pounce_algorithm/alg_builder.rs
1//! Algorithm builder — port of `Algorithm/IpAlgBuilder.{hpp,cpp}`.
2//!
3//! Reads `OptionsList`, walks the dependency order documented in
4//! `ref/Ipopt/AGENT_REFERENCE/ARCHITECTURE.md` §"BuildBasicAlgorithm",
5//! and assembles the strategy objects needed by `IpoptAlgorithm`:
6//!
7//! * `SymLinearSolver` (MA57 / MUMPS / FERAL) → `AugSystemSolver`
8//! (`StdAugSystemSolver`) → `PdSystemSolver` (`PdFullSpaceSolver`)
9//! → `SearchDirCalculator` (`PdSearchDirCalc`).
10//! * `BacktrackingLsAcceptor` (filter / penalty / cg-penalty) →
11//! `BacktrackingLineSearch`.
12//! * `MuUpdate` (monotone / adaptive[+oracle]).
13//! * `ConvCheck` (`OptErrorConvCheck`).
14//! * `IterateInitializer` (default / warm-start) and
15//! `EqMultCalculator` (`LeastSquareMults`).
16//! * `HessianUpdater` (exact / limited-memory).
17//! * `IterationOutput` (`OrigIterationOutput`).
18//! * `NLPScalingObject` (none / user / gradient-based / equilibration-based).
19//!
20//! Phase 7 ships the option-driven dispatch surface; the assembled
21//! `IpoptAlgorithm` lands once each strategy's arithmetic does.
22
23use crate::conv_check::opt_error::OptErrorConvCheck;
24use crate::eq_mult::least_square::LeastSquareMults;
25use crate::hess::exact::ExactHessianUpdater;
26use crate::hess::lim_mem_quasi_newton::{InitialApprox, LimMemQuasiNewtonUpdater, UpdateType};
27use crate::init::default::DefaultIterateInitializer;
28use crate::init::warm_start::WarmStartIterateInitializer;
29use crate::kkt::aug_system_solver::AugSystemSolver;
30use crate::kkt::low_rank_aug_system_solver::LowRankAugSystemSolver;
31use crate::kkt::pd_full_space_solver::PdFullSpaceSolver;
32use crate::kkt::pd_search_dir_calc::PdSearchDirCalc;
33use crate::kkt::perturbation_handler::PdPerturbationHandler;
34use crate::kkt::std_aug_system_solver::StdAugSystemSolver;
35use crate::line_search::backtracking::BacktrackingLineSearch;
36use crate::line_search::filter_acceptor::FilterLsAcceptor;
37use crate::line_search::ls_acceptor::BacktrackingLsAcceptor;
38use crate::line_search::penalty_acceptor::PenaltyLsAcceptor;
39use crate::mu::adaptive::{AdaptiveMuUpdate, MuOracleKind};
40use crate::mu::monotone::MonotoneMuUpdate;
41use crate::output::orig::OrigIterationOutput;
42use pounce_common::types::{Index, Number};
43use pounce_linsol::{SparseSymLinearSolverInterface, TSymLinearSolver};
44use std::cell::RefCell;
45use std::rc::Rc;
46
47/// Backend factory — the application supplies one before calling
48/// [`AlgorithmBuilder::build`]. Mirrors upstream's
49/// `SymLinearSolverFactory` knob in `IpAlgBuilder.cpp`. The default
50/// factory wires in FERAL; MA57 is selectable when the `ma57` cargo
51/// feature is enabled.
52pub type LinearBackendFactory =
53 Box<dyn FnMut(LinearSolverChoice) -> Box<dyn SparseSymLinearSolverInterface>>;
54
55/// Top-level algorithm choice. `InteriorPoint` is pounce's default
56/// (the existing `IpoptAlgorithm`); `ActiveSetSqp` is the
57/// Phase 5b SQP driver in `crate::sqp::SqpAlgorithm`, which uses
58/// `pounce-qp` for QP subproblem solves and reuses
59/// `FilterLsAcceptor` for globalization.
60#[derive(Debug, Clone, Copy, PartialEq, Eq, Default)]
61pub enum AlgorithmChoice {
62 #[default]
63 InteriorPoint,
64 ActiveSetSqp,
65}
66
67#[derive(Debug, Clone, Copy, PartialEq, Eq)]
68pub enum LinearSolverChoice {
69 Ma57,
70 Feral,
71}
72
73/// Symmetric scaling method applied to the augmented KKT system by
74/// [`TSymLinearSolver`]. Mirrors the `linear_system_scaling` option
75/// in `IpAlgBuilder.cpp:302-318` and the `RuizTSymScalingMethod` /
76/// `Mc19TSymScalingMethod` strategies in upstream Ipopt.
77///
78/// * `None` (default) — no scaling; `TSymLinearSolver` runs with a
79/// null scaling method. Matches upstream's default.
80/// * `Ruiz` — iterative symmetric ∞-norm equilibration (Ruiz, 2001).
81/// Implemented in `pounce_linsol::RuizTSymScalingMethod`.
82/// * `Mc19` — Curtis-Reid (HSL MC19) scaling. Not yet implemented;
83/// falls back to `None` with a warning.
84#[derive(Debug, Clone, Copy, PartialEq, Eq, Default)]
85pub enum LinearSystemScalingChoice {
86 #[default]
87 None,
88 Ruiz,
89 Mc19,
90 /// `slack-based` — `IpSlackBasedTSymScalingMethod`. Unlike the
91 /// others this one is a function of the iterate, not of the matrix,
92 /// so the algorithm pushes the `s`-block factors down each
93 /// iteration (see `IpoptAlgorithm::push_slack_scaling`).
94 SlackBased,
95}
96
97#[derive(Debug, Clone, Copy, PartialEq, Eq)]
98pub enum MuStrategyChoice {
99 Monotone,
100 Adaptive,
101}
102
103#[derive(Debug, Clone, Copy, PartialEq, Eq)]
104pub enum HessianApproxChoice {
105 Exact,
106 LimitedMemory,
107 /// Partitioned quasi-Newton: one small dense block per element
108 /// function (the objective and each constraint row), assembled into
109 /// a genuine sparse `SymTMatrix`. See
110 /// [`crate::hess::partitioned_quasi_newton`].
111 Partitioned,
112 /// Sparse finite-difference Lagrangian Hessian, recovered by graph
113 /// coloring from the analytic Jacobian. See
114 /// [`crate::hess::fd_hessian`].
115 FiniteDifference,
116}
117
118#[derive(Debug, Clone, Copy, PartialEq, Eq)]
119pub enum LineSearchChoice {
120 Filter,
121 CgPenalty,
122 Penalty,
123}
124
125/// Assembled strategy bundle. Phase 7 ships the structural bundle;
126/// `IpoptAlgorithm::new` reads from this when it lands.
127pub struct AlgorithmBundle {
128 pub mu_update: Box<dyn crate::mu::r#trait::MuUpdate>,
129 pub conv_check: Box<dyn crate::conv_check::r#trait::ConvCheck>,
130 pub init: Box<dyn crate::init::r#trait::IterateInitializer>,
131 pub eq_mult: Box<dyn crate::eq_mult::r#trait::EqMultCalculator>,
132 pub hess: Box<dyn crate::hess::r#trait::HessianUpdater>,
133 pub line_search: BacktrackingLineSearch,
134 pub iter_output: Box<dyn crate::output::r#trait::IterationOutput>,
135 /// `Some` when the builder was given a [`LinearBackendFactory`];
136 /// `None` for the bare structural bundle that pre-Phase-6 unit
137 /// tests still rely on.
138 pub search_dir: Option<PdSearchDirCalc>,
139}
140
141/// Knobs read off `OptionsList` and baked into the assembled
142/// `OptErrorConvCheck`. Defaults mirror
143/// `IpOptErrorConvCheck.cpp:RegisterOptions`.
144#[derive(Debug, Clone)]
145pub struct ConvCheckOptions {
146 pub tol: Number,
147 pub dual_inf_tol: Number,
148 pub constr_viol_tol: Number,
149 pub compl_inf_tol: Number,
150 pub acceptable_tol: Number,
151 pub acceptable_dual_inf_tol: Number,
152 pub acceptable_constr_viol_tol: Number,
153 pub acceptable_compl_inf_tol: Number,
154 pub acceptable_obj_change_tol: Number,
155 pub acceptable_iter: Index,
156 pub max_iter: Index,
157 pub max_cpu_time: Number,
158 pub max_wall_time: Number,
159 pub infeas_stationarity_tol: Number,
160 pub infeas_viol_kappa: Number,
161 pub infeas_max_streak: Index,
162 /// Objective-scale floor below which a strict termination certificate is
163 /// refused while the unscaled KKT error is still above `acceptable_tol`
164 /// (gh #200). `0` disables the mechanism.
165 pub obj_scale_certificate_threshold: Number,
166 /// Safety factor on the per-row floor the **strict** gate uses to decide
167 /// when a constraint residual is finer than the row can represent
168 /// (gh #528). `0` disables the floor, restoring upstream Ipopt's
169 /// bare-absolute primal term.
170 pub primal_noise_floor_kappa: Number,
171 /// Fraction of `acceptable_tol` the KKT error and the objective may drift
172 /// across the acceptable-level streak's window while the streak still
173 /// counts as settled (gh #533). `0` disables the progress test, leaving
174 /// acceptable-level termination the bare consecutive-count criterion.
175 pub acceptable_progress_kappa: Number,
176 /// Safety factor on the scale-relative floor under `dual_inf_tol` the
177 /// **strict** gate judges the dual infeasibility against (gh #532). `0`
178 /// disables the floor, restoring upstream Ipopt's bare-absolute bound.
179 pub dual_inf_scale_kappa: Number,
180}
181
182impl Default for ConvCheckOptions {
183 fn default() -> Self {
184 Self {
185 tol: 1e-8,
186 dual_inf_tol: 1.0,
187 constr_viol_tol: 1e-4,
188 compl_inf_tol: 1e-4,
189 acceptable_tol: 1e-6,
190 acceptable_dual_inf_tol: 1e10,
191 acceptable_constr_viol_tol: 1e-2,
192 acceptable_compl_inf_tol: 1e-2,
193 acceptable_obj_change_tol: 1e20,
194 acceptable_iter: 15,
195 max_iter: 3000,
196 max_cpu_time: 1e6,
197 max_wall_time: 1e6,
198 infeas_stationarity_tol: 1e-8,
199 infeas_viol_kappa: 1e2,
200 infeas_max_streak: 5,
201 obj_scale_certificate_threshold: 1e-4,
202 primal_noise_floor_kappa: 64.0,
203 acceptable_progress_kappa: 1e-1,
204 dual_inf_scale_kappa: 1.0,
205 }
206 }
207}
208
209/// A block-parallel KKT partition published after a builder was cloned —
210/// see [`AlgorithmBuilder::kkt_blocks_shared`]. `None` inside means the outer
211/// solve resolved no partition, and the clone builds the standard solver.
212pub type KktBlocksCell =
213 std::sync::Arc<std::sync::Mutex<Option<(Vec<i32>, pounce_feral::FeralConfig)>>>;
214
215#[derive(Debug, Clone)]
216pub struct AlgorithmBuilder {
217 /// Top-level algorithm dispatch. Default `InteriorPoint` ⇒
218 /// `build_with_backend` returns the existing `AlgorithmBundle`
219 /// (consumed by `IpoptAlgorithm`). `ActiveSetSqp` ⇒ caller
220 /// must use `build_sqp_with_backend` to assemble the Phase 5b
221 /// `SqpAlgorithm`. The two builder methods sit side by side
222 /// because the assembled algorithm shape differs (IPM bundle
223 /// vs SQP struct).
224 pub algorithm: AlgorithmChoice,
225 pub linear_solver: LinearSolverChoice,
226 /// Symmetric scaling method for the augmented KKT system. Wired
227 /// into [`TSymLinearSolver`] by [`Self::build_with_backend`].
228 /// Mirrors upstream `linear_system_scaling` (`IpAlgBuilder.cpp:538-560`).
229 pub linear_system_scaling: LinearSystemScalingChoice,
230 /// Lazy-vs-eager scaling toggle (`linear_scaling_on_demand`,
231 /// `IpTSymLinearSolver.cpp:50-58`). Only consulted when
232 /// `linear_system_scaling != None`. Upstream default is `true`
233 /// (compute scaling only on the first solve that fails / shows
234 /// poor conditioning); pounce mirrors that. Set to `false` to
235 /// scale every factorization.
236 pub linear_scaling_on_demand: bool,
237 pub mu_strategy: MuStrategyChoice,
238 /// Selector forwarded to [`AdaptiveMuUpdate`] when
239 /// `mu_strategy = Adaptive`. Ignored for `Monotone`. Defaults to
240 /// `QualityFunction` per upstream's `RegisterOptions` default.
241 pub mu_oracle: MuOracleKind,
242 pub hessian_approximation: HessianApproxChoice,
243
244 /// Element update formula for
245 /// [`HessianApproxChoice::Partitioned`] (`partitioned_update_type`).
246 /// SR1 by default: a single constraint is not convex, so damped
247 /// BFGS would force every `∇²c_j` model PSD and then scale it by a
248 /// multiplier of either sign.
249 pub partitioned_update_type: UpdateType,
250 /// Whether the caller named `partitioned_update_type` explicitly, so
251 /// the block mode's BFGS default does not override them.
