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pounce_algorithm/
application.rs

1//! User-facing application object — port of `Interfaces/IpIpoptApplication.{hpp,cpp}`.
2//!
3//! # Crate placement
4//!
5//! `IpoptApplication` lives in `pounce-algorithm` (rather than
6//! alongside the other Interfaces-side ports in `pounce-nlp`) because
7//! `optimize_tnlp` needs to drive the full IPM: it constructs a
8//! `TNLPAdapter` + `OrigIpoptNlp` (from `pounce-nlp`) and hands the
9//! NLP off to an [`IpoptAlgorithm`] (this crate). `pounce-nlp` cannot
10//! depend on `pounce-algorithm` (the reverse already exists), so
11//! orchestration must live on the algorithm side. Public callers
12//! continue to import via `pounce_algorithm::IpoptApplication`.
13//!
14//! `optimize_tnlp` routes every problem — constrained or not —
15//! through the same primal-dual IPM, exactly as upstream Ipopt does:
16//! it builds the algorithm via [`crate::alg_builder::AlgorithmBuilder`]
17//! (default backend MA57 from `pounce-hsl`) and runs
18//! [`IpoptAlgorithm::optimize`].
19
20use crate::alg_builder::{
21    AlgorithmBuilder, HessianApproxChoice, LineSearchChoice, LinearBackendFactory,
22    LinearSolverChoice, MuStrategyChoice,
23};
24use crate::hess::lim_mem_quasi_newton::UpdateType;
25use crate::ipopt_alg::{DUAL_DIV_RETRY_DU_FLOOR, IpoptAlgorithm};
26use crate::ipopt_cq::IpoptCalculatedQuantities;
27use crate::ipopt_data::IpoptData as AlgIpoptData;
28use crate::ipopt_nlp::IpoptNlp;
29use crate::iterates_vector::IteratesVector;
30use crate::restoration::RestorationPhase;
31use crate::upstream_options::register_all_upstream_options;
32
33/// Options-file names probed in the working directory when the caller
34/// names none, in probe order: pounce's own name first, then upstream's
35/// so an `ipopt.opt` written for Ipopt is honored unchanged.
36///
37/// Upstream probes only `ipopt.opt` (the registered default of
38/// `option_file_name`). Both are read here because a port that answers
39/// to `ipopt.opt` but not to its own name is the more surprising of the
40/// two behaviours — and gh#518 reported trying both.
41pub const DEFAULT_OPTION_FILE_NAMES: &[&str] = &["pounce.opt", "ipopt.opt"];
42
43/// gh#887 — how far the *runaway* must dominate everything else in the
44/// answer a solve finally reports, before
45/// [`IpoptApplication::run_with_dual_divergence_retry`] will spend a cold
46/// re-solve on it.
47///
48/// gh#884's defect is a point that is converged **except** that one
49/// multiplier ran away: the primal is exact, complementarity is met, and
50/// the entire residual is dual infeasibility. That is the shape
51/// `perturb_always_cd` repairs. A point whose other residuals are within
52/// a few orders of its dual one is not that — it is an ordinary
53/// unconverged answer, and re-solving it cold is what
54/// `mu_strategy_fallback` and the second-opinion ladder already are.
55///
56/// So the retry requires `max(viol, compl) <= 1e-6 * dual_inf`, all
57/// unscaled. Measured on every run in the corpus that reaches the test:
58///
59/// | run | dual inf | viol | compl | ratio |
60/// |---|---|---|---|---|
61/// | reproducer, `.nl` route | `7.90e4` | `1.1e-16` | `1.1e-9` | `1.5e-14` |
62/// | reproducer, TNLP route | `3.25e11` | `2.5e-16` | `2.8e-3` | `8.7e-15` |
63/// | `deb7` + L-BFGS + rung | `9.90e1` | `8.0e-13` | `4.65e0` | `4.7e-2` |
64///
65/// Twelve orders between the keeps and the reject, and `1e-6` leaves
66/// eight orders of margin on the tightest keep and four on the reject.
67///
68/// It is a **ratio of two residuals of the same answer**, so it carries
69/// no units and does not move with the model's scaling — and, unlike any
70/// test on the trajectory, it cannot depend on which attempt fired or on
71/// how a platform rounded its way there. That is not hypothetical: the
72/// first version of this gate compared the reported answer against the
73/// runaway the detector had seen, and `deb7`'s detector value is `9.2e5`
74/// on one attempt and `8.7e2` on another, differing between build
75/// profiles and again on CI's Linux runner, where the retry ran anyway.
76///
77/// Deliberately a constant and not an option. It does not express a
78/// tolerance a caller trades against — it says "the runaway is the whole
79/// residual" — and the escape hatch for the remedy is
80/// `dual_divergence_retry=no`.
81const DUAL_DIV_RETRY_DOMINANCE: Number = 1e-6;
82
83/// Does this answer have gh#884's *shape*?
84///
85/// gh#884's defect is a point converged **except** that one multiplier
86/// ran away: the primal is exact, complementarity is met, and the entire
87/// residual is dual infeasibility. `perturb_always_cd` has something to
88/// repair only there, so this is what opens the retry (gh#887).
89///
90/// All three arguments are in the **model's own units**, never the
91/// `s_d`-normalised frame the convergence gate reads — that frame is what
92/// hid gh#884 in the first place. The test is a ratio *within one
93/// answer*, so it carries no units and cannot depend on which attempt
94/// produced it or on how a platform rounded. That is the property that
95/// matters, not the margin; see the module tests for what happened to
96/// the two gates that did not have it.
97///
98/// Non-finite input disables the retry rather than enabling it: a NaN
99/// compares false everywhere, and writing this so a NaN *passed* would
100/// turn "we cannot tell" into "retry anyway". A non-positive dual
101/// residual cannot be a runaway either, and makes the ratio meaningless.
102///
103/// **The dominance ratio alone is not the whole test, and reading it as
104/// one is how a `dual_inf` of `0.44` opened a retry.** The ratio says the
105/// dual residual *dominates* the other two; it cannot say the residual is
106/// large, because a point converged to `1e-30` primal and `4.4e-1` dual
107/// passes it as comfortably as gh#884's `7.9e+04` does. So `dual_inf`
108/// must also clear the same absolute floor the detector's third conjunct
109/// applies to the iterate (`dual_divergence_retry_du_floor`, default
110/// `1e2`) — the doc above says "the entire residual is dual
111/// infeasibility", and without the floor the code only said "the largest
112/// third of it is".
113///
114/// The floor is the *detector's own*, deliberately, rather than a new
115/// constant: the detector fires on an iterate and this asks whether the
116/// **answer** still exhibits what the detector saw, so the two have to be
117/// asking about the same magnitude or the answer-level gate is a strictly
118/// looser copy of the iterate-level one. Measured on the 400-model QPEC
119/// family in `dev-notes/mpcc-biactive-dual-divergence.md`, this alone
120/// removes 7 of 68 promotions, every one of them on an answer whose
121/// reported dual residual was below `1e2` and therefore not a runaway by
122/// the issue's own description.
123fn runaway_is_the_whole_residual(
124    dual_inf: Number,
125    viol: Number,
126    compl: Number,
127    du_floor: Number,
128) -> bool {
129    dual_inf.is_finite()
130        && dual_inf > 0.0
131        && dual_inf >= du_floor
132        && viol.is_finite()
133        && compl.is_finite()
134        && viol.max(compl) <= DUAL_DIV_RETRY_DOMINANCE * dual_inf
135}
136
137/// gh#983: which scaling defect a success verdict shows.
138#[derive(Debug, Clone, Copy, PartialEq)]
139enum ScaleAudit {
140    /// Gradient-based scaling froze a tiny factor at a huge-gradient start:
141    /// re-evaluate it at the returned point and solve again from there.
142    Rescale,
143    /// The model's gradient is tiny and nothing scales it up: multiply the
144    /// objective by the carried factor (`1 / g`, `g` the gradient scale).
145    Upscale(Number),
146    /// The same small-objective signature, but a re-solve would not move the
147    /// objective's scale materially (`1/g` below [`SCALE_AUDIT_MATERIAL`]):
148    /// warn, do not re-solve.
149    SmallObjective,
150}
151
152/// A complementarity above this fraction of the objective's own gradient scale
153/// is read as "the objective is too small for the absolute tolerances".
154///
155/// gh#983 review item 4: a single threshold, used both to re-solve and to
156/// warn, so there is no band in which a run gets neither. Measured on the
157/// issue's reactor model (`issue_983_review.rs::cstr_*`), whose relative
158/// objective error is `~1.9x` this ratio: `fs = 1` reads `2.5e-10` (error
159/// `3.5e-8`), `fs = 1e-3` `2.5e-7` (`4.3e-7`), `3e-4` `8.4e-7` (`1.5e-6`),
160/// `1e-4` `2.5e-6` (`4.7e-6`), `3e-5` `8.4e-6` (`1.6e-5`), `1e-6` `2.5e-4`
161/// (`4.7e-4`). The first-pass value `1e-5` left `fs` in `[3e-5, 1e-3]` with
162/// errors up to `1.6e-5` and no signal at all. `1e-7` is a tenth of the default
163/// `acceptable_tol`: every run whose objective is predicted to be good to
164/// worse than about `2e-7` relative is either re-solved or warned about.
165const SCALE_AUDIT_COMPL_REL: Number = 1e-7;
166/// The small-objective audit only applies when the caller's `tol` is at most
167/// this (the default is `1e-8`).
168const SCALE_AUDIT_MAX_TOL: Number = 1e-6;
169/// The re-solve never multiplies the objective by more than this.
170const SCALE_AUDIT_MAX_UPSCALE: Number = 1e10;
171/// gh#983 review item 2: a re-solve is spent only when it would change the
172/// objective's scale by at least this factor. Below it the re-solve is the
173/// same solve again -- the first pass measured `hs71` times `1e8` paying a
174/// declined re-solve whose factor, re-evaluated at the optimum, was the one
175/// it already had.
176const SCALE_AUDIT_MATERIAL: Number = 10.0;
177/// The re-solve's iteration budget is this multiple of the base solve's
178/// iterations (never more than the caller's `max_iter`, never less than
179/// [`SCALE_AUDIT_RETRY_MIN_ITER`]).
180///
181/// The re-solve is a bet placed after the run has already succeeded, so it is
182/// bounded by what the run cost. Measured over the 64 audited solves of the
183/// 1,345-problem release sweep (`origin/main` @ `68e438d0`): every promoted
184/// re-solve but one took at most 2.4x the base iterations, or fewer than 50
185/// (`sreadin3` 8 -> 19, `reading2` 15 -> 29, `camshape_6400` 88 -> 112). The
186/// exception is `robot_b`, 271 -> 1425 iterations and 23 s -> 178 s for a
187/// 1.3e-6 relative move in the objective; it now keeps its base answer, which
188/// was already `Solve_Succeeded`. The declined side is where the cost was:
189/// `meyer3` 256 -> 3000 + 3000 (the re-solve's own mu flip), and the
190/// `brainpc` family, where a 1-2 s solve was followed by a re-solve of a
191/// minute or more that was then discarded -- under the benchmark's 300 s
192/// wall it never returned, so the base `Optimal` was lost as a timeout.
193const SCALE_AUDIT_RETRY_ITER_FACTOR: Index = 3;
194/// Floor on the re-solve's iteration budget, so a base solve of a handful of
195/// iterations still leaves the re-solve room to move.
196const SCALE_AUDIT_RETRY_MIN_ITER: Index = 50;
197/// Under a warm start, an objective gradient measured at an *answer* (the
198/// seed, or the returned point) that is within this factor of the run's
199/// unscaled complementarity is what the barrier alone leaves behind
200/// (`grad f = z_L - z_U` with `z ~ mu / s`) and carries no model scale.
201///
202/// Measured on `pounce-rs`'s `session::tests::cold_then_warm_through_presolve`
203/// (an interior optimum, objective `(x0 - 2)^2`): the cold solve reads a start
204/// gradient of `4` and is left alone, while the warm re-solve of the identical
205/// model starts at that answer (`grad f = 1.0e-11`) and returns at
206/// `grad f = 3.73e-9` against a complementarity of `3.72e-9` -- a ratio of
207/// `1.001`, which read as a "tiny objective" and paid a `2.7e8` up-scaled
208/// re-solve that doubled the warm solve's iterations. The reactor population
209/// the small-objective branch exists for has an answer gradient at least
210/// `4e3` times its complementarity (`fs = 1e-6`: `1e-5` against `2.5e-9`), so
211/// `10` -- the audit's own predicted relative error of `0.1` -- separates the
212/// two by more than two orders.
213const SCALE_AUDIT_BARRIER_GRAD: Number = 10.0;
214
215/// What the audit reads off a success verdict.
216#[derive(Debug, Clone, Copy)]
217struct ScaleAuditInput {
218    /// The caller's `tol`.
219    tol: Number,
220    /// The solver-computed (gradient-based) objective factor the run used.
221    obj_scale: Number,
222    /// The factor gradient-based scaling would compute **at the returned
223    /// point** (`gradient_obj_scale(max|grad f(x*)|)`), `NaN` if unknown.
224    rescaled_obj_scale: Number,
225    /// `max|grad f|` at the starting point (`NaN` when not measured).
226    start_grad_max: Number,
227    /// `max|grad f|` at the returned point (`NaN` when not measured).
228    final_grad_max: Number,
229    unscaled_kkt: Number,
230    unscaled_compl: Number,
231    acceptable_tol: Number,
232    masked_threshold: Number,
233    /// `warm_start_init_point=yes`: the start is an earlier answer, not an
234    /// independent measurement of the model.
235    warm_start: bool,
236}
237
238impl ScaleAuditInput {
239    /// The objective's gradient scale: the larger of the two measurements, so
240    /// a start that happens to sit near a stationary point (`grad f(x0) ~
241    /// 1e-7`, `grad f(x*) ~ 1`) does not read as a tiny objective.
242    ///
243    /// A start gradient measured as exactly `0` is a start *at* a stationary
244    /// point, which carries no scale at all; the answer's gradient is then ~0
245    /// too wherever the optimum is unconstrained (`scaled_feasible_a`, a
246    /// zero-residual least squares whose `x0` is its minimizer, reads `2e-4`
247    /// there against data of `1e5`). So that case reports no scale (`0`, the
248    /// audit stays out). An *unmeasured* start (`NaN`: the caller owns the
249    /// scaling) defers to the returned point.
250    ///
251    /// Under a warm start both measurements are taken at answers, so the
252    /// same reasoning applies to each of them: one that sits at the barrier
253    /// level ([`SCALE_AUDIT_BARRIER_GRAD`] times the complementarity) is the
254    /// stationary point's noise, not the model's scale, and when neither
255    /// clears it the audit stays out. Without this the verdict depended on
256    /// the start rather than the model: a cold solve of an interior optimum
257    /// is left alone, and a warm re-solve of the *same* data from its answer
258    /// was up-scaled and re-solved.
259    fn grad_scale(&self) -> Number {
260        let fin = |v: Number| if v.is_finite() && v > 0.0 { v } else { 0.0 };
261        if self.start_grad_max == 0.0 {
262            return 0.0;
263        }
264        if self.warm_start && self.unscaled_compl.is_finite() {
265            let floor = SCALE_AUDIT_BARRIER_GRAD * self.unscaled_compl;
266            let answer = |v: Number| if fin(v) > floor { v } else { 0.0 };
267            return answer(self.start_grad_max).max(answer(self.final_grad_max));
268        }
269        fin(self.start_grad_max).max(fin(self.final_grad_max))
270    }
271}
272
273/// Does a success verdict need the gh#983 scale audit, and which kind?
274///
275/// Pure so the thresholds are unit-testable.
276///
277/// gh#983 review item 2: neither branch is a function of the objective's
278/// magnitude alone. The re-scale branch requires the factor re-evaluated at
279/// the returned point to differ materially from the frozen one (a
280/// legitimately large objective re-evaluates to the factor it already has),
281/// and the small-objective branch reads the gradient at both ends of the run.
282fn scale_audit_trigger(inp: ScaleAuditInput) -> Option<ScaleAudit> {
283    use crate::conv_check::opt_error::certificate_masked;
284    if inp.obj_scale.is_finite()
285        && inp.obj_scale > 0.0
286        && inp.unscaled_kkt.is_finite()
287        && certificate_masked(
288            inp.obj_scale,
289            inp.unscaled_kkt,
290            inp.masked_threshold,
291            inp.acceptable_tol,
292        )
293        && inp.rescaled_obj_scale.is_finite()
294        && inp.rescaled_obj_scale >= SCALE_AUDIT_MATERIAL * inp.obj_scale
295    {
296        return Some(ScaleAudit::Rescale);
297    }
298    // The small-objective branch is about a *tight* absolute tolerance that is
299    // crude relative to the objective. A caller who loosened `tol` themselves
300    // (`tol = 5e-2` in `test_loose_mu_reports_ambiguous`) asked for the
301    // complementarity they got.
302    let g = inp.grad_scale();
303    if inp.tol <= SCALE_AUDIT_MAX_TOL
304        && g > 0.0
305        && g < 1.0
306        && inp.unscaled_compl.is_finite()
307        && inp.unscaled_compl / g > SCALE_AUDIT_COMPL_REL
308    {
309        let k = (1.0 / g).min(SCALE_AUDIT_MAX_UPSCALE);
310        return Some(if k >= SCALE_AUDIT_MATERIAL {
311            ScaleAudit::Upscale(k)
312        } else {
313            ScaleAudit::SmallObjective
314        });
315    }
316    None
317}
318
319/// Text of the structured warning for an audit that was not (or could not be)
320/// resolved by a re-solve. `outcome` completes "A re-solve ... <outcome>".
321fn scale_audit_warning(
322    kind: ScaleAudit,
323    base: &SolveStatistics,
324    grad_scale: Number,
325    acceptable_tol: Number,
326    outcome: &str,
327) -> String {
328    match kind {
329        ScaleAudit::Rescale => format!(
330            "unscaled_stationarity_above_tol: gradient-based scaling froze the objective \
331             factor at {:.2e} at the starting point and the reported point's unscaled KKT \
332             error is {:.2e} (acceptable_tol {:.0e}); the scaled test passed in a space \
333             where the objective gradient is shrunk by that factor. A re-solve from this \
334             point with the scaling re-evaluated {outcome}.",
335            base.final_obj_scaling_factor, base.final_unscaled_kkt_error, acceptable_tol
336        ),
337        ScaleAudit::Upscale(k) => format!(
338            "objective_scale_small: the objective gradient is at most {:.2e} (start and \
339             returned point) and nothing scales it up, so the unscaled complementarity {:.2e} \
340             is {:.1e} of that scale -- the objective is only good to about that relative \
341             error. A re-solve with the objective multiplied by {:.1e} {outcome}. Rescale the \
342             objective (e.g. obj_scaling_factor) to silence this.",
343            grad_scale,
344            base.final_unscaled_compl,
345            base.final_unscaled_compl / grad_scale,
346            k
347        ),
348        ScaleAudit::SmallObjective => format!(
349            "objective_scale_small: the objective gradient is at most {:.2e} (start and \
350             returned point), so the unscaled complementarity {:.2e} is {:.1e} of that scale \
351             -- the objective is only good to about that relative error. No re-solve: \
352             scaling the objective up by {:.1e} is below the factor of {SCALE_AUDIT_MATERIAL} \
353             that would change the solve. Rescale the objective (e.g. obj_scaling_factor) or \
354             tighten tol to silence this.",
355            grad_scale,
356            base.final_unscaled_compl,
357            base.final_unscaled_compl / grad_scale,
358            1.0 / grad_scale
359        ),
360    }
361}
362
363/// Model-scale caveats on a success verdict that need no re-solve.
364///
365/// * `large_dual_scale`: the terms the stationarity residual is made of
366///   reach `1e8` or more *and* the residual exceeds `acceptable_tol`, which is
367///   the failed-constraint-qualification signature (the cusp of gh#983 item 1 has multipliers of `3.5e9` and a
368///   residual of `0.144`). The scale-relative floor (gh#532) judges such a
369///   point against that scale, so it is accepted; the warning is how the
370///   caller finds out. It is not capped, because the cap that rejects the
371///   cusp (`~0.1`) also rejects Vanderbei's `orthrds2` (`89.7` at scale
372///   `1.6e10`), which is stationary to nine digits relative to its scale.
373///   Under `bound_relax_factor = 0` it names that option: every model of
374///   gh#1000 items II.22, II.23 and I.15 that carried it (pump network,
375///   process-network superstructure, Haverly multistart) had an active
376///   bound coinciding with a dependent row, and each ends `Solve_Succeeded`
377///   at the default relaxation. Ipopt follows the same trajectory at `0`.
378/// * `unscaled_stationarity_above_tol`: the unscaled residual sits above
379///   `1e-3` while the strict gate, which tolerates up to `dual_inf_tol`
380///   (`1` by default), passed it.
381fn quality_warnings(
382    status: ApplicationReturnStatus,
383    unscaled_dual_inf: Number,
384    dual_scale: Number,
385    dual_inf_tol: Number,
386    acceptable_tol: Number,
387    bound_relax_off: bool,
388) -> Vec<String> {
389    let mut out = Vec::new();
390    if !matches!(
391        status,
392        ApplicationReturnStatus::SolveSucceeded | ApplicationReturnStatus::SolvedToAcceptableLevel
393    ) {
394        return out;
395    }
396    // Only when the residual is itself above `acceptable_tol`: a legitimately
397    // large objective (`hs71` times `1e8`) has terms of `1e9` and a residual of
398    // `3e-7`, which is not a symptom of anything.
399    if dual_scale.is_finite()
400        && dual_scale >= 1e8
401        && unscaled_dual_inf.is_finite()
402        && unscaled_dual_inf > acceptable_tol
403    {
404        out.push(format!(
405            "large_dual_scale: the stationarity residual is assembled from terms of size {dual_scale:.2e} \
406             (multipliers or gradients this large usually mean a failed constraint qualification), \
407             so the unscaled dual infeasibility {unscaled_dual_inf:.2e} was judged relative to that scale{}",
408            if bound_relax_off {
409                ". bound_relax_factor = 0 is set: an active bound that coincides with a \
410                 dependent row has no interior there, and the default relaxation (1e-8) \
411                 usually removes this"
412            } else {
413                ""
414            }
415        ));
416    }
417    if unscaled_dual_inf.is_finite()
418        && unscaled_dual_inf > UNSCALED_DUAL_WARN
419        && unscaled_dual_inf > acceptable_tol
420    {
421        out.push(format!(
422            "unscaled_dual_inf_above_acceptable: the unscaled dual infeasibility is {unscaled_dual_inf:.2e}, \
423             above acceptable_tol {acceptable_tol:.0e}; the strict gate tolerates up to dual_inf_tol \
424             = {dual_inf_tol:.0e}. Verify stationarity in your own units"
425        ));
426    }
427    out
428}
429
430/// See [`quality_warnings`].
431///
432/// Also the bar for the gh#983 item-5 downgrade (`finalize_quality_verdict`).
433/// Measured population near it (gh#983 review), over the CLI fixture corpus on
434/// both sweep legs: six runs return `Solve_Succeeded` with the gh#884
435/// signature, at unscaled dual infeasibilities of `1.6e-9`
436/// (`linear_eq_collapsed_box`), `2.8e-9` (`autocorr_bern55-06`), `1.0e-8` /
437/// `1.1e-8` (`pooling_rt2stp`, both legs), `5.5e-8`
438/// (`mpcc_qpec_small_biactive`) and `3.6e-6` (`deb7`) -- the largest two and a
439/// half orders below the bar. The runs the bar exists for sit above it: the
440/// cusp with the floor opted back in at `1.44e-1`, and the first pass's
441/// toll-pricing report at `3.3e-2` (since gh#1000 exempt as roundoff, see
442/// [`UNSCALED_DUAL_ROUNDOFF_ULPS`]). So the threshold falls in an empty band of
443/// the measured population; nothing between `3.6e-6` and `3.3e-2` was observed,
444/// and the corpus says nothing about how dense that band is elsewhere (the
445/// 400-model QPEC family of `dev-notes/mpcc-biactive-dual-divergence.md` was
446/// not re-measured for this).
447const UNSCALED_DUAL_WARN: Number = 1e-3;
448
449/// gh#1000 (II.22): how many ulps of its own terms an unscaled stationarity
450/// residual may read and still be roundoff rather than a measured miss.
451///
452/// The residual `∇f + Jᵀλ + z` is assembled from terms of size
453/// `final_unscaled_dual_scale`, so in floating point it cannot read much below
454/// `ε·scale` however exact the point is. Under `bound_relax_factor = 0` an
455/// active bound and a row can be linearly dependent, the multipliers drift
456/// along the unbounded ray of valid ones, and the scale follows them: the
457/// pump-network NLP of the issue ends with multipliers near `1e13`, a residual
458/// of `5.5e-3` -- 1.6 ulps of its terms -- and an objective right to `5e-9`
459/// relative, and was downgraded on that `5.5e-3` alone. The measured
460/// population on either side, as `residual / scale`: that run at `3.5e-16`
461/// (`2.8e-16` on the Python path), and gh#983's toll-pricing MPCC at
462/// `bound_relax_factor = 0` at `1.1e-16` (`3.3e-2` against `3e14`, objective
463/// `9e-10` from the default-options solve), which gh#983 had pinned as a
464/// downgrade and which this exempts too; the downgrades that are correct --
465/// Haverly at `2e-13` (objective `7e-8` off, complementarity `1.8e-6`), the
466/// process network's all-zero-flow subproblem at `6.6e-13` (`6e-7` off) --
467/// and the cusp the downgrade was built for at `4e-11`. 64 ulps (`1.4e-14`)
468/// sits forty times above the first and fourteen times below the nearest
469/// correct downgrade.
470///
471/// What this cannot see: on a model with no finite multiplier (the cusp) the
472/// residual falls as the multipliers grow and the floor rises with them, so a
473/// run that drove them far enough would cross it. None measured has; the
474/// cusp sits more than three orders above. The `large_dual_scale` caveat
475/// still attaches to every run this exempts.
476const UNSCALED_DUAL_ROUNDOFF_ULPS: Number = 64.0;
477
478/// Is `du` within [`UNSCALED_DUAL_ROUNDOFF_ULPS`] of the rounding error of
479/// the terms it was assembled from? `false` whenever either input is not
480/// finite, so a path that does not measure the scale keeps the downgrade.
481fn unscaled_dual_inf_is_roundoff(du: Number, scale: Number) -> bool {
482    du.is_finite()
483        && scale.is_finite()
484        && scale > 0.0
485        && du <= UNSCALED_DUAL_ROUNDOFF_ULPS * Number::EPSILON * scale
486}
487
488/// The code of a structured warning: the text before the first `:`.
489fn warning_code(w: &str) -> &str {
490    w.split(':').next().unwrap_or(w)
491}
492
493/// Push `w` unless a warning with the same code is already attached
494/// (gh#983 review item 7: `unscaled_dual_inf_above_acceptable` was pushed
495/// twice, once by the downgrade and once by the caveat list).
496fn push_warning_once(warnings: &mut Vec<String>, w: String) {
497    if !warnings.iter().any(|x| warning_code(x) == warning_code(&w)) {
498        warnings.push(w);
499    }
500}
501
502/// gh#983 item 4: a retry violation at or below this is arithmetic noise, not
503/// "primal slack". Rule 2 compared the retry's violation to the base's with no
504/// floor, so a base at `3e-38` refused a retry at `2e-13` that halved the
505/// objective (`x*y == 0` from `(0.3, 0.3)`: base `f = 2` with unscaled dual
506/// infeasibility `1.4e9`, retry `f = 1`). The case rule 2 exists for,
507/// `scholtes4`, buys `6.6e-05` of objective with a violation of `1.09e-09`, an
508/// order above this floor, so it is still refused. The floor was `1e-12` until
509/// MacMPEC `pack-comp1p-32` (complementarity driver review): the retry reached
510/// the published optimum, `0.652997` against the base's `0.704` (whose own
511/// unscaled dual residual was `7.2e7`), at a violation of `2.6e-11` -- three
512/// orders inside `tol` and four inside `constr_viol_tol` -- and was refused
513/// because the base sat at `2.5e-12`. Two orders below the default `tol` is
514/// still far below any violation that changes which point a model accepts.
515const RETRY_VIOL_NOISE_FLOOR: Number = 1e-10;
516
517/// gh#983 review item 5: how many orders a retry's unscaled KKT error must sit
518/// below the base attempt's before it may be promoted without reaching
519/// `acceptable_tol` itself.
520const RETRY_DOMINANCE_ORDERS: Number = 1e-6;
521
522/// gh#983 review item 5: the second way conjunct 4 of the gh#884 promotion
523/// gate can hold.
524///
525/// Conjunct 4 demanded the retry's unscaled KKT error be at or below
526/// `acceptable_tol`. On the toll-pricing MPCC at `bound_relax_factor = 0` the
527/// base attempt returns `Solved_To_Acceptable_Level` at an unscaled dual
528/// infeasibility of `1.03e5` and the retry `Solve_Succeeded` at `1.69e-5`:
529/// ten orders better, and refused because `1.69e-5 > 1e-6`. That is a
530/// certificate an ordinary first solve would ship as `Solve_Succeeded`
531/// without a second look (it is under `1e-3`, the bar
532/// `finalize_quality_verdict` holds strict verdicts to), held to a stricter
533/// standard only because it was a retry, while the answer reported instead is
534/// one whose residual is the runaway itself.
535///
536/// So the retry's certificate also counts as real when **all** of:
537/// * it is at least six orders below the base attempt's
538///   (`RETRY_DOMINANCE_ORDERS`) -- not "better", *categorically* better;
539/// * it is at or below `UNSCALED_DUAL_WARN` (`1e-3`) in absolute terms, the
540///   same bar a strict verdict is held to everywhere else, so no promotion
541///   ships a residual the audit would flag on a first solve;
542/// * the retry's unscaled constraint violation is within `acceptable_tol`
543///   (the primal half is not relaxed at all).
544///
545/// The answer rules ([`retry_answer_is_admissible`]) and the `Solve_Succeeded`
546/// conjunct are unchanged and still apply. Why this does not let `ralph1`
547/// through: `ralph1`'s defect is that `perturb_always_cd` returns a wrong
548/// answer reported as success, and what keeps it out is that the retry is
549/// never *opened* there -- the detector's scale-relative step conjunct and
550/// the `1e2` dual floor on the reported answer
551/// (`runaway_is_the_whole_residual`), neither of which this touches. Within an
552/// opened retry the base residual is at least that floor, so the dominance
553/// conjunct alone would admit `1e-4`; the absolute `1e-3` cap and the
554/// unchanged answer rules are what bound it, and `issue884_*` pins both
555/// barriers (`ralph1` is in that corpus).
556fn retry_certificate_dominates(
557    base_unscaled_kkt: Number,
558    retry_unscaled_kkt: Number,
559    retry_viol: Number,
560    accept_tol: Number,
561) -> bool {
562    base_unscaled_kkt.is_finite()
563        && retry_unscaled_kkt.is_finite()
564        && retry_viol.is_finite()
565        && retry_unscaled_kkt <= RETRY_DOMINANCE_ORDERS * base_unscaled_kkt
566        && retry_unscaled_kkt <= UNSCALED_DUAL_WARN
567        && retry_viol <= accept_tol
568}
569
570/// Is the retry's answer admissible *as an answer*, next to the base
571/// attempt's — independent of which has the better multiplier?
572///
573/// gh#884's promotion gate ranked the two attempts on unscaled KKT error
574/// alone. That is a statement about the **certificate**, and it was
575/// allowed to decide which **point** shipped, on the argument that
576/// "conjunct 4 requires the promoted answer to satisfy the KKT conditions
577/// in the model's own units" — so, unlike the μ flip, this retry could not
578/// return a different local solution. The inference does not hold: *any*
579/// other KKT point satisfies the KKT conditions in the model's own units
580/// too. Measured on 400 random QPECs (`prod_eq` lowering), 42 of 68
581/// promotions moved the objective materially, i.e. returned a different
582/// local solution, and three returned a **worse feasible point** — worst
583/// case `-13.0057 → -1.2072`, both independently verified feasible.
584///
585/// Two rules, and both are about the *answer* rather than its certificate:
586///
587/// 1. **Never hand back a feasible point whose objective is worse than one
588///    this run already computed.** The base attempt's point is feasible
589///    and in hand; returning a worse one is a regression no certificate
590///    buys back.
591/// 2. **An objective *improvement* may not be bought with primal slack.**
592///    Two costs this carries, named rather than hidden (R3). It is an exact
593///    non-increase with **no noise floor**, so it fires the same on
594///    `2.07e-25 -> 1.09e-09` (where the move is the whole defect) as on
595///    `1e-17 -> 1.1e-17` (where which side a retry lands on is arithmetic):
596///    of the 45 promotions this PR removes, ~35 are improvements refused
597///    because the violation ticked up somewhere far below any tolerance. The
598///    direction is conservative — the base answer is feasible and in hand —
599///    but "refuses purchases, not improvements" is only true above the noise.
600///    And the rule detects *the primal moved*, not *below the optimum*: had
601///    `scholtes4`'s retry **held** its violation, `f = -6.6088e-05` would have
602///    been admitted, which the second assertion of
603///    `an_improvement_bought_with_primal_slack_is_refused` states outright.
604///    On that model the two coincided.
605///    The remedy is for a *dual* defect — the premise is that the primal
606///    has settled — so a retry that lands further outside the constraints
607///    *and* reports a better objective has not repaired the runaway, it
608///    has moved somewhere the model does not reach. This is what
609///    `scholtes4` does: from a base at `f = +1.82e-09` with a constraint
610///    violation of `2.07e-25` it promotes `f = -6.61e-05` at `1.09e-09`,
611///    below the model's exactly-known `f* = 0`, and reports
612///    `Optimal Solution Found`.
613///
614/// Both comparisons are skipped when the base attempt is not itself
615/// feasible within [`IpoptApplication::dual_divergence_retry_accept_tol`]:
616/// there is then no admissible point to protect, and the retry's is
617/// strictly better information.
618///
619/// `tol` is that same acceptable tolerance, scaled by
620/// `max(1, |base_obj|)` so the comparison is relative on a large
621/// objective and absolute on a small one — the convention
622/// `sigma_forward_error_is_small` uses for `‖x‖` and for the same reason.
623/// It is not a fitted constant: the objective moves this has to admit
624/// (`qpec_small`, `5.8e-11`) and the ones it has to refuse (`r201`,
625/// `0.198`; `scholtes4`, `6.6e-05`) sit four and five orders away from it
626/// on either side.
627///
628/// `sense` is `+1` for a minimization and `-1` for a maximization, and both
629/// objectives are multiplied by it before either rule looks at them.
630/// [`SolveStatistics::final_objective`] is the objective evaluated on the
631/// **user** TNLP — signed, and *not* premultiplied by `obj_scaling_factor` —
632/// and a negative `obj_scaling_factor` is the documented way to pose a
633/// maximization. Without the normalization both rules invert under it: rule 1
634/// would refuse genuine *improvements* (a regression against the behaviour
635/// before this conjunct existed) and rule 2 would admit strictly worse
636/// answers, re-arming the exact class the conjunct was added to block. The
637/// repo has shipped one defect from this sign already —
638/// `masked_certificate_fuzz.rs::the_veto_is_not_disabled_by_a_negative_objective_scaling_factor`,
639/// whose fix took `.abs()` in the residual accessors, which is also what keeps
640/// the detector firing under maximization and so keeps this path reachable.
641fn retry_answer_is_admissible(
642    base_obj: Number,
643    base_viol: Number,
644    retry_obj: Number,
645    retry_viol: Number,
646    accept_tol: Number,
647    sense: Number,
648) -> bool {
649    // Nothing to compare against: a non-finite or infeasible base answer
650    // is not a point worth protecting.
651    if !base_obj.is_finite() || !base_viol.is_finite() || base_viol > accept_tol {
652        return true;
653    }
654    // A non-finite retry objective is refused rather than admitted, for
655    // the same reason `runaway_is_the_whole_residual` refuses a NaN.
656    if !retry_obj.is_finite() {
657        return false;
658    }
659    // Both into a minimization frame, so "lower is better" below is true
660    // whichever sense the caller posed.
661    let base_obj = sense * base_obj;
662    let retry_obj = sense * retry_obj;
663    let tol = accept_tol * base_obj.abs().max(1.0);
664    if retry_obj > base_obj + tol {
665        return false; // rule 1: strictly worse feasible point
666    }
667    if retry_obj < base_obj - tol {
668        // Rule 2: an improvement is admissible only if the retry did not
669        // give up primal accuracy to get it.
670        return retry_viol.is_finite() && retry_viol <= base_viol.max(RETRY_VIOL_NOISE_FLOOR);
671    }
672    true
673}
674
675/// How far `x` sits outside the declared box, **relative to each bound's own
676/// magnitude**: `max_i viol_i / max(1, |b_i|)`, where `b_i` is the bound
677/// `x_i` crosses and bounds at or beyond the infinity sentinels are absent.
678///
679/// Relative because the quantity it is compared on is: `bound_relax_factor`
680/// widens bound `b` by `factor · max(1, |b|)` (capped at `constr_viol_tol`),
681/// so a point pinned to the widened bound sits a *relative* distance from the
682/// box that does not depend on `|b|`, while its rounding is one ulp of `|b|`
683/// -- `1.2e-10` at `|b| = 1e6`, two orders above any absolute floor that
684/// still separates `1e-8` from noise on a unit bound.
685///
686/// A variable fixed by its declared box (`x_L == x_U`) is skipped. Under
687/// `fixed_variable_treatment=relax_bounds` it stays in the iterate with its
688/// point widened into a band -- in the base attempt and the re-solve alike,
689/// since a barrier needs an interior -- so where it lands inside that band is
690/// barrier noise, not a choice to use the widening: on a fixed `z = 0.5`
691/// beside three bound-active controls the base attempt returned it `1.2e-11`
692/// off and the re-solve `2.0e-11`, and counting it declined a re-solve whose
693/// controls were all inside their box. Under the default `make_parameter` it
694/// is spliced in at its exact value and reads `0` either way.
695///
696/// `NaN` when the lengths disagree (nothing to measure against).
697fn declared_box_relative_violation(
698    x: &[Number],
699    x_l: &[Number],
700    x_u: &[Number],
701    lower_inf: Number,
702    upper_inf: Number,
703) -> Number {
704    if x.len() != x_l.len() || x.len() != x_u.len() {
705        return Number::NAN;
706    }
707    let mut worst = 0.0_f64;
708    for i in 0..x.len() {
709        let (l, u) = (x_l[i], x_u[i]);
710        if l == u {
711            continue;
712        }
713        if l > lower_inf && x[i] < l {
714            worst = worst.max((l - x[i]) / l.abs().max(1.0));
715        }
716        if u < upper_inf && x[i] > u {
717            worst = worst.max((x[i] - u) / u.abs().max(1.0));
718        }
719    }
720    worst
721}
722
723/// A relative declared-box violation at or below this is rounding, not use of
724/// the widening: four ulps of the bound's magnitude (`4 · ε ≈ 8.9e-16`).
725///
726/// Measured populations on either side of it. Rounding: a point pinned to a
727/// bound reads at most one ulp off it, `ε/2 .. ε` relative at any magnitude.
728/// Genuine use of the widening, from the bound-magnitude probe (the
729/// `scale_audit_bound_active` model with `x_U` in `{1, 10, 1e2, 1e3, 1e4,
730/// 1e6}`, each with the box at `[0, x_U]` and at `[x_U − 1, x_U]`, under a
731/// named `bound_relax_factor=1e-8`): the re-solve's excess over the base
732/// attempt is `4.97e-9` relative at `x_U = 1`, `9.5e-9` at `10`, `9.9e-9` at
733/// `1e2`, `2.5e-9` at `1e3`, `2.5e-10` at `1e4` and `2.5e-12` at `1e6` (the
734/// last three are where `constr_viol_tol = 1e-4` caps the widening). The
735/// smallest of those is three and a half orders above this floor, the
736/// largest rounding three times below it.
737const RETRY_BOX_REL_NOISE: Number = 4.0 * Number::EPSILON;
738
739/// May a retry's point ship, as far as the box the caller *declared* goes?
740///
741/// Only when it sits no further outside that box than the base attempt's
742/// point does, measured relative to each bound's magnitude
743/// ([`declared_box_relative_violation`]) and up to [`RETRY_BOX_REL_NOISE`].
744/// Every interior-point solve runs on bounds widened by `bound_relax_factor`,
745/// so "outside the declared box" is something any converged point can be, by
746/// up to the widening; what this refuses is a retry that *uses more of it*
747/// than the answer already in hand. That is the gh#983 scale audit's failure
748/// mode exactly: its re-solve drives complementarity down, which on a
749/// bound-active variable is the same as driving the point onto the widened
750/// bound, so `ex1_320`'s re-solve shipped `1.0e-8` outside the box its base
751/// attempt satisfied exactly.
752///
753/// Unconditional, unlike rule 2 of [`retry_answer_is_admissible`]: a point
754/// outside the box is the defect whatever the objective did, and a re-solve
755/// whose objective move is under that rule's tolerance shipped it all the
756/// same. When the caller left `bound_relax_factor` alone the scale audit's
757/// re-solve keeps the variable box as declared (its inequality rows are
758/// still widened, as in the base attempt), so there this conjunct is a
759/// backstop. It bites when the caller named a widening: both attempts then
760/// solve the widened box, and the re-solve may not exploit it further.
761///
762/// `NaN` means "not measured". A retry that cannot be measured is refused
763/// unless the base could not be either: there is then nothing to compare and
764/// the rule has no opinion.
765fn retry_keeps_declared_box(base_rel_viol: Number, retry_rel_viol: Number) -> bool {
766    if retry_rel_viol.is_nan() {
767        return base_rel_viol.is_nan();
768    }
769    let base = if base_rel_viol.is_nan() {
770        0.0
771    } else {
772        base_rel_viol.max(0.0)
773    };
774    retry_rel_viol <= base + RETRY_BOX_REL_NOISE
775}
776
777/// What [`IpoptApplication::initialize_with_option_file`] did — enough
778/// for a caller to tell the user which file (if any) configured the run.
779#[derive(Debug, Default, Clone)]
780pub struct OptionFileLoad {
781    /// The file actually read. `None` means no options file was read:
782    /// nobody named one and neither default was present.
783    pub path: Option<PathBuf>,
784    /// Whether [`Self::path`] was named by the caller rather than found
785    /// by probing the working directory.
786    pub explicit: bool,
787    /// Non-fatal notes about option-file settings that did *not* take
788    /// effect. Nothing here stops a solve; the point is that it not
789    /// happen silently.
790    pub warnings: Vec<String>,
791}
792
793/// Opaque snapshot of an application's linear-solver summaries; see
794/// [`IpoptApplication::linear_solver_summary_state`].
795#[derive(Debug, Clone)]
796pub struct LinearSolverSummaryState {
797    main: LinearSolverSummary,
798    restoration: LinearSolverSummary,
799}
800
801/// Factory that constructs a fresh restoration-phase strategy on
802/// demand. The outer algorithm owns at most one restoration object,
803/// so the factory is invoked once per `optimize_tnlp` call. The
804/// factory is `FnMut` to allow callers to capture a builder that
805/// internally reuses caches across builds.
806pub type RestorationFactory = Box<dyn FnMut() -> Box<dyn RestorationPhase>>;
807
808/// Provider that mints fresh [`RestorationFactory`] instances on
809/// demand. Used by drivers that need to run the inner IPM more than
810/// once per `optimize_tnlp` call — notably the Phase-3 ℓ₁-exact
811/// penalty-barrier outer loop (pounce#10), which the existing
812/// `RestorationFactory` cannot support because pounce's default
813/// `make_default_restoration_factory` is a one-shot. Callers wire
814/// this via [`IpoptApplication::set_restoration_factory_provider`].
815pub type RestorationFactoryProvider = Box<dyn FnMut() -> RestorationFactory>;
816
817/// Running totals over the passes of a multi-pass solve (the ℓ₁ exact-penalty
818/// ρ loop, and the plain attempt that precedes it under
819/// `l1_fallback_on_restoration_failure`). Every pass starts from reset
820/// statistics, so the passes are summed here and written back once, after
821/// the last, as the **total** `iteration_count` plus a `passes` summary
822/// (gh#987 item 6). Everything else in the statistics keeps describing the
823/// last pass — the one that produced the returned point.
824#[derive(Default)]
825struct MultiPassTotals {
826    iterations: Index,
827    rows: Vec<pounce_nlp::solve_statistics::IterRecord>,
828    obj_evals: Index,
829    constr_evals: Index,
830    grad_evals: Index,
831    jac_evals: Index,
832    hess_evals: Index,
833    restoration_calls: Index,
834    restoration_inner_iters: Index,
835    restoration_outer_iters: Index,
836    passes: Vec<pounce_nlp::SolvePassRecord>,
837}
838
839impl MultiPassTotals {
840    fn push_pass(
841        &mut self,
842        st: &SolveStatistics,
843        rho: Option<Number>,
844        status: ApplicationReturnStatus,
845    ) {
846        self.passes.push(pounce_nlp::SolvePassRecord {
847            rho,
848            iterations: st.iteration_count,
849            first_row: self.rows.len(),
850            slack_sum: None,
851            constraint_violation: None,
852            status: format!("{status:?}"),
853        });
854        self.iterations += st.iteration_count;
855        self.rows.extend(st.iterations.iter().cloned());
856        self.obj_evals += st.num_obj_evals;
857        self.constr_evals += st.num_constr_evals;
858        self.grad_evals += st.num_obj_grad_evals;
859        self.jac_evals += st.num_constr_jac_evals;
860        self.hess_evals += st.num_hess_evals;
861        self.restoration_calls += st.restoration_calls;
862        self.restoration_inner_iters += st.restoration_inner_iters;
863        self.restoration_outer_iters += st.restoration_outer_iters;
864    }
865
866    fn set_slack_sum(&mut self, v: Number) {
867        if let Some(p) = self.passes.last_mut() {
868            p.slack_sum = v.is_finite().then_some(v);
869        }
870    }
871
872    fn set_violation(&mut self, v: Number) {
873        if let Some(p) = self.passes.last_mut() {
874            p.constraint_violation = v.is_finite().then_some(v);
875        }
876    }
877
878    fn apply(&self, st: &mut SolveStatistics) {
879        if self.passes.is_empty() {
880            return;
881        }
882        st.iteration_count = self.iterations;
883        st.iterations = self.rows.clone();
884        st.num_obj_evals = self.obj_evals;
885        st.num_constr_evals = self.constr_evals;
886        st.num_obj_grad_evals = self.grad_evals;
887        st.num_constr_jac_evals = self.jac_evals;
888        st.num_hess_evals = self.hess_evals;
889        st.restoration_calls = self.restoration_calls;
890        st.restoration_inner_iters = self.restoration_inner_iters;
891        st.restoration_outer_iters = self.restoration_outer_iters;
892        st.passes = self.passes.clone();
893    }
894}
895
896/// Callback fired by [`IpoptApplication::optimize_constrained`] once
897/// the IPM has converged (status `SolveSucceeded` or
898/// `SolvedToAcceptableLevel`) and before the user TNLP's
899/// `finalize_solution` runs. Receives borrowed handles into the
900/// algorithm's converged state.
901///
902/// **Use case**: post-optimal sensitivity analysis (pounce#7 /
903/// `pounce-sensitivity`). The callback receives a shared handle to
904/// the PD solver so a `SensBacksolver` adapter can run backsolves
905/// against the converged KKT factor — and so that handle may outlive
906/// the call frame (e.g. the public `Solver` session API retains the
907/// factor for repeated `parametric_step` / `kkt_solve` calls);
908/// receives the data / cq / nlp handles so the adapter can reproduce
909/// the augmented-system coefficient layout the IPM converged at.
910///
911/// **Not** the same as `set_intermediate_callback` (per-iteration
912/// progress notification) — this fires exactly once per `optimize_*`
913/// call, only on success.
914pub type ConvergedCallback = Box<
915    dyn FnMut(
916        &crate::ipopt_data::IpoptDataHandle,
917        &crate::ipopt_cq::IpoptCqHandle,
918        &Rc<RefCell<dyn pounce_nlp::ipopt_nlp::IpoptNlp>>,
919        Rc<RefCell<crate::kkt::pd_full_space_solver::PdFullSpaceSolver>>,
920    ),
921>;
922use pounce_common::diagnostics::DiagnosticsState;
923use pounce_common::exception::{ExceptionKind, SolverException};
924use pounce_common::journalist::{JournalLevel, Journalist};
925use pounce_common::options_list::OptionsList;
926use pounce_common::reg_options::{PrintOptionsMode, RegisteredOptions};
927use pounce_common::timing::TimingStatistics;
928use pounce_common::types::{Index, Number};
929use pounce_linalg::dense_vector::DenseVectorSpace;
930use pounce_linsol::SparseSymLinearSolverInterface;
931use pounce_linsol::summary::LinearSolverSummary;
932use pounce_nlp::alg_types::SolverReturn;
933use pounce_nlp::derivative_test::{DerivativeTest, DerivativeTestOptions};
934use pounce_nlp::orig_ipopt_nlp::{ConstObjScaling, OrigIpoptNlp, ScalingMethod};
935use pounce_nlp::return_codes::ApplicationReturnStatus;
936use pounce_nlp::solve_statistics::SolveStatistics;
937use pounce_nlp::tnlp::{
938    BoundsInfo, IpoptCq as TnlpIpoptCq, IpoptData as TnlpIpoptData, NlpInfo, Solution, TNLP,
939};
940use pounce_nlp::tnlp_adapter::{
941    DEFAULT_NLP_LOWER_BOUND_INF, DEFAULT_NLP_UPPER_BOUND_INF, FixedVarTreatment, TNLPAdapter,
942};
943use std::cell::RefCell;
944use std::fmt;
945use std::path::{Path, PathBuf};
946use std::rc::Rc;
947use std::sync::{Arc, Mutex};
948use std::time::Instant;
949
950/// Smallest `n + m` at which `algorithm=active-set-sqp` starts from the
951/// interior point; see [`IpoptApplication::sqp_auto_handover`]. The fixture
952/// corpus (largest model 813 variables) sits far below it.
953pub const AUTO_HANDOVER_MIN_DIM: usize = 5_000;
954
955pub struct IpoptApplication {
956    options: OptionsList,
957    /// Diagnostics from the safeguarded `least_square_init_primal`
958    /// initializer step of the most recent solve (gh#605). `None` when
959    /// the step was not run. Read with
960    /// [`Self::least_square_init_report`].
961    least_square_init_report: Option<crate::init::default::LeastSquareInitReport>,
962    /// Per-variable scaling factors applied by the wrapper installed in
963    /// [`Self::optimize_tnlp`] (gh#486). Recorded so consumers that read
964    /// the algorithm's own iterate rather than the `finalize_solution`
965    /// payload — the CLI's `on_converged` hook feeding the `.sol` and
966    /// the JSON report — can undo the substitution. `None` when no
967    /// variable scaling was applied.
968    variable_scaling: RefCell<Option<Vec<Number>>>,
969    /// Whether the most recent `optimize_constrained` ran with per-row
970    /// constraint scaling active (`c_scale_vec`/`d_scale_vec` present).
971    ///
972    /// Read by [`Self::run_l1_penalty_outer_loop`], which measures the
973    /// user's rows in the model's own units and so may only write that
974    /// number into the `final_unscaled_*` family. `SolveStatistics`
975    /// documents `final_*` as the internally-scaled residuals and
976    /// `final_unscaled_*` as the same quantities in original units,
977    /// *equal when no scaling is active* — so the measurement may be
978    /// mirrored into the scaled family exactly when this is `false`
979    /// (gh#794 review). `None` when no solve has run.
980    row_scaling_active: std::cell::Cell<Option<bool>>,
981    /// Whether the submitted TNLP has already been explicitly wrapped by the
982    /// caller's presolve layer.
983    presolve_already_applied: bool,
984    reg_options: Rc<RegisteredOptions>,
985    journalist: Rc<Journalist>,
986    statistics: RefCell<SolveStatistics>,
987    /// Shared per-subsystem timing accumulator. Re-created at the top of
988    /// every solve (so back-to-back `optimize_tnlp` calls don't bleed
989    /// timings across invocations) and handed to the data, the NLP, and
990    /// any other consumer via `Rc`. Reported by [`Self::timing_stats`]
991    /// after the solve completes.
992    timing: RefCell<Rc<TimingStatistics>>,
993    /// Optional override factory for the symmetric linear-solver
994    /// backend. When `None`, we ship the workspace default (MA57 via
995    /// `pounce-hsl`). Tests can plug a stub via [`Self::set_linear_backend_factory`].
996    linear_backend_factory: Option<LinearBackendFactory>,
997    /// Optional factory for the restoration phase. Lives outside this
998    /// crate because `pounce-algorithm` cannot depend on
999    /// `pounce-restoration` (the dep edge is the other way). Callers
1000    /// that need restoration plug a factory via
1001    /// [`Self::set_restoration_factory`]; when unset, the outer
1002    /// algorithm runs without a restoration fallback and surfaces
1003    /// `RestorationFailure` as soon as the line-search would otherwise
1004    /// jump into restoration.
1005    restoration_factory: Option<RestorationFactory>,
1006    /// Shared diagnostic-dump state, installed by the CLI when the
1007    /// user passes `--dump <cat>:<spec>`. When set, the application
1008    /// propagates an `Rc<DiagnosticsState>` into [`IpoptAlgorithm`]
1009    /// via [`IpoptAlgorithm::with_diagnostics`] so the KKT solver and
1010    /// other dump sites can consult per-iter gating.
1011    diagnostics: Option<Rc<DiagnosticsState>>,
1012    /// Optional interactive debugger hook. When set, it is moved into
1013    /// the main [`IpoptAlgorithm`] for the next `optimize_*` call via
1014    /// [`IpoptAlgorithm::with_debug_hook`], so a REPL or agent can pause
1015    /// at each iteration to inspect / mutate live state. Consumed on use
1016    /// (one solve per installed hook).
1017    debug_hook: Option<std::rc::Rc<std::cell::RefCell<dyn crate::debug::DebugHook>>>,
1018    /// True for the whole of an `optimize_tnlp` call that started with a
1019    /// debugger hook installed. The hook drives exactly one IPM solve, so
1020    /// any re-solve after it (the ℓ₁ fallback, the gh#884 retry, the
1021    /// `mu_strategy_fallback` flip, the gh#983 scale retry) would run
1022    /// unobserved *after* the debugger has shown its `final: true`
1023    /// terminal pause, and could replace the verdict the user was shown.
1024    /// Those retries stand down while this is set, as the second-opinion
1025    /// ladder already does for an attached debugger.
1026    debugger_attached: std::cell::Cell<bool>,
1027    /// Provider for the BNW outer loop (pounce#10 Phase 3). When set,
1028    /// `optimize_constrained` consults the provider before each inner
1029    /// solve, replacing `restoration_factory` with a fresh one so
1030    /// multi-pass drivers can run the inner IPM repeatedly without
1031    /// tripping the default factory's one-shot guard.
1032    restoration_factory_provider: Option<RestorationFactoryProvider>,
1033    /// Optional hook fired once per `optimize_*` call on convergence,
1034    /// before the user TNLP's `finalize_solution`. See
1035    /// [`ConvergedCallback`].
1036    on_converged: Option<ConvergedCallback>,
1037    /// Re-evaluate `W` at the converged point before `on_converged` fires.
1038    /// See [`Self::set_on_converged_refreshes_hessian`].
1039    on_converged_refreshes_hessian: bool,
1040    /// Ids handed out so far to `on_converged` firings; the next firing gets
1041    /// one more. Never reset, so an id is unique over the application's life.
1042    /// See [`IpoptData::on_converged_id`](crate::ipopt_data::IpoptData).
1043    on_converged_fired: std::cell::Cell<u64>,
1044    /// When `true`, the per-iteration `IterRecord` trajectory is
1045    /// captured into [`SolveStatistics::iterations`] for downstream
1046    /// consumers (the JSON solve report in pounce-cli, pounce#8). Off
1047    /// by default so library callers that never read the iterations
1048    /// vector don't pay the per-iter alloc.
1049    record_iter_history: bool,
1050    /// Whether [`Self::initialize_with_option_file`] ran — i.e. whether
1051    /// anything on this application actually consulted
1052    /// `option_file_name` and resolved it to a file. Only the `pounce`
1053    /// CLI does; a library caller sets its options directly. The guard
1054    /// in [`Self::unhonored_option_file_name`] reads this so that
1055    /// setting the option on a surface that cannot honor it is refused
1056    /// rather than dropped (gh#518).
1057    option_file_resolved: bool,
1058    /// Whether this caller can route a model to the convex LP/QP/SOCP
1059    /// engines — i.e. whether the `qp_*` knobs those engines read
1060    /// configure anything here. Only the `pounce` CLI can (it owns the
1061    /// `.nl` structure extraction that classifies a model), and it says
1062    /// so via [`Self::set_convex_routing_available`]. The guard in
1063    /// [`Self::unhonored_convex_option`] reads this, on the same
1064    /// contract as `option_file_resolved` above (gh#604).
1065    convex_routing_available: bool,
1066    /// Whether the backend-knob warnings (gh#551) have already been
1067    /// printed for this application. The CLI emits them before routing —
1068    /// a convex model never reaches `optimize_tnlp` — and `optimize_tnlp`
1069    /// emits them for every other frontend; without this flag a CLI run
1070    /// would print each line twice, which is how a warning teaches its
1071    /// reader to skip it.
1072    backend_warnings_emitted: bool,
1073    /// Shared sink that the linear-solver backend writes a rolling
1074    /// [`LinearSolverSummary`] into after every factor. Reset at the
1075    /// top of every solve (so back-to-back `optimize_tnlp` calls don't
1076    /// bleed stats across invocations) and read out via
1077    /// [`Self::linear_solver_summary`] once the solve returns. Only
1078    /// the workspace-default FERAL backend (via
1079    /// [`default_backend_factory_with_sink`]) wires the sink today;
1080    /// custom factories plugged through [`Self::set_linear_backend_factory`]
1081    /// and the HSL MA57 backend leave the sink empty.
1082    linsol_summary_sink: Arc<Mutex<LinearSolverSummary>>,
1083    /// Companion to [`Self::linsol_summary_sink`] for the restoration
1084    /// phase's sub-solves. The frontends that wire a restoration factory
1085    /// install it via [`Self::restoration_summary_sink`]; it is reset with
1086    /// the main sink and surfaces as [`LinearSolverSummary::restoration`].
1087    resto_linsol_summary_sink: Arc<Mutex<LinearSolverSummary>>,
1088    /// The block-parallel KKT partition this solve resolved, published for
1089    /// the restoration sub-IPM (structured-KKT Phase 5b). Restoration's inner
1090    /// builder is minted by the frontend *before* the solve — before the KKT
1091    /// layout, and so the mapping onto it, exists — so the labels cannot be
1092    /// installed on it directly. They are written here as the outer algorithm
1093    /// is built and read when restoration runs. `AugRestoSystemSolver` reduces
1094    /// the restoration KKT onto the original 4-block system before delegating,
1095    /// so the matrix the inner solver factors is the one these labels
1096    /// describe. Reset with the sinks at the top of every solve.
1097    kkt_blocks_published: crate::alg_builder::KktBlocksCell,
1098    /// Shared tally of successful linear-solver quality escalations for
1099    /// the current solve (gh#857). Handed to every `AlgorithmBuilder`
1100    /// this application mints — [`Self::algorithm_builder_from_options`]
1101    /// and [`Self::algorithm_builder_snapshot`] — which is how the
1102    /// restoration sub-solve counts into the same total: each frontend
1103    /// builds the restoration provider's inner builder from
1104    /// `algorithm_builder_from_options`, so it receives this same `Rc`
1105    /// without any frontend having to know the counter exists.
1106    ///
1107    /// Reset at the top of every solve, beside the linear-solver summary
1108    /// sink and for the same reason: a second-opinion retry, or two
1109    /// back-to-back `optimize_tnlp` calls, must not inherit the previous
1110    /// solve's count. Read out into
1111    /// [`SolveStatistics::quality_escalations`] once the solve returns.
1112    quality_escalations: Rc<std::cell::Cell<u64>>,
1113    /// gh#990: the `mu_strategy` value in the option table was written by a
1114    /// POUNCE frontend (the Python no-`hessian` path pins `monotone`), not by
1115    /// the caller. See [`Self::mark_mu_strategy_pounce_chosen`].
1116    mu_strategy_pounce_chosen: bool,
1117    /// gh#884. Set when the running [`IpoptAlgorithm`] observed the
1118    /// biactive dual-divergence signature — a converged primal, a step
1119    /// that has gone to zero on a scale-relative measure, and an
1120    /// *unscaled* dual infeasibility still far above `dual_inf_tol`, all
1121    /// at the same iterate.
1122    ///
1123    /// Read out of the algorithm once `optimize_constrained` returns, so
1124    /// [`Self::run_with_dual_divergence_retry`] — which sits above that
1125    /// call — can see it. Reset at the top of every solve for the same
1126    /// reason as `quality_escalations`: a retry must not inherit the
1127    /// previous attempt's verdict. Also copied into
1128    /// [`SolveStatistics::dual_divergence_signature`].
1129    dual_divergence_signature: std::cell::Cell<bool>,
1130    /// The returned run's algorithm released the tiny-step stop through the
1131    /// `tiny_step_dual_stall_iters` rule. Read by the mu-strategy fallback,
1132    /// which retries a `Search_Direction_Becomes_Too_Small` reached this way
1133    /// as it does an iteration limit. Reset at the top of every solve.
1134    tiny_step_dual_stall: std::cell::Cell<bool>,
1135    /// gh#990 item 3: the derivative checker's structured result for the
1136    /// current solve; copied onto the statistics when the solve finishes.
1137    derivative_check: RefCell<Option<pounce_nlp::derivative_test::DerivativeCheckSummary>>,
1138    /// gh#990 item 13: some attempt of this run refused a termination
1139    /// certificate the objective scaling had masked (strict, acceptable).
1140    /// Sticky across the attempts a retry driver spends, like
1141    /// `dual_divergence_signature`: the returned run is often a re-solve, and
1142    /// the decision that led to it belongs on the record.
1143    obj_scale_refused: std::cell::Cell<(bool, bool)>,
1144    /// gh#884. Set when a dual-divergence retry actually replaced the base
1145    /// attempt's answer. Copied into
1146    /// [`SolveStatistics::dual_divergence_retry_promoted`].
1147    dual_divergence_retry_promoted: std::cell::Cell<bool>,
1148    /// gh#1042 C1. What the `mu_strategy_fallback` retry did in this solve,
1149    /// if it ran. Copied into [`SolveStatistics::mu_strategy_fallback`] by
1150    /// every attempt that follows it, and written into the statistics
1151    /// directly once the retry has decided — so a promoted re-solve no
1152    /// longer hides the first attempt's verdict and cost.
1153    mu_strategy_fallback_record: RefCell<Option<pounce_nlp::MuStrategyFallbackRecord>>,
1154    /// Set when a losing retry's answer was thrown away and an earlier
1155    /// attempt's replayed through `FinalizeSnapshot::replay` — by the μ
1156    /// fallback (pounce#870) or the gh#884 dual-divergence retry.
1157    ///
1158    /// It exists because [`Self::set_on_converged`] fires **per attempt**
1159    /// and the floor does not reach it. A losing retry that reached
1160    /// `Solve_Succeeded` has already run the callback, so a consumer
1161    /// capturing the converged iterate there — the CLI's `nominal_capture`,
1162    /// which is where `.sol` `x`, the JSON's `solution.x` and the dual
1163    /// block all come from — holds the *discarded* attempt's point while
1164    /// the status, objective and every statistic beside it have been
1165    /// floored back to the attempt that won. Measured before this flag
1166    /// existed: on a declined retry the `.sol` carried `f = -6.3274` while
1167    /// the JSON report next to it said `-6.1768`, and `pounce verify` on
1168    /// the `.sol` confirmed the file held the losing point.
1169    ///
1170    /// The `finalize_solution` payload does not have this problem — the
1171    /// replay *is* a `finalize_solution` call, so the last one always
1172    /// carries the answer being reported — which is why the fix is to tell
1173    /// the caller "prefer that payload", not to re-run the callback (the
1174    /// converged KKT state the callback borrows belongs to the retry by
1175    /// then, and cannot be rewound). Consumers of that state select the
1176    /// reported attempt's firing through [`Self::reported_on_converged_id`].
1177    answer_restored_from_floor: std::cell::Cell<bool>,
1178    /// Set only for the duration of the gh#983 scale audit's re-solve: the
1179    /// interior-point arm then widens the inequality rows by
1180    /// `bound_relax_factor` as usual but leaves the **variable box as the
1181    /// caller declared it** (`OrigIpoptNlp::relax_bounds_keeping_box`). See
1182    /// `run_scale_retry` for why.
1183    retry_keeps_declared_box: std::cell::Cell<bool>,
1184    /// The payload of the most recent `finalize_solution` POUNCE sent to the
1185    /// user's TNLP, so a second-opinion retry that loses can put the winning
1186    /// attempt's answer back (pounce#870).
1187    ///
1188    /// Written by [`finalize_via_orig_nlp`] and [`finalize_via_sqp`], which are
1189    /// free functions and so take this as a sink rather than reaching for
1190    /// `self`, and by [`Self::restore_floor`] when a floor is replayed, so it
1191    /// always holds the answer currently delivered. Cleared at the start of
1192    /// each solve. Read by the retry wrappers (each floors to it) and by
1193    /// [`Self::reported_on_converged_id`].
1194    last_finalize: RefCell<Option<FinalizeSnapshot>>,
1195    /// The last `IterStats` sent to the user's `intermediate_callback`
1196    /// (pounce#870), shared with the running `IpoptAlgorithm`.
1197    last_iter_stats: Rc<RefCell<Option<pounce_nlp::tnlp::IterStats>>>,
1198    /// Phase 5c (§6) SQP warm-start input. When `Some`, the next
1199    /// `optimize_tnlp` call on the SQP path consumes the iterate
1200    /// instead of cold-starting; consumed once per solve, then
1201    /// auto-cleared. The IPM path ignores this field. Wire-set
1202    /// via [`Self::set_sqp_warm_start`].
1203    sqp_warm_start: Option<crate::sqp::SqpIterates>,
1204    /// Phase 5c (§6) SQP warm-start output. Populated by every
1205    /// `optimize_sqp_tnlp` call with the final QP working set.
1206    /// Stays valid until the next solve (which overwrites it).
1207    /// Accessed via [`Self::last_sqp_working_set`].
1208    sqp_last_working_set: Option<pounce_qp::WorkingSet>,
1209    /// gh#986 review item 10: the fixed-variable elimination of the solve in
1210    /// progress, `(x_not_fixed_map, n_full_x)`. Working sets are published in
1211    /// the caller's full space (fixed variables marked `Fixed`) and warm
1212    /// starts are mapped through it, so a working set recorded on one node
1213    /// lands on the right columns of a node that fixes different variables.
1214    x_elimination: Option<(Vec<Index>, usize)>,
1215    /// What the post-convergence crossover phase did on the most recent
1216    /// IPM solve (gh#612). `None` when `crossover=no` (the default) or
1217    /// when the solve did not converge — crossover only runs on a
1218    /// converged interior iterate. Read via [`Self::crossover_report`].
1219    ///
1220    /// Kept separate from `sqp_last_working_set`, which crossover *also*
1221    /// populates on success: that field answers "what can the next solve
1222    /// warm-start from", this one answers "was the active set I am about
1223    /// to trust actually identified, or merely inferred".
1224    crossover_report: Option<crate::crossover::CrossoverReport>,
1225    /// What the interior-point → active-set handover did on the most recent
1226    /// IPM solve (gh#1054). `None` when `ipm_sqp_handover=no` (the default).
1227    /// Read via [`Self::handover_report`].
1228    handover_report: Option<crate::handover::HandoverReport>,
1229    /// Whether the current solve is an `algorithm=active-set-sqp` request
1230    /// run as interior point plus handover; see [`Self::sqp_auto_handover`].
1231    auto_handover: std::cell::Cell<bool>,
1232    /// Full primal-dual warm-start iterate for the IPM path, captured by
1233    /// the interactive debugger's `resolve` command. When `Some`, the
1234    /// next `optimize_tnlp` installs this 8-vector (algorithm space)
1235    /// directly onto `data.curr` before the iterate initializer runs, so
1236    /// a warm `resolve` continues from the paused interior point rather
1237    /// than cold-restarting the duals. Consumed once per solve, then
1238    /// auto-cleared. Requires `warm_start_init_point=yes` so the
1239    /// re-optimize branch of `WarmStartIterateInitializer` keeps the
1240    /// installed iterate. Wire-set via [`Self::set_warm_start_iterate`].
1241    warm_start_iterate: Option<crate::debug::IterateSnapshot>,
1242    /// The warm-start initializer's verdict on the most recent solve's
1243    /// supplied iterate (gh#606). Lifted off the solve-local
1244    /// `IpoptData` so a caller can read it after `optimize_tnlp`
1245    /// returns; `None` when the last solve was a cold start.
1246    warm_start_diag: RefCell<Option<crate::init::warm_start::WarmStartDiagnostics>>,
1247    /// Caller-supplied fill-reducing permutation for the KKT linear
1248    /// solver (pounce#180 item 1 / FERAL#107). When `Some`, it overrides
1249    /// whatever `feral_ordering` / `POUNCE_FERAL_ORDERING` resolves to,
1250    /// installing [`pounce_feral::OrderingMethod::External`] on the FERAL
1251    /// backend for the next solve. The vector is a **0-based, new-to-old
1252    /// permutation** whose length must equal the augmented KKT system
1253    /// dimension; FERAL validates it as a bijection and returns
1254    /// `InvalidInput` (never panics) on a wrong length / index. Unlike the
1255    /// warm-start hooks this is treated as persistent config — it is *not*
1256    /// auto-cleared after a solve, so a caller sets it once for a run.
1257    /// Wire-set via [`Self::set_external_ordering`]. Ignored by non-FERAL
1258    /// backends and by any custom factory plugged via
1259    /// [`Self::set_linear_backend_factory`].
1260    external_ordering: Option<Vec<usize>>,
1261    /// Caller-supplied block-triangular / Schur KKT partition (pounce#180
1262    /// item 2). When `Some`, the next IPM solve on the feral + exact-Hessian
1263    /// path routes the KKT linear solve through a
1264    /// [`crate::kkt::SchurAugSystemSolver`] over these **KKT-space indices**
1265    /// (`0..dim` in the `x, s, c, d` block order the aug-system solver
1266    /// assembles): the `S` block is Schur-complemented out and only the two
1267    /// diagonal blocks are factorized, with inertia recovered via Sylvester's
1268    /// law. Beneficial only when `|S| ≪` the eliminated block; the Schur solver
1269    /// falls back to the standard full-space solver transparently when the
1270    /// partition is unsuitable (too large, malformed, or the backend errors),
1271    /// so a stray hook never breaks a solve. Persistent config (not
1272    /// auto-cleared). Wire-set via [`Self::set_kkt_schur_block`].
1273    kkt_schur_block: Option<Vec<usize>>,
1274    /// Block-parallel KKT partition (structured-KKT Phase 5b): KKT-space block
1275    /// labels, `< 0` for the shared border, **empty** meaning "detect".
1276    /// Wire-set via [`Self::set_kkt_block_structure`].
1277    kkt_blocks: Option<Vec<i32>>,
1278    /// The same partition declared in the *model's* own terms — one block per
1279    /// variable and per constraint — which [`map_block_structure_to_kkt`]
1280    /// turns into `kkt_blocks` once the NLP layout is known. Wire-set via
1281    /// [`Self::set_block_structure`].
1282    model_blocks: Option<(Vec<i32>, Vec<i32>)>,
1283    /// The problem-statistics block most recently printed during the current
1284    /// run, so a retry attempt does not reprint an identical one.
1285    ///
1286    /// Every retry driver — the ℓ₁ fallback, the μ-strategy fallback, the
1287    /// second-opinion ladder, the dual-divergence retry — re-enters the solve
1288    /// routine that emits this block, so a run that retried once printed the
1289    /// whole Ipopt-style header twice with nothing between the copies saying a
1290    /// second attempt had started. Read as "the solver printed everything
1291    /// twice", which is what it looked like.
1292    ///
1293    /// Scoped to one run: reset at the top of
1294    /// [`Self::optimize_tnlp_with_derivative_test_tnlp`], which every entry
1295    /// point funnels through. Without that reset a library caller's second
1296    /// deliberate `optimize_tnlp` on the same application would lose its
1297    /// header, which is a different thing entirely from a retry inside one
1298    /// call.
1299    ///
1300    /// Compared rather than counted because the block can legitimately differ
1301    /// between attempts: the ℓ₁ wrapper adds slack variables, so its retry
1302    /// solves a genuinely larger problem and reprinting is informative.
1303    last_printed_problem_stats: RefCell<Option<pounce_solve_report::console::ProblemStats>>,
1304    /// Set while an *outside* retry driver is re-entering `optimize_tnlp` for
1305    /// another attempt on the same problem — today only
1306    /// `pounce_restoration::second_opinion_driver::run_second_opinion_ladder`.
