nlp, aug);
4518 drop(pd_guard);
4519 self.resto_wall_secs += resto_t0.elapsed().as_secs_f64();
4520 let inner_final_iter = resto.last_inner_iter_count();
4521 let recovery_unreleased = resto.last_recovery_unreleased();
4522 self.resto_inner_iters = self
4523 .resto_inner_iters
4524 .saturating_add((inner_final_iter - outer_iter_at_entry).max(0));
4525 // gh #819. Roll the reported iteration count forward over the
4526 // restoration rows on the paths that *terminate* the solve.
4527 //
4528 // `RestorationOutcome::Recovered` already does this for itself, in
4529 // `min_c_1nrm.rs`'s step 2g (`Set_iter_count(resto_iter_count - 1)`,
4530 // one short because the outer loop is about to increment). Every
4531 // other outcome returns `Terminate` from the match below without
4532 // passing through that block, so the whole sub-solve used to vanish
4533 // from the summary: on gh #815's flowsheet the log ends at row
4534 // `3000r`, above a summary that said `Number of Iterations....: 3`.
4535 //
4536 // Ipopt reports the index of the last row it printed, `r` rows
4537 // included, on every exit path. Measured on the gh #815 model and
4538 // three variants of it: last row `2418r` / reported 2418, `412r` /
4539 // 412, `1547r` / 1547, `1348r` / 1348 — exits `Restoration Failed`,
4540 // local infeasibility and `Maximum Number of Iterations Exceeded`
4541 // respectively. Assigning the absolute inner count reproduces that
4542 // rule exactly.
4543 //
4544 // Safe against trajectory: every non-`Recovered` arm below returns
4545 // `IterateOutcome::Terminate`, and `optimize_inner`'s loop breaks on
4546 // `Terminate` without consulting the counter again. Nothing reads
4547 // `iter_count` between here and the summary.
4548 if !matches!(outcome, RestorationOutcome::Recovered)
4549 && inner_final_iter > outer_iter_at_entry
4550 {
4551 self.data.borrow_mut().iter_count = inner_final_iter;
4552 }
4553 // pounce#244: the restoration inner IPM shares the outer solve's
4554 // `Deadline` (both its convergence check and — post-#244 — its KKT
4555 // solves consult it), so a budget crossing inside restoration
4556 // terminates the inner solve with a time-limit status. Surface that
4557 // as the time limit directly instead of letting the `Failed` arm map
4558 // it onto `RestorationFailure` / `StopAtAcceptablePoint`. `data.curr`
4559 // is the last accepted outer iterate — restoration stages its
4560 // recovered point onto `trial`, not `curr`, and we return before
4561 // promoting it — so this hands back a valid iterate.
4562 if let Some(ret) = self.deadline_status() {
4563 return IterateOutcome::Terminate(ret);
4564 }
4565 match outcome {
4566 RestorationOutcome::Recovered => {
4567 // Mirror upstream `IpBacktrackingLineSearch.cpp:624-631`:
4568 // a successful restoration clears the line search's
4569 // cross-iteration globalization counters. Upstream runs
4570 // restoration inside `FindAcceptableTrialPoint` so those
4571 // assignments are inline; pounce runs it here, so the
4572 // reset has to be driven from here. Without it
4573 // `watchdog_shortened_iter` survives a restoration
4574 // episode and runs of shortened steps on either side of
4575 // one accumulate as if consecutive, arming the watchdog
4576 // where upstream would not. See
4577 // `BacktrackingLineSearch::reset_after_restoration`.
4578 self.bundle.line_search.reset_after_restoration();
4579 // An unreleased hand-back from a restoration that a
4580 // non-finite Hessian forced at a point already feasible to
4581 // `tol` restarts the filter (gh#1076). Pounce enters
4582 // restoration there only to move off the kink; upstream
4583 // stops (MA57: `Invalid_Number_Detected`), and would not hand
4584 // a point that feasible to restoration in any case
4585 // (`IpBacktrackingLineSearch.cpp:580`). Restoration has no
4586 // violation to reduce, so its iterates can only *raise* the
4587 // barrier objective against the entry, and the outer filter
4588 // holds that entry's envelope at `θ ≈ 0` — which dominates
4589 // every feasible point with a higher φ. The release test is
4590 // unsatisfiable by construction, and so is every outer step
4591 // from the point handed back in its place: the one shot the
4592 // hand-back exists to give cannot be taken. Under the old
4593 // release quantities (max-norm θ against the filter's 1-norm,
4594 // plain f against the barrier objective) such points were
4595 // released by accident and the question never arose. The
4596 // reset is upstream's own `FilterLSAcceptor::Reset`, the one
4597 // a μ decrease performs. Measured on `dallass_kink_unmerged`:
4598 // Optimal at 61 with no ladder (65 on main), where the
4599 // corrected test alone ended the base solve
4600 // `Error_In_Step_Computation` at 116.
4601 //
4602 // It is scoped to the non-finite-W entry on purpose. Applied
4603 // to every feasible entry it also rescues `ssebnln` (Optimal
4604 // at 125 instead of the gh#1042 exit at 117 + 41), but it
4605 // costs `issue_884`'s reproducer its answer: under `REPRO`
4606 // options `mpcc_qpec_small_biactive` then converges with an
4607 // unscaled dual infeasibility of 3.4e-4 instead of 1.3e-10.
4608 if recovery_unreleased && entry_nonfinite_w && reference_theta <= outer_tol {
4609 tracing::debug!(target: "pounce::algorithm",
4610 "[POUNCE] unreleased hand-back from a restoration entered at a \
4611 feasible point (theta {:.3e} <= tol); restarting the filter (gh#1076).",
4612 reference_theta,
4613 );
4614 self.bundle.line_search.reset();
4615 }
4616 // The driver has staged the recovered point on
4617 // `data.trial`; apply the safe-slack bound adjustment
4618 // (as the main accept path does), then promote it and
4619 // continue iterating.
4620 self.adjust_variable_bounds_for_small_slacks();
4621 self.data.borrow_mut().accept_trial_point();
4622 // Snapshot the recovery iterate for the slow-cycle
4623 // detector at the top of the next `invoke_restoration`.
4624 // Compared against next-entry curr, dx_rel ≈ ‖α·d‖ —
4625 // measures purely the outer step. See header comment
4626 // on the cycle detector above.
4627 let recovered = self
4628 .data
4629 .borrow()
4630 .curr
4631 .as_ref()
4632 .expect("accept_trial_point sets curr")
4633 .clone();
4634 self.last_resto_recovery_x = Some(recovered.x.make_new_copy());
4635 self.last_resto_recovery_s = Some(recovered.s.make_new_copy());
4636 self.unreleased_shot_pending = recovery_unreleased;
4637 if !recovery_unreleased {
4638 self.unreleased_shot_strikes = 0;
4639 }
4640 if recovery_unreleased {
4641 self.last_resto_unreleased_x = Some(recovered.x.make_new_copy());
4642 self.last_resto_unreleased_s = Some(recovered.s.make_new_copy());
4643 self.last_resto_unreleased_theta_unscaled =
4644 self.cq.borrow().curr_unscaled_primal_infeasibility_max();
4645 } else {
4646 self.last_resto_unreleased_x = None;
4647 self.last_resto_unreleased_s = None;
4648 }
4649 if recovery_unreleased {
4650 tracing::debug!(target: "pounce::algorithm",
4651 "[POUNCE] restoration converged to a feasible point it did not \
4652 release; resuming the outer phase from it (gh#1042)."
4653 );
4654 }
4655 // Mirror upstream `IpoptAlgorithm::AcceptTrialPoint`
4656 // (`IpIpoptAlg.cpp:917-963`): kappa_sigma clamp on the
4657 // four bound-multiplier vectors. Upstream applies this
4658 // unconditionally inside AcceptTrialPoint, so the
4659 // post-restoration path inherits it; pounce factored
4660 // the clamp out of the data swap so we must call it
4661 // explicitly here. Without it the all-1 multiplier
4662 // reset (`bound_mult_reset_threshold`) leaves z*s far
4663 // from mu at the recovered iterate, blowing up the
4664 // next KKT solve's σ = z/s diagonal.
4665 self.correct_bound_multiplier();
4666 IterateOutcome::Continue
4667 }
4668 RestorationOutcome::Failed => {
4669 // Mirrors upstream `IpBacktrackingLineSearch.cpp:611-623`:
4670 // when `PerformRestoration` returns false, attempt to
4671 // roll back to the most recent acceptable iterate before
4672 // surfacing failure. If a snapshot is available we exit
4673 // cleanly with `StopAtAcceptablePoint` (mapped by the
4674 // application layer to `Solved_To_Acceptable_Level`),
4675 // matching the upstream `ACCEPTABLE_POINT_REACHED`
4676 // throw. Without a snapshot we surface
4677 // `RestorationFailure` — unless the restoration left the
4678 // iterate diverging (`|x|_∞ > diverging_iterates_tol`), in
4679 // which case we surface `DivergingIterates` to mirror the
4680 // outcome upstream produces on pathological problems like
4681 // MESH (where ipopt reports `Diverging_Iterates` and
4682 // pounce previously reported `Restoration_Failed` with an
4683 // obj of −3.6e+33). As in the running guard above, a large
4684 // `|x|` is only reported as unbounded when it is
4685 // structurally consistent with an unbounded feasible region
4686 // and the divergence is genuine — either it has persisted
4687 // (the running guard's growth-and-descent streak, which only
4688 // accumulates on a real recession ray; issues #248 / #252) or
4689 // blown past the absolute runaway backstop; otherwise the
4690 // failure is a plain `RestorationFailure`, never a spurious
4691 // `Unbounded`.
4692 //
4693 // gh#1000: a restoration that failed because the inner
4694 // counter — seeded from the outer one, so absolute — ran
4695 // into `max_iter` did not fail; it ran out of budget.