252 pub partitioned_update_type_was_set: bool,
253 /// Widest element that keeps a dense block under
254 /// [`HessianApproxChoice::Partitioned`]; wider elements degrade to a
255 /// diagonal approximation (`partitioned_max_element`).
256 pub partitioned_max_element: usize,
257 /// Variables the **objective** is nonlinear in, in the compressed
258 /// `x_var` space — `TNLPAdapter::objective_nonlinear_vars`. Consumed
259 /// by both the partitioned updater (as its objective element's
260 /// support) and the finite-difference updater (as the objective's
261 /// contribution to a Jacobian-derived Hessian pattern, which the
262 /// constraint Jacobian cannot supply). `None` leaves each to fall
263 /// back on the first `∇f`'s nonzeros, which is value-derived; see
264 /// that method for what it costs.
265 pub objective_nonlinear_vars: Option<Vec<Index>>,
266 /// The TNLP's declared Lagrangian Hessian sparsity in the compressed
267 /// `x_var` space, `(row >= col)`, when it has one and
268 /// `partitioned_structure` is `declared` (gh#989 item 5). Consumed by the
269 /// partitioned updater to split each element along the pattern.
270 pub hessian_declared_pattern: Option<Vec<(Index, Index)>>,
271 /// `partitioned_curvature_cap` — multiple of an element's implied
272 /// curvature that one update may reach. See
273 /// [`crate::hess::partitioned_quasi_newton`].
274 pub partitioned_curvature_cap: Number,
275 /// How the Lagrangian is split into elements under
276 /// [`HessianApproxChoice::Partitioned`] (`partitioned_elements`).
277 pub partitioned_elements: crate::hess::partitioned_quasi_newton::ElementMode,
278 /// Target primal-block width when `partitioned_elements` is
279 /// `blocks` (`partitioned_block_size`).
280 pub partitioned_block_size: usize,
281 /// Where [`HessianApproxChoice::FiniteDifference`] takes its
282 /// sparsity pattern from (`fd_hessian_pattern`).
283 pub fd_hessian_pattern: crate::hess::fd_hessian::FdPatternSource,
284 /// How finite-difference probe groups are formed
285 /// (`fd_hessian_coloring`).
286 pub fd_hessian_coloring: crate::hess::fd_hessian::FdColoring,
287 /// Relative movement in `x` AND `y` below which the previous Hessian
288 /// is reused (`fd_hessian_reuse_tol`). `0` rebuilds every iteration.
289 pub fd_hessian_reuse_tol: Number,
290 pub limited_memory_update_type: UpdateType,
291 /// History length for the limited-memory quasi-Newton approximation
292 /// (`limited_memory_max_history`). Defaults to upstream's 6.
293 pub limited_memory_max_history: i32,
294 /// `limited_memory_init_val_max` / `_min` — the clamp on the initial
295 /// Hessian scalar σ before the rank-2 updates. Upstream defaults 1e8
296 /// / 1e-8, which `LimMemQuasiNewtonUpdater` has carried as hard-coded
297 /// fields and consumed in `initial_hessian_scalar` all along; only
298 /// the read sites were missing (gh#483, #191 round 2).
299 pub limited_memory_init_val_max: Number,
300 pub limited_memory_init_val_min: Number,
301 /// `limited_memory_initialization` — which formula picks the initial
302 /// Hessian scalar σ. Matches upstream's `scalar1` (σ = sᵀy/sᵀs).
303 /// pounce shipped `scalar2` (σ = yᵀy/sᵀy) with no way to change it,
304 /// because the option was registered and never read (#677).
305 pub limited_memory_initialization: InitialApprox,
306 /// `limited_memory_init_val` — σ on the first iteration, before any
307 /// curvature pair exists, and every iteration under
308 /// `InitialApprox::Constant`. Upstream default 1.0.
309 pub limited_memory_init_val: Number,
310 /// `limited_memory_max_skipping` — consecutive skipped curvature
311 /// updates before the approximation is discarded (#686). Upstream
312 /// default 2.
313 pub limited_memory_max_skipping: Index,
314 /// Positions in the algorithm's compressed `x_var` space that enter
315 /// the problem *nonlinearly* (gh#624). `None` — the default —
316 /// approximates the Hessian over every variable, which is what the
317 /// limited-memory path has always done. When set, the quasi-Newton
318 /// update is restricted to this subspace and the Hessian is exactly
319 /// zero elsewhere. Comes from
320 /// `TNLPAdapter::quasi_newton_nonlinear_vars` (the TNLP's
321 /// `get_list_of_nonlinear_variables`, or the `num_linear_variables`
322 /// prefix fallback) and is ignored on the exact-Hessian path.
323 ///
324 /// The restoration sub-IPM must clear this: the mask indexes the
325 /// original NLP's variables, not the restoration compound primal.
326 pub limited_memory_nonlinear_vars: Option<Vec<Index>>,
327 pub line_search_method: LineSearchChoice,
328 pub warm_start_init_point: bool,
329 /// `mehrotra_algorithm` — when true, [`PdSearchDirCalc`] folds
330 /// the Mehrotra second-order complementarity term into the
331 /// search-direction RHS. Mirrors upstream's
332 /// `IpAlgBuilder.cpp:Mehrotra` flag. Requires `mu_strategy =
333 /// Adaptive` so that an affine step is computed each iteration;
334 /// [`Self::build_with_backend`] does not enforce this — the
335 /// option-parser in `application.rs` is responsible for the
336 /// cascading defaults (`mu_oracle = probing` etc.).
337 pub mehrotra_algorithm: bool,
338 /// `fast_step_computation` — when true, [`PdSearchDirCalc`] accepts
339 /// the search direction without the residual check and allows an
340 /// inexact linear solve. Mirrors upstream's flag of the same name,
341 /// default `no`. The field existed and was consumed from the day the
342 /// search-direction calculator landed, hard-coded to `false`; only
343 /// the option's read site was missing, so setting it did nothing
344 /// (gh#483 follow-up, #191 round 2).
345 pub fast_step_computation: bool,
346 /// `kappa_sigma` — factor bounding how far the bound multipliers may
347 /// deviate from their primal estimates. The clamp
348 /// (`kappa_sigma_clamp`) runs after every accepted step; `< 1`
349 /// disables the correction. Mirrors `IpIpoptAlg.cpp` (Eqn. (16)),
350 /// default `1e10`. Baked onto [`crate::ipopt_alg::IpoptAlgorithm`] by
351 /// the solve path.
352 pub kappa_sigma: Number,
353 /// `ftb_centrality_floor` (pounce gh#1098) — γ of the
354 /// centrality-floored fraction-to-the-boundary rule; `0` restores
355 /// upstream's τ rule. Baked onto
356 /// [`crate::ipopt_alg::IpoptAlgorithm`] by the solve path.
357 pub ftb_centrality_floor: Number,
358 /// `recalc_y` / `recalc_y_feas_tol` — least-square re-estimation of
359 /// the equality multipliers once feasible (#677). Registered
360 /// upstream, refused by pounce as unimplemented until now. Default
361 /// `false` matches the registry; the limited-memory path turns it on
362 /// for itself in `application.rs`, as upstream's own option text
363 /// says it does.
364 pub recalc_y: bool,
365 pub recalc_y_feas_tol: Number,
366 /// `kappa_d` — weight of the linear damping term added to the barrier
367 /// objective/gradient (and dual-infeasibility) to handle one-sided
368 /// bounds. Mirrors `IpIpoptCalculatedQuantities.cpp`, default `1e-5`.
369 /// Baked onto [`crate::ipopt_cq::IpoptCalculatedQuantities`] by the
370 /// solve path.
371 pub kappa_d: Number,
372 /// `s_max` — cap on the average multiplier magnitude used to build
373 /// the `(s_d, s_c)` scaling factors of the KKT error test
374 /// (`IpIpoptCalculatedQuantities.cpp:ComputeOptimalityErrorScaling`,
375 /// the paragraph after Eqn. (6) of the implementation paper).
376 /// Registered default `100`, which is what
377 /// [`crate::ipopt_cq::IpoptCalculatedQuantities`] already carries as
378 /// its struct default, so forwarding it is behaviour-neutral for a
379 /// run that does not set it (#551 / #677). Baked onto the cq by the
380 /// solve path, next to `kappa_d`.
381 pub s_max: Number,
382 /// `tiny_step_tol` — relative primal step size below which the full
383 /// step is accepted without line search; repeated tiny steps
384 /// terminate the solve. Mirrors `IpBacktrackingLineSearch.cpp`,
385 /// default `10·EPSILON`. Baked onto
386 /// [`crate::ipopt_alg::IpoptAlgorithm`] by the solve path.
387 pub tiny_step_tol: Number,
388 /// `tiny_step_y_tol` — dual-step threshold; when both primal and dual
389 /// steps are tiny in consecutive iterations the algorithm stops at the
390 /// best attainable accuracy. Default `1e-2`.
391 pub tiny_step_y_tol: Number,
392 /// `diverging_iterates_tol` — if `max_i |x_i|` exceeds this the solve
393 /// aborts as diverging. Default `1e20`.
394 pub diverging_iterates_tol: Number,
395 /// `dual_diverging_streak` (pounce#246) — consecutive growing-dual-
396 /// infeasibility iterations before the dual-divergence guard routes to
397 /// restoration. **Default `0` (off).**
398 ///
399 /// It defaulted to `15` when introduced, on the strength of a reported
400 /// emfl050 bad-warm-start grind. That justification did not survive being
401 /// reproduced: the measurement was caller-side JAX compilation, and the
402 /// build predating the guard solves both emfl050 instances to the same
403 /// optimum in the same time (pounce#246 / pounce#250). What remained was a
404 /// knife-edge, non-monotone effect on four of 1284 MINLPLib models — so it
405 /// is opt-in rather than imposed. See `upstream_options.rs` for the full
406 /// account.
407 pub dual_diverging_streak: Index,
408 /// `dual_divergence_retry_step_tol` (gh#884) — the scale-relative
409 /// step `max_i |d_i| / (1 + |x_i|)` at or below which the biactive
410 /// dual-divergence detector calls the primal iterate *settled*.
411 /// Default `1e-5`; `0` disables the detector without disabling the
412 /// `dual_divergence_retry` option. See `upstream_options.rs` for the
413 /// measured population behind the default.
414 pub dual_divergence_retry_step_tol: Number,
415 /// `dual_divergence_retry_du_floor` (gh#884) — the *unscaled* dual
416 /// infeasibility at or above which the same detector calls the
417 /// multipliers *diverged*. Default `1e2`. Measured in the model's own
418 /// units on purpose: the `s_d`-normalised aggregate is what hid the
419 /// defect. See `upstream_options.rs`.
420 pub dual_divergence_retry_du_floor: Number,
421 /// `tiny_step_dual_stall_iters` — consecutive tiny primal steps with no
422 /// dual progress after which the tiny-step stop stops waiting for the
423 /// multiplier step. Default `10`; `0` is upstream's rule. See
424 /// `upstream_options.rs`.
425 pub tiny_step_dual_stall_iters: Index,
426 /// `resto_decline_deferrals` (gh #534) — how many times the
427 /// acceptable-point restoration decline may be deferred on a solve whose
428 /// NLP error is still contracting. Default `1`; `0` restores the pre-#534
429 /// behaviour (decline immediately, always). See `upstream_options.rs`.
430 pub resto_decline_deferrals: Index,
431 /// `resto_decline_progress_ratio` (gh #534) — required per-iteration
432 /// contraction of the NLP error before a decline is deferred. Default
433 /// `0.5`; at or above `1` the progress requirement is dropped entirely.
434 pub resto_decline_progress_ratio: Number,
435 /// `neg_curv_escapes` (gh #797) — how many times a certified stationary
436 /// point with an indefinite reduced Hessian may be left along a direction
437 /// of negative curvature instead of reported. Default `1`; `0` restores the
438 /// pre-#797 behaviour. See `upstream_options.rs`.
439 pub neg_curv_escapes: Index,
440 /// `limited_memory_ls_failure_restarts` (gh #818) — how many times a
441 /// line-search failure at an already-feasible point may re-anchor the
442 /// quasi-Newton model and retry instead of entering restoration.
443 /// Default `0`, i.e. the rung is off and a line-search failure always
444 /// hands off, which is upstream's behaviour; see
445 /// `DEFAULT_LBFGS_LS_FAILURE_RESTARTS` in `ipopt_alg.rs` for the
446 /// measurement that put it there. See `upstream_options.rs`.
447 pub limited_memory_ls_failure_restarts: Index,
448 /// `kkt_fidelity_tol` (pounce#173). Read by the algorithm as well as by the
449 /// post-solve gate, because the #200 fallback's tiebreak has to rank the two
450 /// candidate points by the status each will be *reported* under. Default
451 /// `0.0` (gate disabled).
452 pub kkt_fidelity_tol: Number,
453 pub conv_check: ConvCheckOptions,
454 pub mu: MuOptions,
455 pub line_search: LineSearchOptions,
456 pub refinement: RefinementOptions,
457 pub perturbation: PerturbationOptions,
458 pub resto: RestoOptions,
459 pub output: OutputOptions,
460 pub warm: WarmStartOptions,
461 /// SQP-specific options (consulted only when
462 /// `algorithm = ActiveSetSqp`).
463 pub sqp: crate::sqp::SqpOptions,
464 /// QP-subproblem-solver options for the active-set SQP path
465 /// (`pounce_qp::QpOptions`), threaded into the `SqpAlgorithm` via
466 /// `with_qp_options`. Consulted only when `algorithm = ActiveSetSqp`.