1307    ///
1308    /// The retries that nest INSIDE one `optimize_tnlp` call (the ℓ₁ fallback,
1309    /// the μ-strategy fallback) are covered by `last_printed_problem_stats`
1310    /// alone, because the funnel that resets it runs once for all of them. The
1311    /// ladder's rungs are `optimize_tnlp` calls in their own right, so without
1312    /// this flag each one resets the memo and reprints the header — which is
1313    /// how a four-rung ladder printed five identical copies of it.
1314    ///
1315    /// It also decides who explains the retry. The ladder narrates every rung
1316    /// on stderr, naming the knob it varies and whether the rung recovered, so
1317    /// `emit_problem_stats` stays quiet and lets that narration stand. The
1318    /// in-call fallbacks say nothing at all, so there the suppressed header is
1319    /// replaced by a line announcing the attempt.
1320    in_retry_sequence: std::cell::Cell<bool>,
1321    /// Nesting depth of retry drivers that have taken ownership of the
1322    /// run-ending `EXIT:` / `POUNCE <version>:` verdict.
1323    ///
1324    /// `emit_end_summary` prints the per-attempt statistics block whatever
1325    /// this reads, and prints the verdict only at zero. A driver raises it
1326    /// before its first attempt and lowers it after its last, then prints the
1327    /// verdict once with the status it is actually returning.
1328    ///
1329    /// A counter rather than a flag because the drivers nest: the ℓ₁ fallback
1330    /// can wrap the μ-strategy fallback, which the dual-divergence retry can
1331    /// wrap in turn, and the CLI brackets the whole lot again around the
1332    /// second-opinion ladder. Only the outermost knows the run is over, and
1333    /// "outermost" is exactly "the one that brings this back to zero".
1334    end_verdict_deferrals: std::cell::Cell<u32>,
1335}
1336
1337impl fmt::Debug for IpoptApplication {
1338    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
1339        f.debug_struct("IpoptApplication")
1340            .field("options", &self.options)
1341            .field("statistics", &self.statistics)
1342            .finish_non_exhaustive()
1343    }
1344}
1345
1346impl Default for IpoptApplication {
1347    fn default() -> Self {
1348        Self::new()
1349    }
1350}
1351
1352impl IpoptApplication {
1353    /// New application with empty options and a default journalist.
1354    /// Equivalent to `IpoptApplication::IpoptApplication(true,true)`.
1355    pub fn new() -> Self {
1356        let reg = RegisteredOptions::default();
1357        // Registration of a fresh registry can only fail on a duplicate
1358        // name, which would be a programming error in `reg_op`.
1359        register_all_upstream_options(&reg)
1360            .unwrap_or_else(|e| panic!("Upstream options registration failed: {e}"));
1361        pounce_presolve::register_options(&reg)
1362            .unwrap_or_else(|e| panic!("Presolve options registration failed: {e}"));
1363        let reg = Rc::new(reg);
1364        Self {
1365            options: OptionsList::with_registered(Rc::clone(&reg)),
1366            least_square_init_report: None,
1367            variable_scaling: RefCell::new(None),
1368            row_scaling_active: std::cell::Cell::new(None),
1369            presolve_already_applied: false,
1370            reg_options: reg,
1371            journalist: Rc::new(Journalist::new()),
1372            statistics: RefCell::new(SolveStatistics::new()),
1373            timing: RefCell::new(Rc::new(TimingStatistics::new())),
1374            linear_backend_factory: None,
1375            restoration_factory: None,
1376            diagnostics: None,
1377            debug_hook: None,
1378            debugger_attached: std::cell::Cell::new(false),
1379            restoration_factory_provider: None,
1380            on_converged: None,
1381            on_converged_refreshes_hessian: true,
1382            on_converged_fired: std::cell::Cell::new(0),
1383            record_iter_history: false,
1384            option_file_resolved: false,
1385            convex_routing_available: false,
1386            backend_warnings_emitted: false,
1387            linsol_summary_sink: Arc::new(Mutex::new(LinearSolverSummary::default())),
1388            resto_linsol_summary_sink: Arc::new(Mutex::new(LinearSolverSummary::default())),
1389            kkt_blocks_published: Arc::new(Mutex::new(None)),
1390            quality_escalations: Rc::new(std::cell::Cell::new(0)),
1391            mu_strategy_pounce_chosen: false,
1392            dual_divergence_signature: std::cell::Cell::new(false),
1393            tiny_step_dual_stall: std::cell::Cell::new(false),
1394            derivative_check: RefCell::new(None),
1395            obj_scale_refused: std::cell::Cell::new((false, false)),
1396            dual_divergence_retry_promoted: std::cell::Cell::new(false),
1397            mu_strategy_fallback_record: RefCell::new(None),
1398            answer_restored_from_floor: std::cell::Cell::new(false),
1399            retry_keeps_declared_box: std::cell::Cell::new(false),
1400            last_finalize: RefCell::new(None),
1401            last_iter_stats: Rc::new(RefCell::new(None)),
1402            sqp_warm_start: None,
1403            sqp_last_working_set: None,
1404            x_elimination: None,
1405            crossover_report: None,
1406            handover_report: None,
1407            auto_handover: std::cell::Cell::new(false),
1408            warm_start_iterate: None,
1409            warm_start_diag: RefCell::new(None),
1410            external_ordering: None,
1411            kkt_schur_block: None,
1412            kkt_blocks: None,
1413            model_blocks: None,
1414            last_printed_problem_stats: RefCell::new(None),
1415            in_retry_sequence: std::cell::Cell::new(false),
1416            end_verdict_deferrals: std::cell::Cell::new(0),
1417        }
1418    }
1419
1420    pub fn options(&self) -> &OptionsList {
1421        &self.options
1422    }
1423
1424    pub fn options_mut(&mut self) -> &mut OptionsList {
1425        &mut self.options
1426    }
1427
1428    /// Declare whether callers have already applied an explicit presolve
1429    /// wrapper to the TNLPs submitted to [`Self::optimize_tnlp`].
1430    ///
1431    /// When set, `optimize_tnlp` leaves its input TNLP unchanged even if the
1432    /// `presolve` option is enabled. This preserves the option table for
1433    /// reporting and debugger use while allowing specialized frontends to
1434    /// supply a wrapper with capabilities unavailable to generic callback
1435    /// TNLPs, such as an expression provider for FBBT.
1436    pub fn set_presolve_already_applied(&mut self, applied: bool) {
1437        self.presolve_already_applied = applied;
1438    }
1439
1440    /// Solve without materializing the generic presolve wrapper.
1441    ///
1442    /// This is for consumers that require the original TNLP coordinate system
1443    /// for the solve's KKT matrix, such as sensitivity and reduced-Hessian
1444    /// drivers. It is scoped to this invocation and does not change the
1445    /// application's `presolve` option or persistent explicit-wrapper setting.
1446    pub fn optimize_tnlp_without_presolve(
1447        &mut self,
1448        tnlp: Rc<RefCell<dyn TNLP>>,
1449    ) -> ApplicationReturnStatus {
1450        let explicit_wrapper = self.presolve_already_applied;
1451        self.presolve_already_applied = true;
1452        let status = self.optimize_tnlp(tnlp);
1453        self.presolve_already_applied = explicit_wrapper;
1454        status
1455    }
1456
1457    pub fn registered_options(&self) -> &Rc<RegisteredOptions> {
1458        &self.reg_options
1459    }
1460
1461    pub fn journalist(&self) -> &Rc<Journalist> {
1462        &self.journalist
1463    }
1464
1465    /// Plug a custom symmetric-linear-solver factory. Useful for tests
1466    /// that want to swap MA57 for a stub. Production callers should
1467    /// leave this unset — the default ([`default_backend_factory`])
1468    /// returns the workspace's MA57 binding.
1469    pub fn set_linear_backend_factory(&mut self, factory: LinearBackendFactory) {
1470        self.linear_backend_factory = Some(factory);
1471    }
1472
1473    /// Plug a restoration-phase factory. Called once per
1474    /// `optimize_tnlp` invocation to mint a fresh
1475    /// `Box<dyn RestorationPhase>` that the outer algorithm uses as
1476    /// its line-search restoration fallback. Lives behind a setter
1477    /// (rather than at construction) because the concrete restoration
1478    /// strategies live in `pounce-restoration`, which depends on this
1479    /// crate; consumers in `pounce-cli` / integration tests wire the
1480    /// factory at the application boundary.
1481    pub fn set_restoration_factory(&mut self, factory: RestorationFactory) {
1482        self.restoration_factory = Some(factory);
1483    }
1484
1485    /// Install the shared diagnostics state. Once set, every
1486    /// subsequent `optimize_tnlp` call forwards the state into the
1487    /// algorithm via [`IpoptAlgorithm::with_diagnostics`] so the KKT
1488    /// solver can emit `--dump kkt:...` artifacts.
1489    pub fn set_diagnostics(&mut self, diag: Rc<DiagnosticsState>) {
1490        self.diagnostics = Some(diag);
1491    }
1492
1493    /// Install an interactive debugger hook for the next `optimize_*`
1494    /// call. The hook is moved into the main [`IpoptAlgorithm`] and
1495    /// consumed by that solve; reinstall it to debug a subsequent solve.
1496    pub fn set_debug_hook(
1497        &mut self,
1498        hook: std::rc::Rc<std::cell::RefCell<dyn crate::debug::DebugHook>>,
1499    ) {
1500        self.debug_hook = Some(hook);
1501    }
1502
1503    /// Read-side accessor for the installed diagnostics state, if any.
1504    /// Lets the CLI write the top-level manifest/timing files after
1505    /// the solve completes.
1506    pub fn diagnostics(&self) -> Option<Rc<DiagnosticsState>> {
1507        self.diagnostics.as_ref().map(Rc::clone)
1508    }
1509
1510    /// The three options that decide how the TNLP is *classified* before any
1511    /// algorithm sees it: the two infinity thresholds and the fixed-variable
1512    /// treatment.
1513    ///
1514    /// One reader, because there were three copies and they drifted. The
1515    /// active-set SQP path built its adapter with `TNLPAdapter::new`, which
1516    /// hard-codes the same three defaults — so the options were accepted and
1517    /// discarded on that arm, and a model with `fixed_variable_treatment=
1518    /// relax_bounds` or a non-default `nlp_upper_bound_inf` was classified one
1519    /// way for the interior-point arm and another for this one. Silently: the
1520    /// defaults coincide, so it only diverges for a caller who sets them, and
1521    /// nothing reported the difference.
1522    ///
1523    /// `make_constraint` / `make_parameter_nodual` are not implemented and
1524    /// fall back to `make_parameter`; the adapter auto-retries to
1525    /// `relax_bounds` when `make_parameter` would leave `n_x_var < n_c`
1526    /// (upstream `IpTNLPAdapter.cpp:623-633`).
1527    fn adapter_options(&self) -> (Number, Number, FixedVarTreatment) {
1528        let lo_inf = self
1529            .options
1530            .get_numeric_value("nlp_lower_bound_inf", "")
1531            .ok()
1532            .and_then(|(v, f)| f.then_some(v))
1533            .unwrap_or(DEFAULT_NLP_LOWER_BOUND_INF);
1534        let up_inf = self
1535            .options
1536            .get_numeric_value("nlp_upper_bound_inf", "")
1537            .ok()
1538            .and_then(|(v, f)| f.then_some(v))
1539            .unwrap_or(DEFAULT_NLP_UPPER_BOUND_INF);
1540        let fixed_treatment = match self
1541            .options
1542            .get_string_value("fixed_variable_treatment", "")
1543            .ok()
1544            .and_then(|(v, f)| f.then_some(v))
1545            .as_deref()
1546        {
1547            Some("relax_bounds") => FixedVarTreatment::RelaxBounds,
1548            _ => FixedVarTreatment::MakeParameter,
1549        };
1550        (lo_inf, up_inf, fixed_treatment)
1551    }
1552
1553    /// Whether the final solution reports bound multipliers for variables
1554    /// `make_parameter` removed (see
1555    /// `OrigIpoptNlp::complete_fixed_var_bound_multipliers`).
1556    /// Ipopt 3.14 does, for every treatment except `make_parameter_nodual`,
1557    /// which exists to ask it not to.
1558    pub fn reports_fixed_var_duals(&self) -> bool {
1559        !matches!(
1560            self.options
1561                .get_string_value("fixed_variable_treatment", "")
1562                .ok()
1563                .map(|(v, _)| v)
1564                .as_deref(),
1565            Some("make_parameter_nodual")
1566        )
1567    }
1568
1569    /// Mark that the next `optimize_*` calls are further **attempts at the
1570    /// same problem**, driven from outside, rather than new solves.
1571    ///
1572    /// Retry drivers that re-enter `optimize_tnlp` per attempt — the
1573    /// second-opinion ladder is the only one today — bracket their attempts
1574    /// with `true` … `false`. The effect is confined to console presentation:
1575    /// the Ipopt-style problem-statistics header is printed once for the run
1576    /// instead of once per attempt. Nothing about the solve changes.
1577    ///
1578    /// Callers must clear it on every exit path, including the early returns a
1579    /// ladder takes when a rung promotes; a stuck `true` costs a later solve
1580    /// its header and nothing worse.
1581    pub fn set_in_retry_sequence(&self, active: bool) {
1582        self.in_retry_sequence.set(active);
1583    }
1584
1585    /// Take ownership of the run-ending `EXIT:` / `POUNCE <version>:` verdict
1586    /// for the attempts that follow.
1587    ///
1588    /// Between this and [`Self::release_end_verdict`] the per-attempt end
1589    /// summary prints its statistics block but not the verdict, so a retried
1590    /// run no longer reports a mid-run verdict that reads as the final answer.
1591    /// The releaser prints it once, with the status it is returning.
1592    ///
1593    /// Callers must pair the two on every exit path. An unmatched acquire
1594    /// costs the run its verdict line; the counter saturates rather than
1595    /// wrapping, so an unmatched release cannot make a nested driver print
1596    /// one early.
1597    pub fn defer_end_verdict(&self) {
1598        self.end_verdict_deferrals
1599            .set(self.end_verdict_deferrals.get().saturating_add(1));
1600    }
1601
1602    /// Release one [`Self::defer_end_verdict`]. Returns `true` when this was
1603    /// the outermost one — i.e. when the caller now owns printing the verdict.
1604    #[must_use]
1605    pub fn release_end_verdict(&self) -> bool {
1606        let next = self.end_verdict_deferrals.get().saturating_sub(1);
1607        self.end_verdict_deferrals.set(next);
1608        next == 0
1609    }
1610
1611    /// Print the run-ending verdict, honouring `print_level`.
1612    ///
1613    /// The gate matches `emit_end_summary`'s, which is the block this follows:
1614    /// at `print_level 0` there is no summary for it to end.
1615    pub fn print_end_verdict(&self, status: ApplicationReturnStatus) {
1616        let console_output = match self.options.get_integer_value("print_level", "") {
1617            Ok((v, true)) => v >= 1,
1618            _ => true,
1619        };
1620        if console_output {
1621            pounce_solve_report::console::print_exit_verdict(status);
1622        }
1623    }
1624
1625    /// Plug a restoration-phase **factory provider** for drivers that
1626    /// need to run the inner IPM more than once per `optimize_tnlp`
1627    /// call (notably the Phase-3 ℓ₁-exact penalty-barrier outer loop,
1628    /// pounce#10). On each inner solve, the application consults the
1629    /// provider to mint a fresh [`RestorationFactory`], replacing any
1630    /// stale one, so the default one-shot restoration factory does
1631    /// not panic on its second invocation. If both `set_restoration_factory`
1632    /// and this are configured, the provider wins.
1633    pub fn set_restoration_factory_provider(&mut self, provider: RestorationFactoryProvider) {
1634        self.restoration_factory_provider = Some(provider);
1635    }
1636
1637    /// Register a callback to run once the IPM has converged (status
1638    /// [`ApplicationReturnStatus::SolveSucceeded`] or
1639    /// [`ApplicationReturnStatus::SolvedToAcceptableLevel`]) but before
1640    /// `finalize_solution` flows back to the TNLP. See
1641    /// [`ConvergedCallback`] for the use case (post-optimal sensitivity).
1642    pub fn set_on_converged(&mut self, cb: ConvergedCallback) {
1643        self.on_converged = Some(cb);
1644    }
1645
1646    /// Remove and return the registered on-converged callback, if any, so a
1647    /// caller that installs its own for a while can put the previous one
1648    /// back (`pounce_minima::IpoptLocalSolve` does, gh#966).
1649    pub fn take_on_converged(&mut self) -> Option<ConvergedCallback> {
1650        self.on_converged.take()
1651    }
1652
1653    /// Whether `data.w` is re-evaluated at the converged point `w*` before
1654    /// the [`Self::set_on_converged`] hook fires. On by default.
1655    ///
1656    /// The main loop checks convergence before it updates the Hessian, so at
1657    /// that moment `data.w` is still `W(w_k)` from the final Newton step,
1658    /// while the Jacobians, slacks, multipliers and `Σ` are read at `w*`. A
1659    /// hook that factors the KKT matrix (post-optimal sensitivity) needs the
1660    /// Hessian at `w*` too, or it factors a hybrid of two iterates.
1661    ///
1662    /// The refresh costs one Hessian evaluation, counted in the solve's
1663    /// statistics like any other. A hook that only reads the iterate and
1664    /// never factors (the CLI collecting duals for a `.sol` file) can turn it
1665    /// off so a plain solve reports the same evaluation counts with or
1666    /// without the hook installed.
1667    pub fn set_on_converged_refreshes_hessian(&mut self, refresh: bool) {
1668        self.on_converged_refreshes_hessian = refresh;
1669    }
1670
1671    /// Was the reported answer replayed from an earlier attempt's floor,
1672    /// after a later attempt lost?
1673    ///
1674    /// **A caller that captures the solution in [`Self::set_on_converged`]
1675    /// must consult this.** That callback fires once per *attempt*, and a
1676    /// losing retry that converged has already run it, so the capture
1677    /// belongs to the discarded point while everything else — status,
1678    /// objective, statistics — has been floored back. When this is `true`,
1679    /// take `x` and the multipliers from the last `finalize_solution`
1680    /// payload instead; that one is always the answer being reported,
1681    /// because the floor restores it *by* calling `finalize_solution`.
1682    ///
1683    /// The payload is in the **model's own units** and in the **reduced**
1684    /// presolve space: `CountingTnlp`-style consumers sit inside the gh#486
1685    /// scaling wrapper (so `x /= d`, `z *= d` have already been applied) and
1686    /// outside the presolve one (so the row/column lift has not). A caller
1687    /// swapping it in must therefore skip its own scaling correction and keep
1688    /// its own lift; getting that backwards squares the factor, which is a
1689    /// silent wrong answer of exactly the shape this flag exists to remove.
1690    ///
1691    /// A [`Self::set_on_converged`] consumer that needs more than the point --
1692    /// the converged KKT state and its factorization, which the payload does
1693    /// not carry and which cannot be rewound -- uses
1694    /// [`Self::reported_on_converged_id`] instead: it keeps each firing under
1695    /// its id and holds the one the solve reported, whose handles keep that
1696    /// attempt's state alive. `pounce-sensitivity`'s `Solver` and `SensSolve`
1697    /// and the CLI's hook do.
1698    ///
1699    /// `false` on every solve that never spent a second attempt, which is
1700    /// almost all of them, so the ordinary path is unaffected.
1701    pub fn answer_restored_from_floor(&self) -> bool {
1702        self.answer_restored_from_floor.get()
1703    }
1704
1705    /// The [`Self::set_on_converged`] firing whose attempt produced the
1706    /// answer the last solve reported, or `None` if that attempt did not fire
1707    /// the hook (it did not converge, or it was not the interior-point arm).
1708    ///
1709    /// The hook fires once per converged attempt, and when a later attempt
1710    /// loses the answer is replayed from an earlier one, so the most recent
1711    /// firing is not necessarily the reported one. A hook that keeps state
1712    /// files it under [`IpoptData::on_converged_id`](crate::ipopt_data::IpoptData)
1713    /// and keeps the firing this names; everything else it captured describes
1714    /// an attempt the solver discarded.
1715    pub fn reported_on_converged_id(&self) -> Option<u64> {
1716        self.last_finalize
1717            .borrow()
1718            .as_ref()
1719            .and_then(|s| s.on_converged_id)
1720    }
1721
1722    /// When the last solve ended in local infeasibility, probe the point it
1723    /// reported for a nearby point with less constraint violation
1724    /// ([`crate::infeasibility_saddle`]). `None` when the last solve reported
1725    /// anything else, or when the probe finds no such point.
1726    ///
1727    /// The point probed is the payload the user's TNLP was handed, so it is
1728    /// the reported point after any retry's floor; it is cleared at the start
1729    /// of every solve, so a stale point cannot be probed. `tnlp` must be the
1730    /// TNLP that solve ran on. Read by the second-opinion ladder.
1731    pub fn local_infeasibility_saddle_escape(
1732        &self,
1733        tnlp: &Rc<RefCell<dyn TNLP>>,
1734    ) -> Option<crate::infeasibility_saddle::SaddleEscape> {
1735        let x = self
1736            .last_finalize
1737            .borrow()
1738            .as_ref()
1739            .filter(|s| s.status == SolverReturn::LocalInfeasibility)
1740            .map(|s| s.x.clone())?;
1741        crate::infeasibility_saddle::infeasibility_saddle_escape(
1742            tnlp,
1743            &x,
1744            self.nlp_lower_bound_inf(),
1745            self.nlp_upper_bound_inf(),
1746        )
1747    }
1748
1749    /// Put a losing retry's floor back: re-deliver the winning attempt's
1750    /// payload to the user's TNLP and make it the recorded answer again.
1751    ///
1752    /// Recording it matters beyond this call. The retries nest -- the gh#884
1753    /// retry wraps the μ fallback and the scale audit -- and each takes its
1754    /// floor from `last_finalize`, so a replay that only re-delivered the
1755    /// payload left the *losing* inner retry's payload there for the outer
1756    /// wrapper to floor to, and to deliver as the answer: measured on
1757    /// `mpcc_scholtes4_biactive` with `mu_strategy_fallback=yes`, a declined
1758    /// μ retry and then a declined gh#884 retry
1759    /// (`pounce-sensitivity/tests/floored_solve_retry_wrappers.rs`).
1760    /// `reported_on_converged_id` reads it too, so without the record even a
1761    /// single declined retry would name its own firing.
1762    fn restore_floor(&self, floor: &FinalizeSnapshot, tnlp: &Rc<RefCell<dyn TNLP>>) {
1763        floor.replay(tnlp);
1764        *self.last_finalize.borrow_mut() = Some(floor.clone());
1765        self.answer_restored_from_floor.set(true);
1766    }
1767
1768    /// Enable per-iteration trajectory capture. After the solve
1769    /// returns, [`Self::statistics()`] exposes
1770    /// [`pounce_nlp::solve_statistics::SolveStatistics::iterations`]
1771    /// populated with one [`pounce_nlp::solve_statistics::IterRecord`]
1772    /// per accepted iterate. Off by default — the `pounce_sens` and
1773    /// `pounce` binaries opt in when `--json-output` is passed.
1774    pub fn enable_iter_history(&mut self) {
1775        self.record_iter_history = true;
1776    }
1777
1778    /// Whether [`Self::enable_iter_history`] is in force — read by a stage
1779    /// that produces a verdict outside `optimize_tnlp` (the second-opinion
1780    /// ladder's square-system stage) so its statistics keep the same
1781    /// `iterations` / `iteration_count` pairing.
1782    pub fn iter_history_enabled(&self) -> bool {
1783        self.record_iter_history
1784    }
1785
1786    /// Read the run's options file, resolving *which* file the way
1787    /// upstream's `IpoptApplication::Initialize` does — with one
1788    /// deliberate difference, below.
1789    ///
1790    /// `explicit` is the file the caller named (upstream: the
1791    /// `option_file_name` option, read out of the option store before
1792    /// this point). With `None`, the working directory is probed for
1793    /// [`DEFAULT_OPTION_FILE_NAMES`] and the first hit is read; an
1794    /// absent default file is not an error, it just means "no file".
1795    ///
1796    /// The difference: upstream opens a named file with a bare
1797    /// `std::ifstream` and reads nothing if the open fails, so a typo'd
1798    /// `option_file_name` runs at stock defaults without a word. That
1799    /// silence is what gh#518 was reported for — a benchmark that
1800    /// measured defaults while claiming to measure a configuration — so
1801    /// a named file that cannot be read is an error here.
1802    pub fn initialize_with_option_file(
1803        &mut self,
1804        explicit: Option<&Path>,
1805    ) -> Result<OptionFileLoad, SolverException> {
1806        let mut load = OptionFileLoad::default();
1807        // Set before the early returns below: what this flag records is
1808        // that `option_file_name` was *consulted*, not that a file turned
1809        // up. A caller on this path who names nothing and has no
1810        // `pounce.opt` to find still gets the option honored — there was
1811        // simply nothing to read.
1812        self.option_file_resolved = true;
1813        let path = match explicit {
1814            Some(p) => {
1815                if !p.is_file() {
1816                    return Err(SolverException::new(
1817                        ExceptionKind::IPOPT_APPLICATION_ERROR,
1818                        format!(
1819                            "options file \"{}\" does not exist. It was named by \
1820                             --options-file / option_file_name, so the run would \
1821                             otherwise proceed at stock defaults with none of its \
1822                             settings applied.",
1823                            p.display()
1824                        ),
1825                        file!(),
1826                        line!() as Index,
1827                    ));
1828                }
1829                load.explicit = true;
1830                p.to_path_buf()
1831            }
1832            None => {
1833                let present: Vec<&&str> = DEFAULT_OPTION_FILE_NAMES
1834                    .iter()
1835                    .filter(|n| Path::new(n).is_file())
1836                    .collect();
1837                let Some(first) = present.first() else {
1838                    return Ok(load);
1839                };
1840                // Both default names in one directory: say which one lost,
1841                // rather than let the unread one look applied.
1842                for other in &present[1..] {
1843                    load.warnings.push(format!(
1844                        "`{first}` and `{other}` are both present; reading `{first}` \
1845                         only (pounce's own name wins). Pass \
1846                         `option_file_name={other}` to read that one instead."
1847                    ));
1848                }
1849                PathBuf::from(**first)
1850            }
1851        };
1852        self.initialize_with_options_file(&path)?;
1853        // `option_file_name` set *inside* an options file chains nowhere —
1854        // by the time it is read, the file naming it has already been
1855        // chosen. Upstream documents that ("it does not make any sense to
1856        // specify this option within the options file") and then ignores
1857        // it; name it instead, since an ignored setting that looks live is
1858        // the whole complaint behind gh#518.
1859        if let Ok((named, true)) = self.options.get_string_value("option_file_name", "")
1860            && !named.is_empty()
1861            && Path::new(&named) != path
1862        {
1863            load.warnings.push(format!(
1864                "`{}` sets option_file_name to `{named}`, which has no effect: \
1865                 the options file is chosen before it is read. Pass \
1866                 `option_file_name={named}` on the command line to read that file.",
1867                path.display()
1868            ));
1869        }
1870        load.path = Some(path);
1871        Ok(load)
1872    }
1873
1874    /// Read an `ipopt.opt`-format options file. Equivalent to
1875    /// `IpoptApplication::Initialize(const std::string& options_file)`.
1876    pub fn initialize_with_options_file(&mut self, path: &Path) -> Result<(), SolverException> {
1877        let txt = std::fs::read_to_string(path).map_err(|e| {
1878            SolverException::new(
1879                ExceptionKind::IPOPT_APPLICATION_ERROR,
1880                format!("could not read options file {}: {}", path.display(), e),
1881                file!(),
1882                line!() as Index,
1883            )
1884        })?;
1885        self.options.read_from_str(&txt, true)?;
1886        self.open_output_file_journal();
1887        Ok(())
1888    }
1889
1890    /// Read options from a string in `ipopt.opt` format. Useful for
1891    /// tests and embedded callers.
1892    pub fn initialize_with_options_str(&mut self, s: &str) -> Result<(), SolverException> {
1893        self.options.read_from_str(s, true)?;
1894        self.open_output_file_journal();
1895        Ok(())
1896    }
1897
1898    /// Honor `output_file` / `file_print_level` / `file_append`: when
1899    /// `output_file` is non-empty, attach a `FileJournal` named
1900    /// `"OutputFile:<fname>"` at the requested level. Mirrors
1901    /// `IpoptApplication::OpenOutputFile` (called from `Initialize`).
1902    /// No-op if `output_file` is unset, empty, or could not be opened.
1903    ///
1904    /// NOTE: pounce's iteration output currently bypasses the
1905    /// journalist and writes directly to stdout. The file journal is
1906    /// attached and the timing report (gated by `print_timing_statistics`)
1907    /// is mirrored to it; per-iter rows will start landing in the file
1908    /// once the iter-output path is routed through the journalist.
1909    fn open_output_file_journal(&self) {
1910        let fname = match self.options.get_string_value("output_file", "") {
1911            Ok((v, true)) if !v.is_empty() => v,
1912            _ => return,
1913        };
1914        let level_int = self
1915            .options
1916            .get_integer_value("file_print_level", "")
1917            .ok()
1918            .and_then(|(v, f)| f.then_some(v))
1919            .unwrap_or(5);
1920        let level = journal_level_from_int(level_int);
1921        let append = self
1922            .options
1923            .get_bool_value("file_append", "")
1924            .ok()
1925            .and_then(|(v, f)| f.then_some(v))
1926            .unwrap_or(false);
1927        let jname = format!("OutputFile:{}", fname);
1928        let _ = self
1929            .journalist
1930            .add_file_journal(&jname, &fname, level, append);
1931    }
1932
1933    /// No-op initialize (just succeeds). Mirrors
1934    /// `IpoptApplication::Initialize(bool allow_clobber)` with no
1935    /// options file.
1936    pub fn initialize(&mut self) -> Result<(), SolverException> {
1937        Ok(())
1938    }
1939
1940    /// Mirror `IpoptApplication::OpenOutputFile`. Sets the `output_file`
1941    /// / `file_print_level` options and attaches a matching
1942    /// `FileJournal` named `OutputFile:<fname>` to the journalist.
1943    /// Returns `false` if the file could not be opened or the option
1944    /// store rejected the request (e.g. clamped print level).
1945    pub fn open_output_file(&mut self, fname: &str, print_level: i32) -> bool {
1946        if self
1947            .options
1948            .set_string_value("output_file", fname, true, false)
1949            .is_err()
1950        {
1951            return false;
1952        }
1953        if self
1954            .options
1955            .set_integer_value("file_print_level", print_level as Index, true, false)
1956            .is_err()
1957        {
1958            return false;
1959        }
1960        let level = journal_level_from_int(print_level);
1961        let jname = format!("OutputFile:{}", fname);
1962        // Drop any previous file journal so a second call switches files
1963        // cleanly. `add_file_journal` would otherwise refuse to attach
1964        // a duplicate by name; remove-by-name isn't in the journalist
1965        // API, so we settle for the name-collision case here.
1966        self.journalist
1967            .add_file_journal(&jname, fname, level, false)
1968            .is_some()
1969    }
1970
1971    /// Wrap a TNLP and report problem dimensions. Used in tests until
1972    /// the full IPM path covers every entry shape.
1973    pub fn problem_dimensions(&self, tnlp: &mut dyn TNLP) -> Option<NlpInfo> {
1974        tnlp.get_nlp_info()
1975    }
1976
1977    /// Diagnostics from the safeguarded `least_square_init_primal`
1978    /// initializer step of the last solve (gh#605): the nonlinear
1979    /// violation before and after, the accepted step norm, how many
1980    /// backtracking trials were rejected, and why it stopped. `None`
1981    /// when `least_square_init_primal` was off or the model had no
1982    /// constraints.
1983    pub fn least_square_init_report(&self) -> Option<crate::init::default::LeastSquareInitReport> {
1984        self.least_square_init_report.clone()
1985    }
1986
1987    pub fn statistics(&self) -> SolveStatistics {
1988        self.statistics.borrow().clone()
1989    }
1990
1991    /// What the warm-start initializer made of the iterate the caller
1992    /// supplied to the most recent solve (gh#606): the residuals it
1993    /// measured, whether each multiplier block was accepted,
1994    /// reconstructed or discarded, and the barrier parameter it
1995    /// settled on.
1996    ///
1997    /// `None` when the last solve was a cold start
1998    /// (`warm_start_init_point=no`), or when no solve has run. Reset at
1999    /// the top of every solve, like [`Self::timing_stats`].
2000    pub fn warm_start_diagnostics(&self) -> Option<crate::init::warm_start::WarmStartDiagnostics> {
2001        self.warm_start_diag.borrow().clone()
2002    }
2003
2004    /// Shared timing accumulator from the most recent `optimize_tnlp`
2005    /// call. Each subsystem (algorithm, NLP, KKT solver) bumped its own
2006    /// fields during the solve; consumers read totals out of the
2007    /// returned `Rc`. The instance is replaced at the top of every
2008    /// subsequent solve, so cloning the `Rc` and holding it past a
2009    /// re-solve will give you the previous solve's timings — by design.
2010    pub fn timing_stats(&self) -> Rc<TimingStatistics> {
2011        Rc::clone(&self.timing.borrow())
2012    }
2013
2014    /// Aggregate linear-solver post-mortem from the most recent
2015    /// `optimize_tnlp` call. `Some` when the workspace-default FERAL
2016    /// backend ran at least one factor; `None` when no factors were
2017    /// recorded (custom factory plugged via
2018    /// [`Self::set_linear_backend_factory`], or solve aborted before
2019    /// the first KKT factor). Reset at the top of every solve.
2020    ///
2021    /// Restoration-phase factorizations are attached as
2022    /// [`LinearSolverSummary::restoration`] when the frontend wired
2023    /// [`Self::restoration_summary_sink`] into its restoration factory.
2024    pub fn linear_solver_summary(&self) -> Option<LinearSolverSummary> {
2025        let mut main = self.linsol_summary_sink.lock().ok()?.clone();
2026        let resto = self
2027            .resto_linsol_summary_sink
2028            .lock()
2029            .ok()
2030            .map(|g| g.clone())
2031            .filter(|r| !r.is_empty());
2032        if main.is_empty() && resto.is_none() {
2033            return None;
2034        }
2035        main.restoration = resto.map(Box::new);
2036        // gh#990 item 7: name what was asked for beside what ran.
2037        main.requested = self
2038            .options
2039            .get_string_value("linear_solver", "")
2040            .ok()
2041            .map(|(v, _)| v);
2042        Some(main)
2043    }
2044
2045    /// Snapshot of both linear-solver summary sinks (main and
2046    /// restoration), for a driver that re-solves and must report the
2047    /// summary of the solve whose verdict it keeps. The second-opinion
2048    /// ladder takes one before its rungs and restores it when no rung is
2049    /// promoted, exactly as it does for the statistics.
2050    pub fn linear_solver_summary_state(&self) -> LinearSolverSummaryState {
2051        let read =
2052            |s: &Arc<Mutex<LinearSolverSummary>>| s.lock().map(|g| g.clone()).unwrap_or_default();
2053        LinearSolverSummaryState {
2054            main: read(&self.linsol_summary_sink),
2055            restoration: read(&self.resto_linsol_summary_sink),
2056        }
2057    }
2058
2059    /// Put back a [`Self::linear_solver_summary_state`] snapshot.
2060    pub fn restore_linear_solver_summary_state(&self, state: LinearSolverSummaryState) {
2061        if let Ok(mut g) = self.linsol_summary_sink.lock() {
2062            *g = state.main;
2063        }
2064        if let Ok(mut g) = self.resto_linsol_summary_sink.lock() {
2065            *g = state.restoration;
2066        }
2067    }
2068
2069    /// The sink a restoration backend factory should record into, e.g.
2070    /// through [`default_backend_factory_with_sink`]. Kept separate from
2071    /// the main solve's sink so the main-solve totals stay about the main
2072    /// solve.
2073    pub fn restoration_summary_sink(&self) -> Arc<Mutex<LinearSolverSummary>> {
2074        Arc::clone(&self.resto_linsol_summary_sink)
2075    }
2076
2077    /// Drive a solve.
2078    ///
2079    /// * Constrained problems (`m > 0`) take the primal-dual IPM path:
2080    ///   build a `TNLPAdapter` → `OrigIpoptNlp`, run the
2081    ///   [`AlgorithmBuilder`] with the workspace MA57 backend, and
2082    ///   call [`IpoptAlgorithm::optimize`]. The `SolverReturn` →
2083    ///   `ApplicationReturnStatus` mapping mirrors the table in
2084    ///   `ref/Ipopt/AGENT_REFERENCE/MAIN_LOOP.md` ("exception →
2085    ///   SolverReturn map").
2086    /// * Unconstrained problems (`m == 0`) keep going through the
2087    ///   in-`pounce-nlp` Newton driver so the trivial path is
2088    ///   independent of the linear-solver backend.
2089    /// Wrap `tnlp` so per-variable scaling factors are applied as a
2090    /// change of variables, when `nlp_scaling_method=user-scaling` is
2091    /// in effect and the problem supplies non-unit factors (gh#486).
2092    ///
2093    /// Returns the TNLP unchanged under any other scaling method, or
2094    /// when the problem asks for no variable scaling, so an unscaled
2095    /// solve pays nothing. The `Err` carries a message ready to print.
2096    fn install_variable_scaling(
2097        &self,
2098        tnlp: Rc<RefCell<dyn TNLP>>,
2099    ) -> Result<Rc<RefCell<dyn TNLP>>, String> {
2100        // Cleared first so the accessor describes *this* solve. An
2101        // application is reusable across solves (`pounce-cinterface`
2102        // holds one across `IpoptSolve` calls), and a stale vector
2103        // would have a later unscaled solve reporting the previous
2104        // solve's factors.
2105        *self.variable_scaling.borrow_mut() = None;
2106        let method = self
2107            .options
2108            .get_string_value("nlp_scaling_method", "")
2109            .ok()
2110            .and_then(|(v, f)| f.then_some(v))
2111            .unwrap_or_else(|| "gradient-based".to_string());
2112        // `curvature-based` (gh #703) delivers its factors through the
2113        // same `get_scaling_parameters` callback, so the per-variable half
2114        // needs the same substitution wrapper user factors get.
2115        if method != "user-scaling" && method != "curvature-based" {
2116            return Ok(tnlp);
2117        }
2118        match pounce_nlp::scaling_tnlp::wrap_with_scaling(
2119            Rc::clone(&tnlp),
2120            self.nlp_lower_bound_inf(),
2121            self.nlp_upper_bound_inf(),
2122        ) {
2123            Ok(Some(wrapped)) => {
2124                *self.variable_scaling.borrow_mut() =
2125                    pounce_nlp::scaling_tnlp::factors_of(&wrapped);
2126                Ok(wrapped)
2127            }
2128            Ok(None) => Ok(tnlp),
2129            Err(why) => Err(format!(
2130                // The trailing newline belongs to the message: the
2131                // caller emits it with `eprint!` and hands the same
2132                // string to the journalist, as the refusals below do.
2133                "pounce: nlp_scaling_method={method} supplied per-variable \
2134                 scaling factors that cannot be applied. {why}. Correct the \
2135                 factors, or drop nlp_scaling_method={method}.\n"
2136            )),
2137        }
2138    }
2139
2140    /// The per-variable scaling factors applied to the last solve, if
2141    /// any (gh#486). A consumer reading the algorithm's iterate rather
2142    /// than the `finalize_solution` payload sees scaled coordinates and
2143    /// must divide `x` by these, and multiply bound multipliers.
2144    pub fn variable_scaling(&self) -> Option<Vec<Number>> {
2145        self.variable_scaling.borrow().clone()
2146    }
2147
2148    /// Install a starting-point conditioner, if one is asked for.
2149    ///
2150    /// Returns the TNLP unchanged when neither `start_point_perturbation` nor
2151    /// `start_point_conditioner` is set, which is the default — so an ordinary
2152    /// solve pays nothing and its trajectory is untouched.
2153    ///
2154    /// Sits *above* the presolve wrapper and *below* the variable-scaling one,
2155    /// so the point it conditions is the point the algorithm will actually
2156    /// start from, in the coordinates the algorithm will see. Both
2157    /// conditioners override only `get_starting_point`; every other callback
2158    /// forwards, so the solve that follows is the solve pounce would have run
2159    /// had the conditioned point been submitted directly.
2160    ///
2161    /// The two are mutually exclusive by construction rather than by refusal:
2162    /// the displacement is the failure-recovery rung and the Adam warm-up is a
2163    /// user opt-in, and stacking them would put random noise on top of a point
2164    /// the warm-up just spent 200 evaluations choosing. The displacement wins
2165    /// when both are set, because the only thing that sets it is a solve that
2166    /// has already failed.
2167    fn install_start_conditioner(&self, tnlp: Rc<RefCell<dyn TNLP>>) -> Rc<RefCell<dyn TNLP>> {
2168        use pounce_nlp::start_conditioner::{AdamConfig, ConditionedStartTnlp, StartConditioner};
2169        // Each option is read with its literal tag rather than through a
2170        // `|name, fallback|` helper. A helper reads better and costs the
2171        // wiring guard in `tests/init_options_wiring.rs` its evidence: that
2172        // test scans the source for `get_*_value("<tag>"` to prove every
2173        // registered Initialization option is actually consumed, and a tag
2174        // passed as a variable is invisible to it. A registered knob nothing
2175        // reads validates, accepts a value, and lies.
2176        let perturbation = self
2177            .options
2178            .get_numeric_value("start_point_perturbation", "")
2179            .map(|(v, _found)| v)
2180            .unwrap_or(0.0);
2181        let conditioner = if perturbation > 0.0 {
2182            let seed = self
2183                .options
2184                .get_integer_value("start_point_perturbation_seed", "")
2185                .map(|(v, _found)| v)
2186                .unwrap_or(0);
2187            StartConditioner::Jitter {
2188                // `Index` is signed and the option is lower-bounded at 0, so
2189                // this cast cannot lose a set bit for any accepted value.
2190                seed: seed.max(0) as u64,
2191                scale: perturbation,
2192            }
2193        } else {
2194            let which = self
2195                .options
2196                .get_string_value("start_point_conditioner", "")
2197                .map(|(v, _found)| v)
2198                .unwrap_or_else(|_| "none".to_string());
2199            if which != "adam" {
2200                return tnlp;
2201            }
2202            let d = AdamConfig::default();
2203            StartConditioner::Adam(AdamConfig {
2204                iters: self
2205                    .options
2206                    .get_integer_value("adam_warmup_iters", "")
2207                    .map(|(v, _found)| v.max(0) as usize)
2208                    .unwrap_or(d.iters),
2209                lr: self
2210                    .options
2211                    .get_numeric_value("adam_warmup_learning_rate", "")
2212                    .map(|(v, _found)| v)
2213                    .unwrap_or(d.lr),
2214                rho: self
2215                    .options
2216                    .get_numeric_value("adam_warmup_penalty", "")
2217                    .map(|(v, _found)| v)
2218                    .unwrap_or(d.rho),
2219                ..d
2220            })
2221        };
2222        // The sentinels have to come from the options, not from the
2223        // conditioner's own default: a caller who moved `nlp_lower_bound_inf`
2224        // would otherwise have a bound the algorithm treats as absent clipped
2225        // against as if it were real.
2226        //
2227        // Passed through unclamped. These were once `lower.min(-DEFAULT)` /
2228        // `upper.max(DEFAULT)`, which honours only a *loosened* sentinel and
2229        // leaves the failure above intact for a tightened one: at
2230        // `nlp_lower_bound_inf=-1e10` the conditioner still used `-1e19`, so a
2231        // `-1e15` bound was absent to the algorithm and present to the
2232        // clipper — the exact case the comment exists to rule out. The
2233        // sentinel means "absent"; there is only one right answer for what it
2234        // is, and it is the caller's.
2235        let lower = self.nlp_lower_bound_inf();
2236        let upper = self.nlp_upper_bound_inf();
2237        let wrapped = ConditionedStartTnlp::new(tnlp, conditioner).with_bound_inf(lower, upper);
2238        Rc::new(RefCell::new(wrapped))
2239    }
2240
2241    pub fn optimize_tnlp(&mut self, tnlp: Rc<RefCell<dyn TNLP>>) -> ApplicationReturnStatus {
2242        self.optimize_tnlp_with_derivative_test_tnlp(tnlp, None)
2243    }
2244
2245    /// Solve through `tnlp`, optionally overriding the derivative-test target.
2246    /// `None` tests the scaled and conditioned TNLP.
2247    pub fn optimize_tnlp_with_derivative_test_tnlp(
2248        &mut self,
2249        tnlp: Rc<RefCell<dyn TNLP>>,
2250        derivative_test_tnlp: Option<Rc<RefCell<dyn TNLP>>>,
2251    ) -> ApplicationReturnStatus {
2252        // The statistics belong to this solve, all of them. A solve that
2253        // returns before any attempt runs (the degrees-of-freedom refusal, an
2254        // option refusal, a presolve proof) used to leave the previous solve's
2255        // record standing, so `statistics()` on an application reused for a
2256        // second solve reported the first one's iterations for a solve that
2257        // never iterated. The complementarity driver is the case that showed
2258        // it: each `G·H = 0` finish refused for too few degrees of freedom
2259        // was recorded with the iteration count of the solve before it, and
2260        // `total_iterations` counted it again. This replaces the field-by-field
2261        // clears (gh#983 review item 1: `warnings`; `sqp_warm_working_set_applied`)
2262        // that patched the same leak one field at a time.
2263        *self.statistics.borrow_mut() = SolveStatistics::new();
2264        // Belongs to the scale audit's re-solve alone, which runs below this
2265        // entry point (`optimize_constrained`, never `optimize_tnlp`), so no
2266        // solve that starts here may inherit it. `RetryOptionScope` clears it
2267        // on every exit already; this is the belt to that, for a solve on an
2268        // application a caught panic left behind.
2269        self.retry_keeps_declared_box.set(false);
2270        let status = self.optimize_tnlp_dispatch(tnlp, derivative_test_tnlp);
2271        // Printed once, for the run whose point is returned. They used to be
2272        // printed by every audited attempt, so a promoted retry's console
2273        // carried the discarded base attempt's `WARNING:` lines too.
2274        let console_output = match self.options.get_integer_value("print_level", "") {
2275            Ok((v, true)) => v >= 1,
2276            _ => true,
2277        };
2278        if console_output {
2279            for w in &self.statistics.borrow().warnings {
2280                println!("WARNING: {w}");
2281            }
2282        }
2283        status
2284    }
2285
2286    /// The body of [`Self::optimize_tnlp_with_derivative_test_tnlp`].
2287    fn optimize_tnlp_dispatch(
2288        &mut self,
2289        tnlp: Rc<RefCell<dyn TNLP>>,
2290        derivative_test_tnlp: Option<Rc<RefCell<dyn TNLP>>>,
2291    ) -> ApplicationReturnStatus {
2292        // gh#884. Both belong to this solve, not to whatever ran before
2293        // it. Reset *here* rather than in `optimize_constrained`, which
2294        // runs once per attempt: the signature accumulates across the
2295        // attempts a lower wrapper may spend, so
2296        // `run_with_dual_divergence_retry` reads "some attempt of the base
2297        // solve saw it" rather than "the last one did".
2298        self.dual_divergence_signature.set(false);
2299        self.tiny_step_dual_stall.set(false);
2300        self.debugger_attached.set(self.debug_hook.is_some());
2301        self.obj_scale_refused.set((false, false));
2302        self.dual_divergence_retry_promoted.set(false);
2303        *self.mu_strategy_fallback_record.borrow_mut() = None;
2304        self.answer_restored_from_floor.set(false);
2305        // The answer this solve reports is whatever it finalizes; a payload
2306        // left from an earlier solve must not stand in for one this solve
2307        // never wrote, since `reported_on_converged_id` reads it.
2308        *self.last_finalize.borrow_mut() = None;
2309        // Same scoping argument as the three above, for the same reason: the
2310        // memo suppresses a REPEATED header within one run, so it must not
2311        // carry across runs. A library caller solving twice on one
2312        // application gets its header both times — which is exactly what the
2313        // guard protects: an outside retry driver re-entering here for another
2314        // attempt is not such a caller, and says so by setting the flag.
2315        if !self.in_retry_sequence.get() {
2316            *self.last_printed_problem_stats.borrow_mut() = None;
2317        }
2318        // gh#486 stage 2: per-variable `scaling_factor` is applied by
2319        // substituting variables one level below the algorithm, since
2320        // the core's scaling models the objective and the constraint
2321        // rows only. The wrapper consumes the variable factors and
2322        // forwards the rest, so `OrigIpoptNlp` sees exactly what it
2323        // has always handled. Installed here because every entry point
2324        // funnels through this method, and only under `user-scaling`,
2325        // the one method that consults the TNLP for factors at all.
2326        let tnlp = match self.install_variable_scaling(tnlp) {
2327            Ok(t) => t,
2328            Err(msg) => {
2329                use pounce_common::journalist::JournalCategory;
2330                eprint!("{msg}");
2331                self.journalist
2332                    .print(JournalLevel::J_ERROR, JournalCategory::J_MAIN, &msg);
2333                return ApplicationReturnStatus::InvalidOption;
2334            }
2335        };
2336
2337        // Starting-point conditioning (`start_point_perturbation`,
2338        // `start_point_conditioner`). A no-op unless one is set, and set by
2339        // nothing automatic except the local-infeasibility ladder's third
2340        // rung, which only runs after a solve has already failed.
2341        let tnlp = self.install_start_conditioner(tnlp);
2342        let derivative_test_tnlp = derivative_test_tnlp.as_ref().unwrap_or(&tnlp);
2343
2344        if let Some(value) = self.unsupported_library_solver_selection() {
2345            use pounce_common::journalist::JournalCategory;
2346            self.journalist.print(
2347                JournalLevel::J_ERROR,
2348                JournalCategory::J_MAIN,
2349                &format!(
2350                    "pounce: solver_selection={value} routing is only available \
2351                     through the pounce CLI (.nl input); library consumers can use \
2352                     qp-active-set, nlp, or auto.\n"
2353                ),
2354            );
2355            return ApplicationReturnStatus::InvalidOption;
2356        }
2357
2358        // A `linear_solver` pounce does not implement is refused rather
2359        // than quietly served by FERAL (gh#483 follow-up). Checked here,
2360        // before any work, so a library consumer gets the same verdict the
2361        // CLI gives before its banner.
2362        if let Some(value) = self.unimplemented_linear_solver() {
2363            use pounce_common::journalist::JournalCategory;
2364            let msg = format!("{}\n", Self::unimplemented_linear_solver_message(&value));
2365            eprint!("{msg}");
2366            self.journalist
2367                .print(JournalLevel::J_ERROR, JournalCategory::J_MAIN, &msg);
2368            return ApplicationReturnStatus::InvalidOption;
2369        }
2370
2371        // gh#483 follow-up: an option naming a feature pounce does not
2372        // implement is refused, not shrugged off. See
2373        // `unimplemented_options` for how membership was established and
2374        // why an explicitly-set *default* is deliberately still allowed.
2375        // gh#518: same treatment for `option_file_name` on an entry point
2376        // that cannot resolve it. Separate from the table above because
2377        // the *feature* now exists — just not here.
2378        // gh#604: same treatment one level down, for a registered *value*
2379        // of an option pounce otherwise reads (`bound_mult_init_method=
2380        // mu-based`).
2381        // gh#604: and for a convex-engine knob on an entry point that
2382        // cannot route to that engine — `option_file_name`'s case, one
2383        // feature over.
2384        if let Some(msg) = self
2385            .unimplemented_option_refusal()
2386            .or_else(|| self.unimplemented_option_value_refusal())
2387            .or_else(|| self.unhonored_option_file_name())
2388            .or_else(|| self.unhonored_convex_option())
2389        {
2390            use pounce_common::journalist::JournalCategory;
2391            eprintln!("{msg}");
2392            self.journalist.print(
2393                JournalLevel::J_ERROR,
2394                JournalCategory::J_MAIN,
2395                &format!("{msg}\n"),
2396            );
2397            return ApplicationReturnStatus::InvalidOption;
2398        }
2399        // A `ma57_pivtolmax` the user set *below* `ma57_pivtol` is a
2400        // contradiction — the escalation ceiling under its floor — and
2401        // upstream refuses it outright
2402        // (`IpMa57TSolverInterface.cpp:313`, `OPTION_INVALID`). pounce
2403        // used to silently rewrite it to `ma57_pivtol`. That was
2404        // unreachable while gh#825 was live, since no `ma57_*` value
2405        // reached the backend at all, and became reachable the moment
2406        // that was fixed — so it is refused here rather than shipped as
2407        // a new way to be quietly ignored.
2408        if let Some(msg) = self.ma57_pivtol_bracket_refusal() {
2409            use pounce_common::journalist::JournalCategory;
2410            eprintln!("{msg}");
2411            self.journalist.print(
2412                JournalLevel::J_ERROR,
2413                JournalCategory::J_MAIN,
2414                &format!("{msg}\n"),
2415            );
2416            return ApplicationReturnStatus::InvalidOption;
2417        }
2418
2419        let backend_warnings = self.take_unimplemented_backend_warnings();
2420        for warning in self
2421            .unexploited_hint_warnings()
2422            .into_iter()
2423            .chain(backend_warnings)
2424        {
2425            eprintln!("{warning}");
2426        }
2427
2428        // Test before presolve, using the requested coordinate space.
2429        self.run_derivative_test(derivative_test_tnlp);
2430
2431        // Top-level algorithm dispatch (Phase 5b §7.1). When the
2432        // `algorithm` option resolves to "active-set-sqp", route
2433        // to the Phase 5b SQP path; otherwise fall through to the
2434        // existing IPM flow unchanged.
2435        // Materialize generic TNLP presolve once at the public entry point.
2436        // The wrapper owns the submitted callback TNLP, so every algorithm
2437        // path below (including retry paths) continues to postsolve into
2438        // the original user-facing space. With `presolve=no`, this returns
2439        // the exact same Rc unchanged.
2440        let tnlp = if self.presolve_already_applied {
2441            tnlp
2442        } else {
2443            match pounce_presolve::wrap_from_options(tnlp, &self.options) {
2444                Ok(tnlp) => tnlp,
2445                Err(err) => {
2446                    use pounce_common::journalist::JournalCategory;
2447                    self.journalist.print(
2448                        JournalLevel::J_ERROR,
2449                        JournalCategory::J_MAIN,
2450                        &format!("pounce: could not materialize presolve options: {err}\n"),
2451                    );
2452                    return ApplicationReturnStatus::InvalidOption;
2453                }
2454            }
2455        };
2456
2457        if self.is_sqp_algorithm_selected() {
2458            let dims = tnlp
2459                .borrow_mut()
2460                .get_nlp_info()
2461                .map(|i| (i.n.max(0) as usize, i.m.max(0) as usize));
2462            let auto = dims.is_some_and(|(n, m)| self.sqp_auto_handover(n, m));
2463            self.auto_handover.set(auto);
2464            if !auto {
2465                return self.optimize_sqp_tnlp(tnlp);
2466            }
2467            use pounce_common::journalist::JournalCategory;
2468            self.journalist.print(
2469                JournalLevel::J_SUMMARY,
2470                JournalCategory::J_MAIN,
2471                &format!(
2472                    "pounce: active-set SQP on a model this size (n + m ≥ {AUTO_HANDOVER_MIN_DIM}) \
2473                     starts from the interior point and hands over \
2474                     (ipm_sqp_handover=no for a cold active-set SQP).\n"
2475                ),
2476            );
2477        } else {
2478            self.auto_handover.set(false);
2479        }
2480        let info = match tnlp.borrow_mut().get_nlp_info() {
2481            Some(info) => info,
2482            None => return ApplicationReturnStatus::InvalidProblemDefinition,
2483        };
2484
2485        // Presolve-certified infeasibility. `get_nlp_info` above is what forces
2486        // the (lazy) presolve init, so this is the first point at which the
2487        // proof exists. If bound propagation or FBBT established that the
2488        // feasible region is empty, there is nothing left to compute: return
2489        // the verdict directly.
2490        //
2491        // Short-circuiting *here*, before dispatch, is deliberate. Running the
2492        // solve anyway would only re-derive a strictly weaker result — a
2493        // stationary point of the constraint violation, which for a nonconvex
2494        // problem proves nothing globally — and would also hand an
2495        // `InfeasibleProblemDetected` to the ℓ₁ auto-fallback below
2496        // (`is_l1_fallback_trigger`), which would then burn a whole second
2497        // solve retrying a problem already proved to have no solution.
2498        //
2499        // Soundness rests on `presolve_infeasibility_proof` returning `Some`
2500        // only for a contradiction derived on an *un-clamped* box — a
2501        // detection made while a Phase-0 auxiliary elimination is in force can
2502        // be an artifact of that elimination and is re-checked after rollback
2503        // before it is certified. See `PresolveState::certified_infeasible`.
2504        if let Some(proof) = tnlp.borrow().presolve_infeasibility_proof() {
2505            use pounce_common::journalist::JournalCategory;
2506            let detail = match proof {
2507                pounce_nlp::tnlp::InfeasibilityProof::BoundPropagation => {
2508                    "bound propagation crossed a variable's bounds".to_string()
2509                }
2510                pounce_nlp::tnlp::InfeasibilityProof::IntervalArithmetic { witness } => {
2511                    format!("interval arithmetic emptied constraint {witness}'s range")
2512                }
2513            };
2514            self.journalist.print(
2515                JournalLevel::J_SUMMARY,
2516                JournalCategory::J_MAIN,
2517                &format!(
2518                    "\nEXIT: Presolve detected the feasible region is empty ({detail}).\n\
2519                     No feasible point exists; the solve was not run.\n"
2520                ),
2521            );
2522            return ApplicationReturnStatus::InfeasibleProblemDetected;
2523        }
2524        // ℓ₁-exact penalty-barrier opt-in (pounce#10).
2525        // Phase 3 wraps the user TNLP and runs an outer Byrd-Nocedal-
2526        // Waltz ρ-escalation loop around the constrained IPM, with a
2527        // honest-infeasibility status upgrade when the slacks fail to
2528        // collapse at saturated ρ. Phase-1/2 one-shot use is preserved
2529        // when `l1_penalty_max_outer_iter == 1`. The wrapper is a
2530        // no-op for problems with no equality rows, so the
2531        // unconstrained dispatch below is unaffected when there is
2532        // nothing to wrap.
2533        if info.m > 0 && self.is_l1_penalty_enabled() {
2534            if let Some(status) = self.run_l1_penalty_outer_loop(Rc::clone(&tnlp)) {
2535                return status;
2536            }
2537            // Falls through: wrapper construction failed (inner refused
2538            // get_nlp_info / get_bounds_info) or no equality rows to
2539            // slack. Standard dispatch runs unmodified.
2540        }
2541        // Phase 3.5 auto-fallback (pounce#10): if the standard solve
2542        // ends in a trigger-class status, retry transparently with
2543        // the wrapper. Promote the retry's status only if it returns
2544        // SolveSucceeded — otherwise return the original. Skipped if
2545        // the user already opted into the wrapper above (this avoids
2546        // a double pass and keeps semantics predictable).
2547        if info.m > 0
2548            && self.is_l1_fallback_enabled()
2549            && !self.is_l1_penalty_enabled()
2550            && !self.debugger_attached.get()
2551        {
2552            return self.run_with_l1_fallback(tnlp);
2553        }
2554        // Biactive dual-divergence retry (gh#884): if the solve settles
2555        // its primal while its multipliers run away, throw the iterate
2556        // away and solve again from scratch with the constraint-Jacobian
2557        // perturbation on. Outermost of the two retry wrappers, so its
2558        // "base solve" is the whole standard dispatch below including the
2559        // μ flip — the signature is about a *solve*, and spending the μ
2560        // flip first is strictly cheaper than spending this one first.
2561        let status = if self.is_dual_divergence_retry_enabled() && !self.debugger_attached.get() {
2562            self.run_with_dual_divergence_retry(tnlp)
2563        } else {
2564            self.dispatch_standard_solve(tnlp)
2565        };
2566        // gh#983 review item 3: the verdict-level audit runs once, on the
2567        // final verdict, after every retry and fallback has decided.
2568        self.finalize_quality_verdict(status)
2569    }
2570
2571    /// Open a counted re-solve: the base attempt's spend, and its sticky
2572    /// `mu_strategy_fallback` record set aside. That record lives on the
2573    /// application and is copied into the statistics at the end of every
2574    /// run, so without this a re-solve that runs no fallback would be
2575    /// measured with the base's. Nothing reads the record to decide anything.
2576    fn begin_counted_resolve(&self) -> CountedResolve {
2577        let base_spent = self.statistics.borrow().spent_iteration_count();
2578        let base_fallback = self.mu_strategy_fallback_record.borrow_mut().take();
2579        self.statistics.borrow_mut().mu_strategy_fallback = None;
2580        CountedResolve {
2581            base_spent,
2582            base_fallback,
2583        }
2584    }
2585
2586    /// Close a counted re-solve: measure its spend, put the base's fallback
2587    /// record back as the sticky rule leaves it (the re-solve's own record
2588    /// if it ran a fallback, the base's otherwise), and record both attempts'
2589    /// spend in [`SolveStatistics::retry_total_iterations`]. Promoted or
2590    /// declined, that total stands: `restore_into` does not touch it.
2591    fn end_counted_resolve(&self, mark: CountedResolve) {
2592        let retry_spent = self.statistics.borrow().spent_iteration_count();
2593        if self.mu_strategy_fallback_record.borrow().is_none() {
2594            *self.mu_strategy_fallback_record.borrow_mut() = mark.base_fallback.clone();
2595            self.statistics.borrow_mut().mu_strategy_fallback = mark.base_fallback;
2596        }
2597        self.statistics.borrow_mut().retry_total_iterations = Some(mark.base_spent + retry_spent);
2598    }
2599
2600    /// The standard solve dispatch: the μ-strategy fallback if it is
2601    /// enabled, otherwise one `optimize_constrained` call.
2602    ///
2603    /// Factored out of `optimize_tnlp_with_derivative_test_tnlp` so
2604    /// [`Self::run_with_dual_divergence_retry`] can wrap the whole of it
2605    /// rather than only the bare IPM call (gh#884).
2606    fn dispatch_standard_solve(&mut self, tnlp: Rc<RefCell<dyn TNLP>>) -> ApplicationReturnStatus {
2607        // This attempt's re-solve total starts empty: one left by an earlier
2608        // attempt (the gh#884 retry's base, a second-opinion rung that
2609        // re-enters below `optimize_tnlp`'s reset) is not this attempt's.
2610        self.statistics.borrow_mut().retry_total_iterations = None;
2611        let status = self.dispatch_standard_solve_inner(Rc::clone(&tnlp));
2612        self.audit_solve_quality(tnlp, status)
2613    }
2614
2615    /// [`Self::dispatch_standard_solve`] without the gh#983 quality audit.
2616    fn dispatch_standard_solve_inner(
2617        &mut self,
2618        tnlp: Rc<RefCell<dyn TNLP>>,
2619    ) -> ApplicationReturnStatus {
2620        // μ-strategy auto-fallback (pounce#138): if the standard solve
2621        // stalls, retry once with the opposite mu_strategy and promote
2622        // only on Solve_Succeeded. Which stalls qualify depends on
2623        // whether the caller asked for the retry — see
2624        // `run_with_mu_strategy_fallback` (pounce#748).
2625        // Applies to constrained and unconstrained alike (both run the
2626        // same IPM). Independent of, and lower priority than, the ℓ₁
2627        // fallback above.
2628        if self.is_mu_strategy_fallback_enabled() && !self.debugger_attached.get() {
2629            return self.run_with_mu_strategy_fallback(tnlp);
2630        }
2631        // Every problem — constrained or not — goes through the same
2632        // primal-dual IPM, exactly as upstream Ipopt does. There is no
2633        // separate "unconstrained Newton" path: the linear-solver
2634        // backend (FERAL/MA57) handles the augmented system, so the
2635        // sparse IPM covers `m == 0` at any `n` without a dense-Hessian
2636        // blowup.
2637        self.optimize_constrained(tnlp)
2638    }
2639
2640    /// Read the ℓ₁ wrapper master switch from the OptionsList.
2641    /// Default `false` when the option is not set.
2642    fn is_l1_penalty_enabled(&self) -> bool {
2643        self.options
2644            .get_bool_value("l1_exact_penalty_barrier", "")
2645            .ok()
2646            .and_then(|(v, found)| found.then_some(v))
2647            .unwrap_or(false)
2648    }
2649
2650    fn l1_penalty_init(&self) -> Number {
2651        self.options
2652            .get_numeric_value("l1_penalty_init", "")
2653            .ok()
2654            .and_then(|(v, found)| found.then_some(v))
2655            .unwrap_or(1.0)
2656    }
2657    fn l1_penalty_max(&self) -> Number {
2658        self.options
2659            .get_numeric_value("l1_penalty_max", "")
2660            .ok()
2661            .and_then(|(v, found)| found.then_some(v))
2662            .unwrap_or(1.0e6)
2663    }
2664    fn l1_penalty_increase_factor(&self) -> Number {
2665        self.options
2666            .get_numeric_value("l1_penalty_increase_factor", "")
2667            .ok()
2668            .and_then(|(v, found)| found.then_some(v))
2669            .unwrap_or(8.0)
2670    }
2671    fn l1_penalty_max_outer_iter(&self) -> usize {
2672        self.options
2673            .get_integer_value("l1_penalty_max_outer_iter", "")
2674            .ok()
2675            .and_then(|(v, found)| found.then_some(v))
2676            .unwrap_or(8) as usize
2677    }
2678    fn l1_slack_tol(&self) -> Number {
2679        self.options
2680            .get_numeric_value("l1_slack_tol", "")
2681            .ok()
2682            .and_then(|(v, found)| found.then_some(v))
2683            .unwrap_or(1.0e-6)
2684    }
2685    fn l1_steering_factor(&self) -> Number {
2686        self.options
2687            .get_numeric_value("l1_steering_factor", "")
2688            .ok()
2689            .and_then(|(v, found)| found.then_some(v))
2690            .unwrap_or(10.0)
2691    }
2692    fn is_l1_fallback_enabled(&self) -> bool {
2693        self.options
2694            .get_bool_value("l1_fallback_on_restoration_failure", "")
2695            .ok()
2696            .and_then(|(v, found)| found.then_some(v))
2697            .unwrap_or(false)
2698    }
2699
2700    /// Did the caller set `mu_strategy` explicitly?
2701    ///
2702    /// The answer decides whether the limited-memory default applies
2703    /// (see `algorithm_builder_from_options`): upstream only substitutes
2704    /// `adaptive` for the registered `monotone` when the option is
2705    /// absent from the list.
2706    fn mu_strategy_was_set(&self) -> bool {
2707        matches!(
2708            self.options.get_string_value("mu_strategy", ""),
2709            Ok((_, true))
2710        )
2711    }
2712
2713    /// Did the caller set `mu_strategy_fallback` themselves? Separates
2714    /// the opted-in retry from the default-on one, which triggers on a
2715    /// narrower set of statuses (pounce#748).
2716    ///
2717    /// True for an explicit `no` as well as an explicit `yes`, which is
2718    /// harmless: this is only ever read downstream of
2719    /// [`Self::is_mu_strategy_fallback_enabled`], and an explicit `no`
2720    /// stops there.
2721    fn mu_strategy_fallback_was_set(&self) -> bool {
2722        matches!(
2723            self.options.get_bool_value("mu_strategy_fallback", ""),
2724            Ok((_, true))
2725        )
2726    }
2727
2728    /// Options whose presence means a `Solved_To_Acceptable_Level`
2729    /// exit may be something the *caller* asked for rather than a stall
2730    /// POUNCE fell into (gh #757).
2731    ///
2732    /// Every one of them either moves the bar a certificate has to clear
2733    /// (`tol` and the component tolerances, the `acceptable_*` family),
2734    /// arms a guard that refuses a certificate the iterate would
2735    /// otherwise have earned (`kkt_fidelity_tol`, the certificate-mask
2736    /// and noise-floor kappas, the divergence / infeasibility streaks,
2737    /// the restoration-decline pair).
2738    ///
2739    /// Options that only move the *starting point* are deliberately not
2740    /// here. `least_square_init_primal` was tried and removed: a caller
2741    /// who picks an initialization heuristic has said nothing about what
2742    /// convergence means, and listing it made an explicit `=no` behave
2743    /// differently from omitting the option, which is a distinction the
2744    /// rest of the solver does not draw.
2745    const TERMINATION_POLICY_OPTIONS: &'static [&'static str] = &[
2746        "tol",
2747        "dual_inf_tol",
2748        "constr_viol_tol",
2749        "compl_inf_tol",
2750        "acceptable_tol",
2751        "acceptable_iter",
2752        "acceptable_dual_inf_tol",
2753        "acceptable_constr_viol_tol",
2754        "acceptable_compl_inf_tol",
2755        "acceptable_obj_change_tol",
2756        "kkt_fidelity_tol",
2757        "obj_scale_certificate_threshold",
2758        "dual_inf_scale_kappa",
2759        "primal_noise_floor_kappa",
2760        "dual_diverging_streak",
2761        "infeas_max_streak",
2762        "resto_decline_deferrals",
2763        "resto_decline_progress_ratio",
2764        "neg_curv_escapes",
2765        "limited_memory_ls_failure_restarts",
2766    ];
2767
2768    /// Did the caller set any option from
2769    /// [`Self::TERMINATION_POLICY_OPTIONS`]?
2770    ///
2771    /// This is what separates the two readings of a
2772    /// `Solved_To_Acceptable_Level` exit. Under stock convergence
2773    /// settings it means POUNCE's own schedule parked the dual term
2774    /// above `tol` and a flipped schedule is worth one try. Under a
2775    /// caller-modified one it may be the signal the caller armed the
2776    /// option to receive, and erasing it with a retry is exactly the
2777    /// laundering pounce#748 refused to do by default.
2778    fn caller_set_termination_policy(&self) -> bool {
2779        Self::TERMINATION_POLICY_OPTIONS.iter().any(|name| {
2780            matches!(self.options.get_numeric_value(name, ""), Ok((_, true)))
2781                || matches!(self.options.get_integer_value(name, ""), Ok((_, true)))
2782                || matches!(self.options.get_bool_value(name, ""), Ok((_, true)))
2783                || matches!(self.options.get_string_value(name, ""), Ok((_, true)))
2784        })
2785    }
2786
2787    /// The μ strategy this option table actually resolves to, as
2788    /// `algorithm_builder_from_options` will build it: the explicit
2789    /// value when there is one, otherwise `adaptive` for a
2790    /// limited-memory Hessian and `monotone` for anything else.
2791    ///
2792    /// The fallback below flips *this*, not the registered default —
2793    /// flipping the registered default under limited-memory would
2794    /// "retry" with the strategy that just failed.
2795    fn effective_mu_strategy_is_adaptive(&self) -> bool {
2796        mu_strategy_resolves_to_adaptive(&self.options)
2797    }
2798
2799    /// Read the μ-strategy auto-fallback switch (pounce#138).
2800    ///
2801    /// An explicit setting always wins. Absent one the default is **on**
2802    /// (pounce#748) — but only while the user has not chosen a
2803    /// `mu_strategy` themselves. Retrying under the other schedule is a
2804    /// recovery for a solve that stalled on a strategy POUNCE picked; it
2805    /// is not licence to override a strategy the caller named. Without
2806    /// that condition, flipping the default would silently contaminate
2807    /// every controlled comparison that pins `mu_strategy` on purpose,
2808    /// this repository's own benchmark arms included. The motivating
2809    /// case is unaffected: `dirichlet120` stalls under the
2810    /// limited-memory substitution (pounce#746), which by definition
2811    /// only happens when `mu_strategy` is unset.
2812    ///
2813    /// Public so a driver that budgets a solve on the assumption that a
2814    /// stalled one is re-solved (the complementarity driver's warm rungs)
2815    /// can check that the retry will actually run.
2816    pub fn is_mu_strategy_fallback_enabled(&self) -> bool {
2817        match self.options.get_bool_value("mu_strategy_fallback", "") {
2818            Ok((v, true)) => v,
2819            _ => !self.mu_strategy_was_set() || self.mu_strategy_pounce_chosen,
2820        }
2821    }
2822
2823    /// Record that the `mu_strategy` now in the option table was chosen by a
2824    /// POUNCE frontend, not by the caller (gh#990).
2825    ///
2826    /// The Python path for a problem without `hessian` writes
2827    /// `mu_strategy=monotone` so that gh#746's limited-memory -> adaptive
2828    /// substitution does not read a barrier preference out of a Hessian
2829    /// choice POUNCE made itself. Written as an ordinary option, that pin
2830    /// also read as "the caller named a strategy" to
2831    /// [`Self::is_mu_strategy_fallback_enabled`], which switched off the
2832    /// default-on stall retry (gh#748) on exactly that path — the same
2833    /// set-ness defect the second-opinion ladder's write-backs once had.
2834    /// With this mark the pin still decides the schedule, and the fallback
2835    /// stays on. A frontend calls it only when the caller's own options carry
2836    /// no `mu_strategy`.