4696 // Upstream throws `RESTORATION_MAXITER_EXCEEDED`
4697 // (`IpRestoMinC_1Nrm.cpp`) and `IpIpoptAlg` reports
4698 // `MAXITER_EXCEEDED`, past the line search's
4699 // acceptable-point fallback. Reporting it as
4700 // `Restoration_Failed` told the caller the model defeated
4701 // the algorithm when it was the cap that stopped it.
4702 if inner_final_iter >= self.max_iter {
4703 IterateOutcome::Terminate(SolverReturn::MaxiterExceeded)
4704 } else if self.restore_acceptable_point() {
4705 IterateOutcome::Terminate(SolverReturn::StopAtAcceptablePoint)
4706 } else {
4707 let diverging = {
4708 let data = self.data.borrow();
4709 match data.curr.as_ref() {
4710 Some(curr) => {
4711 let amax = curr.x.amax();
4712 amax > self.diverging_iterates_tol
4713 && self.divergence_is_true_unboundedness(&*curr.x)
4714 && (amax >= Self::DIVERGENCE_ABS_RUNAWAY
4715 || self.divergence_streak >= Self::DIVERGENCE_PERSIST_ITERS)
4716 }
4717 None => false,
4718 }
4719 };
4720 if diverging {
4721 IterateOutcome::Terminate(SolverReturn::DivergingIterates)
4722 } else {
4723 IterateOutcome::Terminate(SolverReturn::RestorationFailure)
4724 }
4725 }
4726 }
4727 RestorationOutcome::UserRequestedStop => {
4728 // gh#645. Same discipline as the pounce#244 deadline
4729 // exit a few lines up, and for the same reason: the
4730 // recovered point is staged on `data.trial` and we
4731 // return without promoting it, so `data.curr` is still
4732 // the last iterate accepted for the *original* NLP.
4733 // That matters more than the status code to the caller
4734 // this exists for — a controller that aborts on a
4735 // deadline still has to apply something, and the
4736 // subproblem's iterate is not a point it should apply.
4737 IterateOutcome::Terminate(SolverReturn::UserRequestedStop)
4738 }
4739 RestorationOutcome::FeasiblePointFound => {
4740 // Port of `IpIpoptAlg.cpp:542` — the catch of
4741 // `FEASIBILITY_PROBLEM_SOLVED`, thrown by
4742 // `IpRestoMinC_1Nrm.cpp:269` when restoration reaches a
4743 // point feasible for a *square* original NLP. Upstream
4744 // recomputes the multipliers before returning
4745 // `FEASIBLE_POINT_FOUND`; without that step the reported
4746 // dual infeasibility is `∇f` at a point whose status says
4747 // the constraints are satisfied. On the gh#508 probe that
4748 // is the difference between Ipopt's `1.78e-15` and a bare
4749 // `10.0`.
4750 //
4751 // The driver has already promoted the recovered point to
4752 // `data.curr`, so the multipliers are computed at the
4753 // point that will be reported.
4754 if self.is_square_problem() {
4755 self.compute_feasibility_multipliers_postprocess();
4756 }
4757 IterateOutcome::Terminate(SolverReturn::FeasiblePointFound)
4758 }
4759 RestorationOutcome::LocallyInfeasible => {
4760 // Mirrors upstream's catch of `LOCALLY_INFEASIBLE` thrown
4761 // from `IpRestoConvCheck.cpp:240` — the resto sub-IPM
4762 // settled at a stationary point of `||c(x)||_1` whose
4763 // residual is still well above `tol`. Without this
4764 // detection the outer would re-enter restoration on the
4765 // unchanged iterate forever.
4766 //
4767 // gh #505: consult the acceptable-point stash, for the same
4768 // reason the conv-check arm above does and the cycle exits
4769 // already did. This is the *third* site that produced
4770 // `LocalInfeasibility`, and the only one not gated on
4771 // `infeas_max_streak` — which matters, because on the reported
4772 // instance raising that knob to 15 did not move the run by a
4773 // single iteration, so the verdict there is not the outer
4774 // detector's. Whichever route reaches it, a solve that passed
4775 // through an acceptable iterate must not discard it.
4776 //
4777 // Inert on genuinely infeasible models by the same argument as
4778 // the other two: nothing is stashed unless the whole acceptable
4779 // triplet passed, so `terminate_acceptable_or` falls through to
4780 // the verdict unchanged.
4781 self.terminate_local_infeasibility()
4782 }
4783 }
4784 }
4785
4786 /// Safe-slack bound adjustment, applied to the staged `trial`
4787 /// iterate before it is promoted to `curr`. When one or more trial
4788 /// slacks fell below `eps*min(1,mu)`, [`IpoptCalculatedQuantities::
4789 /// adjusted_trial_bounds`] returns the moved `x_L/x_U/d_L/d_U`; we
4790 /// install them on the NLP so the slack becomes representable. Port
4791 /// of the bound-adjustment block in `IpoptAlgorithm::AcceptTrialPoint`
4792 /// (`IpIpoptAlg.cpp:664-706`).
4793 fn adjust_variable_bounds_for_small_slacks(&mut self) {
4794 // Compute the moved bounds (releases the CQ/NLP borrows on return).
4795 let adjusted = {
4796 let trial_set = self.data.borrow().trial.is_some();
4797 if !trial_set {
4798 return;
4799 }
4800 self.cq.borrow().adjusted_trial_bounds()
4801 };
4802 let Some(bounds) = adjusted else {
4803 return;
4804 };
4805 tracing::debug!(
4806 target: "pounce::algorithm",
4807 "slack_move: {} slack(s) too small, adjusting variable bound(s) at iter {}",
4808 bounds.adjusted,
4809 self.data.borrow().iter_count,
4810 );
4811 let nlp = Rc::clone(self.cq.borrow().nlp());
4812 nlp.borrow_mut().adjust_variable_bounds(
4813 &*bounds.x_l,
4814 &*bounds.x_u,
4815 &*bounds.d_l,
4816 &*bounds.d_u,
4817 );
4818 }
4819
4820 /// Refresh the `s`-block factors for
4821 /// `linear_system_scaling=slack-based`.
4822 ///
4823 /// A no-op for every other scaling choice: the flag is set only when
4824 /// the builder installed a `SlackBasedTSymScalingMethod`, and the
4825 /// method itself ignores the push if it never receives one.
4826 ///
4827 /// Silently skips when the quantity cannot be formed — no NLP, no
4828 /// current iterate, no inequality rows, or a primal vector shape the
4829 /// CQ does not recognise. The scaling method then keeps behaving as
4830 /// identity, which is what `linear_system_scaling=none` would have
4831 /// done, so a missing push costs conditioning and never correctness.
4832 fn push_slack_scaling(&mut self) {
4833 if !self.slack_based_scaling {
4834 return;
4835 }
4836 if self.nlp.is_none() {
4837 return;
4838 }
4839 let nx = match self.data.borrow().curr.as_ref() {
4840 Some(c) => c.x.dim(),
4841 None => return,
4842 };
4843 let Some(s_scale) = self.cq.borrow().curr_slack_based_s_scaling() else {
4844 return;
4845 };
4846 if s_scale.is_empty() {
4847 return;
4848 }
4849 if let Some(sd) = self.search_dir.as_mut() {
4850 sd.pd_solver_mut()
4851 .aug_solver_mut()
4852 .set_slack_scaling(nx, &s_scale);
4853 }
4854 }
4855
4856 /// `recalc_y` — replace `y_c`/`y_d` with least-square estimates once
4857 /// the iterate is feasible enough. Port of the `recalc_y_` block in
4858 /// `IpIpoptAlg.cpp:AcceptTrialPoint`.
4859 ///
4860 /// Silently does nothing — leaving the Newton-step multipliers in
4861 /// place — when disabled, when the violation is still above
4862 /// `recalc_y_feas_tol`, when there is nothing to estimate, or when
4863 /// the augmented-system solve fails. A failed estimate is not an
4864 /// error: the multipliers we already have are valid, just less
4865 /// accurate, so falling back to them costs accuracy and never
4866 /// correctness. Same reasoning as the initializer's `y0` fallback in
4867 /// `init/default.rs`.
4868 fn maybe_recalc_y(&mut self) {
4869 if !self.recalc_y {
4870 return;
4871 }
4872 let Some(nlp) = self.nlp.as_ref().map(Rc::clone) else {
4873 return;
4874 };
4875 // Feasibility gate. Upstream compares against the same
4876 // `curr_constraint_violation` the convergence check uses.
4877 if self.cq.borrow().curr_constraint_violation() >= self.recalc_y_feas_tol {
4878 return;
4879 }
4880 let (n_yc, n_yd) = {
4881 let d = self.data.borrow();
4882 match d.curr.as_ref() {
4883 Some(c) => (c.y_c.dim(), c.y_d.dim()),
4884 None => return,
4885 }
4886 };
4887 if n_yc + n_yd == 0 {
4888 return;
4889 }
4890 // The augmented-system solver is owned by the search-direction
4891 // calculator, as it is for the initializer's least-square call.
4892 let Some(sd) = self.search_dir.as_mut() else {
4893 return;
4894 };
4895 let mut new_y_c = pounce_linalg::dense_vector::DenseVectorSpace::new(n_yc).make_new_dense();
4896 let mut new_y_d = pounce_linalg::dense_vector::DenseVectorSpace::new(n_yd).make_new_dense();
4897 let mut pd_guard = sd.pd_solver_mut();
4898 // This was the first call site to drop review item M3's 1e-8
4899 // perturbation (#688), on the argument that `recalc_y` overwrites
4900 // `y` every iteration — so a bias in the estimator is a *fixed
4901 // point* rather than a transient, nothing downstream corrects it,
4902 // and it lands directly in `inf_du`, the quantity the run is
4903 // judged on. gh#693 extended the same treatment to the other
4904 // three sites, so `calculate_y_eq` no longer takes a flag: every
4905 // caller now gets δ=0 with the perturbed solve as a retry.