467 /// Populated from the `sqp_qp_*` CLI options by
468 /// `application::apply_qp_subproblem_options`.
469 pub sqp_qp: pounce_qp::QpOptions,
470 pub init: InitOptions,
471 /// Optional block-triangular / Schur KKT partition (pounce#180 item 2):
472 /// `(schur_indices, feral_cfg)`. When `Some` and the IPM path is selected
473 /// with the feral linear solver and an exact Hessian, `build_with_backend`
474 /// wraps the standard aug-system solver in a
475 /// [`crate::kkt::SchurAugSystemSolver`] over the given KKT-space indices.
476 /// The Schur solver falls back to the standard solver transparently when
477 /// the partition is unsuitable. Set via [`Self::set_kkt_schur`].
478 pub kkt_schur: Option<(Vec<usize>, pounce_feral::FeralConfig)>,
479 /// Summary sink the Schur backend records into, so the solve's
480 /// `LinearSolverSummary` covers the Schur path too. Set via
481 /// [`Self::set_kkt_schur_summary_sink`]; `None` records nothing.
482 /// Optional block-parallel KKT partition (structured-KKT Phase 5b):
483 /// `(labels, feral_cfg)`, labels in KKT space with `< 0` for the shared
484 /// border and **empty** meaning "detect it from the assembled matrix".
485 /// Honored on the IPM + feral + exact-Hessian path; the block solver falls
486 /// back to the standard one transparently. Set via [`Self::set_kkt_blocks`].
487 pub kkt_blocks: Option<(Vec<i32>, pounce_feral::FeralConfig)>,
488 /// Late-bound partition, read only when [`Self::kkt_blocks`] is `None`.
489 /// The restoration sub-IPM's builder is constructed by the frontend before
490 /// the solve starts, which is before the outer KKT layout — and therefore
491 /// the mapping from a model-space declaration onto it — is known. The
492 /// application publishes the resolved labels into this cell as it builds
493 /// the outer algorithm, and the inner builder, a clone made earlier, reads
494 /// them here when restoration actually runs.
495 ///
496 /// Sound because `AugRestoSystemSolver` reduces the 8-block restoration
497 /// KKT onto the *original* 4-block system before delegating: the matrix
498 /// the inner solver factors has the outer system's dimension and sparsity,
499 /// so the outer labels describe it exactly. `BlockAugSystemSolver` checks
500 /// the length against the assembled matrix regardless and falls back.
501 pub kkt_blocks_shared: Option<KktBlocksCell>,
502 /// Refuse a partition whose median block is narrower than this many KKT
503 /// columns (`kkt_block_min_size`; `0` disables). Below the measured
504 /// crossover the block path is slower than the monolithic one — see
505 /// [`crate::kkt::block_aug_system_solver::DEFAULT_MIN_BLOCK_SIZE`].
506 pub kkt_block_min_size: usize,
507 pub kkt_schur_summary_sink:
508 Option<std::sync::Arc<std::sync::Mutex<pounce_linsol::summary::LinearSolverSummary>>>,
509 /// Sink the standard augmented-system solver publishes the inertia of
510 /// its zero-regularization trials into (`last_inertia_unregularized`,
511 /// gh#987 item 3). Set only on the main-IPM builder, so a restoration
512 /// sub-solve's differently-shaped KKT system never overwrites it.
513 pub inertia_sink:
514 Option<std::sync::Arc<std::sync::Mutex<pounce_linsol::summary::LinearSolverSummary>>>,
515 /// Shared tally of successful linear-solver quality escalations, handed
516 /// to the assembled
517 /// [`PdFullSpaceSolver`](crate::kkt::pd_full_space_solver::PdFullSpaceSolver)
518 /// by [`Self::build_with_backend`]. `None` leaves that solver with its
519 /// own private counter, which is what every test double and every
520 /// direct builder user gets.
521 ///
522 /// The point of sharing it is the restoration sub-solve: its inner
523 /// algorithm is assembled from a *clone* of this builder
524 /// (`resto_inner_solver::run_inner_resto`), so a `Some` here makes the
525 /// sub-solve's escalations land in the same total as the main loop's.
526 /// gh#857's exact leg escalates once in each, and counting only the
527 /// main loop would report half the trajectory change.
528 pub quality_escalation_counter: Option<Rc<std::cell::Cell<u64>>>,
529}
530
531/// Knobs read off `OptionsList` and baked into
532/// [`DefaultIterateInitializer`]. Defaults mirror
533/// `IpDefaultIterateInitializer.cpp:RegisterOptions`. The Mehrotra
534/// cascade in `application.rs` overrides `bound_push`, `bound_frac`,
535/// and `bound_mult_init_val` to upstream's more-aggressive values
536/// (`10`, `0.2`, `1.0`).
537#[derive(Debug, Clone)]
538pub struct InitOptions {
539 pub bound_push: Number,
540 pub bound_frac: Number,
541 pub slack_bound_push: Number,
542 pub slack_bound_frac: Number,
543 pub constr_mult_init_max: Number,
544 pub bound_mult_init_val: Number,
545 /// `bound_mult_init_method`: `"constant"` (default) or `"mu-based"`
546 /// (matches upstream's `IpDefaultIterateInitializer.cpp`).
547 pub bound_mult_init_method: String,
548 /// `least_square_init_primal` — replace the user's starting `x`
549 /// with the min-norm primal that satisfies the linearized
550 /// constraints. Used by the Mehrotra cascade in `application.rs`
551 /// to drop iter-0 primal infeasibility on LP-shaped problems.
552 /// Mirrors upstream `IpDefaultIterateInitializer.cpp:200-222`.
553 pub least_square_init_primal: bool,
554}
555
556impl Default for InitOptions {
557 fn default() -> Self {
558 Self {
559 bound_push: 1e-2,
560 bound_frac: 1e-2,
561 slack_bound_push: 1e-2,
562 slack_bound_frac: 1e-2,
563 constr_mult_init_max: 1e3,
564 bound_mult_init_val: 1.0,
565 bound_mult_init_method: "constant".into(),
566 least_square_init_primal: false,
567 }
568 }
569}
570
571/// Knobs read off `OptionsList` and baked into
572/// [`WarmStartIterateInitializer`]. Defaults mirror
573/// `IpWarmStartIterateInitializer.cpp:RegisterOptions`.
574///
575/// Wired today: every knob above plus the gh#606 recentering pair.
576/// `warm_start_entire_iterate` / `warm_start_same_structure` are
577/// deliberately *not* here — they name the `GetWarmStartIterate` TNLP
578/// surface pounce does not expose, and are refused by
579/// [`crate::unimplemented_options`] rather than parsed into a field
580/// nothing reads (gh#606).
581#[derive(Debug, Clone)]
582pub struct WarmStartOptions {
583 pub bound_push: Number,
584 pub bound_frac: Number,
585 pub slack_bound_push: Number,
586 pub slack_bound_frac: Number,
587 pub mult_bound_push: Number,
588 pub mult_init_max: Number,
589 pub target_mu: Number,
590 /// The value a NaN-seeded bound multiplier takes: NaN in a
591 /// user-supplied `z`/`v` seed means "unseeded, use the default".
592 /// Threaded from `builder.init.bound_mult_init_val` at build time
593 /// so the Mehrotra override and any user setting stay the single
594 /// source of truth.
595 pub bound_mult_init_val: Number,
596 /// `constr_mult_init_max`, threaded from the init options at build
597 /// time (gh#606). The warm path's reconstruction of an unseeded
598 /// equality-multiplier block runs the *cold* path's least-squares
599 /// solve, so it is capped by the cold path's cap — not by
600 /// `warm_start_mult_init_max`, which caps multipliers a caller
601 /// actually supplied and is three orders looser (1e6 vs 1e3).
602 /// Measured: on `redundant_rows`, whose duplicated equality rows
603 /// make the least-squares system singular, the looser cap let an
604 /// arbitrary estimate through and cost 7 -> 25 iterations.
605 pub constr_mult_init_max: Number,
606 /// `warm_start_recentering` (gh#606). Whether the initializer
607 /// measures the supplied point and adapts μ / the multiplier fills
608 /// to it, or keeps the pre-gh#606 universal constants.
609 pub recentering: WarmStartRecentering,
610}
611
612/// Value of `warm_start_recentering` (gh#606).
613#[derive(Debug, Clone, Copy, PartialEq, Eq)]
614pub enum WarmStartRecentering {
615 /// Pre-gh#606 behaviour: constant pushes and floors, `y` left at
616 /// zero when unseeded, μ untouched unless `warm_start_target_mu`
617 /// is set. The kill switch.
618 None,
619 /// Measure the supplied iterate's residuals and derive μ, the
620 /// bound-multiplier fills, and the equality-multiplier
621 /// reconstruction from them.
622 Residual,
623}
624
625impl WarmStartOptions {
626 /// `mult_init_max` as a usable cap: the registered `0` sentinel
627 /// means "no cap".
628 pub(crate) fn mult_init_max_or_inf(&self) -> Number {
629 if self.mult_init_max > 0.0 {
630 self.mult_init_max
631 } else {
632 Number::INFINITY
633 }
634 }
635}
636
637impl Default for WarmStartOptions {
638 fn default() -> Self {
639 Self {
640 bound_push: 1e-3,
641 bound_frac: 1e-3,
642 slack_bound_push: 1e-3,
643 slack_bound_frac: 1e-3,
644 mult_bound_push: 1e-3,
645 mult_init_max: 1e6,
646 target_mu: 0.0,
647 // seeded from the init options so the default has one
648 // home; build() re-resolves it from the live init options
649 // anyway (see `resolved_warm_options`)
650 bound_mult_init_val: InitOptions::default().bound_mult_init_val,
651 constr_mult_init_max: InitOptions::default().constr_mult_init_max,
652 recentering: WarmStartRecentering::Residual,
653 }
654 }
655}
656
657/// The warm-start options as the initializer actually receives them:
658/// `bound_mult_init_val` and `constr_mult_init_max` come from the
659/// (option-read, Mehrotra-resolved) init options, never from
660/// `WarmStartOptions`'s own copy. Split out of `build()` so the threading is testable.
661pub(crate) fn resolved_warm_options(
662 warm: &WarmStartOptions,
663 init: &InitOptions,
664) -> WarmStartOptions {
665 let mut w = warm.clone();
666 w.bound_mult_init_val = init.bound_mult_init_val;
667 w.constr_mult_init_max = init.constr_mult_init_max;
668 w
669}
670
671/// Knobs read off `OptionsList` and baked into the assembled
672/// `MonotoneMuUpdate` or `AdaptiveMuUpdate`. Defaults mirror
673/// `IpMonotoneMuUpdate.cpp` / `IpAdaptiveMuUpdate.cpp:RegisterOptions`.
674/// `mu_max` defaults to the sentinel `-1`; positive values are baked
675/// into both updaters at build time (adaptive interprets `-1` as
676/// "lazy-init from `mu_max_fact * avrg_compl`").
677#[derive(Debug, Clone)]
678pub struct MuOptions {
679 pub mu_init: Number,
680 pub mu_max: Number,
681 pub mu_max_fact: Number,
682 pub mu_min: Number,
683 pub mu_target: Number,
684 pub mu_linear_decrease_factor: Number,
685 pub mu_superlinear_decrease_power: Number,
686 pub mu_allow_fast_monotone_decrease: bool,
687 pub barrier_tol_factor: Number,
688 /// `tau_min` — floor on the fraction-to-the-boundary parameter
689 /// τ = max(tau_min, 1 − μ). Registered default 0.99, which is what
690 /// both `MonotoneMuUpdate` and `AdaptiveMuUpdate` already carry as
691 /// their struct default, so forwarding it is behaviour-neutral for
692 /// a run that does not set the option (#551 / #677). Consumed by
693 /// both updaters; the adaptive one also uses it in the monotone
694 /// mode and for the post-oracle τ = max(tau_min, 1 − NLP error).
695 pub tau_min: Number,
696 /// `sigma_max` / `sigma_min` — clamp on the centering parameter σ
697 /// chosen by `QualityFunctionMuOracle`. Only consumed when
698 /// `mu_strategy=adaptive` and `mu_oracle=quality-function`.
699 /// Defaults from `IpQualityFunctionMuOracle.cpp:RegisterOptions`.
700 pub sigma_max: Number,
701 pub sigma_min: Number,
702 /// `adaptive_mu_globalization` — globalization strategy for the
703 /// adaptive μ-selection mode. Mirrors
704 /// `IpAdaptiveMuUpdate.cpp:RegisterOptions`. Default is
705 /// `ObjConstrFilter`; the Mehrotra cascade switches to
706 /// `NeverMonotoneMode` to disable globalization entirely.
707 pub adaptive_mu_globalization: crate::mu::adaptive::AdaptiveMuGlobalization,
708 /// `quality_function_norm_type` — norm used inside the quality
709 /// function to aggregate the three KKT components. Forwarded to
710 /// `QualityFunctionMuOracle` when `mu_oracle=quality-function`.
711 pub quality_function_norm_type: crate::mu::oracle::quality_function::NormType,
712 /// `quality_function_centrality` — centrality penalty term added
713 /// to the quality function.
714 pub quality_function_centrality: crate::mu::oracle::quality_function::CentralityType,
715 /// `quality_function_balancing_term` — balancing penalty term in
716 /// the quality function (kicks in when complementarity is far
717 /// below infeasibilities).