2837    pub fn mark_mu_strategy_pounce_chosen(&mut self) {
2838        self.mu_strategy_pounce_chosen = true;
2839    }
2840
2841    /// Has the user set `algorithm = active-set-sqp`? Reads the
2842    /// string option and matches case-insensitively against the
2843    /// design-note §7.1 spelling. Any value other than
2844    /// "active-set-sqp" (including absence) routes to the
2845    /// default IPM path.
2846    /// Stash a warm-start iterate for the SQP path. Consumed by
2847    /// the next `optimize_tnlp` call when the `algorithm` option
2848    /// resolves to `active-set-sqp`; the IPM path ignores it.
2849    /// Phase 5c (§6) — the parametric / MPC warm-start hand-off.
2850    ///
2851    /// The iterate is auto-cleared after use, so a follow-up
2852    /// solve without an intervening `set_sqp_warm_start` call
2853    /// cold-starts.
2854    ///
2855    /// `x`, `lambda_g` and `lambda_x` are in the **caller's** space — what
2856    /// `finalize_solution` reports: full-`n` `x` in model units, `lambda_g`
2857    /// in `g` order on the unscaled Lagrangian `f + λᵀg`, and
2858    /// `lambda_x = z_L − z_U`. The solve maps them into the algorithm's
2859    /// space (fixed variables dropped, `[y_c; y_d]` row order, objective,
2860    /// constraint and per-variable scaling) itself, so a converged solve's
2861    /// reported multipliers can be fed back unchanged. The working set is in
2862    /// the same space: bound statuses full-`n` in variable order (fixed
2863    /// variables' entries are ignored), constraint statuses one per `g` row
2864    /// in the user's row order — exactly what [`Self::last_sqp_working_set`]
2865    /// publishes, so a published set can be fed back as-is.
2866    pub fn set_sqp_warm_start(&mut self, warm: crate::sqp::SqpIterates) {
2867        self.sqp_warm_start = Some(warm);
2868    }
2869
2870    /// Drop any pending warm-start iterate without solving.
2871    pub fn clear_sqp_warm_start(&mut self) {
2872        self.sqp_warm_start = None;
2873    }
2874
2875    /// What the crossover phase did on the most recent solve (gh#612).
2876    ///
2877    /// `None` means crossover never ran — either `crossover=no` (the
2878    /// default) or the solve did not converge. A `Some` whose
2879    /// [`CrossoverReport::accepted`] is false means it ran and *declined*;
2880    /// the two are different facts about a solve and consumers that reason
2881    /// about active-set certainty (sensitivity's AMBIGUOUS class, a
2882    /// downstream `var_status`) need to tell them apart.
2883    ///
2884    /// [`CrossoverReport::accepted`]: crate::crossover::CrossoverReport::accepted
2885    pub fn crossover_report(&self) -> Option<&crate::crossover::CrossoverReport> {
2886        self.crossover_report.as_ref()
2887    }
2888
2889    /// What the interior-point → active-set handover did on the most recent
2890    /// solve (gh#1054); `None` unless `ipm_sqp_handover=yes`.
2891    pub fn handover_report(&self) -> Option<&crate::handover::HandoverReport> {
2892        self.handover_report.as_ref()
2893    }
2894
2895    /// Install a full primal-dual warm-start iterate for the next IPM
2896    /// `optimize_tnlp`. Captured by the debugger's `resolve` so the
2897    /// re-solve continues from the paused interior point. The caller is
2898    /// responsible for also enabling `warm_start_init_point=yes` (and
2899    /// usually `warm_start_target_mu=<μ>`) so the re-optimize branch of
2900    /// `WarmStartIterateInitializer` preserves the installed iterate.
2901    /// Consumed once per solve, then auto-cleared.
2902    pub fn set_warm_start_iterate(&mut self, snap: crate::debug::IterateSnapshot) {
2903        self.warm_start_iterate = Some(snap);
2904    }
2905
2906    /// Install a caller-supplied fill-reducing permutation for the KKT
2907    /// linear solver (pounce#180 item 1). The next `optimize_*` builds
2908    /// the FERAL backend with [`pounce_feral::OrderingMethod::External`],
2909    /// overriding the `feral_ordering` string option / env var. Use this
2910    /// to inject a block-triangular / Schur ordering a generic algorithm
2911    /// cannot see (Parker, Garcia & Bent, arXiv:2602.17968) or a tearing
2912    /// ordering from equation-oriented decomposition.
2913    ///
2914    /// `perm` is a **0-based, new-to-old permutation** (`perm[k]` is the
2915    /// original index that becomes index `k`), and its length must equal
2916    /// the augmented KKT system dimension (variables + slacks +
2917    /// constraint duals), *not* the problem's `n`. A wrong length or a
2918    /// non-bijection is rejected by FERAL at the first factorization with
2919    /// an `InvalidInput` error (never a panic), surfacing as a solver
2920    /// failure rather than a silently-wrong solve — the ordering only
2921    /// affects fill/time, never the computed solution.
2922    ///
2923    /// Persistent config: unlike the warm-start hooks it is *not*
2924    /// auto-cleared after a solve. Call [`Self::clear_external_ordering`]
2925    /// to drop it. Ignored by non-FERAL backends and by any custom
2926    /// factory plugged via [`Self::set_linear_backend_factory`].
2927    pub fn set_external_ordering(&mut self, perm: Vec<usize>) {
2928        self.external_ordering = Some(perm);
2929    }
2930
2931    /// Drop any installed external KKT ordering, restoring the
2932    /// `feral_ordering`-driven default for subsequent solves.
2933    pub fn clear_external_ordering(&mut self) {
2934        self.external_ordering = None;
2935    }
2936
2937    /// The currently-installed external KKT ordering, if any.
2938    pub fn external_ordering(&self) -> Option<&[usize]> {
2939        self.external_ordering.as_deref()
2940    }
2941
2942    /// Install a block-triangular / Schur KKT partition (pounce#180 item 2).
2943    /// `indices` are KKT-space indices (`0..dim` in the `x, s, c, d` block
2944    /// order the aug-system solver assembles) naming the Schur block `S`; that
2945    /// block is Schur-complemented out and only the two diagonal blocks are
2946    /// factorized (inertia via Sylvester's law). Honored on the IPM + feral +
2947    /// exact-Hessian path; the Schur solver falls back to the standard
2948    /// full-space solver transparently when the partition is unsuitable (too
2949    /// large a fraction of the system, malformed, or a backend error), so a
2950    /// stray hook never breaks a solve. Persistent config (not auto-cleared);
2951    /// drop it via [`Self::clear_kkt_schur_block`].
2952    /// Declare the block structure in the **model's own terms**: one block id
2953    /// per variable and per constraint, negative for the shared ones
2954    /// (structured-KKT Phase 5b). Blocks must couple only through the shared
2955    /// entries; the solver checks that against the assembled KKT and falls
2956    /// back when it does not hold.
2957    ///
2958    /// This is the form a model can produce — "`pg[g]` is shared, everything
2959    /// in contingency `k` is block `k`" — and pounce maps it to KKT indices
2960    /// itself, accounting for fixed variables and the equality / inequality
2961    /// split. Lengths are the problem's own `n` and `m`; a mismatch is
2962    /// reported and the solve proceeds monolithically.
2963    ///
2964    /// Persistent config; drop it with [`Self::clear_block_structure`].
2965    pub fn set_block_structure(&mut self, var_blocks: Vec<i32>, con_blocks: Vec<i32>) {
2966        self.model_blocks = Some((var_blocks, con_blocks));
2967    }
2968
2969    /// Drop any declared model-space block structure.
2970    pub fn clear_block_structure(&mut self) {
2971        self.model_blocks = None;
2972    }
2973
2974    /// The declared model-space block structure, if any.
2975    pub fn block_structure(&self) -> Option<(&[i32], &[i32])> {
2976        self.model_blocks
2977            .as_ref()
2978            .map(|(v, c)| (v.as_slice(), c.as_slice()))
2979    }
2980
2981    /// Install a block-parallel KKT partition (structured-KKT Phase 5b).
2982    /// `labels` are KKT-space block ids in the solver's internal
2983    /// `x, slack, eq-dual, ineq-dual` order, `< 0` for the shared border; an
2984    /// **empty** vector asks the solver to detect the structure from the
2985    /// assembled KKT. Honored on the IPM + feral + exact-Hessian path, with a
2986    /// transparent fallback to the standard solver when the partition does not
2987    /// match the matrix. Persistent config; drop it with
2988    /// [`Self::clear_kkt_block_structure`].
2989    pub fn set_kkt_block_structure(&mut self, labels: Vec<i32>) {
2990        self.kkt_blocks = Some(labels);
2991    }
2992
2993    /// Drop any installed block partition.
2994    pub fn clear_kkt_block_structure(&mut self) {
2995        self.kkt_blocks = None;
2996    }
2997
2998    /// The currently-installed block partition, if any.
2999    pub fn kkt_block_structure(&self) -> Option<&[i32]> {
3000        self.kkt_blocks.as_deref()
3001    }
3002
3003    pub fn set_kkt_schur_block(&mut self, indices: Vec<usize>) {
3004        self.kkt_schur_block = Some(indices);
3005    }
3006
3007    /// Drop any installed Schur KKT partition, restoring the standard
3008    /// full-space solver for subsequent solves.
3009    pub fn clear_kkt_schur_block(&mut self) {
3010        self.kkt_schur_block = None;
3011    }
3012
3013    /// The currently-installed Schur KKT partition, if any.
3014    pub fn kkt_schur_block(&self) -> Option<&[usize]> {
3015        self.kkt_schur_block.as_deref()
3016    }
3017
3018    /// Return the final QP working set from the most recent SQP
3019    /// solve, or `None` if the last solve wasn't SQP, didn't
3020    /// produce a working set (cold-start declared the iterate
3021    /// optimal before solving any QP), or no SQP solve has run.
3022    ///
3023    /// The set is in the **caller's** index spaces, the ones
3024    /// `finalize_solution` uses: `bounds[j]` is variable `j` of the full
3025    /// `n` (a variable `fixed_variable_treatment = make_parameter` removed
3026    /// reads `Fixed`), and `constraints[i]` is `g` row `i` in the model's
3027    /// own row order — not the SQP's internal equalities-first order. It is
3028    /// the form [`Self::set_sqp_warm_start`] takes back.
3029    pub fn last_sqp_working_set(&self) -> Option<&pounce_qp::WorkingSet> {
3030        self.sqp_last_working_set.as_ref()
3031    }
3032
3033    /// A working set computed in the solve's algorithm space, mapped to the
3034    /// caller's: bound statuses lifted to the full variable vector (gh#986
3035    /// review item 10 — fixed variables are `Fixed`), constraint statuses
3036    /// moved from the algorithm's `[c; d]` row order (equalities first) to
3037    /// the user's `g` row order through the NLP's `c_map` / `d_map`. A
3038    /// bound vector that is not reduced-sized is left as it is.
3039    fn working_set_to_user(
3040        &self,
3041        nlp: &dyn IpoptNlp,
3042        ws: pounce_qp::WorkingSet,
3043    ) -> pounce_qp::WorkingSet {
3044        let bounds = match &self.x_elimination {
3045            Some((map, n_full)) if ws.bounds.len() == map.len() && map.len() != *n_full => {
3046                let mut bounds = vec![pounce_qp::BoundStatus::Fixed; *n_full];
3047                for (k, &j) in map.iter().enumerate() {
3048                    bounds[j as usize] = ws.bounds[k];
3049                }
3050                bounds
3051            }
3052            _ => ws.bounds,
3053        };
3054        pounce_qp::WorkingSet {
3055            bounds,
3056            constraints: working_set_rows_to_user(nlp, ws.constraints),
3057        }
3058    }
3059
3060    /// If `solver_selection` is explicitly set to a value whose routing lives
3061    /// only in the CLI's `.nl` dispatch, return  it; otherwise `None`.
3062    /// `optimize_tnlp` uses this to reject a forced convex selection a library
3063    /// consumer cannot honor.
3064    fn unsupported_library_solver_selection(&self) -> Option<&'static str> {
3065        let (v, found) = self.options.get_string_value("solver_selection", "").ok()?;
3066        if !found {
3067            return None;
3068        }
3069        ["lp-ipm", "qp-ipm", "socp"]
3070            .into_iter()
3071            .find(|c| v.eq_ignore_ascii_case(c))
3072    }
3073
3074    /// The `linear_solver` value when the caller explicitly asked for a
3075    /// backend pounce does not implement; `None` when the request can be
3076    /// served (or was never made).
3077    ///
3078    /// pounce ships two: **FERAL** (pure Rust, the effective default) and
3079    /// **MA57** (HSL, behind the `ma57` feature). The option's valid-value
3080    /// list is a faithful port of upstream Ipopt's — `ma27`, `ma77`,
3081    /// `ma86`, `ma97`, `mumps`, `pardiso`, `pardisomkl`, `spral`, `wsmp`,
3082    /// `custom` — so an `ipopt.opt` written for Ipopt parses here, and
3083    /// every one of those names used to fall through a `_ =>` arm to
3084    /// FERAL. A run "using MUMPS" was a FERAL run; a benchmark comparing
3085    /// backends compared FERAL with itself (gh#483 follow-up).
3086    ///
3087    /// The registered default is `feral`, which pounce implements, so no
3088    /// explicit-vs-default distinction is needed: whatever the option
3089    /// resolves to must be a backend that exists. (It is checked
3090    /// unconditionally on purpose — a future default naming something
3091    /// unimplemented should trip this, not slip past it.)
3092    ///
3093    /// Explicit `ma57` on a build that lacks the feature is *not* refused;
3094    /// that fallback is reported in the banner ("ma57 requested but not
3095    /// compiled"), so it is visible rather than silent, and failing a
3096    /// portable `ipopt.opt` over a build flag would cost more than it buys.
3097    pub fn unimplemented_linear_solver(&self) -> Option<String> {
3098        let (v, _) = self.options.get_string_value("linear_solver", "").ok()?;
3099        ["feral", "ma57"]
3100            .iter()
3101            .all(|ok| !v.eq_ignore_ascii_case(ok))
3102            .then_some(v)
3103    }
3104
3105    /// The message for the first option the caller set that names a
3106    /// feature pounce does not implement, or `None`. Public so the CLI
3107    /// can refuse before routing — the convex dispatch never reaches
3108    /// `optimize_tnlp`. See [`crate::unimplemented_options`].
3109    ///
3110    /// A run configuring nothing but backends pounce does not ship is
3111    /// refused here too, after the per-option table has had its say —
3112    /// see [`crate::unimplemented_options::backend_only_refusal`]. It
3113    /// is folded in rather than given its own accessor so that every
3114    /// surface already refusing on this method refuses on it as well;
3115    /// the CLI is not the only frontend, and a condition worth failing
3116    /// on is not worth failing on only from the CLI.
3117    pub fn unimplemented_option_refusal(&self) -> Option<String> {
3118        crate::unimplemented_options::refusal(&self.options, &self.reg_options).or_else(|| {
3119            crate::unimplemented_options::backend_only_refusal(&self.options, &self.reg_options)
3120        })
3121    }
3122
3123    /// The message for the first string option the caller set to a
3124    /// registered *value* pounce does not implement, or `None`.
3125    ///
3126    /// Separate from [`Self::unimplemented_option_refusal`] because the
3127    /// option itself is read and its other values work — it is one mode
3128    /// that is missing, not the feature. See
3129    /// [`crate::unimplemented_options::UNIMPLEMENTED_VALUES`].
3130    pub fn unimplemented_option_value_refusal(&self) -> Option<String> {
3131        crate::unimplemented_options::value_refusal(&self.options)
3132    }
3133
3134    /// `option_file_name` set on a surface that never resolves it.
3135    ///
3136    /// The option reaches a file through exactly one path —
3137    /// [`Self::initialize_with_option_file`], which the `pounce` CLI
3138    /// drives. A library caller (Python, the C interface, WASM) sets its
3139    /// options directly and calls no such thing, so on those surfaces the
3140    /// option names a whole configuration and applies none of it: gh#518's
3141    /// failure mode, one surface over. It used to be caught by the blanket
3142    /// [`crate::unimplemented_options`] refusal, which no longer covers it
3143    /// now that the feature exists; this keeps the guard exactly where the
3144    /// feature still doesn't.
3145    ///
3146    /// Deliberately *not* fixed by having the library read an options file
3147    /// too: an implicit `./ipopt.opt` lookup under Python or the GAMS C
3148    /// link would be a surprising action at a distance, and `pounce.opt`
3149    /// already means something else to GAMS.
3150    pub fn unhonored_option_file_name(&self) -> Option<String> {
3151        if self.option_file_resolved {
3152            return None;
3153        }
3154        // Same default gate as the table: an explicitly-set *default*
3155        // asks for nothing, so it must not fail. `option_file_name`
3156        // defaults to `ipopt.opt`, and a caller round-tripping a full
3157        // option dump — or a generated config that spells out every
3158        // registered name — hits that value without asking for anything.
3159        if !crate::unimplemented_options::set_to_a_non_default(
3160            &self.options,
3161            &self.reg_options,
3162            "option_file_name",
3163        ) {
3164            return None;
3165        }
3166        match self.options.get_string_value("option_file_name", "") {
3167            Ok((name, true)) if !name.is_empty() => Some(format!(
3168                "pounce: `option_file_name` was set to `{name}`, but this entry \
3169                 point does not read options files — it would configure nothing. \
3170                 The `pounce` CLI honors it (and `./pounce.opt` / `./ipopt.opt`); \
3171                 from a library, read the file yourself and pass its contents to \
3172                 `initialize_with_options_str`, or set the options directly. \
3173                 Tracking issue: https://github.com/jkitchin/pounce/issues/518"
3174            )),
3175            _ => None,
3176        }
3177    }
3178
3179    /// Declare that this caller can route a model to the convex LP/QP /
3180    /// SOCP engines, so the `qp_*` knobs they read configure something.
3181    ///
3182    /// The `pounce` CLI calls this: it owns the `.nl` structure
3183    /// extraction that classifies a model, which is the whole of what
3184    /// `solver_selection`'s convex values need. No library frontend can
3185    /// (see [`Self::unsupported_library_solver_selection`]), so the
3186    /// default is `false` and [`Self::unhonored_convex_option`] refuses
3187    /// the knobs there.
3188    ///
3189    /// Declaring it also covers the CLI's *fallback*: a convex attempt
3190    /// that returns no verified point hands the model to
3191    /// [`Self::optimize_tnlp`], and the `qp_*` values it was given
3192    /// configured that attempt for real. Refusing them at the handoff
3193    /// would fail a run that used them.
3194    pub fn set_convex_routing_available(&mut self, available: bool) {
3195        self.convex_routing_available = available;
3196    }
3197
3198    /// The convex LP/QP knobs are registered core-side so every frontend
3199    /// parses them — but only the CLI can reach the engines that read
3200    /// them. On any other entry point the option names a whole
3201    /// configuration and applies none of it; this is the message that
3202    /// says so, in place of the silence.
3203    ///
3204    /// gh#604. Same shape and same default gate as
3205    /// [`Self::unhonored_option_file_name`]: an explicitly-set *default*
3206    /// asks for nothing and must keep working, so only a value that
3207    /// differs is refused.
3208    pub fn unhonored_convex_option(&self) -> Option<String> {
3209        if self.convex_routing_available {
3210            return None;
3211        }
3212        const CONVEX_ONLY: &[&str] = &[
3213            "qp_presolve",
3214            "qp_tau",
3215            "qp_tau_max",
3216            "qp_reg",
3217            "qp_gondzio_corr",
3218            "qp_infeas_tol",
3219            "qp_hsde",
3220            "qp_equilibrate",
3221            "qp_crossover",
3222        ];
3223        let name = CONVEX_ONLY.iter().find(|name| {
3224            crate::unimplemented_options::set_to_a_non_default(
3225                &self.options,
3226                &self.reg_options,
3227                name,
3228            )
3229        })?;
3230        Some(format!(
3231            "pounce: `{name}` tunes the convex LP/QP interior-point engine, but \
3232             this entry point cannot route a model to it — the option would \
3233             configure nothing. The `pounce` CLI reaches that engine on `.nl` \
3234             input (`solver_selection=lp-ipm` / `qp-ipm` / `socp`, or `auto` on \
3235             a model that classifies as one); the `qp_*` options themselves are \
3236             read only there and by `pounce.solve_qp`. From Python, \
3237             `pounce.solve_qp` drives the engine directly and takes `qp_presolve`, \
3238             `qp_reg`, `qp_hsde`, `qp_equilibrate` and `qp_crossover` as keyword \
3239             arguments (presolve is off there unless asked for). \
3240             On this path, `solver_selection=qp-active-set` \
3241             (or `algorithm=active-set-sqp`) is the nearest thing, tuned by the \
3242             `sqp_qp_*` options. Tracking issue: \
3243             https://github.com/jkitchin/pounce/issues/604"
3244        ))
3245    }
3246
3247    /// Warnings for caching hints pounce does not exploit. These never
3248    /// block a solve: the answer is identical either way, so refusing
3249    /// would cost the caller more than the silence did.
3250    pub fn unexploited_hint_warnings(&self) -> Vec<String> {
3251        crate::unimplemented_options::hint_warnings(&self.options, &self.reg_options)
3252    }
3253
3254    /// Warnings for the constant-derivative hints when the solve routes to
3255    /// `pounce-convex` instead of here. Call site is the convex dispatch
3256    /// in the CLI, next to the other guards that live there for the same
3257    /// reason: that dispatch never reaches [`Self::optimize_tnlp`], so
3258    /// `install_constant_derivative_hints` never runs and the hints are
3259    /// unread. On the NLP route they are honoured, so this must not be
3260    /// called there.
3261    pub fn convex_unexploited_hint_warnings(&self) -> Vec<String> {
3262        crate::unimplemented_options::convex_hint_warnings(&self.options, &self.reg_options)
3263    }
3264
3265    /// Which of the four constant-derivative hints the caller actually
3266    /// asserted, in [`pounce_nlp::constant_derivatives::HINT_OPTIONS`]
3267    /// order — the order [`reconcile`] pairs against the model's own
3268    /// proofs.
3269    ///
3270    /// Each name is read as a literal rather than through the loop
3271    /// variable the caller used to use. The registered-but-unread scan
3272    /// (`tests/no_silent_options.rs`) keys on the option name as it
3273    /// appears at the accessor, so `get_bool_value(name, "")` over an
3274    /// array read as "no key here" and left all four sitting in the
3275    /// silent list while they were fully wired and consumed (#551 /
3276    /// #677).
3277    ///
3278    /// Matching over `HINT_OPTIONS` rather than writing a bare array
3279    /// keeps the slots right by construction, and a fifth hint added to
3280    /// `HINT_OPTIONS` trips the fallback arm instead of silently reading
3281    /// as "not asserted" — which is the failure mode this whole line of
3282    /// work exists to kill.
3283    fn asserted_constant_derivative_hints(&self) -> [bool; 4] {
3284        use pounce_nlp::constant_derivatives::HINT_OPTIONS;
3285        let read_yes = |key: &str| matches!(self.options.get_bool_value(key, ""), Ok((true, true)));
3286        HINT_OPTIONS.map(|name| match name {
3287            "grad_f_constant" => read_yes("grad_f_constant"),
3288            "hessian_constant" => read_yes("hessian_constant"),
3289            "jac_c_constant" => read_yes("jac_c_constant"),
3290            "jac_d_constant" => read_yes("jac_d_constant"),
3291            other => unreachable!("`{other}` is in HINT_OPTIONS with no read site"),
3292        })
3293    }
3294
3295    /// Resolve the four constant-derivative hints for this solve and
3296    /// install the result on the NLP (gh #588, phase Q6).
3297    ///
3298    /// `grad_f_constant` / `hessian_constant` / `jac_c_constant` /
3299    /// `jac_d_constant` are, upstream, unchecked user assertions: Ipopt
3300    /// reuses the derivative and returns a wrong answer if the assertion
3301    /// was false. pounce asks the model first. Where the model *proves*
3302    /// the derivative constant, the reuse happens whether or not the
3303    /// option was set — the hint is redundant. Where the model proves it
3304    /// **varies** and the option was set anyway, the option is refused
3305    /// with a warning, which is the deliberate divergence. Where the
3306    /// model can prove nothing — every callback front end, both GAMS
3307    /// links — the user's assertion is honoured on trust, exactly as
3308    /// upstream, because "unproved" is not "disproved" and silently
3309    /// overriding the caller there would be its own wrong answer.
3310    fn install_constant_derivative_hints(&self, orig_nlp: &mut OrigIpoptNlp) {
3311        use pounce_common::journalist::JournalCategory;
3312        use pounce_nlp::constant_derivatives::reconcile;
3313
3314        // Each name is read as a literal rather than through the loop
3315        // variable: the registered-but-unread scan
3316        // (`tests/no_silent_options.rs`) keys on the option name as it
3317        // appears at the accessor, so `get_bool_value(name, "")` read as
3318        // "no key here" and left all four of these sitting in the silent
3319        // list while they were fully wired and consumed (#551 / #677).
3320        //
3321        // Matching over `HINT_OPTIONS` rather than writing a bare array
3322        // keeps the order right by construction — `reconcile` pairs
3323        // `asserted[k]` with `proofs[k]` — and a fifth hint added to
3324        // `HINT_OPTIONS` trips the fallback arm instead of silently
3325        // reading as "not asserted", which is the failure mode this
3326        // whole line of work exists to kill.
3327        let asserted = self.asserted_constant_derivative_hints();
3328        let proofs = orig_nlp.derivative_proofs();
3329        let (outcomes, enabled) = reconcile(proofs, asserted);
3330
3331        for outcome in &outcomes {
3332            if let Some(warning) = outcome.warning() {
3333                eprintln!("{warning}");
3334                self.journalist.print(
3335                    JournalLevel::J_STRONGWARNING,
3336                    JournalCategory::J_MAIN,
3337                    &format!("{warning}\n"),
3338                );
3339            }
3340        }
3341        if std::env::var("POUNCE_DBG_CONSTDERIV").is_ok() {
3342            for outcome in &outcomes {
3343                eprintln!(
3344                    "[const deriv] {:<15} proof={:?} asserted={} reused={}",
3345                    outcome.name, outcome.proof, outcome.asserted, outcome.honoured,
3346                );
3347            }
3348        }
3349        orig_nlp.set_constant_derivatives(enabled);
3350    }
3351
3352    /// Warnings for knobs of a linear-solver backend pounce does not
3353    /// ship (`ma97_*`, `pardiso_*`, …), one line per backend family.
3354    ///
3355    /// Warnings and not refusals: an `ipopt.opt` carrying settings for
3356    /// several backends so that one file runs everywhere is exactly what
3357    /// the registry exists to accept, and refusing it would fail a run
3358    /// over knobs it never touches. See the "Backend knobs warn, they do
3359    /// not refuse" section of [`crate::unimplemented_options`]. gh#551.
3360    pub fn unimplemented_backend_warnings(&self) -> Vec<String> {
3361        crate::unimplemented_options::backend_warnings(&self.options, &self.reg_options)
3362    }
3363
3364    /// The same warnings, but at most once per application: the second
3365    /// caller gets nothing.
3366    ///
3367    /// Two sites emit them — the CLI, before routing, because a convex
3368    /// model never reaches [`Self::optimize_tnlp`], and `optimize_tnlp`
3369    /// itself, for every frontend that is not the CLI. A CLI run passes
3370    /// through both, and printing the identical paragraph twice is how a
3371    /// warning teaches its reader to skip warnings.
3372    pub fn take_unimplemented_backend_warnings(&mut self) -> Vec<String> {
3373        if self.backend_warnings_emitted {
3374            return Vec::new();
3375        }
3376        self.backend_warnings_emitted = true;
3377        self.unimplemented_backend_warnings()
3378    }
3379
3380    /// Resolve the five registered `derivative_test*` knobs. Every one
3381    /// of them was registered and never read, so `derivative_test=
3382    /// first-order` ran no test and printed nothing — a checker that
3383    /// silently checks nothing reports success by omission (gh#483
3384    /// follow-up).
3385    ///
3386    /// The numeric helper is named `read_num` to match the accessor
3387    /// idiom the rest of this file uses: the registered-but-unread scan
3388    /// (`tests/no_silent_options.rs`) discovers `read_*` helpers and the
3389    /// literal key passed to them, so a differently-named local closure
3390    /// made `derivative_test_perturbation` and `derivative_test_tol`
3391    /// read as silent when they are wired and consumed (#677, #551).
3392    fn derivative_test_options(&self) -> DerivativeTestOptions {
3393        let read_num = |key: &str, default: Number| -> Number {
3394            self.options
3395                .get_numeric_value(key, "")
3396                .ok()
3397                .and_then(|(v, f)| f.then_some(v))
3398                .unwrap_or(default)
3399        };
3400        DerivativeTestOptions {
3401            mode: self
3402                .options
3403                .get_string_value("derivative_test", "")
3404                .ok()
3405                .and_then(|(v, f)| f.then_some(v))
3406                .map(|v| DerivativeTest::from_option(&v))
3407                .unwrap_or_default(),
3408            perturbation: read_num("derivative_test_perturbation", 1e-8),
3409            tol: read_num("derivative_test_tol", 1e-4),
3410            first_index: self
3411                .options
3412                .get_integer_value("derivative_test_first_index", "")
3413                .ok()
3414                .and_then(|(v, f)| f.then_some(v))
3415                .unwrap_or(-2),
3416            print_all: self
3417                .options
3418                .get_bool_value("derivative_test_print_all", "")
3419                .ok()
3420                .and_then(|(v, f)| f.then_some(v))
3421                .unwrap_or(false),
3422        }
3423    }
3424
3425    /// The derivative checker's structured verdict from the most recent
3426    /// [`Self::run_derivative_test`], or `None` when no test ran (gh#990).
3427    /// The IPM and SQP drains copy it into `SolveStatistics`; a caller that
3428    /// builds its own report (the CLI's convex route) reads it here.
3429    pub fn derivative_check(&self) -> Option<pounce_nlp::derivative_test::DerivativeCheckSummary> {
3430        self.derivative_check.borrow().clone()
3431    }
3432
3433    /// Run the derivative checker, if requested, against `tnlp`.
3434    ///
3435    /// Advisory, like upstream: a suspicious entry is reported and the
3436    /// solve continues. The report goes to stderr so it survives
3437    /// `print_level=0` and leaves `--json-output`'s stdout clean.
3438    pub fn run_derivative_test(&self, tnlp: &Rc<RefCell<dyn TNLP>>) {
3439        // gh#990 item 3: the structured result belongs to this solve; a solve
3440        // that asks for no test must not inherit the previous one's.
3441        *self.derivative_check.borrow_mut() = None;
3442        let opts = self.derivative_test_options();
3443        if matches!(opts.mode, DerivativeTest::None) {
3444            return;
3445        }
3446        let report = {
3447            let mut borrowed = tnlp.borrow_mut();
3448            pounce_nlp::derivative_test::run(&mut *borrowed, &opts)
3449        };
3450        let Some(report) = report else {
3451            eprintln!(
3452                "pounce: derivative_test was requested but the TNLP declined to \
3453                 supply the information the check needs (dimensions, bounds, or \
3454                 a starting point); no test was run."
3455            );
3456            return;
3457        };
3458        *self.derivative_check.borrow_mut() = Some(report.summary.clone());
3459        use pounce_common::journalist::JournalCategory;
3460        for line in &report.lines {
3461            eprintln!("{line}");
3462            self.journalist.print(
3463                JournalLevel::J_SUMMARY,
3464                JournalCategory::J_MAIN,
3465                &format!("{line}\n"),
3466            );
3467        }
3468    }
3469
3470    /// The message [`Self::unimplemented_linear_solver`] earns, shared by
3471    /// every frontend so they cannot drift apart.
3472    pub fn unimplemented_linear_solver_message(value: &str) -> String {
3473        format!(
3474            "pounce: linear_solver={value} is not implemented. pounce provides \
3475             `feral` (pure-Rust sparse symmetric, the default) and `ma57` (HSL, \
3476             in a `--features ma57` build); the other names in the option's \
3477             list come from the upstream Ipopt registry so an ipopt.opt written \
3478             for Ipopt still parses. Selecting one used to run FERAL silently, \
3479             which makes a backend comparison measure nothing — so it is \
3480             refused instead. Use linear_solver=feral or linear_solver=ma57."
3481        )
3482    }
3483
3484    /// Will the next `optimize_tnlp` run the active-set SQP driver rather
3485    /// than the interior-point one?
3486    ///
3487    /// Public because the dispatch decision has to be *reportable*, not just
3488    /// taken: before this was reachable, the CLI's `Selected solver:` line
3489    /// and the JSON report's `solution.engine` both named the filter-IPM on
3490    /// every `algorithm=active-set-sqp` run, because the only thing either
3491    /// consulted was `solver_selection` — which is `auto` on a general NLP
3492    /// however the `algorithm` option is set. Reading the same predicate
3493    /// `optimize_tnlp` dispatches on is what keeps the report and the run
3494    /// from disagreeing; deriving it a second time in the CLI is how they
3495    /// drifted in the first place.
3496    pub fn is_sqp_algorithm_selected(&self) -> bool {
3497        // `algorithm` is the primary selector.
3498        // `solver_selection = qp-active-set` selects the
3499        // same active-set SQP engine.
3500        let algo_sqp = matches!(
3501            self.options.get_string_value("algorithm", ""),
3502            Ok((v, true)) if v.eq_ignore_ascii_case("active-set-sqp")
3503        );
3504        let selection_sqp = matches!(
3505            self.options.get_string_value("solver_selection", ""),
3506            Ok((v, true)) if v.eq_ignore_ascii_case("qp-active-set")
3507        );
3508        algo_sqp || selection_sqp
3509    }
3510
3511    /// Whether an active-set SQP request on a model with `n` variables and
3512    /// `m` constraints runs as the interior point with the IPM→SQP handover
3513    /// and post-convergence crossover, instead of a cold active-set SQP
3514    /// (gh#1061).
3515    ///
3516    /// A primal active-set QP started cold changes its working set one row or
3517    /// bound per iteration, so the SQP's first step QP needs on the order of
3518    /// one iteration per active constraint, each a KKT update the size of the
3519    /// model. Measured on four 9–20 k-variable equality-heavy NLPs
3520    /// (`brainpc2`, `robot_1600`, `WM_CFy`, `ubh5`): not one first QP finished
3521    /// in 300 s. Started from the interior point instead, `ubh5` solves in
3522    /// 0.5 s and `robot_1600` in 6 s. The active-set SQP produces the answer
3523    /// when a handover attempt is accepted; when every attempt declines, the
3524    /// converged interior point is the answer, exactly as under
3525    /// `ipm_sqp_handover=yes`. Post-convergence `crossover` is not turned on
3526    /// as well: measured, it bought `robot_1600` its active-set answer for
3527    /// 6 s → 41 s, and on `brainpc2` declined after a 194 s step-3 QP, past
3528    /// the wall-time limit.
3529    ///
3530    /// Only above [`AUTO_HANDOVER_MIN_DIM`], where a cold SQP is the problem,
3531    /// and only when `ipm_sqp_handover` was not set: `ipm_sqp_handover=no`
3532    /// asks for the cold active-set SQP and gets it.
3533    pub fn sqp_auto_handover(&self, n: usize, m: usize) -> bool {
3534        self.is_sqp_algorithm_selected()
3535            && n + m >= AUTO_HANDOVER_MIN_DIM
3536            && !matches!(
3537                self.options.get_bool_value("ipm_sqp_handover", ""),
3538                Ok((_, true))
3539            )
3540    }
3541
3542    /// Whether the most recent solve was run as interior point plus handover
3543    /// under [`Self::sqp_auto_handover`].
3544    pub fn auto_handover_ran(&self) -> bool {
3545        self.auto_handover.get()
3546    }
3547
3548    /// Whether the active-set SQP produced the most recent solve's point:
3549    /// always on the cold SQP route, and on the auto-handover route when a
3550    /// handover attempt (or a crossover the user asked for) was accepted.
3551    pub fn answer_from_active_set_sqp(&self) -> bool {
3552        if !self.auto_handover.get() {
3553            return self.is_sqp_algorithm_selected();
3554        }
3555        self.handover_report
3556            .as_ref()
3557            .is_some_and(|r| r.accepted_at_iter.is_some())
3558            || self.crossover_report.as_ref().is_some_and(|r| r.accepted())
3559    }
3560
3561    /// Phase 5b SQP entry point. Builds the same NLP chain
3562    /// (`TNLPAdapter` → `OrigIpoptNlp` → `IpoptNlpAdapter`) the
3563    /// IPM uses, then runs `SqpAlgorithm::optimize`. Maps the
3564    /// `SqpResult.status` back to `ApplicationReturnStatus` and
3565    /// hands the final iterate to the user TNLP's
3566    /// `finalize_solution` callback via `finalize_via_sqp`.
3567    fn optimize_sqp_tnlp(&mut self, tnlp: Rc<RefCell<dyn TNLP>>) -> ApplicationReturnStatus {
3568        use pounce_nlp::ConstObjScaling;
3569        use pounce_nlp::orig_ipopt_nlp::OrigIpoptNlp;
3570        use pounce_nlp::tnlp_adapter::TNLPAdapter;
3571
3572        // Wall-clock for the whole SQP solve, mirroring the IPM path's
3573        // `t_start` (see the `total_wallclock_time_secs` assignment in
3574        // `optimize_tnlp`). Without this the field stayed at its struct
3575        // default of 0.0 on every active-set solve, so `--json-output`
3576        // reported an instantaneous solve regardless of actual runtime and
3577        // the engine could not be speed-compared against qp-ipm at all
3578        // (benchmarks/scripts/compare_qp_four_way.py had to skip the column).
3579        let t_start = std::time::Instant::now();
3580
3581        // `new_with_options`, not `new`: the latter hard-codes the same three
3582        // defaults, so `fixed_variable_treatment`, `nlp_lower_bound_inf` and
3583        // `nlp_upper_bound_inf` were accepted and discarded on this arm. The
3584        // defaults coincide, which is why it went unnoticed — it diverges only
3585        // for a caller who sets one, and then the two arms CLASSIFY THE MODEL
3586        // DIFFERENTLY: a bound at the caller's own infinity threshold is a
3587        // bound here and no bound there, and a fixed variable is eliminated on
3588        // one arm and relaxed on the other. That is a different problem, not a
3589        // different trajectory on one.
3590        let (lo_inf, up_inf, fixed_treatment) = self.adapter_options();
3591        let adapter = match TNLPAdapter::new_with_options(
3592            Rc::clone(&tnlp),
3593            lo_inf,
3594            up_inf,
3595            fixed_treatment,
3596        ) {
3597            Ok(a) => Rc::new(RefCell::new(a)),
3598            Err(_) => return ApplicationReturnStatus::InvalidProblemDefinition,
3599        };
3600        // The SQP path never runs gradient-based scaling, but the
3601        // constant `obj_scaling_factor` (negative ⇒ maximize) still
3602        // applies via the OrigIpoptNlp constructor.
3603        let obj_scaling_factor = self
3604            .options
3605            .get_numeric_value("obj_scaling_factor", "")
3606            .ok()
3607            .and_then(|(v, f)| f.then_some(v))
3608            .unwrap_or(1.0);
3609        let mut orig_nlp = match OrigIpoptNlp::new(
3610            Rc::clone(&adapter),
3611            Rc::new(ConstObjScaling(obj_scaling_factor)),
3612        ) {
3613            Ok(n) => n,
3614            Err(_) => return ApplicationReturnStatus::InternalError,
3615        };
3616        // Same Q6 reconciliation as the IPM route: the SQP driver
3617        // evaluates the same derivatives through the same NLP object.
3618        self.install_constant_derivative_hints(&mut orig_nlp);
3619        // `bound_relax_factor`, on the convex arm's rule (gh#745's
3620        // `convex_bound_relax`), because this arm's position is the convex
3621        // arm's and not the interior-point arm's.
3622        //
3623        // The widening is a change to the MODEL, and its error is one-signed:
3624        // enlarging the feasible set can only flatter the objective, by `δ`
3625        // times the bound's multiplier, with nothing bounding that product and
3626        // no amount of tightening `tol` closing it. On `LISWET1` it buys `9.0`
3627        // of objective (`27.1221` against the true `36.1224`); over the
3628        // 91-instance netlib LP corpus, dropping it took the median objective
3629        // error from `1.2e-08` to `3.8e-11`.
3630        //
3631        // The interior-point arm keeps it and must: it is a feasible-iterate
3632        // log-barrier that needs `x` strictly inside its bounds, and matching
3633        // Ipopt is that arm's contract — the fixture sweep at
3634        // `bound_relax_factor=0` turns `square_flowsheet_resto` into
3635        // `InfeasibleProblemDetected`. An active-set QP needs none of it: its
3636        // iterates are feasible for the box by construction, which is why this
3637        // arm has always run un-widened without incident.
3638        //
3639        // So: unset means solve the model as declared, which is what this arm
3640        // already did. What it did NOT do is honour an explicit request — the
3641        // option was accepted and discarded, the gh#677 shape, and a caller
3642        // comparing arms under a named `bound_relax_factor` was comparing two
3643        // different models without being told. Set means the caller asked by
3644        // name and gets exactly the interior-point arm's model.
3645        //
3646        // Either branch snapshots the declared bounds first (`relax_bounds`
3647        // does it before widening), which `declared_box_violation` needs: its
3648        // absence is what printed `Variable bound violation: nan` here.
3649        let requested_relax = self
3650            .options
3651            .get_numeric_value("bound_relax_factor", "")
3652            .ok()
3653            .and_then(|(v, set)| set.then_some(v));
3654        match requested_relax {
3655            Some(factor) => {
3656                let cap = self
3657                    .options
3658                    .get_numeric_value("constr_viol_tol", "")
3659                    .ok()
3660                    .and_then(|(v, set)| set.then_some(v))
3661                    .unwrap_or(1e-4);
3662                orig_nlp.relax_bounds(factor, cap);
3663            }
3664            None => orig_nlp.snapshot_declared_bounds(),
3665        }
3666        let nlp_rc: Rc<RefCell<dyn IpoptNlp>> = Rc::new(RefCell::new(orig_nlp));
3667
3668        let mut sqp_adapter = crate::sqp::IpoptNlpAdapter::new(Rc::clone(&nlp_rc));
3669
3670        let mut builder = self.algorithm_builder_snapshot();
3671        builder.algorithm = crate::alg_builder::AlgorithmChoice::ActiveSetSqp;
3672        // `max_wall_time` / `max_cpu_time` on this arm (gh#1054). They were
3673        // registered, documented as solve-wide, and read only by the
3674        // interior-point convergence check, so an active-set solve stuck in
3675        // its first QP ran until something outside POUNCE killed it.
3676        builder.sqp.deadline = Some(self.solve_deadline());
3677        // Prefer a caller-installed factory, exactly as `optimize_constrained`
3678        // does, so an embedder that plugs its own backend gets it on both
3679        // arms. `take()` matches the IPM's one-shot semantics rather than
3680        // introducing a second, different lifetime for the same hook.
3681        //
3682        // `maybe_crossover` deliberately does NOT do this: it runs after the
3683        // IPM solve has already taken the factory, so there is never one left
3684        // to find, and its two closures cannot both hold `&mut self` anyway.
3685        let factory = self
3686            .linear_backend_factory
3687            .take()
3688            .unwrap_or_else(|| self.make_backend_factory());
3689        let mut alg = match builder.build_sqp_with_backend(factory) {
3690            Some(a) => a,
3691            None => return ApplicationReturnStatus::InternalError,
3692        };
3693
3694        // Problem statistics + end-of-run summary are emitted by the engine
3695        // itself here (#206), gated on the main `print_level`, so the SQP
3696        // route matches the IPM route across every frontend (CLI, Python, C).
3697        // The SQP's own per-iteration rows stay gated on the separate
3698        // `sqp_print_level`.
3699        let console_output = match self.options.get_integer_value("print_level", "") {
3700            Ok((v, true)) => v >= 1,
3701            _ => true,
3702        };
3703        self.emit_problem_stats(&tnlp, console_output);
3704
3705        // Phase 5c (§6): consume any stashed warm-start iterate.
3706        // `optimize_with_warm_start(warm=None)` is equivalent to
3707        // `optimize`, so cold callers see no change.
3708        let mut warm = self.sqp_warm_start.take();
3709        // gh#986 review item 10: map a warm start given in the caller's full
3710        // variable space through this problem's fixed-variable elimination.
3711        // The working set this application publishes is in that space
3712        // (`working_set_to_user`), and so is what Python's
3713        // `solve(..., working_set=...)` decodes, so a child that fixes `x1`
3714        // gets the parent's statuses for exactly the columns it still has.
3715        // The first pass compared lengths only: a fixed variable made the
3716        // full-space hint "the wrong size" and it was dropped (a cold solve
3717        // and `info["working_set"] = None`), while a reduced-space hint from a
3718        // sibling that fixed a *different* variable had the right size and was
3719        // applied to the wrong columns.
3720        let (x_map, n_full) = {
3721            let a = adapter.borrow();
3722            let cls = a.classification();
3723            (cls.x_not_fixed_map.clone(), cls.n_full_x as usize)
3724        };
3725        let reduced = x_map.len() != n_full;
3726        let prev_elimination = self.x_elimination.replace((x_map.clone(), n_full));
3727        if let Some(w) = warm.as_mut() {
3728            // The staged iterate is in the caller's (user) space; the
3729            // algorithm's is not. Converted here, once, for every frontend.
3730            sqp_warm_start_to_algorithm(&*nlp_rc.borrow(), w);
3731            if reduced {
3732                let mut drop_reason: Option<String> = None;
3733                if let Some(ws) = w.working.as_mut() {
3734                    if ws.bounds.len() == n_full {
3735                        ws.bounds = x_map.iter().map(|&j| ws.bounds[j as usize]).collect();
3736                    } else if ws.bounds.len() == x_map.len()
3737                        && prev_elimination.as_ref() != Some(&(x_map.clone(), n_full))
3738                    {
3739                        // A reduced-space working set from a solve that
3740                        // eliminated *different* variables: its columns do
3741                        // not line up with this problem's, however equal the
3742                        // count.
3743                        drop_reason = Some(
3744                            "its bound statuses are in the reduced space of a solve that \
3745                             fixed different variables"
3746                                .into(),
3747                        );
3748                    }
3749                }
3750                if let Some(why) = drop_reason {
3751                    tracing::warn!(
3752                        target: "pounce::sqp",
3753                        "SQP warm-start working set dropped: {why}; pass the full-space \
3754                         working set (last_sqp_working_set / info[\"working_set\"]) instead"
3755                    );
3756                    w.working = None;
3757                }
3758            }
3759        }
3760        // `warm_start_init_point=yes` with nothing staged: take the TNLP's
3761        // own starting multipliers, as the interior-point arm does. They
3762        // arrive through the same `IpoptNlp` projections the IPM's warm
3763        // initializer uses, so they are already in algorithm space (scaled,
3764        // compressed, `[y_c; y_d]`). Without this the SQP arm read only the
3765        // primal: a `.nl` `d` segment or `ipopt_z*_in` suffix, or a Python
3766        // `lagrange=` start, began from zero multipliers on this arm alone.
3767        if warm.is_none()
3768            && matches!(
3769                self.options.get_bool_value("warm_start_init_point", ""),
3770                Ok((true, _))
3771            )
3772        {
3773            warm = sqp_tnlp_warm_start(&nlp_rc);
3774        }
3775        // gh#986: a warm start recorded on one problem is dimensioned for
3776        // that problem. A child that fixes a variable (branching) reaches
3777        // here with a smaller reduced `n` (and possibly `m`), where the
3778        // algorithm's contract is to refuse a mismatched iterate outright —
3779        // which surfaced as `Internal_Error` on a perfectly legal solve.
3780        // A warm start is only a hint, so drop it with a warning and solve
3781        // cold instead.
3782        if let Some(w) = warm.as_ref() {
3783            use crate::sqp::SqpProblemSpec;
3784            let (n, m) = (sqp_adapter.n(), sqp_adapter.m());
3785            let fits = w.x.len() == n
3786                && w.lambda_x.len() == n
3787                && w.lambda_g.len() == m
3788                && w.working
3789                    .as_ref()
3790                    .map(|ws| ws.validate_dims(n, m).is_ok())
3791                    .unwrap_or(true);
3792            if !fits {
3793                tracing::warn!(
3794                    target: "pounce::sqp",
3795                    "SQP warm start dropped: it is sized for a problem with n = {}, m = {} \
3796                     but this one has n = {n}, m = {m} (a fixed variable or removed row \
3797                     changes the reduced dimensions); solving cold",
3798                    w.x.len(),
3799                    w.lambda_g.len(),
3800                );
3801                warm = None;
3802            }
3803        }
3804        let warm_working_set_applied = warm.as_ref().is_some_and(|w| w.working.is_some());
3805        // gh#1015: the user's `intermediate_callback`, once per iteration,
3806        // with `GetIpoptCurrentIterate` answering from the SQP iterate. The
3807        // snapshot is built before the callback runs because the callback
3808        // holds the TNLP; nothing in it may call back into the user's
3809        // `eval_*`.
3810        {
3811            let hook_nlp = Rc::clone(&nlp_rc);
3812            let hook_tnlp = Rc::clone(&tnlp);
3813            let fixed_var_duals = self.reports_fixed_var_duals();
3814            alg.set_iteration_hook(Box::new(move |info| {
3815                // Built only for a TNLP that reads it, as on the
3816                // interior-point arm: the fixed-variable recovery is not
3817                // free, and most callbacks read only the stats.
3818                let _guard = hook_tnlp.borrow().wants_current_iterate().then(|| {
3819                    crate::intermediate::UserIterateGuard::install(sqp_user_iterate(
3820                        &hook_nlp,
3821                        info.x,
3822                        info.lambda_g,
3823                        info.lambda_x,
3824                        info.c_vals,
3825                        info.grad_lag_x,
3826                        fixed_var_duals,
3827                    ))
3828                });
3829                let stats = pounce_nlp::tnlp::IterStats {
3830                    mode: pounce_nlp::return_codes::AlgorithmMode::RegularMode,
3831                    iter: info.iter as Index,
3832                    obj_value: info.obj,
3833                    inf_pr: info.inf_pr,
3834                    inf_du: info.inf_du,
3835                    // No barrier, no regularisation, no dual step length.
3836                    mu: 0.0,
3837                    d_norm: info.p_inf,
3838                    regularization_size: 0.0,
3839                    alpha_du: 0.0,
3840                    alpha_pr: info.alpha,
3841                    ls_trials: 0,
3842                };
3843                hook_tnlp.borrow_mut().intermediate_callback(
3844                    stats,
3845                    &pounce_nlp::tnlp::IpoptData::default(),
3846                    &pounce_nlp::tnlp::IpoptCq::default(),
3847                )
3848            }));
3849        }
3850        let res = match alg.optimize_with_warm_start(&mut sqp_adapter, warm) {
3851            Ok(r) => r,
3852            Err(e) => {
3853                // Always surface this. It used to be gated on the
3854                // undocumented `POUNCE_DBG_SQP`, so the only thing a user saw
3855                // was a bare `Internal_Error` with no indication of what went
3856                // wrong -- the underlying message here was
3857                // `QpFailure(LinearSolverFailure("QP subproblem returned
3858                // status unbounded"))`, which points straight at the cause.
3859                // A solve that is about to fail is exactly when the reason
3860                // should be cheapest to obtain.
3861                tracing::warn!(
3862                    target: "pounce::sqp",
3863                    "SQP solve failed: {e:?}"
3864                );
3865                return ApplicationReturnStatus::InternalError;
3866            }
3867        };
3868        // Stash the result's working set so the next solve in a
3869        // sequence can fetch it via `last_sqp_working_set` -- in the caller's
3870        // full variable space (gh#986 review item 10).
3871        self.sqp_last_working_set = res
3872            .working_set
3873            .clone()
3874            .map(|ws| self.working_set_to_user(&*nlp_rc.borrow(), ws));
3875        // Populate the shared `SolveStatistics` so the Python /
3876        // C-API post-solve accessors (`GetIpoptIterCount`,
3877        // `info["iter_count"]`, etc.) report the SQP outer-iter
3878        // count rather than zero. Constraint-violation /
3879        // dual-infeasibility residuals get the SQP-side values
3880        // too. The IPM path overwrites this dict on its own
3881        // solves, so SQP-vs-IPM mixing across solves stays
3882        // honest.
3883        {
3884            let mut stats = self.statistics.borrow_mut();
3885            stats.iteration_count = res.n_iter as Index;
3886            // Subproblem counters. The outer iteration count alone
3887            // cannot show what a working-set warm start bought — the
3888            // saved work is inside the QPs — so both are reported.
3889            stats.sqp_qp_solves = res.n_qp_solves as Index;
3890            stats.sqp_qp_working_set_changes = res.n_qp_working_set_changes as Index;
3891            stats.sqp_warm_working_set_applied = warm_working_set_applied;
3892            stats.final_objective = res.obj;
3893            // `final_scaled_objective` defaults to NaN; the SQP path does not
3894            // thread nlp_scaling through the objective (same as the residuals
3895            // mirrored below), so the scaled objective equals the unscaled
3896            // one. Without this it stayed NaN and the console printed
3897            // "Objective ...: nan  <unscaled>" on every active-set solve
3898            // (gh #313), even on a clean optimal solve.
3899            stats.final_scaled_objective = res.obj;
3900            stats.final_dual_inf = res.final_stationarity;
3901            stats.final_constr_viol = res.final_constr_viol;
3902            stats.final_compl = 0.0; // SQP has no barrier — no compl term.
3903            // Overall KKT error. This was previously left at the struct
3904            // default, which made every successful SQP solve report an
3905            // overall error of exactly 0.0 — indistinguishable from a
3906            // genuinely perfect solve, and enough on its own to make
3907            // `pounce.minimize`'s acceptable-KKT fallback upgrade any status
3908            // on this path to `success=True`. Same expression as the unscaled
3909            // twin below; the two agree because the SQP path does not thread
3910            // nlp_scaling through its residuals.
3911            stats.final_kkt_error = res.final_stationarity.max(res.final_constr_viol);
3912            // Unscaled residuals (pounce#173). The SQP path does not thread
3913            // the nlp_scaling factors through to its residuals yet, so these
3914            // mirror the SQP-side values: correct when no scaling is active
3915            // (the common case) and a conservative proxy otherwise. Populated
3916            // here so the info dict's `final_unscaled_*` keys are honest
3917            // rather than left at the 0.0 default.
3918            stats.final_unscaled_dual_inf = res.final_stationarity;
3919            stats.final_unscaled_constr_viol = res.final_constr_viol;
3920            stats.final_unscaled_compl = 0.0;
3921            stats.final_unscaled_kkt_error = res.final_stationarity.max(res.final_constr_viol);
3922            // Ipopt's `Variable bound violation` — how far the returned point
3923            // sits outside the box the caller wrote. Left at its `NaN` default
3924            // until now, which printed `nan` on this arm's every summary.
3925            //
3926            // Measured through the same `declared_box_violation` accessor the
3927            // interior-point arm reads (`curr_declared_box_violation_max`), so
3928            // the two arms cannot drift into reporting different quantities
3929            // under one heading. gh#900 is the precedent and the warning: it
3930            // fixed this row on the NLP and convex arms and noted the two were
3931            // "independent code paths, so a test that exercised one would say
3932            // nothing about the other" — this is the third, and it was missed.
3933            //
3934            // `res.x` is algorithm-space, which is what the accessor expects
3935            // (it lifts to full-x itself); `finalize_via_sqp` wraps it exactly
3936            // this way for the same reason.
3937            stats.final_declared_box_viol = {
3938                use pounce_linalg::dense_vector::DenseVectorSpace;
3939                let nlp_borrow = nlp_rc.borrow();
3940                let x_space = DenseVectorSpace::new(nlp_borrow.n());
3941                let mut x_dv = x_space.make_new_dense();
3942                x_dv.set_values(&res.x);
3943                // `NaN`, not `0.0`, on the abstention — deliberately unlike
3944                // the IPM path's `unwrap_or(0.0)`.
3945                //
3946                // `None` from this accessor means one thing only: the declared
3947                // bounds were never snapshotted. It is NOT "the model has no
3948                // finite bounds" — an unbounded model still snapshots, the
3949                // loops find nothing, and the answer is a measured `Some(0.0)`.
3950                // So on this arm `None` can only mean the
3951                // `snapshot_declared_bounds` call above was lost, and mapping
3952                // that to zero would replace a visible "no answer" with an
3953                // invisible false claim that the point is inside its box.
3954                // gh#900's subject is exactly that: a zero that must not be
3955                // fabricated. Checked by mutation — delete the snapshot call
3956                // and this row goes back to `nan` rather than quietly reading
3957                // `0.00e+00`.
3958                nlp_borrow
3959                    .declared_box_violation(&x_dv)
3960                    .unwrap_or(Number::NAN)
3961            };
3962            // gh#990: the derivative checker's verdict reaches `info` and the
3963            // report on this arm too; it was copied on the IPM drain only.
3964            stats.derivative_check = self.derivative_check.borrow().clone();
3965            stats.total_wallclock_time_secs = t_start.elapsed().as_secs_f64();
3966        }
3967        let (app_status, solver_status) = match res.status {
3968            crate::sqp::SqpStatus::Optimal => (
3969                ApplicationReturnStatus::SolveSucceeded,
3970                pounce_nlp::SolverReturn::Success,
3971            ),
3972            crate::sqp::SqpStatus::MaxIter => (
3973                ApplicationReturnStatus::MaximumIterationsExceeded,
3974                pounce_nlp::SolverReturn::MaxiterExceeded,
3975            ),
3976            crate::sqp::SqpStatus::InfeasibleSubproblem => (
3977                ApplicationReturnStatus::InfeasibleProblemDetected,
3978                pounce_nlp::SolverReturn::LocalInfeasibility,
3979            ),
3980            crate::sqp::SqpStatus::LineSearchFailed => (
3981                ApplicationReturnStatus::SearchDirectionBecomesTooSmall,
3982                pounce_nlp::SolverReturn::ErrorInStepComputation,
3983            ),
3984            // Honest non-committal QP-subproblem failure (#282): the QP
3985            // solver could not compute a step and did NOT certify
3986            // infeasibility. Never report Infeasible_Problem_Detected here
3987            // — a feasible problem has no infeasibility certificate.
3988            crate::sqp::SqpStatus::QpStepFailed => (
3989                ApplicationReturnStatus::SearchDirectionBecomesTooSmall,
3990                pounce_nlp::SolverReturn::ErrorInStepComputation,
3991            ),
3992            // The QP subproblem ran out of its own iteration budget. Same
3993            // #282 guarantee — no infeasibility is asserted — but reported as
3994            // the budget exhaustion it is, so the user sees a limit they can
3995            // raise (`sqp_qp_max_iter`) instead of a step-size stall with no
3996            // remedy. See `SqpStatus::QpIterationLimit` for why these were
3997            // split.
3998            crate::sqp::SqpStatus::QpIterationLimit => (
3999                ApplicationReturnStatus::MaximumIterationsExceeded,
4000                pounce_nlp::SolverReturn::MaxiterExceeded,
4001            ),
4002            // Unbounded below, with a recession ray verified against the
4003            // true NLP (gh #388). `Diverging_Iterates` is POUNCE's (Ipopt's)
4004            // unboundedness verdict and maps to AMPL `solve_result_num=300`
4005            // — the same answer the IPM selectors give on the same model,
4006            // instead of the `Internal_Error` / 500 ("the solver broke")
4007            // this path used to report.
4008            crate::sqp::SqpStatus::Unbounded => (
4009                ApplicationReturnStatus::DivergingIterates,
4010                pounce_nlp::SolverReturn::DivergingIterates,
4011            ),
4012            // A non-finite iterate or constraint value (gh #876). Same
4013            // verdict, from the same condition, as the interior-point arm's
4014            // `if !nlp_err.is_finite()` screen — the two arms must not
4015            // disagree about what a `NaN` iterate means.
4016            crate::sqp::SqpStatus::InvalidNumber => (
4017                ApplicationReturnStatus::InvalidNumberDetected,
4018                pounce_nlp::SolverReturn::InvalidNumberDetected,
4019            ),
4020            crate::sqp::SqpStatus::UserRequestedStop => (
4021                ApplicationReturnStatus::UserRequestedStop,
4022                pounce_nlp::SolverReturn::UserRequestedStop,
4023            ),
4024            // gh#1054: the same verdicts the interior-point arm's
4025            // convergence check gives on the same budgets.
4026            crate::sqp::SqpStatus::WallTimeExceeded => (
4027                ApplicationReturnStatus::MaximumWallTimeExceeded,
4028                pounce_nlp::SolverReturn::WallTimeExceeded,
4029            ),
4030            crate::sqp::SqpStatus::CpuTimeExceeded => (
4031                ApplicationReturnStatus::MaximumCpuTimeExceeded,
4032                pounce_nlp::SolverReturn::CpuTimeExceeded,
4033            ),
4034        };
4035
4036        // Same gate as the IPM path: an infeasible-subproblem exit is a
4037        // numerical inference, and a feasible starting point disproves it
4038        // (gh #379). Only the infeasibility verdict is rewritten — every other
4039        // status passes through untouched, so the pair stays in lockstep.
4040        let refuted = withdraw_infeasibility_if_refuted(
4041            &tnlp,
4042            solver_status,
4043            self.nlp_lower_bound_inf(),
4044            self.nlp_upper_bound_inf(),
4045            self.user_tol(),
4046        );
4047        let (app_status, solver_status) = if refuted == solver_status {
4048            (app_status, solver_status)
4049        } else {
4050            (solver_return_to_app_status(refuted), refuted)
4051        };
4052
4053        // Forward to the user TNLP's finalize_solution. We pass
4054        // the SQP iterate and recovered multipliers via the
4055        // OrigIpoptNlp's lifting hooks. Failure here is silent
4056        // (we still return the algorithm's status) — the user
4057        // sees the right ApplicationReturnStatus regardless.
4058        let _ = finalize_via_sqp(
4059            &nlp_rc,
4060            &res,
4061            solver_status,
4062            &tnlp,
4063            &self.last_finalize,
4064            self.reports_fixed_var_duals(),
4065        );
4066
4067        // Honor the opt-in status-fidelity gate on the SQP path too
4068        // (pounce#173), then emit the end-of-run summary with the final
4069        // (possibly downgraded) status so the console matches the returned
4070        // ApplicationReturnStatus.
4071        let final_status = self.apply_kkt_fidelity_gate(app_status);
4072        self.emit_end_summary(final_status, &nlp_rc, console_output);
4073        final_status
4074    }
4075
4076    /// Opt-in status-fidelity gate (pounce#173), shared by the IPM and
4077    /// SQP solve paths. When the user sets a positive `kkt_fidelity_tol`,
4078    /// a reported `Solve_Succeeded` whose max-norm UNSCALED KKT error
4079    /// (`SolveStatistics::final_unscaled_kkt_error`) exceeds it is
4080    /// downgraded to `Solved_To_Acceptable_Level` — the honest "this is a
4081    /// point, but not converged to the requested fidelity" status. This
4082    /// catches the ill-conditioned / nlp_scaling-deflated case where the
4083    /// scaled convergence test passes but the user-space duals have
4084    /// drifted. It is a pure relabel at termination (no extra iterations);
4085    /// unset or non-positive (the default) is a strict no-op, so every
4086    /// existing caller keeps the Ipopt-faithful status.
4087    fn apply_kkt_fidelity_gate(
4088        &self,
4089        app_status: ApplicationReturnStatus,
4090    ) -> ApplicationReturnStatus {
4091        if !matches!(app_status, ApplicationReturnStatus::SolveSucceeded) {
4092            return app_status;
4093        }
4094        if let Ok((ftol, true)) = self.options.get_numeric_value("kkt_fidelity_tol", "") {
4095            if ftol > 0.0 {
4096                let unscaled_kkt = self.statistics.borrow().final_unscaled_kkt_error;
4097                if unscaled_kkt > ftol {
4098                    tracing::info!(target: "pounce::diagnostics",
4099                        "kkt_fidelity_tol={ftol:.3e}: unscaled KKT error {unscaled_kkt:.3e} \
4100                         exceeds it — downgrading Solve_Succeeded → \
4101                         Solved_To_Acceptable_Level (pounce#173)");
4102                    return ApplicationReturnStatus::SolvedToAcceptableLevel;
4103                }
4104            }
4105        }
4106        app_status
4107    }
4108
4109    /// `nlp_lower_bound_inf` — the magnitude at or below which a bound is
4110    /// treated as absent.
4111    fn nlp_lower_bound_inf(&self) -> Number {
4112        self.options
4113            .get_numeric_value("nlp_lower_bound_inf", "")
4114            .ok()
4115            .and_then(|(v, f)| f.then_some(v))
4116            .unwrap_or(DEFAULT_NLP_LOWER_BOUND_INF)
4117    }
4118
4119    /// `nlp_upper_bound_inf` — the magnitude at or above which a bound is
4120    /// treated as absent.
4121    fn nlp_upper_bound_inf(&self) -> Number {
4122        self.options
4123            .get_numeric_value("nlp_upper_bound_inf", "")
4124            .ok()
4125            .and_then(|(v, f)| f.then_some(v))
4126            .unwrap_or(DEFAULT_NLP_UPPER_BOUND_INF)
4127    }
4128
4129    /// The user's convergence tolerance `tol`.
4130    fn user_tol(&self) -> Number {
4131        self.options
4132            .get_numeric_value("tol", "")
4133            .ok()
4134            .and_then(|(v, f)| f.then_some(v))
4135            .unwrap_or(1e-8)
4136    }
4137
4138    /// The user's `acceptable_tol` — the standard behind
4139    /// `Solved_To_Acceptable_Level`.
4140    fn user_acceptable_tol(&self) -> Number {
4141        self.options
4142            .get_numeric_value("acceptable_tol", "")
4143            .ok()
4144            .and_then(|(v, f)| f.then_some(v))
4145            .unwrap_or(1e-6)
4146    }
4147
4148    /// The user's `constr_viol_tol` — the **absolute** feasibility standard
4149    /// the strict gate's primal component judges by
4150    /// (`OptErrorConvCheck::primal_component_passes`).
4151    fn user_constr_viol_tol(&self) -> Number {
4152        self.options
4153            .get_numeric_value("constr_viol_tol", "")
4154            .ok()
4155            .and_then(|(v, f)| f.then_some(v))
4156            .unwrap_or(1e-4)
4157    }
4158
4159    /// The user's `acceptable_constr_viol_tol` — the same standard at the
4160    /// acceptable tier.
4161    fn user_acceptable_constr_viol_tol(&self) -> Number {
4162        self.options
4163            .get_numeric_value("acceptable_constr_viol_tol", "")
4164            .ok()
4165            .and_then(|(v, f)| f.then_some(v))
4166            .unwrap_or(1e-2)
4167    }
4168
4169    /// `primal_noise_floor_kappa` — the safety factor on the per-row
4170    /// floating-point noise floor (gh#528/gh#590). `0` opts out.
4171    fn user_primal_noise_floor_kappa(&self) -> Number {
4172        self.options
4173            .get_numeric_value("primal_noise_floor_kappa", "")
4174            .ok()
4175            .and_then(|(v, f)| f.then_some(v))
4176            .unwrap_or(64.0)
4177    }
4178
4179    /// Emit the Ipopt-style problem-statistics block (#206) from the
4180    /// engine's own reduced problem, gated on `console_output`
4181    /// (print_level >= 1). Shared by the IPM (`optimize_tnlp`) and SQP
4182    /// (`optimize_sqp_tnlp`) entry points so every algorithm and every
4183    /// frontend (CLI, Python, C) gets the identical block. Built from the
4184    /// same `collect_stats` inputs the CLI used, so the output is
4185    /// byte-identical to the historical CLI block.
4186    fn emit_problem_stats(&self, tnlp: &Rc<RefCell<dyn TNLP>>, console_output: bool) {
4187        if !console_output {
4188            return;
4189        }
4190        let (lo_inf, up_inf, fixed_treatment) = self.adapter_options();
4191        if let Some(stats) =
4192            pounce_solve_report::console::collect_stats(tnlp, lo_inf, up_inf, fixed_treatment)
4193        {
4194            // A retry re-enters here with the same problem. Reprinting the
4195            // block verbatim is what made a retried run look like it had
4196            // printed its whole report twice for no reason, so say what is
4197            // actually happening instead: a new attempt on an unchanged
4198            // problem. One line, in place of seventeen that carry no
4199            // information the reader does not already have.
4200            //
4201            // The attempt is announced rather than merely suppressed because
4202            // the iteration table below it restarts at iteration 0 either way.
4203            // Silence would leave that table appearing from nowhere — trading
4204            // a confusing duplicate for a confusing gap.
4205            let mut memo = self.last_printed_problem_stats.borrow_mut();
4206            if memo.as_ref() == Some(&stats) {
4207                // Silent under an outside retry driver, which narrates its own
4208                // attempts in more detail than this line could ("pounce:
4209                // second opinion — re-solving with feral_scaling=mc64…").
4210                // Printing both would be two announcements of one event.
4211                if !self.in_retry_sequence.get() {
4212                    println!("Re-solving the same problem (a further attempt follows).");
4213                    println!();
4214                }
4215            } else {
4216                pounce_solve_report::console::print_problem_stats(&stats);
4217                *memo = Some(stats);
4218            }
4219        }
4220    }
4221
4222    /// Drain the NLP's per-eval counters into the shared `SolveStatistics`
4223    /// and emit the Ipopt-style end-of-run summary (#206). Shared by both
4224    /// solve paths. The counts are read from the NLP AFTER the solve (so the
4225    /// final solution evaluation is included, matching the historical count)
4226    /// and written into `SolveStatistics` so the post-solve API accessors
4227    /// (`info["n_obj_evals"]`, …) report them even when the console is
4228    /// silent. c/d (and jac_c/jac_d) are per-subsystem, so the max recovers
4229    /// the eval_g / eval_jac_g call count. The console summary itself is
4230    /// gated on `console_output` (print_level >= 1).
4231    fn emit_end_summary(
4232        &self,
4233        app_status: ApplicationReturnStatus,
4234        nlp: &Rc<RefCell<dyn IpoptNlp>>,
4235        console_output: bool,
4236    ) {
4237        {
4238            let ec = nlp.borrow().eval_counts();
4239            let mut stats = self.statistics.borrow_mut();
4240            stats.num_obj_evals = ec[0];
4241            stats.num_obj_grad_evals = ec[1];
4242            stats.num_constr_evals = ec[2].max(ec[3]);
4243            stats.num_constr_jac_evals = ec[4].max(ec[5]);
4244            stats.num_hess_evals = ec[6];
4245        }
4246        if !console_output {
4247            return;
4248        }
4249        let stats = self.statistics.borrow();
4250        let counts = pounce_solve_report::console::EvalCounts {
4251            n_obj: stats.num_obj_evals as u64,
4252            n_grad_f: stats.num_obj_grad_evals as u64,
4253            n_g: stats.num_constr_evals as u64,
4254            n_jac_g: stats.num_constr_jac_evals as u64,
4255            n_h: stats.num_hess_evals as u64,
4256        };
4257        // gh#987: no widening at `bound_relax_factor = 0`, so the console's
4258        // "before the bound_relax_factor widening" line has nothing to report.
4259        let widening_applied = self
4260            .options
4261            .get_numeric_value("bound_relax_factor", "")
4262            .map(|(v, _)| v > 0.0)
4263            .unwrap_or(true);
4264        pounce_solve_report::console::print_summary_with_widening(
4265            app_status,
4266            &stats,
4267            &counts,
4268            widening_applied,
4269        );
4270        // The verdict belongs to the run, not to the attempt. Held back while
4271        // any retry driver is managing attempts; that driver prints it once,
4272        // with the status it actually returns.
4273        if self.end_verdict_deferrals.get() == 0 {
4274            pounce_solve_report::console::print_exit_verdict(app_status);
4275        }
4276    }
4277
4278    /// Build a *copy* of the algorithm builder configured per the
4279    /// current options. The SQP path uses this so it gets a
4280    /// fresh builder without mutating the application's state.
4281    /// Read the `ipm_sqp_handover*` option family into a
4282    /// [`crate::handover::HandoverOptions`].
4283    fn handover_options(&self) -> crate::handover::HandoverOptions {
4284        let mut o = crate::handover::HandoverOptions::default();
4285        // `sqp_auto_handover` only fires when this option was not set.
4286        o.enabled = self.auto_handover.get();
4287        if let Ok((v, true)) = self.options.get_bool_value("ipm_sqp_handover", "") {
4288            o.enabled = v;
4289        }
4290        if let Ok((v, true)) = self.options.get_numeric_value("ipm_sqp_handover_tol", "") {
4291            o.tol = v;
4292        }
4293        if let Ok((v, true)) = self
4294            .options
4295            .get_integer_value("ipm_sqp_handover_stall_iter", "")
4296        {
4297            o.stall_iter = v.max(0);
4298        }
4299        if let Ok((v, true)) = self
4300            .options
4301            .get_integer_value("ipm_sqp_handover_max_attempts", "")
4302        {
4303            o.max_attempts = v.max(0) as u32;
4304        }
4305        o
4306    }
4307
4308    /// Install the interior-point → active-set handover hook on `alg` when
4309    /// `ipm_sqp_handover=yes` (gh#1054; see [`crate::handover`]). Returns
4310    /// the cells the hook reports into — the report, and the working set of
4311    /// an accepted attempt — for [`Self::finish_handover`] to read after the
4312    /// solve.