4906 let ok = self.bundle.eq_mult.calculate_y_eq(
4907 &self.data,
4908 &self.cq,
4909 &nlp,
4910 pd_guard.aug_solver_mut(),
4911 &mut new_y_c,
4912 &mut new_y_d,
4913 );
4914 drop(pd_guard);
4915 if !ok {
4916 tracing::debug!(
4917 target: "pounce::algorithm",
4918 "recalc_y: least-square solve failed at iter {}, keeping Newton multipliers",
4919 self.data.borrow().iter_count,
4920 );
4921 return;
4922 }
4923 // Mark the iteration, exactly as upstream does
4924 // (`IpData().Append_info_string("y ")` in
4925 // `IpIpoptAlg.cpp:AcceptTrialPoint`). Without it the iteration
4926 // log gives no way to tell which iterations re-estimated `y`
4927 // and which carried the Newton multipliers — and when a solve
4928 // stalls with an oscillating `inf_du`, whether the oscillation
4929 // tracks the re-estimation is the first thing worth knowing.
4930 self.data.borrow_mut().append_info_string("y ");
4931
4932 // Share x/s/z/v; swap only the equality/inequality multipliers.
4933 let curr = match self.data.borrow().curr.clone() {
4934 Some(c) => c,
4935 None => return,
4936 };
4937 let new_iv = crate::iterates_vector::IteratesVector::new(
4938 curr.x.clone(),
4939 curr.s.clone(),
4940 Rc::new(new_y_c),
4941 Rc::new(new_y_d),
4942 curr.z_l.clone(),
4943 curr.z_u.clone(),
4944 curr.v_l.clone(),
4945 curr.v_u.clone(),
4946 );
4947 self.data.borrow_mut().set_curr(new_iv);
4948 }
4949
4950 /// Port of `IpoptCalculatedQuantities::IsSquareProblem`
4951 /// (`IpIpoptCalculatedQuantities.cpp:3732`): as many equality
4952 /// constraints as variables, so the NLP has zero degrees of freedom.
4953 /// There is nothing to optimise — only a system to solve — and the
4954 /// objective is decorative.
4955 ///
4956 /// The consequence that matters is algebraic. `J_c` is square, so the
4957 /// least-square multiplier system `J_cᵀ y = −∇f (+ bound terms)` is
4958 /// exactly solvable and the dual residual can always be driven to
4959 /// zero, however large `y` has to be. On a non-square problem it
4960 /// generally cannot, which is why this is the right gate and not a
4961 /// heuristic.
4962 fn is_square_problem(&self) -> bool {
4963 match self.data.borrow().curr.as_ref() {
4964 Some(c) => c.x.dim() == c.y_c.dim(),
4965 None => false,
4966 }
4967 }
4968
4969 /// Zero the four bound multipliers and replace `y_c`/`y_d` with the
4970 /// least-square multipliers of the resulting feasibility problem —
4971 /// the shared body of `ComputeFeasibilityMultipliers`
4972 /// (`IpIpoptAlg.cpp:893-922`) and
4973 /// `ComputeFeasibilityMultipliersPostprocess` (`cpp:964-984`), which
4974 /// upstream writes out twice.
4975 ///
4976 /// Returns the iterate that was in place beforehand, so a caller that
4977 /// must be able to undo the swap can. `None` means nothing was
4978 /// installed — no iterate, no multipliers, or the least-square solve
4979 /// failed — in which case the original iterate is left untouched.
4980 fn install_feasibility_multipliers(
4981 &mut self,
4982 ) -> Option<crate::iterates_vector::IteratesVector> {
4983 let nlp = self.nlp.as_ref().map(Rc::clone)?;
4984 let curr_backup = self.data.borrow().curr.clone()?;
4985 let (n_yc, n_yd) = (curr_backup.y_c.dim(), curr_backup.y_d.dim());
4986 if n_yc + n_yd == 0 {
4987 return None;
4988 }
4989
4990 // Zero the bound multipliers and install that iterate *before* the
4991 // solve, so the least-square RHS is the feasibility problem's
4992 // (`cpp:893-910`): the calculator reads `curr`, so the zeroing has
4993 // to be visible to it, not applied to the result afterwards.
4994 let zeroed = |v: &Rc<dyn Vector>| -> Rc<dyn Vector> {
4995 let mut t = v.make_new();
4996 t.set(0.0);
4997 Rc::from(t)
4998 };
4999 let z_l = zeroed(&curr_backup.z_l);
5000 let z_u = zeroed(&curr_backup.z_u);
5001 let v_l = zeroed(&curr_backup.v_l);
5002 let v_u = zeroed(&curr_backup.v_u);
5003 self.data
5004 .borrow_mut()
5005 .set_curr(crate::iterates_vector::IteratesVector::new(
5006 curr_backup.x.clone(),
5007 curr_backup.s.clone(),
5008 curr_backup.y_c.clone(),
5009 curr_backup.y_d.clone(),
5010 z_l.clone(),
5011 z_u.clone(),
5012 v_l.clone(),
5013 v_u.clone(),
5014 ));
5015
5016 let mut new_y_c = pounce_linalg::dense_vector::DenseVectorSpace::new(n_yc).make_new_dense();
5017 let mut new_y_d = pounce_linalg::dense_vector::DenseVectorSpace::new(n_yd).make_new_dense();
5018 let ok = match self.search_dir.as_mut() {
5019 None => false,
5020 Some(sd) => {
5021 let mut pd_guard = sd.pd_solver_mut();
5022 let ok = self.bundle.eq_mult.calculate_y_eq(
5023 &self.data,
5024 &self.cq,
5025 &nlp,
5026 pd_guard.aug_solver_mut(),
5027 &mut new_y_c,
5028 &mut new_y_d,
5029 );
5030 drop(pd_guard);
5031 ok
5032 }
5033 };
5034 if !ok {
5035 // `cpp:986` logs a warning and keeps whatever `y` was there.
5036 tracing::debug!(
5037 target: "pounce::algorithm",
5038 "square problem: least-square multiplier solve failed, keeping Newton multipliers",
5039 );
5040 self.data.borrow_mut().set_curr(curr_backup);
5041 return None;
5042 }
5043
5044 self.data
5045 .borrow_mut()
5046 .set_curr(crate::iterates_vector::IteratesVector::new(
5047 curr_backup.x.clone(),
5048 curr_backup.s.clone(),
5049 Rc::new(new_y_c),
5050 Rc::new(new_y_d),
5051 z_l,
5052 z_u,
5053 v_l,
5054 v_u,
5055 ));
5056 Some(curr_backup)
5057 }
5058
5059 /// Port of `IpoptAlgorithm::ComputeFeasibilityMultipliersPostprocess`
5060 /// (`IpIpoptAlg.cpp:949`). Same swap as
5061 /// [`Self::compute_feasibility_multipliers`], but unconditional: the
5062 /// run is over and the point has already been judged, so there is no
5063 /// convergence check to gate on and nothing to restore. Called on the
5064 /// two square-problem exits that report a feasible point
5065 /// (`cpp:484`, `cpp:542`), whose whole claim is that the constraints
5066 /// are satisfied — reporting `∇f` as the dual residual of such a point
5067 /// would contradict the status printed next to it.
5068 fn compute_feasibility_multipliers_postprocess(&mut self) {
5069 debug_assert!(self.is_square_problem());
5070 let _ = self.install_feasibility_multipliers();
5071 }
5072
5073 /// Port of `IpoptAlgorithm::ComputeFeasibilityMultipliers`
5074 /// (`IpIpoptAlg.cpp:857`). On a square problem, once the iterate is
5075 /// primal-feasible to `constr_viol_tol`, re-estimate `y_c`/`y_d` as
5076 /// the multipliers of the *feasibility* problem: zero the four bound
5077 /// multipliers and take the least-square `y` against that iterate. If
5078 /// the convergence check then accepts, keep them; otherwise restore
5079 /// the iterate untouched.
5080 ///
5081 /// Why it exists (gh#508). A square problem is a system of equations.
5082 /// If the solver has found a point satisfying them to the tolerance
5083 /// the user declared, that point *is* the answer, and the leftover
5084 /// objective gradient is not evidence of anything. Without this,
5085 /// `inf_du` carries `∇f` — on the gh#508 probe `|2(x−5)| = 10` at a
5086 /// point whose violation is `1e-4` inside a `constr_viol_tol` of
5087 /// `1e-3` — the convergence check refuses, and the rapid-infeasibility
5088 /// detector convicts a point Ipopt calls feasible.
5089 ///
5090 /// Note the double convergence check, which is upstream's too: one to
5091 /// decide whether to bother (`cpp:880`), one to decide whether to keep
5092 /// the result (`cpp:924`). Both go through
5093 /// [`ConvergenceCheck::probe_convergence`], not the real check —
5094 /// upstream can afford `CheckConvergence` here because the only state
5095 /// it carries is `acceptable_counter_`, whereas pounce's also carries
5096 /// the gh#505 rapid-infeasibility streak, the gh#200 veto budget and
5097 /// the gh#533 progress window. Advancing those three times per
5098 /// iteration instead of once is not a faithful port of anything: on
5099 /// the gh#508 probe it moved the infeasibility conviction from
5100 /// iteration 86 to 33.
5101 fn compute_feasibility_multipliers(&mut self) {
5102 debug_assert!(self.is_square_problem());
5103
5104 // Not primal feasible yet → no multipliers to compute (cpp:864).
5105 // Upstream measures this on the *unscaled* violation in the max
5106 // norm, against `constr_viol_tol`.
5107 let constr_viol_tol = self.bundle.conv_check.constr_viol_tol_or_default();
5108 if self.cq.borrow().curr_unscaled_primal_infeasibility_max() > constr_viol_tol {
5109 return;
5110 }
5111
5112 // No calculator → upstream logs and leaves `y` alone (cpp:872).
5113 if self.nlp.is_none() {
5114 return;
5115 }
5116
5117 // `iter_count + 1`: see the call site. Upstream has already
5118 // incremented when it reaches here.
5119 let iter_count = self.data.borrow().iter_count + 1;
5120 let nlp_err = self.cq.borrow().curr_nlp_error();
5121 if !nlp_err.is_finite() {
5122 return;
5123 }
5124
5125 // Already converged, or out of iterations/time → do not touch the
5126 // multipliers (cpp:884). `Continue` is the case worth acting on:
5127 // it usually means dual feasibility is what is still missing.