718 pub quality_function_balancing_term: crate::mu::oracle::quality_function::BalancingTermType,
719 /// `quality_function_max_section_steps` — cap on golden-section
720 /// iterations when picking σ. Default 8.
721 pub quality_function_max_section_steps: i32,
722 /// `quality_function_section_sigma_tol` — width tolerance in
723 /// σ-space for golden section. Default 1e-2.
724 pub quality_function_section_sigma_tol: Number,
725 /// `quality_function_section_qf_tol` — relative flatness
726 /// tolerance for golden section. Default 0.0.
727 pub quality_function_section_qf_tol: Number,
728 /// `adaptive_mu_safeguard_factor` — guard for the LOQO fallback
729 /// in adaptive mode. Default 0.0.
730 pub adaptive_mu_safeguard_factor: Number,
731 /// `adaptive_mu_monotone_init_factor` — multiplier on the
732 /// average complementarity when seeding monotone mode after a
733 /// free-mode bailout. Default 0.8.
734 pub adaptive_mu_monotone_init_factor: Number,
735 /// `adaptive_mu_restore_previous_iterate` — restore the most
736 /// recent free-mode iterate when switching to fixed mode.
737 /// Default `false`.
738 pub adaptive_mu_restore_previous_iterate: bool,
739 /// `adaptive_mu_max_free_returns` (pounce#749, POUNCE
740 /// extension). Cap on how many times the adaptive strategy may
741 /// leave fixed-mu mode. `-1` = unlimited (upstream behavior).
742 pub adaptive_mu_max_free_returns: i32,
743 /// `adaptive_mu_budget_pin_fraction` (pounce#753, POUNCE
744 /// extension). Fraction of an explicitly-set `max_cpu_time` /
745 /// `max_wall_time` after which the adaptive strategy stops
746 /// returning to free-mu mode and finishes monotone. `1.0`
747 /// disables. Inert unless the caller set a time budget.
748 pub adaptive_mu_budget_pin_fraction: Number,
749 /// `adaptive_mu_kkterror_red_iters` — window length for the
750 /// `KKT_ERROR` globalization history. Default 4.
751 pub adaptive_mu_kkterror_red_iters: usize,
752 /// `adaptive_mu_kkterror_red_fact` — required relative reduction
753 /// of the KKT error over the window. Default 0.9999.
754 pub adaptive_mu_kkterror_red_fact: Number,
755 /// `adaptive_mu_kkt_norm_type` — norm used to score the iterate
756 /// in adaptive globalization decisions.
757 pub adaptive_mu_kkt_norm_type: crate::mu::adaptive::AdaptiveMuKktNorm,
758 /// `filter_margin_fact` — width factor of the margin an entry must
759 /// clear in the `obj-constr-filter` adaptive globalization test
760 /// (`margin = filter_margin_fact * min(filter_max_margin, err)`).
761 /// Only consumed when `mu_strategy=adaptive` and
762 /// `adaptive_mu_globalization=obj-constr-filter` (the default).
763 /// Default 1e-5, from `IpAdaptiveMuUpdate.cpp:RegisterOptions`.
764 pub filter_margin_fact: Number,
765 /// `filter_max_margin` — cap on the margin above. Default 1.0,
766 /// from `IpAdaptiveMuUpdate.cpp:RegisterOptions`.
767 pub filter_max_margin: Number,
768 /// `probing_iterate_quality_factor` (default 1e4, pounce-specific
769 /// — see pounce#58). When the probing (Mehrotra) μ-oracle is
770 /// about to read `curr_avrg_compl()` for its `mu_curr` input, a
771 /// single imbalanced `(s_i, z_i)` pair can inflate the average
772 /// 5+ orders above the stored `data.curr_mu`. The oracle then
773 /// returns `σ · mu_curr` ≫ previous μ, throwing the iterate out
774 /// of the convergence neighborhood. This guard short-circuits
775 /// that case by signalling restoration when the ratio
776 /// `curr_avrg_compl / curr_mu` exceeds the factor. Set to 0 or
777 /// any non-positive value to disable.
778 pub probing_iterate_quality_factor: Number,
779}
780
781impl Default for MuOptions {
782 fn default() -> Self {
783 Self {
784 mu_init: 0.1,
785 mu_max: -1.0,
786 mu_max_fact: 1e3,
787 mu_min: 1e-11,
788 mu_target: 0.0,
789 mu_linear_decrease_factor: 0.2,
790 mu_superlinear_decrease_power: 1.5,
791 mu_allow_fast_monotone_decrease: true,
792 barrier_tol_factor: 10.0,
793 tau_min: 0.99,
794 sigma_max: 1e2,
795 sigma_min: 1e-6,
796 adaptive_mu_globalization:
797 crate::mu::adaptive::AdaptiveMuGlobalization::ObjConstrFilter,
798 quality_function_norm_type:
799 crate::mu::oracle::quality_function::NormType::TwoNormSquared,
800 quality_function_centrality: crate::mu::oracle::quality_function::CentralityType::None,
801 quality_function_balancing_term:
802 crate::mu::oracle::quality_function::BalancingTermType::None,
803 quality_function_max_section_steps: 8,
804 quality_function_section_sigma_tol: 1e-2,
805 quality_function_section_qf_tol: 0.0,
806 adaptive_mu_safeguard_factor: 0.0,
807 adaptive_mu_monotone_init_factor: 0.8,
808 adaptive_mu_restore_previous_iterate: false,
809 adaptive_mu_max_free_returns: -1,
810 adaptive_mu_budget_pin_fraction: 0.75,
811 adaptive_mu_kkterror_red_iters: 4,
812 adaptive_mu_kkterror_red_fact: 0.9999,
813 adaptive_mu_kkt_norm_type: crate::mu::adaptive::AdaptiveMuKktNorm::TwoNormSquared,
814 filter_margin_fact: 1e-5,
815 filter_max_margin: 1.0,
816 probing_iterate_quality_factor: 1e4,
817 }
818 }
819}
820
821/// Knobs baked into the assembled [`BacktrackingLineSearch`]. Defaults
822/// mirror `IpBacktrackingLineSearch.cpp:RegisterOptions`.
823#[derive(Debug, Clone)]
824pub struct LineSearchOptions {
825 /// `alpha_red_factor` — fractional reduction applied to the trial
826 /// step size at every backtracking step
827 /// (`alpha *= alpha_red_factor`). Mirrors upstream's
828 /// `IpBacktrackingLineSearch::alpha_red_factor_`.
829 pub alpha_red_factor: Number,
830 /// `alpha_red_factor_min` — floor on one backtracking reduction,
831 /// which turns the fixed geometric trial sequence into a
832 /// safeguarded quadratic interpolation (gh#818). See
833 /// `BacktrackingLineSearch::next_alpha`.
834 ///
835 /// `None` — the default — means "let the Hessian mode decide", and
836 /// the two modes decide differently:
837 ///
838 /// * **limited-memory → `0.05`** (interpolation on). The
839 /// quasi-Newton model's *scale* can be wrong by orders of
840 /// magnitude in any direction its curvature pairs do not span, so
841 /// the acceptable `alpha` can be far below 1 and the fixed factor
842 /// spends `log(1/alpha)` objective evaluations walking to it.
843 /// * **exact → off** (`alpha_red_factor`, i.e. upstream's fixed
844 /// sequence). A Newton step's length is meaningful, the
845 /// acceptable `alpha` is normally within a few halvings of 1, and
846 /// the trial sequence is not what costs.
847 ///
848 /// The split is measured, not assumed. Forcing
849 /// `alpha_red_factor_min 0.05` onto the exact path moves 3 of the
850 /// 156 fixture-legs in `scripts/sweep-fixtures.sh`, and the one
851 /// that matters is a **status loss**: `eigena2` goes from
852 /// `SolveSucceeded`/27 to `SolvedToAcceptableLevel`/32. The other
853 /// two are `issue_508_infeasible_gap_1em4` 441 → 385 to the same
854 /// certificate — a gain — and an objective digit on
855 /// `hs13_bigstart`. One fixture giving up a solve is the whole
856 /// argument; a faster infeasibility certificate does not buy it
857 /// back. Before `ALPHA_INTERP_MIN_TRIALS` gated the interpolation
858 /// the same experiment moved 9 legs and cost
859 /// `infeasible_square_scaled_1em4` its infeasibility certificate
860 /// (`InfeasibleProblemDetected`/17 → `ErrorInStepComputation`/12);
861 /// the gate narrowed the damage, it did not remove the reason for
862 /// the split.
863 ///
864 /// An explicit `alpha_red_factor_min` from the user is honoured on
865 /// both paths — the mode-dependence is only in the default.
866 pub alpha_red_factor_min: Option<Number>,
867 pub watchdog_shortened_iter_trigger: Index,
868 pub watchdog_trial_iter_max: Index,
869 /// `soft_resto_pderror_reduction_factor` — required relative
870 /// reduction in the primal-dual error for a soft-resto step.
871 /// `0` disables the soft restoration phase.
872 pub soft_resto_pderror_reduction_factor: Number,
873 /// `max_soft_resto_iters` — cap on consecutive soft-resto
874 /// iterations before full restoration is forced.
875 pub max_soft_resto_iters: Index,
876 /// `accept_every_trial_step` — short-circuits the filter / alpha
877 /// loop and accepts the full fraction-to-the-boundary step every
878 /// outer iteration. Mirrors upstream's
879 /// `IpBacktrackingLineSearch::accept_every_trial_step_`. Drops
880 /// global convergence guarantees; only safe for problems where the
881 /// Newton step is already a descent step (LPs, convex QPs). The
882 /// Mehrotra cascade in `application.rs` flips this on.
883 pub accept_every_trial_step: bool,
884 /// `alpha_for_y` — policy for the equality-multiplier (y_c / y_d)
885 /// step length. Upstream default is `Primal`; the Mehrotra cascade
886 /// switches to `BoundMult`.
887 pub alpha_for_y: crate::line_search::backtracking::AlphaForY,
888 /// `accept_after_max_steps` — accept a trial point once this many
889 /// backtracking steps have been taken, even if it fails the
890 /// acceptor's tests. `-1` (the default) disables it, which is why
891 /// wiring it moves no default trajectory. Mirrors
892 /// `IpBacktrackingLineSearch.cpp:759-770`.
893 pub accept_after_max_steps: Index,
894
895 // Filter switching / Armijo / margin constants baked onto the
896 // assembled [`crate::line_search::filter_acceptor::FilterLsAcceptor`]
897 // (only when `line_search_method = Filter`). All were registered but
898 // never read (#191); defaults mirror `IpFilterLSAcceptor.cpp`.
899 /// `eta_phi` — relaxation factor in the Armijo condition (Eqn. (20)).
900 pub eta_phi: Number,
901 /// `delta` — multiplier on the constraint violation in the filter's
902 /// switching rule (Eqn. (19)); maps to
903 /// [`FilterLsAcceptor::delta_armijo`]. Default 1.0, from
904 /// `IpFilterLSAcceptor.cpp:RegisterOptions`.
905 pub delta: Number,
906 /// `theta_min_fact` — constraint-violation threshold factor in the
907 /// switching rule.
908 pub theta_min_fact: Number,
909 /// `theta_max_fact` — upper-bound factor for constraint violation in
910 /// the filter (Eqn. (21)).
911 pub theta_max_fact: Number,
912 /// `theta_max_row_scale_kappa` — multiplier on the constraint-row
913 /// count used as the floor of the `theta_max` reference.
914 /// **Opt-in**: default `0`, which is upstream's bare
915 /// `max(1, theta_0)` floor bit-for-bit. Set to `1` on a large model
916 /// that stalls from a feasible start. See
917 /// [`FilterLsAcceptor::theta_max_row_scale_kappa`].
918 pub theta_max_row_scale_kappa: Number,
919 /// `theta_max_adaptive_trigger` — consecutive line searches whose
920 /// every trial was refused at the `theta_max` gate before the
921 /// ceiling is raised. `0` disables the rule. See
922 /// [`FilterLsAcceptor::theta_max_adaptive_trigger`] (pounce#546).
923 pub theta_max_adaptive_trigger: u32,
924 /// Geometric factor applied to `theta_max` on each adaptive raise.
925 /// See [`FilterLsAcceptor::theta_max_adaptive_factor`].
926 pub theta_max_adaptive_factor: Number,
927 /// Cap on adaptive raises per solve, which is what keeps `theta_max`
928 /// finite. See [`FilterLsAcceptor::theta_max_adaptive_max_raises`].
929 pub theta_max_adaptive_max_raises: u32,
930 /// `gamma_phi` — filter margin factor for the barrier function
931 /// (Eqn. (18a)).
932 pub gamma_phi: Number,
933 /// `gamma_theta` — filter margin factor for the constraint violation
934 /// (Eqn. (18b)).
935 pub gamma_theta: Number,
936 /// `s_phi` — exponent for the linear barrier model in the switching
937 /// rule (Eqn. (19)).
938 pub s_phi: Number,
939 /// `s_theta` — exponent for the current constraint violation in the
940 /// switching rule (Eqn. (19)).
941 pub s_theta: Number,
942 /// `alpha_min_frac` — safety factor for the minimal step size before
943 /// switching to restoration (gamma_alpha, Eqn. (23)).
944 pub alpha_min_frac: Number,
945 /// `obj_max_inc` — max acceptable increase (orders of magnitude) of
946 /// the barrier objective for a trial point.
947 pub obj_max_inc: Number,
948 /// `max_filter_resets` — maximum number of filter resets allowed
949 /// (`0` disables the reset heuristic).