4313    #[allow(clippy::type_complexity)]
4314    fn install_handover(
4315        &self,
4316        alg: &mut IpoptAlgorithm,
4317        nlp_handle: &Rc<RefCell<dyn IpoptNlp>>,
4318    ) -> Option<(
4319        Rc<RefCell<crate::handover::HandoverReport>>,
4320        Rc<RefCell<Option<pounce_qp::WorkingSet>>>,
4321    )> {
4322        let hopts = self.handover_options();
4323        if !hopts.enabled {
4324            return None;
4325        }
4326        let mut trigger = crate::handover::HandoverTrigger::new(hopts);
4327        let xopts = crate::crossover::CrossoverOptions {
4328            enabled: true,
4329            ..self.crossover_options()
4330        };
4331        let snapshot = self.algorithm_builder_snapshot();
4332        let qp_opts = snapshot.sqp_qp.clone();
4333        let data = Rc::clone(&alg.data);
4334        let nlp = Rc::clone(nlp_handle);
4335        // One factory serves every backend the attempts build: a factory is
4336        // reusable, but `build_sqp_with_backend` takes one by value, so the
4337        // step-4 SQP gets a forwarding closure onto the shared one.
4338        let backend = Rc::new(RefCell::new(self.make_backend_factory()));
4339        let tols = self.user_tolerances();
4340        let report = Rc::new(RefCell::new(crate::handover::HandoverReport::default()));
4341        let working = Rc::new(RefCell::new(None));
4342        let (report_out, working_out) = (Rc::clone(&report), Rc::clone(&working));
4343        let (wall0, cpu0) = (
4344            pounce_common::utils::wallclock_time(),
4345            pounce_common::utils::cpu_time(),
4346        );
4347        alg.handover = Some(Box::new(move |curr, iter, err, mu| {
4348            if !trigger.should_try(iter, err) {
4349                return None;
4350            }
4351            let seed = crossover_seed(&nlp, curr);
4352            let x = crate::crossover::CrossoverOptions {
4353                primal_tol: crate::handover::identification_primal_tol(xopts.primal_tol, mu),
4354                ..xopts.clone()
4355            };
4356            // An attempt may spend at most what the interior method has
4357            // spent so far (floor 1 s), and never past the solve's own
4358            // budget. Without a cap a declined attempt is unbounded: on
4359            // `deb7` (813 variables) one ran the crossover fallback for
4360            // minutes, against a 114-iteration interior solve. With it, a
4361            // declined attempt costs at most a doubling — the right scale
4362            // for a bet on shortening the tail.
4363            let (wall_left, cpu_left) = data
4364                .borrow()
4365                .deadline
4366                .as_ref()
4367                .map_or((Number::INFINITY, Number::INFINITY), |d| {
4368                    (d.remaining_wall(), d.remaining_cpu())
4369                });
4370            let spent_wall = (pounce_common::utils::wallclock_time() - wall0).max(1.0);
4371            let spent_cpu = (pounce_common::utils::cpu_time() - cpu0).max(1.0);
4372            let sqp_opts = crate::sqp::SqpOptions {
4373                deadline: Some(pounce_common::timing::Deadline::new(
4374                    spent_wall.min(wall_left),
4375                    spent_cpu.min(cpu_left),
4376                )),
4377                ..snapshot.sqp.clone()
4378            };
4379            // Declared bounds, for the reason `maybe_crossover` gives.
4380            let mut adapter =
4381                crate::sqp::IpoptNlpAdapter::new_with_declared_bounds(Rc::clone(&nlp));
4382            let (mut rep, mut accepted) = crate::crossover::run(
4383                &mut adapter,
4384                &seed,
4385                &x,
4386                &sqp_opts,
4387                &qp_opts,
4388                || (backend.borrow_mut())(crate::alg_builder::LinearSolverChoice::Feral),
4389                |step4_opts| {
4390                    let mut b = snapshot.clone();
4391                    b.algorithm = crate::alg_builder::AlgorithmChoice::ActiveSetSqp;
4392                    b.sqp = step4_opts;
4393                    let shared = Rc::clone(&backend);
4394                    b.build_sqp_with_backend(Box::new(move |c| (shared.borrow_mut())(c)))
4395                },
4396            );
4397            // The interior-point verdict this replaces is issued in user
4398            // units on the declared model; so is this one.
4399            if let Some(res) = &accepted
4400                && !meets_user_tolerances(&nlp, res, &rep, &tols)
4401            {
4402                rep = rep.decline(crate::crossover::CrossoverDecline::UserTolerances);
4403                accepted = None;
4404            }
4405            tracing::info!(
4406                target: "pounce::handover",
4407                "IPM→SQP handover attempt {} at iteration {iter} (error {err:.2e}, mu {mu:.2e}): {}",
4408                trigger.attempts(),
4409                if rep.accepted() { "accepted" } else { "declined" }
4410            );
4411            tracing::debug!(target: "pounce::handover", "handover: {rep:?}");
4412            let mut r = report.borrow_mut();
4413            r.attempts = trigger.attempts();
4414            r.last = Some(rep);
4415            let res = accepted?;
4416            let next = crossover_iterate(&nlp, curr, &res)?;
4417            r.accepted_at_iter = Some(iter);
4418            *working.borrow_mut() = res.working_set;
4419            Some(next)
4420        }));
4421        Some((report_out, working_out))
4422    }
4423
4424    /// After the solve: publish the handover report, and an accepted
4425    /// attempt's working set as the next SQP solve's warm start (the same
4426    /// hand-off crossover makes).
4427    fn finish_handover(
4428        &mut self,
4429        nlp_handle: &Rc<RefCell<dyn IpoptNlp>>,
4430        cells: Option<(
4431            Rc<RefCell<crate::handover::HandoverReport>>,
4432            Rc<RefCell<Option<pounce_qp::WorkingSet>>>,
4433        )>,
4434    ) {
4435        self.handover_report = None;
4436        let Some((report, working)) = cells else {
4437            return;
4438        };
4439        let report = report.borrow().clone();
4440        if report.accepted_at_iter.is_some()
4441            && let Some(ws) = working.borrow_mut().take()
4442        {
4443            self.sqp_last_working_set = Some(self.working_set_to_user(&*nlp_handle.borrow(), ws));
4444        }
4445        self.handover_report = Some(report);
4446    }
4447
4448    /// The interior-point arm's user-unit tolerances, which a crossed-over
4449    /// point must also meet (see [`meets_user_tolerances`]).
4450    fn user_tolerances(&self) -> UserTolerances {
4451        let read = |name: &str, default: Number| {
4452            self.options
4453                .get_numeric_value(name, "")
4454                .map_or(default, |(v, _)| v)
4455        };
4456        UserTolerances {
4457            constr_viol: read("constr_viol_tol", 1e-4),
4458            dual_inf: read("dual_inf_tol", 1.0),
4459            compl_inf: read("compl_inf_tol", 1e-4),
4460        }
4461    }
4462
4463    /// A [`pounce_common::timing::Deadline`] for `max_wall_time` /
4464    /// `max_cpu_time`, starting now.
4465    fn solve_deadline(&self) -> pounce_common::timing::Deadline {
4466        let read = |name: &str| {
4467            self.options
4468                .get_numeric_value(name, "")
4469                .map_or(1e6, |(v, _)| v)
4470        };
4471        pounce_common::timing::Deadline::new(read("max_wall_time"), read("max_cpu_time"))
4472    }
4473
4474    /// Read the `crossover*` option family into a [`CrossoverOptions`].
4475    fn crossover_options(&self) -> crate::crossover::CrossoverOptions {
4476        let mut o = crate::crossover::CrossoverOptions::default();
4477        if let Ok((v, true)) = self.options.get_bool_value("crossover", "") {
4478            o.enabled = v;
4479        }
4480        if let Ok((v, true)) = self.options.get_integer_value("crossover_max_iter", "") {
4481            o.max_iter = v.max(0) as u32;
4482        }
4483        if let Ok((v, true)) = self.options.get_numeric_value("crossover_mult_tol", "") {
4484            o.mult_tol = v;
4485        }
4486        if let Ok((v, true)) = self.options.get_numeric_value("crossover_primal_tol", "") {
4487            o.primal_tol = v;
4488        }
4489        o
4490    }
4491
4492    /// Post-convergence crossover (gh#612): hand the converged interior
4493    /// iterate to the active-set path so the solve ends on an exact active
4494    /// set. See [`crate::crossover`] for the algorithm.
4495    ///
4496    /// On acceptance this **replaces `data.curr`** rather than reporting
4497    /// alongside it. Everything downstream — the residual drain, the KKT
4498    /// fidelity gate, `on_converged`, `finalize_via_orig_nlp`, the end
4499    /// summary — already reads that one iterate, so replacing it is what
4500    /// makes the crossed-over point the solution instead of an annotation on
4501    /// it, and it does so without a second copy of the unscaling path.
4502    ///
4503    /// A no-op unless `crossover=yes` and the solve converged: an
4504    /// unconverged interior point is not a KKT point, so there is no active
4505    /// set at it worth identifying.
4506    fn maybe_crossover(
4507        &mut self,
4508        alg: &mut IpoptAlgorithm,
4509        nlp_handle: &Rc<RefCell<dyn IpoptNlp>>,
4510        solver_status: SolverReturn,
4511    ) {
4512        self.crossover_report = None;
4513        // Cleared on every entry, alongside the report, so the flag
4514        // describes this solve and not a previous one — the same reason
4515        // `crossover_report` is reset here rather than only written on
4516        // the accept path.
4517        //
4518        // Except when the in-solve handover installed the iterate (gh#1054):
4519        // then the flag was set during *this* solve and is still true of the
4520        // point in `curr` — clearing it here mislabelled the handover's
4521        // declared-frame point as an interior one, and its complementarity
4522        // was reported in the relaxed frame (`0.1` on `jit1`).
4523        let handover_point = self
4524            .handover_report
4525            .as_ref()
4526            .is_some_and(|h| h.accepted_at_iter.is_some());
4527        if !handover_point {
4528            alg.data.borrow_mut().curr_from_crossover = false;
4529        }
4530        let xopts = self.crossover_options();
4531        if !xopts.enabled {
4532            return;
4533        }
4534        if !matches!(
4535            solver_status,
4536            SolverReturn::Success | SolverReturn::StopAtAcceptablePoint
4537        ) {
4538            return;
4539        }
4540        let Some(curr) = alg.data.borrow().curr.clone() else {
4541            return;
4542        };
4543
4544        let seed = crossover_seed(nlp_handle, &curr);
4545
4546        let snapshot = self.algorithm_builder_snapshot();
4547        let mut sqp_opts = snapshot.sqp.clone();
4548        // The interior-point phase's own deadline, not a fresh one:
4549        // crossover is part of the same solve, so it spends what the IPM
4550        // left of `max_wall_time` / `max_cpu_time` (gh#1054). Before this it
4551        // had no budget at all and could outlive the solve's by any amount.
4552        sqp_opts.deadline = alg
4553            .data
4554            .borrow()
4555            .deadline
4556            .clone()
4557            .or_else(|| Some(self.solve_deadline()));
4558        let qp_opts = snapshot.sqp_qp.clone();
4559        // Declared bounds, not the live relaxed ones: crossover's whole claim
4560        // is that the returned point sits *on* the constraints the user
4561        // wrote. Against the `bound_relax_factor`-widened box it would pivot
4562        // to a point `1e-8` shy of every one of them and then correctly
4563        // report an empty active set.
4564        let mut adapter =
4565            crate::sqp::IpoptNlpAdapter::new_with_declared_bounds(Rc::clone(nlp_handle));
4566        let (report, accepted) = crate::crossover::run(
4567            &mut adapter,
4568            &seed,
4569            &xopts,
4570            &sqp_opts,
4571            &qp_opts,
4572            || {
4573                let mut f = self.make_backend_factory();
4574                // `make_backend_factory` ships the workspace-default
4575                // backend regardless of the choice passed, exactly as the
4576                // SQP path's `build_sqp_with_backend` call does; naming
4577                // `Feral` here keeps that visible rather than implicit.
4578                f(crate::alg_builder::LinearSolverChoice::Feral)
4579            },
4580            |step4_opts| {
4581                let mut b = self.algorithm_builder_snapshot();
4582                b.algorithm = crate::alg_builder::AlgorithmChoice::ActiveSetSqp;
4583                b.sqp = step4_opts;
4584                b.build_sqp_with_backend(self.make_backend_factory())
4585            },
4586        );
4587
4588        let tols = self.user_tolerances();
4589        let (report, accepted) = match accepted {
4590            Some(res) if !meets_user_tolerances(nlp_handle, &res, &report, &tols) => (
4591                report.decline(crate::crossover::CrossoverDecline::UserTolerances),
4592                None,
4593            ),
4594            other => (report, other),
4595        };
4596        if let Some(res) = accepted {
4597            self.install_crossover_iterate(alg, nlp_handle, &curr, &res);
4598            // Publish the identified set as the SQP warm-start output. This
4599            // is the IPM → SQP handoff the active-set path never had: a
4600            // sequence whose first solve wants the interior method can now
4601            // feed the next `algorithm=active-set-sqp` solve a working set.
4602            self.sqp_last_working_set = res
4603                .working_set
4604                .clone()
4605                .map(|ws| self.working_set_to_user(&*nlp_handle.borrow(), ws));
4606        }
4607        tracing::debug!(target: "pounce::crossover", "crossover: {report:?}");
4608        self.crossover_report = Some(report);
4609    }
4610
4611    /// Write an accepted crossover result back onto the IPM iterate (built by
4612    /// [`crossover_iterate`]).
4613    fn install_crossover_iterate(
4614        &self,
4615        alg: &mut IpoptAlgorithm,
4616        nlp_handle: &Rc<RefCell<dyn IpoptNlp>>,
4617        curr: &crate::iterates_vector::IteratesVector,
4618        res: &crate::sqp::SqpResult,
4619    ) {
4620        let Some(out) = crossover_iterate(nlp_handle, curr, res) else {
4621            return;
4622        };
4623        let mut d = alg.data.borrow_mut();
4624        d.set_curr(out);
4625        // Mark which frame the installed iterate belongs to. It sits on the
4626        // *declared* bounds, and every barrier quantity built off `curr` —
4627        // slacks, and through them `Σ = z/s` — is measured against the
4628        // `bound_relax_factor`-widened ones, so a consumer that wants the
4629        // point's own geometry rather than the barrier's has to know this
4630        // happened (gh#654). Set only on the path that actually replaced
4631        // `curr`: a declined or abandoned crossover leaves the interior
4632        // iterate, which is an interior-frame point.
4633        d.curr_from_crossover = true;
4634    }
4635
4636    fn algorithm_builder_snapshot(&self) -> AlgorithmBuilder {
4637        let mut builder = AlgorithmBuilder {
4638            quality_escalation_counter: Some(Rc::clone(&self.quality_escalations)),
4639            ..AlgorithmBuilder::default()
4640        };
4641        apply_sqp_options(&self.options, &mut builder.sqp);
4642        apply_qp_subproblem_options(&self.options, &mut builder.sqp_qp);
4643        builder
4644    }
4645
4646    /// Refuse an explicitly set `ma57_pivtolmax` that sits below
4647    /// `ma57_pivtol`, at either option prefix.
4648    ///
4649    /// Upstream's `Ma57TSolverInterface::InitializeImpl` asserts
4650    /// `pivtolmax >= pivtol` and raises `OPTION_INVALID`, but only when
4651    /// the user set `ma57_pivtolmax` explicitly; left unset, the
4652    /// registered default is lifted to `ma57_pivtol` instead. Both
4653    /// halves are mirrored — the lifting in
4654    /// `pounce_hsl::ma57::Options::from_options_list`, the refusal here.
4655    ///
4656    /// Checked at **both** prefixes because the restoration sub-IPM
4657    /// configures its own MA57 backend from `"resto."`-scoped options
4658    /// (gh#825), so `resto.ma57_pivtolmax` can contradict
4659    /// `resto.ma57_pivtol` without the un-prefixed pair being wrong.
4660    ///
4661    /// Deliberately **not** gated on the `ma57` cargo feature or on
4662    /// `linear_solver` resolving to MA57. It is a consistency check on
4663    /// two numbers the user wrote, needs no HSL to perform, and a
4664    /// verdict that changed with a build flag would be worse than a
4665    /// consistent one — it would also be untestable in CI, which cannot
4666    /// link CoinHSL. Only an *explicitly set* `ma57_pivtolmax` can
4667    /// trigger it, so an options file that never mentions the option is
4668    /// unaffected.
4669    fn ma57_pivtol_bracket_refusal(&self) -> Option<String> {
4670        for prefix in ["", "resto."] {
4671            // `(_, true)` is the explicitly-set arm; an unset option
4672            // reports the registry default with `false` and is the
4673            // branch upstream lifts rather than refuses.
4674            let Ok((pivtolmax, true)) = self.options.get_numeric_value("ma57_pivtolmax", prefix)
4675            else {
4676                continue;
4677            };
4678            let pivtol = self
4679                .options
4680                .get_numeric_value("ma57_pivtol", prefix)
4681                .map(|(v, _)| v)
4682                .unwrap_or(1e-8);
4683            if pivtolmax < pivtol {
4684                return Some(format!(
4685                    "pounce: {prefix}ma57_pivtolmax ({pivtolmax:e}) is below \
4686                     {prefix}ma57_pivtol ({pivtol:e}). ma57_pivtolmax is the ceiling MA57 \
4687                     may raise the pivot tolerance to when it escalates for accuracy, so it \
4688                     cannot sit below the tolerance it starts from. Raise \
4689                     {prefix}ma57_pivtolmax to at least {pivtol:e}, or lower \
4690                     {prefix}ma57_pivtol."
4691                ));
4692            }
4693        }
4694        None
4695    }
4696
4697    /// Build a linear-solver factory from the application's current options,
4698    /// for the paths that do not go through `optimize_constrained`'s own
4699    /// factory plumbing — the active-set SQP driver and the post-convergence
4700    /// crossover.
4701    ///
4702    /// This used to ignore its `choice` argument and return
4703    /// `FeralSolverInterface::new()`: a default-configured FERAL, whatever the
4704    /// caller asked for. Three things were silently dropped on every SQP
4705    /// solve. `linear_solver=ma57` ran FERAL while the banner said
4706    /// `MA57 (HSL)`, so an MA57-vs-FERAL comparison on this path measured
4707    /// nothing — the same defect as gh#825, one path over. Every `feral_*`
4708    /// option (`feral_refine`, `feral_ordering`, `feral_scaling`,
4709    /// `feral_increase_quality`, …) was accepted and discarded. And
4710    /// `set_external_ordering` — whose whole purpose is to inject an ordering
4711    /// a generic algorithm cannot derive — reached the IPM and not this arm.
4712    ///
4713    /// Reads the same two snapshots and calls the same constructor the IPM
4714    /// path does, so there is one answer to "what does `linear_solver` mean"
4715    /// rather than one per algorithm.
4716    fn make_backend_factory(&self) -> LinearBackendFactory {
4717        // `RefineCarveOut::None`: this arm does not refine the unreduced system
4718        // itself, so the backend loop is the only refinement in the stack and
4719        // the interior-point carve-out's premise is false here. See
4720        // `feral_config_from_options_scoped` for the measurement.
4721        let mut feral_cfg = feral_config_from_options_scoped(&self.options, RefineCarveOut::None);
4722        // Same override, and for the same reason, as the IPM path: the
4723        // external permutation carries a vector, which no string option can
4724        // express, so it arrives through the side-channel field instead.
4725        if let Some(perm) = &self.external_ordering {
4726            feral_cfg.ordering = pounce_feral::OrderingMethod::External(perm.clone());
4727        }
4728        let ma57_cfg = ma57_config_from_options(&self.options, "");
4729        default_backend_factory_with_sink(
4730            feral_cfg,
4731            ma57_cfg,
4732            Arc::clone(&self.linsol_summary_sink),
4733        )
4734    }
4735
4736    /// Phase 3.5 auto-fallback driver.
4737    ///
4738    /// Runs the standard solve (no wrapper) first. If it ends in a
4739    /// trigger-class status (`Restoration_Failed`, `Infeasible_Problem_Detected`,
4740    /// `Solved_To_Acceptable_Level`, `Maximum_Iterations_Exceeded`, or
4741    /// `Not_Enough_Degrees_Of_Freedom`), retries transparently with
4742    /// the ℓ₁ wrapper enabled. Promotes the retry's status only if
4743    /// it returns `Solve_Succeeded`; otherwise returns the original
4744    /// status.
4745    ///
4746    /// Caveat: the user TNLP's `finalize_solution` runs once per
4747    /// attempt. When the retry doesn't promote, the user's captured
4748    /// fields hold the retry's iterate (the ℓ₁-best least-infeasible
4749    /// point) even though the returned status is the original's.
4750    /// Documented on the option's help text; tightening this is a
4751    /// Phase-4 follow-up.
4752    fn run_with_l1_fallback(&mut self, tnlp: Rc<RefCell<dyn TNLP>>) -> ApplicationReturnStatus {
4753        // First attempt: the standard IPM solve, no ℓ₁ wrapper. Only
4754        // reached for `m > 0`, so `optimize_constrained` is exact.
4755        let first_status = self.optimize_constrained(Rc::clone(&tnlp));
4756        if !is_l1_fallback_trigger(first_status) {
4757            return first_status;
4758        }
4759        // gh#987 item 6: the plain attempt's iterations are part of what this
4760        // call spent, and the retry's `optimize_constrained` resets them.
4761        let first_attempt = self.statistics.borrow().clone();
4762        // Trigger fired. Flip the wrapper option for the retry and
4763        // restore it after — keeps the user's option-table view of the
4764        // session exactly as they left it.
4765        let prev = self
4766            .options
4767            .get_string_value("l1_exact_penalty_barrier", "")
4768            .ok();
4769        let _ = self
4770            .options
4771            .set_string_value("l1_exact_penalty_barrier", "yes", true, false);
4772        let retry_status = self
4773            .run_l1_penalty_outer_loop(Rc::clone(&tnlp))
4774            .unwrap_or(ApplicationReturnStatus::InternalError);
4775        let _ = self.options.set_string_value(
4776            "l1_exact_penalty_barrier",
4777            prev.as_ref().map(|(v, _)| v.as_str()).unwrap_or("no"),
4778            true,
4779            false,
4780        );
4781        // Fold the plain attempt in ahead of the retry's passes. A retry that
4782        // never ran a pass (wrapper construction declined) leaves the plain
4783        // attempt's own statistics standing untouched.
4784        {
4785            let mut st = self.statistics.borrow_mut();
4786            if !st.passes.is_empty() {
4787                let mut head = MultiPassTotals::default();
4788                head.push_pass(&first_attempt, None, first_status);
4789                let shift = head.rows.len();
4790                let mut passes = head.passes;
4791                passes.extend(st.passes.iter().cloned().map(|mut p| {
4792                    p.first_row += shift;
4793                    p
4794                }));
4795                let mut rows = head.rows;
4796                rows.append(&mut st.iterations);
4797                st.iterations = rows;
4798                st.iteration_count += first_attempt.iteration_count;
4799                st.num_obj_evals += first_attempt.num_obj_evals;
4800                st.num_constr_evals += first_attempt.num_constr_evals;
4801                st.num_obj_grad_evals += first_attempt.num_obj_grad_evals;
4802                st.num_constr_jac_evals += first_attempt.num_constr_jac_evals;
4803                st.num_hess_evals += first_attempt.num_hess_evals;
4804                st.restoration_calls += first_attempt.restoration_calls;
4805                st.restoration_inner_iters += first_attempt.restoration_inner_iters;
4806                st.restoration_outer_iters += first_attempt.restoration_outer_iters;
4807                st.passes = passes;
4808            }
4809        }
4810        // A retry the caller's intermediate callback stopped reports the
4811        // stop: returning the first attempt's status would override it.
4812        if matches!(
4813            retry_status,
4814            ApplicationReturnStatus::SolveSucceeded | ApplicationReturnStatus::UserRequestedStop
4815        ) {
4816            retry_status
4817        } else {
4818            first_status
4819        }
4820    }
4821
4822    /// μ-strategy auto-fallback driver (pounce#138).
4823    ///
4824    /// Runs the standard solve first. If it stalls short of optimal in a
4825    /// way a μ-strategy flip can plausibly fix — `Solved_To_Acceptable_Level`
4826    /// or `Maximum_Iterations_Exceeded`, the two signatures seen on the
4827    /// princetonlib instances where the dual infeasibility parks above
4828    /// `tol` while constraint violation and complementarity are already
4829    /// deeply converged — it flips `mu_strategy` (adaptive↔monotone) and
4830    /// solves once more. The retry's status is promoted only if it returns
4831    /// `Solve_Succeeded`; otherwise the original status is returned.
4832    ///
4833    /// (maxcut/price stall at acceptable-level under adaptive; fermat2_vareps
4834    /// stalls at `max_iter` — hence both triggers. flosp2tm is μ-independent
4835    /// and correctly does not promote.)
4836    ///
4837    /// The flip direction is taken from the strategy the option table
4838    /// actually resolves to (`effective_mu_strategy_is_adaptive`):
4839    /// `adaptive` → `monotone`, otherwise → `adaptive`. Absence is not
4840    /// the same as `monotone` — under a limited-memory Hessian an unset
4841    /// `mu_strategy` resolves to `adaptive` (gh#746), and flipping the
4842    /// *registered* default there would re-run the strategy that just
4843    /// stalled. The option table is restored to the resolved view
4844    /// afterward.
4845    ///
4846    /// Caveat (shared with the ℓ₁ fallback): the user TNLP's
4847    /// `finalize_solution` runs once per attempt, so when the retry
4848    /// doesn't promote the captured fields hold the retry's iterate.
4849    fn run_with_mu_strategy_fallback(
4850        &mut self,
4851        tnlp: Rc<RefCell<dyn TNLP>>,
4852    ) -> ApplicationReturnStatus {
4853        let first_status = self.optimize_constrained(Rc::clone(&tnlp));
4854        // Which statuses are worth a second solve depends on who asked
4855        // for the retry (pounce#748).
4856        //
4857        // An explicit `mu_strategy_fallback=yes` keeps the historical
4858        // pair: the caller opted in and can afford the second solve.
4859        //
4860        // The *default*-on retry takes `Maximum_Iterations_Exceeded`
4861        // unconditionally, and `Solved_To_Acceptable_Level` only when
4862        // the caller left the convergence configuration alone
4863        // (gh #757). pounce#748 refused the latter status outright, for
4864        // three reasons; two of them are properties of a *caller-
4865        // modified* configuration, not of the status. It launders
4866        // downgrades the caller induced deliberately -- a tight
4867        // `kkt_fidelity_tol`, a certificate veto, `least_square_init_
4868        // primal` -- so the signal the option exists to produce never
4869        // reaches them. And because the retry returns the other run's
4870        // *point*, not just its status, it can hand back a different
4871        // local solution: on `autocorr_bern55-06` with the
4872        // dual-divergence guard on it swaps -2304.0000278 for
4873        // -2320.0000298 (crates/pounce-cli/tests/
4874        // issue_250_dual_guard_never_worse.rs). Both cases -- and all
4875        // five test targets the wide trigger broke -- arm a
4876        // non-default option from `TERMINATION_POLICY_OPTIONS`, so
4877        // deferring to that set preserves every one of them while
4878        // leaving a stock-options stall retryable. The third reason,
4879        // cost, stands and is the price: one extra solve on a run that
4880        // reached only the acceptable tolerance, paid to try for the
4881        // certificate. `cho_parmest` is the motivating case -- monotone
4882        // parks `inf_du` on a ~1e-6 evaluation-noise floor and misses
4883        // `tol` by 5%, taking six null steps of 1e-12 at `mu_min`,
4884        // while adaptive certifies it in 20 iterations.
4885        //
4886        // `dirichlet120`, the case that motivated turning the retry on,
4887        // stalls at `Maximum_Iterations_Exceeded`, so it is recovered
4888        // either way.
4889        let retry_worthy = match first_status {
4890            ApplicationReturnStatus::MaximumIterationsExceeded => true,
4891            // A tiny-step stop the `tiny_step_dual_stall_iters` rule released
4892            // is an iteration limit reached early: the solve had stopped
4893            // moving with its multipliers running away, and before the rule
4894            // it took the remaining budget to say so and then came here as
4895            // `Maximum_Iterations_Exceeded`. Retrying it keeps that rescue.
4896            // A tiny-step stop upstream's own rule reached (multiplier step
4897            // settled) is not retried, as before.
4898            ApplicationReturnStatus::SearchDirectionBecomesTooSmall => {
4899                self.tiny_step_dual_stall.get()
4900            }
4901            ApplicationReturnStatus::SolvedToAcceptableLevel => {
4902                self.mu_strategy_fallback_was_set() || !self.caller_set_termination_policy()
4903            }
4904            _ => false,
4905        };
4906        if !retry_worthy {
4907            return first_status;
4908        }
4909        // gh#857: decline the flip when the solve that just failed escalated
4910        // the factorization and an escalation-off re-solve is enabled.
4911        //
4912        // The mu flip is a *blind* second opinion: it changes the barrier
4913        // schedule and hopes. A `feral_increase_quality` escalation is a
4914        // *measured* fact about the run that just failed -- FERAL reroutes
4915        // which pivots are taken and never steps back down, so every
4916        // iteration after the first escalation, restoration sub-solves
4917        // included, ran on a trajectory the defaults do not describe. Flipping
4918        // `mu_strategy` while leaving that in place is not a controlled
4919        // experiment: it varies the knob that is not implicated and holds the
4920        // one that is.
4921        //
4922        // It is not free either. On `square_flowsheet_resto`'s lbfgs leg the
4923        // flip escalates 25 times all over again, burns a second full
4924        // 3000-iteration budget, and ends no better than the first -- after
4925        // which rung 4 of the second-opinion ladder converges the model in 178
4926        // with the escalation off. That is 6178 real iterations to reach an
4927        // answer that 3178 reach without the flip, and the flip contributes
4928        // nothing to it. Measured both ways: `mu_strategy=adaptive` alone
4929        // still gives 3000 with 25 escalations, and `feral_increase_quality=no`
4930        // gives 178 under *either* mu strategy.
4931        //
4932        // Why decline rather than fold the escalation off into this retry: the
4933        // backend factory is minted from an options snapshot taken by the
4934        // caller *before* `solve()`, so writing `feral_increase_quality` here
4935        // is too late to reach the retry's linear solver. `mu_strategy` is read
4936        // per-solve from the option table and is not; that asymmetry is why
4937        // this layer can only choose whether to spend the solve, not what to
4938        // spend it on.
4939        //
4940        // Restricted to `Maximum_Iterations_Exceeded`, which is exactly the
4941        // status rung 4 opens on. A `Solved_To_Acceptable_Level` exit opens no
4942        // escalation rung, so declining there would drop a retry with nothing
4943        // in its place. Gated on `feral_increase_quality_retry`, so setting
4944        // that option to `no` restores the historical behaviour on both sides
4945        // at once: no rung 4, and no decline here.
4946        //
4947        // The one place the stand-down is not paired with the rung is the
4948        // multi-start paths (`solve_nlp_batch`, the CLI's `minima` search),
4949        // which deliberately do not drive the ladder -- a failed start there is
4950        // routine and extra solves per start multiply. Those paths lose the
4951        // flip on an escalating budget exit and gain nothing back, which is the
4952        // one behaviour change here that is not a strict improvement. It is the
4953        // same trade they already take on every other rung, and for the same
4954        // reason: an escalating capped start is one of many, and doubling its
4955        // cost to re-run the trajectory the escalation governs is the worse end
4956        // of it.
4957        if matches!(
4958            first_status,
4959            ApplicationReturnStatus::MaximumIterationsExceeded
4960        ) && self.quality_escalations.get() >= 1
4961            && self
4962                .options
4963                .get_bool_value("feral_increase_quality_retry", "")
4964                .map(|(v, _found)| v)
4965                .unwrap_or(true)
4966            && self
4967                .options
4968                .get_bool_value("feral_increase_quality", "")
4969                .map(|(v, _found)| v)
4970                .unwrap_or(true)
4971        {
4972            return first_status;
4973        }
4974        // Flip the strategy for one retry. The parser maps "adaptive" →
4975        // Adaptive and every other value (incl. unset) → Monotone, so the
4976        // opposite of an explicit "adaptive" is "monotone" and the
4977        // opposite of anything else is "adaptive".
4978        let saved_mu_strategy = self.options.snapshot_entry("mu_strategy");
4979        let was_adaptive = self.effective_mu_strategy_is_adaptive();
4980        let flipped = if was_adaptive { "monotone" } else { "adaptive" };
4981        // Unwind cover only; the normal path restores the same snapshot
4982        // below. A panic in the retry used to leave the flipped strategy in
4983        // the option table of an application `ffi_guard` keeps.
4984        let mut scope = RetryOptionScope::enter(self, &["mu_strategy"], true);
4985        let _ = scope
4986            .options
4987            .set_string_value("mu_strategy", flipped, true, false);
4988        // Floor the *answer*, not just the status (pounce#870).
4989        //
4990        // The promote-only-on-`Solve_Succeeded` rule below has always floored
4991        // the status. It did not floor the point, and the point is what the
4992        // caller consumes: `optimize_constrained` calls the user TNLP's
4993        // `finalize_solution` once per attempt, so a retry that fails to
4994        // promote still overwrites the answer with its own iterate, and the
4995        // statistics with its own residuals. The result is a status describing
4996        // one attempt attached to a point from another.
4997        //
4998        // Measured on a random corpus of 1200 nonconvex models, 20 of them
4999        // (1.7%) returned a materially worse point under an unchanged status,
5000        // the worst flipping sign: a `Maximum_Iterations_Exceeded` exit went
5001        // from -2.38e7 to +7.89e7, and a `Solved_To_Acceptable_Level` one from
5002        // -3.83e7 to +3.41e5 while its reported `final_kkt_error` rose to
5003        // 2.85e-4 — 285x the `acceptable_tol` its own status names, so the
5004        // report contradicted itself. The known example on record understated
5005        // it by three orders: `autocorr_bern55-06` swapping -2304.0000278 for
5006        // -2320.0000298 is the same defect at 0.07%.
5007        //
5008        // This is the floor idiom the rest of the codebase already uses for a
5009        // bet it might lose — `honour_neg_curv_floor` (gh#797),
5010        // `honour_decline_floor` (gh#534), `honour_best_acceptable_after_dual_
5011        // guard` — applied to the one bet that was only half-floored.
5012        //
5013        // Not extended to `run_with_l1_fallback`, which carries the same
5014        // caveat in its doc comment but is NOT the same call: its retry
5015        // deliberately reports the l1-best least-infeasible point, which the
5016        // option help calls informative in its own right. Changing that needs
5017        // its own measurement.
5018        let solution_floor = scope.last_finalize.borrow().clone();
5019        let certificate_floor = SolutionCertificate::of(&scope.statistics.borrow());
5020        let trace_floor = *scope.last_iter_stats.borrow();
5021        // gh#1042 C1: the first attempt's verdict and cost, recorded before
5022        // the re-solve overwrites the statistics. A promoted re-solve reports
5023        // its own `iteration_count` and `restoration_calls` only, and without
5024        // this nothing says the first attempt got worse.
5025        let mut record = {
5026            let st = scope.statistics.borrow();
5027            pounce_nlp::MuStrategyFallbackRecord {
5028                base_status: first_status.upstream_name().to_string(),
5029                base_iteration_count: st.iteration_count,
5030                base_restoration_calls: st.restoration_calls,
5031                base_objective: st.final_objective,
5032                retry_mu_strategy: flipped.to_string(),
5033                ..Default::default()
5034            }
5035        };
5036        *scope.mu_strategy_fallback_record.borrow_mut() = Some(record.clone());
5037        let retry_status = scope.optimize_constrained(Rc::clone(&tnlp));
5038        record.retry_status = retry_status.upstream_name().to_string();
5039        record.retry_iteration_count = scope.statistics.borrow().iteration_count;
5040        record.promoted = matches!(retry_status, ApplicationReturnStatus::SolveSucceeded);
5041        *scope.mu_strategy_fallback_record.borrow_mut() = Some(record.clone());
5042        // Put the entry back exactly as it was, absence as absence. Writing
5043        // the resolved strategy back instead marked it caller-set, and a
5044        // caller-set `mu_strategy` switches this fallback off
5045        // (`is_mu_strategy_fallback_enabled`): every later solve on the same
5046        // application lost it, which the declared-complementarity driver --
5047        // one application, every stage -- hit whenever an early stage fell
5048        // back. An unset entry still resolves the same way, so the view the
5049        // write-back was preserving is unchanged.
5050        scope
5051            .options
5052            .restore_entry("mu_strategy", saved_mu_strategy);
5053        drop(scope);
5054        self.statistics.borrow_mut().mu_strategy_fallback = Some(record);
5055        // A retry the caller's intermediate callback stopped reports the
5056        // stop, at the point it stopped: the first attempt's status would
5057        // override the request.
5058        if matches!(
5059            retry_status,
5060            ApplicationReturnStatus::SolveSucceeded | ApplicationReturnStatus::UserRequestedStop
5061        ) {
5062            return retry_status;
5063        }
5064        // The bet lost. Put the first attempt's answer back, so the point and
5065        // the statistics describe the same solve the returned status does.
5066        //
5067        // `finalize_solution` therefore runs once more than the number of
5068        // attempts on this path. That is deliberate, and is the cheaper of the
5069        // two corrections: withholding the retry's `finalize_solution` until it
5070        // is known to promote would deprive a caller that watches the callback
5071        // of the retry's progress, and buys nothing, since the retry's payload
5072        // is discarded either way.
5073        if let Some(floor) = solution_floor {
5074            tracing::debug!(target: "pounce::algorithm",
5075                "[POUNCE] the mu_strategy_fallback retry did not promote \
5076                 ({:?} is not Solve_Succeeded); restoring the first attempt's \
5077                 solution and statistics alongside its status (pounce#870).",
5078                retry_status);
5079            self.restore_floor(&floor, &tnlp);
5080            certificate_floor.restore_into(&mut self.statistics.borrow_mut());
5081            // Third sink: the per-iteration trace. Consumers accumulate that
5082            // themselves from `intermediate_callback` — the CasADi plugin
5083            // pushes into its own vectors and clears once per `nlpsol` call —
5084            // so POUNCE cannot rewind it, and both attempts concatenate into
5085            // one trace. Restoring the certificate without touching the trace
5086            // leaves the reported numbers describing attempt 1 while the trace
5087            // ends on the retry, which breaks the invariant
5088            // `casadi/test_parity.py` states outright: "The final numbers and
5089            // the end of the trace are the same quantities, and must not come
5090            // from two different places."
5091            //
5092            // Re-emitting the winning attempt's final row restores it. It is
5093            // the trace analogue of `FinalizeSnapshot::replay` above, and it
5094            // makes the property hold by construction rather than by hoping a
5095            // consumer resets on an attempt boundary — nothing in the callback
5096            // contract marks one, and gh#634 is what happens when a consumer
5097            // has to guess the scope of a trace.
5098            //
5099            // The row is a real iterate that was already sent once, not a
5100            // synthesized one, so a trace still contains only points the solver
5101            // actually visited.
5102            // The replayed row is the reported answer's last iterate, so a
5103            // `false` here is a stop request on it, honored as a solve's
5104            // final-iterate stop is.
5105            if let Some(stats) = trace_floor {
5106                if !tnlp.borrow_mut().intermediate_callback(
5107                    stats,
5108                    &TnlpIpoptData::default(),
5109                    &TnlpIpoptCq::default(),
5110                ) {
5111                    return ApplicationReturnStatus::UserRequestedStop;
5112                }
5113            }
5114        }
5115        first_status
5116    }
5117
5118    /// Is the gh#884 biactive dual-divergence retry enabled? Default
5119    /// `yes`; `dual_divergence_retry=no` is the kill switch, and
5120    /// restores the pre-gh#884 behaviour outright (no detector cost, no
5121    /// second solve, and the base attempt's verdict returned unchanged).
5122    fn is_dual_divergence_retry_enabled(&self) -> bool {
5123        self.options
5124            .get_bool_value("dual_divergence_retry", "")
5125            .map(|(v, _found)| v)
5126            .unwrap_or(true)
5127    }
5128
5129    /// gh#884: throw the iterate away and solve again from scratch with
5130    /// `perturb_always_cd` on, when the base solve settled its primal
5131    /// while its multipliers ran away.
5132    ///
5133    /// # The defect
5134    ///
5135    /// On an MPCC lowered through an exact complementarity product
5136    /// `G·H = 0`, a pair that is **biactive** at the solution — both
5137    /// `G` and `H` zero — leaves that row's gradient
5138    /// `H∇G + G∇H` identically zero. The row is still there, so its
5139    /// multiplier is *arbitrary* rather than nonexistent, and the IPM
5140    /// drives it to infinity while the primal iterate sits on the
5141    /// answer. Because the convergence verdict is reached on an
5142    /// `s_d`-normalised aggregate and `s_d` grows with the mean
5143    /// multiplier magnitude, the aggregate reads clean: MacMPEC's
5144    /// `qpec_small` under `ncp_eq`/`prod_eq` reported
5145    /// `Solved_To_Acceptable_Level` at an *unscaled* dual infeasibility
5146    /// of `7.9e+04`.
5147    ///
5148    /// # Why a retry rather than a gate
5149    ///
5150    /// Four other shapes of fix were measured and rejected — a Hessian
5151    /// sparsity hypothesis, engaging `delta_c` *in flight*, flipping
5152    /// `perturb_always_cd` on globally, and putting a dual ceiling on
5153    /// the acceptable-level gate. `dev-notes/mpcc-biactive-dual-
5154    /// divergence.md` records all four with numbers. The short version:
5155    /// by the time the runaway is visible this iterate is unrecoverable,
5156    /// so the only action left is to *stop using it*; and the remedy
5157    /// that works — `perturb_always_cd=yes` — is measured to return a
5158    /// wrong answer reported as success on `ralph1`
5159    /// (`Solve_Succeeded` at `f = -2.71e-5`, below `f* = 0`), so it
5160    /// cannot be turned on for everyone.
5161    ///
5162    /// **The detector is therefore the entire safety barrier**, and the
5163    /// promotion gate below is the second one. `ralph1` is exactly the
5164    /// model the detector must not fire on, and
5165    /// `IpoptAlgorithm`'s scale-relative step floor is what keeps it
5166    /// from doing so: `qpec_small` settles to `4.3e-8` while `ralph1`
5167    /// bottoms out at `7.2e-3`, five orders apart.
5168    ///
5169    /// # The gate
5170    ///
5171    /// The retry's verdict replaces the base one only when **all** of:
5172    ///
5173    /// 1. the base attempt saw the signature (a converged primal, a step
5174    ///    at zero, and an unscaled `‖∇L‖∞` far above `dual_inf_tol`, all
5175    ///    at one iterate — see `IpoptAlgorithm::dual_divergence_signature`);
5176    /// 2. the base status is `Solved_To_Acceptable_Level` or
5177    ///    `Restoration_Failed` — the two verdicts the vanishing-gradient
5178    ///    row produces directly. Generic exhaustion exits are excluded;
5179    ///    `deb7` under L-BFGS is why, and the reason is in the code
5180    ///    below;
5181    /// 3. the retry returns `Solve_Succeeded`;
5182    /// 4. the retry's claimed success is **real in the model's own
5183    ///    units** — unscaled KKT error at or below `tol`-scale, which is
5184    ///    the property the base attempt failed and the whole point of
5185    ///    the issue;
5186    /// 5. the retry's unscaled KKT error is *strictly better* than the
5187    ///    base attempt's.
5188    ///
5189    /// Otherwise the base attempt's status, point and statistics are all
5190    /// put back, by the same three-sink floor
5191    /// [`Self::run_with_mu_strategy_fallback`] uses and for the same
5192    /// reason (pounce#870): a status describing one attempt attached to
5193    /// a point from another is worse than either.
5194    fn run_with_dual_divergence_retry(
5195        &mut self,
5196        tnlp: Rc<RefCell<dyn TNLP>>,
5197    ) -> ApplicationReturnStatus {
5198        let first_status = self.dispatch_standard_solve(Rc::clone(&tnlp));
5199        if !self.dual_divergence_signature.get() {
5200            return first_status;
5201        }
5202        // Which base verdicts this remedy is *for*.
5203        //
5204        // Two, and the narrowing was bought with a measurement. The
5205        // detector is a statement about the iterate; it is not a
5206        // statement that `perturb_always_cd` will help. `deb7` under
5207        // L-BFGS is the corpus case that separates the two: the
5208        // signature is real there — iteration 346, scale-relative step
5209        // `6.5e-6`, `inf_pr` `3.0e-12`, unscaled `inf_du` `9.2e5`,
5210        // which is an order *above* the gh#884 reproducer's `7.9e4`, so
5211        // no dual floor excludes it, and the step conjunct separates the
5212        // two only by fitting the default onto one fixture and spending
5213        // the margin that holds `ralph1` out — and the retry still does
5214        // not work: 3000 iterations to
5215        // `Maximum_Iterations_Exceeded` at an unscaled KKT error of
5216        // `6.7e1` against the base attempt's `9.9e1`. Pure cost, 4x the
5217        // base trajectory, on a fixture whose verdict does not move.
5218        //
5219        // The exclusion is by *status*, so it is only as complete as the
5220        // status is stable, and on this very fixture it is not. `deb7`
5221        // reaches `Error_In_Step_Computation` at default options and is
5222        // out; under `limited_memory_ls_failure_restarts=1` (gh#818's
5223        // rung, off by default) it reaches `Restoration_Failed` instead
5224        // and is therefore *in*. It used to pay exactly the cost above
5225        // there — 6.1 s to 25.2 s wall clock for the same
5226        // `Restoration_Failed` verdict and a declined retry, which is
5227        // gh#887. That is the price of scoping by status rather than by
5228        // model, and it is why the second gate below scopes by the
5229        // *answer* instead: `deb7` now declines before spending
5230        // anything. The status scope is kept because it is cheap and
5231        // reads on the verdict a caller sees, but it is not what is
5232        // being relied on.
5233        //
5234        // What separates them is the *status*, and it separates them
5235        // for a reason rather than by luck:
5236        //
5237        //  * `Solved_To_Acceptable_Level` is gh#884 verbatim — the
5238        //    runaway laundered itself through `s_d` into a success.
5239        //  * `Restoration_Failed` is the same defect one step earlier:
5240        //    the rows whose gradients vanished drive the solve into
5241        //    restoration, and restoration cannot repair a row that has
5242        //    no gradient. It is where the `qpec_small` TNLP fixture
5243        //    lands (unscaled KKT `3.3e11`).
5244        //  * `Error_In_Step_Computation` and
5245        //    `Maximum_Iterations_Exceeded` are generic exhaustion
5246        //    exits. Every hard model reaches them, for every reason.
5247        //    Retrying *those* is not "repair the runaway", it is "try
5248        //    again harder" — which is what `mu_strategy_fallback` and
5249        //    the second-opinion ladder already are, and `deb7` is what
5250        //    that costs.
5251        //
5252        // `Solve_Succeeded` is excluded because it is already the best
5253        // verdict available and its certificate has already been
5254        // checked in the model's own units; there is nothing to buy.
5255        //
5256        // Worst-case cost is therefore one extra solve under the
5257        // caller's own `max_iter` — the same contract
5258        // `run_with_mu_strategy_fallback` already has.
5259        //
5260        // Deliberately **not** deferred to `TERMINATION_POLICY_OPTIONS`
5261        // the way the μ flip's acceptable-level trigger is (gh#757).
5262        // That deferral exists because the μ flip returns a different
5263        // *local solution*, so laundering a caller's deliberate
5264        // downgrade loses a signal they asked for. This retry cannot:
5265        // conjunct 4 requires the promoted answer to satisfy the KKT
5266        // conditions in the model's own units, which a downgrade the
5267        // caller induced on purpose does not. And the gh#884 reproducer
5268        // sets `tol=1e-8` explicitly, so deferring would decline the
5269        // retry on the one case the issue is about.
5270        let retry_worthy = matches!(
5271            first_status,
5272            ApplicationReturnStatus::SolvedToAcceptableLevel
5273                | ApplicationReturnStatus::RestorationFailed
5274        );
5275        if !retry_worthy {
5276            return first_status;
5277        }
5278        let base_unscaled_kkt = self.statistics.borrow().final_unscaled_kkt_error;
5279        // The runaway has to be the *whole* residual of the answer being
5280        // reported.
5281        //
5282        // The detector is a statement about an *iterate*, and the iterate
5283        // it fires on need not be the one the solve ends at. A run can
5284        // pass through a settled point with a diverged multiplier, work
5285        // its way back down, and report something ordinary — and then
5286        // there is nothing left here for `perturb_always_cd` to repair,
5287        // whatever the trajectory did in the middle. This is what makes
5288        // "one extra solve" a cost the caller only pays on a run that
5289        // still *exhibits* the defect (gh#887).
5290        //
5291        // The test is `runaway_is_the_whole_residual`, which reads only
5292        // the reported answer and only as a ratio within it; its doc
5293        // comment carries the rule and the measured populations.
5294        let (base_viol, base_compl) = {
5295            let st = self.statistics.borrow();
5296            (st.final_unscaled_constr_viol, st.final_unscaled_compl)
5297        };
5298        let base_dual_inf = self.statistics.borrow().final_unscaled_dual_inf;
5299        if !runaway_is_the_whole_residual(
5300            base_dual_inf,
5301            base_viol,
5302            base_compl,
5303            self.options
5304                .get_numeric_value("dual_divergence_retry_du_floor", "")
5305                .map(|(v, _)| v)
5306                .unwrap_or(DUAL_DIV_RETRY_DU_FLOOR),
5307        ) {
5308            tracing::debug!(target: "pounce::algorithm",
5309                "[POUNCE] gh#884: the signature fired mid-trajectory, but the \
5310                 answer being reported is not a converged point with a runaway \
5311                 multiplier — unscaled dual {:.3e} against viol {:.3e} and \
5312                 complementarity {:.3e}. Nothing here for perturb_always_cd to \
5313                 repair, so no retry (gh#887).",
5314                base_dual_inf, base_viol, base_compl);
5315            return first_status;
5316        }
5317        // Floor all three sinks — solution payload, certificate, and the
5318        // last trace row — exactly as the μ fallback does (pounce#870).
5319        let solution_floor = self.last_finalize.borrow().clone();
5320        let certificate_floor = SolutionCertificate::of(&self.statistics.borrow());
5321        let trace_floor = *self.last_iter_stats.borrow();
5322        tracing::debug!(target: "pounce::algorithm",
5323            "[POUNCE] gh#884: the primal settled while the multipliers ran away \
5324             (base {:?}, unscaled KKT {:.3e}); re-solving from scratch with \
5325             perturb_always_cd=yes.",
5326            first_status, base_unscaled_kkt);
5327        let saved_cd = self.options.snapshot_entry("perturb_always_cd");
5328        // Unwind cover only, as for the μ-strategy fallback; the normal path
5329        // restores the same snapshot below.
5330        let mut scope = RetryOptionScope::enter(self, &["perturb_always_cd"], true);
5331        let _ = scope
5332            .options
5333            .set_string_value("perturb_always_cd", "yes", true, false);
5334        let mark = scope.begin_counted_resolve();
5335        let retry_status = scope.dispatch_standard_solve(Rc::clone(&tnlp));
5336        scope.end_counted_resolve(mark);
5337        // Exactly as it was, absence as absence, so a later solve on the
5338        // same application does not read a caller-set `no`.
5339        scope.options.restore_entry("perturb_always_cd", saved_cd);
5340        drop(scope);
5341        // A retry the caller's intermediate callback stopped reports the
5342        // stop, at the point it stopped; the comparison below would put the
5343        // first attempt's status back over the request.
5344        if retry_status == ApplicationReturnStatus::UserRequestedStop {
5345            return retry_status;
5346        }
5347        let retry_unscaled_kkt = self.statistics.borrow().final_unscaled_kkt_error;
5348        let retry_viol = self.statistics.borrow().final_unscaled_constr_viol;
5349        // Conjuncts 3, 4 and 5. Conjunct 4 is the one that distinguishes
5350        // this gate from every other promote-on-`Solve_Succeeded` retry
5351        // in this file: the base attempt's defect *was* a status that its
5352        // own unscaled residual contradicts, so promoting on the status
5353        // alone would reproduce the bug one attempt later.
5354        let accept_tol = self.dual_divergence_retry_accept_tol();
5355        let claimed_success_is_real = (retry_unscaled_kkt <= accept_tol
5356            && retry_viol <= accept_tol)
5357            || retry_certificate_dominates(
5358                base_unscaled_kkt,
5359                retry_unscaled_kkt,
5360                retry_viol,
5361                accept_tol,
5362            );
5363        // Conjuncts 6 and 7 — see `retry_answer_is_admissible`. Everything
5364        // above this line ranks the two attempts on their *certificates*;
5365        // this ranks them as *answers*, which is what a caller receives.
5366        // Without it a better multiplier is allowed to buy a worse point:
5367        // measured, `-13.0057 -> -1.2072` on a random QPEC, and
5368        // `+1.82e-09 -> -6.61e-05` on `scholtes4`, whose `f*` is exactly 0.
5369        let retry_obj = self.statistics.borrow().final_objective;
5370        // `obj_scaling_factor < 0` is how a maximization is posed, and
5371        // `final_objective` is the user's signed objective, so the
5372        // comparison direction has to follow it (R2).
5373        let sense = if self
5374            .options
5375            .get_numeric_value("obj_scaling_factor", "")
5376            .map(|(v, _)| v)
5377            .unwrap_or(1.0)
5378            < 0.0
5379        {
5380            -1.0
5381        } else {
5382            1.0
5383        };
5384        let answer_is_admissible = retry_answer_is_admissible(
5385            certificate_floor.objective,
5386            certificate_floor.unscaled_constr_viol,
5387            retry_obj,
5388            retry_viol,
5389            self.dual_divergence_retry_accept_tol(),
5390            sense,
5391        );
5392        let promote = matches!(retry_status, ApplicationReturnStatus::SolveSucceeded)
5393            && claimed_success_is_real
5394            && retry_unscaled_kkt < base_unscaled_kkt
5395            && answer_is_admissible;
5396        // Say on the console which of the two answers shipped.
5397        //
5398        // The per-attempt end summary cannot: `emit_end_summary` runs
5399        // inside `optimize_constrained`, once per attempt, and the
5400        // promotion is decided after the last of them. So a summary that
5401        // reported the promotion would report `false` on the very run that
5402        // promotes, contradicting the JSON report written from the same
5403        // statistics. The summary reports the *signature*, which is true
5404        // when it prints; this line reports the *outcome*, printed once,
5405        // where it is known.
5406        //
5407        // Gated on `print_level >= 1`, matching `emit_end_summary` — the
5408        // block this line follows.
5409        let console_output = match self.options.get_integer_value("print_level", "") {
5410            Ok((v, true)) => v >= 1,
5411            _ => true,
5412        };
5413        if console_output {
5414            println!();
5415            if promote {
5416                println!(
5417                    "gh#884 dual-divergence retry: promoted — unscaled KKT error \
5418                     {base_unscaled_kkt:.4e} -> {retry_unscaled_kkt:.4e}."
5419                );
5420            } else if !answer_is_admissible {
5421                // A distinct line, because this decline looks like a
5422                // contradiction otherwise: the retry converged, its
5423                // certificate is clean, and it was still refused. Say
5424                // which of the two rules refused it and on what numbers,
5425                // so the reader is not left comparing KKT errors that
5426                // had nothing to do with it.
5427                println!(
5428                    "gh#884 dual-divergence retry: declined on the ANSWER, not the \
5429                     certificate — the retry converged (unscaled KKT error \
5430                     {retry_unscaled_kkt:.4e} against the base attempt's \
5431                     {base_unscaled_kkt:.4e}) but its objective {retry_obj:.8e} at \
5432                     constraint violation {retry_viol:.4e} is not admissible next to \
5433                     the base attempt's {:.8e} at {:.4e}; the base attempt's answer \
5434                     is the one reported.",
5435                    certificate_floor.objective, certificate_floor.unscaled_constr_viol
5436                );
5437            } else {
5438                println!(
5439                    "gh#884 dual-divergence retry: declined ({retry_status:?}, \
5440                     unscaled KKT error {retry_unscaled_kkt:.4e} against the base \
5441                     attempt's {base_unscaled_kkt:.4e}); the base attempt's answer \
5442                     is the one reported."
5443                );
5444            }
5445        }
5446        if promote {
5447            self.dual_divergence_retry_promoted.set(true);
5448            self.statistics.borrow_mut().dual_divergence_retry_promoted = true;
5449            tracing::debug!(target: "pounce::algorithm",
5450                "[POUNCE] gh#884: the retry promoted — unscaled KKT {:.3e} \
5451                 (base {:.3e}).",
5452                retry_unscaled_kkt, base_unscaled_kkt);
5453            return retry_status;
5454        }
5455        if let Some(floor) = solution_floor {
5456            tracing::debug!(target: "pounce::algorithm",
5457                "[POUNCE] gh#884: the retry did not promote ({:?}, unscaled KKT \
5458                 {:.3e} vs base {:.3e}); restoring the first attempt's solution \
5459                 and statistics alongside its status.",
5460                retry_status, retry_unscaled_kkt, base_unscaled_kkt);
5461            self.restore_floor(&floor, &tnlp);
5462            certificate_floor.restore_into(&mut self.statistics.borrow_mut());
5463            // The signature belongs to the attempt whose numbers are now
5464            // reported, and `certificate_floor` does not carry it.
5465            self.statistics.borrow_mut().dual_divergence_signature = true;
5466            // The replayed row is the reported answer's last iterate, so a
5467            // `false` here is a stop request on it, honored as a solve's
5468            // final-iterate stop is.
5469            if let Some(stats) = trace_floor {
5470                if !tnlp.borrow_mut().intermediate_callback(
5471                    stats,
5472                    &TnlpIpoptData::default(),
5473                    &TnlpIpoptCq::default(),
5474                ) {
5475                    return ApplicationReturnStatus::UserRequestedStop;
5476                }
5477            }
5478        }
5479        first_status
5480    }
5481
5482    /// Is the gh#983 solve-quality audit enabled? Default `yes`;
5483    /// `solve_quality_audit=no` restores the pre-gh#983 behaviour (no
5484    /// re-scale retry, no `warnings`).
5485    fn is_solve_quality_audit_enabled(&self) -> bool {
5486        self.options
5487            .get_bool_value("solve_quality_audit", "")
5488            .map(|(v, _found)| v)
5489            .unwrap_or(true)
5490    }
5491
5492    /// gh#983 items 2 and 3: audit a success verdict against the *model's
5493    /// own* scale, re-solve once when the scaling is what is wrong, and say
5494    /// so in `statistics.warnings` when it is not fixed.
5495    ///
5496    /// The strict gate judges a scaled aggregate. Gradient-based scaling
5497    /// measures the objective gradient once, at the starting point, and
5498    /// freezes the factor; it also only ever scales *down*. Two failures
5499    /// follow, one on each side, and neither is visible to a gate that reads
5500    /// the scaled space:
5501    ///
5502    /// * **Frozen at a huge-gradient start** (LJ7 from a start whose gradient
5503    ///   is `3e8`): the factor is `3e-7`, the scaled test passes at a point
5504    ///   whose unscaled stationarity residual is `2.9e-2`, and no amount of
5505    ///   continued iteration under that factor improves it
5506    ///   (`obj_scale_certificate_threshold` already tries, and its budget is
5507    ///   spent). The fix is the one the issue names: re-evaluate the scaling
5508    ///   *at the returned point*, where the gradient is small, and solve
5509    ///   again from there.
5510    /// * **Small user objective** (profit in M$/L, gradient `1e-5`): nothing
5511    ///   scales up, so the absolute complementarity floor `~mu` is a
5512    ///   `2.5e-4` fraction of the objective gradient and the answer sits
5513    ///   `4.7e-4` (relative) off the optimum on an active bound. The retry
5514    ///   multiplies the objective by `1/max|grad f|` and solves again from
5515    ///   the returned point.
5516    ///
5517    /// Both retries are *bets that are tested*, floored exactly like the
5518    /// gh#884 and mu-strategy retries: the retry is promoted only when it
5519    /// returns a clean verdict, its unscaled KKT error is no worse, its
5520    /// complementarity (small-objective case) or unscaled KKT error (frozen
5521    /// case) is strictly better, and its answer is admissible next to the
5522    /// base attempt's. Otherwise the base attempt's status, point and
5523    /// statistics are restored and a structured warning is attached.
5524    fn audit_solve_quality(
5525        &mut self,
5526        tnlp: Rc<RefCell<dyn TNLP>>,
5527        first_status: ApplicationReturnStatus,
5528    ) -> ApplicationReturnStatus {
5529        if !self.is_solve_quality_audit_enabled()
5530            || !matches!(
5531                first_status,
5532                ApplicationReturnStatus::SolveSucceeded
5533                    | ApplicationReturnStatus::SolvedToAcceptableLevel
5534            )
5535        {
5536            return first_status;
5537        }
5538        let num = |name: &str, default: Number| -> Number {
5539            self.options
5540                .get_numeric_value(name, "")
5541                .ok()
5542                .and_then(|(v, f)| f.then_some(v))
5543                .unwrap_or(default)
5544        };
5545        let acceptable_tol = num("acceptable_tol", 1e-6);
5546        let masked_threshold = num("obj_scale_certificate_threshold", 1e-4);
5547        // `equilibration-based` is registered but pounce runs it as
5548        // gradient-based (see `algorithm_builder_from_options`), so it gets the
5549        // gradient-based audit.
5550        let gradient_based = self
5551            .options
5552            .get_string_value("nlp_scaling_method", "")
5553            .ok()
5554            .and_then(|(v, f)| f.then_some(v))
5555            .map(|v| v == "gradient-based" || v == "equilibration-based")
5556            .unwrap_or(true);
5557        let base = self.statistics.borrow().clone();
5558        // gh#983 review item 2: measure the objective gradient at the point
5559        // being returned, so the audit asks what re-evaluating the scaling
5560        // *there* would do instead of keying on the start alone.
5561        let final_grad_max = self
5562            .last_finalize
5563            .borrow()
5564            .as_ref()
5565            .and_then(|f| {
5566                let mut g = vec![0.0; f.x.len()];
5567                tnlp.borrow_mut()
5568                    .eval_grad_f(&f.x, true, &mut g)
5569                    .then(|| g.iter().fold(0.0_f64, |m, v| m.max(v.abs())))
5570            })
5571            .unwrap_or(Number::NAN);
5572        let rescaled_obj_scale = if final_grad_max.is_finite() {
5573            pounce_nlp::orig_ipopt_nlp::gradient_obj_scale(
5574                final_grad_max,
5575                num("nlp_scaling_max_gradient", 100.0),
5576                num("nlp_scaling_min_value", 1e-8),
5577                num("nlp_scaling_obj_target_gradient", 0.0),
5578            )
5579        } else {
5580            Number::NAN
5581        };
5582        let input = ScaleAuditInput {
5583            tol: num("tol", 1e-8),
5584            obj_scale: base.final_obj_scaling_factor,
5585            rescaled_obj_scale,
5586            start_grad_max: base.start_obj_grad_max,
5587            final_grad_max,
5588            unscaled_kkt: base.final_unscaled_kkt_error,
5589            unscaled_compl: base.final_unscaled_compl,
5590            acceptable_tol,
5591            masked_threshold,
5592            warm_start: self
5593                .options
5594                .get_bool_value("warm_start_init_point", "")
5595                .map(|(v, _)| v)
5596                .unwrap_or(false),
5597        };
5598        let grad_scale = input.grad_scale();
5599        let trigger = scale_audit_trigger(input);
5600        let mut status = first_status;
5601        match trigger {
5602            Some(ScaleAudit::SmallObjective) => {
5603                self.statistics
5604                    .borrow_mut()
5605                    .warnings
5606                    .push(scale_audit_warning(
5607                        ScaleAudit::SmallObjective,
5608                        &base,
5609                        grad_scale,
5610                        acceptable_tol,
5611                        "",
5612                    ));
5613            }
5614            Some(kind) if gradient_based && !self.debugger_attached.get() => {
5615                status = self.run_scale_retry(tnlp, first_status, kind, grad_scale);
5616            }
5617            Some(kind) if gradient_based => {
5618                // Same caveat as below, different reason: the re-solve would
5619                // run after the debugger's final pause, unobserved.
5620                self.statistics
5621                    .borrow_mut()
5622                    .warnings
5623                    .push(scale_audit_warning(
5624                        kind,
5625                        &base,
5626                        grad_scale,
5627                        acceptable_tol,
5628                        "was not attempted: the interactive debugger is attached",
5629                    ));
5630            }
5631            Some(kind) => {
5632                // The caller owns the scaling (`none` / `user-scaling`): not ours
5633                // to override, but the verdict still deserves its caveat.
5634                self.statistics
5635                    .borrow_mut()
5636                    .warnings
5637                    .push(scale_audit_warning(
5638                        kind,
5639                        &base,
5640                        grad_scale,
5641                        acceptable_tol,
5642                        "was not attempted: nlp_scaling_method is not gradient-based",
5643                    ));
5644            }
5645            None => {}
5646        }
5647        status
5648    }
5649
5650    /// gh#983 review items 1 and 3: the verdict-level half of the audit, run
5651    /// **once**, on the run whose point is being returned -- after every
5652    /// retry and fallback has decided.
5653    ///
5654    /// * The item-5 downgrade (a strict verdict on a run that saw the gh#884
5655    ///   signature and still carries an unscaled dual infeasibility above
5656    ///   `max(acceptable_tol, 1e-3)`) used to run inside each attempt, so it
5657    ///   could turn a base `Solve_Succeeded` into the acceptable level *before*
5658    ///   the gh#884 retry decided, reopening that retry for a case it was
5659    ///   deliberately not widened to; and it read the cumulative signature, so
5660    ///   a promoted mu-fallback run that never showed it was downgraded for its
5661    ///   discarded sibling. It now reads
5662    ///   `returned_run_dual_divergence_signature`, which the certificate floor
5663    ///   saves and restores with the rest of the run's tally.
5664    /// * The model-scale caveats ([`quality_warnings`]) are attached here, and
5665    ///   deduplicated by code, so a code appears at most once.
5666    fn finalize_quality_verdict(
5667        &mut self,
5668        status: ApplicationReturnStatus,
5669    ) -> ApplicationReturnStatus {
5670        if !self.is_solve_quality_audit_enabled() {
5671            return status;
5672        }
5673        let acceptable_tol = self.dual_divergence_retry_accept_tol();
5674        let mut status = status;
5675        if matches!(status, ApplicationReturnStatus::SolveSucceeded) {
5676            let (sig, du, du_scale) = {
5677                let st = self.statistics.borrow();
5678                (
5679                    st.returned_run_dual_divergence_signature,
5680                    st.final_unscaled_dual_inf,
5681                    st.final_unscaled_dual_scale,
5682                )
5683            };
5684            // gh#983 item 5. `1e-3` is `UNSCALED_DUAL_WARN`; the measured
5685            // population behind it is in that constant's doc. A residual at
5686            // the rounding floor of its own terms is not evidence of a miss
5687            // (gh#1000, II.22): see `UNSCALED_DUAL_ROUNDOFF_ULPS`.
5688            if sig
5689                && du.is_finite()
5690                && du > acceptable_tol.max(UNSCALED_DUAL_WARN)
5691                && !unscaled_dual_inf_is_roundoff(du, du_scale)
5692            {
5693                status = ApplicationReturnStatus::SolvedToAcceptableLevel;
5694                push_warning_once(
5695                    &mut self.statistics.borrow_mut().warnings,
5696                    format!(
5697                        "unscaled_dual_inf_above_acceptable: the run saw a settled primal with a \
5698                         runaway multiplier (gh#884) and the returned point's unscaled dual \
5699                         infeasibility is {du:.2e}, above {:.0e}; the status is downgraded from \
5700                         Solve_Succeeded to Solved_To_Acceptable_Level",
5701                        acceptable_tol.max(UNSCALED_DUAL_WARN)
5702                    ),
5703                );
5704            }
5705        }
5706        let st = self.statistics.borrow().clone();
5707        let extra = quality_warnings(
5708            status,
5709            st.final_unscaled_dual_inf,
5710            st.final_unscaled_dual_scale,
5711            self.options
5712                .get_numeric_value("dual_inf_tol", "")
5713                .map(|(v, _)| v)
5714                .unwrap_or(1.0),
5715            acceptable_tol,
5716            self.options
5717                .get_numeric_value("bound_relax_factor", "")
5718                .is_ok_and(|(v, _)| v == 0.0),
5719        );
5720        let mut sm = self.statistics.borrow_mut();
5721        for w in extra {
5722            push_warning_once(&mut sm.warnings, w);
5723        }
5724        status
5725    }
5726
5727    /// The variable box `tnlp` declares, `(x_L, x_U)` in its own (full-x)
5728    /// space -- the space a `finalize_solution` payload is in. `None` if the
5729    /// TNLP declines to say.
5730    fn declared_x_box(&self, tnlp: &Rc<RefCell<dyn TNLP>>) -> Option<(Vec<Number>, Vec<Number>)> {
5731        let mut t = tnlp.borrow_mut();
5732        let info = t.get_nlp_info()?;
5733        let (n, m) = (info.n.max(0) as usize, info.m.max(0) as usize);
5734        let (mut x_l, mut x_u) = (vec![0.0; n], vec![0.0; n]);
5735        let (mut g_l, mut g_u) = (vec![0.0; m], vec![0.0; m]);
5736        t.get_bounds_info(BoundsInfo {
5737            x_l: &mut x_l,
5738            x_u: &mut x_u,
5739            g_l: &mut g_l,
5740            g_u: &mut g_u,
5741        })
5742        .then_some((x_l, x_u))
5743    }
5744
5745    /// The re-solve half of [`Self::audit_solve_quality`].
5746    fn run_scale_retry(
5747        &mut self,
5748        tnlp: Rc<RefCell<dyn TNLP>>,
5749        first_status: ApplicationReturnStatus,
5750        kind: ScaleAudit,
5751        grad_scale: Number,
5752    ) -> ApplicationReturnStatus {
5753        let acceptable_tol = self.dual_divergence_retry_accept_tol();
5754        let solution_floor = self.last_finalize.borrow().clone();
5755        let certificate_floor = SolutionCertificate::of(&self.statistics.borrow());
5756        let trace_floor = *self.last_iter_stats.borrow();
5757        let base = self.statistics.borrow().clone();
5758        let Some(seed) = solution_floor.as_ref().map(|f| f.x.clone()) else {
5759            return first_status;
5760        };
5761        // Budget the re-solve: an iteration cap tied to the base solve
5762        // (`SCALE_AUDIT_RETRY_ITER_FACTOR`), and only the time the caller's
5763        // limits have left. Every solve builds a fresh deadline, so without
5764        // this the re-solve got a second full `max_cpu_time` / `max_wall_time`
5765        // after the run had already succeeded. Restored below, absence as
5766        // absence.
5767        let prev_iter = self.options.get_integer_value("max_iter", "").ok();
5768        let prev_cpu = self.options.get_numeric_value("max_cpu_time", "").ok();
5769        let prev_wall = self.options.get_numeric_value("max_wall_time", "").ok();
5770        let cpu_left = prev_cpu.map(|(v, _)| v - base.total_cpu_time_secs);
5771        let wall_left = prev_wall.map(|(v, _)| v - base.total_wallclock_time_secs);
5772        if cpu_left.is_some_and(|t| t <= 0.0) || wall_left.is_some_and(|t| t <= 0.0) {
5773            return first_status;
5774        }
5775        let retry_iter = (SCALE_AUDIT_RETRY_ITER_FACTOR * base.iteration_count)
5776            .max(SCALE_AUDIT_RETRY_MIN_ITER)
5777            .min(prev_iter.map_or(Index::MAX, |(v, _)| v));
5778        let seeded: Rc<RefCell<dyn TNLP>> = Rc::new(RefCell::new(
5779            pounce_nlp::seeded_tnlp::SeededTnlp::new(Rc::clone(&tnlp), seed),
5780        ));
5781        // gh#983 review item 7: remember whether the caller *named* the
5782        // factor, so the restore puts back absence as absence. Writing the
5783        // default back with `found = true` left `obj_scaling_factor` reading as
5784        // user-set after the audit, which every "did the caller name it" test
5785        // downstream (`TERMINATION_POLICY_OPTIONS`, the gh#884 sense) then
5786        // misread.