5128 if self
5129 .bundle
5130 .conv_check
5131 .probe_convergence(nlp_err, iter_count, &self.data, &self.cq)
5132 != ConvergenceStatus::Continue
5133 {
5134 return;
5135 }
5136
5137 let Some(curr_backup) = self.install_feasibility_multipliers() else {
5138 return;
5139 };
5140
5141 // Keep them only if they actually buy a verdict (cpp:924).
5142 let nlp_err = self.cq.borrow().curr_nlp_error();
5143 if nlp_err.is_finite()
5144 && matches!(
5145 self.bundle
5146 .conv_check
5147 .probe_convergence(nlp_err, iter_count, &self.data, &self.cq,),
5148 ConvergenceStatus::Converged | ConvergenceStatus::ConvergedToAcceptable
5149 )
5150 {
5151 // Upstream marks nothing here; `"y "` is `recalc_y`'s. Use a
5152 // distinct tag so the iteration log says which mechanism
5153 // moved the multipliers.
5154 self.data.borrow_mut().append_info_string("f ");
5155 return;
5156 }
5157
5158 tracing::debug!(
5159 target: "pounce::algorithm",
5160 "square problem: feasibility multipliers at iter {} did not converge the check, restoring",
5161 iter_count,
5162 );
5163 self.data.borrow_mut().set_curr(curr_backup);
5164 }
5165
5166 /// Port of `IpIpoptAlg::correct_bound_multiplier`
5167 /// (`IpIpoptAlg.cpp:1055-1134`). Clamp each bound multiplier
5168 /// component into `[mu/(kappa_sigma * s_i), kappa_sigma * mu / s_i]`
5169 /// for all four bound-multiplier vectors.
5170 fn correct_bound_multiplier(&mut self) {
5171 if self.kappa_sigma < 1.0 {
5172 return;
5173 }
5174 let mu = self.data.borrow().curr_mu;
5175 let curr = match self.data.borrow().curr.clone() {
5176 Some(c) => c,
5177 None => return,
5178 };
5179
5180 let cq = self.cq.borrow();
5181
5182 let z_l_new = clamp_against_slack(&*curr.z_l, &*cq.curr_slack_x_l(), mu, self.kappa_sigma);
5183 let z_u_new = clamp_against_slack(&*curr.z_u, &*cq.curr_slack_x_u(), mu, self.kappa_sigma);
5184 let v_l_new = clamp_against_slack(&*curr.v_l, &*cq.curr_slack_s_l(), mu, self.kappa_sigma);
5185 let v_u_new = clamp_against_slack(&*curr.v_u, &*cq.curr_slack_s_u(), mu, self.kappa_sigma);
5186 drop(cq);
5187
5188 let new_iv = crate::iterates_vector::IteratesVector::new(
5189 curr.x.clone(),
5190 curr.s.clone(),
5191 curr.y_c.clone(),
5192 curr.y_d.clone(),
5193 z_l_new,
5194 z_u_new,
5195 v_l_new,
5196 v_u_new,
5197 );
5198 self.data.borrow_mut().set_curr(new_iv);
5199 }
5200
5201 /// Outer entry point — port of `IpoptAlgorithm::Optimize()`. Calls
5202 /// the iterate-initializer once, then loops `iterate()` until a
5203 /// terminal status. The exception → SolverReturn mapping
5204 /// (TINY_STEP_DETECTED → STEP_BECOMES_TINY,
5205 /// RESTORATION_FAILED → RESTORATION_FAILURE, etc.) lands in
5206 /// Phase 9 alongside the restoration phase.
5207 /// Run the solve and finalize its result.
5208 ///
5209 /// A thin wrapper on purpose. The gh #200 fallback must see **every** exit
5210 /// of the driver loop, and wiring it into individual termination sites was
5211 /// tried and failed — there are sixteen, and the ones easiest to overlook
5212 /// are the ones most likely to matter. Keeping the loop in a separate
5213 /// function means every `return` inside it, present or future, flows through
5214 /// [`Self::honour_refused_certificate`] by construction rather than by the
5215 /// author remembering to.
5216 ///
5217 /// This got more important once the fallback started changing the status in
5218 /// *both* directions: it can now hand back `StopAtAcceptablePoint` for a
5219 /// `Success` it was given. Anything reading `result` before the hook is
5220 /// reading a status that is not the one reported.
5221 pub fn optimize(&mut self) -> SolverReturn {
5222 let result = self.optimize_inner();
5223
5224 // gh #200: a refused certificate outranks any non-success verdict the
5225 // continued run reached, and an earlier refusal can outrank the
5226 // continued run's own certificate. Applied here, once.
5227 let result = self.honour_refused_certificate(result);
5228
5229 // pounce#250 follow-up: the dual-divergence guard's diversion to
5230 // restoration is a bet, and a lost bet must not return a worse point
5231 // than the solve already had in hand. Applied here, once, for the same
5232 // reason the #200 hook is — every `return` in the loop flows through
5233 // this point by construction.
5234 let result = self.honour_best_acceptable_after_dual_guard(result);
5235
5236 // gh #534: deferring the acceptable-point restoration decline is also a
5237 // bet, and this is the net under it — a continuation that did not beat
5238 // the point the guard would have returned hands that point back. Last of
5239 // the three, so it compares against whatever the hooks above settled on.
5240 let result = self.honour_decline_floor(result);
5241
5242 // gh #797: leaving a certified stationary point along a direction of
5243 // negative curvature is a bet placed *from* a certificate, so it is
5244 // settled last — whatever the hooks above arrived at, the escape either
5245 // beat the point it left with a certificate of its own or that point is
5246 // handed back.
5247 let result = self.honour_neg_curv_floor(result);
5248
5249 // Terminal post-mortem checkpoint. Skipped when the user already
5250 // asked to stop (they were just at a prompt); otherwise the
5251 // debugger gets a last look at the final/failing iterate.
5252 if !matches!(result, SolverReturn::UserRequestedStop) {
5253 self.fire_debug_terminal(result);
5254 }
5255 result
5256 }
5257
5258 fn optimize_inner(&mut self) -> SolverReturn {
5259 // Top-level span for the whole solve; every iteration / linear
5260 // solve / restoration event nests under it (pounce#71).
5261 let _solve_span = tracing::info_span!("solve").entered();
5262
5263 // Shared timing accumulator — every phase below records into it.
5264 let timing = self.data.borrow().timing.clone();
5265
5266 // Install the shared accumulator on the augmented-system solver
5267 // so its factor / back-solve calls are attributed to
5268 // `linear_system_factorization` / `linear_system_back_solve`.
5269 // Same pattern for the diagnostics state when present, so KKT
5270 // dump sites can consult per-iter gating.
5271 if let Some(sd) = self.search_dir.as_mut() {
5272 sd.pd_solver_mut()
5273 .aug_solver_mut()
5274 .set_timing_stats(std::rc::Rc::clone(&timing));
5275 if let Some(diag) = self.diagnostics.as_ref() {
5276 sd.pd_solver_mut()
5277 .aug_solver_mut()
5278 .set_diagnostics(Rc::clone(diag));
5279 }
5280 }
5281
5282 // 0a. Strategy initialization — port of upstream's
5283 // `IpoptAlgorithm::InitializeImpl` calls. The mu update needs
5284 // `data.curr_mu`/`curr_tau` seeded before the iterate
5285 // initializer runs (`CalculateSafeSlack` reads them).
5286 self.bundle.mu_update.initialize(&self.data);
5287
5288 // 0b. Iterate initializer. Requires NLP; without one the caller
5289 // must have populated `data.curr` themselves.
5290 if let Some(nlp) = self.nlp.as_ref() {
5291 // The initializer needs an aug-system solver for the
5292 // least-square multiplier branch; until that's wired we
5293 // route through whatever the search-direction calculator
5294 // owns when present. For the stub flow we skip the LSM
5295 // path by giving the initializer a dummy solver only if
5296 // the search_dir is present (otherwise the init function
5297 // is responsible for not consulting it).
5298 if let Some(sd) = self.search_dir.as_mut() {
5299 timing.initialize_iterates.start();
5300 let mut pd_guard = sd.pd_solver_mut();
5301 let aug_solver = pd_guard.aug_solver_mut();
5302 let ok = self
5303 .bundle
5304 .init
5305 .set_initial_iterates(&self.data, &self.cq, nlp, aug_solver);
5306 drop(pd_guard);
5307 timing.initialize_iterates.end();
5308 if !ok {
5309 return SolverReturn::InvalidProblemDefinition;
5310 }
5311 }
5312 }
5313
5314 // 0c. Seed `IpoptData::w` with the initial-iterate Hessian.
5315 // Redundant with the iter-body `update_hessian` call (which
5316 // now runs BEFORE `update_barrier_parameter`) but kept to
5317 // cover any code path that consults `data.w` between
5318 // `set_initial_iterates` and the first `iterate()` call
5319 // (e.g. the iter-0 trace dump below).
5320 if self.data.borrow().curr.is_some() {
5321 timing.update_hessian.start();
5322 let _ = self.bundle.hess.update_hessian(&self.data, &self.cq);
5323 timing.update_hessian.end();
5324 }
5325
5326 // Track-A iterate-trace dumper. Activated by
5327 // `IPOPT_ITER_DUMP_PATH`; otherwise no-op. See `iter_dump.rs`.
5328 let mut dumper = IterDumper::from_env();
5329 // Iter 0 record — captures the initialised iterate before any
5330 // step. Mirrors upstream's "after InitializeIterates(), before
5331 // the loop" emission point.
5332 if let Some(d) = dumper.as_mut() {
5333 d.write_record(&self.data, &self.cq);
5334 }
5335
5336 // Advance the diagnostics iter counter so the first `iterate()`
5337 // body reports as iter 0 (matches `data.iter_count`). Subsequent
5338 // bumps live at the bottom of the loop alongside the iter_count
5339 // bookkeeping.