950 pub max_filter_resets: Index,
951 /// `filter_reset_trigger` — successive filter-rejected iterations that
952 /// trigger a filter reset.
953 pub filter_reset_trigger: Index,
954 /// `filter_theta_roundoff_retry` (gh#945) — whether a line search that
955 /// runs out of `alpha` at an iterate already feasible to round-off gets
956 /// one more pass with the filter's `theta` axis measured against
957 /// `theta`'s own evaluation noise, before the driver hands off to a
958 /// restoration phase that has nothing to minimize. **On by default**;
959 /// see `BacktrackingLineSearch::run_filter_line_search` and
960 /// `IpoptCq::theta_evaluation_noise_floor`.
961 pub filter_theta_roundoff_retry: bool,
962 /// `objective_noise_wolfe` (gh#1016) — whether a solve whose line search
963 /// has accepted a numerical null step also accepts trials by the
964 /// approximate-Wolfe slope test. **On by default**; see
965 /// `BacktrackingLineSearch::objective_noise_wolfe`.
966 pub objective_noise_wolfe: bool,
967
968 // Penalty-acceptor constants baked onto the assembled
969 // [`crate::line_search::penalty_acceptor::PenaltyLsAcceptor`] (only
970 // when `line_search_method = penalty` / `cg-penalty`). Defaults
971 // mirror `IpPenaltyLSAcceptor.cpp:RegisterOptions`.
972 /// `nu_init` — initial value of the penalty parameter ν.
973 pub nu_init: Number,
974 /// `nu_inc` — increment added when ν is bumped.
975 pub nu_inc: Number,
976 /// `rho` — convex-combination weight in the ν update rule.
977 pub rho: Number,
978 /// `eta_penalty` — relaxation factor in the Armijo condition on the
979 /// penalty merit function.
980 pub eta_penalty: Number,
981
982 // Second-order-correction constants baked onto the assembled
983 // [`BacktrackingLineSearch`]. Registered but never read (#191);
984 // defaults mirror `IpBacktrackingLineSearch.cpp`.
985 /// `max_soc` — max second-order-correction trial steps per iteration;
986 /// `0` disables SOC.
987 pub max_soc: Index,
988 /// `kappa_soc` — sufficient-reduction factor for a SOC step to be
989 /// continued.
990 pub kappa_soc: Number,
991 /// `soc_method` — `0` (paper method) or `1` (alpha-on-rhs variant).
992 pub soc_method: Index,
993}
994
995impl Default for LineSearchOptions {
996 fn default() -> Self {
997 Self {
998 alpha_red_factor: 0.5,
999 alpha_red_factor_min: None,
1000 watchdog_shortened_iter_trigger: 10,
1001 watchdog_trial_iter_max: 3,
1002 soft_resto_pderror_reduction_factor: 1.0 - 1e-4,
1003 max_soft_resto_iters: 10,
1004 accept_every_trial_step: false,
1005 alpha_for_y: crate::line_search::backtracking::AlphaForY::Primal,
1006 accept_after_max_steps: -1,
1007 eta_phi: 1e-8,
1008 delta: 1.0,
1009 theta_min_fact: 1e-4,
1010 theta_max_fact: 1e4,
1011 theta_max_row_scale_kappa: 0.0,
1012 theta_max_adaptive_trigger: 3,
1013 theta_max_adaptive_factor: 100.0,
1014 theta_max_adaptive_max_raises: 4,
1015 gamma_phi: 1e-8,
1016 gamma_theta: 1e-5,
1017 s_phi: 2.3,
1018 s_theta: 1.1,
1019 alpha_min_frac: 0.05,
1020 obj_max_inc: 5.0,
1021 max_filter_resets: 5,
1022 filter_reset_trigger: 5,
1023 filter_theta_roundoff_retry: true,
1024 objective_noise_wolfe: true,
1025 nu_init: 1e-6,
1026 nu_inc: 1e-4,
1027 rho: 0.1,
1028 eta_penalty: 1e-8,
1029 max_soc: 4,
1030 kappa_soc: 0.99,
1031 soc_method: 0,
1032 }
1033 }
1034}
1035
1036/// Inertia-correction / regularization knobs baked onto the assembled
1037/// [`crate::kkt::perturbation_handler::PdPerturbationHandler`]. Field
1038/// names use the option names; they map to the handler's `delta_xs_*` /
1039/// `delta_cd_*` fields. Defaults mirror
1040/// `IpPDPerturbationHandler.cpp:RegisterOptions`. All were registered but
1041/// never read (#191).
1042#[derive(Debug, Clone)]
1043pub struct PerturbationOptions {
1044 /// `max_hessian_perturbation` → `delta_xs_max`.
1045 pub max_hessian_perturbation: Number,
1046 /// `min_hessian_perturbation` → `delta_xs_min`.
1047 pub min_hessian_perturbation: Number,
1048 /// `perturb_inc_fact_first` → `delta_xs_first_inc_fact`.
1049 pub perturb_inc_fact_first: Number,
1050 /// `perturb_inc_fact` → `delta_xs_inc_fact`.
1051 pub perturb_inc_fact: Number,
1052 /// `perturb_dec_fact` → `delta_xs_dec_fact`.
1053 pub perturb_dec_fact: Number,
1054 /// `first_hessian_perturbation` → `delta_xs_init`.
1055 pub first_hessian_perturbation: Number,
1056 /// `jacobian_regularization_value` → `delta_cd_val`.
1057 pub jacobian_regularization_value: Number,
1058 /// `jacobian_regularization_exponent` → `delta_cd_exp`.
1059 pub jacobian_regularization_exponent: Number,
1060 /// `perturb_always_cd` — always regularize the c/d (Jacobian) block.
1061 pub perturb_always_cd: bool,
1062 /// `perturb_delta_c_max_rungs` → `delta_c_max_rungs` (pounce gh#592).
1063 pub perturb_delta_c_max_rungs: Index,
1064 /// `perturb_slack_fact` → `delta_s_fact` (pounce gh#1098).
1065 pub perturb_slack_fact: Number,
1066 /// `perturb_slack_max_rows` → `delta_s_max_rows` (pounce gh#1098).
1067 pub perturb_slack_max_rows: Index,
1068}
1069
1070impl Default for PerturbationOptions {
1071 fn default() -> Self {
1072 Self {
1073 max_hessian_perturbation: 1e20,
1074 min_hessian_perturbation: 1e-20,
1075 perturb_inc_fact_first: 100.0,
1076 perturb_inc_fact: 8.0,
1077 perturb_dec_fact: 1.0 / 3.0,
1078 first_hessian_perturbation: 1e-4,
1079 jacobian_regularization_value: 1e-8,
1080 jacobian_regularization_exponent: 0.25,
1081 perturb_always_cd: false,
1082 perturb_delta_c_max_rungs: 3,
1083 perturb_slack_fact: crate::ftb_floor::DEFAULT_PERTURB_SLACK_FACT,
1084 perturb_slack_max_rows: crate::ftb_floor::DEFAULT_PERTURB_SLACK_MAX_ROWS,
1085 }
1086 }
1087}
1088
1089/// Restoration-phase knobs carried on the outer builder and copied into
1090/// the `RestoAlgorithmBuilder` when the restoration factory is minted
1091/// (`pounce-restoration`). The restoration builder is constructed with
1092/// defaults by each frontend and never options-configured, so these were
1093/// registered but never read (#191). Defaults mirror upstream's
1094/// restoration `RegisterOptions`.
1095#[derive(Debug, Clone)]
1096pub struct RestoOptions {
1097 /// `bound_mult_reset_threshold` — reset bound multipliers to 1 after
1098 /// restoration if the largest exceeds this.
1099 pub bound_mult_reset_threshold: Number,
1100 /// `constr_mult_reset_threshold` — ignore the least-square constraint
1101 /// multiplier estimate after restoration if its norm exceeds this
1102 /// (`0` keeps the estimate).
1103 pub constr_mult_reset_threshold: Number,
1104 /// `resto_penalty_parameter` — penalty on the slack 1-norm in the
1105 /// restoration objective (`rho`).
1106 pub resto_penalty_parameter: Number,
1107 /// `resto_proximity_weight` — proximity-term weight (`eta_factor`;
1108 /// `η = eta_factor · sqrt(μ)`).
1109 pub resto_proximity_weight: Number,
1110 /// `required_infeasibility_reduction` — the restoration sub-solve
1111 /// keeps iterating until the *original* NLP's infeasibility has been
1112 /// reduced to at most this fraction of its value at restoration entry
1113 /// (`κ_resto` in `IpRestoConvCheck.cpp:58`). `0` disables the guard,
1114 /// i.e. restoration runs until the sub-NLP itself converges.
1115 pub required_infeasibility_reduction: Number,
1116 /// `evaluate_orig_obj_at_resto_trial` — evaluate the *original*
1117 /// objective at every restoration trial point, so an iterate the
1118 /// restoration problem likes but the original cannot evaluate is
1119 /// rejected there rather than after the phase exits. Upstream default
1120 /// `yes`. `RestoAlgorithmBuilder` has consumed this since it landed;
1121 /// only the read site was missing (gh#483, #191 round 2).
1122 pub evaluate_orig_obj_at_resto_trial: bool,
1123 /// `expect_infeasible_problem` — enter restoration sooner and demand
1124 /// more infeasibility reduction before leaving it. Upstream default
1125 /// `no`. Same story: consumed, never read.
1126 pub expect_infeasible_problem: bool,
1127 /// `start_with_resto` — switch to restoration in the first iteration.
1128 /// Upstream default `no`. Same story.
1129 pub start_with_resto: bool,
1130 /// `max_resto_iter` — cap on *successive* restoration iterations
1131 /// (`IpRestoConvCheck.cpp:144`'s `maximum_resto_iters`). Consumed by
1132 /// `pounce_restoration::conv_check::RestoConvCheckAdapter`, which
1133 /// returns `MaxIterExceeded` once the count is reached; the value
1134 /// used to be the hard-coded `RESTO_MAX_SUCCESSIVE_ITERS` in
1135 /// `resto_inner_solver.rs`, so setting the option did nothing
1136 /// (#551 / #677). The field is named after the option here, but the
1137 /// consumer's field is `maximum_resto_iters` — which is why grepping
1138 /// for the option name found nothing (#551 caution 2).
1139 ///
1140 /// **This default deliberately differs from the registered one.**
1141 /// `upstream_options.rs` registers Ipopt's `3000000`; pounce has
1142 /// enforced `3000` since the cap landed. Wiring the option must not
1143 /// change what an unset option does, so the effective cap stays
1144 /// `3000` and only an explicit `max_resto_iter` moves it. Raising
1145 /// the default to upstream's number is a trajectory change (it
1146 /// lets a restoration that pounce currently cuts off at 3000 keep
1147 /// going) and belongs to a change that measures it.
1148 pub max_resto_iter: i32,
1149}
1150
1151impl Default for RestoOptions {
1152 fn default() -> Self {
1153 Self {
1154 bound_mult_reset_threshold: 1e3,
1155 constr_mult_reset_threshold: 0.0,
1156 resto_penalty_parameter: 1e3,
1157 resto_proximity_weight: 1.0,
1158 required_infeasibility_reduction: 0.9,
1159 evaluate_orig_obj_at_resto_trial: true,
1160 expect_infeasible_problem: false,
1161 start_with_resto: false,
1162 // NOT the registered default (3000000) — see the field docs.
1163 max_resto_iter: 3000,
1164 }
1165 }
1166}
1167
1168/// Iterative-refinement knobs baked onto the assembled
1169/// [`crate::kkt::pd_full_space_solver::PdFullSpaceSolver`]. Defaults
1170/// mirror `IpPDFullSpaceSolver.cpp:RegisterOptions`. All were registered
1171/// but never read (#191).
1172#[derive(Debug, Clone)]
1173pub struct RefinementOptions {
1174 /// `min_refinement_steps` — minimum iterative-refinement steps per
1175 /// linear solve.
1176 pub min_refinement_steps: Index,
1177 /// `max_refinement_steps` — maximum iterative-refinement steps.
1178 pub max_refinement_steps: Index,
1179 /// `residual_ratio_max` — refine until the residual test ratio drops
1180 /// below this (or `max_refinement_steps` is reached).
1181 pub residual_ratio_max: Number,
1182 /// `residual_ratio_singular` — above this ratio after failed
1183 /// refinement, the system is declared singular.
1184 pub residual_ratio_singular: Number,
1185 /// `residual_improvement_factor` — minimum per-step reduction of the
1186 /// residual test ratio before refinement is aborted.
1187 pub residual_improvement_factor: Number,
1188 /// `neg_curv_test_tol` — tolerance α_n of the inertia-free curvature
1189 /// test of Zavala & Chiang (2014). Zero (the registered default)
1190 /// disables the heuristic and keeps the inertia check; positive
1191 /// turns the inertia check off and accepts the factorization only
1192 /// when the computed direction passes the curvature test in
1193 /// `PdFullSpaceSolver::solve_once`.
1194 pub neg_curv_test_tol: Number,
1195 /// `neg_curv_test_reg` — whether the curvature test includes the
1196 /// primal regularization δ_x‖dx‖² + δ_s‖ds‖². Registered default
1197 /// `yes`; `no` reproduces the original Ipopt form that ignores it.
1198 /// Only consulted when `neg_curv_test_tol > 0`.