5787        let prev_user = self
5788            .options
5789            .get_numeric_value("obj_scaling_factor", "")
5790            .ok()
5791            .and_then(|(v, f)| f.then_some(v));
5792        let prev_user_factor = prev_user.unwrap_or(1.0);
5793        let caller_named_relax = self
5794            .options
5795            .get_numeric_value("bound_relax_factor", "")
5796            .is_ok_and(|(_, found)| found);
5797        // Everything below until the scope drops is this re-solve's own
5798        // configuration; the scope puts every entry back, and clears the box
5799        // flag, however the re-solve exits.
5800        let mut scope = RetryOptionScope::enter(
5801            self,
5802            &[
5803                "obj_scaling_factor",
5804                "max_iter",
5805                "max_cpu_time",
5806                "max_wall_time",
5807            ],
5808            false,
5809        );
5810        if let ScaleAudit::Upscale(k) = kind {
5811            let _ = scope.options.set_numeric_value(
5812                "obj_scaling_factor",
5813                prev_user_factor * k,
5814                true,
5815                false,
5816            );
5817        }
5818        let _ = scope
5819            .options
5820            .set_integer_value("max_iter", retry_iter, true, false);
5821        // Solve the re-solve on the caller's own variable box: the rows are
5822        // widened by `bound_relax_factor` exactly as in the base attempt, the
5823        // box is not -- unless the caller named a widening.
5824        //
5825        // The re-solve exists to drive complementarity down (`Upscale`) or the
5826        // unscaled residual (`Rescale`), and on a bound-active variable that
5827        // is the same motion as driving the point onto its bound: `s · z = mu`
5828        // with `z` multiplied by the objective factor, so the slack to the
5829        // *widened* bound shrinks by that factor and the point lands at
5830        // `x_U + bound_relax_factor · max(1, |x_U|)` -- outside the box the
5831        // caller wrote. The base attempt, less converged, usually sat inside
5832        // it. So every promoted re-solve on a bound-active model shipped a
5833        // point outside its declared bounds: measured with `pounce verify`,
5834        // `ex1_320` `1.0e-8` across thousands of controls, `trainf` `7.0e-8`,
5835        // `reading1` `9.9e-9`, against `0` from the base attempt.
5836        //
5837        // The improvement itself is real, not bought with that slack: solved
5838        // with the declared box the re-solve reaches the same objective
5839        // (`reading1` `-1.604802802e-1` against `-1.604802843e-1` widened, the
5840        // base attempt's `-1.604578481e-1`) with the box held exactly. So the
5841        // box widening is dropped for this one solve rather than the re-solve
5842        // refused: it starts from a point that already satisfies the box, and
5843        // `bound_push` moves the seed off any bound it sits on.
5844        //
5845        // Why the box and not `bound_relax_factor=0`: that also un-widens the
5846        // inequality rows, which makes the re-solve a strictly tighter model
5847        // than the base attempt, and its objective then reads *worse* than
5848        // the base's by the row widening's worth -- measured on
5849        // `masked_certificate_fuzz` case 12, `-3.453863914e7` against
5850        // `-3.453863947e7`, with both points inside their box. The rows are
5851        // what the base attempt's `final_unscaled_constr_viol` and rule 2 of
5852        // `retry_answer_is_admissible` already compare like with like; the box
5853        // is the one thing neither did.
5854        //
5855        // A caller who named the factor defined the model that way and keeps
5856        // it; for that case the declared-box conjunct of the promotion gate
5857        // below is what holds the line.
5858        scope.retry_keeps_declared_box.set(!caller_named_relax);
5859        if let Some(t) = cpu_left {
5860            let _ = scope
5861                .options
5862                .set_numeric_value("max_cpu_time", t, true, false);
5863        }
5864        if let Some(t) = wall_left {
5865            let _ = scope
5866                .options
5867                .set_numeric_value("max_wall_time", t, true, false);
5868        }
5869        tracing::debug!(target: "pounce::algorithm",
5870            "[POUNCE] gh#983: {:?} verdict audited ({:?}); re-solving from the \
5871             returned point (max_iter {retry_iter}).", first_status, kind);
5872        // One IPM solve, without the mu-strategy fallback: the re-solve is
5873        // already a second opinion on a run that succeeded, and when it hit
5874        // its cap the flip spent the same budget again (`meyer3` 768 + 768,
5875        // `brainpc3` 120 + 120, `brainpc9` timing out in the second leg).
5876        // No promoted re-solve in the release sweep needed the flip except
5877        // `robot_b` past the cap, which keeps its `Solve_Succeeded` base.
5878        if match scope.options.get_integer_value("print_level", "") {
5879            Ok((v, true)) => v >= 1,
5880            _ => true,
5881        } {
5882            println!();
5883            println!(
5884                "gh#983 scale audit: re-solving from the returned point ({kind:?}); the \
5885                 summary below is a candidate's, and the line after it says whether it \
5886                 replaced the answer above."
5887            );
5888        }
5889        let mark = scope.begin_counted_resolve();
5890        let retry_status = scope.optimize_constrained(Rc::clone(&seeded));
5891        scope.end_counted_resolve(mark);
5892        drop(scope);
5893        // A re-solve the caller's intermediate callback stopped is declined
5894        // like any unclean one -- the audit only runs after a converged base,
5895        // and the stop's mid-run iterate must not replace it -- but the
5896        // status reported is the stop, and nothing calls back after it.
5897        let stopped = retry_status == ApplicationReturnStatus::UserRequestedStop;
5898        let retry = self.statistics.borrow().clone();
5899        let sense = if prev_user_factor < 0.0 { -1.0 } else { 1.0 };
5900        let clean = match first_status {
5901            ApplicationReturnStatus::SolveSucceeded => {
5902                matches!(retry_status, ApplicationReturnStatus::SolveSucceeded)
5903            }
5904            _ => matches!(
5905                retry_status,
5906                ApplicationReturnStatus::SolveSucceeded
5907                    | ApplicationReturnStatus::SolvedToAcceptableLevel
5908            ),
5909        };
5910        let better = match kind {
5911            ScaleAudit::Rescale => retry.final_unscaled_kkt_error < base.final_unscaled_kkt_error,
5912            ScaleAudit::Upscale(_) | ScaleAudit::SmallObjective => {
5913                retry.final_unscaled_compl < 0.1 * base.final_unscaled_compl
5914                    && retry.final_unscaled_kkt_error <= base.final_unscaled_kkt_error
5915            }
5916        };
5917        let admissible = retry_answer_is_admissible(
5918            certificate_floor.objective,
5919            certificate_floor.unscaled_constr_viol,
5920            retry.final_objective,
5921            retry.final_unscaled_constr_viol,
5922            acceptable_tol,
5923            sense,
5924        );
5925        // Measured on the two `finalize_solution` payloads -- the points a
5926        // caller would actually receive -- against the box the user TNLP
5927        // declares.
5928        let (base_box_rel, retry_box_rel) = match self.declared_x_box(&tnlp) {
5929            Some((x_l, x_u)) => {
5930                let (lo, up) = (self.nlp_lower_bound_inf(), self.nlp_upper_bound_inf());
5931                let rel = |x: &[Number]| declared_box_relative_violation(x, &x_l, &x_u, lo, up);
5932                (
5933                    solution_floor.as_ref().map_or(Number::NAN, |f| rel(&f.x)),
5934                    self.last_finalize
5935                        .borrow()
5936                        .as_ref()
5937                        .map_or(Number::NAN, |f| rel(&f.x)),
5938                )
5939            }
5940            None => (Number::NAN, Number::NAN),
5941        };
5942        let keeps_box = retry_keeps_declared_box(base_box_rel, retry_box_rel);
5943        let promote = clean && better && admissible && keeps_box;
5944        let console_output = match self.options.get_integer_value("print_level", "") {
5945            Ok((v, true)) => v >= 1,
5946            _ => true,
5947        };
5948        if console_output {
5949            println!();
5950            if clean && better && admissible && !keeps_box {
5951                println!(
5952                    "gh#983 scale audit: declined (the re-solve's point is {:.4e} outside the \
5953                     declared variable bounds, the base attempt's {:.4e}); the base attempt's \
5954                     answer is the one reported.",
5955                    retry.final_declared_box_viol, certificate_floor.declared_box_viol
5956                );
5957            } else if promote {
5958                println!(
5959                    "gh#983 scale audit: promoted -- unscaled KKT error {:.4e} -> {:.4e}, \
5960                     unscaled complementarity {:.4e} -> {:.4e}.",
5961                    base.final_unscaled_kkt_error,
5962                    retry.final_unscaled_kkt_error,
5963                    base.final_unscaled_compl,
5964                    retry.final_unscaled_compl
5965                );
5966            } else {
5967                println!(
5968                    "gh#983 scale audit: declined ({retry_status:?}, unscaled KKT error \
5969                     {:.4e} against the base attempt's {:.4e}); the base attempt's answer \
5970                     is the one reported.",
5971                    retry.final_unscaled_kkt_error, base.final_unscaled_kkt_error
5972                );
5973            }
5974            if !promote {
5975                // The re-solve's own end summary printed above this line, with
5976                // *its* objective and bound violation, before the verdict was
5977                // known (`emit_end_summary` runs inside each attempt). Say
5978                // which block that was and restate the numbers that ship, so
5979                // the console cannot be read as reporting the discarded point.
5980                println!(
5981                    "gh#983 scale audit: the summary block above is the discarded re-solve's; \
5982                     the reported answer is the base attempt's (objective {:.16e}, variable \
5983                     bound violation {:.16e}).",
5984                    certificate_floor.objective, certificate_floor.declared_box_viol
5985                );
5986            }
5987        }
5988        if promote {
5989            return retry_status;
5990        }
5991        if let Some(floor) = solution_floor {
5992            self.restore_floor(&floor, &tnlp);
5993            certificate_floor.restore_into(&mut self.statistics.borrow_mut());
5994            self.statistics.borrow_mut().dual_divergence_signature |=
5995                retry.dual_divergence_signature;
5996            // The replayed row is the reported answer's last iterate, so a
5997            // `false` here is a stop request on it, honored as a solve's
5998            // final-iterate stop is.
5999            if let Some(stats) = trace_floor.filter(|_| !stopped) {
6000                if !tnlp.borrow_mut().intermediate_callback(
6001                    stats,
6002                    &TnlpIpoptData::default(),
6003                    &TnlpIpoptCq::default(),
6004                ) {
6005                    return ApplicationReturnStatus::UserRequestedStop;
6006                }
6007            }
6008        }
6009        if stopped {
6010            return retry_status;
6011        }
6012        let detail = if keeps_box {
6013            format!(
6014                "was declined: the re-solve returned {retry_status:?} with unscaled KKT error {:.2e}",
6015                retry.final_unscaled_kkt_error
6016            )
6017        } else {
6018            format!(
6019                "was declined: the re-solve returned {retry_status:?} at a point {:.2e} outside \
6020                 the declared variable bounds",
6021                retry.final_declared_box_viol
6022            )
6023        };
6024        self.statistics
6025            .borrow_mut()
6026            .warnings
6027            .push(scale_audit_warning(
6028                kind,
6029                &base,
6030                grad_scale,
6031                acceptable_tol,
6032                &detail,
6033            ));
6034        first_status
6035    }
6036
6037    /// The tolerance conjunct 4 of the dual-divergence promotion gate
6038    /// tests the retry's *unscaled* residuals against.
6039    ///
6040    /// `acceptable_tol`-scale rather than `tol`-scale on purpose: the
6041    /// unscaled residual is the one quantity nothing in the solve is
6042    /// driven against, so holding it to `tol` would decline honest
6043    /// retries on badly scaled models for a reason that has nothing to
6044    /// do with gh#884. `qpec_small`'s honest retry reaches `9.96e-8`,
6045    /// four orders inside it.
6046    fn dual_divergence_retry_accept_tol(&self) -> Number {
6047        self.options
6048            .get_numeric_value("acceptable_tol", "")
6049            .ok()
6050            .and_then(|(v, f)| f.then_some(v))
6051            .unwrap_or(1e-6)
6052    }
6053
6054    /// Phase-3 ℓ₁-exact penalty-barrier outer loop.
6055    ///
6056    /// Builds an [`L1PenaltyBarrierTnlp`] wrapper around the user
6057    /// TNLP, runs the constrained IPM at the current ρ, escalates ρ
6058    /// per Byrd-Nocedal-Waltz steering, and terminates on any of:
6059    ///   - slack sum collapses (`Σ(p+n) ≤ l1_slack_tol`)
6060    ///   - inner solve returns non-Optimal (escalation won't fix
6061    ///     numerical / restoration failure at this ρ)
6062    ///   - ρ already at `l1_penalty_max`
6063    ///   - `l1_penalty_max_outer_iter` reached
6064    ///
6065    /// After the loop, if the inner status is `SolveSucceeded` or
6066    /// `SolvedToAcceptableLevel` but slacks didn't collapse, override
6067    /// to `Infeasible_Problem_Detected` — the returned point is the
6068    /// ℓ₁-best least-infeasible iterate, which is informative even
6069    /// though the original constraints are not satisfied.
6070    ///
6071    /// Returns `Some(status)` if the wrapper ran the solve, `None` if
6072    /// wrapper construction failed (caller should fall through to the
6073    /// standard dispatch path).
6074    fn run_l1_penalty_outer_loop(
6075        &mut self,
6076        tnlp: Rc<RefCell<dyn TNLP>>,
6077    ) -> Option<ApplicationReturnStatus> {
6078        let rho_init = self.l1_penalty_init();
6079        let rho_max = self.l1_penalty_max().max(rho_init);
6080        let factor = self.l1_penalty_increase_factor().max(1.0);
6081        let tau = self.l1_steering_factor();
6082        let slack_tol = self.l1_slack_tol();
6083        let max_outer = self.l1_penalty_max_outer_iter().max(1);
6084
6085        let mut wrapper = pounce_l1penalty::L1PenaltyBarrierTnlp::new(Rc::clone(&tnlp), rho_init)?;
6086        if wrapper.m_eq() == 0 {
6087            // Nothing to slack — let the standard dispatch path handle
6088            // this TNLP unmodified.
6089            return None;
6090        }
6091        wrapper.set_defer_inner_finalize(true);
6092        let wrapper_rc = Rc::new(RefCell::new(wrapper));
6093
6094        let mut rho = rho_init;
6095        let mut last_status = ApplicationReturnStatus::InternalError;
6096        // gh#987 item 6: every pass resets the statistics, so without this the
6097        // report described only the last ρ — `iter_count` 26 for a solve that
6098        // ran 18 + 22 + 22 + 26 iterations. Accumulated here, applied once
6099        // after the loop.
6100        let mut totals = MultiPassTotals::default();
6101        for _outer in 0..max_outer {
6102            wrapper_rc.borrow_mut().set_rho(rho);
6103            let dyn_tnlp: Rc<RefCell<dyn TNLP>> = wrapper_rc.clone();
6104            last_status = self.optimize_constrained(dyn_tnlp);
6105            totals.push_pass(&self.statistics.borrow(), Some(rho), last_status);
6106
6107            let w = wrapper_rc.borrow();
6108            if !w.has_solution() {
6109                // Inner solve aborted before producing an iterate.
6110                drop(w);
6111                break;
6112            }
6113            let slack_sum = w.last_slack_sum();
6114            let y_eq_inf = w.last_y_eq_inf_norm();
6115            let x_here: Vec<Number> = w.last_x_trunc().to_vec();
6116            drop(w);
6117            totals.set_slack_sum(slack_sum);
6118
6119            // Termination decisions.
6120            let inner_ok = matches!(
6121                last_status,
6122                ApplicationReturnStatus::SolveSucceeded
6123                    | ApplicationReturnStatus::SolvedToAcceptableLevel
6124            );
6125            if !inner_ok {
6126                break;
6127            }
6128            // Stop escalating ρ once the **user's** constraints are
6129            // satisfied to the tolerance the caller asked for — not once
6130            // `Σ(p + n)` falls under `l1_slack_tol`, which is a different
6131            // quantity judged by a different number (gh#794 P1). The
6132            // slack sum stays the BNW steering signal below, which is
6133            // the job it is right for. One extra `eval_g` per outer
6134            // iteration buys the difference between stopping at the
6135            // penalty solution and stopping at the model's own.
6136            let feasible_here = {
6137                let m_inner = tnlp
6138                    .borrow_mut()
6139                    .get_nlp_info()
6140                    .map(|i| i.m.max(0) as usize)
6141                    .unwrap_or(0);
6142                let mut g_here = vec![0.0; m_inner];
6143                let evaluated =
6144                    m_inner == 0 || tnlp.borrow_mut().eval_g(&x_here, true, &mut g_here);
6145                evaluated
6146                    .then(|| {
6147                        original_space_feasibility(
6148                            &tnlp,
6149                            &x_here,
6150                            &g_here,
6151                            self.nlp_lower_bound_inf(),
6152                            self.nlp_upper_bound_inf(),
6153                            self.user_tol(),
6154                            self.user_acceptable_tol(),
6155                            self.user_constr_viol_tol(),
6156                            self.user_acceptable_constr_viol_tol(),
6157                            self.user_primal_noise_floor_kappa(),
6158                        )
6159                    })
6160                    .flatten()
6161                    .map(|f| {
6162                        totals.set_violation(f.max_violation);
6163                        f.negligible_at_tol
6164                    })
6165            };
6166            match feasible_here {
6167                Some(true) => break,
6168                Some(false) => {}
6169                // Unmeasurable model: fall back to the historical
6170                // slack-sum test rather than looping to the cap.
6171                None if slack_sum.is_finite() && slack_sum <= slack_tol => break,
6172                None => {}
6173            }
6174            if rho >= rho_max {
6175                break;
6176            }
6177            // BNW steering: ρ_new = max(ρ·factor, τ·‖y_eq‖∞ + ε)
6178            let geom = rho * factor;
6179            let steer = tau * y_eq_inf + 1.0e-12;
6180            rho = geom.max(steer).min(rho_max);
6181        }
6182
6183        // gh#987 item 6: total iterations and the per-pass summary.
6184        totals.apply(&mut self.statistics.borrow_mut());
6185
6186        // Forward to the user's inner.finalize_solution exactly once.
6187        let w = wrapper_rc.borrow();
6188        if w.has_solution() {
6189            let x_trunc: Vec<Number> = w.last_x_trunc().to_vec();
6190            let lambda: Vec<Number> = w.last_lambda().to_vec();
6191            let z_l: Vec<Number> = w.last_z_l_trunc().to_vec();
6192            let z_u: Vec<Number> = w.last_z_u_trunc().to_vec();
6193            let solver_status = w.last_status().unwrap_or(SolverReturn::InternalError);
6194            let slack_sum = w.last_slack_sum();
6195            drop(w);
6196
6197            // Recompute f(x*) and c(x*) on the inner. Both are needed
6198            // before the status is decided, because the status now turns
6199            // on the *original-space* feasibility at this point.
6200            let f_inner = tnlp
6201                .borrow_mut()
6202                .eval_f(&x_trunc, true)
6203                .unwrap_or(Number::NAN);
6204            let m = tnlp
6205                .borrow_mut()
6206                .get_nlp_info()
6207                .map(|i| i.m as usize)
6208                .unwrap_or(0);
6209            // The success flag decides whether `g_inner` is a measurement
6210            // or a zero-filled buffer. Dropping it would let a TNLP whose
6211            // final `eval_g` fails fabricate feasibility: every row would
6212            // read `0`, `original_space_feasibility` would return a
6213            // violation of zero, and that would flow into both the exit
6214            // status and the reported residuals. Gate it exactly as the
6215            // ρ-escalation measurement above does, so an evaluation
6216            // failure produces `None` and follows the documented
6217            // `l1_slack_tol` fallback instead (gh#794 review).
6218            let mut g_inner = vec![0.0; m];
6219            let g_evaluated = m == 0 || tnlp.borrow_mut().eval_g(&x_trunc, false, &mut g_inner);
6220
6221            // gh#794 P1. Everything below used to argue from `Σ(p + n)`,
6222            // the sum of the augmented slacks, judged against
6223            // `l1_slack_tol`. That is not the user's constraint
6224            // violation and it is not judged by the user's tolerance:
6225            //
6226            //   * the violation of equality row `i` is `|p_i − n_i|`,
6227            //     not `p_i + n_i`, and at the barrier's interior both
6228            //     slacks stay positive where their difference is zero,
6229            //     so the sum is an upper bound that is loose in one
6230            //     direction; and
6231            //   * `l1_slack_tol` defaults to `1e-6`, four orders looser
6232            //     than a `tol = 1e-8` solve asked for, so a violation
6233            //     that the solver's own strict gate would refuse on the
6234            //     unwrapped problem read as "the constraints are
6235            //     satisfied".
6236            //
6237            // Measured, not argued: the MPCC benchmark's `ralph1`
6238            // (`benchmarks/mpcc/`) returned `Solve_Succeeded` at a point
6239            // violating its one equality row by `2.5e-07`, with the
6240            // reported `final_constr_viol` — the *augmented* residual —
6241            // at `9.6e-15`, so no field in the result disclosed it. The
6242            // objective came back `5.0e-04` below the true optimum,
6243            // which is reachable only off the feasible set.
6244            //
6245            // So: measure the user's own rows at the returned point, and
6246            // judge them by the tolerances the caller set. The slack sum
6247            // keeps its other job unchanged — it is the BNW steering
6248            // signal for ρ escalation inside the loop above, which is
6249            // what it is the right quantity for.
6250            let feas = g_evaluated
6251                .then(|| {
6252                    original_space_feasibility(
6253                        &tnlp,
6254                        &x_trunc,
6255                        &g_inner,
6256                        self.nlp_lower_bound_inf(),
6257                        self.nlp_upper_bound_inf(),
6258                        self.user_tol(),
6259                        self.user_acceptable_tol(),
6260                        self.user_constr_viol_tol(),
6261                        self.user_acceptable_constr_viol_tol(),
6262                        self.user_primal_noise_floor_kappa(),
6263                    )
6264                })
6265                .flatten();
6266
6267            // The reported constraint violation must be the user's, not
6268            // the augmented problem's. Without this the KKT block of a
6269            // successful ℓ₁ solve describes a problem the caller never
6270            // posed. The aggregate errors take a `max` rather than a
6271            // rewrite: the NLP error's primal term enters undivided, so
6272            // the aggregate is never below the constraint violation, and
6273            // the other two components are unaffected by the wrapper.
6274            //
6275            // `f.max_violation` is measured on the inner TNLP's own rows
6276            // and bounds, so it is in the model's **original units**. That
6277            // decides which field family may carry it. `SolveStatistics`
6278            // documents `final_*` as the max-norms in the internally
6279            // scaled NLP space and `final_unscaled_*` as the same
6280            // residuals with the scaling divided back out — equal only
6281            // when no scaling is active — and `docs/src/python.md` states
6282            // the same contract to Python callers. Writing an
6283            // original-units number into `final_constr_viol` would break
6284            // it on any run with `nlp_scaling_method` engaged (gh#794
6285            // review).
6286            //
6287            // So the unscaled family always takes the measurement, and
6288            // the scaled family mirrors it exactly when per-row scaling
6289            // did not engage — the case in which the contract requires
6290            // the two to agree anyway. Under active row scaling the
6291            // scaled fields keep what the inner solve reported; the
6292            // converted number is not available here, because the
6293            // augmented problem's row-scale factors belong to an NLP that
6294            // `optimize_constrained` has already dropped. The status
6295            // decision below does not read these fields — it reads
6296            // `feas` directly — so an active-scaling run is judged on the
6297            // user's rows either way.
6298            // gh#987 (remaining item b): `final_declared_constr_viol` is the
6299            // violation of the model AS THE USER DECLARED IT. The inner
6300            // solve's value describes the wrapper's augmented rows, where
6301            // the elastic slacks absorb any violation, so it read ~1e-12
6302            // even at an infeasible point. Overwrite it with the measurement
6303            // on the user's own rows and box (original units, the same
6304            // quantity the non-l1 path reports); `NaN` when the model could
6305            // not be evaluated, never the augmented number.
6306            self.statistics.borrow_mut().final_declared_constr_viol =
6307                feas.as_ref().map_or(Number::NAN, |f| f.max_violation);
6308            if let Some(f) = feas.as_ref() {
6309                let scaled_may_mirror = self.row_scaling_active.get() == Some(false);
6310                let mut stats = self.statistics.borrow_mut();
6311                stats.final_unscaled_constr_viol = f.max_violation;
6312                stats.final_unscaled_kkt_error =
6313                    stats.final_unscaled_kkt_error.max(f.max_violation);
6314                if scaled_may_mirror {
6315                    stats.final_constr_viol = f.max_violation;
6316                    stats.final_kkt_error = stats.final_kkt_error.max(f.max_violation);
6317                    stats.final_kkt_error_above_noise =
6318                        stats.final_kkt_error_above_noise.max(f.max_violation);
6319                }
6320            }
6321
6322            let inner_claimed_success = matches!(
6323                last_status,
6324                ApplicationReturnStatus::SolveSucceeded
6325                    | ApplicationReturnStatus::SolvedToAcceptableLevel
6326            );
6327
6328            // Downgrade, not upgrade: a solve that reached the strict
6329            // standard on the user's own rows keeps whatever status the
6330            // inner gave it, and nothing here can turn a failure into a
6331            // success.
6332            let downgrade_to_acceptable = inner_claimed_success
6333                && feas
6334                    .as_ref()
6335                    .is_some_and(|f| !f.negligible_at_tol && f.negligible_at_acceptable);
6336
6337            let infeasible_certificate = inner_claimed_success
6338                && match feas.as_ref() {
6339                    // Measured: the point does not satisfy the user's
6340                    // constraints even to `acceptable_tol`.
6341                    Some(f) => !f.negligible_at_acceptable,
6342                    // Unmeasurable model — fall back to the historical
6343                    // slack-sum argument rather than to silence.
6344                    None => slack_sum.is_finite() && slack_sum > slack_tol,
6345                };
6346
6347            if let Some(f) = feas.as_ref()
6348                && inner_claimed_success
6349                && !f.negligible_at_tol
6350            {
6351                tracing::info!(
6352                    target: "pounce::application",
6353                    "l1 penalty-barrier: the inner solve converged the augmented NLP, \
6354                     but the returned point violates the model's own constraints by \
6355                     {:.3e}, which does not meet tol; reporting {} rather than success \
6356                     (gh#794)",
6357                    f.max_violation,
6358                    if f.negligible_at_acceptable {
6359                        "Solved_To_Acceptable_Level"
6360                    } else {
6361                        "an infeasibility verdict"
6362                    },
6363                );
6364            }
6365            // …unless the model's own starting point satisfies every
6366            // constraint, which disproves the certificate outright (gh #379).
6367            // Same gate as the IPM and SQP paths; see
6368            // `withdraw_infeasibility_if_refuted`.
6369            let refuted = infeasible_certificate
6370                && withdraw_infeasibility_if_refuted(
6371                    &tnlp,
6372                    SolverReturn::LocalInfeasibility,
6373                    self.nlp_lower_bound_inf(),
6374                    self.nlp_upper_bound_inf(),
6375                    self.user_tol(),
6376                ) != SolverReturn::LocalInfeasibility;
6377            let final_solver_status = match (infeasible_certificate, refuted) {
6378                (true, false) => SolverReturn::LocalInfeasibility,
6379                // The point is not feasible, so `Solve_Succeeded` would be
6380                // just as wrong as `Infeasible_Problem_Detected`. Report the
6381                // breakdown.
6382                (true, true) => SolverReturn::ErrorInStepComputation,
6383                (false, _) if downgrade_to_acceptable => SolverReturn::StopAtAcceptablePoint,
6384                (false, _) => solver_status,
6385            };
6386            let final_app_status = match (infeasible_certificate, refuted) {
6387                (true, false) => ApplicationReturnStatus::InfeasibleProblemDetected,
6388                (true, true) => ApplicationReturnStatus::ErrorInStepComputation,
6389                (false, _) if downgrade_to_acceptable => {
6390                    ApplicationReturnStatus::SolvedToAcceptableLevel
6391                }
6392                (false, _) => last_status,
6393            };
6394
6395            tnlp.borrow_mut().finalize_solution(
6396                Solution {
6397                    status: final_solver_status,
6398                    x: &x_trunc,
6399                    z_l: &z_l,
6400                    z_u: &z_u,
6401                    g: &g_inner,
6402                    lambda: &lambda,
6403                    obj_value: f_inner,
6404                },
6405                &TnlpIpoptData::default(),
6406                &TnlpIpoptCq::default(),
6407            );
6408            return Some(final_app_status);
6409        }
6410        // No solution captured at all — pass the inner status through.
6411        Some(last_status)
6412    }
6413
6414    /// Constrained-NLP path: build adapter → OrigIpoptNlp → algorithm
6415    /// bundle, run `optimize`, populate statistics, and call
6416    /// `finalize_solution` on the user's TNLP.
6417    /// Whether an over-determined model (more equality rows than free
6418    /// variables) is *provably* infeasible by linear bound propagation.
6419    ///
6420    /// Consulted only on the `NotEnoughDegreesOfFreedom` failure path, where
6421    /// the solve never runs and therefore can never itself discover the
6422    /// infeasibility (gh#387). Builds a throwaway presolve wrapper with only
6423    /// Phase 1 (bound tightening) enabled and asks it for a certified proof —
6424    /// this inherits the certification safety net wholesale: the crossing must
6425    /// exceed the solver's own acceptance margin at the crossed pair's scale,
6426    /// and a concrete witness point satisfying every constraint withdraws the
6427    /// verdict. A `false` here costs nothing but keeping the DOF error.
6428    ///
6429    /// The witness gate runs under [`pounce_presolve::WitnessRule`]'s
6430    /// `DeclaredRowRelative` form, which is admissible only because the solve
6431    /// cannot run on this path (gh#391) — see the comment on the probe below.
6432    ///
6433    /// Deliberately independent of the `presolve` master switch: this is not a
6434    /// model transformation (the wrapper is dropped without solving through
6435    /// it), it is a last check before reporting a structural error for a
6436    /// problem whose verdict is already decided.
6437    fn overdetermined_model_certified_infeasible(&self, tnlp: &Rc<RefCell<dyn TNLP>>) -> bool {
6438        let mut opts = pounce_presolve::PresolveOptions::from_options_list(&self.options)
6439            .unwrap_or_else(|_| pounce_presolve::PresolveOptions::defaults());
6440        opts.enabled = true;
6441        opts.bound_tightening = true;
6442        // Certification needs Phase 1 only; every transformative or
6443        // diagnostic phase is dead weight on a wrapper that is never
6444        // solved through.
6445        opts.auxiliary = false;
6446        opts.fbbt = false;
6447        opts.redundant_constraint_removal = false;
6448        opts.licq_check = false;
6449        opts.warm_z_bounds = false;
6450        // The one place the witness rule is raised off the solver's own
6451        // acceptance test (gh#391). It is sound *here specifically* because the
6452        // gate has already established the solve cannot run: the alternative to
6453        // the proof is the structural 5xx error, never `Solve_Succeeded`, so
6454        // the #380 "two routes, two answers" contradiction the clamp exists to
6455        // prevent has no second route to contradict. See `WitnessRule` for the
6456        // full argument and the homogeneous-row fallback.
6457        let mut probe =
6458            pounce_presolve::PresolveTnlp::new(Rc::clone(tnlp), opts).probing_without_a_solve();
6459        if probe.get_nlp_info().is_none() {
6460            return false;
6461        }
6462        probe.certified_infeasible().is_some()
6463    }
6464
6465    fn optimize_constrained(&mut self, tnlp: Rc<RefCell<dyn TNLP>>) -> ApplicationReturnStatus {
6466        let t_start = Instant::now();
6467
6468        // Invalidate the row-scaling record before anything can read it.
6469        //
6470        // It is written near the end of this function, from the NLP the
6471        // solve actually built, so a solve that bails before that point
6472        // leaves whatever the *previous* one recorded. The ℓ₁ outer loop
6473        // calls this repeatedly and reads the flag after each call, so a
6474        // stale `Some(false)` would let it mirror an original-units
6475        // violation into the scaled family — the exact contract this flag
6476        // exists to protect (gh#794 review round 2). Clearing it here
6477        // makes the failure mode fail-closed: "not recorded" reads as
6478        // "cannot mirror", never as "scaling was off".
6479        self.row_scaling_active.set(None);
6480        // gh#983 review item 1: the structured warnings describe the run whose
6481        // point is returned, so each attempt starts with none. They used to
6482        // accumulate on the application for its lifetime, and a promoted
6483        // gh#884 retry (`Solve_Succeeded` at `du = 1.6e-7`) carried the
6484        // discarded base attempt's `large_dual_scale ... 1.43e9`. A declined
6485        // retry restores the floored attempt's own list via
6486        // `SolutionCertificate`.
6487        self.statistics.borrow_mut().warnings.clear();
6488        self.statistics
6489            .borrow_mut()
6490            .returned_run_dual_divergence_signature = false;
6491
6492        // `print_user_options yes` — dump the OptionsList before the
6493        // solve. Mirrors `IpoptApplication::call_optimize` (upstream
6494        // calls `Jnlst().Printf(.., "%s", options_->PrintUserOptions())`).
6495        let print_opts = self
6496            .options
6497            .get_bool_value("print_user_options", "")
6498            .ok()
6499            .and_then(|(v, f)| f.then_some(v))
6500            .unwrap_or(false);
6501        if print_opts {
6502            print!(
6503                "\nList of user-set options:\n\n{}",
6504                self.options.print_user_options()
6505            );
6506        }
6507
6508        // `print_options_documentation yes` — dump the full registry
6509        // (every option with type, default, valid range/strings, and
6510        // long description) before the solve. Honors
6511        // `print_options_mode` (`text` / `latex` / `doxygen`; only
6512        // `text` is implemented today, the others fall through with a
6513        // one-line note) and `print_advanced_options`. Mirrors
6514        // upstream `IpoptApplication::call_optimize`'s
6515        // `print_options_documentation` branch and `Common/IpRegOptions.cpp`
6516        // `OutputOptionDocumentation`.
6517        let print_doc = self
6518            .options
6519            .get_bool_value("print_options_documentation", "")
6520            .ok()
6521            .and_then(|(v, f)| f.then_some(v))
6522            .unwrap_or(false);
6523        if print_doc {
6524            let mode = self
6525                .options
6526                .get_string_value("print_options_mode", "")
6527                .ok()
6528                .map(|(v, _)| PrintOptionsMode::from_tag(&v))
6529                .unwrap_or(PrintOptionsMode::Text);
6530            let advanced = self
6531                .options
6532                .get_bool_value("print_advanced_options", "")
6533                .ok()
6534                .map(|(v, _)| v)
6535                .unwrap_or(false);
6536            print!(
6537                "\n# Pounce options registry\n\n{}",
6538                self.reg_options.print_options_documentation(mode, advanced)
6539            );
6540        }
6541
6542        // Mint a fresh `TimingStatistics` for this solve — shared (via
6543        // `Rc`) with the data and the NLP below so every `eval_*` and
6544        // every iterate-phase records into the same accumulator. The
6545        // application keeps its own `Rc` so callers can read totals out
6546        // via [`Self::timing_stats`].
6547        let timing = Rc::new(TimingStatistics::new());
6548        *self.timing.borrow_mut() = Rc::clone(&timing);
6549        // gh#606: same lifetime as the timings — a solve that bails out
6550        // before the initializer runs must not report the previous
6551        // solve's warm-start verdict.
6552        *self.warm_start_diag.borrow_mut() = None;
6553        // Gate the *detailed* per-subsystem timers on `timing_statistics`
6554        // (default "no"), matching upstream Ipopt. Without this, every
6555        // timed `eval_*` / phase section pays two `getrusage` syscalls per
6556        // start/end even when statistics are off — 16-20% of busy CPU on
6557        // fast-objective NLPs (issue #190). `print_timing_statistics=yes`
6558        // implies `timing_statistics=yes` (per its option help), so either
6559        // one enables the detailed timers. `overall_alg` is started
6560        // unconditionally below: it feeds the `max_cpu_time` check and is
6561        // reported regardless of the option.
6562        //
6563        // Each name is read as a literal rather than looped over an
6564        // array: the registered-but-unread scan
6565        // (`tests/no_silent_options.rs`) keys on the option name as it
6566        // appears at the accessor, so a loop variable reads as "no key
6567        // here" and hid `timing_statistics` among the silent options
6568        // when it has been wired since #190 (#677, #551).
6569        let read_yes = |key: &str| -> bool {
6570            self.options
6571                .get_bool_value(key, "")
6572                .ok()
6573                .and_then(|(v, f)| f.then_some(v))
6574                .unwrap_or(false)
6575        };
6576        let timing_enabled = read_yes("timing_statistics") || read_yes("print_timing_statistics");
6577        timing.set_detailed_enabled(timing_enabled);
6578        timing.overall_alg.start();
6579
6580        // Reset the linear-solver summary sink so back-to-back solves
6581        // don't bleed factor counters / extremal pivots into each
6582        // other. Surviving the lock failure with a debug-assert keeps
6583        // a poisoned mutex from sinking a release build that doesn't
6584        // even consume the summary.
6585        for sink in [&self.linsol_summary_sink, &self.resto_linsol_summary_sink] {
6586            match sink.lock() {
6587                Ok(mut guard) => {
6588                    *guard = LinearSolverSummary::default();
6589                }
6590                _ => {
6591                    debug_assert!(false, "linsol summary sink mutex poisoned");
6592                }
6593            }
6594        }
6595        // Same reasoning for the quality-escalation tally (gh#857): the
6596        // number belongs to this solve, not to whatever ran before it.
6597        self.quality_escalations.set(0);
6598        // And for the published partition: back-to-back solves on one
6599        // application can differ in which variables are fixed, so last
6600        // solve's labels must not describe this solve's KKT. Cleared here and
6601        // written again below only if this solve resolves one.
6602        if let Ok(mut g) = self.kkt_blocks_published.lock() {
6603            *g = None;
6604        }
6605
6606        // Build adapter + Nlp. Honor `fixed_variable_treatment` (default
6607        // `make_parameter`; pounce additionally implements `relax_bounds`,
6608        // which the adapter also auto-selects as a fallback when
6609        // `make_parameter` would leave `n_x_var < n_c` — mirrors upstream
6610        // `IpTNLPAdapter.cpp:623-633`).
6611        let (lo_inf, up_inf, fixed_treatment) = self.adapter_options();
6612        let adapter = match TNLPAdapter::new_with_options(
6613            Rc::clone(&tnlp),
6614            lo_inf,
6615            up_inf,
6616            fixed_treatment,
6617        ) {
6618            Ok(a) => Rc::new(RefCell::new(a)),
6619            Err(_) => {
6620                timing.overall_alg.end();
6621                return ApplicationReturnStatus::InvalidProblemDefinition;
6622            }
6623        };
6624        // Carry the user's constant `obj_scaling_factor` (default 1.0;
6625        // negative ⇒ maximize) into the NLP. Until pounce#128's
6626        // follow-up this option was registered but never read, so it
6627        // was silently a no-op — maximization diverged because the
6628        // algorithm minimized the unscaled objective.
6629        let obj_scaling_factor = self
6630            .options
6631            .get_numeric_value("obj_scaling_factor", "")
6632            .ok()
6633            .and_then(|(v, f)| f.then_some(v))
6634            .unwrap_or(1.0);
6635        let mut orig_nlp = match OrigIpoptNlp::new(
6636            Rc::clone(&adapter),
6637            Rc::new(ConstObjScaling(obj_scaling_factor)),
6638        ) {
6639            Ok(n) => n,
6640            Err(_) => {
6641                timing.overall_alg.end();
6642                return ApplicationReturnStatus::InternalError;
6643            }
6644        };
6645        orig_nlp.set_timing_stats(Rc::clone(&timing));
6646        // Q6: decide which derivatives may be reused across iterates,
6647        // before anything is evaluated (gh #588).
6648        self.install_constant_derivative_hints(&mut orig_nlp);
6649
6650        // Mirror upstream `OrigIpoptNLP::InitializeStructures` (IpOrigIpoptNLP.cpp:299):
6651        // bail out with NotEnoughDegreesOfFreedom when there are fewer free
6652        // variables than equality constraints. Without this gate, square /
6653        // over-determined systems push the algorithm into restoration on
6654        // iter 0 and exit Restoration_Failed instead of the cleaner DOF code.
6655        let n_x_var = orig_nlp.x_space().dim();
6656        let n_c = orig_nlp.c_space().dim();
6657        if n_x_var > 0 && n_x_var < n_c {
6658            timing.overall_alg.end();
6659            // An over-determined system can still be *provably* infeasible —
6660            // `x == 0.2` with `x == 0.8` is about as provable as infeasibility
6661            // gets — and for such a model the structural DOF error is the
6662            // strictly weaker answer: it reports "cannot attempt this" for a
6663            // problem whose verdict is already decided (gh#387). The DOF gate
6664            // fires before any iteration runs, so nothing downstream will ever
6665            // get the chance to detect the infeasibility; check for a
6666            // bound-propagation proof here, on the rare failure path only.
6667            // The probe reuses presolve's full certification pipeline
6668            // (crossing margin + witness refutation), so a model the solver
6669            // would accept as feasible at its own tolerance is never upgraded
6670            // to "proved infeasible" — those still report the DOF error.
6671            if self.overdetermined_model_certified_infeasible(&tnlp) {
6672                use pounce_common::journalist::JournalCategory;
6673                self.journalist.print(
6674                    JournalLevel::J_SUMMARY,
6675                    JournalCategory::J_MAIN,
6676                    "\nEXIT: Problem has too few degrees of freedom, and bound \
6677                     propagation proves its constraints inconsistent.\n\
6678                     No feasible point exists; the solve was not run.\n",
6679                );
6680                return ApplicationReturnStatus::InfeasibleProblemDetected;
6681            }
6682            return ApplicationReturnStatus::NotEnoughDegreesOfFreedom;
6683        }
6684
6685        // Relax `x_L / x_U / d_L / d_U` by `bound_relax_factor` (default
6686        // 1e-8), capped by `constr_viol_tol` (default 1e-4). Matches
6687        // `OrigIpoptNLP::InitializeStructures` lines 343-358.
6688        let bound_relax_factor = self
6689            .options
6690            .get_numeric_value("bound_relax_factor", "")
6691            .ok()
6692            .and_then(|(v, f)| f.then_some(v))
6693            .unwrap_or(1e-8);
6694        let constr_viol_tol = self
6695            .options
6696            .get_numeric_value("constr_viol_tol", "")
6697            .ok()
6698            .and_then(|(v, f)| f.then_some(v))
6699            .unwrap_or(1e-4);
6700        if self.retry_keeps_declared_box.get() {
6701            orig_nlp.relax_bounds_keeping_box(bound_relax_factor, constr_viol_tol);
6702        } else {
6703            orig_nlp.relax_bounds(bound_relax_factor, constr_viol_tol);
6704        }
6705
6706        // `honor_original_bounds` (default `no`, matching upstream):
6707        // project the reported point back into the un-relaxed box. Must
6708        // follow `relax_bounds`, which snapshots the bounds to project
6709        // onto. Registered but never read before, so a user asking for
6710        // it still got a bound-pinned solution sitting up to
6711        // `min(bound_relax_factor·max(1,|b|), constr_viol_tol)` outside
6712        // its own bounds (gh#483 follow-up).
6713        let honor_original_bounds = self
6714            .options
6715            .get_bool_value("honor_original_bounds", "")
6716            .ok()
6717            .and_then(|(v, f)| f.then_some(v))
6718            .unwrap_or(false);
6719        orig_nlp.set_honor_original_bounds(honor_original_bounds);
6720
6721        // Apply automatic NLP scaling per `nlp_scaling_method` option
6722        // (port of `OrigIpoptNLP::InitializeStructures` →
6723        // `NLPScalingObject::DetermineScaling`). Default is
6724        // `gradient-based` to match upstream Ipopt 3.14.
6725        let scaling_method = self
6726            .options
6727            .get_string_value("nlp_scaling_method", "")
6728            .ok()
6729            .and_then(|(v, f)| f.then_some(v))
6730            .unwrap_or_else(|| "gradient-based".to_string());
6731        let scaling_method = match scaling_method.as_str() {
6732            "none" => ScalingMethod::None,
6733            "gradient-based" => ScalingMethod::GradientBased,
6734            // `curvature-based` computes the factors from the model's
6735            // quadratic coefficients and hands them back through
6736            // `TNLP::get_scaling_parameters` (gh #703), so from the
6737            // engine's side it *is* user scaling — the only difference is
6738            // who filled the vectors in.
6739            "user-scaling" | "curvature-based" => ScalingMethod::UserScaling,
6740            // `equilibration-based` is registered upstream but not yet
6741            // implemented in pounce; fall back to gradient-based (the
6742            // upstream default) to keep behavior predictable.
6743            _ => ScalingMethod::GradientBased,
6744        };
6745        let max_gradient = self
6746            .options
6747            .get_numeric_value("nlp_scaling_max_gradient", "")
6748            .ok()
6749            .and_then(|(v, f)| f.then_some(v))
6750            .unwrap_or(100.0);
6751        let min_value = self
6752            .options
6753            .get_numeric_value("nlp_scaling_min_value", "")
6754            .ok()
6755            .and_then(|(v, f)| f.then_some(v))
6756            .unwrap_or(1e-8);
6757        let obj_target_gradient = self
6758            .options
6759            .get_numeric_value("nlp_scaling_obj_target_gradient", "")
6760            .ok()
6761            .and_then(|(v, f)| f.then_some(v))
6762            .unwrap_or(0.0);
6763        let constr_target_gradient = self
6764            .options
6765            .get_numeric_value("nlp_scaling_constr_target_gradient", "")
6766            .ok()
6767            .and_then(|(v, f)| f.then_some(v))
6768            .unwrap_or(0.0);
6769        orig_nlp.determine_scaling_from_starting_point(
6770            scaling_method,
6771            max_gradient,
6772            min_value,
6773            obj_target_gradient,
6774            constr_target_gradient,
6775        );
6776
6777        let nlp_handle: Rc<RefCell<dyn IpoptNlp>> = Rc::new(RefCell::new(orig_nlp));
6778
6779        // Build the algorithm strategy bundle. Read coarse knobs from
6780        // the OptionsList where we have them; fall through to defaults
6781        // otherwise. The full upstream parsing surface (mu_strategy,
6782        // hessian_approximation, line_search_method, ...) is wired by
6783        // `AlgBuilder::RegisterOptions` in upstream — that registry
6784        // hookup lands as a follow-up; default builder is correct for
6785        // HS71-class problems.
6786        let mut builder = self.algorithm_builder_from_options();
6787
6788        // The objective element's support for the partitioned Hessian.
6789        // Every constraint element reads its support off a Jacobian row;
6790        // only the objective has none declared, so without this the
6791        // updater falls back to the first `∇f`'s nonzeros — a
6792        // value-derived pattern. See
6793        // `TNLPAdapter::objective_nonlinear_vars`.
6794        if matches!(
6795            builder.hessian_approximation,
6796            HessianApproxChoice::Partitioned | HessianApproxChoice::FiniteDifference
6797        ) {
6798            builder.objective_nonlinear_vars = adapter.borrow().objective_nonlinear_vars();
6799        }
6800        // gh#989 item 5: the declared Lagrangian Hessian structure splits the
6801        // partitioned elements into the independent blocks they really are.
6802        if matches!(
6803            builder.hessian_approximation,
6804            HessianApproxChoice::Partitioned
6805        ) {
6806            let declared = !matches!(
6807                self.options.get_string_value("partitioned_structure", ""),
6808                Ok((ref v, true)) if v == "jacobian"
6809            );
6810            if declared {
6811                builder.hessian_declared_pattern = adapter.borrow().lagrangian_hessian_pattern();
6812            }
6813        }
6814
6815        // Which variables the limited-memory Hessian should span (gh#624).
6816        // Upstream's precedence: a TNLP that implements
6817        // `get_number_of_nonlinear_variables` wins, and
6818        // `num_linear_variables` is only the contiguous-prefix fallback.
6819        // Exact-Hessian solves never consult either.
6820        if matches!(
6821            builder.hessian_approximation,
6822            HessianApproxChoice::LimitedMemory | HessianApproxChoice::FiniteDifference
6823        ) {
6824            let num_linear_variables = self
6825                .options
6826                .get_integer_value("num_linear_variables", "")
6827                .ok()
6828                .and_then(|(v, f)| f.then_some(v))
6829                .unwrap_or(0);
6830            match adapter
6831                .borrow()
6832                .quasi_newton_nonlinear_vars(num_linear_variables)
6833            {
6834                Ok(mask) => builder.limited_memory_nonlinear_vars = mask,
6835                Err(e) => {
6836                    use pounce_common::journalist::JournalCategory;
6837                    self.journalist.print(
6838                        JournalLevel::J_ERROR,
6839                        JournalCategory::J_MAIN,
6840                        &format!("\nEXIT: Invalid nonlinear-variable list: {}\n", e.message),
6841                    );
6842                    timing.overall_alg.end();
6843                    return ApplicationReturnStatus::InvalidProblemDefinition;
6844                }
6845            }
6846        }
6847
6848        // Linear-solver backend. The default factory is option-aware
6849        // — it reads the `feral_*` extension options off the same
6850        // `OptionsList` that drove the IPM-level builder above so
6851        // per-problem `.opt` files can flip backend knobs without
6852        // rebuilding pounce.
6853        let mut feral_cfg = feral_config_from_options(&self.options);
6854        // Block-triangular / Schur KKT partition (pounce#180 item 2). Configure
6855        // the Schur block solvers from the *base* feral cfg: a full-KKT external
6856        // ordering (item 1) is sized for the whole system and cannot apply to
6857        // the A_FF sub-block, so the Schur path keeps the default sub-block
6858        // ordering. `build_with_backend` honors this only on the IPM + feral +
6859        // exact-Hessian path and falls back to the standard solver otherwise.
6860        if let Some(indices) = &self.kkt_schur_block {
6861            builder.set_kkt_schur(indices.clone(), feral_cfg.clone());
6862            builder.set_kkt_schur_summary_sink(Arc::clone(&self.linsol_summary_sink));
6863        }
6864        // Block-parallel KKT partition (structured-KKT Phase 5b), explicit or
6865        // detected (`kkt_block_detect`).
6866        let detect = matches!(
6867            self.options.get_string_value("kkt_block_detect", ""),
6868            Ok((ref v, true)) if v.eq_ignore_ascii_case("yes")
6869        );
6870        // A model-space declaration (§45) is mapped to KKT indices here, where
6871        // the NLP layout — which variables survived fixing, how constraints
6872        // split into equalities and inequalities — is known.
6873        {
6874            let a = adapter.borrow();
6875            let cls = a.classification();
6876            self.x_elimination = Some((cls.x_not_fixed_map.clone(), cls.n_full_x as usize));
6877        }
6878        let mapped = self.model_blocks.as_ref().and_then(|(v, c)| {
6879            let cls = adapter.borrow().classification().clone();
6880            match map_block_structure_to_kkt(&cls, v, c) {
6881                Ok(l) => Some(l),
6882                Err(e) => {
6883                    tracing::warn!(
6884                        target: "pounce::kkt",
6885                        error = %e,
6886                        "declared block structure does not fit this problem; using the standard solver"
6887                    );
6888                    None
6889                }
6890            }
6891        });
6892        if let Some(labels) = mapped
6893            .or_else(|| self.kkt_blocks.clone())
6894            .or(detect.then(Vec::new))
6895        {
6896            builder.set_kkt_blocks(labels.clone(), feral_cfg.clone());
6897            builder.set_kkt_schur_summary_sink(Arc::clone(&self.linsol_summary_sink));
6898            // And to the restoration sub-IPM, whose builder was minted before
6899            // this mapping existed. Its reduced system is this one, so the
6900            // same labels apply; see `kkt_blocks_published`. Off with
6901            // `kkt_block_restoration no`, which is how restoration's own
6902            // contribution is measured.
6903            let resto_blocks = !matches!(
6904                self.options.get_string_value("kkt_block_restoration", ""),
6905                Ok((ref v, _)) if v.eq_ignore_ascii_case("no")
6906            );
6907            if resto_blocks {
6908                if let Ok(mut g) = self.kkt_blocks_published.lock() {
6909                    *g = Some((labels, feral_cfg.clone()));
6910                }
6911            }
6912        }
6913        // A caller-supplied KKT permutation (pounce#180 item 1) overrides
6914        // the string-option / env ordering: `OrderingMethod::External`
6915        // can't be expressed through the OptionsList (it carries a
6916        // vector), so it is injected here from the side-channel field.
6917        // Only applies to the workspace-default FERAL backend below; a
6918        // custom `linear_backend_factory` owns its own config.
6919        if let Some(perm) = &self.external_ordering {
6920            feral_cfg.ordering = pounce_feral::OrderingMethod::External(perm.clone());
6921        }
6922        // MA57's knobs come off the same `OptionsList`, at the main-IPM
6923        // prefix. The restoration sub-IPM reads them again under
6924        // `"resto."` when its caller mints the inner backend factory —
6925        // see `ma57_config_from_options`.
6926        let ma57_cfg = ma57_config_from_options(&self.options, "");
6927        // gh#987 item 3: publish the unperturbed trials' inertia next to the
6928        // backend's own per-factorization record.
6929        builder.inertia_sink = Some(Arc::clone(&self.linsol_summary_sink));
6930        let factory = self.linear_backend_factory.take().unwrap_or_else(|| {
6931            default_backend_factory_with_sink(
6932                feral_cfg,
6933                ma57_cfg,
6934                Arc::clone(&self.linsol_summary_sink),
6935            )
6936        });
6937        let bundle = builder.build_with_backend(factory);
6938
6939        // Wire the data / cq pair around the NLP. Install the shared
6940        // `TimingStatistics` so the algorithm's iterate phases
6941        // (output, convergence, hessian, μ, search-direction,
6942        // line-search, accept) all record into the same accumulator
6943        // the application exposes via `timing_stats()`.
6944        let data: crate::ipopt_data::IpoptDataHandle = Rc::new(RefCell::new(AlgIpoptData::new()));
6945        data.borrow_mut().timing = Rc::clone(&timing);
6946        // Install a shared wall/CPU-time deadline (pounce#242) so the time
6947        // budget is honored at the granularity of the expensive inner
6948        // steps — the main loop's KKT factorization / line search and the
6949        // restoration inner IPM — instead of only between outer iterations.
6950        // The `Deadline` starts its clock now (right after `overall_alg`),
6951        // and the restoration sub-solve reuses this same instance, so the
6952        // caller's budget bounds the whole solve rather than each nested
6953        // level independently. The convergence check treats it as
6954        // authoritative when present (see `conv_check::opt_error`).
6955        data.borrow_mut().deadline = Some(pounce_common::timing::Deadline::new(
6956            builder.conv_check.max_wall_time,
6957            builder.conv_check.max_cpu_time,
6958        ));
6959        let cq: crate::ipopt_cq::IpoptCqHandle = Rc::new(RefCell::new(
6960            IpoptCalculatedQuantities::new(Rc::clone(&data), Rc::clone(&nlp_handle)),
6961        ));
6962        // Correction size for very small slacks (default mach_eps^{3/4});
6963        // drives the safe-slack bound-adjustment mechanism.
6964        if let Ok((v, true)) = self.options.get_numeric_value("slack_move", "") {
6965            cq.borrow_mut().slack_move = v;
6966        }
6967        // `kappa_d` — weight of the linear damping term added to the
6968        // barrier objective/gradient to handle one-sided bounds
6969        // (`IpIpoptCalculatedQuantities.cpp`). Registered (default 1e-5)
6970        // but previously never read, so a user override was silently
6971        // ignored (#191). Routed through the builder for parity with the
6972        // other numeric knobs; the default matches the registered
6973        // default, so only explicit overrides change behavior.
6974        cq.borrow_mut().kappa_d = builder.kappa_d;
6975        // `s_max` — cap on the average multiplier magnitude in the
6976        // `(s_d, s_c)` scaling of the KKT error test. Same shape as
6977        // `kappa_d`: registered (default 100) and previously never read,
6978        // so an override was silently ignored (#551 / #677).
6979        cq.borrow_mut().s_max = builder.s_max;
6980
6981        // Seed `data.curr` with a zero-valued iterate of the correct
6982        // dimensions. The `IterateInitializer` consumes these as its
6983        // template (it overwrites `x`, `s`, multipliers in place); we
6984        // just need the dim metadata.
6985        {
6986            let nlp_borrow = nlp_handle.borrow();
6987            let n_x = nlp_borrow.n();
6988            let n_s = nlp_borrow.m_ineq();
6989            let n_yc = nlp_borrow.m_eq();
6990            let n_yd = nlp_borrow.m_ineq();
6991            let n_zl = nlp_borrow.x_l().dim();
6992            let n_zu = nlp_borrow.x_u().dim();
6993            let n_vl = nlp_borrow.d_l().dim();
6994            let n_vu = nlp_borrow.d_u().dim();
6995            drop(nlp_borrow);
6996            let iv = IteratesVector::new(
6997                Rc::new(DenseVectorSpace::new(n_x).make_new_dense()),
6998                Rc::new(DenseVectorSpace::new(n_s).make_new_dense()),
6999                Rc::new(DenseVectorSpace::new(n_yc).make_new_dense()),
7000                Rc::new(DenseVectorSpace::new(n_yd).make_new_dense()),
7001                Rc::new(DenseVectorSpace::new(n_zl).make_new_dense()),
7002                Rc::new(DenseVectorSpace::new(n_zu).make_new_dense()),
7003                Rc::new(DenseVectorSpace::new(n_vl).make_new_dense()),
7004                Rc::new(DenseVectorSpace::new(n_vu).make_new_dense()),
7005            );
7006            data.borrow_mut().set_curr(iv);
7007        }
7008
7009        // Full primal-dual warm restart (debugger `resolve`): if a
7010        // captured iterate is queued, install it onto `data.curr` over
7011        // the placeholder so the `WarmStartIterateInitializer`'s
7012        // re-optimize branch (x already initialized) keeps it and only
7013        // clamps multipliers / sets target_mu — no cold re-seed from the
7014        // NLP. Skipped (with a warning) if the dimensions don't line up,
7015        // e.g. an option changed the problem structure between solves.
7016        if let Some(snap) = self.warm_start_iterate.take() {
7017            let dims_match = {
7018                let borrow = data.borrow();
7019                borrow
7020                    .curr
7021                    .as_ref()
7022                    .map(|c| iterates_dims(c) == iterates_dims(snap.iterates()))
7023                    .unwrap_or(false)
7024            };
7025            if dims_match {
7026                data.borrow_mut().set_curr(snap.iterates().clone());
7027                data.borrow_mut().curr_mu = snap.mu();
7028            } else {
7029                tracing::warn!(
7030                    target: "pounce::warm_start",
7031                    "debugger warm-restart iterate dimensions differ from the fresh \
7032                     solve; ignoring the captured iterate and seeding normally"
7033                );
7034            }
7035        }
7036
7037        let max_iter = self
7038            .options
7039            .get_integer_value("max_iter", "")
7040            .ok()
7041            .and_then(|(v, f)| f.then_some(v))
7042            .unwrap_or(3000);
7043        let tol = self
7044            .options
7045            .get_numeric_value("tol", "")
7046            .ok()
7047            .and_then(|(v, f)| f.then_some(v))
7048            .unwrap_or(1e-8);
7049        data.borrow_mut().tol = tol;
7050
7051        let mut alg = IpoptAlgorithm::new(data, cq, bundle)
7052            .with_nlp(Rc::clone(&nlp_handle))
7053            .with_tnlp(Rc::clone(&tnlp));
7054        alg.last_iter_stats_sink = Some(Rc::clone(&self.last_iter_stats));
7055        alg.live_iterate_fixed_var_duals = self.reports_fixed_var_duals();
7056        // Mint a fresh restoration factory per inner solve if a
7057        // provider is configured (pounce#10 Phase 3). Falls back to
7058        // the legacy one-shot `restoration_factory` slot when no
7059        // provider is set, preserving single-shot caller behavior.
7060        if let Some(provider) = self.restoration_factory_provider.as_mut() {
7061            self.restoration_factory = Some(provider());
7062        }
7063        if let Some(factory) = self.restoration_factory.as_mut() {
7064            alg = alg.with_restoration(factory());
7065        }
7066        if let Some(diag) = self.diagnostics.as_ref() {
7067            alg = alg.with_diagnostics(Rc::clone(diag));
7068        }
7069        // Move the interactive debugger hook (if any) into the main
7070        // algorithm. Taken — not cloned — so it drives exactly this
7071        // solve; a subsequent solve must reinstall it.
7072        if let Some(hook) = self.debug_hook.take() {
7073            alg = alg.with_debug_hook(hook);
7074        }
7075        alg.max_iter = max_iter;
7076        // `kappa_sigma` — factor bounding how far the bound multipliers
7077        // may deviate from their primal estimates; the clamp runs after
7078        // every accepted step (`IpIpoptAlg.cpp`, Eqn. (16)). Registered
7079        // (default 1e10) but previously never read, so a user override —
7080        // including the documented `< 1` "disable the correction" — was
7081        // silently ignored (#191). Routed through the builder; the struct
7082        // default matches the registered default, so default runs are
7083        // unchanged.
7084        alg.kappa_sigma = builder.kappa_sigma;
7085        alg.ftb_centrality_floor = builder.ftb_centrality_floor;
7086        // `recalc_y` (#677) — see the read site above for why the
7087        // limited-memory path defaults it on.
7088        // `linear_system_scaling=slack-based` (#677) — the only scaling
7089        // choice whose factors depend on the iterate, so the main loop
7090        // has to refresh them. See `IpoptAlgorithm::push_slack_scaling`.
7091        alg.slack_based_scaling = matches!(
7092            builder.linear_system_scaling,
7093            crate::alg_builder::LinearSystemScalingChoice::SlackBased
7094        );
7095        alg.recalc_y = builder.recalc_y;
7096        alg.recalc_y_feas_tol = builder.recalc_y_feas_tol;
7097        // `start_with_resto` — the outer loop is what acts on it. It was
7098        // previously copied only into the restoration sub-solver's own
7099        // builder, which has no first outer iteration to force, so
7100        // setting the option did nothing at all.
7101        alg.start_with_resto = builder.resto.start_with_resto;
7102        // Tiny-step and divergence guards (#191): registered but
7103        // previously never read. Struct defaults match the registered
7104        // defaults, so default runs are unchanged.
7105        alg.tiny_step_tol = builder.tiny_step_tol;
7106        alg.tiny_step_y_tol = builder.tiny_step_y_tol;
7107        alg.diverging_iterates_tol = builder.diverging_iterates_tol;
7108        alg.dual_diverging_streak = builder.dual_diverging_streak.max(0) as usize;
7109        alg.dual_divergence_retry_step_tol = builder.dual_divergence_retry_step_tol;
7110        alg.dual_divergence_retry_du_floor = builder.dual_divergence_retry_du_floor;
7111        alg.tiny_stall = crate::tiny_step_stall::TinyStepDualStall::new(
7112            builder.tiny_step_dual_stall_iters.max(0) as usize,
7113        );
7114        alg.resto_decline_deferrals = builder.resto_decline_deferrals.max(0) as usize;
7115        alg.resto_decline_progress_ratio = builder.resto_decline_progress_ratio;
7116        alg.neg_curv_escapes = builder.neg_curv_escapes.max(0) as usize;
7117        alg.lbfgs_ls_failure_restarts = builder.limited_memory_ls_failure_restarts.max(0) as usize;
7118        alg.kkt_fidelity_tol = builder.kkt_fidelity_tol;
7119        // Honor `print_level == 0`: silence the algorithm's direct-to-stdout
7120        // output — the per-iteration table and, new in #206, the
7121        // problem-statistics and end-of-run summary blocks the engine now
7122        // emits itself. Default (unset) or any positive level shows them; the
7123        // CLI's JSON mode forces print_level 0, so structured output stays
7124        // clean. (The Phase-7 journalist surface respects print_level already;
7125        // this is the legacy direct-print site that needs the same gate.)
7126        let console_output = match self.options.get_integer_value("print_level", "") {
7127            Ok((v, true)) => v >= 1,
7128            _ => true,
7129        };
7130        if !console_output {
7131            alg.print_iter_output = false;
7132            // The nested restoration IPM is built inside the restoration
7133            // driver, not by `IpoptAlgorithm::new`, so it never sees this
7134            // gate unless we forward it.
7135            if let Some(resto) = alg.restoration.as_mut() {
7136                resto.set_print_iter_output(false);
7137            }
7138        }
7139
7140        // Problem statistics, Ipopt-style, emitted before the iteration table
7141        // from the engine's own reduced problem (#206). Built from the same
7142        // collect_stats inputs the CLI used, so the block is byte-identical;
7143        // emitting it here means every frontend (CLI, Python, C) and every
7144        // algorithm (IPM, SQP) gets it.
7145        self.emit_problem_stats(&tnlp, console_output);
7146
7147        // Per-iteration history (pounce#71): when requested, capture the
7148        // `pounce::iteration` events emitted during the solve into an
7149        // `IterRecord` trajectory via the observability collector layer.
7150        // This replaces the old in-loop `iter_history` accumulation; it
7151        // requires the collector to be installed in the active
7152        // subscriber (the CLI / Python / C frontends install it via
7153        // `pounce_observability::init_subscriber`; tests call
7154        // `init_for_tests`). The collector scopes out restoration
7155        // sub-solve iterations via the `restoration` span, so the
7156        // trajectory matches the previous behavior (outer iters only).
7157        let iter_capture = self
7158            .record_iter_history
7159            .then(pounce_observability::IterCaptureGuard::start);
7160
7161        let handover_cells = self.install_handover(&mut alg, &nlp_handle);
7162        let solver_status = alg.optimize();
7163        self.finish_handover(&nlp_handle, handover_cells);
7164        // Keep the initializer's feasibility diagnostics reachable
7165        // after the algorithm goes out of scope (gh#605).
7166        self.least_square_init_report = alg.least_square_init_report();
7167
7168        let captured_iters = iter_capture.map(|g| g.finish()).unwrap_or_default();
7169        // Propagate to any enclosing capture (e.g. `with_iter_capture`
7170        // wrapped around a solve with iteration history enabled), whose
7171        // buffer this inner guard would otherwise leave empty.
7172        pounce_observability::extend_active_capture(&captured_iters);
7173        // Close the overall-algorithm timer on the success path. The
7174        // early-return arms above end it themselves before bailing out;
7175        // this one matches upstream `IpoptApplication::call_optimize`
7176        // (which calls `EndCpuTime()` on overall_alg right after
7177        // `Optimize` returns, regardless of solver_status).
7178        timing.overall_alg.end();
7179
7180        // gh#612: opt-in crossover. Runs here — after the algorithm is done
7181        // but BEFORE the statistics drain, the status gates, the
7182        // `on_converged` hook and `finalize_via_orig_nlp` — so that when it
7183        // accepts, every one of those describes the point actually returned.
7184        // Placing it later would mean reporting residuals for an iterate the
7185        // user is not given, and would hide the exact active set from the
7186        // post-optimal sensitivity hook, which is the first of the three
7187        // consumers this exists for.
7188        self.maybe_crossover(&mut alg, &nlp_handle, solver_status);
7189
7190        // Drain counters / iter count off the algorithm.
7191        {
7192            let mut stats = self.statistics.borrow_mut();
7193            {
7194                let d = alg.data.borrow();
7195                stats.iteration_count = d.iter_count;
7196                // Converged barrier parameter μ — threaded forward into a
7197                // warm-started corrector's `mu_init` / `warm_start_target_mu`
7198                // for predictor–corrector path following (pounce#86).
7199                stats.final_mu = d.curr_mu;
7200            }
7201            // gh#606: the warm-start initializer's verdict on what the
7202            // caller supplied. Lifted off the (solve-local) data handle
7203            // so it outlives the solve; `None` on a cold start.
7204            *self.warm_start_diag.borrow_mut() = alg.data.borrow().warm_start_diagnostics.clone();
7205            stats.total_wallclock_time_secs = t_start.elapsed().as_secs_f64();
7206            // Restoration-phase audit counters (pounce#12). Zero on
7207            // problems where restoration never fires; populated by
7208            // `IpoptAlgorithm::invoke_restoration`.
7209            // Finite-difference Hessian census (gh#823 review). `None` on
7210            // every other updater, which leaves the `-1` sentinel in
7211            // place and says "this mode did not run" rather than "it ran
7212            // and found nothing".
7213            if let Some(fd) = alg.bundle.hess.fd_hessian_stats() {
7214                use crate::hess::fd_hessian::FdPatternSource;
7215                stats.fd_hessian_pattern_used = match fd.pattern_used {
7216                    Some(FdPatternSource::Declared) => 0,
7217                    Some(FdPatternSource::Jacobian) => 1,
7218                    None => -1,
7219                };
7220                stats.fd_hessian_nnz = fd.nnz as Index;
7221                stats.fd_hessian_n = fd.n as Index;
7222                stats.fd_hessian_groups = fd.groups as Index;
7223                stats.fd_hessian_rho_max = fd.rho_max as Index;
7224                stats.fd_hessian_coloring_fell_back = fd.coloring_fell_back;
7225                stats.fd_hessian_objective_clique_widened = fd.objective_clique_widened;
7226            }
7227            stats.restoration_calls = alg.resto_calls;
7228            stats.restoration_inner_iters = alg.resto_inner_iters;
7229            stats.restoration_outer_iters = alg.resto_outer_iters;
7230            stats.restoration_wall_secs = alg.resto_wall_secs;
7231            // gh#857. Read off the shared cell rather than the algorithm's
7232            // own `PdFullSpaceSolver`, so restoration sub-solves — which
7233            // run their own solver instance — are included.
7234            stats.quality_escalations = self.quality_escalations.get() as Index;
7235            // gh#1042: which `Restoration_Failed` this is, for the ladder.
7236            stats.unreleased_handback_exit = alg.unreleased_handback_exit();
7237            // gh#884. Read off the algorithm that just ran, so
7238            // `run_with_dual_divergence_retry` — which sits above this
7239            // call — can see what it observed.
7240            self.dual_divergence_signature
7241                .set(self.dual_divergence_signature.get() || alg.dual_divergence_signature());
7242            stats.dual_divergence_signature = self.dual_divergence_signature.get();
7243            stats.returned_run_dual_divergence_signature = alg.dual_divergence_signature();
7244            self.tiny_step_dual_stall.set(alg.tiny_step_dual_stall());
7245            stats.dual_divergence_retry_promoted = self.dual_divergence_retry_promoted.get();
7246            stats.mu_strategy_fallback = self.mu_strategy_fallback_record.borrow().clone();
7247            stats.derivative_check = self.derivative_check.borrow().clone();
7248            let (rs, ra) = self.obj_scale_refused.get();
7249            self.obj_scale_refused.set((
7250                rs || alg.obj_scale_certificate_refused(),
7251                ra || alg.obj_scale_acceptable_refused(),
7252            ));
7253            stats.obj_scale_certificate_refused = self.obj_scale_refused.get().0;
7254            stats.obj_scale_acceptable_refused = self.obj_scale_refused.get().1;
7255            stats.iterations = captured_iters;
7256            // A refused starting point does not produce a valid iterate.
7257            // Leave final objective/residual fields at their NaN defaults.
7258            // Capture the final *scaled* objective at the algorithm's
7259            // (compressed `x_var`-space) iterate via the NLP: the
7260            // algorithm-side `eval_f` returns `f * obj_scale_factor`.
7261            // `final_objective` is seeded with it only as a best-effort
7262            // fallback; the success path below overwrites it with the
7263            // true unscaled objective from `finalize_via_orig_nlp`
7264            // (which evaluates the user TNLP directly).
7265            if solver_status != SolverReturn::InvalidProblemDefinition {
7266                let curr_x = alg.data.borrow().curr.as_ref().map(|c| c.x.clone());
7267                if let Some(x) = curr_x {
7268                    if let Ok(f) = try_eval_curr_f(&nlp_handle, &x) {
7269                        stats.final_objective = f;
7270                        stats.final_scaled_objective = f;
7271                    }
7272                }
7273                // Final residuals straight off the cq cache. These mirror
7274                // the values upstream prints in its end-of-run summary
7275                // ("Dual infeasibility / Constraint violation /
7276                // Complementarity / Overall NLP error").
7277                let cq = alg.cq.borrow();
7278                stats.final_dual_inf = cq.curr_dual_infeasibility_max();
7279                // Stays on the *internal* measure deliberately: the summary's
7280                // "Overall NLP error" is `curr_nlp_error`, and it is built from
7281                // this same `max(||c||, ||d - s||)`. Switching the violation line
7282                // alone to the original-NLP measure
7283                // (`curr_unscaled_nlp_constraint_violation_max`, now used by the
7284                // `inf_pr` column) would leave the block self-inconsistent —
7285                // an error larger than the max of its own components. Making
7286                // them agree means deciding whether *convergence* should be
7287                // judged on the original NLP, which is a behaviour change for
7288                // every model, not a reporting fix. See pounce#476.