5340 if let Some(diag) = self.diagnostics.as_ref() {
5341 diag.bump_iter();
5342 // Iter-0 iterate row (issue #68). Same hook point as
5343 // the binary IterDumper above; emits only when
5344 // `--dump iterates:*` is configured.
5345 emit_iterate_record(diag.as_ref(), &self.data, &self.cq);
5346 }
5347
5348 // Iter 0 intermediate callback — upstream fires once after
5349 // `InitializeIterates` before the loop body starts so users
5350 // observe the initial point.
5351 if !self.fire_intermediate() {
5352 return SolverReturn::UserRequestedStop;
5353 }
5354 if self.fire_debug(crate::debug::Checkpoint::IterStart) == crate::debug::DebugAction::Stop {
5355 return SolverReturn::UserRequestedStop;
5356 }
5357
5358 // pounce#246: bound the initialization / restoration-entry window.
5359 // Everything above — `mu_update.initialize`, `set_initial_iterates`
5360 // (which for a bad warm start can grind in its least-square /
5361 // feasibility setup), and the initial `update_hessian` — runs
5362 // *before* the first `iterate()`, whose convergence check and
5363 // post-`compute_search_direction` gate are the earliest deadline
5364 // checks (#242/#244/#245). A solve handed a poor warm start could
5365 // therefore spend the whole budget here and only consult the
5366 // deadline once it reached the first outer-iteration /
5367 // KKT-factorization boundary. Consult it now, before the loop, so a
5368 // bad-start init stall returns promptly with the time-limit status
5369 // (best-so-far being the initialised iterate) instead of running to
5370 // a multiple of the budget. This also bounds the *restoration
5371 // entry*: the nested restoration IPM shares this `Deadline` and runs
5372 // the same `optimize_inner`, so a budget already crossed by the time
5373 // the inner solve starts up terminates it here rather than after its
5374 // own first iterate.
5375 if let Some(ret) = self.deadline_status() {
5376 return ret;
5377 }
5378
5379 let result = loop {
5380 match self.iterate() {
5381 IterateOutcome::Terminate(ret) => break ret,
5382 IterateOutcome::Continue => {
5383 // Source the local counter from `data.iter_count`
5384 // each pass so a pre-seeded counter (e.g. the inner
5385 // restoration IPM at `outer.iter + 1`, matching
5386 // upstream `IpRestoMinC_1Nrm.cpp:181`) and any
5387 // restoration step that set
5388 // `data.iter_count = inner.iter_count - 1`
5389 // (mirroring `IpRestoMinC_1Nrm.cpp:Set_iter_count`)
5390 // are honored — without this the local counter
5391 // would advance from its pre-restoration value,
5392 // ignoring the inner-IPM iterations.
5393 let mut iter_count: Index = self.data.borrow().iter_count;
5394 iter_count += 1;
5395 // Do NOT short-circuit to `MaxiterExceeded` here: bump the
5396 // counter and loop, letting the next `iterate()` run its
5397 // convergence check (`OptimalityErrorConvergenceCheck`,
5398 // which tests the component tolerances *before* its own
5399 // `iter_count >= max_iter` gate at
5400 // `conv_check/opt_error.rs`). Breaking before that call
5401 // skipped the convergence test on the iterate produced by
5402 // the final permitted step, so a solve converging on
5403 // exactly the `max_iter`-th iterate reported
5404 // `Maximum_Iterations_Exceeded` where upstream Ipopt —
5405 // which runs `CheckConvergence` at the top of its loop,
5406 // convergence-first — reports success. The check is
5407 // guaranteed to terminate the loop: once `iter_count`
5408 // reaches `max_iter`, `check_convergence_with_state`
5409 // returns either `Converged`/`ConvergedToAcceptable` or
5410 // `MaxIterExceeded`, never `Continue` (L1).
5411 self.data.borrow_mut().iter_count = iter_count;
5412 // Floor evidence for restoration's gh#661 divergence
5413 // guard: how long this solve has sat at a violation
5414 // it could not get below. Sampled here, once per
5415 // accepted iterate, from the same quantity the
5416 // `inf_pr` column reports — so it is free, and it
5417 // sees the whole outer trajectory rather than the
5418 // handful of iterations a restoration sub-solve runs.
5419 // The nested restoration IPM reaches this line too,
5420 // but writes its own `IpoptData`, so the two
5421 // trajectories never mix.
5422 let inf_pr_now = self.cq.borrow().curr_primal_infeasibility_max();
5423 self.data.borrow_mut().inf_pr_floor.observe(inf_pr_now);
5424 // Keep the diagnostics counter in lock-step with
5425 // `data.iter_count` so KKT-dump gating reflects the
5426 // about-to-execute iteration.
5427 if let Some(diag) = self.diagnostics.as_ref() {
5428 diag.bump_iter();
5429 // Per-iter iterate row (issue #68). Mirrors
5430 // the binary IterDumper hook below.
5431 emit_iterate_record(diag.as_ref(), &self.data, &self.cq);
5432 }
5433 // Per-iteration record — emitted after the
5434 // iter_count bump so the recorded `iter` field
5435 // matches `IpData().iter_count()` at the moment of
5436 // emission, identical to upstream's writer.
5437 if let Some(d) = dumper.as_mut() {
5438 d.write_record(&self.data, &self.cq);
5439 }
5440 // Per-iteration intermediate callback — fired with
5441 // an `IntermediateContext` guard so downstream
5442 // inspector entry points (the C API
5443 // `GetIpoptCurrent*` family) see live state for the
5444 // duration of the user callback.
5445 if !self.fire_intermediate() {
5446 break SolverReturn::UserRequestedStop;
5447 }
5448 if self.fire_debug(crate::debug::Checkpoint::IterStart)
5449 == crate::debug::DebugAction::Stop
5450 {
5451 break SolverReturn::UserRequestedStop;
5452 }
5453 }
5454 }
5455 };
5456
5457 result
5458 }
5459}
5460
5461/// A termination certificate the masked-scale veto refused (gh #200), with
5462/// everything the fallback needs to undo the refusal verbatim.
5463///
5464/// One struct rather than a field per component. The fallback is only correct if
5465/// these all describe *the same iterate*, and parallel `Option`s make
5466/// "objective recorded, iterate missing" representable — which was reachable:
5467/// the iterate is cloned out of `data.curr` and can come back `None`, while the
5468/// objective and barrier parameter were written unconditionally. Capture is now
5469/// all-or-nothing, so the disagreement cannot be constructed.
5470#[derive(Clone)]
5471struct VetoSnapshot {
5472 /// The refused iterate itself.
5473 iterate: crate::iterates_vector::IteratesVector,
5474 /// Iteration at which the refusal happened.
5475 ///
5476 /// Needed to identify which refusal is the *baseline-equivalent* one. The
5477 /// baseline stops at the first iterate where it would terminate, so when
5478 /// both a strict and an acceptable-level refusal are on record it is the
5479 /// chronologically earlier one that says what the baseline returned — not
5480 /// the stricter one. The later refusal sits on the continued trajectory,
5481 /// which the baseline never walked, so comparing against it compares
5482 /// against a point that was never on offer.
5483 iter: Index,
5484 /// Scaled objective there, so the refused point can be compared against
5485 /// whatever the continued run reached without re-evaluating it.
5486 obj: Number,
5487 /// Barrier parameter there.
5488 ///
5489 /// `curr_mu` lives on `IpoptData` rather than in the `IteratesVector`, so
5490 /// restoring the iterate does not rewind it, and `stats.final_mu` is read
5491 /// after the restore — leaving the continued run's barrier parameter
5492 /// reported next to the refused run's `x`. That pair feeds a warm-started
5493 /// corrector's `mu_init` and reaches callers as `info["mu"]`, so it must
5494 /// describe the point actually returned. (Not currently observable: `mu` has
5495 /// bottomed out at its floor in every fallback case reachable so far, making
5496 /// the two values coincide. Kept correct rather than left to depend on that.)
5497 mu: Number,
5498 /// Max-norm unscaled KKT error there, so the tiebreak can see what
5499 /// `apply_kkt_fidelity_gate` will see. Recorded at refusal time because the
5500 /// gate runs post-solve, long after this iterate is gone.
5501 unscaled_kkt: Number,
5502 /// Unscaled max-norm constraint violation there — the same quantity the
5503 /// `acceptable_constr_viol_tol` gate is defined against
5504 /// (`curr_unscaled_primal_infeasibility_max`, cf. gh #261). The
5505 /// best-acceptable fallback ranks candidates by `(feasible_enough,
5506 /// objective)` rather than objective alone, so a point outside a capped
5507 /// feasibility band can never displace one inside it on objective grounds;
5508 /// without this field the ranking has no feasibility term and, under a
5509 /// user-widened `acceptable_constr_viol_tol`, will trade feasibility for
5510 /// objective and hand back a verifiably infeasible point under a success
5511 /// status (gh #267). Unused by the gh #200 masked-scale paths, which key on
5512 /// objective only.
5513 constr_viol: Number,
5514 /// Objective scaling factor in force when `obj` was recorded.
5515 ///
5516 /// `obj` is a *scaled* objective, so comparing it against the continued
5517 /// run's is only meaningful under the same factor, sign included. Held so
5518 /// that assumption is asserted rather than trusted: periodic or adaptive
5519 /// rescaling is a natural thing to add for exactly the ill-scaled problems
5520 /// this mechanism targets, and it would silently turn the comparison into
5521 /// noise.
5522 obj_scale: Number,
5523}
5524
5525/// Internal result of one [`IpoptAlgorithm::iterate`] call. Mirrors the
5526/// upstream try/catch around `IpoptAlg::Optimize` — anything that's not
5527/// `Continue` carries the [`SolverReturn`] that the outer loop will
5528/// surface to `IpoptApplication`.
5529enum IterateOutcome {
5530 Continue,
5531 Terminate(SolverReturn),
5532}
5533
5534/// Feasibility-aware ranking core for the best-acceptable fallback (gh #267).