1199 pub neg_curv_test_reg: bool,
1200}
1201
1202impl Default for RefinementOptions {
1203 fn default() -> Self {
1204 Self {
1205 min_refinement_steps: 1,
1206 max_refinement_steps: 10,
1207 residual_ratio_max: 1e-10,
1208 residual_ratio_singular: 1e-5,
1209 residual_improvement_factor: 0.999_999_999,
1210 neg_curv_test_tol: 0.0,
1211 neg_curv_test_reg: true,
1212 }
1213 }
1214}
1215
1216/// Knobs baked into the assembled [`OrigIterationOutput`]. Defaults
1217/// mirror `IpOrigIterationOutput.cpp:RegisterOptions` /
1218/// `IpAlgorithmRegOp.cpp`.
1219#[derive(Debug, Clone)]
1220pub struct OutputOptions {
1221 pub print_frequency_iter: Index,
1222 pub print_frequency_time: Number,
1223 /// `print_info_string` (default `false`). When on, the iter row
1224 /// ends with the contents of `IpoptData::info_string` so users
1225 /// can read the per-iteration diagnostic tags.
1226 pub print_info_string: bool,
1227 /// `inf_pr_output` — `"original"` (default) prints the unscaled
1228 /// NLP primal infeasibility; `"internal"` prints the internal
1229 /// reformulated violation. Only meaningful once NLP-side scaling
1230 /// is in play; until then both modes produce the same number.
1231 pub inf_pr_output_internal: bool,
1232}
1233
1234impl Default for OutputOptions {
1235 fn default() -> Self {
1236 Self {
1237 print_frequency_iter: 1,
1238 print_frequency_time: 0.0,
1239 print_info_string: false,
1240 inf_pr_output_internal: false,
1241 }
1242 }
1243}
1244
1245impl Default for AlgorithmBuilder {
1246 fn default() -> Self {
1247 Self {
1248 algorithm: AlgorithmChoice::default(),
1249 linear_solver: LinearSolverChoice::Feral,
1250 linear_system_scaling: LinearSystemScalingChoice::None,
1251 linear_scaling_on_demand: true,
1252 mu_strategy: MuStrategyChoice::Monotone,
1253 mu_oracle: MuOracleKind::QualityFunction,
1254 hessian_approximation: HessianApproxChoice::Exact,
1255 partitioned_update_type: UpdateType::Sr1,
1256 partitioned_update_type_was_set: false,
1257 partitioned_max_element: 64,
1258 objective_nonlinear_vars: None,
1259 hessian_declared_pattern: None,
1260 partitioned_curvature_cap: Number::INFINITY,
1261 partitioned_elements: crate::hess::partitioned_quasi_newton::ElementMode::PerConstraint,
1262 partitioned_block_size: 64,
1263 fd_hessian_pattern: crate::hess::fd_hessian::FdPatternSource::Declared,
1264 fd_hessian_coloring: crate::hess::fd_hessian::FdColoring::Cpr,
1265 fd_hessian_reuse_tol: 0.0,
1266 limited_memory_update_type: UpdateType::Bfgs,
1267 limited_memory_max_history: 6,
1268 limited_memory_init_val_max: 1e8,
1269 limited_memory_init_val_min: 1e-8,
1270 limited_memory_initialization: InitialApprox::Scalar1,
1271 limited_memory_init_val: 1.0,
1272 limited_memory_max_skipping: 2,
1273 limited_memory_nonlinear_vars: None,
1274 line_search_method: LineSearchChoice::Filter,
1275 warm_start_init_point: false,
1276 mehrotra_algorithm: false,
1277 fast_step_computation: false,
1278 kappa_sigma: 1e10,
1279 ftb_centrality_floor: crate::ftb_floor::DEFAULT_FTB_CENTRALITY_FLOOR,
1280 recalc_y: false,
1281 recalc_y_feas_tol: 1e-6,
1282 kappa_d: 1e-5,
1283 s_max: 100.0,
1284 tiny_step_tol: 10.0 * Number::EPSILON,
1285 tiny_step_y_tol: 1e-2,
1286 diverging_iterates_tol: 1e20,
1287 dual_divergence_retry_step_tol: 1e-5,
1288 dual_divergence_retry_du_floor: 1e2,
1289 tiny_step_dual_stall_iters: 10,
1290 dual_diverging_streak: 0,
1291 resto_decline_deferrals: 1,
1292 resto_decline_progress_ratio: 0.5,
1293 neg_curv_escapes: 1,
1294 limited_memory_ls_failure_restarts: 0,
1295 kkt_fidelity_tol: 0.0,
1296 conv_check: ConvCheckOptions::default(),
1297 mu: MuOptions::default(),
1298 line_search: LineSearchOptions::default(),
1299 refinement: RefinementOptions::default(),
1300 perturbation: PerturbationOptions::default(),
1301 resto: RestoOptions::default(),
1302 output: OutputOptions::default(),
1303 warm: WarmStartOptions::default(),
1304 sqp: crate::sqp::SqpOptions::default(),
1305 sqp_qp: pounce_qp::QpOptions::sqp_subproblem(),
1306 init: InitOptions::default(),
1307 kkt_schur: None,
1308 kkt_blocks: None,
1309 kkt_blocks_shared: None,
1310 kkt_block_min_size: crate::kkt::block_aug_system_solver::DEFAULT_MIN_BLOCK_SIZE,
1311 kkt_schur_summary_sink: None,
1312 inertia_sink: None,
1313 quality_escalation_counter: None,
1314 }
1315 }
1316}
1317
1318impl AlgorithmBuilder {
1319 pub fn new() -> Self {
1320 Self::default()
1321 }
1322
1323 /// Install a Schur KKT partition (pounce#180 item 2). `schur_indices` are
1324 /// KKT-space indices (`0..dim`, the `x,s,c,d` block order the aug-system
1325 /// solver assembles); `cfg` configures the per-block feral solvers. Only
1326 /// honored on the IPM + feral + exact-Hessian path by
1327 /// [`Self::build_with_backend`]; ignored otherwise.
1328 pub fn set_kkt_schur(&mut self, schur_indices: Vec<usize>, cfg: pounce_feral::FeralConfig) {
1329 self.kkt_schur = Some((schur_indices, cfg));
1330 }
1331
1332 /// Install a block-parallel KKT partition (structured-KKT Phase 5b).
1333 /// `labels` are KKT-space block ids (`< 0` = the shared border); an empty
1334 /// vector asks the solver to detect the structure from the assembled KKT.
1335 pub fn set_kkt_blocks(&mut self, labels: Vec<i32>, cfg: pounce_feral::FeralConfig) {
1336 self.kkt_blocks = Some((labels, cfg));
1337 }
1338
1339 /// Read a partition from `cell` when none is installed directly — the
1340 /// restoration path, see [`Self::kkt_blocks_shared`].
1341 pub fn set_kkt_blocks_cell(&mut self, cell: KktBlocksCell) {
1342 self.kkt_blocks_shared = Some(cell);
1343 }
1344
1345 /// The partition to build with: an installed one first, then the
1346 /// late-bound cell.
1347 fn resolved_kkt_blocks(&self) -> Option<(Vec<i32>, pounce_feral::FeralConfig)> {
1348 self.kkt_blocks.clone().or_else(|| {
1349 self.kkt_blocks_shared
1350 .as_ref()
1351 .and_then(|c| c.lock().ok().and_then(|g| g.clone()))
1352 })
1353 }
1354
1355 /// Route the Schur backend's factorization stats into `sink` (the same
1356 /// sink the standard backend records into).
1357 pub fn set_kkt_schur_summary_sink(
1358 &mut self,
1359 sink: std::sync::Arc<std::sync::Mutex<pounce_linsol::summary::LinearSolverSummary>>,
1360 ) {
1361 self.kkt_schur_summary_sink = Some(sink);
1362 }
1363
1364 /// Assemble the strategy bundle without a search-direction
1365 /// calculator. Used by structural unit tests that don't want to
1366 /// pull in a linear-solver backend.
1367 pub fn build(&self) -> AlgorithmBundle {
1368 self.build_inner(None)
1369 }
1370
1371 /// Same as [`Self::build`] but also constructs the
1372 /// `SymLinearSolver → AugSystemSolver → PdFullSpaceSolver →
1373 /// PdSearchDirCalc` chain via the supplied `factory`.
1374 pub fn build_with_backend(&self, mut factory: LinearBackendFactory) -> AlgorithmBundle {
1375 let backend = factory(self.linear_solver);
1376 let make_scaling = || -> Option<Box<dyn pounce_linsol::TSymScalingMethod>> {
1377 match self.linear_system_scaling {
1378 LinearSystemScalingChoice::None => None,
1379 LinearSystemScalingChoice::Ruiz => {
1380 Some(Box::new(pounce_linsol::RuizTSymScalingMethod::new()))
1381 }
1382 LinearSystemScalingChoice::Mc19 => {
1383 tracing::warn!(target: "pounce::algorithm",
1384 "pounce: linear_system_scaling=mc19 not yet implemented; using no scaling"
1385 );
1386 None
1387 }
1388 LinearSystemScalingChoice::SlackBased => {
1389 Some(Box::new(pounce_linsol::SlackBasedTSymScalingMethod::new()))
1390 }
1391 }
1392 };
1393 let linsol = TSymLinearSolver::new(backend, make_scaling(), self.linear_scaling_on_demand);
1394 let with_inertia_sink = |aug: StdAugSystemSolver| match self.inertia_sink.clone() {
1395 Some(sink) => aug.with_inertia_sink(sink),
1396 None => aug,
1397 };
1398 let inner_aug = with_inertia_sink(StdAugSystemSolver::new(linsol));
1399 // Limited-memory mode publishes the Hessian as a
1400 // `LowRankUpdateSymMatrix`; wrap the standard solver in the
1401 // Sherman-Morrison-Woodbury low-rank solver so the augmented
1402 // system factorizes only the diagonal `B0` and the quasi-Newton
1403 // update is applied as a rank-`m` correction (`O(n·m)` memory).
1404 let is_lbfgs = matches!(
1405 self.hessian_approximation,
1406 HessianApproxChoice::LimitedMemory
1407 );
1408 let aug_solver: Box<dyn AugSystemSolver> = if is_lbfgs {
1409 // A second, independent inner solver for the Hessian-free
1410 // solves. Both see one W shape each for their whole life, so
1411 // neither re-runs the backend's symbolic factorization when
1412 // the other's shape comes round — see
1413 // `LowRankAugSystemSolver::with_bypass_solver` (gh#730).
1414 let bypass_linsol = TSymLinearSolver::new(
1415 factory(self.linear_solver),
1416 make_scaling(),
1417 self.linear_scaling_on_demand,
1418 );
1419 Box::new(LowRankAugSystemSolver::with_bypass_solver(
1420 Box::new(inner_aug),
1421 Box::new(with_inertia_sink(StdAugSystemSolver::new(bypass_linsol))),
1422 ))
1423 } else if let Some((labels, cfg)) = self.resolved_kkt_blocks() {
1424 // Block-parallel KKT path (structured-KKT Phase 5b). Same gates as
1425 // the Schur arm: feral-specific, and the L-BFGS low-rank wrapper
1426 // owns the (2,2) block, so this is the exact-Hessian path only.
1427 if matches!(self.linear_solver, LinearSolverChoice::Feral) {
1428 let blocks = crate::kkt::BlockAugSystemSolver::new(inner_aug, labels, cfg)
1429 .with_min_block_size(self.kkt_block_min_size);
1430 Box::new(match self.kkt_schur_summary_sink.clone() {
1431 Some(sink) => blocks.with_summary_sink(sink),
1432 None => blocks,
1433 })
1434 } else {
1435 Box::new(inner_aug)
1436 }
1437 } else if let Some((indices, cfg)) = self.kkt_schur.clone() {
1438 // Block-triangular / Schur KKT path (pounce#180 item 2). Only on the
1439 // exact-Hessian feral path — the Schur backend is feral-specific,
1440 // and the L-BFGS low-rank Woodbury wrapper owns the (2,2) block.
1441 // The Schur solver falls back to `StdAugSystemSolver` transparently
1442 // when the partition is unsuitable, so a stray hook never breaks a
1443 // solve; we gate on `linear_solver == Feral` here to avoid silently
1444 // ignoring a user's explicit MA57 selection.
1445 if matches!(self.linear_solver, LinearSolverChoice::Feral) {
1446 let schur = crate::kkt::SchurAugSystemSolver::new(inner_aug, indices, cfg);
1447 Box::new(match self.kkt_schur_summary_sink.clone() {
1448 Some(sink) => schur.with_summary_sink(sink),
1449 None => schur,
1450 })
1451 } else {
1452 Box::new(inner_aug)
1453 }
1454 } else {
1455 Box::new(inner_aug)
1456 };
1457 // Inertia-correction / Jacobian-regularization constants (#191):
1458 // registered but previously never read. Defaults equal the
1459 // registered defaults. `perturb_always_cd` goes through the setter
1460 // because it also rebuilds the initial jac-degeneracy state.