7289                //
7290                // NOTE (gh #528): "Overall NLP error" is no longer the number
7291                // the strict gate tests. That gate judges
7292                // `curr_nlp_error_above_primal_noise` — the same aggregate with
7293                // each row's residual counted only above what it can represent
7294                // in floating point — so on a model whose constraint values run
7295                // to `~1e8` the summary can report an error above `tol` beside
7296                // `EXIT: Optimal Solution Found`. The gap is exactly the part
7297                // of the residual that is quantisation noise, and it is bounded
7298                // by `constr_viol_tol`, which is still tested here on the full
7299                // unfloored residual. Reporting is deliberately left on the raw
7300                // value: it is the honest measurement, and at these magnitudes
7301                // the default `bound_relax_factor = 1e-8` has already moved
7302                // every bound by orders of magnitude more than the floor
7303                // forgives, so the raw number was never an exact statement
7304                // about the original NLP either.
7305                stats.final_constr_viol = cq.curr_primal_infeasibility_max();
7306                // How far outside the model AS DECLARED the returned point
7307                // sits. The line above is the internal slack measure the
7308                // convergence test reads, on the `bound_relax_factor`-widened
7309                // model this arm genuinely solves; the widening stays here
7310                // because a feasible-iterate log-barrier needs `x` strictly
7311                // inside its bounds (the convex arm's does not -- see
7312                // `qp_extract::BoundRelax`). The two can differ by orders and
7313                // nothing used to say so: on netlib `wood1p` this reports
7314                // `1.71e-14` at a point `7.96e-09` outside the declared rows
7315                // and `9.84e-09` outside the declared box. Reported on
7316                // every solve (see gh#987 below).
7317                //
7318                // gh#987: computed on every solve, not only a widened one.
7319                // `final_constr_viol` is documented as the internal scaled
7320                // residual, so under row scaling with `bound_relax_factor=0`
7321                // the user-unit violation was reported nowhere (the field read
7322                // NaN). Without a widening the declared and live models
7323                // coincide, but the *units* do not, and this is the one field
7324                // that is always in the caller's.
7325                stats.final_declared_constr_viol = cq.curr_declared_primal_violation_max();
7326                // The box half of the same measurement, unconditionally: this
7327                // one is a *summary line* (Ipopt's `Variable bound
7328                // violation`), not an extra warning, so it has to carry a real
7329                // number on every solve rather than only on a widened one. At
7330                // `bound_relax_factor = 0` the honest number is `0` and the
7331                // accessor returns it by measurement, not by assumption.
7332                stats.final_declared_box_viol = cq.curr_declared_box_violation_max();
7333                // Infinity-norm complementarity, max over all four bound
7334                // blocks (s_xl·z_l, s_xu·z_u, s_sl·v_l, s_su·v_u). The
7335                // empty-bound blocks return `0` from amax(), so the max is
7336                // safe even when only one side has bounds.
7337                let compl = cq
7338                    .curr_compl_x_l()
7339                    .amax()
7340                    .max(cq.curr_compl_x_u().amax())
7341                    .max(cq.curr_compl_s_l().amax())
7342                    .max(cq.curr_compl_s_u().amax());
7343                stats.final_compl = compl;
7344                stats.final_kkt_error = cq.curr_nlp_error();
7345                // The aggregate the strict gate tested (gh #528). Reported
7346                // alongside the raw one so a summary can account for the gap
7347                // between them; equal to it on every `O(1)` model, and on any
7348                // run with `primal_noise_floor_kappa = 0`.
7349                stats.final_kkt_error_above_noise = cq
7350                    .curr_nlp_error_above_primal_noise(builder.conv_check.primal_noise_floor_kappa);
7351                // Unscaled (user-space) counterparts — divide the nlp_scaling
7352                // back out so a consumer can verify the certificate in its own
7353                // units (pounce#173). Identical to the scaled fields when no
7354                // scaling is active.
7355                stats.final_unscaled_dual_inf = cq.curr_unscaled_dual_infeasibility_max();
7356                stats.final_unscaled_dual_scale = cq.curr_unscaled_dual_infeasibility_scale_max();
7357                stats.final_obj_scaling_factor = cq.computed_obj_scaling_factor();
7358                stats.final_total_obj_scaling_factor = cq.obj_scaling_factor().abs();
7359                stats.start_obj_grad_max = cq.start_obj_gradient_max();
7360                stats.final_unscaled_constr_viol = cq.curr_unscaled_primal_infeasibility_max();
7361                // Record whether per-row scaling actually engaged, so a
7362                // wrapper that measures the user's rows in the model's own
7363                // units knows which field family may carry that number.
7364                // `curr_unscaled_primal_infeasibility_max` treats both
7365                // vectors absent as "scaled == unscaled"; the ℓ₁ outer loop
7366                // relies on the same equivalence (gh#794 review).
7367                {
7368                    let nlp_ref = nlp_handle.borrow();
7369                    self.row_scaling_active.set(Some(
7370                        nlp_ref.c_scale_vec().is_some() || nlp_ref.d_scale_vec().is_some(),
7371                    ));
7372                }
7373                stats.final_unscaled_compl = cq.curr_unscaled_complementarity_max();
7374                stats.final_unscaled_kkt_error = cq.curr_unscaled_nlp_error();
7375
7376                // Report an accepted crossover in the frame it solved in
7377                // (#646). Everything above measures against the bounds the
7378                // interior iteration ran against, which `bound_relax_factor`
7379                // widened by `δ` before the solve. That is the right frame
7380                // for an interior iterate — it never touches a bound — but a
7381                // crossed-over point sits *exactly* on the constraints of the
7382                // problem as declared, i.e. `δ` inside the relaxed ones, so
7383                // the four `s·z` blocks above read `|multiplier| · δ`. For a
7384                // unit multiplier and the default `δ = 1e-8` that is `1e-8`,
7385                // which is `tol`: a strictly better point printed an `Overall
7386                // NLP error` above tolerance, and the opt-in
7387                // `kkt_fidelity_tol` gate below downgraded it.
7388                //
7389                // Only complementarity moves. Stationarity involves no
7390                // bounds, and the crossed-over point is *interior* to the
7391                // relaxed box, so its violation is zero under either reading.
7392                //
7393                // The substitution is confined to reporting. Crossover runs
7394                // after the status is decided, and it only ever installs a
7395                // point the never-regress gate accepted on the declared-bound
7396                // residuals, so this cannot dress up a worse iterate — the
7397                // measurement it replaces is the artifact.
7398                // The same holds for a point the in-solve handover installed
7399                // (gh#1054) while it is still the iterate being reported —
7400                // `curr_from_crossover` is cleared if the interior method
7401                // moved on from it.
7402                let declared_compl = self
7403                    .crossover_report
7404                    .as_ref()
7405                    .filter(|r| r.accepted())
7406                    .or_else(|| {
7407                        self.handover_report
7408                            .as_ref()
7409                            .filter(|_| alg.data.borrow().curr_from_crossover)
7410                            .and_then(|h| h.last.as_ref())
7411                            .filter(|r| r.accepted())
7412                    })
7413                    .map(|r| r.compl_after)
7414                    .filter(|c| c.is_finite());
7415                if let Some(compl_declared) = declared_compl {
7416                    stats.final_compl = compl_declared;
7417                    stats.final_kkt_error =
7418                        cq.curr_nlp_error_with_complementarity(compl_declared, 0.0);
7419                    stats.final_kkt_error_above_noise = cq.curr_nlp_error_with_complementarity(
7420                        compl_declared,
7421                        builder.conv_check.primal_noise_floor_kappa,
7422                    );
7423                    // Same unscaling as `curr_unscaled_complementarity_max`:
7424                    // the slack's row factor and the multiplier's cancel in
7425                    // the product, leaving the objective factor. Magnitude —
7426                    // `obj_scaling_factor` is signed, `-1` being the
7427                    // documented way to pose a maximization.
7428                    let df = cq.obj_scaling_factor().abs();
7429                    stats.final_unscaled_compl = if df == 0.0 || df == 1.0 {
7430                        compl_declared
7431                    } else {
7432                        compl_declared / df
7433                    };
7434                    stats.final_unscaled_kkt_error = stats
7435                        .final_unscaled_dual_inf
7436                        .max(stats.final_unscaled_constr_viol)
7437                        .max(stats.final_unscaled_compl);
7438                }
7439            }
7440        }
7441
7442        // Never report `Infeasible_Problem_Detected` while holding a point that
7443        // satisfies every constraint. The gates that produce this verdict argue
7444        // from a stalled feasibility sub-problem, and gh #379 is what that looks
7445        // like when the argument is wrong — a model whose own starting point is
7446        // exactly feasible, reported infeasible. See
7447        // `withdraw_infeasibility_if_refuted`.
7448        let solver_status =
7449            withdraw_infeasibility_if_refuted(&tnlp, solver_status, lo_inf, up_inf, tol);
7450
7451        // Map SolverReturn → ApplicationReturnStatus per
7452        // MAIN_LOOP.md's exception table, then apply the opt-in
7453        // status-fidelity gate (pounce#173).
7454        let app_status = self.apply_kkt_fidelity_gate(solver_return_to_app_status(solver_status));
7455        // gh#986 item 5: `mehrotra_algorithm=yes` runs with no line search
7456        // (every trial step is accepted), which is sound on LP / convex QP and
7457        // not on a general NLP — there an unglobalized step can walk the
7458        // iterate into an infeasible region that restoration then cannot
7459        // leave. (A *feasible* iterate is no longer sent to restoration by the
7460        // probing guard: it is recentred, gh#986 item 5, so this no longer
7461        // fires on the guard's own account.) Say so when it happens.
7462        if app_status == ApplicationReturnStatus::RestorationFailed
7463            && matches!(
7464                self.options.get_string_value("mehrotra_algorithm", ""),
7465                Ok((ref v, true)) if v == "yes"
7466            )
7467        {
7468            tracing::warn!(
7469                target: "pounce::algorithm",
7470                "pounce: restoration failed under mehrotra_algorithm=yes. That option \
7471                 disables the line search and is intended for LPs and convex QPs; on a \
7472                 general NLP every trial step is accepted, so the iterate can leave the \
7473                 region restoration can repair, and a successful run may stop at a \
7474                 different local solution than the default algorithm finds. Retry with \
7475                 the default (mehrotra_algorithm=no)."
7476            );
7477        }
7478
7479        // On convergence, fire the user-supplied callback (post-optimal
7480        // sensitivity hook, pounce#16) before flowing back through
7481        // `finalize_via_orig_nlp`. Borrowed handles into the converged
7482        // KKT state stay alive for the duration of the closure.
7483        if matches!(
7484            app_status,
7485            ApplicationReturnStatus::SolveSucceeded
7486                | ApplicationReturnStatus::SolvedToAcceptableLevel
7487        ) {
7488            if let Some(cb) = self.on_converged.as_mut() {
7489                // `data.w` is one iterate behind here: the main loop checks
7490                // convergence before it updates the Hessian, so it still holds
7491                // `W(w_k)` from the final Newton step while every other block
7492                // the hook factors (Jacobians, slacks, multipliers, `Σ`) is
7493                // read at the converged point `w*`. Re-evaluate it so the
7494                // sensitivity matrix is the KKT Jacobian at `w*` rather than a
7495                // hybrid of two iterates. Updaters with no `W` to re-evaluate
7496                // (the quasi-Newton ones) answer `None` and keep theirs.
7497                // See `set_on_converged_refreshes_hessian`.
7498                if self.on_converged_refreshes_hessian
7499                    && let Some(w) = alg.bundle.hess.hessian_at_current(&alg.data, &alg.cq)
7500                {
7501                    alg.data.borrow_mut().w = Some(w);
7502                }
7503                if let Some(sd) = alg.search_dir.as_mut() {
7504                    let pd = sd.pd_solver_rc();
7505                    // Tag the firing before it runs, so the hook can file what
7506                    // it keeps under the id `finalize_via_orig_nlp` then
7507                    // stamps on this attempt's payload.
7508                    let id = self.on_converged_fired.get() + 1;
7509                    self.on_converged_fired.set(id);
7510                    alg.data.borrow_mut().on_converged_id = Some(id);
7511                    cb(&alg.data, &alg.cq, &nlp_handle, pd);
7512                }
7513            }
7514        }
7515
7516        // Finalize: forward the final iterate to the user's TNLP. The
7517        // returned objective is evaluated on the *user* TNLP at the
7518        // unscaled iterate, so it overrides the scaled best-effort
7519        // value stashed in `final_objective` above (the algorithm-side
7520        // `eval_f` returns `f * obj_scale_factor`).
7521        if solver_status != SolverReturn::InvalidProblemDefinition {
7522            match finalize_via_orig_nlp(
7523                &nlp_handle,
7524                &alg,
7525                solver_status,
7526                app_status,
7527                &tnlp,
7528                &self.last_finalize,
7529                self.reports_fixed_var_duals(),
7530            ) {
7531                Ok(f_unscaled) => {
7532                    self.statistics.borrow_mut().final_objective = f_unscaled;
7533                }
7534                Err(()) => {}
7535            }
7536        }
7537
7538        // End-of-solve timing report. Gated on `print_timing_statistics`
7539        // (default "no"); mirrors upstream's
7540        // `IpoptApplication::call_optimize` →
7541        // `IpTimingStatistics::PrintAllValues` call site. The report
7542        // goes to stdout (for parity with the banner / iter-row output
7543        // path) and is also fanned out to the journalist so an
7544        // `output_file` attached via `Initialize` picks it up.
7545        let print_timing = self
7546            .options
7547            .get_bool_value("print_timing_statistics", "")
7548            .ok()
7549            .and_then(|(v, f)| f.then_some(v))
7550            .unwrap_or(false);
7551        if print_timing {
7552            let report = timing.report();
7553            print!("{}", report);
7554            use pounce_common::journalist::{JournalCategory, JournalLevel};
7555            self.journalist.print(
7556                JournalLevel::J_SUMMARY,
7557                JournalCategory::J_TIMING_STATISTICS,
7558                &report,
7559            );
7560        }
7561
7562        // End-of-run summary, Ipopt-style, emitted last (after any timing
7563        // report) from the engine's own statistics (#206). Drains the eval
7564        // tallies into SolveStatistics (read AFTER finalize so the final
7565        // solution evaluation is included) and prints the summary, gated on
7566        // the same print_level as the rest of the console.
7567        self.emit_end_summary(app_status, &nlp_handle, console_output);
7568
7569        app_status
7570    }
7571
7572    /// Build an [`AlgorithmBuilder`] populated from the app's
7573    /// [`OptionsList`]. Public so callers wiring the restoration
7574    /// factory can hand the *inner* IPM a builder that mirrors the
7575    /// outer's `mu_strategy`/`mu_oracle`/line-search choices —
7576    /// matching upstream `IpAlgBuilder::BuildRestoIpoptAlgorithm`,
7577    /// which reads the same `mu_strategy` option with prefix `"resto."
7578    /// + prefix` and falls back to the outer setting.
7579    pub fn algorithm_builder_from_options(&self) -> AlgorithmBuilder {
7580        let mut builder = AlgorithmBuilder::new();
7581        // gh#857: share this application's escalation tally. Every
7582        // frontend builds the restoration provider's inner builder from
7583        // this method, so restoration escalations aggregate here too.
7584        builder.quality_escalation_counter = Some(Rc::clone(&self.quality_escalations));
7585        // Structured-KKT Phase 5b: the same reasoning, one solve later. The
7586        // partition this solve resolves is not known yet — it is derived from
7587        // a KKT layout that does not exist until `optimize` builds it — so the
7588        // builder takes the cell rather than the labels, and reads it when
7589        // restoration actually runs. Block-path factorizations record into the
7590        // restoration sink, so `linear_solver.restoration` reports them where
7591        // the rest of restoration's linear algebra is reported.
7592        if let Ok((v, _)) = self.options.get_integer_value("kkt_block_min_size", "") {
7593            builder.kkt_block_min_size = v.max(0) as usize;
7594        }
7595        builder.set_kkt_blocks_cell(Arc::clone(&self.kkt_blocks_published));
7596        builder.set_kkt_schur_summary_sink(Arc::clone(&self.resto_linsol_summary_sink));
7597
7598        // `mehrotra_algorithm` is parsed first so its cascading
7599        // defaults (mu_strategy=adaptive, mu_oracle=probing) can be
7600        // overridden by an explicit user setting of those keys
7601        // below. Mirrors `IpAlgBuilder.cpp:Mehrotra`.
7602        // `fast_step_computation` — skip the search-direction residual
7603        // check and allow an inexact linear solve. `PdSearchDirCalc` has
7604        // consumed this flag since it landed, hard-coded to `false`; the
7605        // option's read site was simply missing, so setting it did
7606        // nothing at all (gh#483 follow-up, #191 round 2).
7607        if let Ok((v, true)) = self.options.get_string_value("fast_step_computation", "") {
7608            builder.fast_step_computation = v.eq_ignore_ascii_case("yes");
7609        }
7610
7611        let mut mehrotra_on = false;
7612        if let Ok((v, found)) = self.options.get_string_value("mehrotra_algorithm", "") {
7613            if found && v == "yes" {
7614                mehrotra_on = true;
7615                builder.mehrotra_algorithm = true;
7616                builder.mu_strategy = MuStrategyChoice::Adaptive;
7617                builder.mu_oracle = crate::mu::adaptive::MuOracleKind::Probing;
7618                // `accept_every_trial_step` short-circuits the alpha
7619                // loop / filter — Mehrotra steps would otherwise be
7620                // rejected by the filter on LP-shaped problems because
7621                // the barrier objective is non-monotone along the
7622                // corrector. Mirrors upstream `IpAlgBuilder.cpp:Mehrotra`.
7623                builder.line_search.accept_every_trial_step = true;
7624                // Aggressive iterate-push defaults (`SetNumericValueIfUnset`
7625                // in upstream). The explicit user parses below will
7626                // overwrite these if the user set them explicitly.
7627                builder.init.bound_push = 10.0;
7628                builder.init.bound_frac = 0.2;
7629                builder.init.slack_bound_push = 10.0;
7630                builder.init.slack_bound_frac = 0.2;
7631                builder.init.bound_mult_init_val = 10.0;
7632                builder.init.constr_mult_init_max = 0.0;
7633                // `alpha_for_y=bound-mult` — Mehrotra wants the
7634                // equality multipliers to advance with the dual
7635                // alpha so they stay in step with z/v. Mirrors
7636                // upstream `IpIpoptAlg.cpp:InitializeImpl`.
7637                builder.line_search.alpha_for_y =
7638                    crate::line_search::backtracking::AlphaForY::BoundMult;
7639                // `adaptive_mu_globalization=never-monotone-mode` —
7640                // upstream `IpIpoptAlg.cpp:148-154` enforces this:
7641                // Mehrotra disables the globalization switch entirely
7642                // (no fallback to monotone mode when convergence
7643                // stalls). Required for the unsafeguarded Mehrotra
7644                // path to function.
7645                builder.mu.adaptive_mu_globalization =
7646                    crate::mu::adaptive::AdaptiveMuGlobalization::NeverMonotoneMode;
7647                // `least_square_init_primal=yes` — upstream
7648                // `IpIpoptAlg.cpp:182` enables this for the Mehrotra
7649                // cascade. Replaces the user's starting `x` with the
7650                // min-norm primal that satisfies the linearized
7651                // equality+inequality constraints. Critical on
7652                // LP-shaped problems where the user's starting point
7653                // can be wildly infeasible (e.g. nuffield2_trap).
7654                builder.init.least_square_init_primal = true;
7655            }
7656        }
7657
7658        if let Ok((v, found)) = self.options.get_string_value("mu_strategy", "") {
7659            if found {
7660                let parsed = match v.as_str() {
7661                    "adaptive" => MuStrategyChoice::Adaptive,
7662                    _ => MuStrategyChoice::Monotone,
7663                };
7664                if mehrotra_on && matches!(parsed, MuStrategyChoice::Monotone) {
7665                    // Upstream Ipopt refuses this combination: Mehrotra
7666                    // needs an affine step every iter, which only the
7667                    // adaptive path computes. Keep adaptive and warn.
7668                    tracing::warn!(target: "pounce::algorithm",
7669                        "pounce: mehrotra_algorithm=yes requires \
7670                         mu_strategy=adaptive; ignoring \
7671                         mu_strategy=monotone."
7672                    );
7673                } else {
7674                    builder.mu_strategy = parsed;
7675                }
7676            }
7677        }
7678        if let Ok((v, found)) = self.options.get_string_value("mu_oracle", "") {
7679            if found {
7680                builder.mu_oracle = match v.as_str() {
7681                    "loqo" => crate::mu::adaptive::MuOracleKind::Loqo,
7682                    "probing" => crate::mu::adaptive::MuOracleKind::Probing,
7683                    _ => crate::mu::adaptive::MuOracleKind::QualityFunction,
7684                };
7685            }
7686        }
7687        if let Ok((v, found)) = self
7688            .options
7689            .get_string_value("adaptive_mu_globalization", "")
7690        {
7691            if found {
7692                use crate::mu::adaptive::AdaptiveMuGlobalization;
7693                builder.mu.adaptive_mu_globalization = match v.as_str() {
7694                    "kkt-error" => AdaptiveMuGlobalization::KktError,
7695                    "never-monotone-mode" => AdaptiveMuGlobalization::NeverMonotoneMode,
7696                    _ => AdaptiveMuGlobalization::ObjConstrFilter,
7697                };
7698            }
7699        }
7700        if let Ok((v, found)) = self.options.get_string_value("hessian_approximation", "") {
7701            if found {
7702                builder.hessian_approximation = match v.as_str() {
7703                    "limited-memory" => HessianApproxChoice::LimitedMemory,
7704                    "partitioned" => HessianApproxChoice::Partitioned,
7705                    "finite-difference" => HessianApproxChoice::FiniteDifference,
7706                    _ => HessianApproxChoice::Exact,
7707                };
7708            }
7709        }
7710        // **Upstream changes the `mu_strategy` default for a
7711        // limited-memory Hessian.** `IpAlgBuilder.cpp:1059`:
7712        //
7713        //     if( !options.GetStringValue("mu_strategy", smuupdate, prefix) )
7714        //     {
7715        //        // Change default for quasi-Newton option (then we use adaptive)
7716        //        ... if( hessian_approximation == LIMITED_MEMORY )
7717        //               smuupdate = "adaptive";
7718        //     }
7719        //
7720        // and again at `:920` for the restoration-phase algorithm.
7721        // Registered default is `monotone`; the quasi-Newton path takes
7722        // `adaptive` unless the caller says otherwise. pounce read the
7723        // registered default unconditionally, so every L-BFGS solve ran
7724        // a barrier schedule Ipopt does not use on that path — a
7725        // trajectory divergence on the arm the Python frontend and the
7726        // CasADi plugin select automatically (gh#746).
7727        //
7728        // The restoration sub-IPM inherits this: `run_inner_resto`
7729        // clones the configured `inner_alg_builder`, so the flag set
7730        // here is what the resto algorithm gets, matching `:920`.
7731        //
7732        // Only when unset — an explicit `mu_strategy` still wins, and
7733        // `mehrotra_algorithm` (parsed above) has already forced
7734        // adaptive on its own terms.
7735        if builder.hessian_approximation == HessianApproxChoice::LimitedMemory
7736            && !self.mu_strategy_was_set()
7737        {
7738            builder.mu_strategy = MuStrategyChoice::Adaptive;
7739        }
7740        // Limited-memory quasi-Newton update formula. Registered upstream
7741        // (`limited_memory_update_type`, IpLimMemQuasiNewtonUpdater.cpp) but
7742        // until now read nowhere on the IPM path — the updater was hard-wired
7743        // to Powell-damped BFGS. SR1 is honored too (the updater and the
7744        // low-rank/inertia path already handle its indefinite models).
7745        // Partitioned quasi-Newton knobs. `partitioned_update_type`
7746        // defaults to SR1 rather than BFGS — see
7747        // `crates::hess::partitioned_quasi_newton` for why damping is
7748        // the wrong choice on a per-constraint element.
7749        if let Ok((v, found)) = self.options.get_string_value("partitioned_update_type", "") {
7750            if found {
7751                builder.partitioned_update_type = match v.as_str() {
7752                    "bfgs" => UpdateType::Bfgs,
7753                    _ => UpdateType::Sr1,
7754                };
7755                builder.partitioned_update_type_was_set = true;
7756            }
7757        }
7758        if let Ok((v, found)) = self
7759            .options
7760            .get_integer_value("partitioned_max_element", "")
7761        {
7762            if found && v > 0 {
7763                builder.partitioned_max_element = v as usize;
7764            }
7765        }
7766        if let Ok((v, found)) = self.options.get_string_value("fd_hessian_pattern", "") {
7767            if found {
7768                builder.fd_hessian_pattern = match v.as_str() {
7769                    "jacobian" => crate::hess::fd_hessian::FdPatternSource::Jacobian,
7770                    _ => crate::hess::fd_hessian::FdPatternSource::Declared,
7771                };
7772            }
7773        }
7774        if let Ok((v, found)) = self.options.get_string_value("fd_hessian_coloring", "") {
7775            if found {
7776                builder.fd_hessian_coloring = match v.as_str() {
7777                    "cpr" => crate::hess::fd_hessian::FdColoring::Cpr,
7778                    _ => crate::hess::fd_hessian::FdColoring::Star,
7779                };
7780            }
7781        }
7782        if let Ok((v, found)) = self.options.get_numeric_value("fd_hessian_reuse_tol", "") {
7783            if found && v >= 0.0 {
7784                builder.fd_hessian_reuse_tol = v;
7785            }
7786        }
7787        if let Ok((v, found)) = self.options.get_string_value("partitioned_elements", "") {
7788            if found {
7789                builder.partitioned_elements = match v.as_str() {
7790                    "blocks" => crate::hess::partitioned_quasi_newton::ElementMode::PrimalBlock,
7791                    _ => crate::hess::partitioned_quasi_newton::ElementMode::PerConstraint,
7792                };
7793            }
7794        }
7795        if let Ok((v, found)) = self.options.get_integer_value("partitioned_block_size", "") {
7796            if found && v > 0 {
7797                builder.partitioned_block_size = v as usize;
7798            }
7799        }
7800        if let Ok((v, found)) = self
7801            .options
7802            .get_numeric_value("partitioned_curvature_cap", "")
7803        {
7804            if found && v > 0.0 {
7805                builder.partitioned_curvature_cap = v;
7806            }
7807        }
7808        if let Ok((v, found)) = self
7809            .options
7810            .get_string_value("limited_memory_update_type", "")
7811        {
7812            if found {
7813                builder.limited_memory_update_type = match v.as_str() {
7814                    "sr1" => UpdateType::Sr1,
7815                    _ => UpdateType::Bfgs,
7816                };
7817            }
7818        }
7819        // Limited-memory history length (`limited_memory_max_history`).
7820        if let Ok((v, found)) = self
7821            .options
7822            .get_integer_value("limited_memory_max_history", "")
7823        {
7824            if found && v >= 0 {
7825                builder.limited_memory_max_history = v as Index;
7826            }
7827        }
7828        // `limited_memory_initialization` — which formula picks the
7829        // initial Hessian scalar σ. Registered since the option port with
7830        // upstream's `scalar1` default and read nowhere until #677, so
7831        // the updater's own `Scalar2` default was the only value any
7832        // solve ever used: setting the option did nothing, and it warned
7833        // nothing. Same miss as gh#483 / #191 round 2 (which wired
7834        // `limited_memory_init_val_max`/`_min`) — this is the third
7835        // argument to that same `initial_hessian_scalar` call.
7836        //
7837        // The effective default now follows the registry (`scalar1`),
7838        // matching Ipopt. σ_scalar2/σ_scalar1 = (yᵀy·sᵀs)/(sᵀy)² ≥ 1 and
7839        // is unbounded as the curvature pair degrades, so on an
7840        // ill-conditioned problem `scalar2` inflates `B0 = σI` until it
7841        // swamps the rank-2 corrections and the step collapses.
7842        if let Ok((v, found)) = self
7843            .options
7844            .get_string_value("limited_memory_initialization", "")
7845        {
7846            if found {
7847                use crate::hess::lim_mem_quasi_newton::InitialApprox;
7848                // Every registered value is named explicitly. #551 §3
7849                // held this option back precisely because wiring only
7850                // the values that mapped would leave the rest falling
7851                // back silently — a new no-op created by the fix — so a
7852                // catch-all standing in for a real value is the one
7853                // shape to avoid here. `OptionsList` rejects any
7854                // unregistered value before this runs (`options_list.rs`
7855                // `OPTION_INVALID`), so the final arm is unreachable
7856                // rather than a fallback.
7857                builder.limited_memory_initialization = match v.as_str() {
7858                    "scalar1" => InitialApprox::Scalar1,
7859                    "scalar2" => InitialApprox::Scalar2,
7860                    "scalar3" => InitialApprox::Scalar3,
7861                    "scalar4" => InitialApprox::Scalar4,
7862                    "constant" => InitialApprox::Constant,
7863                    "history-max" => InitialApprox::HistoryMax,
7864                    _ => InitialApprox::Scalar2,
7865                };
7866            }
7867        }
7868        // `recalc_y` / `recalc_y_feas_tol` — least-square re-estimation
7869        // of the equality multipliers once feasible (#677).
7870        //
7871        // Upstream registers `recalc_y` as `no`, but its own option text
7872        // ends "If a limited memory quasi-Newton option is chosen, this
7873        // is used by default", so upstream's effective default is
7874        // conditional on the Hessian approximation.
7875        //
7876        // **pounce does not follow that, and the discrepancy is
7877        // deliberate.** Auto-enabling it for the limited-memory path was
7878        // implemented and measured against the fixture corpus first: it
7879        // moved 16 of 57 fixtures on the L-BFGS leg and took **7 from
7880        // solved to not solved, with nothing moving the other way** —
7881        // `airport` 56 it → `SearchDirectionBecomesTooSmall` at 541,
7882        // `pooling_rt2stp` 413 it → the same at 1775, all three `jit1`
7883        // variants, `linear_eq_collapsed_box`, and `hs13_bigstart` to
7884        // the iteration cap. The signature is consistent: re-estimating
7885        // `y` on every feasible iteration overwrites Newton multipliers
7886        // that were converging, the dual never settles, and the step
7887        // vanishes short of the certificate.
7888        //
7889        // So the feature is available and off by default. That still
7890        // closes the gap that mattered — until #677 the option was
7891        // refused outright as unimplemented, so an L-BFGS user could not
7892        // reach Ipopt's behaviour at all. They can now, by asking.
7893        //
7894        // Why it is worth having: a quasi-Newton model's dual step is
7895        // computed from an approximate `W`, so L-BFGS can settle a
7896        // feasible primal and still not drive `inf_du` to tolerance —
7897        // the failure a 59,939-variable CasADi model hit, oscillating
7898        // `inf_du` between 3.6e-3 and 1.8e+01 for 300 iterations with
7899        // the objective already settled. On that shape it is the fix;
7900        // on a corpus of small well-conditioned models it is a
7901        // pessimisation. Matching upstream's conditional default needs
7902        // to explain the 7 regressions first.
7903        if let Ok((v, true)) = self.options.get_string_value("recalc_y", "") {
7904            builder.recalc_y = v == "yes";
7905        }
7906        if let Ok((v, true)) = self.options.get_numeric_value("recalc_y_feas_tol", "") {
7907            builder.recalc_y_feas_tol = v;
7908        }
7909        // `limited_memory_init_val` — σ before any curvature pair exists,
7910        // and every iteration under `constant`. Also unread until #677;
7911        // the empty-history branch hard-coded the same `1.0`.
7912        if let Ok((v, true)) = self
7913            .options
7914            .get_numeric_value("limited_memory_init_val", "")
7915        {
7916            builder.limited_memory_init_val = v;
7917        }
7918        // `limited_memory_max_skipping` (#686) — registered and unread,
7919        // and the feature behind it did not exist either: the updater
7920        // counted nothing and never discarded its history.
7921        if let Ok((v, true)) = self
7922            .options
7923            .get_integer_value("limited_memory_max_skipping", "")
7924        {
7925            if v >= 0 {
7926                builder.limited_memory_max_skipping = v as Index;
7927            }
7928        }
7929        if let Ok((v, found)) = self.options.get_string_value("line_search_method", "") {
7930            if found {
7931                builder.line_search_method = match v.as_str() {
7932                    // Unreachable from a real solve since gh#981:
7933                    // `cg-penalty` is refused by
7934                    // `unimplemented_options::UNIMPLEMENTED_VALUES`
7935                    // before the builder is configured, because the
7936                    // variant assembles the plain penalty acceptor.
7937                    "cg-penalty" => LineSearchChoice::CgPenalty,
7938                    "penalty" => LineSearchChoice::Penalty,
7939                    _ => LineSearchChoice::Filter,
7940                };
7941            }
7942        }
7943        // `accept_every_trial_step` — direct user override. Parsed
7944        // after the Mehrotra cascade so an explicit `no` still wins.
7945        if let Ok((v, found)) = self.options.get_string_value("accept_every_trial_step", "") {
7946            if found {
7947                builder.line_search.accept_every_trial_step = v == "yes";
7948            }
7949        }
7950        // `alpha_for_y` — direct user override. Parsed after the
7951        // Mehrotra cascade so an explicit value still wins.
7952        if let Ok((v, found)) = self.options.get_string_value("alpha_for_y", "") {
7953            if found {
7954                use crate::line_search::backtracking::AlphaForY;
7955                builder.line_search.alpha_for_y = match v.as_str() {
7956                    "primal" => AlphaForY::Primal,
7957                    "bound-mult" | "bound_mult" => AlphaForY::BoundMult,
7958                    "full" => AlphaForY::Full,
7959                    "min" => AlphaForY::Min,
7960                    "max" => AlphaForY::Max,
7961                    "primal-and-full" | "dual-and-full" => AlphaForY::Primal,
7962                    _ => AlphaForY::Primal,
7963                };
7964            }
7965        }
7966        // `nlp_scaling_method` is consumed NLP-side in
7967        // `OrigIpoptNlp::determine_scaling_from_starting_point` (see the
7968        // `determine_scaling_from_starting_point` call earlier in this
7969        // method); there is no algorithm-side scaling strategy to wire.
7970        // `limited_memory_init_val_max` / `_min` — the clamp on the
7971        // initial Hessian scalar. `LimMemQuasiNewtonUpdater` consumes
7972        // both in `initial_hessian_scalar`; only the read sites were
7973        // missing, so setting either did nothing (gh#483, #191 round 2).
7974        if let Ok((v, true)) = self
7975            .options
7976            .get_numeric_value("limited_memory_init_val_max", "")
7977        {
7978            builder.limited_memory_init_val_max = v;
7979        }
7980        if let Ok((v, true)) = self
7981            .options
7982            .get_numeric_value("limited_memory_init_val_min", "")
7983        {
7984            builder.limited_memory_init_val_min = v;
7985        }
7986
7987        // Unlike the other options here, we always honor the registry
7988        // value (not just when the user set it explicitly): the option
7989        // registry default is "ma57" but `AlgorithmBuilder::default`
7990        // has `linear_solver: Feral`, so gating on `found` would
7991        // silently route default runs through Feral while the banner
7992        // (and ipopt-compatible behavior) advertises MA57.
7993        //
7994        // Record the **effective** backend, not the requested one. MA57 lives
7995        // behind the optional `ma57` cargo feature (HSL is licensed and needs a
7996        // Fortran toolchain); without it `default_backend_factory` silently
7997        // substitutes FERAL. Storing `Ma57` here therefore made
7998        // `builder.linear_solver` disagree with the backend actually built, and
7999        // consumers acted on the lie: the Schur KKT gate in
8000        // `alg_builder::build_with_backend` tests `== Feral`, so on the
8001        // pure-Rust default build — where the registry default (then upstream's
8002        // "ma57") resolved to FERAL anyway — `set_kkt_schur_block()` silently
8003        // never engaged for ANY user. Resolving here keeps the field truthful
8004        // for every consumer.
8005        //
8006        // The `_ =>` arm is now only reachable for `feral`: every other name
8007        // is refused up front by `unimplemented_linear_solver`. It used to
8008        // swallow `mumps`, `pardiso`, `ma97`, … and run FERAL instead.
8009        if let Ok((v, _found)) = self.options.get_string_value("linear_solver", "") {
8010            let requested = if v.eq_ignore_ascii_case("ma57") {
8011                LinearSolverChoice::Ma57
8012            } else {
8013                LinearSolverChoice::Feral
8014            };
8015            builder.linear_solver =
8016                if matches!(requested, LinearSolverChoice::Ma57) && !cfg!(feature = "ma57") {
8017                    LinearSolverChoice::Feral
8018                } else {
8019                    requested
8020                };
8021        }
8022
8023        // `linear_system_scaling` — symmetric scaling of the augmented
8024        // KKT matrix before factorization. Port of
8025        // `IpTSymLinearSolver.cpp:RegisterOptions` plumbing. Default
8026        // "none"; "ruiz" invokes the Ruiz-2001 symmetric ∞-norm
8027        // equilibration in `RuizTSymScalingMethod`. "mc19" and
8028        // "slack-based" are accepted by the registry but not yet
8029        // implemented at this layer; they fall back to no scaling
8030        // with a one-line notice.
8031        //
8032        // `slack-based` is implemented as of #677. It used to reach the
8033        // no-scaling fallback through the catch-all arm, which meant it
8034        // fell back **silently** — the comment above promised a notice
8035        // that only `mc19` actually emitted. It is not a hypothetical
8036        // value: it is what Ipopt's own recommended configuration for
8037        // large collocation NLPs uses, so the users most likely to set
8038        // it were the least likely to be told it did nothing. The
8039        // catch-all is left for genuinely unreachable input —
8040        // `OptionsList` rejects anything the registry does not list.
8041        if let Ok((v, found)) = self.options.get_string_value("linear_system_scaling", "") {
8042            if found {
8043                builder.linear_system_scaling = match v.as_str() {
8044                    "ruiz" => crate::alg_builder::LinearSystemScalingChoice::Ruiz,
8045                    "mc19" => crate::alg_builder::LinearSystemScalingChoice::Mc19,
8046                    "slack-based" => crate::alg_builder::LinearSystemScalingChoice::SlackBased,
8047                    _ => crate::alg_builder::LinearSystemScalingChoice::None,
8048                };
8049            }
8050        }
8051        if let Ok((v, found)) = self.options.get_bool_value("linear_scaling_on_demand", "") {
8052            if found {
8053                builder.linear_scaling_on_demand = v;
8054            }
8055        }
8056
8057        // Convergence tolerances (port of `IpOptErrorConvCheck.cpp`'s
8058        // `RegisterOptions` consumers). Defaults already match upstream
8059        // — only override when the user set the key explicitly.
8060        let read_num = |key: &str| -> Option<f64> {
8061            self.options
8062                .get_numeric_value(key, "")
8063                .ok()
8064                .and_then(|(v, f)| f.then_some(v))
8065        };
8066        let read_int = |key: &str| -> Option<i32> {
8067            self.options
8068                .get_integer_value(key, "")
8069                .ok()
8070                .and_then(|(v, f)| f.then_some(v))
8071        };
8072        if let Some(v) = read_num("tol") {
8073            builder.conv_check.tol = v;
8074        }
8075        if let Some(v) = read_num("obj_scale_certificate_threshold") {
8076            builder.conv_check.obj_scale_certificate_threshold = v;
8077        }
8078        if let Some(v) = read_num("primal_noise_floor_kappa") {
8079            builder.conv_check.primal_noise_floor_kappa = v;
8080        }
8081        if let Some(v) = read_num("acceptable_progress_kappa") {
8082            builder.conv_check.acceptable_progress_kappa = v;
8083        }
8084        if let Some(v) = read_num("dual_inf_scale_kappa") {
8085            builder.conv_check.dual_inf_scale_kappa = v;
8086        }
8087        if let Some(v) = read_num("kkt_fidelity_tol") {
8088            builder.kkt_fidelity_tol = v;
8089        }
8090        if let Some(v) = read_num("dual_inf_tol") {
8091            builder.conv_check.dual_inf_tol = v;
8092            // gh#983 item 1: a caller who names `dual_inf_tol` has asked for
8093            // that absolute standard. The scale-relative floor (gh#532) is a
8094            // default for a caller who has not, and it let `1e-6` certify a
8095            // point with `‖∇L‖∞ = 0.144` because the multipliers were 3.5e9
8096            // (a failed constraint qualification, which is not a reason to
8097            // loosen the test). Naming `dual_inf_scale_kappa` as well opts the
8098            // floor back in.
8099            //
8100            // gh#983 review: a value equal to the registered default is read
8101            // as "not named". Front ends that echo every default (option
8102            // files copied from Ipopt's documentation, wrappers that pass the
8103            // full table) would otherwise lose the gh#532 floor without asking
8104            // for anything. That is safe because the floor with the default
8105            // tolerance IS the default behaviour; a caller who wants the
8106            // absolute standard at `1` names `dual_inf_scale_kappa 0`, which
8107            // the option help documents.
8108            let default_tol = crate::alg_builder::ConvCheckOptions::default().dual_inf_tol;
8109            if read_num("dual_inf_scale_kappa").is_none() && v != default_tol {
8110                builder.conv_check.dual_inf_scale_kappa = 0.0;
8111            }
8112        }
8113        if let Some(v) = read_num("constr_viol_tol") {
8114            builder.conv_check.constr_viol_tol = v;
8115        }
8116        if let Some(v) = read_num("compl_inf_tol") {
8117            builder.conv_check.compl_inf_tol = v;
8118        }
8119        if let Some(v) = read_int("max_iter") {
8120            builder.conv_check.max_iter = v;
8121        }
8122        if let Some(v) = read_num("max_cpu_time") {
8123            builder.conv_check.max_cpu_time = v;
8124        }
8125        if let Some(v) = read_num("max_wall_time") {
8126            builder.conv_check.max_wall_time = v;
8127        }
8128        if let Some(v) = read_num("acceptable_tol") {
8129            builder.conv_check.acceptable_tol = v;
8130        }
8131        if let Some(v) = read_num("acceptable_dual_inf_tol") {
8132            builder.conv_check.acceptable_dual_inf_tol = v;
8133        }
8134        if let Some(v) = read_num("acceptable_constr_viol_tol") {
8135            builder.conv_check.acceptable_constr_viol_tol = v;
8136        }
8137        if let Some(v) = read_num("acceptable_compl_inf_tol") {
8138            builder.conv_check.acceptable_compl_inf_tol = v;
8139        }
8140        if let Some(v) = read_num("acceptable_obj_change_tol") {
8141            builder.conv_check.acceptable_obj_change_tol = v;
8142        }
8143        if let Some(v) = read_int("acceptable_iter") {
8144            builder.conv_check.acceptable_iter = v;
8145        }
8146        if let Some(v) = read_num("infeas_stationarity_tol") {
8147            builder.conv_check.infeas_stationarity_tol = v;
8148        }
8149        if let Some(v) = read_num("infeas_viol_kappa") {
8150            builder.conv_check.infeas_viol_kappa = v;
8151        }
8152        if let Some(v) = read_int("infeas_max_streak") {
8153            builder.conv_check.infeas_max_streak = v;
8154        }
8155
8156        // Bound-multiplier / barrier damping constants (#191). Both were
8157        // registered but never read, so user overrides were silently
8158        // dropped; the algorithm ran with the hard-coded struct defaults.
8159        // Defaults equal the registered defaults, so this changes nothing
8160        // for a run that doesn't set them.
8161        if let Some(v) = read_num("kappa_sigma") {
8162            builder.kappa_sigma = v;
8163        }
8164        if let Some(v) = read_num("ftb_centrality_floor") {
8165            builder.ftb_centrality_floor = v;
8166        }
8167        if let Some(v) = read_num("kappa_d") {
8168            builder.kappa_d = v;
8169        }
8170        // `s_max` — the cap in the `(s_d, s_c)` scaling of the KKT error
8171        // test (#551 / #677). `IpoptCalculatedQuantities` carried it as a
8172        // hard-coded 100 (the registered default) and nothing read the
8173        // option; a run that does not set it is unaffected.
8174        if let Some(v) = read_num("s_max") {
8175            builder.s_max = v;
8176        }
8177        if let Some(v) = read_num("tiny_step_tol") {
8178            builder.tiny_step_tol = v;
8179        }
8180        if let Some(v) = read_num("tiny_step_y_tol") {
8181            builder.tiny_step_y_tol = v;
8182        }
8183        if let Some(v) = read_num("diverging_iterates_tol") {
8184            builder.diverging_iterates_tol = v;
8185        }
8186        if let Some(v) = read_int("dual_diverging_streak") {
8187            builder.dual_diverging_streak = v;
8188        }
8189        if let Some(v) = read_num("dual_divergence_retry_step_tol") {
8190            builder.dual_divergence_retry_step_tol = v;
8191        }
8192        if let Some(v) = read_num("dual_divergence_retry_du_floor") {
8193            builder.dual_divergence_retry_du_floor = v;
8194        }
8195        if let Some(v) = read_int("tiny_step_dual_stall_iters") {
8196            builder.tiny_step_dual_stall_iters = v;
8197        }
8198        if let Some(v) = read_int("resto_decline_deferrals") {
8199            builder.resto_decline_deferrals = v;
8200        }
8201        if let Some(v) = read_num("resto_decline_progress_ratio") {
8202            builder.resto_decline_progress_ratio = v;
8203        }
8204        if let Some(v) = read_int("neg_curv_escapes") {
8205            builder.neg_curv_escapes = v;
8206        }
8207        if let Some(v) = read_int("limited_memory_ls_failure_restarts") {
8208            builder.limited_memory_ls_failure_restarts = v;
8209        }
8210
8211        // Barrier-parameter (μ) options — consumers in
8212        // `IpMonotoneMuUpdate.cpp` / `IpAdaptiveMuUpdate.cpp`. Both
8213        // updaters share the same option names; the builder forwards
8214        // each into whichever strategy is assembled.
8215        if let Some(v) = read_num("mu_init") {
8216            builder.mu.mu_init = v;
8217        }
8218        if let Some(v) = read_num("mu_max") {
8219            builder.mu.mu_max = v;
8220        }
8221        if let Some(v) = read_num("mu_max_fact") {
8222            builder.mu.mu_max_fact = v;
8223        }
8224        if let Some(v) = read_num("mu_min") {
8225            builder.mu.mu_min = v;
8226        }
8227        if let Some(v) = read_num("mu_target") {
8228            builder.mu.mu_target = v;
8229        }
8230        if let Some(v) = read_num("mu_linear_decrease_factor") {
8231            builder.mu.mu_linear_decrease_factor = v;
8232        }
8233        if let Some(v) = read_num("mu_superlinear_decrease_power") {
8234            builder.mu.mu_superlinear_decrease_power = v;
8235        }
8236        if let Ok((v, found)) = self
8237            .options
8238            .get_string_value("mu_allow_fast_monotone_decrease", "")
8239        {
8240            if found {
8241                builder.mu.mu_allow_fast_monotone_decrease = v == "yes";
8242            }
8243        }
8244        if let Some(v) = read_num("barrier_tol_factor") {
8245            builder.mu.barrier_tol_factor = v;
8246        }
8247        // `tau_min` — floor on the fraction-to-the-boundary parameter
8248        // (#551 / #677). Both `MonotoneMuUpdate` and `AdaptiveMuUpdate`
8249        // carried the field with upstream's 0.99 default and nothing
8250        // read the option, so an override was silently dropped. The
8251        // default equals the registered default, so this changes
8252        // nothing for a run that does not set it.
8253        if let Some(v) = read_num("tau_min") {
8254            builder.mu.tau_min = v;
8255        }
8256        if let Some(v) = read_num("sigma_max") {
8257            builder.mu.sigma_max = v;
8258        }
8259        if let Some(v) = read_num("sigma_min") {
8260            builder.mu.sigma_min = v;
8261        }
8262
8263        // Quality-function oracle knobs — consumers in
8264        // `IpQualityFunctionMuOracle.cpp:RegisterOptions`. Forwarded
8265        // to the oracle on every free-mode call.
8266        if let Ok((v, found)) = self
8267            .options
8268            .get_string_value("quality_function_norm_type", "")
8269        {
8270            if found {
8271                use crate::mu::oracle::quality_function::NormType;
8272                builder.mu.quality_function_norm_type = match v.as_str() {
8273                    "1-norm" => NormType::OneNorm,
8274                    "2-norm" => NormType::TwoNorm,
8275                    "max-norm" => NormType::MaxNorm,
8276                    _ => NormType::TwoNormSquared,
8277                };
8278            }
8279        }
8280        if let Ok((v, found)) = self
8281            .options
8282            .get_string_value("quality_function_centrality", "")
8283        {
8284            if found {
8285                use crate::mu::oracle::quality_function::CentralityType;
8286                builder.mu.quality_function_centrality = match v.as_str() {
8287                    "log" => CentralityType::LogCenter,
8288                    "reciprocal" => CentralityType::ReciprocalCenter,
8289                    "cubed-reciprocal" => CentralityType::CubedReciprocalCenter,
8290                    _ => CentralityType::None,
8291                };
8292            }
8293        }
8294        if let Ok((v, found)) = self
8295            .options
8296            .get_string_value("quality_function_balancing_term", "")
8297        {
8298            if found {
8299                use crate::mu::oracle::quality_function::BalancingTermType;
8300                builder.mu.quality_function_balancing_term = match v.as_str() {
8301                    "cubic" => BalancingTermType::CubicTerm,
8302                    _ => BalancingTermType::None,
8303                };
8304            }
8305        }
8306        if let Some(v) = read_int("quality_function_max_section_steps") {
8307            builder.mu.quality_function_max_section_steps = v;
8308        }
8309        if let Some(v) = read_num("quality_function_section_sigma_tol") {
8310            builder.mu.quality_function_section_sigma_tol = v;
8311        }
8312        if let Some(v) = read_num("quality_function_section_qf_tol") {
8313            builder.mu.quality_function_section_qf_tol = v;
8314        }
8315
8316        // `probing_iterate_quality_factor` — pounce-specific guard
8317        // (pounce#58) on the probing μ-oracle's input iterate. When
8318        // `curr_avrg_compl / curr_mu` exceeds this factor, the
8319        // μ-update layer signals restoration via
8320        // `IpoptData::request_resto` instead of letting probing
8321        // return `σ · mu_curr` ≫ previous μ. Default 1e4; set to ≤ 0
8322        // to disable. No upstream Ipopt counterpart.
8323        if let Some(v) = read_num("probing_iterate_quality_factor") {
8324            builder.mu.probing_iterate_quality_factor = v;
8325        }
8326
8327        // Adaptive-μ extras — consumers in
8328        // `IpAdaptiveMuUpdate.cpp:RegisterOptions`. Only active when
8329        // `mu_strategy=adaptive`.
8330        if let Some(v) = read_num("adaptive_mu_safeguard_factor") {
8331            builder.mu.adaptive_mu_safeguard_factor = v;
8332        }
8333        if let Some(v) = read_num("adaptive_mu_monotone_init_factor") {
8334            builder.mu.adaptive_mu_monotone_init_factor = v;
8335        }
8336        if let Ok((v, found)) = self
8337            .options
8338            .get_bool_value("adaptive_mu_restore_previous_iterate", "")
8339        {
8340            if found {
8341                builder.mu.adaptive_mu_restore_previous_iterate = v;
8342            }
8343        }
8344        if let Some(v) = read_int("adaptive_mu_max_free_returns") {
8345            builder.mu.adaptive_mu_max_free_returns = v;
8346        }
8347        if let Some(v) = read_num("adaptive_mu_budget_pin_fraction") {
8348            builder.mu.adaptive_mu_budget_pin_fraction = v;
8349        }
8350        if let Some(v) = read_int("adaptive_mu_kkterror_red_iters") {
8351            if v >= 0 {
8352                builder.mu.adaptive_mu_kkterror_red_iters = v as usize;
8353            }
8354        }
8355        if let Some(v) = read_num("adaptive_mu_kkterror_red_fact") {
8356            builder.mu.adaptive_mu_kkterror_red_fact = v;
8357        }
8358        // `filter_margin_fact` / `filter_max_margin` (#551) — the margin
8359        // an entry must clear in the `obj-constr-filter` globalization
8360        // test. `AdaptiveMuUpdate` computes
8361        // `filter_margin_fact * min(filter_max_margin, err)` and has
8362        // always done so; only these two read sites were missing, so
8363        // setting either did nothing. Defaults equal the registered
8364        // defaults (1e-5 / 1.0), so an unset run is unchanged.
8365        if let Some(v) = read_num("filter_margin_fact") {
8366            builder.mu.filter_margin_fact = v;
8367        }
8368        if let Some(v) = read_num("filter_max_margin") {
8369            builder.mu.filter_max_margin = v;
8370        }
8371        if let Ok((v, found)) = self
8372            .options
8373            .get_string_value("adaptive_mu_kkt_norm_type", "")
8374        {
8375            if found {
8376                use crate::mu::adaptive::AdaptiveMuKktNorm;
8377                builder.mu.adaptive_mu_kkt_norm_type = match v.as_str() {
8378                    "1-norm" => AdaptiveMuKktNorm::OneNorm,
8379                    "2-norm" => AdaptiveMuKktNorm::TwoNorm,
8380                    "max-norm" => AdaptiveMuKktNorm::MaxNorm,
8381                    _ => AdaptiveMuKktNorm::TwoNormSquared,
8382                };
8383            }
8384        }
8385
8386        // Watchdog options — consumers in
8387        // `IpBacktrackingLineSearch.cpp:RegisterOptions`. Baked into
8388        // the `BacktrackingLineSearch` at build time.
8389        if let Some(v) = read_int("watchdog_shortened_iter_trigger") {
8390            builder.line_search.watchdog_shortened_iter_trigger = v;
8391        }
8392        if let Some(v) = read_int("watchdog_trial_iter_max") {
8393            builder.line_search.watchdog_trial_iter_max = v;
8394        }
8395        if let Some(v) = read_num("soft_resto_pderror_reduction_factor") {
8396            builder.line_search.soft_resto_pderror_reduction_factor = v;
8397        }
8398        if let Some(v) = read_int("max_soft_resto_iters") {
8399            builder.line_search.max_soft_resto_iters = v;
8400        }
8401        // `alpha_red_factor` (#678) and `accept_after_max_steps` (#551)
8402        // — both consumed by the α-loop in `BacktrackingLineSearch`,
8403        // both registered without a read site until those issues.
8404        // `alpha_red_factor`'s default (0.5) equals the registered one,
8405        // and `accept_after_max_steps` defaults to `-1`, which disables
8406        // the escape hatch, so neither moves a solve that leaves them
8407        // alone.
8408        if let Some(v) = read_num("alpha_red_factor") {
8409            builder.line_search.alpha_red_factor = v;
8410        }
8411        if let Some(v) = read_num("alpha_red_factor_min") {
8412            builder.line_search.alpha_red_factor_min = Some(v);
8413        }
8414        if let Some(v) = read_int("accept_after_max_steps") {
8415            builder.line_search.accept_after_max_steps = v;
8416        }
8417
8418        // Filter switching / Armijo / margin constants (#191). Consumed
8419        // by `FilterLsAcceptor` (only on the `Filter` line-search path);
8420        // registered but never read, so overrides were silently dropped.
8421        // Defaults equal the registered defaults.
8422        if let Some(v) = read_num("eta_phi") {
8423            builder.line_search.eta_phi = v;
8424        }
8425        // `delta` (#551) — the switching rule's multiplier on the
8426        // constraint violation (Eqn. (19)); `FilterLsAcceptor` has
8427        // always used it as `delta_armijo`, only the read site was
8428        // missing. Default 1.0 equals the registered default.
8429        if let Some(v) = read_num("delta") {
8430            builder.line_search.delta = v;
8431        }
8432        if let Some(v) = read_num("theta_min_fact") {
8433            builder.line_search.theta_min_fact = v;
8434        }
8435        if let Some(v) = read_num("theta_max_row_scale_kappa") {
8436            builder.line_search.theta_max_row_scale_kappa = v;
8437        }
8438        if let Some(v) = read_int("theta_max_adaptive_trigger") {
8439            builder.line_search.theta_max_adaptive_trigger = v.max(0) as u32;
8440        }
8441        if let Some(v) = read_num("theta_max_adaptive_factor") {
8442            builder.line_search.theta_max_adaptive_factor = v;
8443        }
8444        if let Some(v) = read_int("theta_max_adaptive_max_raises") {
8445            builder.line_search.theta_max_adaptive_max_raises = v.max(0) as u32;
8446        }
8447        if let Some(v) = read_num("theta_max_fact") {
8448            builder.line_search.theta_max_fact = v;
8449        }
8450        if let Some(v) = read_num("gamma_phi") {
8451            builder.line_search.gamma_phi = v;
8452        }
8453        if let Some(v) = read_num("gamma_theta") {
8454            builder.line_search.gamma_theta = v;
8455        }
8456        if let Some(v) = read_num("s_phi") {
8457            builder.line_search.s_phi = v;
8458        }
8459        if let Some(v) = read_num("s_theta") {
8460            builder.line_search.s_theta = v;
8461        }
8462        if let Some(v) = read_num("alpha_min_frac") {
8463            builder.line_search.alpha_min_frac = v;
8464        }
8465        if let Some(v) = read_num("obj_max_inc") {
8466            builder.line_search.obj_max_inc = v;
8467        }
8468        if let Some(v) = read_int("max_filter_resets") {
8469            builder.line_search.max_filter_resets = v;
8470        }
8471        if let Some(v) = read_int("filter_reset_trigger") {
8472            builder.line_search.filter_reset_trigger = v;
8473        }
8474        // `filter_theta_roundoff_retry` (gh#945).
8475        if let Ok((v, true)) = self
8476            .options
8477            .get_bool_value("filter_theta_roundoff_retry", "")
8478        {
8479            builder.line_search.filter_theta_roundoff_retry = v;
8480        }
8481        // `objective_noise_wolfe` (gh#1016).
8482        if let Ok((v, true)) = self.options.get_bool_value("objective_noise_wolfe", "") {
8483            builder.line_search.objective_noise_wolfe = v;
8484        }
8485        // Penalty line-search constants (#551), consumed by
8486        // `PenaltyLsAcceptor` (only on the `line_search_method=penalty`
8487        // / `cg-penalty` paths). The acceptor implements ν and the
8488        // Armijo test on the penalty merit function already; these four
8489        // were registered with no read site, so tuning the penalty
8490        // update did nothing. Defaults equal the registered defaults.
8491        if let Some(v) = read_num("nu_init") {
8492            builder.line_search.nu_init = v;
8493        }
8494        if let Some(v) = read_num("nu_inc") {
8495            builder.line_search.nu_inc = v;
8496        }
8497        if let Some(v) = read_num("rho") {
8498            builder.line_search.rho = v;
8499        }
8500        if let Some(v) = read_num("eta_penalty") {
8501            builder.line_search.eta_penalty = v;
8502        }
8503
8504        // Second-order-correction constants (#191), consumed by
8505        // `BacktrackingLineSearch`. `max_soc = 0` disables SOC.
8506        if let Some(v) = read_int("max_soc") {
8507            builder.line_search.max_soc = v;
8508        }
8509        if let Some(v) = read_num("kappa_soc") {
8510            builder.line_search.kappa_soc = v;
8511        }
8512        if let Some(v) = read_int("soc_method") {
8513            builder.line_search.soc_method = v;
8514        }
8515
8516        // Inertia-correction / Jacobian-regularization constants (#191),
8517        // consumed by `PdPerturbationHandler`. Registered but never read.
8518        if let Some(v) = read_num("max_hessian_perturbation") {
8519            builder.perturbation.max_hessian_perturbation = v;
8520        }
8521        if let Some(v) = read_num("min_hessian_perturbation") {
8522            builder.perturbation.min_hessian_perturbation = v;
8523        }
8524        if let Some(v) = read_num("perturb_inc_fact_first") {
8525            builder.perturbation.perturb_inc_fact_first = v;
8526        }
8527        if let Some(v) = read_num("perturb_inc_fact") {
8528            builder.perturbation.perturb_inc_fact = v;
8529        }
8530        if let Some(v) = read_num("perturb_dec_fact") {
8531            builder.perturbation.perturb_dec_fact = v;
8532        }
8533        if let Some(v) = read_num("first_hessian_perturbation") {
8534            builder.perturbation.first_hessian_perturbation = v;
8535        }
8536        if let Some(v) = read_num("jacobian_regularization_value") {
8537            builder.perturbation.jacobian_regularization_value = v;
8538        }
8539        if let Some(v) = read_num("jacobian_regularization_exponent") {
8540            builder.perturbation.jacobian_regularization_exponent = v;
8541        }
8542        if let Ok((v, true)) = self.options.get_bool_value("perturb_always_cd", "") {
8543            builder.perturbation.perturb_always_cd = v;
8544        }
8545        if let Some(v) = read_int("perturb_delta_c_max_rungs") {
8546            builder.perturbation.perturb_delta_c_max_rungs = v;
8547        }
8548        if let Some(v) = read_num("perturb_slack_fact") {
8549            builder.perturbation.perturb_slack_fact = v;
8550        }
8551        if let Some(v) = read_int("perturb_slack_max_rows") {
8552            builder.perturbation.perturb_slack_max_rows = v;
8553        }
8554
8555        // Iterative-refinement constants (#191), consumed by
8556        // `PdFullSpaceSolver`. Registered but never read.
8557        if let Some(v) = read_int("min_refinement_steps") {
8558            builder.refinement.min_refinement_steps = v;
8559        }
8560        if let Some(v) = read_int("max_refinement_steps") {
8561            builder.refinement.max_refinement_steps = v;
8562        }
8563        if let Some(v) = read_num("residual_ratio_max") {
8564            builder.refinement.residual_ratio_max = v;
8565        }
8566        if let Some(v) = read_num("residual_ratio_singular") {
8567            builder.refinement.residual_ratio_singular = v;
8568        }
8569        if let Some(v) = read_num("residual_improvement_factor") {
8570            builder.refinement.residual_improvement_factor = v;
8571        }
8572
8573        // Inertia-free curvature test (#551 / #677), also consumed by
8574        // `PdFullSpaceSolver`. `neg_curv_test_tol` had a field that only
8575        // ever held its 0.0 default, and `neg_curv_test_reg` had none at
8576        // all; both are now read, and the curvature test they configure
8577        // is implemented in `PdFullSpaceSolver::solve_once`. At the
8578        // registered default (`0.0`) the heuristic is off and the
8579        // inertia check runs as before.
8580        if let Some(v) = read_num("neg_curv_test_tol") {
8581            builder.refinement.neg_curv_test_tol = v;
8582        }
8583        if let Ok((v, true)) = self.options.get_bool_value("neg_curv_test_reg", "") {
8584            builder.refinement.neg_curv_test_reg = v;
8585        }
8586
8587        // Restoration-phase constants (#191). Carried on the outer builder
8588        // and copied into the `RestoAlgorithmBuilder` when the restoration
8589        // factory is minted (the frontends pass this builder in). The
8590        // restoration builder was never options-configured, so these were
8591        // registered but never read. Defaults equal the registered
8592        // defaults.
8593        if let Some(v) = read_num("bound_mult_reset_threshold") {
8594            builder.resto.bound_mult_reset_threshold = v;
8595        }
8596        if let Some(v) = read_num("constr_mult_reset_threshold") {
8597            builder.resto.constr_mult_reset_threshold = v;
8598        }
8599        if let Some(v) = read_num("resto_penalty_parameter") {
8600            builder.resto.resto_penalty_parameter = v;
8601        }
8602        if let Some(v) = read_num("resto_proximity_weight") {
8603            builder.resto.resto_proximity_weight = v;
8604        }
8605        // `required_infeasibility_reduction` (#439) — the κ_resto guard the
8606        // restoration sub-solve exits on. Registered since #191 but the
8607        // value was hardcoded at the callsite, so setting it was a silent
8608        // no-op.
8609        if let Some(v) = read_num("required_infeasibility_reduction") {
8610            builder.resto.required_infeasibility_reduction = v;
8611        }
8612        // gh#483 / #191 round 2: three restoration switches whose fields
8613        // `RestoAlgorithmBuilder` has consumed all along — the read site
8614        // was the only missing piece, so setting them did nothing.
8615        let read_yes = |key: &str| -> Option<bool> {
8616            match self.options.get_string_value(key, "") {
8617                Ok((v, true)) => Some(v.eq_ignore_ascii_case("yes")),
8618                _ => None,
8619            }
8620        };
8621        if let Some(v) = read_yes("evaluate_orig_obj_at_resto_trial") {
8622            builder.resto.evaluate_orig_obj_at_resto_trial = v;
8623        }
8624        if let Some(v) = read_yes("expect_infeasible_problem") {
8625            builder.resto.expect_infeasible_problem = v;
8626        }
8627        if let Some(v) = read_yes("start_with_resto") {
8628            builder.resto.start_with_resto = v;
8629        }
8630        // `max_resto_iter` (#551 / #677) — the cap on *successive*
8631        // restoration iterations. `RestoConvCheckAdapter` has enforced a cap
8632        // all along (returning `MaxIterExceeded` at the limit); the number
8633        // it enforced was a hard-coded constant in `resto_inner_solver.rs`,
8634        // so setting the option did nothing. The consumer's field is
8635        // `maximum_resto_iters`, not the option name — grepping for
8636        // `max_resto_iter` found only the registry (#551 caution 2).
8637        //
8638        // DEFAULT MISMATCH, LEFT AS IT IS ON PURPOSE: the registry declares
8639        // upstream's 3000000, pounce's effective cap is 3000
8640        // (`RestoOptions::default`). `read_int` fires only when the user set
8641        // the key, so an unset `max_resto_iter` still means 3000 and this
8642        // wiring is trajectory-neutral. Adopting upstream's number would let
8643        // restorations pounce currently truncates run on, which is a
8644        // trajectory change and needs its own measurement.
8645        if let Some(v) = read_int("max_resto_iter") {
8646            builder.resto.max_resto_iter = v;
8647        }
8648
8649        // Iteration-output options — consumed by `OrigIterationOutput`.
8650        if let Some(v) = read_int("print_frequency_iter") {
8651            builder.output.print_frequency_iter = v;
8652        }
8653        if let Some(v) = read_num("print_frequency_time") {
8654            builder.output.print_frequency_time = v;
8655        }
8656        if let Ok((v, found)) = self.options.get_bool_value("print_info_string", "") {
8657            if found {
8658                builder.output.print_info_string = v;
8659            }
8660        }
8661        if let Ok((v, found)) = self.options.get_string_value("inf_pr_output", "") {
8662            if found {
8663                builder.output.inf_pr_output_internal = v == "internal";
8664            }
8665        }
8666
8667        // Warm-start options — consumed by `WarmStartIterateInitializer`
8668        // (port of `IpWarmStartIterateInitializer.cpp:RegisterOptions`).
8669        // `warm_start_init_point` is the toggle that picks between the
8670        // default (cold) and warm-start initializers; the remaining
8671        // knobs are baked onto the chosen initializer at build time.
8672        if let Ok((v, found)) = self.options.get_bool_value("warm_start_init_point", "") {
8673            if found {
8674                builder.warm_start_init_point = v;
8675            }
8676        }
8677        if let Some(v) = read_num("warm_start_bound_push") {
8678            builder.warm.bound_push = v;
8679        }
8680        if let Some(v) = read_num("warm_start_bound_frac") {
8681            builder.warm.bound_frac = v;
8682        }
8683        if let Some(v) = read_num("warm_start_slack_bound_push") {
8684            builder.warm.slack_bound_push = v;
8685        }
8686        if let Some(v) = read_num("warm_start_slack_bound_frac") {
8687            builder.warm.slack_bound_frac = v;
8688        }
8689        if let Some(v) = read_num("warm_start_mult_bound_push") {
8690            builder.warm.mult_bound_push = v;
8691        }
8692        if let Some(v) = read_num("warm_start_mult_init_max") {
8693            builder.warm.mult_init_max = v;
8694        }
8695        if let Some(v) = read_num("warm_start_target_mu") {
8696            builder.warm.target_mu = v;
8697        }
8698        // gh#606: residual-adaptive recentering. `warm_start_entire_iterate`
8699        // and `warm_start_same_structure` used to be parsed here into
8700        // fields nothing read; they are refused by
8701        // `unimplemented_options` instead (they name the
8702        // `GetWarmStartIterate` TNLP surface pounce does not expose).
8703        if let Ok((v, found)) = self.options.get_string_value("warm_start_recentering", "") {
8704            if found {
8705                builder.warm.recentering = if v.eq_ignore_ascii_case("none") {
8706                    crate::alg_builder::WarmStartRecentering::None
8707                } else {
8708                    crate::alg_builder::WarmStartRecentering::Residual
8709                };
8710            }
8711        }
8712
8713        // `DefaultIterateInitializer` knobs — parsed after the Mehrotra
8714        // cascade so explicit user values win
8715        // (mirrors upstream's `SetNumericValueIfUnset` semantics).
8716        if let Some(v) = read_num("bound_push") {
8717            builder.init.bound_push = v;
8718        }
8719        if let Some(v) = read_num("bound_frac") {
8720            builder.init.bound_frac = v;
8721        }
8722        if let Some(v) = read_num("slack_bound_push") {
8723            builder.init.slack_bound_push = v;
8724        }
8725        if let Some(v) = read_num("slack_bound_frac") {
8726            builder.init.slack_bound_frac = v;
8727        }
8728        if let Some(v) = read_num("constr_mult_init_max") {
8729            builder.init.constr_mult_init_max = v;
8730        }
8731        if let Some(v) = read_num("bound_mult_init_val") {
8732            builder.init.bound_mult_init_val = v;
8733        }
8734        if let Ok((v, found)) = self.options.get_string_value("bound_mult_init_method", "") {
8735            if found {
8736                builder.init.bound_mult_init_method = v;
8737            }
8738        }
8739        if let Ok((v, found)) = self
8740            .options
8741            .get_string_value("least_square_init_primal", "")
8742        {
8743            if found {
8744                builder.init.least_square_init_primal = v == "yes";
8745            }
8746        }
8747        builder
8748    }
8749}
8750
8751/// Map the integer `print_level` / `file_print_level` option to the
8752/// matching [`JournalLevel`] variant. Mirrors upstream's
8753/// `static_cast<EJournalLevel>(int_value)` with clamping.
8754/// The eight block dimensions of an iterate, in canonical order
8755/// (x, s, y_c, y_d, z_l, z_u, v_l, v_u). Used to guard the debugger's
8756/// warm-restart install against a structural mismatch between solves.
8757fn iterates_dims(c: &IteratesVector) -> [i32; 8] {
8758    [
8759        c.x.dim(),
8760        c.s.dim(),
8761        c.y_c.dim(),
8762        c.y_d.dim(),
8763        c.z_l.dim(),
8764        c.z_u.dim(),
8765        c.v_l.dim(),
8766        c.v_u.dim(),
8767    ]
8768}
8769
8770fn journal_level_from_int(v: i32) -> JournalLevel {
8771    match v.clamp(0, 12) {
8772        0 => JournalLevel::J_NONE,
8773        1 => JournalLevel::J_ERROR,
8774        2 => JournalLevel::J_STRONGWARNING,
8775        3 => JournalLevel::J_SUMMARY,
8776        4 => JournalLevel::J_WARNING,
8777        5 => JournalLevel::J_ITERSUMMARY,
8778        6 => JournalLevel::J_DETAILED,
8779        7 => JournalLevel::J_MOREDETAILED,
8780        8 => JournalLevel::J_VECTOR,
8781        9 => JournalLevel::J_MOREVECTOR,
8782        10 => JournalLevel::J_MATRIX,
8783        11 => JournalLevel::J_MOREMATRIX,
8784        _ => JournalLevel::J_ALL,
8785    }
8786}
8787
8788/// MA57 backend knobs snapshotted off an `OptionsList`, ready to be
8789/// handed to a backend factory.
8790///
8791/// The type exists — rather than passing `pounce_hsl::Ma57Options`
8792/// directly — so that the factory signature is the same shape whether or
8793/// not the `ma57` cargo feature is on. `pounce-py`, `pounce-cinterface`
8794/// and `pounce-restoration` all call [`default_backend_factory`] and none
8795/// of them can name a `pounce-hsl` type; without the feature this struct
8796/// carries nothing and costs nothing.
8797///
8798/// Build it with [`ma57_config_from_options`]. It is the MA57 half of
8799/// what [`feral_config_from_options`] does for FERAL, and the asymmetry
8800/// between the two was the root cause of gh#825: FERAL's knobs were
8801/// threaded into the factory and MA57's were not, so the factory had
8802/// nothing to give MA57 and called `Ma57SolverInterface::new()` — which
8803/// hard-codes the defaults. Every `ma57_*` option was registered,
8804/// documented, accepted, and then silently discarded.
8805#[derive(Debug, Clone, Default)]
8806pub struct Ma57Config {
8807    #[cfg(feature = "ma57")]
8808    opts: pounce_hsl::Ma57Options,
8809}
8810
8811impl Ma57Config {
8812    /// The wrapped MA57 settings.
8813    #[cfg(feature = "ma57")]
8814    pub fn options(&self) -> &pounce_hsl::Ma57Options {
8815        &self.opts
8816    }
8817}
8818
8819/// Read the `ma57_*` options off `options` under `prefix`, for handing
8820/// to [`default_backend_factory`] / [`default_backend_factory_with_sink`].