5535///
5536/// `true` iff candidate `(a_obj, a_viol)` ranks **strictly** better than
5537/// `(b_obj, b_viol)` under the `(band_clamped_viol, objective)` key, where each
5538/// violation is clamped up to `band` before it is compared. Lexicographic: the
5539/// point with the smaller clamped violation wins outright; only when the clamped
5540/// violations tie does the lower objective decide. A non-finite objective ranks
5541/// worst (never wins, always loses to a finite one); a non-finite violation is
5542/// treated as infinitely infeasible.
5543///
5544/// The clamp is what makes this a **total order** rather than a two-class
5545/// partition, and it is the whole gh #280 fix. Clamping the violation *up* to
5546/// `band` collapses every point inside the feasibility band to the single value
5547/// `band`, so within the band those points tie on feasibility and objective
5548/// decides — the intended, gh #267-preserving behaviour. Outside the band the
5549/// clamp is the identity, so the *actual* violation decides and the
5550/// less-infeasible point always wins. The earlier `(feasible_enough, objective)`
5551/// key was a two-class partition: once **both** points sat outside the band it
5552/// fell through to a bare `a_obj < b_obj`, reading neither violation — the exact
5553/// pre-#267 objective-only rule, which lets a strictly-more-infeasible point win
5554/// on objective (gh #280). Under the clamped key a strictly-more-infeasible
5555/// point can never rank better, at any band.
5556///
5557/// Pure and total, so the fallback's "never worse off" guarantee is a theorem
5558/// this function's unit tests prove by cases — host-independent by construction,
5559/// unlike an end-to-end objective comparison across two live nonconvex solves
5560/// (the trap gh #267 caught). [`IpoptAlgorithm::ranks_better`] supplies `band`
5561/// as `min(acceptable_constr_viol_tol, FEASIBLE_ENOUGH_CAP)`; both the record
5562/// and the read side route through here, so they cannot disagree.
5563/// Append `value` to a fixed-capacity oldest-first window, dropping the oldest
5564/// sample once the window is full (gh #534).
5565fn push_sample(buf: &mut [Number; DECLINE_PROGRESS_SAMPLES], len: &mut usize, value: Number) {
5566 if *len < DECLINE_PROGRESS_SAMPLES {
5567 buf[*len] = value;
5568 *len += 1;
5569 } else {
5570 buf.rotate_left(1);
5571 buf[DECLINE_PROGRESS_SAMPLES - 1] = value;
5572 }
5573}
5574
5575/// Whether every consecutive pair in `samples` (oldest first) contracted by at
5576/// least `ratio` — the gh #534 progress test, as a pure function.
5577///
5578/// A sample that is not finite, or a predecessor that is not strictly positive,
5579/// fails the window: neither is evidence of progress, and a zero predecessor
5580/// makes the ratio meaningless. A `ratio` of `1` admits any non-increasing
5581/// window, and a large one admits every finite window — which is how
5582/// `resto_decline_progress_ratio` doubles as the "drop the progress
5583/// requirement" switch.
5584///
5585/// Pure and total for the same reason [`ranks_better_within_band`] is: the two
5586/// traces the issue records — `eigena2` quartering and `eigenb2` rising — decide
5587/// what this must do, and a unit test can hold it to them exactly.
5588fn window_is_contracting(samples: &[Number], ratio: Number) -> bool {
5589 samples.windows(2).all(|w| {
5590 let (prev, next) = (w[0], w[1]);
5591 prev.is_finite() && prev > 0.0 && next.is_finite() && next <= ratio * prev
5592 })
5593}
5594
5595fn ranks_better_within_band(
5596 a_obj: Number,
5597 a_viol: Number,
5598 b_obj: Number,
5599 b_viol: Number,
5600 band: Number,
5601) -> bool {
5602 if !a_obj.is_finite() {
5603 return false;
5604 }
5605 if !b_obj.is_finite() {
5606 return true;
5607 }
5608 // Clamp each violation up to `band`: everything inside the feasibility band
5609 // maps to the single value `band` (so objective decides there), while outside
5610 // it the actual violation is kept (so the less-infeasible point strictly
5611 // wins). A non-finite violation is infinitely infeasible. This is a total
5612 // order — a strictly-more-infeasible point can never rank better (gh #280).
5613 let clamped = |v: Number| {
5614 if v.is_finite() {
5615 v.max(band)
5616 } else {
5617 Number::INFINITY
5618 }
5619 };
5620 let (a_key, b_key) = (clamped(a_viol), clamped(b_viol));
5621 if a_key != b_key {
5622 // The less-infeasible point wins outright, whatever the objectives.
5623 return a_key < b_key;
5624 }
5625 // Same clamped feasibility (both inside the band, or an exact tie outside it):
5626 // lower objective wins (the original within-band behaviour).
5627 a_obj < b_obj
5628}
5629
5630/// `||a - b||_2 / (1 + ||b||_2)`. Used by the restoration cycle
5631/// detector in [`IpoptAlgorithm::invoke_restoration`] to test whether
5632/// the outer iterate has moved between two consecutive restoration
5633/// entries.
5634fn relative_distance(a: &dyn Vector, b: &dyn Vector) -> Number {
5635 if a.dim() == 0 {
5636 return 0.0;
5637 }
5638 let mut diff = a.make_new_copy();
5639 diff.axpy(-1.0, b);
5640 diff.nrm2() / (1.0 + b.nrm2())
5641}
5642
5643/// `out = curr + α_p · δ` for the primal/equality blocks and
5644/// `out = curr + α_d · δ` for the bound multipliers, returned as a
5645/// fresh frozen `IteratesVector`. Mirrors `scaled_step` in the line
5646/// search; duplicated here for the tiny-step branch which bypasses
5647/// the line-search driver.
5648fn scaled_step_unchecked(
5649 curr: &crate::iterates_vector::IteratesVector,
5650 delta: &crate::iterates_vector::IteratesVector,
5651 alpha_primal: Number,
5652 alpha_dual: Number,
5653) -> crate::iterates_vector::IteratesVector {
5654 let mut out = curr.make_new_zeroed();
5655 out.add_one_vector(1.0, curr, 0.0);
5656 out.x.axpy(alpha_primal, &*delta.x);
5657 out.s.axpy(alpha_primal, &*delta.s);
5658 out.y_c.axpy(alpha_primal, &*delta.y_c);
5659 out.y_d.axpy(alpha_primal, &*delta.y_d);
5660 out.z_l.axpy(alpha_dual, &*delta.z_l);
5661 out.z_u.axpy(alpha_dual, &*delta.z_u);
5662 out.v_l.axpy(alpha_dual, &*delta.v_l);
5663 out.v_u.axpy(alpha_dual, &*delta.v_u);
5664 out.freeze()
5665}
5666
5667/// Allocate a fresh `Rc<dyn Vector>` with `kappa_sigma_clamp`
5668/// applied component-wise against the supplied `slack`. Inputs are
5669/// borrowed; the original `z` is never mutated. Ports the per-vector
5670/// piece of `IpIpoptAlg.cpp:1080-1133`.
5671fn clamp_against_slack(
5672 z: &dyn Vector,
5673 slack: &dyn Vector,
5674 mu: Number,
5675 kappa_sigma: Number,
5676) -> Rc<dyn Vector> {
5677 debug_assert_eq!(z.dim(), slack.dim());
5678 let n = z.dim() as usize;
5679 // Flatten both z and slack into contiguous slices so the
5680 // elementwise clamp doesn't care whether the inputs are
5681 // [`DenseVector`] (regular IPM path) or [`CompoundVector`]
5682 // (resto IPM path). The result is reconstructed into a
5683 // same-shape Vector via `Vector::make_new` + a flat-write
5684 // helper so the caller sees a vector with the same blocking as
5685 // its input.
5686 let mut buf = vec![0.0_f64; n];
5687 flat_read_into(z, &mut buf);
5688 let s_vals = flat_read_owned(slack);
5689 let _ = kappa_sigma_clamp(&mut buf, &s_vals, mu, kappa_sigma);
5690 let mut out: Box<dyn Vector> = z.make_new();
5691 flat_write_into(&mut *out, &buf);
5692 Rc::from(out)
5693}
5694
5695pub(crate) fn flat_read_into(v: &dyn Vector, dst: &mut [Number]) {
5696 if let Some(dv) = v
5697 .as_any()
5698 .downcast_ref::<pounce_linalg::dense_vector::DenseVector>()
5699 {
5700 let vs = dv.expanded_values();
5701 dst.copy_from_slice(&vs);
5702 return;
5703 }
5704 if let Some(cv) = v.as_any().downcast_ref::<pounce_linalg::CompoundVector>() {
5705 let mut off = 0usize;
5706 for k in 0..cv.n_comps() {
5707 let blk = cv.comp(k);
5708 let dim = blk.dim() as usize;
5709 let dblk = blk
5710 .as_any()
5711 .downcast_ref::<pounce_linalg::dense_vector::DenseVector>()
5712 .expect("clamp_against_slack: CompoundVector blocks must be DenseVectors");
5713 let vs = dblk.expanded_values();
5714 dst[off..off + dim].copy_from_slice(&vs);
5715 off += dim;
5716 }
5717 return;
5718 }
5719 panic!("clamp_against_slack: unsupported Vector kind");
5720}
5721
5722pub(crate) fn flat_read_owned(v: &dyn Vector) -> Vec<Number> {
5723 let mut out = vec![0.0; v.dim() as usize];
5724 flat_read_into(v, &mut out);
5725 out
5726}
5727
5728pub(crate) fn flat_write_into(v: &mut dyn Vector, src: &[Number]) {
5729 if let Some(dv) = v
5730 .as_any_mut()
5731 .downcast_mut::<pounce_linalg::dense_vector::DenseVector>()
5732 {
5733 dv.set_values(src);
5734 return;
5735 }
5736 if let Some(cv) = v
5737 .as_any_mut()
5738 .downcast_mut::<pounce_linalg::CompoundVector>()
5739 {
5740 let mut off = 0usize;
5741 for k in 0..cv.n_comps() {
5742 let blk = cv.comp_mut(k);
5743 let dim = blk.dim() as usize;
5744 let dblk = blk
5745 .as_any_mut()
5746 .downcast_mut::<pounce_linalg::dense_vector::DenseVector>()
5747 .expect("clamp_against_slack: CompoundVector blocks must be DenseVectors");
5748 dblk.set_values(&src[off..off + dim]);
5749 off += dim;
5750 }
5751 return;
5752 }
5753 panic!("clamp_against_slack: unsupported Vector kind");
5754}
5755
5756/// Per-element kappa-sigma clamp — the elementwise arithmetic at the
5757/// heart of `IpIpoptAlg.cpp:correct_bound_multiplier` (lines
5758/// 1090-1133). For each index `i`:
5759///
5760/// ```text
5761/// slack_i = max(slack_i, tiny_double) // avoid /0
5762/// z_lo_i = mu / (kappa_sigma * slack_i)
5763/// z_hi_i = kappa_sigma * mu / slack_i
5764/// z_i ← clamp(z_i, z_lo_i, z_hi_i)
5765/// ```
5766///
5767/// Returns the maximum elementwise correction magnitude (matching
5768/// upstream's `Max(max_correction_up, max_correction_low)`).