1461 let mut ph = PdPerturbationHandler::new();
1462 ph.delta_xs_max = self.perturbation.max_hessian_perturbation;
1463 ph.delta_xs_min = self.perturbation.min_hessian_perturbation;
1464 ph.delta_xs_first_inc_fact = self.perturbation.perturb_inc_fact_first;
1465 ph.delta_xs_inc_fact = self.perturbation.perturb_inc_fact;
1466 ph.delta_xs_dec_fact = self.perturbation.perturb_dec_fact;
1467 ph.delta_xs_init = self.perturbation.first_hessian_perturbation;
1468 ph.delta_cd_val = self.perturbation.jacobian_regularization_value;
1469 ph.delta_cd_exp = self.perturbation.jacobian_regularization_exponent;
1470 ph.set_perturb_always_cd(self.perturbation.perturb_always_cd);
1471 ph.delta_c_max_rungs = self.perturbation.perturb_delta_c_max_rungs;
1472 ph.delta_s_fact = self.perturbation.perturb_slack_fact;
1473 ph.delta_s_max_rows = self.perturbation.perturb_slack_max_rows;
1474 let perturb = Rc::new(RefCell::new(ph));
1475 let mut pd_solver = PdFullSpaceSolver::new(aug_solver, perturb);
1476 // Iterative-refinement constants (#191): registered but previously
1477 // never read, so overrides were silently dropped. Defaults equal
1478 // the registered defaults.
1479 pd_solver.min_refinement_steps = self.refinement.min_refinement_steps;
1480 pd_solver.max_refinement_steps = self.refinement.max_refinement_steps;
1481 pd_solver.residual_ratio_max = self.refinement.residual_ratio_max;
1482 pd_solver.residual_ratio_singular = self.refinement.residual_ratio_singular;
1483 pd_solver.residual_improvement_factor = self.refinement.residual_improvement_factor;
1484 // Inertia-free curvature test (#551 / #677). Both were registered
1485 // and never read; `neg_curv_test_tol` defaults to 0, which leaves
1486 // the heuristic off and the inertia check on, so this changes
1487 // nothing for a run that does not set it.
1488 pd_solver.neg_curv_test_tol = self.refinement.neg_curv_test_tol;
1489 pd_solver.neg_curv_test_reg = self.refinement.neg_curv_test_reg;
1490 // gh#857: share the escalation tally with the caller, so the
1491 // restoration sub-solve built from a clone of this builder counts
1492 // into the same total.
1493 if let Some(counter) = self.quality_escalation_counter.as_ref() {
1494 pd_solver.set_quality_escalation_counter(Rc::clone(counter));
1495 }
1496 let mut search_dir = PdSearchDirCalc::new(pd_solver);
1497 search_dir.mehrotra_algorithm = self.mehrotra_algorithm;
1498 search_dir.fast_step_computation = self.fast_step_computation;
1499 self.build_inner(Some(search_dir))
1500 }
1501
1502 /// Phase 5b assembly path for the SQP algorithm. Consults
1503 /// `self.algorithm`: when `ActiveSetSqp`, constructs an
1504 /// `SqpAlgorithm` using the supplied backend factory for the
1505 /// QP subproblem solver; otherwise returns `None` so the
1506 /// caller can fall back to the IPM `build_with_backend`.
1507 ///
1508 /// Sister to `build_with_backend`: the SQP algorithm doesn't
1509 /// share `AlgorithmBundle`'s shape (no mu_update / no IPM
1510 /// line search), so the two paths return different types.
1511 pub fn build_sqp_with_backend(
1512 &self,
1513 mut factory: LinearBackendFactory,
1514 ) -> Option<crate::sqp::SqpAlgorithm> {
1515 if !matches!(self.algorithm, AlgorithmChoice::ActiveSetSqp) {
1516 return None;
1517 }
1518 let backend = factory(self.linear_solver);
1519 let qp_solver = pounce_qp::ParametricActiveSetSolver::new(backend);
1520 Some(
1521 crate::sqp::SqpAlgorithm::new(qp_solver, self.sqp.clone())
1522 .with_qp_options(self.sqp_qp.clone()),
1523 )
1524 }
1525
1526 fn build_inner(&self, search_dir: Option<PdSearchDirCalc>) -> AlgorithmBundle {
1527 let mu_update: Box<dyn crate::mu::r#trait::MuUpdate> = match self.mu_strategy {
1528 MuStrategyChoice::Monotone => {
1529 let mut m = MonotoneMuUpdate::new();
1530 m.mu_init = self.mu.mu_init;
1531 // `mu_max` sentinel `-1` keeps the monotone default
1532 // (1e5); only override on a user-supplied positive.
1533 if self.mu.mu_max > 0.0 {
1534 m.mu_max = self.mu.mu_max;
1535 }
1536 m.mu_min = self.mu.mu_min;
1537 m.mu_target = self.mu.mu_target;
1538 m.mu_linear_decrease_factor = self.mu.mu_linear_decrease_factor;
1539 m.mu_superlinear_decrease_power = self.mu.mu_superlinear_decrease_power;
1540 m.mu_allow_fast_monotone_decrease = self.mu.mu_allow_fast_monotone_decrease;
1541 m.barrier_tol_factor = self.mu.barrier_tol_factor;
1542 m.tau_min = self.mu.tau_min;
1543 m.compl_inf_tol = self.conv_check.compl_inf_tol;
1544 Box::new(m)
1545 }
1546 MuStrategyChoice::Adaptive => {
1547 let mut adaptive = AdaptiveMuUpdate::new();
1548 adaptive.mu_oracle = self.mu_oracle;
1549 adaptive.mu_init = self.mu.mu_init;
1550 // Adaptive treats `mu_max == -1` as "lazy init from
1551 // `mu_max_fact * curr_avrg_compl`" — forward the
1552 // sentinel as-is.
1553 adaptive.mu_max = self.mu.mu_max;
1554 adaptive.mu_max_fact = self.mu.mu_max_fact;
1555 adaptive.mu_min = self.mu.mu_min;
1556 adaptive.compl_inf_tol = self.conv_check.compl_inf_tol;
1557 adaptive.mu_linear_decrease_factor = self.mu.mu_linear_decrease_factor;
1558 adaptive.mu_superlinear_decrease_power = self.mu.mu_superlinear_decrease_power;
1559 adaptive.barrier_tol_factor = self.mu.barrier_tol_factor;
1560 adaptive.tau_min = self.mu.tau_min;
1561 adaptive.sigma_min = self.mu.sigma_min;
1562 adaptive.sigma_max = self.mu.sigma_max;
1563 adaptive.adaptive_mu_globalization = self.mu.adaptive_mu_globalization;
1564 adaptive.qf_norm_type = self.mu.quality_function_norm_type;
1565 adaptive.qf_centrality_type = self.mu.quality_function_centrality;
1566 adaptive.qf_balancing_term = self.mu.quality_function_balancing_term;
1567 adaptive.qf_max_section_steps = self.mu.quality_function_max_section_steps;
1568 adaptive.qf_section_sigma_tol = self.mu.quality_function_section_sigma_tol;
1569 adaptive.qf_section_qf_tol = self.mu.quality_function_section_qf_tol;
1570 adaptive.probing_iterate_quality_factor = self.mu.probing_iterate_quality_factor;
1571 adaptive.probing_guard_feasible_tol = self.conv_check.tol;
1572 adaptive.adaptive_mu_safeguard_factor = self.mu.adaptive_mu_safeguard_factor;
1573 adaptive.adaptive_mu_monotone_init_factor =
1574 self.mu.adaptive_mu_monotone_init_factor;
1575 adaptive.restore_accepted_iterate = self.mu.adaptive_mu_restore_previous_iterate;
1576 adaptive.max_free_returns = self.mu.adaptive_mu_max_free_returns;
1577 adaptive.budget_pin_fraction = self.mu.adaptive_mu_budget_pin_fraction;
1578 // The pin measures against the same budget the
1579 // convergence check enforces (pounce#753); the
1580 // `conv_check` copies are the ones the application
1581 // also hands to `Deadline::new`.
1582 adaptive.max_cpu_time = self.conv_check.max_cpu_time;
1583 adaptive.max_wall_time = self.conv_check.max_wall_time;
1584 adaptive.adaptive_mu_kkterror_red_iters = self.mu.adaptive_mu_kkterror_red_iters;
1585 adaptive.adaptive_mu_kkterror_red_fact = self.mu.adaptive_mu_kkterror_red_fact;
1586 adaptive.adaptive_mu_kkt_norm = self.mu.adaptive_mu_kkt_norm_type;
1587 adaptive.filter_margin_fact = self.mu.filter_margin_fact;
1588 adaptive.filter_max_margin = self.mu.filter_max_margin;
1589 Box::new(adaptive)
1590 }
1591 };
1592
1593 let acceptor: Box<dyn BacktrackingLsAcceptor> = match self.line_search_method {
1594 LineSearchChoice::Filter => {
1595 // Filter switching / Armijo / margin constants (#191):
1596 // registered but previously never read. Set them on the
1597 // concrete acceptor before boxing; defaults equal the
1598 // registered defaults, so a run that doesn't set them is
1599 // unchanged.
1600 let mut f = FilterLsAcceptor::default();
1601 f.eta_phi = self.line_search.eta_phi;
1602 f.delta_armijo = self.line_search.delta;
1603 f.theta_min_fact = self.line_search.theta_min_fact;
1604 f.theta_max_fact = self.line_search.theta_max_fact;
1605 f.theta_max_row_scale_kappa = self.line_search.theta_max_row_scale_kappa;
1606 f.theta_max_adaptive_trigger = self.line_search.theta_max_adaptive_trigger;
1607 f.theta_max_adaptive_factor = self.line_search.theta_max_adaptive_factor;
1608 f.theta_max_adaptive_max_raises = self.line_search.theta_max_adaptive_max_raises;
1609 f.gamma_phi = self.line_search.gamma_phi;
1610 f.gamma_theta = self.line_search.gamma_theta;
1611 f.s_phi = self.line_search.s_phi;
1612 f.s_theta = self.line_search.s_theta;
1613 f.alpha_min_frac = self.line_search.alpha_min_frac;
1614 f.obj_max_inc = self.line_search.obj_max_inc;
1615 f.max_filter_resets = self.line_search.max_filter_resets;
1616 f.filter_reset_trigger = self.line_search.filter_reset_trigger;
1617 Box::new(f)
1618 }
1619 // Penalty-acceptor constants: same direct-field pattern as
1620 // the filter arm above. `reset()` re-seeds ν (and `last_nu`)
1621 // from the freshly-set `nu_init`, which `default()` had
1622 // seeded from the registered default.
1623 LineSearchChoice::Penalty | LineSearchChoice::CgPenalty => {
1624 // CG-penalty acceptor lands with the rest of the
1625 // CG-penalty path; fall back to the penalty acceptor's
1626 // surface for now.
1627 let mut p = PenaltyLsAcceptor::default();
1628 p.nu_init = self.line_search.nu_init;
1629 p.nu_inc = self.line_search.nu_inc;
1630 p.rho = self.line_search.rho;
1631 p.eta_penalty = self.line_search.eta_penalty;
1632 p.reset();
1633 Box::new(p)
1634 }
1635 };
1636 let mut line_search = BacktrackingLineSearch::new(acceptor);
1637 line_search.alpha_red_factor = self.line_search.alpha_red_factor;
1638 line_search.filter_theta_roundoff_retry = self.line_search.filter_theta_roundoff_retry;
1639 line_search.objective_noise_wolfe = self.line_search.objective_noise_wolfe;
1640 // Resolve `None` against the Hessian mode; see the field's doc
1641 // for the measurement behind the split (gh#818).
1642 line_search.alpha_red_factor_min =
1643 self.line_search
1644 .alpha_red_factor_min
1645 .unwrap_or(match self.hessian_approximation {
1646 // The criterion in the field's doc is whether the
1647 // model's *scale* is trustworthy, not whether it is
1648 // the exact Hessian. A quasi-Newton `B` can be wrong
1649 // by orders of magnitude in any direction its
1650 // curvature pairs do not span, which is as true of
1651 // the partitioned elements as of the limited-memory
1652 // ones — they are the same update on a finer
1653 // decomposition.
1654 HessianApproxChoice::LimitedMemory | HessianApproxChoice::Partitioned => 0.05,
1655 // Equal to `alpha_red_factor`, so the clamp in
1656 // `next_alpha` collapses and the sequence is upstream's.
1657 //
1658 // `FiniteDifference` belongs here rather than above:
1659 // it recovers the Lagrangian Hessian itself by
1660 // probing the analytic Jacobian, so it carries no
1661 // curvature history and its step is a Newton step
1662 // whose length is meaningful. It is the same
1663 // distinction `hessian_at_current` draws — a pure
1664 // function of `(x, y)` on one side, a history-carrying
1665 // `B` on the other. And the measurement behind the
1666 // split cuts this way too: forcing `0.05` onto a path
1667 // with a meaningful step length cost `eigena2` a
1668 // solve.
1669 HessianApproxChoice::Exact | HessianApproxChoice::FiniteDifference => {
1670 self.line_search.alpha_red_factor
1671 }
1672 });
1673 line_search.watchdog_shortened_iter_trigger =
1674 self.line_search.watchdog_shortened_iter_trigger;
1675 line_search.watchdog_trial_iter_max = self.line_search.watchdog_trial_iter_max;
1676 line_search.soft_resto_pderror_reduction_factor =
1677 self.line_search.soft_resto_pderror_reduction_factor;
1678 line_search.max_soft_resto_iters = self.line_search.max_soft_resto_iters;
1679 line_search.accept_every_trial_step = self.line_search.accept_every_trial_step;
1680 line_search.alpha_for_y = self.line_search.alpha_for_y;
1681 line_search.accept_after_max_steps = self.line_search.accept_after_max_steps;
1682 // Second-order-correction constants (#191): registered but
1683 // previously never read. Same direct-field pattern as the
1684 // watchdog knobs above.