8821///
8822/// `prefix` is `""` for the main IPM and `"resto."` for the restoration
8823/// sub-IPM, mirroring upstream's
8824/// `Ma57TSolverInterface::InitializeImpl(options, prefix)`. The
8825/// restoration sub-IPM builds its own backend through its own
8826/// `InnerBackendFactoryFactory` (see
8827/// `pounce_restoration::resto_inner_solver`), so the two really are
8828/// separately configurable — before gh#825 neither was.
8829///
8830/// Without the `ma57` cargo feature this returns an empty config and
8831/// does not touch `options`; nothing downstream can consume MA57
8832/// settings in that build.
8833pub fn ma57_config_from_options(
8834    options: &pounce_common::options_list::OptionsList,
8835    prefix: &str,
8836) -> Ma57Config {
8837    #[cfg(feature = "ma57")]
8838    {
8839        Ma57Config {
8840            opts: pounce_hsl::Ma57Options::from_options_list(options, prefix),
8841        }
8842    }
8843    #[cfg(not(feature = "ma57"))]
8844    {
8845        let _ = (options, prefix);
8846        Ma57Config::default()
8847    }
8848}
8849
8850/// Construct the MA57 backend for a factory, or fall back to FERAL when
8851/// the `ma57` cargo feature is off.
8852///
8853/// Factored out of the two factories below so there is exactly one place
8854/// that decides how an MA57 backend is built from a [`Ma57Config`]. Both
8855/// factories used to inline `Ma57SolverInterface::new()`, and the
8856/// duplication is half of why gh#825 was easy to miss.
8857fn make_ma57_backend(
8858    ma57_cfg: &Ma57Config,
8859    feral_fallback: impl FnOnce() -> Box<dyn SparseSymLinearSolverInterface>,
8860) -> Box<dyn SparseSymLinearSolverInterface> {
8861    #[cfg(feature = "ma57")]
8862    {
8863        let _ = feral_fallback;
8864        Box::new(pounce_hsl::Ma57SolverInterface::with_options(
8865            *ma57_cfg.options(),
8866        ))
8867    }
8868    #[cfg(not(feature = "ma57"))]
8869    {
8870        // ma57 feature not compiled in — fall back to FERAL.
8871        let _ = ma57_cfg;
8872        feral_fallback()
8873    }
8874}
8875
8876/// Default symmetric linear-solver factory, parameterized by the
8877/// pounce-extension FERAL knobs and the `ma57_*` knobs read off the
8878/// application's `OptionsList`.
8879///
8880/// FERAL (pure-Rust) is the shipping default. The HSL MA57 backend is
8881/// available when the `ma57` cargo feature is enabled; without it,
8882/// requesting `linear_solver = ma57` falls back to FERAL with a
8883/// warning printed by the journalist (see [`AlgorithmBuilder`]).
8884///
8885/// Both configs are snapshots, not live views: take them with
8886/// [`feral_config_from_options`] and [`ma57_config_from_options`] at the
8887/// point the application's options are fully populated. The factory is
8888/// called more than once per solve (the main KKT solver and, under
8889/// limited memory, the Hessian-free bypass solver), so each call gets a
8890/// fresh backend built from the same snapshot.
8891pub fn default_backend_factory(
8892    feral_cfg: pounce_feral::FeralConfig,
8893    ma57_cfg: Ma57Config,
8894) -> LinearBackendFactory {
8895    Box::new(
8896        move |choice: LinearSolverChoice| -> Box<dyn SparseSymLinearSolverInterface> {
8897            match choice {
8898                LinearSolverChoice::Feral => Box::new(
8899                    pounce_feral::FeralSolverInterface::with_config(feral_cfg.clone()),
8900                ),
8901                LinearSolverChoice::Ma57 => make_ma57_backend(&ma57_cfg, || {
8902                    Box::new(pounce_feral::FeralSolverInterface::with_config(
8903                        feral_cfg.clone(),
8904                    ))
8905                }),
8906            }
8907        },
8908    )
8909}
8910
8911/// Turn a model-space block declaration into the KKT-space labels the block
8912/// solver takes (structured-KKT Phase 5b's mapper, plan §63.6).
8913///
8914/// The KKT is laid out `[x | slacks | equality duals | inequality duals]`, so
8915/// each part inherits a label from what it belongs to:
8916///
8917/// * an `x` column takes its variable's label — skipping variables fixed out
8918///   by `fixed_variable_treatment`, which are not in the KKT at all;
8919/// * a slack and its inequality dual take their constraint's label;
8920/// * an equality dual takes its constraint's label.
8921///
8922/// `var_blocks` / `con_blocks` are in the model's own indexing (`n_full_x`,
8923/// `n_full_g`); negative means shared. Returns the label per KKT index, or an
8924/// error naming the mismatch — the caller then falls back rather than
8925/// mislabel, because a label that is off by one row silently declares a
8926/// structure the matrix does not have.
8927pub fn map_block_structure_to_kkt(
8928    cls: &pounce_nlp::tnlp_adapter::BoundClassification,
8929    var_blocks: &[i32],
8930    con_blocks: &[i32],
8931) -> Result<Vec<i32>, String> {
8932    if var_blocks.len() != cls.n_full_x as usize {
8933        return Err(format!(
8934            "block structure has {} variable labels, the problem has {} variables",
8935            var_blocks.len(),
8936            cls.n_full_x
8937        ));
8938    }
8939    if con_blocks.len() != cls.n_full_g as usize {
8940        return Err(format!(
8941            "block structure has {} constraint labels, the problem has {} constraints",
8942            con_blocks.len(),
8943            cls.n_full_g
8944        ));
8945    }
8946    let n_x = cls.x_not_fixed_map.len();
8947    let n_c = cls.c_map.len();
8948    let n_d = cls.d_map.len();
8949    let mut labels = Vec::with_capacity(n_x + 2 * n_d + n_c);
8950    for &full in &cls.x_not_fixed_map {
8951        labels.push(var_blocks[full as usize]);
8952    }
8953    for &full in &cls.d_map {
8954        labels.push(con_blocks[full as usize]); // slack
8955    }
8956    for &full in &cls.c_map {
8957        labels.push(con_blocks[full as usize]); // equality dual
8958    }
8959    for &full in &cls.d_map {
8960        labels.push(con_blocks[full as usize]); // inequality dual
8961    }
8962    Ok(labels)
8963}
8964
8965/// Sink-aware variant of [`default_backend_factory`]. Identical
8966/// dispatch, but the FERAL backend is constructed with a
8967/// `LinearSolverSummary` sink so [`IpoptApplication`] can read out
8968/// aggregate post-mortem stats (factor counts, fill ratio, extremal
8969/// pivots, final inertia) after the solve returns. MA57 ignores the
8970/// sink — the HSL backend doesn't carry the same instrumentation yet.
8971pub fn default_backend_factory_with_sink(
8972    feral_cfg: pounce_feral::FeralConfig,
8973    ma57_cfg: Ma57Config,
8974    sink: Arc<Mutex<LinearSolverSummary>>,
8975) -> LinearBackendFactory {
8976    Box::new(
8977        move |choice: LinearSolverChoice| -> Box<dyn SparseSymLinearSolverInterface> {
8978            match choice {
8979                LinearSolverChoice::Feral => Box::new(
8980                    pounce_feral::FeralSolverInterface::with_config(feral_cfg.clone())
8981                        .with_summary_sink(Arc::clone(&sink)),
8982                ),
8983                LinearSolverChoice::Ma57 => make_ma57_backend(&ma57_cfg, || {
8984                    Box::new(
8985                        pounce_feral::FeralSolverInterface::with_config(feral_cfg.clone())
8986                            .with_summary_sink(Arc::clone(&sink)),
8987                    )
8988                }),
8989            }
8990        },
8991    )
8992}
8993
8994/// Read the `feral_*` extension options off `options`, falling
8995/// back to the env-var defaults baked into [`pounce_feral::FeralConfig::from_env`]
8996/// for any knob the caller did not set explicitly. The returned
8997/// config is what every default-factory invocation (main IPM and
8998/// restoration sub-IPM) consumes.
8999pub fn feral_config_from_options(
9000    options: &pounce_common::options_list::OptionsList,
9001) -> pounce_feral::FeralConfig {
9002    feral_config_from_options_scoped(options, RefineCarveOut::InteriorPoint)
9003}
9004
9005/// Whether [`feral_config_from_options_scoped`] applies the interior-point
9006/// arm's limited-memory `feral_refine` carve-out.
9007#[derive(Debug, Clone, Copy, PartialEq, Eq)]
9008pub enum RefineCarveOut {
9009    /// Apply it: under `hessian_approximation=limited-memory`, force
9010    /// `refine = false` unless the user said otherwise. This is the shipped
9011    /// interior-point behaviour and what [`feral_config_from_options`] does.
9012    InteriorPoint,
9013    /// Skip it. For arms that do not refine the unreduced system themselves,
9014    /// where the backend loop is the only refinement in the stack.
9015    None,
9016}
9017
9018/// [`feral_config_from_options`] with the limited-memory `refine` carve-out
9019/// made explicit.
9020///
9021/// The carve-out is interior-point-specific in both of its premises, and
9022/// neither holds on the active-set SQP arm. It is justified by
9023/// `PdFullSpaceSolver::compute_residuals` already refining the *unreduced*
9024/// Newton system — the SQP arm has no such host loop, so
9025/// `pounce_qp::factor::LinearSolver` relies on the backend's own refinement
9026/// ("refinement is *implicit* in this layer", that module's docs) and turning
9027/// it off removes refinement from the stack entirely. And it keys off
9028/// `hessian_approximation`, which is not that arm's Hessian selector at all:
9029/// `sqp_hessian` is.
9030///
9031/// Measured, and this is why the parameter exists rather than the SQP path
9032/// just calling the plain function: inheriting the carve-out moved 10 of 97
9033/// fixtures on the sweep's L-BFGS leg under `algorithm=active-set-sqp`, while
9034/// the exact leg did not move at all. Some of that movement looked like a win
9035/// (`mu_fallback_point_floor` MaximumIterationsExceeded/200 ->
9036/// SolveSucceeded/8), but it was a win bought by disabling refinement for a
9037/// reason that does not apply here, and it came with `hs13_bigstart` landing
9038/// on a different point (objective 1 -> 1.0018) and `eigena2` and
9039/// `mpcc_scholtes4_biactive` likewise. Turning refinement off on this arm may
9040/// well be worth measuring on its own merits; it should not arrive as a side
9041/// effect of honouring `linear_solver`.
9042pub fn feral_config_from_options_scoped(
9043    options: &pounce_common::options_list::OptionsList,
9044    carve_out: RefineCarveOut,
9045) -> pounce_feral::FeralConfig {
9046    let mut cfg = pounce_feral::FeralConfig::from_env();
9047    // Tri-state: the `(_, true)` arm only fires when the user set the
9048    // option explicitly. Leaving it unset keeps `cfg.cascade_break` at
9049    // `None`, which inherits FERAL's `NumericParams::default()` (CB on
9050    // as of FERAL Phase B / pounce#55). `Some(false)` explicitly
9051    // disarms (reproduces pre-Phase-B behaviour, surfaces FERAL's
9052    // `DelayBudgetExceeded` on non-root cascade victims).
9053    if let Ok((v, true)) = options.get_bool_value("feral_cascade_break", "") {
9054        cfg.cascade_break = Some(v);
9055    }
9056    if let Ok((v, true)) = options.get_bool_value("feral_fma", "") {
9057        cfg.fma = v;
9058    }
9059    // Not tri-state, and deliberately not: on the limited-memory path
9060    // the IPM's default is the opposite of the library's (gh#710,
9061    // gh#698 obs 5). `FeralConfig` ships `refine = true` because a
9062    // caller that only refines its own system needs the backend loop.
9063    //
9064    // Scoped to limited-memory, because that is where the win was
9065    // measured and where it comes from. Under L-BFGS the Hessian-free
9066    // bypass batches the low-rank SMW correction into one multi-RHS
9067    // back-solve, and the backend loop refines per right-hand side, so
9068    // its cost scales with the memory depth — while what it polishes is
9069    // the *condensed* system, which is not where Waechter-Biegler 3.10
9070    // puts refinement. Turning it off takes `laptime` under
9071    // limited-memory from 1397 s to 394 s.
9072    //
9073    // The same switch is a net loss on the exact path, so it is not
9074    // applied there. It costs `NARX_CFy` 230 iterations (400 -> 630,
9075    // 173 s -> 250 s) to buy back 34 on `laptime` (380 -> 346). And the
9076    // exact path has no rung left to stand in for it: the
9077    // `increase_quality` escalation that once argued for dropping the
9078    // backend loop here proved inert and was itself removed, so with
9079    // `refine` off the host loop in `PdFullSpaceSolver` is the only
9080    // refinement in the stack — and it stops the moment it crosses
9081    // `residual_ratio_max` (1e-10), three orders looser than the ~1e-16
9082    // the backend-refined solves reach.
9083    //
9084    // Tightening that threshold instead is not the fix, and was measured
9085    // rather than assumed: it is chaotic on this corpus, flipping `deb7`
9086    // to `Error_In_Step_Computation` at 1e-12 and swinging
9087    // `pooling_rt2stp` between 107 and 199 iterations across 1e-11 to
9088    // 1e-13. Forcing extra passes via `min_refinement_steps` behaves the
9089    // same way (both fixtures break at 2). Restoring the backend loop is
9090    // trajectory-neutral next to either (`deb7` 146 -> 147,
9091    // `pooling_rt2stp` 107 -> 109).
9092    //
9093    // Ordered env-then-registry-then-option so `POUNCE_FERAL_REFINE`
9094    // still reaches this path and an explicit `feral_refine` still beats
9095    // both.
9096    //
9097    // gh#909: the registry read below takes the value and IGNORES the
9098    // found flag, which is the whole point. Reading it as `Ok((v, true))`
9099    // — the tri-state shape every other option in this function uses —
9100    // consults the user's setting and never the *registered default*, so
9101    // an unset option left `cfg.refine` at `FeralConfig::default()`'s
9102    // `true` while `pounce --print-options` reported the registry's.
9103    // Registered `no`, ran `yes`: the gh#677 shape, one option family
9104    // over. It is fixed by making the registry authoritative here rather
9105    // than by changing what runs — see below for why — so the registered
9106    // default moved to `yes` in the same commit and this read is what
9107    // keeps the two from drifting apart again.
9108    //
9109    // The scoping stays. There is no single default that is right on both
9110    // paths, and this is a two-sided trade of the same shape as
9111    // `feral_increase_quality` above: the option is the lever, and the
9112    // default is a choice rather than a fact. Measured on `e5f5830b`,
9113    // one binary, `feral_refine=no` against the default:
9114    //
9115    //   fixture corpus, exact leg: 10 legs move, NO status flips, and
9116    //     the net is favourable -- `issue_508_infeasible_gap_1em4`
9117    //     441 -> 245, `square_flowsheet_resto` 54 -> 47 (tot 185 -> 176),
9118    //     `issue_508_infeasible_gap_1em2` 114 -> 112, `deb7` 147 -> 146,
9119    //     `pooling_rt2stp` 109 -> 107, against one loss
9120    //     (`mu_fallback_point_floor` 31 -> 32).
9121    //   fixture corpus, lbfgs leg: identical, refine is already off there.
9122    //   `NARX_CFy` (Mittelmann): 400 -> 630 iterations, 208.7 s -> 254.2 s.
9123    //   `eigena2` final dual infeasibility: 3.43e-10 -> 5.20e-09, both
9124    //     inside `tol`, and see `issue_540_eigena2_superlinear_tail.rs`.
9125    //   AC-OPF (PGLib), gh#909: 10-18% faster, iteration counts
9126    //     unchanged, solution identical to ~13 significant figures.
9127    //
9128    // So the corpus and the AC-OPF benchmarks both prefer `no` and
9129    // `NARX_CFy` pays 57% more iterations for it. Nothing here separates
9130    // those, which is why the default is scoped rather than flipped.
9131    let limited_memory = carve_out == RefineCarveOut::InteriorPoint
9132        && matches!(
9133            options.get_string_value("hessian_approximation", ""),
9134            Ok((ref s, true)) if s == "limited-memory"
9135        );
9136    if std::env::var_os("POUNCE_FERAL_REFINE").is_none() {
9137        // Deliberately `_`, not `true`: see above.
9138        if let Ok((v, _)) = options.get_bool_value("feral_refine", "") {
9139            cfg.refine = v;
9140        }
9141        if limited_memory {
9142            cfg.refine = false;
9143        }
9144    }
9145    // An explicit setting beats both the carve-out and the environment.
9146    if let Ok((v, true)) = options.get_bool_value("feral_refine", "") {
9147        cfg.refine = v;
9148    }
9149    // gh #850: `feral_increase_quality` exists because this rung is a genuine
9150    // two-sided trade, and the option is the lever — the default is left ON,
9151    // which is the 0.11 behaviour.
9152    //
9153    // Ipopt's `IncreaseQuality` contract assumes a *monotone* escalation: MA57
9154    // raises `pivtol` toward `pivtolmax`, strictly more conservative each time,
9155    // so keeping it raised for the rest of the solve can only make the
9156    // factorization safer. FERAL's ladder changes which pivots are taken, which
9157    // is lateral in trajectory terms, and it persists the same way. So it
9158    // reroutes solves, and the reroute goes both ways:
9159    //
9160    //   it COSTS two whole solves, both `square_flowsheet_resto`:
9161    //     exact  Optimal/99  -> RestorationFailed/131 (a second-opinion rung
9162    //                          rescues it, at 185 iterations total)
9163    //     lbfgs  Optimal/178 -> 3000 iterations at the cap, rescued by nothing
9164    //   it BUYS accuracy where nothing else does:
9165    //     `watchdog_trial_is_not_a_divergence_verdict`'s 12-variable model ends
9166    //     `SolvedToAcceptableLevel` at obj 3.7e-6 with the rung and at obj 3.42
9167    //     against `f* = 0` without it — a wrong-ish answer under a
9168    //     success-shaped status, which is worse than an honest failure.
9169    //   and it buys iterations on five more fixture-legs (15-25%).
9170    //
9171    // There is no scoping that separates those. Measured with a process-global
9172    // firing cap on `square_flowsheet_resto`: the rung fires twice, once in the
9173    // main solve at iteration 25 and once inside restoration at `76r`, and
9174    // allowing only the first still loses the leg — so declining it just for
9175    // the restoration sub-solve would not help. Nor does a count separate them:
9176    // `deb7` and `square_flowsheet_resto` each fire it exactly twice on their
9177    // exact legs, one gaining 16% of its iterations and the other losing its
9178    // verdict.
9179    //
9180    // So the default stands, and the losing direction now recovers itself:
9181    // `feral_increase_quality_retry` (gh#857) re-solves once with this off when
9182    // a solve that actually escalated ends `Restoration_Failed` or
9183    // `Maximum_Iterations_Exceeded`.
9184    //
9185    // It is a re-solve rather than a *revertible* escalation because the
9186    // revertible one was tried. jkitchin/feral#192 landed as `reset_quality`,
9187    // was plumbed here and instrumented (376 escalations, 376 matching resets
9188    // on one solve), and recovers neither leg at either re-baselining boundary
9189    // -- the harm is the destination, not the duration. See
9190    // `dev-notes/second-opinion-promotions-in-the-sweep.md`.
9191    if let Ok((v, true)) = options.get_bool_value("feral_increase_quality", "") {
9192        cfg.increase_quality = v;
9193    }
9194    // Only consulted when `refine` is on; see `FeralConfig::refine_max_steps`
9195    // (gh#710). Registered as an integer option with lower bound 0, so the
9196    // cast cannot go negative.
9197    if let Ok((v, true)) = options.get_integer_value("feral_refine_steps", "") {
9198        cfg.refine_max_steps = v.max(0) as usize;
9199    }
9200    // Also only consulted when `refine` is on. Registered with lower bound
9201    // 0, and 0 disables the pre-check; see `FeralConfig::refine_target`.
9202    if let Ok((v, true)) = options.get_numeric_value("feral_refine_target", "") {
9203        cfg.refine_target = v.max(0.0);
9204    }
9205    // Explicit static-pivoting opt-in (feral#8 cascade breaker, pounce#254).
9206    // Same tri-state discipline: unset leaves `cfg.static_pivoting` at
9207    // whatever `from_env` resolved (`None` → inherit feral's delayed-pivot
9208    // default), so the default numeric path is unchanged.
9209    if let Ok((v, true)) = options.get_bool_value("feral_static_pivoting", "") {
9210        cfg.static_pivoting = Some(v);
9211    }
9212    if let Ok((v, true)) = options.get_numeric_value("feral_singular_pivot_floor", "") {
9213        cfg.singular_pivot_floor = v;
9214    }
9215    // Explicitly set pins an absolute floor for every dimension (`0`
9216    // disables the trigger); left unset, `None` keeps the dimension-aware
9217    // `n * eps` default (pounce gh#592).
9218    if let Ok((v, true)) = options.get_numeric_value("feral_inertia_pivot_floor", "") {
9219        cfg.inertia_pivot_floor = Some(v);
9220    }
9221    // Number option (not integer): the gate is a u64 and Index is i32, too
9222    // narrow for large flop counts or the u64::MAX reject-all sentinel. The
9223    // lower bound (0.0) rules out negatives; `as u64` then saturates a very
9224    // large finite value to u64::MAX (reject all tree-level parallelism).
9225    if let Ok((v, true)) = options.get_numeric_value("feral_min_par_flops", "") {
9226        cfg.min_par_flops = Some(v as u64);
9227    }
9228    if let Ok((v, true)) = options.get_numeric_value("feral_pivtol", "") {
9229        cfg.pivtol = v;
9230    }
9231    // Only override on explicit set so `from_env` (which itself
9232    // defaults to OrderingMethod::Auto) keeps governing unset cases.
9233    // Unrecognized tags are silently ignored — the registered enum
9234    // restricts inputs at the OptionsList layer.
9235    if let Ok((v, true)) = options.get_string_value("feral_ordering", "") {
9236        if let Some(m) = pounce_feral::parse_ordering_method(&v) {
9237            cfg.ordering = m;
9238        }
9239    }
9240    if let Ok((v, true)) = options.get_string_value("feral_ordering_preprocess", "") {
9241        if let Some(p) = pounce_feral::parse_ordering_preprocess(&v) {
9242            cfg.ordering_preprocess = p;
9243        }
9244    }
9245    // Same explicit-set discipline as `feral_ordering`: `from_env`
9246    // defaults to ScalingStrategy::Auto (FERAL's current default), so
9247    // leaving the option unset preserves existing behaviour exactly.
9248    if let Ok((v, true)) = options.get_string_value("feral_scaling", "") {
9249        if let Some(s) = pounce_feral::parse_scaling_strategy(&v) {
9250            cfg.scaling = s;
9251        }
9252    }
9253    cfg
9254}
9255
9256/// Withdraw a numerical infeasibility verdict the model's own starting point
9257/// disproves.
9258///
9259/// Applied at every site in this file that can return
9260/// `Infeasible_Problem_Detected` from a *numerical* argument — the IPM path's
9261/// restoration / cycle gates, the SQP path's infeasible-subproblem exit, and the
9262/// ℓ₁ wrapper's uncollapsed-slack certificate. Deliberately one gate rather than
9263/// three: the two preceding safeguards in this area (gh #376, gh #380) were each
9264/// added to one path and not its twin, and a hole survived both times.
9265///
9266/// Not applied to a presolve *certificate*
9267/// (`TNLP::presolve_infeasibility_proof`), which carries its own, tighter
9268/// refutation
9269/// (`pounce_presolve::witness_refutes_infeasibility`) and is a proof rather than
9270/// a numerical inference.
9271///
9272/// The replacement is `Error_In_Step_Computation`, the status this codebase
9273/// already uses for "the solve broke down and we are **not** claiming
9274/// infeasibility" — see the `cycle_exit` fallback in
9275/// [`crate::ipopt_alg::IpoptAlgorithm::invoke_restoration`], which picks between
9276/// exactly these two on exactly this question. It maps to AMPL 500, an honest
9277/// failure the caller can see, instead of AMPL 200, a wrong answer they cannot.
9278///
9279/// gh #379.
9280fn withdraw_infeasibility_if_refuted(
9281    tnlp: &Rc<RefCell<dyn TNLP>>,
9282    solver_status: SolverReturn,
9283    lo_inf: Number,
9284    up_inf: Number,
9285    tol: Number,
9286) -> SolverReturn {
9287    if solver_status != SolverReturn::LocalInfeasibility {
9288        return solver_status;
9289    }
9290    // A presolve proof is not a numerical inference; it does its own refutation.
9291    if tnlp.borrow().presolve_infeasibility_proof().is_some() {
9292        return solver_status;
9293    }
9294    match crate::infeasibility_refutation::starting_point_refutes_infeasibility(
9295        tnlp, lo_inf, up_inf, tol,
9296    ) {
9297        Some(w) => {
9298            tracing::debug!(
9299                target: "pounce::application",
9300                "[PN_INFEAS_REFUTED] the model's starting point satisfies every constraint \
9301                 (max violation {:.3e}) — withdrawing Infeasible_Problem_Detected",
9302                w.max_violation
9303            );
9304            SolverReturn::ErrorInStepComputation
9305        }
9306        None => solver_status,
9307    }
9308}
9309
9310/// How well a point satisfies the **user's own** rows and bounds.
9311///
9312/// Computed from `g = c(x)` and the inner TNLP's declared bounds, in the
9313/// user's units, with no reference to whatever problem the algorithm
9314/// actually iterated on. That distinction is the whole reason this
9315/// exists: on the ℓ₁ path the IPM converges the *augmented* NLP
9316/// `c(x) − p + n = target`, whose equality rows the slacks satisfy to
9317/// machine precision by construction, and reporting that residual as
9318/// the solve's constraint violation says nothing about `c(x) − target`
9319/// (gh#794 finding P1).
9320struct OriginalSpaceFeasibility {
9321    /// Largest absolute violation of any row or bound, in the user's units.
9322    max_violation: Number,
9323    /// Every row and bound negligible at `tol`, judged scale-relative.
9324    negligible_at_tol: bool,
9325    /// The same at `acceptable_tol`.
9326    negligible_at_acceptable: bool,
9327}
9328
9329/// Measure [`OriginalSpaceFeasibility`] at `x`, given `g = c(x)`.
9330///
9331/// `is_negligible` rather than `!is_significant`, deliberately, and for
9332/// the reason that function's own documentation gives: the question here
9333/// is "did the solve converge well enough to call this point feasible",
9334/// which must never demand more precision than the solver promised, so
9335/// the threshold is clamped at `tol` from below (`tol · max(|scale|, 1)`).
9336/// The refutation path next door asks the opposite question — "is this
9337/// residual real at this row's scale" — and correctly uses the pure
9338/// relative form.
9339///
9340/// Returns `None` when the model cannot be measured (bounds unreadable, a
9341/// non-finite value). `None` means "not measured", never "feasible": the
9342/// caller keeps whatever verdict it already had.
9343fn original_space_feasibility(
9344    tnlp: &Rc<RefCell<dyn TNLP>>,
9345    x: &[Number],
9346    g: &[Number],
9347    lower_bound_inf: Number,
9348    upper_bound_inf: Number,
9349    tol: Number,
9350    acceptable_tol: Number,
9351    constr_viol_tol: Number,
9352    acceptable_constr_viol_tol: Number,
9353    noise_floor_kappa: Number,
9354) -> Option<OriginalSpaceFeasibility> {
9355    use pounce_common::tolerance::is_negligible;
9356
9357    let info = tnlp.borrow_mut().get_nlp_info()?;
9358    let n = info.n.max(0) as usize;
9359    let m = info.m.max(0) as usize;
9360    if x.len() < n || g.len() < m {
9361        return None;
9362    }
9363
9364    let mut x_l = vec![0.0; n];
9365    let mut x_u = vec![0.0; n];
9366    let mut g_l = vec![0.0; m];
9367    let mut g_u = vec![0.0; m];
9368    if !tnlp.borrow_mut().get_bounds_info(BoundsInfo {
9369        x_l: &mut x_l,
9370        x_u: &mut x_u,
9371        g_l: &mut g_l,
9372        g_u: &mut g_u,
9373    }) {
9374        return None;
9375    }
9376
9377    let mut max_violation: Number = 0.0;
9378    let mut ok_tol = true;
9379    let mut ok_acceptable = true;
9380
9381    // Only *finite, present* bounds inform a row's magnitude: letting the
9382    // `±1e19` sentinel set the scale would make every row look satisfied,
9383    // the same trap `infeasibility_refutation` documents.
9384    let present = |b: Number, is_lower: bool| -> Option<Number> {
9385        let absent = if is_lower {
9386            b <= lower_bound_inf
9387        } else {
9388            b >= upper_bound_inf
9389        };
9390        (b.is_finite() && !absent).then_some(b)
9391    };
9392
9393    // Accumulates into `max_violation` / `ok_tol` / `ok_acceptable`; a
9394    // non-positive `viol` means the side is satisfied and contributes
9395    // nothing. Returns nothing — every caller is a statement.
9396    let mut judge = |viol: Number, scale: Number| {
9397        if viol <= 0.0 {
9398            return;
9399        }
9400        max_violation = max_violation.max(viol);
9401        // The scale-relative test alone is not a feasibility standard, and
9402        // on a large-magnitude row it is not even close to one: it accepts
9403        // anything up to `tol · |row|`, which on a row near `1e10` is `1e2`
9404        // at the default `tol`. An adversary probe on this branch built a
9405        // model infeasible by exactly `50` with its row at `1e10` and got
9406        // `Solve_Succeeded` — a *worse* verdict than this branch's own
9407        // parent, which refused the same point (the old `Σ(p+n)` argument
9408        // was crude but absolute). So the wrapper has to judge feasibility
9409        // the way the rest of the solver does.
9410        //
9411        // `OptErrorConvCheck::primal_component_passes` is that standard:
9412        // an absolute `constr_viol <= constr_viol_tol`, with scale-awareness
9413        // supplied by an abstention when every row sits at its own
9414        // floating-point noise floor (gh#528/gh#590) rather than by
9415        // multiplying the tolerance by the row's magnitude. That
9416        // abstention "cannot fabricate a success on a genuinely infeasible
9417        // model: such a model's violation is pinned at its infeasibility
9418        // gap, orders above `eps ·` the row's own magnitude" — which is
9419        // exactly the property `is_negligible` lacks and the probe
9420        // exploited (`50` is `~2e7 ×` this row's floor).
9421        //
9422        // The strict gate's `primal_resolvable` cannot be reused verbatim:
9423        // it is computed by the CQ on the *augmented* NLP, whose rows the
9424        // slacks satisfy to machine precision, so it would abstain always
9425        // and accept everything. The floor is therefore recomputed here on
9426        // the user's own row, from the same `kappa · eps · magnitude` the
9427        // option documents. `primal_noise_floor_kappa = 0` opts out, as it
9428        // does for the strict gate.
9429        //
9430        // Both arms are conjoined rather than substituted: the relative
9431        // test still catches a violation that is small in absolute terms
9432        // but large for its row, which is the gh#794 P1 case itself
9433        // (`ralph1` at `2.5e-7` under a `2.5e-11` tol).
9434        let noise = noise_floor_kappa * Number::EPSILON * scale.abs();
9435        let absolute_ok = |bound: Number| viol <= bound || viol <= noise;
9436        ok_tol &= is_negligible(viol, scale, tol) && absolute_ok(constr_viol_tol);
9437        ok_acceptable &=
9438            is_negligible(viol, scale, acceptable_tol) && absolute_ok(acceptable_constr_viol_tol);
9439    };
9440
9441    for i in 0..m {
9442        let v = g[i];
9443        if !v.is_finite() {
9444            return None;
9445        }
9446        let lo = present(g_l[i], true);
9447        let hi = present(g_u[i], false);
9448        let scale = v
9449            .abs()
9450            .max(lo.map_or(0.0, Number::abs))
9451            .max(hi.map_or(0.0, Number::abs));
9452        judge(lo.map_or(0.0, |b| b - v), scale);
9453        judge(hi.map_or(0.0, |b| v - b), scale);
9454    }
9455    for j in 0..n {
9456        let v = x[j];
9457        if !v.is_finite() {
9458            return None;
9459        }
9460        let lo = present(x_l[j], true);
9461        let hi = present(x_u[j], false);
9462        let scale = v
9463            .abs()
9464            .max(lo.map_or(0.0, Number::abs))
9465            .max(hi.map_or(0.0, Number::abs));
9466        judge(lo.map_or(0.0, |b| b - v), scale);
9467        judge(hi.map_or(0.0, |b| v - b), scale);
9468    }
9469
9470    Some(OriginalSpaceFeasibility {
9471        max_violation,
9472        negligible_at_tol: ok_tol,
9473        negligible_at_acceptable: ok_acceptable,
9474    })
9475}
9476
9477/// Map upstream `SolverReturn` codes to `ApplicationReturnStatus`.
9478/// Mirrors the table in
9479/// `ref/Ipopt/AGENT_REFERENCE/MAIN_LOOP.md` ("exception → SolverReturn
9480/// map") and the corresponding switch in
9481/// `IpIpoptApplication.cpp:call_optimize`.
9482fn solver_return_to_app_status(s: SolverReturn) -> ApplicationReturnStatus {
9483    match s {
9484        SolverReturn::Success => ApplicationReturnStatus::SolveSucceeded,
9485        SolverReturn::StopAtAcceptablePoint => ApplicationReturnStatus::SolvedToAcceptableLevel,
9486        SolverReturn::FeasiblePointFound => ApplicationReturnStatus::FeasiblePointFound,
9487        SolverReturn::MaxiterExceeded => ApplicationReturnStatus::MaximumIterationsExceeded,
9488        SolverReturn::CpuTimeExceeded => ApplicationReturnStatus::MaximumCpuTimeExceeded,
9489        SolverReturn::WallTimeExceeded => ApplicationReturnStatus::MaximumWallTimeExceeded,
9490        SolverReturn::StopAtTinyStep => ApplicationReturnStatus::SearchDirectionBecomesTooSmall,
9491        SolverReturn::LocalInfeasibility => ApplicationReturnStatus::InfeasibleProblemDetected,
9492        SolverReturn::UserRequestedStop => ApplicationReturnStatus::UserRequestedStop,
9493        SolverReturn::DivergingIterates => ApplicationReturnStatus::DivergingIterates,
9494        SolverReturn::RestorationFailure => ApplicationReturnStatus::RestorationFailed,
9495        SolverReturn::ErrorInStepComputation => ApplicationReturnStatus::ErrorInStepComputation,
9496        SolverReturn::InvalidNumberDetected => ApplicationReturnStatus::InvalidNumberDetected,
9497        SolverReturn::TooFewDegreesOfFreedom => ApplicationReturnStatus::NotEnoughDegreesOfFreedom,
9498        SolverReturn::InvalidProblemDefinition => ApplicationReturnStatus::InvalidProblemDefinition,
9499        SolverReturn::InvalidOption => ApplicationReturnStatus::InvalidOption,
9500        SolverReturn::OutOfMemory => ApplicationReturnStatus::InsufficientMemory,
9501        SolverReturn::InternalError | SolverReturn::Unassigned => {
9502            ApplicationReturnStatus::InternalError
9503        }
9504    }
9505}
9506
9507/// Best-effort evaluation of the objective at the algorithm's final
9508/// `x`. Returns the *scaled* objective (`f * obj_scale_factor`); used
9509/// to populate `SolveStatistics::final_scaled_objective`.
9510fn try_eval_curr_f(
9511    nlp: &Rc<RefCell<dyn IpoptNlp>>,
9512    x: &Rc<dyn pounce_linalg::Vector>,
9513) -> Result<Number, ()> {
9514    let mut nlp_mut = nlp.borrow_mut();
9515    Ok(nlp_mut.eval_f(&**x))
9516}
9517
9518/// Trigger predicate for the Phase-3.5 ℓ₁ auto-fallback path. Returns
9519/// `true` when a status warrants a retry through the wrapper. Mirrors
9520/// ripopt#23's trigger set, extended per the audit's Refinement B
9521/// (pounce-side `Not_Enough_Degrees_Of_Freedom` is added because
9522/// pounce's DOF early-exit blocks NE-suffix problems that ripopt's
9523/// equivalent would let pass to the wrapper).
9524fn is_l1_fallback_trigger(status: ApplicationReturnStatus) -> bool {
9525    matches!(
9526        status,
9527        ApplicationReturnStatus::RestorationFailed
9528            | ApplicationReturnStatus::InfeasibleProblemDetected
9529            | ApplicationReturnStatus::SolvedToAcceptableLevel
9530            | ApplicationReturnStatus::MaximumIterationsExceeded
9531            | ApplicationReturnStatus::NotEnoughDegreesOfFreedom
9532    )
9533}
9534
9535/// Forward the final iterate back to the user's `TNLP::finalize_solution`.
9536/// We pull `x` (compressed in `x_var`-space) off the algorithm's
9537/// `data.curr`, lift it back to full TNLP indexing, and pass empty
9538/// multipliers for now (the algorithm's `y_c`, `y_d`, `z_l`, `z_u` are
9539/// in compressed split form — re-assembling them into the user's
9540/// `lambda` / `z_l` / `z_u` is mechanical but lives behind a
9541/// `OrigIpoptNlp::finalize_solution_*` accessor that's still being
9542/// fleshed out). On success returns the unscaled objective evaluated
9543/// on the user TNLP at the final iterate; returns `Err` if the final
9544/// iterate is missing.
9545/// Read a `dyn Vector`'s entries. Empty for a non-dense backing; POUNCE is
9546/// dense-only, so that is defensive rather than a supported case.
9547/// `constr_viol_tol`, `dual_inf_tol` and `compl_inf_tol`, as the user set
9548/// them (unscaled).
9549struct UserTolerances {
9550    constr_viol: Number,
9551    dual_inf: Number,
9552    compl_inf: Number,
9553}
9554
9555/// Whether a crossed-over point meets the user's tolerances in user units on
9556/// the model as declared (gh#1054).
9557///
9558/// Crossover's own acceptance reads the SQP's residuals, which live in the
9559/// scaled space. That is the right space for the never-regress comparison
9560/// against the interior iterate, and the wrong one for "is this a solution of
9561/// the user's problem": gradient-based scaling sized a row at a start point
9562/// with `x₀ = 1e4`, and at `x = (2, 0)` a violation of `1` read `3.3e-7` —
9563/// under every scaled tolerance, so `hs13_bigstart` came back
9564/// `Solve_Succeeded` at an infeasible point with every printed residual `0`.
9565/// The interior-point verdict is gated in user units (pounce#173); a point
9566/// that replaces it is held to the same gate. Stationarity and
9567/// complementarity unscale by `|df|`, as the calculated quantities do.
9568fn meets_user_tolerances(
9569    nlp_handle: &Rc<RefCell<dyn IpoptNlp>>,
9570    res: &crate::sqp::SqpResult,
9571    report: &crate::crossover::CrossoverReport,
9572    tols: &UserTolerances,
9573) -> bool {
9574    let adapter = crate::sqp::IpoptNlpAdapter::new_with_declared_bounds(Rc::clone(nlp_handle));
9575    let (rows, bx) = adapter.declared_violation(&res.x);
9576    let df = adapter.obj_scale();
9577    let dual = res.final_stationarity / df;
9578    let compl = report.compl_after / df;
9579    let ok = rows <= tols.constr_viol
9580        && bx.unwrap_or(0.0) <= tols.constr_viol
9581        && dual <= tols.dual_inf
9582        && (compl.is_nan() || compl <= tols.compl_inf);
9583    if !ok {
9584        tracing::debug!(
9585            target: "pounce::crossover",
9586            "crossed-over point fails the user tolerances: rows {rows:.2e}, box {bx:?}, \
9587             dual {dual:.2e}, compl {compl:.2e}"
9588        );
9589    }
9590    ok
9591}
9592
9593/// The converged-or-not interior iterate `curr` as a crossover seed, in the
9594/// algorithm's compressed / scaled space. The SQP adapter presents that same
9595/// space, so nothing is translated beyond repacking the bound duals:
9596/// `λ_x = z_l − z_u`.
9597fn crossover_seed(
9598    nlp_handle: &Rc<RefCell<dyn IpoptNlp>>,
9599    curr: &crate::iterates_vector::IteratesVector,
9600) -> crate::crossover::CrossoverSeed {
9601    crate::crossover::CrossoverSeed {
9602        x: dense_values(&*curr.x),
9603        lambda_g: {
9604            let mut v = dense_values(&*curr.y_c);
9605            v.extend(dense_values(&*curr.y_d));
9606            v
9607        },
9608        lambda_x: crate::sqp::ipopt_adapter::pack_bound_multipliers(
9609            nlp_handle,
9610            &dense_values(&*curr.z_l),
9611            &dense_values(&*curr.z_u),
9612        ),
9613    }
9614}
9615
9616/// An accepted crossover result as an interior-point iterate.
9617///
9618/// All eight components have to move together: leaving `s`, `v_l` or `v_u`
9619/// describing the interior point while `x` and the duals describe the
9620/// crossed-over one would make the calculated quantities read off an iterate
9621/// that never existed, and the residuals reported to the user would be
9622/// neither point's. The slack relations are the barrier problem's own —
9623/// `s = d(x)` and `v_l − v_u = −y_d`. `None` (with a warning) when the result
9624/// does not fit the iterate's vectors.
9625fn crossover_iterate(
9626    nlp_handle: &Rc<RefCell<dyn IpoptNlp>>,
9627    curr: &crate::iterates_vector::IteratesVector,
9628    res: &crate::sqp::SqpResult,
9629) -> Option<crate::iterates_vector::IteratesVector> {
9630    let (m_c, m_d) = {
9631        let b = nlp_handle.borrow();
9632        (b.m_eq() as usize, b.m_ineq() as usize)
9633    };
9634    let y_c = &res.lambda_g[..m_c];
9635    let y_d = &res.lambda_g[m_c..];
9636    // `s = d(x)`: the adapter's combined constraint vector is `[c ; d]`,
9637    // so the inequality block is its tail.
9638    let mut adapter = crate::sqp::IpoptNlpAdapter::new(Rc::clone(nlp_handle));
9639    let c_all = crate::sqp::SqpProblemSpec::eval_c(&mut adapter, &res.x);
9640    let s_new = &c_all[m_c..];
9641    debug_assert_eq!(s_new.len(), m_d);
9642    let (z_l, z_u) = crate::sqp::ipopt_adapter::split_bound_multipliers(nlp_handle, &res.lambda_x);
9643    let (v_l, v_u) = crate::sqp::ipopt_adapter::split_slack_multipliers(nlp_handle, y_d);
9644
9645    let mut out = curr.deep_copy();
9646    let ok = set_dense(&mut *out.x, &res.x)
9647        && set_dense(&mut *out.s, s_new)
9648        && set_dense(&mut *out.y_c, y_c)
9649        && set_dense(&mut *out.y_d, y_d)
9650        && set_dense(&mut *out.z_l, &z_l)
9651        && set_dense(&mut *out.z_u, &z_u)
9652        && set_dense(&mut *out.v_l, &v_l)
9653        && set_dense(&mut *out.v_u, &v_u);
9654    if !ok {
9655        // A non-dense backing or a length mismatch. POUNCE is dense-only,
9656        // so this is defensive — but a partially-written iterate is worse
9657        // than no crossover at all, so bail without touching `curr`.
9658        tracing::warn!(
9659            target: "pounce::crossover",
9660            "crossover result did not fit the iterate; keeping the interior point"
9661        );
9662        return None;
9663    }
9664    Some(out.freeze())
9665}
9666
9667fn dense_values(v: &dyn pounce_linalg::Vector) -> Vec<Number> {
9668    v.as_any()
9669        .downcast_ref::<pounce_linalg::dense_vector::DenseVector>()
9670        .map(|d| d.expanded_values())
9671        .unwrap_or_default()
9672}
9673
9674/// Overwrite a `dyn Vector`'s entries. Returns false — writing nothing —
9675/// when the backing is not dense or the lengths disagree, so a caller
9676/// updating several components together can abandon the whole update rather
9677/// than leave a half-written iterate.
9678fn set_dense(v: &mut dyn pounce_linalg::Vector, vals: &[Number]) -> bool {
9679    match v
9680        .as_any_mut()
9681        .downcast_mut::<pounce_linalg::dense_vector::DenseVector>()
9682    {
9683        Some(d) if pounce_linalg::Vector::dim(d) as usize == vals.len() => {
9684            d.set_values(vals);
9685            true
9686        }
9687        _ => false,
9688    }
9689}
9690
9691/// An owned copy of a [`Solution`] payload already delivered to the user's
9692/// TNLP, enough to deliver it again.
9693///
9694/// Exists because a losing second-opinion retry has to be undoable. The status
9695/// a retry earns is already floored — `run_with_mu_strategy_fallback` returns
9696/// `first_status` unless the retry promotes — but the *point* was not, and the
9697/// user consumes the point. See that function for what went wrong without this.
9698#[derive(Debug, Clone)]
9699struct FinalizeSnapshot {
9700    status: SolverReturn,
9701    x: Vec<Number>,
9702    z_l: Vec<Number>,
9703    z_u: Vec<Number>,
9704    g: Vec<Number>,
9705    lambda: Vec<Number>,
9706    obj_value: Number,
9707    /// The `on_converged` firing of the attempt that produced this payload,
9708    /// `None` if the hook did not fire for it. Travels with the payload, so a
9709    /// floor replay brings the matching firing back with the answer.
9710    on_converged_id: Option<u64>,
9711}
9712
9713/// The option-table overrides (and the box flag) one retry applies for its
9714/// own solve, put back when the scope ends -- on **every** exit, unwinding
9715/// included.
9716///
9717/// The retries used to restore by hand after `optimize_constrained`
9718/// returned, so a panic inside it left the overrides in place. That is not
9719/// hypothetical for an embedder: `pounce-cinterface`'s `ffi_guard` catches the
9720/// panic and keeps the `IpoptApplication`, so the next `IpoptSolve` on that
9721/// handle ran with the scale audit's `max_iter` (`3x` the base solve's),
9722/// `obj_scaling_factor` multiplied by `k`, a CPU / wall budget shrunk to what
9723/// the audited run had left -- and, since gh#983's declared-box fix, the
9724/// variable box un-widened.
9725///
9726/// Derefs to the application, so the retry runs *through* the scope:
9727/// `scope.optimize_constrained(..)`. Each entry is restored with
9728/// [`OptionsList::restore_entry`], i.e. exactly as it stood, absence as
9729/// absence.
9730///
9731/// `on_unwind_only` is for the two retries (μ-strategy fallback, gh#884)
9732/// whose normal-path restore is deliberately *not* "as it stood" -- both
9733/// write the resolved value back with `found = true` -- and whose behaviour
9734/// on that path this guard must not change: there it only covers the unwind.
9735struct RetryOptionScope<'a> {
9736    app: &'a mut IpoptApplication,
9737    saved: Vec<(
9738        &'static str,
9739        pounce_common::options_list::OptionEntrySnapshot,
9740    )>,
9741    on_unwind_only: bool,
9742}
9743
9744impl<'a> RetryOptionScope<'a> {
9745    fn enter(app: &'a mut IpoptApplication, tags: &[&'static str], on_unwind_only: bool) -> Self {
9746        let saved = tags
9747            .iter()
9748            .map(|&t| (t, app.options.snapshot_entry(t)))
9749            .collect();
9750        Self {
9751            app,
9752            saved,
9753            on_unwind_only,
9754        }
9755    }
9756}
9757
9758impl std::ops::Deref for RetryOptionScope<'_> {
9759    type Target = IpoptApplication;
9760    fn deref(&self) -> &IpoptApplication {
9761        self.app
9762    }
9763}
9764
9765impl std::ops::DerefMut for RetryOptionScope<'_> {
9766    fn deref_mut(&mut self) -> &mut IpoptApplication {
9767        self.app
9768    }
9769}
9770
9771impl Drop for RetryOptionScope<'_> {
9772    fn drop(&mut self) {
9773        if self.on_unwind_only && !std::thread::panicking() {
9774            return;
9775        }
9776        for (tag, snap) in self.saved.drain(..) {
9777            self.app.options.restore_entry(tag, snap);
9778        }
9779        self.app.retry_keeps_declared_box.set(false);
9780    }
9781}
9782
9783/// The `final_*` half of [`SolveStatistics`] — the numbers that describe the
9784/// answer and the certificate attached to it.
9785///
9786/// Deliberately **not** the whole struct. `SolveStatistics` mixes two kinds of
9787/// number and they float back differently when a second-opinion retry loses:
9788///
9789/// * the `final_*` fields describe *the point being reported*, so they have to
9790///   agree with the status reported beside them. A `Solved_To_Acceptable_Level`
9791///   carrying a `final_kkt_error` two orders above `acceptable_tol` is
9792///   self-contradictory, and that is pounce#870.
9793/// * the wall clock (`total_wallclock_time_secs`) and the cumulative
9794///   dual-divergence flags describe *what the invocation did*: both attempts
9795///   really ran, so rewinding them would under-report the work actually
9796///   spent.
9797///
9798/// Everything else a solve report reads beside the final residuals describes
9799/// the *run that produced the returned point* (gh#983 item 5): the iteration
9800/// count and rows, the evaluation counts, the restoration tallies and
9801/// `quality_escalations`. Before that fix `deb7` at `max_iter=100` reported the
9802/// declined retry's 100 iterations beside the first attempt's objective and
9803/// point, and `eigenb2` (limited memory) 86 objective evaluations beside the
9804/// first attempt's 47 iterations and 159 evaluations. The first attempt's own
9805/// counts (`deb7`: 84 outer + 32 restoration = 116) are the ones that belong
9806/// with its point. The console's per-attempt summaries still show each
9807/// attempt's own tally.
9808///
9809/// So the certificate and the run it came from are floored together; only the
9810/// wall clock is the invocation's.
9811#[derive(Debug, Clone)]
9812struct SolutionCertificate {
9813    objective: Number,
9814    scaled_objective: Number,
9815    dual_inf: Number,
9816    constr_viol: Number,
9817    compl: Number,
9818    kkt_error: Number,
9819    unscaled_dual_inf: Number,
9820    unscaled_constr_viol: Number,
9821    unscaled_compl: Number,
9822    unscaled_kkt_error: Number,
9823    kkt_error_above_noise: Number,
9824    mu: Number,
9825    /// How far the attempt's point sits outside the model as declared --
9826    /// rows and box. Both are read off the statistics beside the residuals
9827    /// above, and both describe the *point*; leaving them out meant a
9828    /// declined retry's measurement was reported beside the base attempt's
9829    /// point (`Variable bound violation` and `final_declared_box_viol` naming
9830    /// the discarded re-solve's `9.9e-9` next to a point that sits inside
9831    /// its box).
9832    declared_constr_viol: Number,
9833    declared_box_viol: Number,
9834    /// gh#983 item 5: the iteration count and per-iteration rows of the
9835    /// attempt being floored. A solve report reads both from the statistics,
9836    /// so restoring the certificate without them left a report whose
9837    /// numbers describe the returned point and whose iteration table
9838    /// describes the declined retry.
9839    iteration_count: Index,
9840    iterations: Vec<pounce_nlp::solve_statistics::IterRecord>,
9841    /// The per-run evaluation and restoration tallies of the attempt, for the
9842    /// same reason as the iteration table: they are read off the statistics
9843    /// beside the final residuals, and a declined retry used to leave its own
9844    /// (`eigenb2` limited-memory: 86 objective evaluations reported beside the
9845    /// base attempt's 47 iterations and 159 evaluations).
9846    evals: [Index; 5],
9847    restoration: (Index, Index, Index, Number),
9848    quality_escalations: Index,
9849    /// gh#983: the scale the stationarity residual is judged against, the
9850    /// objective scale the run ended with, and the warnings raised about the
9851    /// attempt. All three describe the *point being reported*.
9852    unscaled_dual_scale: Number,
9853    obj_scaling_factor: Number,
9854    total_obj_scaling_factor: Number,
9855    start_obj_grad_max: Number,
9856    warnings: Vec<String>,
9857    /// gh#983 review item 3: the detector's verdict on this run alone.
9858    returned_run_signature: bool,
9859}
9860
9861/// A re-solve's counting state between [`IpoptApplication::begin_counted_resolve`]
9862/// and [`IpoptApplication::end_counted_resolve`].
9863struct CountedResolve {
9864    base_spent: Index,
9865    base_fallback: Option<pounce_nlp::MuStrategyFallbackRecord>,
9866}
9867
9868impl SolutionCertificate {
9869    fn of(s: &pounce_nlp::solve_statistics::SolveStatistics) -> Self {
9870        Self {
9871            objective: s.final_objective,
9872            scaled_objective: s.final_scaled_objective,
9873            dual_inf: s.final_dual_inf,
9874            constr_viol: s.final_constr_viol,
9875            compl: s.final_compl,
9876            kkt_error: s.final_kkt_error,
9877            unscaled_dual_inf: s.final_unscaled_dual_inf,
9878            unscaled_constr_viol: s.final_unscaled_constr_viol,
9879            unscaled_compl: s.final_unscaled_compl,
9880            unscaled_kkt_error: s.final_unscaled_kkt_error,
9881            kkt_error_above_noise: s.final_kkt_error_above_noise,
9882            mu: s.final_mu,
9883            declared_constr_viol: s.final_declared_constr_viol,
9884            declared_box_viol: s.final_declared_box_viol,
9885            iteration_count: s.iteration_count,
9886            iterations: s.iterations.clone(),
9887            evals: [
9888                s.num_obj_evals,
9889                s.num_constr_evals,
9890                s.num_obj_grad_evals,
9891                s.num_constr_jac_evals,
9892                s.num_hess_evals,
9893            ],
9894            restoration: (
9895                s.restoration_calls,
9896                s.restoration_inner_iters,
9897                s.restoration_outer_iters,
9898                s.restoration_wall_secs,
9899            ),
9900            quality_escalations: s.quality_escalations,
9901            unscaled_dual_scale: s.final_unscaled_dual_scale,
9902            obj_scaling_factor: s.final_obj_scaling_factor,
9903            total_obj_scaling_factor: s.final_total_obj_scaling_factor,
9904            start_obj_grad_max: s.start_obj_grad_max,
9905            warnings: s.warnings.clone(),
9906            returned_run_signature: s.returned_run_dual_divergence_signature,
9907        }
9908    }
9909
9910    fn restore_into(&self, s: &mut pounce_nlp::solve_statistics::SolveStatistics) {
9911        s.final_objective = self.objective;
9912        s.final_scaled_objective = self.scaled_objective;
9913        s.final_dual_inf = self.dual_inf;
9914        s.final_constr_viol = self.constr_viol;
9915        s.final_compl = self.compl;
9916        s.final_kkt_error = self.kkt_error;
9917        s.final_unscaled_dual_inf = self.unscaled_dual_inf;
9918        s.final_unscaled_constr_viol = self.unscaled_constr_viol;
9919        s.final_unscaled_compl = self.unscaled_compl;
9920        s.final_unscaled_kkt_error = self.unscaled_kkt_error;
9921        s.final_kkt_error_above_noise = self.kkt_error_above_noise;
9922        s.final_mu = self.mu;
9923        s.final_declared_constr_viol = self.declared_constr_viol;
9924        s.final_declared_box_viol = self.declared_box_viol;
9925        s.iteration_count = self.iteration_count;
9926        s.iterations = self.iterations.clone();
9927        s.num_obj_evals = self.evals[0];
9928        s.num_constr_evals = self.evals[1];
9929        s.num_obj_grad_evals = self.evals[2];
9930        s.num_constr_jac_evals = self.evals[3];
9931        s.num_hess_evals = self.evals[4];
9932        s.restoration_calls = self.restoration.0;
9933        s.restoration_inner_iters = self.restoration.1;
9934        s.restoration_outer_iters = self.restoration.2;
9935        s.restoration_wall_secs = self.restoration.3;
9936        s.quality_escalations = self.quality_escalations;
9937        s.final_unscaled_dual_scale = self.unscaled_dual_scale;
9938        s.final_obj_scaling_factor = self.obj_scaling_factor;
9939        s.final_total_obj_scaling_factor = self.total_obj_scaling_factor;
9940        s.start_obj_grad_max = self.start_obj_grad_max;
9941        s.warnings = self.warnings.clone();
9942        s.returned_run_dual_divergence_signature = self.returned_run_signature;
9943    }
9944}
9945
9946impl FinalizeSnapshot {
9947    /// Re-deliver this payload to `tnlp`, overwriting whatever a later attempt
9948    /// captured there.
9949    fn replay(&self, tnlp: &Rc<RefCell<dyn TNLP>>) {
9950        tnlp.borrow_mut().finalize_solution(
9951            Solution {
9952                status: self.status,
9953                x: &self.x,
9954                z_l: &self.z_l,
9955                z_u: &self.z_u,
9956                g: &self.g,
9957                lambda: &self.lambda,
9958                obj_value: self.obj_value,
9959            },
9960            &TnlpIpoptData::default(),
9961            &TnlpIpoptCq::default(),
9962        );
9963    }
9964}
9965
9966fn finalize_via_orig_nlp(
9967    nlp: &Rc<RefCell<dyn IpoptNlp>>,
9968    alg: &IpoptAlgorithm,
9969    solver_status: SolverReturn,
9970    _app_status: ApplicationReturnStatus,
9971    tnlp: &Rc<RefCell<dyn TNLP>>,
9972    sink: &RefCell<Option<FinalizeSnapshot>>,
9973    fixed_var_duals: bool,
9974) -> Result<Number, ()> {
9975    let curr = alg.data.borrow().curr.clone().ok_or(())?;
9976    // Lift compressed x_var → full-x (length `info.n`) so the user
9977    // TNLP receives the same shape it provided. With `make_parameter`
9978    // the fixed components are spliced back in by the IpoptNlp.
9979    let nlp_borrow = nlp.borrow();
9980    // `finalize_solution_x`, not `lift_x_to_full`: the reported point also
9981    // owes the user the `honor_original_bounds` projection. `f` and `g`
9982    // below are then evaluated at the point actually reported, so x/f/g
9983    // agree with each other.
9984    let x_vec: Vec<Number> = nlp_borrow.finalize_solution_x(&*curr.x);
9985    let info = tnlp.borrow_mut().get_nlp_info().ok_or(())?;
9986    let n = info.n as usize;
9987    let m = info.m as usize;
9988    debug_assert_eq!(x_vec.len(), n);
9989    // Lift algorithm-side multipliers back into user-space (pounce#11).
9990    // Use the `finalize_solution_*` family (not the `pack_*` family): the
9991    // final solution duals must be reported in the user's *unscaled-
9992    // Lagrangian* convention `∇f + λ·∇g + z = 0`, which divides out the
9993    // `obj_scale_factor` the algorithm threads through `eval_h`. The `pack_*`
9994    // family deliberately omits that division because it feeds the scaled
9995    // `eval_h`; calling it here left every dual scaled by `obj_scale_factor`
9996    // whenever gradient-based scaling triggered (pounce#11 F1).
9997    // Backends without overrides return empty; fall back to zero stubs so the
9998    // user sees a length-consistent vector.
9999    let mut z_l = nlp_borrow.finalize_solution_z_l(&*curr.z_l);
10000    if z_l.is_empty() {
10001        z_l = vec![0.0; n];
10002    }
10003    let mut z_u = nlp_borrow.finalize_solution_z_u(&*curr.z_u);
10004    if z_u.is_empty() {
10005        z_u = vec![0.0; n];
10006    }
10007    let mut lambda = nlp_borrow.finalize_solution_lambda(&*curr.y_c, &*curr.y_d);
10008    if lambda.is_empty() {
10009        lambda = vec![0.0; m];
10010    }
10011    if fixed_var_duals {
10012        nlp_borrow.complete_fixed_var_bound_multipliers(&x_vec, &lambda, &mut z_l, &mut z_u);
10013    }
10014    drop(nlp_borrow);
10015    // Compute g(x) via the user TNLP so the final residual is
10016    // populated for the user.
10017    let mut g_final = vec![0.0; m];
10018    let _ = tnlp.borrow_mut().eval_g(&x_vec, true, &mut g_final);
10019    let f_final = tnlp
10020        .borrow_mut()
10021        .eval_f(&x_vec, true)
10022        .unwrap_or(Number::NAN);
10023    let snap = FinalizeSnapshot {
10024        status: solver_status,
10025        x: x_vec,
10026        z_l,
10027        z_u,
10028        g: g_final,
10029        lambda,
10030        obj_value: f_final,
10031        on_converged_id: alg.data.borrow().on_converged_id,
10032    };
10033    snap.replay(tnlp);
10034    *sink.borrow_mut() = Some(snap);
10035    Ok(f_final)
10036}
10037
10038/// Bind SQP suboptions registered in `upstream_options.rs`
10039/// (`sqp_globalization`, `sqp_hessian`, `sqp_max_iter`, `sqp_tol`,
10040/// `sqp_constr_viol_tol`, `sqp_dual_inf_tol`, `sqp_l1_penalty`,
10041/// `sqp_bt_reduction`, `sqp_bt_min_alpha`, `sqp_print_level`,
10042/// `sqp_lbfgs_max_history`) onto
10043/// `opts`. Used by [`IpoptApplication::algorithm_builder_snapshot`]
10044/// before constructing an SQP algorithm.
10045fn apply_sqp_options(options: &OptionsList, opts: &mut crate::sqp::SqpOptions) {
10046    use crate::sqp::{SqpGlobalization, SqpHessianSource};
10047
10048    if let Ok((s, true)) = options.get_string_value("sqp_globalization", "") {
10049        opts.globalization = match s.as_str() {
10050            "filter" => SqpGlobalization::Filter,
10051            "l1-elastic" => SqpGlobalization::L1Elastic,
10052            _ => opts.globalization,
10053        };
10054    }
10055    // `hessian_approximation` is the upstream Ipopt option a frontend sets
10056    // when the caller supplies no second derivatives -- `pounce.minimize` does
10057    // it automatically, and warns that it is doing so. It was only ever read
10058    // on the IPM path, so an SQP solve ignored it and fell back to the
10059    // `Exact` default, asking the NLP for a Lagrangian Hessian that was never
10060    // provided. A zero Hessian turns the QP subproblem into an LP, which is
10061    // unbounded whenever the objective gradient has a component in the null
10062    // space of the active constraints -- so the solve died with
10063    // `Internal_Error` on problems the IPM handles without complaint:
10064    //
10065    //     min (x0-3)^2 + (x1-2)^2  s.t.  4 - x0 - x1 >= 0
10066    //
10067    // (IPM: x = [2.5, 1.5]. Active-set SQP before this: Internal_Error, or
10068    // with variable bounds, a run to the box corner along the null-space
10069    // direction.)
10070    //
10071    // The quasi-Newton source picked here is the *dense Powell-damped BFGS*,
10072    // not the limited-memory one, even though the requesting option is spelled
10073    // `limited-memory`. On this active-set-SQP path L-BFGS buys nothing: its
10074    // `as_triplet` materializes a full dense `n×n` Hessian for the QP
10075    // subproblem exactly as `DampedBfgs` does (the matrix-free product
10076    // interface that would make L-BFGS cheaper is not implemented yet), and it
10077    // is markedly less robust -- it stalls with
10078    // `Search_Direction_Becomes_Too_Small` (or reports the QP subproblem
10079    // `unbounded`) on easy, well-conditioned convex QPs whenever a general
10080    // inequality is active at the optimum, returning `success=False` with a
10081    // wrong `x` (issue #358). `DampedBfgs` solves those. So the automatic
10082    // approximation the facade injects when no analytic Hessian is available
10083    // maps to the robust dense update; a caller who genuinely wants
10084    // limited-memory storage can still request it explicitly with
10085    // `sqp_hessian = "lbfgs"` below (read after this, so it wins).
10086    //
10087    // ...up to `sqp_dense_hessian_max_n` variables (gh#1054). Above that the
10088    // dense update is not a robust choice but an impossible one -- `n²`
10089    // storage, and every QP factorization dense -- so `QuasiNewtonAuto`
10090    // resolves per solve, from the model's `n`, to L-BFGS in the lifted
10091    // low-rank form that keeps the QP sparse. The paragraph above still
10092    // governs every model at or below the ceiling.
10093    //
10094    // Read this before `sqp_hessian` so an explicit setting still wins.
10095    if let Ok((s, true)) = options.get_string_value("hessian_approximation", "") {
10096        if s == "limited-memory" {
10097            opts.hessian = SqpHessianSource::QuasiNewtonAuto;
10098        }
10099    }
10100    if let Ok((s, true)) = options.get_string_value("sqp_hessian", "") {
10101        opts.hessian = match s.as_str() {
10102            "exact" => SqpHessianSource::Exact,
10103            "damped-bfgs" => SqpHessianSource::DampedBfgs,
10104            "lbfgs" => SqpHessianSource::Lbfgs,
10105            _ => opts.hessian,
10106        };
10107    }
10108    if let Ok((v, true)) = options.get_integer_value("sqp_max_iter", "") {
10109        if v >= 0 {
10110            opts.max_iter = v as u32;
10111        }
10112    }
10113    if let Ok((v, true)) = options.get_numeric_value("sqp_tol", "") {
10114        opts.tol = v;
10115    }
10116    if let Ok((v, true)) = options.get_numeric_value("sqp_constr_viol_tol", "") {
10117        opts.constr_viol_tol = v;
10118    }
10119    if let Ok((v, true)) = options.get_numeric_value("sqp_dual_inf_tol", "") {
10120        opts.dual_inf_tol = v;
10121    }
10122    if let Ok((v, true)) = options.get_numeric_value("sqp_l1_penalty", "") {
10123        opts.l1_penalty = v;
10124    }
10125    if let Ok((v, true)) = options.get_numeric_value("sqp_l1_penalty_safety", "") {
10126        opts.l1_penalty_safety = v;
10127    }
10128    if let Ok((v, true)) = options.get_numeric_value("sqp_l1_penalty_max", "") {
10129        opts.l1_penalty_max = v;
10130    }
10131    if let Ok((v, true)) = options.get_numeric_value("sqp_bt_reduction", "") {
10132        opts.bt_reduction = v;
10133    }
10134    if let Ok((v, true)) = options.get_numeric_value("sqp_bt_min_alpha", "") {
10135        opts.bt_min_alpha = v;
10136    }
10137    if let Ok((v, true)) = options.get_integer_value("sqp_print_level", "") {
10138        opts.print_level = v.clamp(0, u8::MAX as i32) as u8;
10139    }
10140    if let Ok((v, true)) = options.get_integer_value("sqp_lbfgs_max_history", "") {
10141        if v >= 1 {
10142            opts.lbfgs_max_history = v as u32;
10143        }
10144    }
10145    // An explicit `sqp_qp_use_schur_updates` is the caller's choice and goes
10146    // to the QP options as given (`apply_qp_subproblem_options`); only an
10147    // unset one is left to the size rule.
10148    if let Ok((_, true)) = options.get_string_value("sqp_qp_use_schur_updates", "") {
10149        opts.qp_schur_min_dim = None;
10150    }
10151    if let Ok((v, true)) = options.get_integer_value("sqp_dense_hessian_max_n", "") {
10152        opts.dense_hessian_max_n = usize::try_from(v).unwrap_or(0);
10153    }
10154}
10155
10156/// Populate the active-set SQP **QP-subproblem** options
10157/// ([`pounce_qp::QpOptions`]) from the `sqp_qp_*` option family.
10158///
10159/// Sister to [`apply_sqp_options`], which handles the SQP *outer-loop*
10160/// options ([`crate::sqp::SqpOptions`]); this one feeds the inner QP
10161/// solver that `SqpAlgorithm` delegates each subproblem to. Consulted
10162/// only on the `ActiveSetSqp` path. Each knob is forwarded only when
10163/// the user explicitly set it, so the `pounce_qp` defaults stand
10164/// otherwise.
10165///
10166/// The reading itself is [`pounce_qp::ActiveSetOverrides`], shared with
10167/// `pounce_convex`'s direct active-set driver, which overlays the same
10168/// eight names onto the same `QpOptions` type. This function had its own
10169/// copy until then, and the two had drifted: this one silently ignored a
10170/// `sqp_qp_max_iter` of 0 and an unknown `sqp_qp_anti_cycling` value where
10171/// the other rejected them. Neither divergence was reachable — the
10172/// registry bounds `sqp_qp_max_iter` at 1 and restricts `anti_cycling` to
10173/// three values — but two readers of one option family is how a
10174/// reachable one starts.
10175fn apply_qp_subproblem_options(options: &OptionsList, opts: &mut pounce_qp::QpOptions) {
10176    match pounce_qp::ActiveSetOverrides::try_from_options_list(options) {
10177        Ok(overrides) => overrides.apply(opts),
10178        // Unreachable from here: this runs after `initialize()`, so every
10179        // value present has already been validated against the registered
10180        // bound that the reader re-checks. Say so out loud anyway rather
10181        // than solving with a configuration the user did not ask for —
10182        // silently dropping the whole family is exactly the failure mode
10183        // `tests/no_silent_options.rs` exists to prevent.
10184        Err(error) => tracing::error!(
10185            target: "pounce::options",
10186            %error,
10187            "sqp_qp_* options were rejected after the registry accepted them; \
10188             the QP subproblem is running on pounce-qp defaults"
10189        ),
10190    }
10191}
10192
10193/// The TNLP's own starting point as an SQP warm start, in algorithm space,
10194/// through the projections the IPM's warm initializer reads
10195/// (`prepare_warm_start`, `get_starting_x/y/z`). `None` when the NLP
10196/// declines. An unseeded bound multiplier (NaN, gh#622) counts as zero: the
10197/// SQP has no `bound_mult_init_val` of its own to resolve it to.
10198fn sqp_tnlp_warm_start(nlp_rc: &Rc<RefCell<dyn IpoptNlp>>) -> Option<crate::sqp::SqpIterates> {
10199    use pounce_linalg::dense_vector::DenseVectorSpace;
10200    let dense = |v: &dyn pounce_linalg::Vector| -> Vec<Number> {
10201        v.as_any()
10202            .downcast_ref::<pounce_linalg::dense_vector::DenseVector>()
10203            .map(|d| d.expanded_values().to_vec())
10204            .unwrap_or_default()
10205    };
10206    let (z_l, z_u, x, lambda_g) = {
10207        let mut nlp = nlp_rc.borrow_mut();
10208        if !nlp.prepare_warm_start() {
10209            return None;
10210        }
10211        let (n, m_eq, m_ineq) = (nlp.n(), nlp.m_eq(), nlp.m_ineq());
10212        let (n_xl, n_xu) = (nlp.x_l().dim(), nlp.x_u().dim());
10213        let (n_dl, n_du) = (nlp.d_l().dim(), nlp.d_u().dim());
10214        let mut x = DenseVectorSpace::new(n).make_new_dense();
10215        let mut y_c = DenseVectorSpace::new(m_eq).make_new_dense();
10216        let mut y_d = DenseVectorSpace::new(m_ineq).make_new_dense();
10217        let mut z_l = DenseVectorSpace::new(n_xl).make_new_dense();
10218        let mut z_u = DenseVectorSpace::new(n_xu).make_new_dense();
10219        let mut v_l = DenseVectorSpace::new(n_dl).make_new_dense();
10220        let mut v_u = DenseVectorSpace::new(n_du).make_new_dense();
10221        let ok = nlp.get_starting_x(&mut x)
10222            && nlp.get_starting_y(&mut y_c, &mut y_d)
10223            && nlp.get_starting_z(&mut z_l, &mut z_u, &mut v_l, &mut v_u);
10224        nlp.finish_warm_start();
10225        if !ok {
10226            return None;
10227        }
10228        let finite = |v: Vec<Number>| -> Vec<Number> {
10229            v.into_iter()
10230                .map(|a| if a.is_finite() { a } else { 0.0 })
10231                .collect()
10232        };
10233        let mut lambda_g = finite(dense(&y_c));
10234        lambda_g.extend(finite(dense(&y_d)));
10235        (
10236            finite(dense(&z_l)),
10237            finite(dense(&z_u)),
10238            dense(&x),
10239            lambda_g,
10240        )
10241    };
10242    let lambda_x = crate::sqp::ipopt_adapter::pack_bound_multipliers(nlp_rc, &z_l, &z_u);
10243    Some(crate::sqp::SqpIterates {
10244        x,
10245        lambda_g,
10246        lambda_x,
10247        working: None,
10248    })
10249}
10250
10251/// Map a staged SQP warm start from the caller's space into the algorithm's:
10252/// the exact inverse of what [`finalize_via_sqp`] / [`sqp_user_iterate`] do on
10253/// the way out, so that the multipliers a solve reports, fed back unchanged,
10254/// are the iterate the next solve starts from.
10255///
10256/// | field | user space (what callers stage) | algorithm space |
10257/// |---|---|---|
10258/// | `x` | full `n`, model units | fixed columns dropped, `x̃ = d ⊙ x` |
10259/// | `lambda_x` | full `n`, `z_L − z_U` | fixed dropped, `· obj_scal ⊘ d` |
10260/// | `lambda_g` | `m`, in `g` order | `[y_c; y_d]`, `y = λ · obj_scal / {c,d}_scale` |
10261/// | `working.constraints` | `m`, in `g` order | `[c; d]` order |
10262///
10263/// (`working.bounds` goes from full `n` to the reduced columns in the
10264/// caller, which also knows which elimination an already-reduced set came
10265/// from.)