5769///
5770/// `kappa_sigma < 1` short-circuits to the identity per upstream's
5771/// guard at line 1065.
5772pub fn kappa_sigma_clamp(
5773 z: &mut [Number],
5774 slack: &[Number],
5775 mu: Number,
5776 kappa_sigma: Number,
5777) -> Number {
5778 debug_assert_eq!(z.len(), slack.len());
5779 if kappa_sigma < 1.0 {
5780 return 0.0;
5781 }
5782 let mut max_correction = 0.0_f64;
5783 for (zi, &si) in z.iter_mut().zip(slack.iter()) {
5784 let s_safe = si.max(Number::MIN_POSITIVE);
5785 let lo = mu / (kappa_sigma * s_safe);
5786 let hi = kappa_sigma * mu / s_safe;
5787 let clamped = zi.clamp(lo, hi);
5788 let delta = (clamped - *zi).abs();
5789 if delta > max_correction {
5790 max_correction = delta;
5791 }
5792 *zi = clamped;
5793 }
5794 max_correction
5795}
5796
5797#[cfg(test)]
5798mod tests {
5799 use super::*;
5800
5801 #[test]
5802 fn kappa_sigma_below_one_is_identity() {
5803 let mut z = vec![1.0, 2.0, 3.0];
5804 let slack = [1.0, 1.0, 1.0];
5805 let m = kappa_sigma_clamp(&mut z, &slack, 1.0, 0.5);
5806 assert_eq!(m, 0.0);
5807 assert_eq!(z, [1.0, 2.0, 3.0]);
5808 }
5809
5810 #[test]
5811 fn within_band_is_unchanged() {
5812 // mu=1, kappa=10, slack=1 → band [0.1, 10]. z=1 → unchanged.
5813 let mut z = vec![1.0];
5814 let slack = [1.0];
5815 let m = kappa_sigma_clamp(&mut z, &slack, 1.0, 10.0);
5816 assert_eq!(m, 0.0);
5817 assert_eq!(z, [1.0]);
5818 }
5819
5820 #[test]
5821 fn above_upper_clamped_down() {
5822 // mu=1, kappa=10, slack=1 → upper = 10. z=100 → 10.
5823 let mut z = vec![100.0];
5824 let slack = [1.0];
5825 let m = kappa_sigma_clamp(&mut z, &slack, 1.0, 10.0);
5826 assert!((m - 90.0).abs() < 1e-13);
5827 assert_eq!(z, [10.0]);
5828 }
5829
5830 #[test]
5831 fn below_lower_clamped_up() {
5832 // mu=1, kappa=10, slack=1 → lower = 0.1. z=0.001 → 0.1.
5833 let mut z = vec![0.001];
5834 let slack = [1.0];
5835 let m = kappa_sigma_clamp(&mut z, &slack, 1.0, 10.0);
5836 assert!((m - 0.099).abs() < 1e-13);
5837 assert!((z[0] - 0.1).abs() < 1e-15);
5838 }
5839
5840 #[test]
5841 fn returns_max_over_components() {
5842 let mut z = vec![100.0, 0.001];
5843 let slack = [1.0, 1.0];
5844 let m = kappa_sigma_clamp(&mut z, &slack, 1.0, 10.0);
5845 assert!((m - 90.0).abs() < 1e-13);
5846 assert_eq!(z[0], 10.0);
5847 assert!((z[1] - 0.1).abs() < 1e-15);
5848 }
5849
5850 #[test]
5851 fn slack_clamped_to_min_positive_avoids_division_by_zero() {
5852 let mut z = vec![1e100];
5853 let slack = [0.0];
5854 let _ = kappa_sigma_clamp(&mut z, &slack, 1.0, 10.0);
5855 assert!(z[0].is_finite() || z[0] == 1e100);
5856 }
5857
5858 /// The restoration slot is exercised structurally:
5859 /// `IpoptAlgorithm::with_restoration` accepts a
5860 /// `Box<dyn RestorationPhase>` and the trait's default
5861 /// `perform_restoration` returns `Failed`. End-to-end coverage
5862 /// (iterate() → line-search-Failed → restoration → recovered)
5863 /// lands in the Phase 9 integration suite alongside the nested
5864 /// IPM driver.
5865 struct _DummyResto;
5866 impl RestorationPhase for _DummyResto {}
5867
5868 // --------------------------------------------------------------
5869 // Best-acceptable fallback ranking (gh #267).
5870 //
5871 // These prove the "never worse off" guarantee host-independently, by
5872 // cases, on the pure ranking core — the property the earlier end-to-end
5873 // `hair_trigger_*` objective comparison could only *approximate* on one
5874 // host's basin luck (gh #267's secondary finding). `band` here stands in
5875 // for the resolved `min(acceptable_constr_viol_tol, FEASIBLE_ENOUGH_CAP)`.
5876 // --------------------------------------------------------------
5877
5878 #[test]
5879 fn ranks_better_is_a_strict_order_within_a_feasibility_class() {
5880 let band = 1e-2;
5881 // Both feasible: lower objective wins, strictly.
5882 assert!(ranks_better_within_band(-2.0, 1e-4, -1.0, 1e-4, band));
5883 assert!(!ranks_better_within_band(-1.0, 1e-4, -2.0, 1e-4, band));
5884 // Ties are not "strictly better" in either direction — so an equal
5885 // returned point is never displaced, matching the read side's
5886 // keep-current-on-tie contract.
5887 assert!(!ranks_better_within_band(-1.0, 1e-4, -1.0, 5e-3, band));
5888 assert!(!ranks_better_within_band(-1.0, 5e-3, -1.0, 1e-4, band));
5889 // Both infeasible: the less-infeasible point wins. Here it also has the
5890 // lower objective, so this held under the old objective-only fall-through
5891 // too — `ranks_better_puts_feasibility_first_among_two_infeasibles` is the
5892 // case that separates the two rules (gh #280).
5893 assert!(ranks_better_within_band(-2.0, 5.0, -1.0, 9.0, band));
5894 }
5895
5896 #[test]
5897 fn ranks_better_puts_feasibility_first_among_two_infeasibles() {
5898 // The gh #280 hole: once BOTH points sit outside the (capped) band the
5899 // old `(feasible_enough, objective)` partition read a_ok == b_ok == false
5900 // and fell through to `a_obj < b_obj` — objective alone, the exact
5901 // pre-#267 rule — so a strictly-MORE-infeasible point could win by having
5902 // a better objective. This is the deb7 swap the fallback made: incumbent
5903 // at viol 5.292e-1, recorded point at viol 9.951e-1 with a 36%-better
5904 // objective. The less-infeasible point must win regardless of objective.
5905 let band = 1e-2;
5906 // Less-infeasible incumbent, WORSE objective — must still win.
5907 assert!(ranks_better_within_band(
5908 89.0, 5.292e-1, 56.9, 9.951e-1, band
5909 ));
5910 // The more-infeasible, better-objective point must NOT win — the swap
5911 // gh #280 forbids.
5912 assert!(!ranks_better_within_band(
5913 56.9, 9.951e-1, 89.0, 5.292e-1, band
5914 ));
5915 // A strictly-more-infeasible point never replaces the incumbent even with
5916 // an arbitrarily better objective.
5917 assert!(!ranks_better_within_band(-1e12, 9.0, 0.0, 5.0, band));
5918 assert!(ranks_better_within_band(0.0, 5.0, -1e12, 9.0, band));
5919 }
5920
5921 #[test]
5922 fn ranks_better_puts_feasibility_first_regardless_of_objective() {
5923 let band = 1e-2;
5924 // The gh #267 case in miniature: a feasible point outranks an
5925 // arbitrarily-lower-objective infeasible one, and vice-versa.
5926 assert!(ranks_better_within_band(0.0, 1e-4, -1e9, 9.94, band));
5927 assert!(!ranks_better_within_band(-1e9, 9.94, 0.0, 1e-4, band));
5928 // Exactly at the band is still feasible_enough; just past it is not.
5929 assert!(ranks_better_within_band(
5930 1.0,
5931 band,
5932 -1.0,
5933 band * 1.000_001,
5934 band
5935 ));
5936 }
5937
5938 #[test]
5939 fn ranks_better_never_lets_a_widened_band_matter_past_the_cap() {
5940 // The band the method feeds is capped at FEASIBLE_ENOUGH_CAP, so a
5941 // point beyond the cap is never feasible_enough however loose the
5942 // user's `acceptable_constr_viol_tol`. Model that by passing the capped
5943 // band: the near-optimal-but-mildly-infeasible endpoint (viol 1.13e-4,
5944 // within the cap) must beat the grossly-infeasible lower-objective
5945 // point (viol 9.94, past it) — the exact swap the fix forbids.