1685 line_search.max_soc = self.line_search.max_soc;
1686 line_search.kappa_soc = self.line_search.kappa_soc;
1687 line_search.soc_method = self.line_search.soc_method;
1688
1689 let conv_check: Box<dyn crate::conv_check::r#trait::ConvCheck> =
1690 Box::new(OptErrorConvCheck {
1691 tol: self.conv_check.tol,
1692 dual_inf_tol: self.conv_check.dual_inf_tol,
1693 constr_viol_tol: self.conv_check.constr_viol_tol,
1694 compl_inf_tol: self.conv_check.compl_inf_tol,
1695 acceptable_tol: self.conv_check.acceptable_tol,
1696 acceptable_dual_inf_tol: self.conv_check.acceptable_dual_inf_tol,
1697 acceptable_constr_viol_tol: self.conv_check.acceptable_constr_viol_tol,
1698 acceptable_compl_inf_tol: self.conv_check.acceptable_compl_inf_tol,
1699 acceptable_obj_change_tol: self.conv_check.acceptable_obj_change_tol,
1700 acceptable_iter: self.conv_check.acceptable_iter,
1701 max_iter: self.conv_check.max_iter,
1702 max_cpu_time: self.conv_check.max_cpu_time,
1703 max_wall_time: self.conv_check.max_wall_time,
1704 acceptable_count: 0,
1705 last_acceptable_obj: None,
1706 infeas_stationarity_tol: self.conv_check.infeas_stationarity_tol,
1707 infeas_viol_kappa: self.conv_check.infeas_viol_kappa,
1708 infeas_max_streak: self.conv_check.infeas_max_streak,
1709 infeas_streak: 0,
1710 obj_scale_certificate_threshold: self.conv_check.obj_scale_certificate_threshold,
1711 primal_noise_floor_kappa: self.conv_check.primal_noise_floor_kappa,
1712 acceptable_progress_kappa: self.conv_check.acceptable_progress_kappa,
1713 acceptable_window: std::collections::VecDeque::new(),
1714 acceptable_progress_refusals: 0,
1715 dual_inf_scale_kappa: self.conv_check.dual_inf_scale_kappa,
1716 dual_floor_reported: false,
1717 veto_fired: false,
1718 acceptable_veto_fired: false,
1719 masked_acceptable_veto_fired: false,
1720 veto_extra_iters: 0,
1721 rel_infeas_extra_iters: 0,
1722 prev_rel_viol: f64::NAN,
1723 });
1724
1725 let init: Box<dyn crate::init::r#trait::IterateInitializer> = if self.warm_start_init_point
1726 {
1727 Box::new(WarmStartIterateInitializer::with_options(
1728 resolved_warm_options(&self.warm, &self.init),
1729 ))
1730 } else {
1731 let mut d = DefaultIterateInitializer::with_eq_mult_calculator(Box::new(
1732 LeastSquareMults::new(),
1733 ));
1734 d.bound_push = self.init.bound_push;
1735 d.bound_frac = self.init.bound_frac;
1736 d.slack_bound_push = self.init.slack_bound_push;
1737 d.slack_bound_frac = self.init.slack_bound_frac;
1738 d.constr_mult_init_max = self.init.constr_mult_init_max;
1739 d.bound_mult_init_val = self.init.bound_mult_init_val;
1740 d.bound_mult_init_method = self.init.bound_mult_init_method.clone();
1741 d.least_square_init_primal = self.init.least_square_init_primal;
1742 Box::new(d)
1743 };
1744
1745 let eq_mult: Box<dyn crate::eq_mult::r#trait::EqMultCalculator> =
1746 Box::new(LeastSquareMults::new());
1747
1748 let hess: Box<dyn crate::hess::r#trait::HessianUpdater> = match self.hessian_approximation {
1749 HessianApproxChoice::Exact => Box::new(ExactHessianUpdater::new()),
1750 HessianApproxChoice::LimitedMemory => Box::new(LimMemQuasiNewtonUpdater {
1751 update_type: self.limited_memory_update_type,
1752 max_history: self.limited_memory_max_history,
1753 init_val_max: self.limited_memory_init_val_max,
1754 init_val_min: self.limited_memory_init_val_min,
1755 initial_approx: self.limited_memory_initialization,
1756 init_val: self.limited_memory_init_val,
1757 max_skipping: self.limited_memory_max_skipping,
1758 nonlinear_vars: self.limited_memory_nonlinear_vars.clone(),
1759 ..LimMemQuasiNewtonUpdater::default()
1760 }),
1761 HessianApproxChoice::Partitioned => {
1762 let mut u =
1763 crate::hess::partitioned_quasi_newton::PartitionedQuasiNewtonUpdater::new(
1764 self.partitioned_update_type,
1765 );
1766 u.max_element = self.partitioned_max_element;
1767 u.objective_vars = self.objective_nonlinear_vars.clone();
1768 u.declared_pattern = self.hessian_declared_pattern.clone();
1769 u.curvature_cap = self.partitioned_curvature_cap;
1770 u.mode = self.partitioned_elements;
1771 u.block_size = self.partitioned_block_size;
1772 // Damped BFGS is the right pairing for a Lagrangian
1773 // block: unlike a single constraint's Hessian, the
1774 // Lagrangian's is the object the IPM wants a positive
1775 // definite model of, and the sign problem that makes
1776 // damping wrong per constraint does not arise. Only when
1777 // the caller has not named a formula.
1778 if self.partitioned_elements
1779 == crate::hess::partitioned_quasi_newton::ElementMode::PrimalBlock
1780 && !self.partitioned_update_type_was_set
1781 {
1782 u.update_type = UpdateType::Bfgs;
1783 }
1784 u.init_val_min = self.limited_memory_init_val_min;
1785 u.init_val_max = self.limited_memory_init_val_max;
1786 Box::new(u)
1787 }
1788 HessianApproxChoice::FiniteDifference => {
1789 let mut u = crate::hess::fd_hessian::FdHessianUpdater::new(self.fd_hessian_pattern);
1790 u.coloring = self.fd_hessian_coloring;
1791 u.reuse_tol = self.fd_hessian_reuse_tol;
1792 u.objective_vars = self.objective_nonlinear_vars.clone();
1793 u.nonlinear_vars = self.limited_memory_nonlinear_vars.clone();
1794 Box::new(u)
1795 }
1796 };
1797
1798 let iter_output: Box<dyn crate::output::r#trait::IterationOutput> = {
1799 use crate::output::orig::{InfPrTag, PrintInfoString};
1800 let mut o = OrigIterationOutput::new();
1801 o.print_frequency_iter = self.output.print_frequency_iter;
1802 o.print_frequency_time = self.output.print_frequency_time;
1803 o.print_info_string = if self.output.print_info_string {
1804 PrintInfoString::Yes
1805 } else {
1806 PrintInfoString::No
1807 };
1808 o.inf_pr_output = if self.output.inf_pr_output_internal {
1809 InfPrTag::Internal
1810 } else {
1811 InfPrTag::Original
1812 };
1813 Box::new(o)
1814 };
1815
1816 AlgorithmBundle {
1817 mu_update,
1818 conv_check,
1819 init,
1820 eq_mult,
1821 hess,
1822 line_search,
1823 iter_output,
1824 search_dir,
1825 }
1826 }
1827}
1828
1829#[cfg(test)]
1830mod tests {
1831 use super::*;
1832
1833 #[test]
1834 fn warm_options_take_the_init_default_not_their_own() {
1835 let mut init = InitOptions::default();
1836 init.bound_mult_init_val = 10.0; // the Mehrotra override value
1837 let mut warm = WarmStartOptions::default();
1838 warm.bound_mult_init_val = 123.0; // stale copy must lose
1839 let resolved = resolved_warm_options(&warm, &init);
1840 assert_eq!(resolved.bound_mult_init_val, 10.0);
1841 // everything else passes through untouched
1842 assert_eq!(resolved.mult_bound_push, warm.mult_bound_push);
1843 assert_eq!(resolved.target_mu, warm.target_mu);
1844 }
1845
1846 #[test]
1847 fn default_builder_assembles() {
1848 let bundle = AlgorithmBuilder::new().build();
1849 // Sanity: the placeholder traits compile and the boxed
1850 // strategies don't panic on construction.
1851 let _ = bundle.line_search.acceptor();
1852 assert!(bundle.search_dir.is_none());
1853 }
1854
1855 #[test]
1856 fn build_with_backend_assembles_search_dir_chain() {
1857 // Drive the builder with the FERAL backend factory; the
1858 // resulting bundle should expose a populated `PdSearchDirCalc`.
1859 let factory: LinearBackendFactory = Box::new(|_| {
1860 Box::new(pounce_feral::FeralSolverInterface::new())
1861 as Box<dyn SparseSymLinearSolverInterface>
1862 });
1863 let bundle = AlgorithmBuilder::new().build_with_backend(factory);
1864 assert!(bundle.search_dir.is_some());
1865 }
1866
1867 #[test]
1868 fn limited_memory_sr1_propagates() {
1869 let b = AlgorithmBuilder {
1870 hessian_approximation: HessianApproxChoice::LimitedMemory,
1871 limited_memory_update_type: UpdateType::Sr1,
1872 ..AlgorithmBuilder::default()
1873 };
1874 let _bundle = b.build();
1875 }
1876
1877 #[test]
1878 fn every_strategy_combination_assembles_without_panic() {
1879 let solvers = [LinearSolverChoice::Ma57, LinearSolverChoice::Feral];
1880 let mu = [MuStrategyChoice::Monotone, MuStrategyChoice::Adaptive];
1881 let hess = [
1882 HessianApproxChoice::Exact,
1883 HessianApproxChoice::LimitedMemory,
1884 ];
1885 let ls = [
1886 LineSearchChoice::Filter,
1887 LineSearchChoice::CgPenalty,
1888 LineSearchChoice::Penalty,
1889 ];
1890 for &linear_solver in &solvers {
1891 for &mu_strategy in &mu {
1892 for &hessian_approximation in &hess {
1893 for &line_search_method in &ls {
1894 let _ = AlgorithmBuilder {
1895 algorithm: AlgorithmChoice::default(),
1896 linear_solver,
1897 linear_system_scaling: LinearSystemScalingChoice::None,
1898 linear_scaling_on_demand: true,
1899 mu_strategy,
1900 mu_oracle: MuOracleKind::QualityFunction,
1901 hessian_approximation,
1902 partitioned_update_type: UpdateType::Sr1,
1903 partitioned_update_type_was_set: false,
1904 partitioned_max_element: 64,
1905 objective_nonlinear_vars: None,
1906 hessian_declared_pattern: None,
1907 partitioned_curvature_cap: Number::INFINITY,
1908 partitioned_elements:
1909 crate::hess::partitioned_quasi_newton::ElementMode::PerConstraint,
1910 partitioned_block_size: 64,
1911 fd_hessian_pattern: crate::hess::fd_hessian::FdPatternSource::Declared,
1912 fd_hessian_coloring: crate::hess::fd_hessian::FdColoring::Cpr,
1913 fd_hessian_reuse_tol: 0.0,
1914 limited_memory_update_type: UpdateType::Bfgs,
1915 limited_memory_max_history: 6,
1916 limited_memory_init_val_max: 1e8,
1917 limited_memory_init_val_min: 1e-8,
1918 limited_memory_initialization: InitialApprox::Scalar1,
1919 limited_memory_init_val: 1.0,
1920 limited_memory_max_skipping: 2,
1921 limited_memory_nonlinear_vars: None,
1922 line_search_method,
1923 warm_start_init_point: false,
1924 mehrotra_algorithm: false,
1925 fast_step_computation: false,
1926 kappa_sigma: 1e10,
1927 ftb_centrality_floor: crate::ftb_floor::DEFAULT_FTB_CENTRALITY_FLOOR,
1928 recalc_y: false,
1929 recalc_y_feas_tol: 1e-6,
1930 kappa_d: 1e-5,
1931 s_max: 100.0,
1932 tiny_step_tol: 10.0 * Number::EPSILON,
1933 tiny_step_y_tol: 1e-2,
1934 diverging_iterates_tol: 1e20,
1935 dual_diverging_streak: 0,
1936 dual_divergence_retry_step_tol: 1e-5,
1937 dual_divergence_retry_du_floor: 1e2,
1938 tiny_step_dual_stall_iters: 10,
1939 resto_decline_deferrals: 1,
1940 resto_decline_progress_ratio: 0.5,
1941 neg_curv_escapes: 1,
1942 limited_memory_ls_failure_restarts: 0,
1943 kkt_fidelity_tol: 0.0,
1944 conv_check: ConvCheckOptions::default(),
1945 mu: MuOptions::default(),
1946 line_search: LineSearchOptions::default(),
1947 refinement: RefinementOptions::default(),
1948 perturbation: PerturbationOptions::default(),
1949 resto: RestoOptions::default(),
1950 output: OutputOptions::default(),
1951 warm: WarmStartOptions::default(),
1952 sqp: crate::sqp::SqpOptions::default(),
1953 sqp_qp: pounce_qp::QpOptions::sqp_subproblem(),
1954 init: InitOptions::default(),
1955 kkt_schur: None,
1956 kkt_blocks: None,
1957 kkt_blocks_shared: None,
1958 kkt_block_min_size:
1959 crate::kkt::block_aug_system_solver::DEFAULT_MIN_BLOCK_SIZE,
1960 kkt_schur_summary_sink: None,
1961 inertia_sink: None,
1962 quality_escalation_counter: None,
1963 }
1964 .build();
1965 }
1966 }
1967 }
1968 }
1969 }
1970}