5946 let band = IpoptAlgorithm::FEASIBLE_ENOUGH_CAP;
5947 assert!(ranks_better_within_band(
5948 -2303.99, 1.13e-4, -2307.32, 9.94, band
5949 ));
5950 assert!(!ranks_better_within_band(
5951 -2307.32, 9.94, -2303.99, 1.13e-4, band
5952 ));
5953 }
5954
5955 #[test]
5956 fn ranks_better_ranks_a_nonfinite_objective_worst() {
5957 let band = 1e-2;
5958 for bad in [f64::NAN, f64::INFINITY, f64::NEG_INFINITY] {
5959 // A non-finite objective never ranks better than a finite one...
5960 assert!(!ranks_better_within_band(bad, 0.0, 0.0, 9.9, band));
5961 // ...and always loses to one, even on worse feasibility — so a
5962 // finite recorded point is restored over a NaN-objective return,
5963 // preserving the pre-fix `!(curr <= best)` NaN behaviour.
5964 assert!(ranks_better_within_band(0.0, 9.9, bad, 0.0, band));
5965 }
5966 }
5967
5968 #[test]
5969 fn ranks_better_treats_a_nonfinite_violation_as_infeasible() {
5970 let band = 1e-2;
5971 // A NaN violation is never feasible_enough, so a genuinely feasible
5972 // point outranks it regardless of objective.
5973 assert!(ranks_better_within_band(0.0, 0.0, -100.0, f64::NAN, band));
5974 assert!(!ranks_better_within_band(-100.0, f64::NAN, 0.0, 0.0, band));
5975 }
5976
5977 /// gh #534, the case the guard was stopping: `eigena2`'s dual infeasibility
5978 /// quarters on unit steps for four straight iterations, three short of a
5979 /// strict certificate. Quoted from the issue's own iteration table.
5980 #[test]
5981 fn eigena2_endgame_reads_as_contracting() {
5982 let eigena2 = [1.19e-05, 2.96e-06, 7.38e-07, 1.84e-07];
5983 assert!(window_is_contracting(
5984 &eigena2,
5985 DEFAULT_DECLINE_PROGRESS_RATIO
5986 ));
5987 }
5988
5989 /// gh #534, the case the guard was right about: `eigenb2`'s tail *rises*
5990 /// on heavily backtracked steps. The issue calls it a plausible genuine
5991 /// stall, so the progress test must refuse it and leave the guard alone.
5992 #[test]
5993 fn eigenb2_stall_does_not_read_as_contracting() {
5994 let eigenb2 = [1.88e-07, 2.69e-07, 2.89e-07, 2.93e-07];
5995 assert!(!window_is_contracting(
5996 &eigenb2,
5997 DEFAULT_DECLINE_PROGRESS_RATIO
5998 ));
5999 }
6000
6001 /// gh #534: `csfi2`'s window, measured on this build at the guard. Three
6002 /// healthy contractions and then a flat step — the solve has stopped
6003 /// moving, so the deferral must not fire however good the earlier ratios
6004 /// look. This is the shape every live guard firing reachable from the
6005 /// in-repo corpus has, which is why the whole window is tested and not
6006 /// just its first ratios.
6007 #[test]
6008 fn csfi2_flat_final_step_does_not_read_as_contracting() {
6009 let csfi2 = [3.267e0, 1.845e-6, 8.468e-8, 8.524e-8];
6010 assert!(!window_is_contracting(
6011 &csfi2,
6012 DEFAULT_DECLINE_PROGRESS_RATIO
6013 ));
6014 // ... and it is the *last* step that decides: drop it and the same
6015 // trace passes, which is exactly the distinction the test exists for.
6016 assert!(window_is_contracting(
6017 &csfi2[..3],
6018 DEFAULT_DECLINE_PROGRESS_RATIO
6019 ));
6020 }
6021
6022 /// gh #534: a large ratio drops the progress requirement, so the decline is
6023 /// deferred on any window. That is the "bypass the guard and see how far the
6024 /// solve gets" switch the issue asks for. A ratio of exactly `1` is the
6025 /// weaker "no backsliding" reading and still refuses `csfi2`, whose last
6026 /// step rises.
6027 #[test]
6028 fn a_large_ratio_accepts_a_stalled_window() {
6029 let csfi2 = [3.267e0, 1.845e-6, 8.468e-8, 8.524e-8];
6030 assert!(!window_is_contracting(&csfi2, 1.0));
6031 assert!(window_is_contracting(&[1e-8, 1e-8, 1e-8, 1e-8], 1.0));
6032 assert!(window_is_contracting(&csfi2, 1e20));
6033 // Still not a licence to read garbage as progress.
6034 assert!(!window_is_contracting(
6035 &[1.0, Number::NAN, 1e-9, 1e-12],
6036 1e20
6037 ));
6038 }
6039
6040 /// gh #534 edge cases: the ratio must never be evaluated against a
6041 /// non-positive or non-finite predecessor.
6042 #[test]
6043 fn degenerate_windows_never_read_as_contracting() {
6044 let r = DEFAULT_DECLINE_PROGRESS_RATIO;
6045 // A zero predecessor makes the ratio meaningless (0 <= 0.5*0 would
6046 // otherwise read as "contracting" forever).
6047 assert!(!window_is_contracting(&[0.0, 0.0, 0.0, 0.0], r));
6048 assert!(!window_is_contracting(&[1e-9, 0.0, 0.0, 0.0], r));
6049 assert!(!window_is_contracting(
6050 &[Number::INFINITY, 1e-3, 1e-6, 1e-9],
6051 r
6052 ));
6053 assert!(!window_is_contracting(&[1e-3, 1e-6, 1e-9, Number::NAN], r));
6054 // A genuine run down to exactly zero is progress, not a degenerate
6055 // window — the predecessor is positive at every step.
6056 assert!(window_is_contracting(&[1e-3, 1e-6, 1e-9, 0.0], r));
6057 }
6058
6059 /// gh #534: the window slides one sample per outer iteration and holds the
6060 /// most recent [`DECLINE_PROGRESS_SAMPLES`]. A short history is never a full
6061 /// window, which is what stops the first restoration entry of a solve from
6062 /// being deferred on no evidence at all — `nlp_err_contracting` requires
6063 /// `len == DECLINE_PROGRESS_SAMPLES` before it consults the samples.
6064 #[test]
6065 fn progress_window_slides_oldest_out() {
6066 let mut buf = [Number::NAN; DECLINE_PROGRESS_SAMPLES];
6067 let mut len = 0usize;
6068 for e in [1e-1, 1e-2, 1e-3] {
6069 push_sample(&mut buf, &mut len, e);
6070 }
6071 assert_eq!(len, 3);
6072 push_sample(&mut buf, &mut len, 1e-4);
6073 assert_eq!(len, DECLINE_PROGRESS_SAMPLES);
6074 assert_eq!(buf, [1e-1, 1e-2, 1e-3, 1e-4]);
6075 assert!(window_is_contracting(&buf, DEFAULT_DECLINE_PROGRESS_RATIO));
6076 // One flat iteration slides the oldest sample out and withdraws the
6077 // verdict.
6078 push_sample(&mut buf, &mut len, 1e-4);
6079 assert_eq!(len, DECLINE_PROGRESS_SAMPLES);
6080 assert_eq!(buf, [1e-2, 1e-3, 1e-4, 1e-4]);
6081 assert!(!window_is_contracting(&buf, DEFAULT_DECLINE_PROGRESS_RATIO));
6082 }
6083
6084 /// gh #505: no route may conclude `LocalInfeasibility` on its own.
6085 ///
6086 /// Three routes reach that verdict, and two of them independently shipped
6087 /// the same defect — building the terminate outcome directly, so the
6088 /// acceptable-point stash was never consulted and a good point the solve
6089 /// already had in hand was discarded. They were found one at a time,
6090 /// because nothing tied them together.
6091 ///
6092 /// The route a solve takes is an internal detail; the user sees one status
6093 /// either way. So what that status means is decided in one place — every
6094 /// route goes through [`IpoptAlgorithm::terminate_local_infeasibility`],
6095 /// or, for the cycle exits whose fallback is chosen between two statuses
6096 /// at the call site, through `terminate_acceptable_or`. Both consult the
6097 /// stash.
6098 ///
6099 /// **This is a tripwire, not a proof.** It is a substring scan of this
6100 /// file's source for the bare `IterateOutcome::Terminate(SolverReturn::
6101 /// LocalInfeasibility)` construction. A rustfmt line break through that
6102 /// expression, a `let` binding for the status, or a construction in
6103 /// another module all evade it — `application.rs` names the same variant
6104 /// on the SQP and ℓ₁ elastic paths and is deliberately out of scope. What
6105 /// it does buy is that the *obvious* way to add a fourth bare exit here
6106 /// fails loudly and points at the helper, which is the mistake that was
6107 /// actually made twice.
6108 ///
6109 /// The needle is assembled at runtime so this test's own source cannot
6110 /// satisfy the pattern it is checking for; an earlier version counted its
6111 /// own lines and failed against clean code.
6112 #[test]
6113 fn no_route_concludes_local_infeasibility_alone() {
6114 let needle = format!(
6115 "IterateOutcome::Terminate(SolverReturn::{})",
6116 "LocalInfeasibility"
6117 );
6118 let offenders: Vec<usize> = include_str!("ipopt_alg.rs")
6119 .lines()
6120 .enumerate()
6121 .filter(|(_, l)| {
6122 let t = l.trim_start();
6123 !t.starts_with("//") && !t.starts_with("///")
6124 })
6125 .filter(|(_, l)| l.contains(&needle))
6126 .map(|(i, _)| i + 1)
6127 .collect();
6128 assert!(
6129 offenders.is_empty(),
6130 "line(s) {offenders:?} build the local-infeasibility verdict directly. \
6131 Call `terminate_local_infeasibility()` instead — it consults the \
6132 acceptable-point stash first, so a solve that already passed through an \
6133 acceptable iterate returns that point rather than a hard failure. Two \
6134 routes shipped this bug before the helper existed (gh #505)."
6135 );
6136 }
6137}