10266///
10267/// `d` is the per-variable factor of a `ScalingTnlp` below the NLP (gh#486;
10268/// `z̃ = z ⊘ d`, its `get_starting_point` rule) and `obj_scal` includes the
10269/// sign of a maximize. The `λ` rule is `OrigIpoptNlp::initialize_starting_point`'s,
10270/// the IPM's inbound half of the same inverse.
10271///
10272/// Every frontend stages user space — the C API and `pounce-py` pass the
10273/// caller's `x` / `mult_g` / `z_L − z_U` through untouched. Before this they
10274/// went in as-is: on a model whose equality is not the first row, the two
10275/// constraint multipliers landed on each other's rows, and any
10276/// `obj_scaling_factor` ≠ 1 left them off by that factor.
10277///
10278/// An `x` / `lambda_x` already of the reduced length (a problem with fixed
10279/// variables) is taken as user-unit values of the surviving columns, in
10280/// order; any other length is left alone for the dimension check to reject.
10281fn sqp_warm_start_to_algorithm(nlp: &dyn IpoptNlp, w: &mut crate::sqp::SqpIterates) {
10282    let n_alg = nlp.n() as usize;
10283    let n_full = nlp.n_full_x() as usize;
10284    let m_full = nlp.n_full_g() as usize;
10285    let m_eq = nlp.m_eq() as usize;
10286    let obj_scal = nlp.obj_scaling_factor();
10287    let d = nlp.variable_scaling();
10288    // Algorithm column -> (user column, its x-scaling factor).
10289    let cols: Vec<(usize, Number)> = (0..n_alg)
10290        .map(|k| {
10291            let j = nlp.var_x_to_full_x(k as Index) as usize;
10292            let dj = d.as_ref().and_then(|d| d.get(j).copied()).unwrap_or(1.0);
10293            (j, dj)
10294        })
10295        .collect();
10296    let to_alg = |v: &[Number], f: &dyn Fn(Number, Number) -> Number| -> Option<Vec<Number>> {
10297        if v.len() == n_full {
10298            Some(cols.iter().map(|&(j, dj)| f(v[j], dj)).collect())
10299        } else if v.len() == n_alg {
10300            Some(cols.iter().zip(v).map(|(&(_, dj), &x)| f(x, dj)).collect())
10301        } else {
10302            None
10303        }
10304    };
10305    if let Some(x) = to_alg(&w.x, &|x, dj| x * dj) {
10306        w.x = x;
10307    }
10308    if let Some(lx) = to_alg(&w.lambda_x, &|z, dj| z * obj_scal / dj) {
10309        w.lambda_x = lx;
10310    }
10311    if w.lambda_g.len() == m_full {
10312        let cs = nlp.c_scale_vec();
10313        let ds = nlp.d_scale_vec();
10314        let mut y = vec![0.0; m_full];
10315        for (i, &lam) in w.lambda_g.iter().enumerate() {
10316            let i = i as Index;
10317            if let Some(k) = nlp.full_g_to_c_block(i) {
10318                let k = k as usize;
10319                let s = cs.as_ref().map_or(1.0, |v| v[k]);
10320                y[k] = lam / s * obj_scal;
10321            } else if let Some(k) = nlp.full_g_to_d_block(i) {
10322                let k = k as usize;
10323                let s = ds.as_ref().map_or(1.0, |v| v[k]);
10324                y[m_eq + k] = lam / s * obj_scal;
10325            }
10326        }
10327        w.lambda_g = y;
10328    }
10329    if let Some(ws) = w.working.as_mut() {
10330        ws.constraints = working_set_rows_to_algorithm(nlp, std::mem::take(&mut ws.constraints));
10331    }
10332}
10333
10334/// Algorithm row `k` of the `[c; d]` constraint vector → user `g` row, or
10335/// `None` when the NLP's row count does not describe a full split.
10336fn algorithm_rows_to_user(nlp: &dyn IpoptNlp) -> Option<Vec<usize>> {
10337    let m_full = nlp.n_full_g() as usize;
10338    let m_eq = nlp.m_eq() as usize;
10339    let m_alg = m_eq + nlp.m_ineq() as usize;
10340    if m_full != m_alg {
10341        return None;
10342    }
10343    let mut map = vec![usize::MAX; m_alg];
10344    for i in 0..m_full {
10345        let k = if let Some(k) = nlp.full_g_to_c_block(i as Index) {
10346            k as usize
10347        } else if let Some(k) = nlp.full_g_to_d_block(i as Index) {
10348            m_eq + k as usize
10349        } else {
10350            return None;
10351        };
10352        if k >= m_alg || map[k] != usize::MAX {
10353            return None;
10354        }
10355        map[k] = i;
10356    }
10357    Some(map)
10358}
10359
10360/// Constraint statuses of a working set, algorithm `[c; d]` order → user
10361/// `g` order. The SQP stacks equalities first, so on a model whose first
10362/// row is an inequality the statuses published positionally landed on the
10363/// wrong rows (`[Equality, AtUpper]` for `g = [ineq, eq]`). A vector of
10364/// any other length is returned unchanged for the dimension check to judge.
10365fn working_set_rows_to_user(
10366    nlp: &dyn IpoptNlp,
10367    rows: Vec<pounce_qp::ConsStatus>,
10368) -> Vec<pounce_qp::ConsStatus> {
10369    match algorithm_rows_to_user(nlp) {
10370        Some(map) if map.len() == rows.len() => {
10371            let mut user = vec![pounce_qp::ConsStatus::Inactive; rows.len()];
10372            for (k, &i) in map.iter().enumerate() {
10373                user[i] = rows[k];
10374            }
10375            user
10376        }
10377        _ => rows,
10378    }
10379}
10380
10381/// Inverse of [`working_set_rows_to_user`]: user `g` order → `[c; d]`.
10382fn working_set_rows_to_algorithm(
10383    nlp: &dyn IpoptNlp,
10384    rows: Vec<pounce_qp::ConsStatus>,
10385) -> Vec<pounce_qp::ConsStatus> {
10386    match algorithm_rows_to_user(nlp) {
10387        Some(map) if map.len() == rows.len() => map.iter().map(|&i| rows[i]).collect(),
10388        _ => rows,
10389    }
10390}
10391
10392/// The SQP iterate in the user's index spaces, for the live-inspector window
10393/// (gh#1015). Same conversions as [`finalize_via_sqp`] — `λ_x` is packed
10394/// signed (`z_L − z_U`) and is split by sign — minus the user-callback
10395/// evaluations: `g` comes from the loop's own `[c; d]` values.
10396fn sqp_user_iterate(
10397    nlp: &Rc<RefCell<dyn IpoptNlp>>,
10398    x: &[Number],
10399    lambda_g: &[Number],
10400    lambda_x: &[Number],
10401    c_vals: &[Number],
10402    grad_lag_x: &[Number],
10403    fixed_var_duals: bool,
10404) -> crate::intermediate::UserIterate {
10405    use pounce_linalg::dense_vector::DenseVectorSpace;
10406
10407    // `finalize_solution_z_*` read the compressed x_l / x_u spaces (one
10408    // entry per finite bound, via `x_l_map`), not one entry per variable;
10409    // `split_bound_multipliers` does that split, as crossover does.
10410    let (zl, zu) = crate::sqp::ipopt_adapter::split_bound_multipliers(nlp, lambda_x);
10411    let nlp = nlp.borrow();
10412    let n_alg = nlp.n() as usize;
10413    let m_eq = nlp.m_eq() as usize;
10414    let m_ineq = nlp.m_ineq() as usize;
10415    let n_user = nlp.n_full_x() as usize;
10416    let m_user = nlp.n_full_g() as usize;
10417
10418    let x_space = DenseVectorSpace::new(n_alg as Index);
10419    let c_space = DenseVectorSpace::new(m_eq as Index);
10420    let d_space = DenseVectorSpace::new(m_ineq as Index);
10421    let dv = |space: &Rc<DenseVectorSpace>, v: &[Number]| {
10422        let mut d = space.make_new_dense();
10423        if !v.is_empty() {
10424            d.set_values(v);
10425        }
10426        d
10427    };
10428
10429    let x_full = nlp.finalize_solution_x(&dv(&x_space, x));
10430    let mut z_l = nlp.finalize_solution_z_l(&dv(&DenseVectorSpace::new(zl.len() as Index), &zl));
10431    if z_l.is_empty() {
10432        z_l = vec![0.0; n_user];
10433    }
10434    let mut z_u = nlp.finalize_solution_z_u(&dv(&DenseVectorSpace::new(zu.len() as Index), &zu));
10435    if z_u.is_empty() {
10436        z_u = vec![0.0; n_user];
10437    }
10438    let (y_c, y_d) = lambda_g.split_at(m_eq.min(lambda_g.len()));
10439    let mut lambda = nlp.finalize_solution_lambda(&dv(&c_space, y_c), &dv(&d_space, y_d));
10440    if lambda.is_empty() {
10441        lambda = vec![0.0; m_user];
10442    }
10443    if fixed_var_duals {
10444        nlp.complete_fixed_var_bound_multipliers(&x_full, &lambda, &mut z_l, &mut z_u);
10445    }
10446    // Everything here is in the space of the TNLP the NLP wraps, which
10447    // under per-variable `user-scaling` is a `ScalingTnlp` seeing
10448    // `x̃ = d ⊙ x`; that wrapper undoes the substitution on the iterate's
10449    // way through its `intermediate_callback`, by its `finalize_solution`'s
10450    // rule (`x = x̃ ⊘ d`, `z = d ⊙ z̃`).
10451    let (c, d) = c_vals.split_at(m_eq.min(c_vals.len()));
10452    let g = nlp.pack_g_for_user(&dv(&c_space, c), &dv(&d_space, d));
10453    // The SQP iterates against the same live bounds (widened only when
10454    // `bound_relax_factor` is set by name on this arm).
10455    let (x_l_alg, x_u_alg) = crate::intermediate::algorithm_x_bounds(&*nlp, &x_full);
10456    crate::intermediate::UserIterate {
10457        x: x_full,
10458        z_l,
10459        z_u,
10460        g,
10461        lambda,
10462        scaling: Some(crate::intermediate::iterate_scaling(&*nlp)),
10463        x_l_alg,
10464        x_u_alg,
10465        grad_lag_x: crate::intermediate::user_grad_lag(&*nlp, grad_lag_x),
10466    }
10467}
10468
10469/// SQP-side analog of [`finalize_via_orig_nlp`]. Hands the SQP
10470/// solution iterate to the user TNLP via the standard
10471/// `finalize_solution` callback. Multiplier lifting goes through
10472/// the same OrigIpoptNlp hooks so the user sees the same shape
10473/// regardless of which algorithm produced the iterate.
10474///
10475/// Returns the user-space objective value on success.
10476fn finalize_via_sqp(
10477    nlp: &Rc<RefCell<dyn IpoptNlp>>,
10478    res: &crate::sqp::SqpResult,
10479    solver_status: pounce_nlp::SolverReturn,
10480    tnlp: &Rc<RefCell<dyn TNLP>>,
10481    sink: &RefCell<Option<FinalizeSnapshot>>,
10482    fixed_var_duals: bool,
10483) -> Result<Number, ()> {
10484    use pounce_linalg::dense_vector::DenseVectorSpace;
10485
10486    let info = tnlp.borrow_mut().get_nlp_info().ok_or(())?;
10487    let n = info.n as usize;
10488    let m = info.m as usize;
10489
10490    // Wrap SQP slices in DenseVectors so we can pass them through
10491    // the OrigIpoptNlp lift_x_to_full / pack_*_for_user hooks.
10492    let nlp_borrow = nlp.borrow();
10493    let n_alg = nlp_borrow.n() as usize;
10494    let m_eq = nlp_borrow.m_eq() as usize;
10495    let m_ineq = nlp_borrow.m_ineq() as usize;
10496    debug_assert_eq!(res.x.len(), n_alg);
10497    debug_assert_eq!(res.lambda_g.len(), m_eq + m_ineq);
10498    debug_assert_eq!(res.lambda_x.len(), n_alg);
10499
10500    let x_space = DenseVectorSpace::new(n_alg as Index);
10501    let c_space = DenseVectorSpace::new(m_eq as Index);
10502    let d_space = DenseVectorSpace::new(m_ineq as Index);
10503
10504    let mut x_dv = x_space.make_new_dense();
10505    x_dv.set_values(&res.x);
10506    let x_vec: Vec<Number> = nlp_borrow.finalize_solution_x(&x_dv);
10507    debug_assert_eq!(x_vec.len(), n);
10508
10509    // λ_x is packed signed (z_l − z_u), one entry per variable. Split it
10510    // into the compressed x_l / x_u spaces `finalize_solution_z_*` read
10511    // (one entry per finite bound): splitting per variable put each
10512    // multiplier on the wrong variable whenever an unbounded one came
10513    // first, as crossover's `split_bound_multipliers` call already avoids.
10514    let (zl_vals, zu_vals) = crate::sqp::ipopt_adapter::split_bound_multipliers(nlp, &res.lambda_x);
10515    let mut z_l_compressed = DenseVectorSpace::new(zl_vals.len() as Index).make_new_dense();
10516    let mut z_u_compressed = DenseVectorSpace::new(zu_vals.len() as Index).make_new_dense();
10517    if !zl_vals.is_empty() {
10518        z_l_compressed.set_values(&zl_vals);
10519    }
10520    if !zu_vals.is_empty() {
10521        z_u_compressed.set_values(&zu_vals);
10522    }
10523    // `finalize_solution_*` (not `pack_*`): report unscaled-Lagrangian duals,
10524    // dividing out `obj_scale_factor` — see `finalize_via_orig_nlp` (F1).
10525    let mut z_l = nlp_borrow.finalize_solution_z_l(&z_l_compressed);
10526    if z_l.is_empty() {
10527        z_l = vec![0.0; n];
10528    }
10529    let mut z_u = nlp_borrow.finalize_solution_z_u(&z_u_compressed);
10530    if z_u.is_empty() {
10531        z_u = vec![0.0; n];
10532    }
10533
10534    // λ_g is [y_c; y_d]; split into the c/d blocks for lift.
10535    let mut y_c_dv = c_space.make_new_dense();
10536    let mut y_d_dv = d_space.make_new_dense();
10537    if m_eq > 0 {
10538        y_c_dv.set_values(&res.lambda_g[..m_eq]);
10539    }
10540    if m_ineq > 0 {
10541        y_d_dv.set_values(&res.lambda_g[m_eq..]);
10542    }
10543    let mut lambda = nlp_borrow.finalize_solution_lambda(&y_c_dv, &y_d_dv);
10544    if lambda.is_empty() {
10545        lambda = vec![0.0; m];
10546    }
10547    if fixed_var_duals {
10548        nlp_borrow.complete_fixed_var_bound_multipliers(&x_vec, &lambda, &mut z_l, &mut z_u);
10549    }
10550    drop(nlp_borrow);
10551
10552    let mut g_final = vec![0.0; m];
10553    let _ = tnlp.borrow_mut().eval_g(&x_vec, true, &mut g_final);
10554    let f_final = tnlp
10555        .borrow_mut()
10556        .eval_f(&x_vec, true)
10557        .unwrap_or(Number::NAN);
10558    let snap = FinalizeSnapshot {
10559        status: solver_status,
10560        x: x_vec,
10561        z_l,
10562        z_u,
10563        g: g_final,
10564        lambda,
10565        obj_value: f_final,
10566        // The SQP arm has no `on_converged` firing.
10567        on_converged_id: None,
10568    };
10569    snap.replay(tnlp);
10570    *sink.borrow_mut() = Some(snap);
10571    Ok(f_final)
10572}
10573
10574/// Whether `options` resolve to the adaptive μ strategy, by the rules
10575/// `IpoptApplication::algorithm_builder_from_options` applies:
10576/// `mehrotra_algorithm=yes` forces adaptive; otherwise an explicit
10577/// `mu_strategy` wins; otherwise a limited-memory Hessian takes upstream's
10578/// quasi-Newton default, adaptive (gh#746), and anything else the registered
10579/// `monotone`.
10580///
10581/// Anything that asks "would this solve already run adaptive?" must ask this,
10582/// not read the raw `mu_strategy` string: under L-BFGS the string is unset and
10583/// the solve is adaptive. The second-opinion ladder read the string, so its
10584/// `mu_strategy=adaptive` rung re-ran a limited-memory base solve
10585/// byte-for-byte (`deb7`, 1610 iterations and `f = 99.636943584` both times).
10586pub fn mu_strategy_resolves_to_adaptive(options: &OptionsList) -> bool {
10587    if matches!(
10588        options.get_string_value("mehrotra_algorithm", ""),
10589        Ok((ref v, true)) if v == "yes"
10590    ) {
10591        return true;
10592    }
10593    if let Ok((v, true)) = options.get_string_value("mu_strategy", "") {
10594        return v == "adaptive";
10595    }
10596    matches!(
10597        options.get_string_value("hessian_approximation", ""),
10598        Ok((ref v, true)) if v == "limited-memory"
10599    )
10600}
10601
10602#[cfg(test)]
10603mod block_structure_tests {
10604    use super::map_block_structure_to_kkt;
10605    use pounce_nlp::tnlp_adapter::BoundClassification;
10606
10607    /// Three variables (the middle one fixed out) and four constraints: two
10608    /// equalities (rows 0 and 3) and two inequalities (rows 1 and 2).
10609    fn classification() -> BoundClassification {
10610        BoundClassification {
10611            n_full_x: 3,
10612            n_full_g: 4,
10613            n_x_fixed: 1,
10614            x_not_fixed_map: vec![0, 2],
10615            x_fixed_map: vec![1],
10616            x_fixed_vals: vec![0.0],
10617            full_to_var: vec![0, -1, 1],
10618            x_l_map: vec![],
10619            x_u_map: vec![],
10620            n_c: 2,
10621            c_map: vec![0, 3],
10622            n_d: 2,
10623            d_map: vec![1, 2],
10624            d_l_map: vec![],
10625            d_u_map: vec![],
10626            full_to_c: vec![0, -1, -1, 1],
10627            full_to_d: vec![-1, 0, 1, -1],
10628        }
10629    }
10630
10631    /// The KKT is `[x | slacks | equality duals | inequality duals]`, so a
10632    /// declaration in the model's terms lands as: the surviving variables'
10633    /// labels, then each inequality's label twice (slack and dual) around the
10634    /// equalities' labels. A variable fixed out of the problem contributes
10635    /// nothing — reading its label anyway would shift every later one.
10636    #[test]
10637    fn model_labels_map_onto_the_kkt_layout() {
10638        let cls = classification();
10639        let var_blocks = vec![7, 99, -1]; // x0 -> block 7, x1 fixed, x2 shared
10640        let con_blocks = vec![5, 6, -1, 8]; // eq 5, ineq 6, ineq shared, eq 8
10641        let labels = map_block_structure_to_kkt(&cls, &var_blocks, &con_blocks).unwrap();
10642        assert_eq!(
10643            labels,
10644            vec![
10645                7, -1, // x: the two unfixed variables
10646                6, -1, // slacks, in d order (rows 1 and 2)
10647                5, 8, // equality duals, in c order (rows 0 and 3)
10648                6, -1, // inequality duals, same order as their slacks
10649            ]
10650        );
10651    }
10652
10653    /// A length that does not match the problem is refused rather than
10654    /// truncated: a structure off by one row declares blocks the matrix does
10655    /// not have, and the solver would only notice as a wrong answer or a
10656    /// rejected partition.
10657    #[test]
10658    fn a_mismatched_declaration_is_refused() {
10659        let cls = classification();
10660        assert!(map_block_structure_to_kkt(&cls, &[1, 2], &[1, 2, 3, 4]).is_err());
10661        assert!(map_block_structure_to_kkt(&cls, &[1, 2, 3], &[1, 2, 3]).is_err());
10662    }
10663}
10664
10665#[cfg(test)]
10666mod tests {
10667    use super::*;
10668
10669    /// pounce#748 — the flipped default is conditional on the caller not
10670    /// having named a `mu_strategy`. All four combinations, because the
10671    /// point of the condition is that an explicit strategy suppresses the
10672    /// automatic retry while an explicit `mu_strategy_fallback` does not.
10673    #[test]
10674    fn mu_strategy_fallback_default_defers_to_an_explicit_strategy() {
10675        // Nothing set: the retry is on.
10676        let app = IpoptApplication::new();
10677        assert!(app.is_mu_strategy_fallback_enabled());
10678
10679        // Caller named a strategy: the automatic retry stands down.
10680        let mut app = IpoptApplication::new();
10681        app.options_mut()
10682            .set_string_value("mu_strategy", "monotone", true, false)
10683            .unwrap();
10684        assert!(!app.is_mu_strategy_fallback_enabled());
10685
10686        // ... unless they also asked for the retry explicitly.
10687        app.options_mut()
10688            .set_string_value("mu_strategy_fallback", "yes", true, false)
10689            .unwrap();
10690        assert!(app.is_mu_strategy_fallback_enabled());
10691
10692        // An explicit "no" is honoured with no strategy set.
10693        let mut app = IpoptApplication::new();
10694        app.options_mut()
10695            .set_string_value("mu_strategy_fallback", "no", true, false)
10696            .unwrap();
10697        assert!(!app.is_mu_strategy_fallback_enabled());
10698    }
10699
10700    /// gh#990: a `mu_strategy` a POUNCE frontend pinned (the Python
10701    /// no-`hessian` path's `monotone`) is not the caller naming a strategy,
10702    /// so the default-on stall retry stays on; an explicit `no` still wins.
10703    #[test]
10704    fn a_pounce_chosen_mu_strategy_keeps_the_fallback_on() {
10705        let mut app = IpoptApplication::new();
10706        app.options_mut()
10707            .set_string_value("hessian_approximation", "limited-memory", true, false)
10708            .unwrap();
10709        app.options_mut()
10710            .set_string_value("mu_strategy", "monotone", true, false)
10711            .unwrap();
10712        assert!(!app.is_mu_strategy_fallback_enabled());
10713        app.mark_mu_strategy_pounce_chosen();
10714        assert!(app.is_mu_strategy_fallback_enabled());
10715        // The pin still decides the schedule: no limited-memory -> adaptive.
10716        assert!(!app.effective_mu_strategy_is_adaptive());
10717        app.options_mut()
10718            .set_string_value("mu_strategy_fallback", "no", true, false)
10719            .unwrap();
10720        assert!(!app.is_mu_strategy_fallback_enabled());
10721    }
10722
10723    use pounce_nlp::tnlp::{
10724        BoundsInfo, IndexStyle, IpoptCq, IpoptData, NlpInfo, ScalingRequest, Solution,
10725        SparsityRequest, StartingPoint,
10726    };
10727
10728    struct Hs071Stub;
10729    impl TNLP for Hs071Stub {
10730        fn get_nlp_info(&mut self) -> Option<NlpInfo> {
10731            // HS071 dimensions: n=4, m=2, dense Jacobian (8 nz),
10732            // dense lower-triangular Hessian (10 nz).
10733            Some(NlpInfo {
10734                n: 4,
10735                m: 2,
10736                nnz_jac_g: 8,
10737                nnz_h_lag: 10,
10738                index_style: IndexStyle::C,
10739            })
10740        }
10741        fn get_bounds_info(&mut self, b: BoundsInfo<'_>) -> bool {
10742            b.x_l.copy_from_slice(&[1.0; 4]);
10743            b.x_u.copy_from_slice(&[5.0; 4]);
10744            b.g_l.copy_from_slice(&[25.0, 40.0]);
10745            b.g_u.copy_from_slice(&[2.0e19, 40.0]);
10746            true
10747        }
10748        fn get_starting_point(&mut self, sp: StartingPoint<'_>) -> bool {
10749            sp.x.copy_from_slice(&[1.0, 5.0, 5.0, 1.0]);
10750            true
10751        }
10752        fn eval_f(&mut self, x: &[Number], _new_x: bool) -> Option<Number> {
10753            Some(x[0] * x[3] * (x[0] + x[1] + x[2]) + x[2])
10754        }
10755        fn eval_grad_f(&mut self, _x: &[Number], _new_x: bool, grad: &mut [Number]) -> bool {
10756            grad.fill(0.0);
10757            true
10758        }
10759        fn eval_g(&mut self, _x: &[Number], _new_x: bool, g: &mut [Number]) -> bool {
10760            g.fill(0.0);
10761            true
10762        }
10763        fn eval_jac_g(
10764            &mut self,
10765            _x: Option<&[Number]>,
10766            _new_x: bool,
10767            mode: SparsityRequest<'_>,
10768        ) -> bool {
10769            if let SparsityRequest::Structure { irow, jcol } = mode {
10770                irow.copy_from_slice(&[0, 0, 0, 0, 1, 1, 1, 1]);
10771                jcol.copy_from_slice(&[0, 1, 2, 3, 0, 1, 2, 3]);
10772            }
10773            true
10774        }
10775        fn finalize_solution(&mut self, _sol: Solution<'_>, _d: &IpoptData, _q: &IpoptCq) {}
10776    }
10777
10778    #[test]
10779    fn application_default_does_not_select_sqp() {
10780        let mut app = IpoptApplication::new();
10781        app.initialize().unwrap();
10782        assert!(!app.is_sqp_algorithm_selected());
10783    }
10784
10785    /// gh#1061: `algorithm=active-set-sqp` starts from the interior point at
10786    /// `n + m ≥ AUTO_HANDOVER_MIN_DIM` — and only there, only when the user
10787    /// asked for the active-set SQP, and never when they set
10788    /// `ipm_sqp_handover` themselves.
10789    #[test]
10790    fn active_set_sqp_hands_over_from_the_interior_point_at_size() {
10791        let big = (AUTO_HANDOVER_MIN_DIM - 1000, 1000);
10792        let small = (AUTO_HANDOVER_MIN_DIM - 1000, 999);
10793        let with = |opts: &str| {
10794            let mut app = IpoptApplication::new();
10795            app.initialize().unwrap();
10796            app.initialize_with_options_str(opts).unwrap();
10797            app
10798        };
10799        let sqp = with("algorithm active-set-sqp\n");
10800        assert!(sqp.sqp_auto_handover(big.0, big.1));
10801        assert!(!sqp.sqp_auto_handover(small.0, small.1));
10802        assert!(with("solver_selection qp-active-set\n").sqp_auto_handover(big.0, big.1));
10803        let ipm = with("");
10804        assert!(
10805            !ipm.sqp_auto_handover(big.0, big.1),
10806            "the IPM is not rerouted"
10807        );
10808        for set in ["no", "yes"] {
10809            let app = with(&format!(
10810                "algorithm active-set-sqp\nipm_sqp_handover {set}\n"
10811            ));
10812            assert!(
10813                !app.sqp_auto_handover(big.0, big.1),
10814                "ipm_sqp_handover={set} was set, so the user decides"
10815            );
10816        }
10817    }
10818
10819    #[test]
10820    fn application_routes_to_sqp_when_algorithm_option_set() {
10821        let mut app = IpoptApplication::new();
10822        app.initialize().unwrap();
10823        app.initialize_with_options_str("algorithm active-set-sqp\n")
10824            .unwrap();
10825        assert!(app.is_sqp_algorithm_selected());
10826    }
10827
10828    #[test]
10829    fn feral_min_par_flops_option_reaches_config() {
10830        let mut app = IpoptApplication::new();
10831        app.initialize().unwrap();
10832        // Unset on the OptionsList: falls through to FeralConfig::from_env,
10833        // which leaves it None (inherit feral's built-in default) when the
10834        // POUNCE_FERAL_MIN_PAR_FLOPS env var is also absent.
10835        assert_eq!(
10836            feral_config_from_options(app.options()).min_par_flops,
10837            None,
10838            "unset feral_min_par_flops should not force an override"
10839        );
10840        // Explicit set is mapped through, cast to u64. `0` is the "dispatch
10841        // on every eligible tree" setting and must survive the cast.
10842        app.initialize_with_options_str("feral_min_par_flops 0\n")
10843            .unwrap();
10844        assert_eq!(
10845            feral_config_from_options(app.options()).min_par_flops,
10846            Some(0)
10847        );
10848        // A large finite value passes through intact (5e8 > i32::MAX, which
10849        // is why this is a number option, not an integer one).
10850        app.initialize_with_options_str("feral_min_par_flops 5e8\n")
10851            .unwrap();
10852        assert_eq!(
10853            feral_config_from_options(app.options()).min_par_flops,
10854            Some(500_000_000)
10855        );
10856    }
10857
10858    #[test]
10859    fn feral_refine_steps_option_reaches_config() {
10860        let mut app = IpoptApplication::new();
10861        app.initialize().unwrap();
10862        // Unset: falls through to FeralConfig::from_env, which resolves to
10863        // feral's own DEFAULT_REFINE_MAX_STEPS. The bump to feral 0.17.0 is
10864        // deliberately behaviour-preserving here — the cap that gh#710 wants
10865        // to measure (1) is not yet the default.
10866        assert_eq!(
10867            feral_config_from_options(app.options()).refine_max_steps,
10868            pounce_feral::FeralConfig::default().refine_max_steps,
10869            "unset feral_refine_steps must keep feral's own default"
10870        );
10871        // The setting gh#710 exists to evaluate.
10872        app.initialize_with_options_str("feral_refine_steps 1\n")
10873            .unwrap();
10874        assert_eq!(feral_config_from_options(app.options()).refine_max_steps, 1);
10875        // `0` is a legal cap (zero corrections, refined entry point still
10876        // taken) and must not be read as "unset".
10877        app.initialize_with_options_str("feral_refine_steps 0\n")
10878            .unwrap();
10879        assert_eq!(feral_config_from_options(app.options()).refine_max_steps, 0);
10880    }
10881
10882    #[test]
10883    fn feral_static_pivoting_option_reaches_config() {
10884        let mut app = IpoptApplication::new();
10885        app.initialize().unwrap();
10886        // Unset on the OptionsList: falls through to FeralConfig::from_env,
10887        // which leaves it None (inherit feral's delayed-pivot default) when
10888        // the POUNCE_FERAL_STATIC_PIVOTING env var is also absent — so the
10889        // default numeric path is unchanged.
10890        assert_eq!(
10891            feral_config_from_options(app.options()).static_pivoting,
10892            None,
10893            "unset feral_static_pivoting must not force a numeric override"
10894        );
10895        // Explicit `yes` maps to Some(true): every supernode factors with
10896        // delayed pivoting disabled (feral#8 cascade breaker).
10897        app.initialize_with_options_str("feral_static_pivoting yes\n")
10898            .unwrap();
10899        assert_eq!(
10900            feral_config_from_options(app.options()).static_pivoting,
10901            Some(true)
10902        );
10903        // Explicit `no` maps to Some(false): keep delayed pivoting on
10904        // (distinct from unset, which merely inherits the default).
10905        app.initialize_with_options_str("feral_static_pivoting no\n")
10906            .unwrap();
10907        assert_eq!(
10908            feral_config_from_options(app.options()).static_pivoting,
10909            Some(false)
10910        );
10911    }
10912
10913    /// Convex equality NLP fixture for end-to-end SQP testing
10914    /// through `IpoptApplication`:
10915    ///
10916    ///     min ½(x₁² + x₂²) − x₁ − 2x₂  s.t.  x₁ + x₂ = 1
10917    ///
10918    /// Closed form: x* = (0, 1), obj = -1.5, λ_g = 1.
10919    struct ConvexEqTnlp {
10920        finalize_called: std::rc::Rc<std::cell::RefCell<Option<(Vec<Number>, Number)>>>,
10921    }
10922    impl TNLP for ConvexEqTnlp {
10923        fn get_nlp_info(&mut self) -> Option<NlpInfo> {
10924            Some(NlpInfo {
10925                n: 2,
10926                m: 1,
10927                nnz_jac_g: 2,
10928                nnz_h_lag: 2,
10929                index_style: IndexStyle::C,
10930            })
10931        }
10932        fn get_bounds_info(&mut self, b: BoundsInfo<'_>) -> bool {
10933            b.x_l.copy_from_slice(&[-2.0e19; 2]);
10934            b.x_u.copy_from_slice(&[2.0e19; 2]);
10935            b.g_l.copy_from_slice(&[1.0]);
10936            b.g_u.copy_from_slice(&[1.0]);
10937            true
10938        }
10939        fn get_starting_point(&mut self, sp: StartingPoint<'_>) -> bool {
10940            sp.x.copy_from_slice(&[0.0, 0.0]);
10941            true
10942        }
10943        fn eval_f(&mut self, x: &[Number], _new_x: bool) -> Option<Number> {
10944            Some(0.5 * (x[0] * x[0] + x[1] * x[1]) - x[0] - 2.0 * x[1])
10945        }
10946        fn eval_grad_f(&mut self, x: &[Number], _new_x: bool, grad: &mut [Number]) -> bool {
10947            grad[0] = x[0] - 1.0;
10948            grad[1] = x[1] - 2.0;
10949            true
10950        }
10951        fn eval_g(&mut self, x: &[Number], _new_x: bool, g: &mut [Number]) -> bool {
10952            g[0] = x[0] + x[1];
10953            true
10954        }
10955        fn eval_jac_g(
10956            &mut self,
10957            _x: Option<&[Number]>,
10958            _new_x: bool,
10959            mode: SparsityRequest<'_>,
10960        ) -> bool {
10961            match mode {
10962                SparsityRequest::Structure { irow, jcol } => {
10963                    irow.copy_from_slice(&[0, 0]);
10964                    jcol.copy_from_slice(&[0, 1]);
10965                }
10966                SparsityRequest::Values { values, .. } => {
10967                    values.copy_from_slice(&[1.0, 1.0]);
10968                }
10969            }
10970            true
10971        }
10972        fn eval_h(
10973            &mut self,
10974            _x: Option<&[Number]>,
10975            _new_x: bool,
10976            _obj_factor: Number,
10977            _lambda: Option<&[Number]>,
10978            _new_lambda: bool,
10979            mode: SparsityRequest<'_>,
10980        ) -> bool {
10981            match mode {
10982                SparsityRequest::Structure { irow, jcol } => {
10983                    irow.copy_from_slice(&[0, 1]);
10984                    jcol.copy_from_slice(&[0, 1]);
10985                }
10986                SparsityRequest::Values { values, .. } => {
10987                    values.copy_from_slice(&[1.0, 1.0]);
10988                }
10989            }
10990            true
10991        }
10992        fn finalize_solution(&mut self, sol: Solution<'_>, _d: &IpoptData, _q: &IpoptCq) {
10993            *self.finalize_called.borrow_mut() = Some((sol.x.to_vec(), sol.obj_value));
10994        }
10995    }
10996
10997    /// A TNLP that solves normally once, then declines to supply bounds.
10998    ///
10999    /// The second `optimize_constrained` therefore bails long before the
11000    /// statistics block that records `row_scaling_active`, which is the
11001    /// path the fail-closed reset exists for.
11002    struct DescribesItselfOnce {
11003        /// Flipped by the test between the two solves. A call counter
11004        /// would not work: these hooks are called more than once per
11005        /// solve, so it would trip inside the first one.
11006        refuse: std::rc::Rc<std::cell::Cell<bool>>,
11007        inner: ExactQuadratic,
11008    }
11009    impl TNLP for DescribesItselfOnce {
11010        fn get_nlp_info(&mut self) -> Option<NlpInfo> {
11011            self.inner.get_nlp_info()
11012        }
11013        fn get_bounds_info(&mut self, b: BoundsInfo<'_>) -> bool {
11014            // Declining here is a documented TNLP outcome and unwinds
11015            // cleanly; declining `get_nlp_info` mid-flight panics instead,
11016            // which would test the panic path rather than the reset.
11017            if self.refuse.get() {
11018                return false;
11019            }
11020            self.inner.get_bounds_info(b)
11021        }
11022        fn get_starting_point(&mut self, sp: StartingPoint<'_>) -> bool {
11023            self.inner.get_starting_point(sp)
11024        }
11025        fn eval_f(&mut self, x: &[Number], n: bool) -> Option<Number> {
11026            self.inner.eval_f(x, n)
11027        }
11028        fn eval_grad_f(&mut self, x: &[Number], n: bool, g: &mut [Number]) -> bool {
11029            self.inner.eval_grad_f(x, n, g)
11030        }
11031        fn eval_g(&mut self, x: &[Number], n: bool, g: &mut [Number]) -> bool {
11032            self.inner.eval_g(x, n, g)
11033        }
11034        fn eval_jac_g(&mut self, x: Option<&[Number]>, n: bool, mode: SparsityRequest<'_>) -> bool {
11035            self.inner.eval_jac_g(x, n, mode)
11036        }
11037        fn eval_h(
11038            &mut self,
11039            x: Option<&[Number]>,
11040            n: bool,
11041            o: Number,
11042            l: Option<&[Number]>,
11043            nl: bool,
11044            mode: SparsityRequest<'_>,
11045        ) -> bool {
11046            self.inner.eval_h(x, n, o, l, nl, mode)
11047        }
11048        fn finalize_solution(&mut self, s: Solution<'_>, d: &IpoptData, c: &IpoptCq) {
11049            self.inner.finalize_solution(s, d, c)
11050        }
11051    }
11052
11053    /// gh#794 review round 2: `row_scaling_active` must be fail-closed.
11054    ///
11055    /// It is written near the end of `optimize_constrained`, from the NLP
11056    /// that solve built. A solve that bails before that point used to
11057    /// leave the *previous* solve's value in place — and the ℓ₁ outer
11058    /// loop calls `optimize_constrained` repeatedly and reads the flag
11059    /// after each call, so a stale `Some(false)` would let it mirror an
11060    /// original-units violation into the scaled family. That is exactly
11061    /// the units contract the flag was added to protect.
11062    ///
11063    /// The two solves here are the shape that matters: the first records
11064    /// a verdict, the second never gets far enough to record one.
11065    /// Removing the reset at the top of `optimize_constrained` makes this
11066    /// fail with `Some(false)` where `None` is required — checked, not
11067    /// assumed.
11068    #[test]
11069    fn row_scaling_active_is_cleared_when_a_later_solve_bails_early() {
11070        let mut app = IpoptApplication::new();
11071        app.initialize().unwrap();
11072
11073        // Solve 1: reaches the statistics block and records a verdict.
11074        // `ExactQuadratic` supplies `eval_h`, so the solve stays on the
11075        // exact-Hessian NLP path that writes this flag; a fixture without
11076        // one lands on L-BFGS instead.
11077        let refuse = std::rc::Rc::new(std::cell::Cell::new(false));
11078        let first = std::rc::Rc::new(std::cell::RefCell::new(DescribesItselfOnce {
11079            refuse: std::rc::Rc::clone(&refuse),
11080            inner: ExactQuadratic,
11081        }));
11082        let _ = app
11083            .optimize_tnlp(std::rc::Rc::clone(&first) as std::rc::Rc<std::cell::RefCell<dyn TNLP>>);
11084        assert!(
11085            app.row_scaling_active.get().is_some(),
11086            "the first solve did not record a row-scaling verdict, so this \
11087             test cannot show the second one clearing it",
11088        );
11089
11090        // Solve 2, same application: bails before recording anything.
11091        refuse.set(true);
11092        let _ = app.optimize_tnlp(first as std::rc::Rc<std::cell::RefCell<dyn TNLP>>);
11093
11094        assert_eq!(
11095            app.row_scaling_active.get(),
11096            None,
11097            "a solve that bailed before recording row scaling left the \
11098             previous solve's verdict in place; the ℓ₁ outer loop would \
11099             read it as fact and mirror an original-units violation into \
11100             the scaled family (gh#794 review round 2)",
11101        );
11102    }
11103
11104    #[test]
11105    fn application_sqp_path_solves_convex_eq_nlp_and_finalizes() {
11106        let finalize_slot = std::rc::Rc::new(std::cell::RefCell::new(None));
11107        let tnlp = std::rc::Rc::new(std::cell::RefCell::new(ConvexEqTnlp {
11108            finalize_called: std::rc::Rc::clone(&finalize_slot),
11109        }));
11110
11111        let mut app = IpoptApplication::new();
11112        app.initialize().unwrap();
11113        app.initialize_with_options_str("algorithm active-set-sqp\n")
11114            .unwrap();
11115        let status = app.optimize_tnlp(tnlp);
11116        assert_eq!(status, ApplicationReturnStatus::SolveSucceeded);
11117
11118        // The TNLP's finalize_solution must have been invoked.
11119        let recv = finalize_slot.borrow().clone();
11120        let (x_recv, obj_recv) = recv.expect("finalize_solution was not called");
11121        assert_eq!(x_recv.len(), 2);
11122        assert!((x_recv[0] - 0.0).abs() < 1e-6, "x[0] = {}", x_recv[0]);
11123        assert!((x_recv[1] - 1.0).abs() < 1e-6, "x[1] = {}", x_recv[1]);
11124        assert!(
11125            (obj_recv - (-1.5)).abs() < 1e-6,
11126            "obj = {} but expected -1.5",
11127            obj_recv
11128        );
11129    }
11130
11131    #[test]
11132    fn application_routes_to_sqp_case_insensitively() {
11133        let mut app = IpoptApplication::new();
11134        app.initialize().unwrap();
11135        app.initialize_with_options_str("algorithm Active-Set-SQP\n")
11136            .unwrap();
11137        // get_string_value may return the value as-stored (no
11138        // normalization); the dispatch must handle case
11139        // insensitively per the c11 design choice.
11140        assert!(app.is_sqp_algorithm_selected());
11141    }
11142
11143    #[test]
11144    fn application_constructs_and_loads_options() {
11145        let mut app = IpoptApplication::new();
11146        app.initialize().unwrap();
11147        // ipopt.opt-style file: an integer-typed option registered by
11148        // the Interfaces layer.
11149        app.initialize_with_options_str("print_level 5\nfile_print_level 7\n")
11150            .unwrap();
11151        let (level, found) = app.options().get_integer_value("print_level", "").unwrap();
11152        assert!(found);
11153        assert_eq!(level, 5);
11154    }
11155
11156    #[test]
11157    fn application_sqp_suboptions_propagate_to_builder() {
11158        // All SQP suboptions are read by algorithm_builder_snapshot
11159        // and baked into the builder's `sqp` field.
11160        let mut app = IpoptApplication::new();
11161        app.initialize().unwrap();
11162        app.initialize_with_options_str(
11163            "algorithm active-set-sqp\n\
11164             sqp_globalization l1-elastic\n\
11165             sqp_hessian lbfgs\n\
11166             sqp_max_iter 17\n\
11167             sqp_tol 1e-7\n\
11168             sqp_constr_viol_tol 1e-5\n\
11169             sqp_dual_inf_tol 1e-3\n\
11170             sqp_l1_penalty 2.5\n\
11171             sqp_bt_reduction 0.25\n\
11172             sqp_bt_min_alpha 1e-10\n\
11173             sqp_print_level 2\n\
11174             sqp_lbfgs_max_history 12\n",
11175        )
11176        .unwrap();
11177        let snap = app.algorithm_builder_snapshot();
11178        assert_eq!(
11179            snap.sqp.globalization,
11180            crate::sqp::SqpGlobalization::L1Elastic
11181        );
11182        assert_eq!(snap.sqp.hessian, crate::sqp::SqpHessianSource::Lbfgs);
11183        assert_eq!(snap.sqp.max_iter, 17);
11184        assert!((snap.sqp.tol - 1e-7).abs() < 1e-18);
11185        assert!((snap.sqp.constr_viol_tol - 1e-5).abs() < 1e-18);
11186        assert!((snap.sqp.dual_inf_tol - 1e-3).abs() < 1e-18);
11187        assert!((snap.sqp.l1_penalty - 2.5).abs() < 1e-18);
11188        assert!((snap.sqp.bt_reduction - 0.25).abs() < 1e-18);
11189        assert!((snap.sqp.bt_min_alpha - 1e-10).abs() < 1e-18);
11190        assert_eq!(snap.sqp.print_level, 2);
11191        assert_eq!(snap.sqp.lbfgs_max_history, 12);
11192    }
11193
11194    /// Every `sqp_qp_*` key that [`apply_qp_subproblem_options`] reads must
11195    /// actually be *registered*, and must reach `pounce_qp::QpOptions`.
11196    ///
11197    /// The whole family was readable-but-unregistered (gh #360): the options
11198    /// registry rejected each one with OPTION_INVALID, so the reader was
11199    /// unreachable and the documented knobs were unusable. This is the guard
11200    /// that class of omission needs — it fails both if a key stops being
11201    /// registered and if a newly-read key is never registered at all.
11202    #[test]
11203    fn issue_1054_schur_updates_follow_size_unless_set() {
11204        let mut app = IpoptApplication::new();
11205        app.initialize().unwrap();
11206        app.initialize_with_options_str("algorithm active-set-sqp\n")
11207            .unwrap();
11208        assert_eq!(
11209            app.algorithm_builder_snapshot().sqp.qp_schur_min_dim,
11210            Some(crate::sqp::options::DEFAULT_QP_SCHUR_MIN_DIM)
11211        );
11212        for v in ["yes", "no"] {
11213            let mut app = IpoptApplication::new();
11214            app.initialize().unwrap();
11215            app.initialize_with_options_str(&format!(
11216                "algorithm active-set-sqp\nsqp_qp_use_schur_updates {v}\n"
11217            ))
11218            .unwrap();
11219            let snap = app.algorithm_builder_snapshot();
11220            assert_eq!(snap.sqp.qp_schur_min_dim, None, "{v}: explicit wins");
11221            assert_eq!(snap.sqp_qp.use_schur_updates, v == "yes");
11222        }
11223    }
11224
11225    #[test]
11226    fn application_sqp_qp_subproblem_options_are_registered_and_propagate() {
11227        use pounce_qp::AntiCyclingChoice;
11228
11229        // Source of truth: the keys `apply_qp_subproblem_options` reads.
11230        // Kept in step with that function by the round-trip assertions below.
11231        let mut app = IpoptApplication::new();
11232        app.initialize().unwrap();
11233        app.initialize_with_options_str(
11234            "algorithm active-set-sqp\n\
11235             sqp_qp_max_iter 37\n\
11236             sqp_qp_feas_tol 1e-7\n\
11237             sqp_qp_opt_tol 2e-7\n\
11238             sqp_qp_elastic_gamma 1e4\n\
11239             sqp_qp_anti_cycling bland\n\
11240             sqp_qp_use_schur_updates yes\n\
11241             sqp_qp_max_schur_updates_before_refactor 12\n\
11242             sqp_qp_use_homotopy yes\n\
11243             sqp_qp_certify_second_order yes\n",
11244        )
11245        .expect("every sqp_qp_* option must be registered (gh #360)");
11246
11247        let qp = &app.algorithm_builder_snapshot().sqp_qp;
11248        assert_eq!(qp.max_iter, 37);
11249        assert!((qp.feas_tol - 1e-7).abs() < 1e-20);
11250        assert!((qp.opt_tol - 2e-7).abs() < 1e-20);
11251        assert!((qp.elastic_gamma - 1e4).abs() < 1e-9);
11252        assert_eq!(qp.anti_cycling, AntiCyclingChoice::Bland);
11253        // The Schur update path was implemented but reachable only through
11254        // `SqpAlgorithm::with_qp_options`, so no CLI/library user could turn
11255        // it on — the same unreachable-knob defect gh #360 fixed for the rest
11256        // of this family.
11257        assert!(qp.use_schur_updates);
11258        assert_eq!(qp.max_schur_updates_before_refactor, 12);
11259        assert!(qp.use_homotopy);
11260        // gh #848. Off by default on this path (see
11261        // `QpOptions::sqp_subproblem`), so the value that proves the wire is
11262        // live is `yes` — asserting the default would pass on a reader that
11263        // never ran.
11264        assert!(qp.certify_second_order);
11265
11266        // Untouched options must keep the SQP subproblem base, not be
11267        // overwritten with zeros by the "explicitly set" gate. That base is
11268        // `QpOptions::default()` in every field but one; the exception is
11269        // asserted below.
11270        let mut app = IpoptApplication::new();
11271        app.initialize().unwrap();
11272        app.initialize_with_options_str("algorithm active-set-sqp\n")
11273            .unwrap();
11274        let defaults = pounce_qp::QpOptions::default();
11275        let qp = &app.algorithm_builder_snapshot().sqp_qp;
11276        assert_eq!(qp.max_iter, defaults.max_iter);
11277        assert!((qp.feas_tol - defaults.feas_tol).abs() < 1e-20);
11278        assert!((qp.opt_tol - defaults.opt_tol).abs() < 1e-20);
11279        assert_eq!(qp.anti_cycling, defaults.anti_cycling);
11280        // Off in the base QP options: the SQP driver turns it on per solve
11281        // from `n + m >= 500` (gh#1054; measured on Maros-Meszaros, see the
11282        // option text). Do not move that threshold without re-running the
11283        // comparison.
11284        assert!(!qp.use_schur_updates);
11285        assert_eq!(
11286            qp.max_schur_updates_before_refactor,
11287            defaults.max_schur_updates_before_refactor
11288        );
11289        // Off by default *on the SQP path*, and deliberately different from
11290        // `QpOptions::default()` — which is what a standalone `solve_qp`
11291        // gets, and where it is on. gh #848 / gh #856.
11292        assert!(!qp.certify_second_order);
11293        assert!(pounce_qp::QpOptions::default().certify_second_order);
11294    }
11295
11296    /// The other direction of the gh #360 guard: every **registered**
11297    /// `sqp_qp_*` option must be one `apply_qp_subproblem_options` actually
11298    /// reads.
11299    ///
11300    /// The sister test above checks read-keys-are-registered. It cannot catch
11301    /// the inverse, and the inverse happened: `sqp_qp_use_homotopy` was
11302    /// registered with the homotopy work and never wired into the reader, so
11303    /// setting it on the SQP path silently did nothing while the option's own
11304    /// documentation described what it would do. A registered knob that no
11305    /// code reads is worse than a missing one — it validates, it accepts a
11306    /// value, and it lies.
11307    ///
11308    /// Adding a new `sqp_qp_*` option therefore fails here until it is both
11309    /// read by `apply_qp_subproblem_options` and asserted in the round-trip
11310    /// test above.
11311    #[test]
11312    fn application_every_registered_sqp_qp_option_is_read_by_the_subproblem_reader() {
11313        let mut app = IpoptApplication::new();
11314        app.initialize().unwrap();
11315
11316        let mut registered: Vec<String> = app
11317            .registered_options()
11318            .registered_options_in_order()
11319            .iter()
11320            .map(|o| o.name.clone())
11321            .filter(|n| n.starts_with("sqp_qp_"))
11322            .collect();
11323        registered.sort();
11324
11325        // Kept in step by hand with the `options.get_*_value("sqp_qp_…")`
11326        // calls in `apply_qp_subproblem_options`, and cross-checked by the
11327        // round-trip assertions in the sister test.
11328        let mut read_by_the_reader = vec![
11329            "sqp_qp_anti_cycling".to_string(),
11330            "sqp_qp_certify_second_order".to_string(),
11331            "sqp_qp_elastic_gamma".to_string(),
11332            "sqp_qp_feas_tol".to_string(),
11333            "sqp_qp_max_iter".to_string(),
11334            "sqp_qp_max_schur_updates_before_refactor".to_string(),
11335            "sqp_qp_opt_tol".to_string(),
11336            "sqp_qp_use_homotopy".to_string(),
11337            "sqp_qp_use_schur_updates".to_string(),
11338        ];
11339        read_by_the_reader.sort();
11340
11341        assert_eq!(
11342            registered, read_by_the_reader,
11343            "registered sqp_qp_* options and the ones \
11344             `apply_qp_subproblem_options` reads have diverged. A key that is \
11345             registered but unread is a no-op knob with working documentation \
11346             (that is how `sqp_qp_use_homotopy` shipped); a key read but not \
11347             registered is gh #360. Wire it up in both places, assert it in \
11348             `application_sqp_qp_subproblem_options_are_registered_and_propagate`, \
11349             then add it here."
11350        );
11351    }
11352
11353    #[test]
11354    fn application_sqp_hessian_approximation_maps_to_damped_bfgs() {
11355        // The frontend sets `hessian_approximation = limited-memory` when no
11356        // exact Lagrangian Hessian is available (e.g. `pounce.minimize` with
11357        // no `hess`). On the active-set-SQP path that must resolve to the
11358        // dense Powell-damped BFGS, NOT the limited-memory update: L-BFGS
11359        // materializes the same dense Hessian for the QP subproblem yet stalls
11360        // (`Search_Direction_Becomes_Too_Small` / wrong `x`) on convex QPs with
11361        // an active inequality (issue #358); damped-BFGS solves them.
11362        let mut app = IpoptApplication::new();
11363        app.initialize().unwrap();
11364        app.initialize_with_options_str(
11365            "algorithm active-set-sqp\n\
11366             hessian_approximation limited-memory\n",
11367        )
11368        .unwrap();
11369        let snap = app.algorithm_builder_snapshot().sqp;
11370        assert_eq!(snap.hessian, crate::sqp::SqpHessianSource::QuasiNewtonAuto);
11371        // ...which is the dense update at or below the ceiling, and the
11372        // lifted limited-memory one above it (gh#1054).
11373        assert_eq!(
11374            snap.hessian
11375                .resolve(snap.dense_hessian_max_n, snap.dense_hessian_max_n),
11376            crate::sqp::SqpHessianSource::DampedBfgs
11377        );
11378        assert_eq!(
11379            snap.hessian
11380                .resolve(snap.dense_hessian_max_n + 1, snap.dense_hessian_max_n),
11381            crate::sqp::SqpHessianSource::Lbfgs
11382        );
11383
11384        // An explicit `sqp_hessian = lbfgs` is still honored (it is read after
11385        // `hessian_approximation`, so it wins): callers who genuinely want the
11386        // limited-memory update can still ask for it.
11387        let mut app = IpoptApplication::new();
11388        app.initialize().unwrap();
11389        app.initialize_with_options_str(
11390            "algorithm active-set-sqp\n\
11391             hessian_approximation limited-memory\n\
11392             sqp_hessian lbfgs\n",
11393        )
11394        .unwrap();
11395        assert_eq!(
11396            app.algorithm_builder_snapshot().sqp.hessian,
11397            crate::sqp::SqpHessianSource::Lbfgs
11398        );
11399    }
11400
11401    /// `builder.linear_solver` must name the backend that will actually be
11402    /// built, not the one the option string asked for.
11403    ///
11404    /// MA57 is behind the optional `ma57` cargo feature; without it
11405    /// `default_backend_factory` silently substitutes FERAL. Recording `Ma57`
11406    /// anyway made the field disagree with reality, and the Schur KKT gate in
11407    /// `alg_builder::build_with_backend` (which tests `== Feral`) consumed that
11408    /// disagreement — so `set_kkt_schur_block()` never engaged on the default
11409    /// pure-Rust build for any user, while the transparent fallback kept every
11410    /// answer correct and every test green.
11411    #[test]
11412    fn application_linear_solver_records_the_effective_backend() {
11413        // Default options resolve to FERAL in *every* build. The registry
11414        // used to default to upstream's "ma57", which meant an HSL build
11415        // silently ran MA57 without being asked and a pure-Rust build
11416        // advertised a backend it did not contain; the default now names
11417        // pounce's own solver and HSL is opt-in (gh#483 follow-up).
11418        let mut app = IpoptApplication::new();
11419        app.initialize().unwrap();
11420        assert_eq!(
11421            app.algorithm_builder_from_options().linear_solver,
11422            LinearSolverChoice::Feral,
11423            "the registered default is `feral`, in an ma57 build too"
11424        );
11425
11426        // An explicit ma57 request resolves the same way.
11427        let mut app = IpoptApplication::new();
11428        app.initialize().unwrap();
11429        app.initialize_with_options_str("linear_solver ma57\n")
11430            .unwrap();
11431        let got = app.algorithm_builder_from_options().linear_solver;
11432        if cfg!(feature = "ma57") {
11433            assert_eq!(got, LinearSolverChoice::Ma57);
11434        } else {
11435            assert_eq!(got, LinearSolverChoice::Feral);
11436        }
11437
11438        // An explicit feral request is honored in every build.
11439        let mut app = IpoptApplication::new();
11440        app.initialize().unwrap();
11441        app.initialize_with_options_str("linear_solver feral\n")
11442            .unwrap();
11443        assert_eq!(
11444            app.algorithm_builder_from_options().linear_solver,
11445            LinearSolverChoice::Feral
11446        );
11447    }
11448
11449    /// gh#746. `IpAlgBuilder.cpp:1059` substitutes `adaptive` for the
11450    /// registered `monotone` when `hessian_approximation` is
11451    /// limited-memory and the caller left `mu_strategy` alone. pounce
11452    /// read the registered default unconditionally, which is a
11453    /// different barrier schedule on the whole quasi-Newton arm.
11454    #[test]
11455    fn limited_memory_defaults_mu_strategy_to_adaptive() {
11456        // Exact Hessian, nothing set: monotone, as registered.
11457        let mut app = IpoptApplication::new();
11458        app.initialize().unwrap();
11459        assert_eq!(
11460            app.algorithm_builder_from_options().mu_strategy,
11461            MuStrategyChoice::Monotone,
11462            "the exact arm must keep the registered default"
11463        );
11464
11465        // Limited memory, nothing set: adaptive.
11466        let mut app = IpoptApplication::new();
11467        app.initialize().unwrap();
11468        app.initialize_with_options_str("hessian_approximation limited-memory\n")
11469            .unwrap();
11470        assert_eq!(
11471            app.algorithm_builder_from_options().mu_strategy,
11472            MuStrategyChoice::Adaptive,
11473            "limited-memory must take upstream's quasi-Newton default"
11474        );
11475
11476        // An explicit `monotone` still wins — the substitution is only
11477        // for an absent option.
11478        let mut app = IpoptApplication::new();
11479        app.initialize().unwrap();
11480        app.initialize_with_options_str(
11481            "hessian_approximation limited-memory\n\
11482             mu_strategy monotone\n",
11483        )
11484        .unwrap();
11485        assert_eq!(
11486            app.algorithm_builder_from_options().mu_strategy,
11487            MuStrategyChoice::Monotone,
11488            "an explicit mu_strategy must not be overridden"
11489        );
11490    }
11491
11492    /// The μ-strategy auto-fallback retries with the *other* strategy.
11493    /// Under limited-memory the first attempt is adaptive, so the flip
11494    /// has to be monotone — reading the registered default there would
11495    /// re-run the strategy that just stalled (gh#746).
11496    #[test]
11497    fn fallback_flip_follows_the_resolved_mu_strategy() {
11498        let mut app = IpoptApplication::new();
11499        app.initialize().unwrap();
11500        assert!(
11501            !app.effective_mu_strategy_is_adaptive(),
11502            "unset + exact resolves to monotone"
11503        );
11504
11505        let mut app = IpoptApplication::new();
11506        app.initialize().unwrap();
11507        app.initialize_with_options_str("hessian_approximation limited-memory\n")
11508            .unwrap();
11509        assert!(
11510            app.effective_mu_strategy_is_adaptive(),
11511            "unset + limited-memory resolves to adaptive"
11512        );
11513
11514        let mut app = IpoptApplication::new();
11515        app.initialize().unwrap();
11516        app.initialize_with_options_str(
11517            "hessian_approximation limited-memory\n\
11518             mu_strategy monotone\n",
11519        )
11520        .unwrap();
11521        assert!(
11522            !app.effective_mu_strategy_is_adaptive(),
11523            "an explicit monotone under limited-memory resolves to monotone"
11524        );
11525    }
11526
11527    #[test]
11528    fn application_limited_memory_options_propagate_to_builder() {
11529        use crate::hess::lim_mem_quasi_newton::UpdateType;
11530
11531        // Default: no options set -> bit-exact with Ipopt's default
11532        // (bfgs, history 6). This is what the IPM path runs unless the
11533        // user opts in, so it must not drift.
11534        let mut app = IpoptApplication::new();
11535        app.initialize().unwrap();
11536        let def = app.algorithm_builder_from_options();
11537        assert_eq!(def.limited_memory_update_type, UpdateType::Bfgs);
11538        assert_eq!(def.limited_memory_max_history, 6);
11539
11540        // `limited_memory_update_type=sr1` and a custom history length
11541        // must reach the builder (these were registered upstream but
11542        // read nowhere on the IPM path before — see #131). Honoring
11543        // them is what lets SR1 break the monotone L-BFGS stall.
11544        let mut app = IpoptApplication::new();
11545        app.initialize().unwrap();
11546        app.initialize_with_options_str(
11547            "hessian_approximation limited-memory\n\
11548             limited_memory_update_type sr1\n\
11549             limited_memory_max_history 9\n",
11550        )
11551        .unwrap();
11552        let snap = app.algorithm_builder_from_options();
11553        assert_eq!(snap.limited_memory_update_type, UpdateType::Sr1);
11554        assert_eq!(snap.limited_memory_max_history, 9);
11555    }
11556
11557    #[test]
11558    fn application_recalc_y_is_wired_and_defaults_off() {
11559        // #677. Upstream registers `recalc_y` as `no`, but its option
11560        // text ends "If a limited memory quasi-Newton option is chosen,
11561        // this is used by default" — the effective default is
11562        // conditional on the Hessian approximation. pounce refused the
11563        // option outright before this, so an L-BFGS user had no way to
11564        // reach Ipopt's behaviour.
11565
11566        // Exact Hessian: off, matching the registered default.
11567        let mut app = IpoptApplication::new();
11568        app.initialize().unwrap();
11569        let b = app.algorithm_builder_from_options();
11570        assert!(!b.recalc_y, "exact-Hessian default must stay off");
11571        assert_eq!(b.recalc_y_feas_tol, 1e-6, "default changed");
11572
11573        // Limited memory: also off. Upstream's option text says it is
11574        // used by default there; pounce deliberately does not, because
11575        // auto-enabling took 7 of 57 fixtures from solved to not solved
11576        // on the L-BFGS leg with nothing moving the other way. See the
11577        // read site in `algorithm_builder_from_options`. If this
11578        // assertion is what fails, the auto-enable is being restored —
11579        // re-run `scripts/sweep-fixtures.sh` and explain those 7 first.
11580        let mut app = IpoptApplication::new();
11581        app.initialize().unwrap();
11582        app.initialize_with_options_str("hessian_approximation limited-memory\n")
11583            .unwrap();
11584        assert!(
11585            !app.algorithm_builder_from_options().recalc_y,
11586            "limited-memory must not silently enable recalc_y"
11587        );
11588
11589        // An explicit `yes` reaches the exact-Hessian path, which
11590        // used to be refused as unimplemented.
11591        let mut app = IpoptApplication::new();
11592        app.initialize().unwrap();
11593        app.initialize_with_options_str("recalc_y yes\nrecalc_y_feas_tol 1e-3\n")
11594            .unwrap();
11595        let b = app.algorithm_builder_from_options();
11596        assert!(b.recalc_y);
11597        assert_eq!(b.recalc_y_feas_tol, 1e-3);
11598    }
11599
11600    #[test]
11601    fn application_limited_memory_initialization_propagates_to_builder() {
11602        use crate::hess::lim_mem_quasi_newton::InitialApprox;
11603
11604        // #677: registered with upstream's `scalar1` default and read
11605        // nowhere, so every limited-memory solve ran `scalar2` and
11606        // setting the option was a silent no-op. Each keyword must now
11607        // reach the builder.
11608        for (kw, want) in [
11609            ("scalar1", InitialApprox::Scalar1),
11610            ("scalar2", InitialApprox::Scalar2),
11611            ("scalar3", InitialApprox::Scalar3),
11612            ("scalar4", InitialApprox::Scalar4),
11613            ("constant", InitialApprox::Constant),
11614            ("history-max", InitialApprox::HistoryMax),
11615        ] {
11616            let mut app = IpoptApplication::new();
11617            app.initialize().unwrap();
11618            app.initialize_with_options_str(&format!(
11619                "hessian_approximation limited-memory\n\
11620                 limited_memory_initialization {kw}\n"
11621            ))
11622            .unwrap();
11623            assert_eq!(
11624                app.algorithm_builder_from_options()
11625                    .limited_memory_initialization,
11626                want,
11627                "limited_memory_initialization={kw} did not reach the builder"
11628            );
11629        }
11630
11631        // `limited_memory_init_val` was unread too — the empty-history
11632        // branch hard-coded the same 1.0, so the miss was invisible.
11633        let mut app = IpoptApplication::new();
11634        app.initialize().unwrap();
11635        app.initialize_with_options_str(
11636            "hessian_approximation limited-memory\n\
11637             limited_memory_init_val 4.5\n",
11638        )
11639        .unwrap();
11640        assert_eq!(
11641            app.algorithm_builder_from_options().limited_memory_init_val,
11642            4.5
11643        );
11644
11645        // The effective default matches the registry and Ipopt
11646        // (`scalar1`). This is the assertion that would have caught #677
11647        // when the option was first registered: it pins the *selection*,
11648        // which the per-formula tests in `lim_mem_quasi_newton` cannot
11649        // see. Do not relax it to make an unrelated change pass.
11650        let mut app = IpoptApplication::new();
11651        app.initialize().unwrap();
11652        let def = app.algorithm_builder_from_options();
11653        assert_eq!(def.limited_memory_initialization, InitialApprox::Scalar1);
11654        assert_eq!(def.limited_memory_init_val, 1.0);
11655    }
11656
11657    #[test]
11658    fn application_sqp_warm_start_round_trip() {
11659        // Drive the convex-equality TNLP through the SQP path
11660        // twice. The first solve produces a working set; the
11661        // second is warm-started from it. The second must converge
11662        // with zero QP solves (the first KKT check declares
11663        // optimality immediately).
11664        let finalize_slot = std::rc::Rc::new(std::cell::RefCell::new(None));
11665        let tnlp_rc: std::rc::Rc<std::cell::RefCell<dyn TNLP>> =
11666            std::rc::Rc::new(std::cell::RefCell::new(ConvexEqTnlp {
11667                finalize_called: std::rc::Rc::clone(&finalize_slot),
11668            }));
11669
11670        let mut app = IpoptApplication::new();
11671        app.initialize().unwrap();
11672        app.initialize_with_options_str("algorithm active-set-sqp\n")
11673            .unwrap();
11674
11675        // Cold solve.
11676        let status_a = app.optimize_tnlp(std::rc::Rc::clone(&tnlp_rc));
11677        assert_eq!(status_a, ApplicationReturnStatus::SolveSucceeded);
11678        let ws = app.last_sqp_working_set().cloned();
11679        assert!(ws.is_some(), "cold solve must yield a working set");
11680
11681        // Build the warm-start iterate from the converged finalize
11682        // payload (just x; pad multipliers to 0 since the test
11683        // problem is convex).
11684        let (x_recv, _) = finalize_slot.borrow().clone().unwrap();
11685        let warm = crate::sqp::SqpIterates {
11686            x: x_recv,
11687            lambda_g: vec![1.0],
11688            lambda_x: vec![0.0, 0.0],
11689            working: ws,
11690        };
11691        app.set_sqp_warm_start(warm);
11692
11693        // Warm solve.
11694        let status_b = app.optimize_tnlp(std::rc::Rc::clone(&tnlp_rc));
11695        assert_eq!(status_b, ApplicationReturnStatus::SolveSucceeded);
11696        assert!(app.last_sqp_working_set().is_some());
11697    }
11698
11699    #[test]
11700    fn application_sqp_warm_start_auto_clears_after_use() {
11701        let finalize_slot = std::rc::Rc::new(std::cell::RefCell::new(None));
11702        let tnlp_rc: std::rc::Rc<std::cell::RefCell<dyn TNLP>> =
11703            std::rc::Rc::new(std::cell::RefCell::new(ConvexEqTnlp {
11704                finalize_called: std::rc::Rc::clone(&finalize_slot),
11705            }));
11706        let mut app = IpoptApplication::new();
11707        app.initialize().unwrap();
11708        app.initialize_with_options_str("algorithm active-set-sqp\n")
11709            .unwrap();
11710        app.set_sqp_warm_start(crate::sqp::SqpIterates {
11711            x: vec![0.0, 1.0],
11712            lambda_g: vec![1.0],
11713            lambda_x: vec![0.0, 0.0],
11714            working: None,
11715        });
11716        assert!(app.sqp_warm_start.is_some());
11717        let _ = app.optimize_tnlp(std::rc::Rc::clone(&tnlp_rc));
11718        assert!(
11719            app.sqp_warm_start.is_none(),
11720            "warm-start input must be auto-cleared after use"
11721        );
11722    }
11723
11724    #[test]
11725    fn application_sqp_suboptions_default_when_unset() {
11726        // Without any sqp_* settings, the snapshot should equal
11727        // SqpOptions::default().
11728        let mut app = IpoptApplication::new();
11729        app.initialize().unwrap();
11730        let snap = app.algorithm_builder_snapshot();
11731        let d = crate::sqp::SqpOptions::default();
11732        assert_eq!(snap.sqp.globalization, d.globalization);
11733        assert_eq!(snap.sqp.hessian, d.hessian);
11734        assert_eq!(snap.sqp.max_iter, d.max_iter);
11735        assert!((snap.sqp.tol - d.tol).abs() < 1e-18);
11736        assert!((snap.sqp.constr_viol_tol - d.constr_viol_tol).abs() < 1e-18);
11737        assert!((snap.sqp.dual_inf_tol - d.dual_inf_tol).abs() < 1e-18);
11738        assert!((snap.sqp.l1_penalty - d.l1_penalty).abs() < 1e-18);
11739        assert!((snap.sqp.bt_reduction - d.bt_reduction).abs() < 1e-18);
11740        assert!((snap.sqp.bt_min_alpha - d.bt_min_alpha).abs() < 1e-18);
11741        assert_eq!(snap.sqp.print_level, d.print_level);
11742        assert_eq!(snap.sqp.lbfgs_max_history, d.lbfgs_max_history);
11743    }
11744
11745    #[test]
11746    fn application_reports_problem_dimensions() {
11747        let app = IpoptApplication::new();
11748        let mut tnlp = Hs071Stub;
11749        let info = app.problem_dimensions(&mut tnlp).unwrap();
11750        assert_eq!(info.n, 4);
11751        assert_eq!(info.m, 2);
11752        assert_eq!(info.nnz_jac_g, 8);
11753        assert_eq!(info.nnz_h_lag, 10);
11754    }
11755
11756    /// Each of the four constant-derivative hints reaches the algorithm,
11757    /// and reaches its *own* slot (#551 / #677).
11758    ///
11759    /// All four were wired and consumed — gh#588 Q6 made pounce exploit
11760    /// them — but the read site looped over
11761    /// `constant_derivatives::HINT_OPTIONS`, so the registered-but-unread
11762    /// scan saw a loop variable where it needs a literal key and reported
11763    /// all four as silent no-ops. They are literals now, and this pins
11764    /// what a literal-per-name rewrite can get wrong that a loop could
11765    /// not: setting one hint must light up that hint's slot and no other,
11766    /// because `reconcile` pairs `asserted[k]` with the model's proof for
11767    /// `HINT_OPTIONS[k]` and a transposed pair would reuse the wrong
11768    /// derivative.
11769    #[test]
11770    fn each_constant_derivative_hint_lights_up_its_own_slot() {
11771        use pounce_nlp::constant_derivatives::HINT_OPTIONS;
11772
11773        let app = IpoptApplication::new();
11774        assert_eq!(
11775            app.asserted_constant_derivative_hints(),
11776            [false; 4],
11777            "no hint is asserted on a fresh options list",
11778        );
11779
11780        for (k, name) in HINT_OPTIONS.iter().enumerate() {
11781            let mut app = IpoptApplication::new();
11782            app.initialize().unwrap();
11783            app.initialize_with_options_str(&format!("{name} yes\n"))
11784                .unwrap();
11785            let mut expected = [false; 4];
11786            expected[k] = true;
11787            assert_eq!(
11788                app.asserted_constant_derivative_hints(),
11789                expected,
11790                "`{name}=yes` must set slot {k} and nothing else",
11791            );
11792
11793            // …and the registered default asks for nothing, so an
11794            // `ipopt.opt` that spells it out changes no derivative reuse.
11795            let mut app = IpoptApplication::new();
11796            app.initialize().unwrap();
11797            app.initialize_with_options_str(&format!("{name} no\n"))
11798                .unwrap();
11799            assert_eq!(
11800                app.asserted_constant_derivative_hints(),
11801                [false; 4],
11802                "`{name}=no` is the registered default and asserts nothing",
11803            );
11804        }
11805    }
11806
11807    /// `min x²` on `[-10, 10]` from `x = 1`, with an *exactly correct*
11808    /// gradient `2x`. Unconstrained and one-dimensional so the only
11809    /// thing the derivative checker can react to is its own step size
11810    /// and threshold.
11811    ///
11812    /// The forward difference at step `h` is `((1+h)² − 1)/h = 2 + h`,
11813    /// so the deviation from the analytic `2` is exactly `h`, and the
11814    /// relative test flags it when `h > tol·(2 + h)`. That makes the
11815    /// verdict a closed-form function of the two knobs under test.
11816    struct ExactQuadratic;
11817    impl TNLP for ExactQuadratic {
11818        fn get_nlp_info(&mut self) -> Option<NlpInfo> {
11819            Some(NlpInfo {
11820                n: 1,
11821                m: 0,
11822                nnz_jac_g: 0,
11823                nnz_h_lag: 0,
11824                index_style: IndexStyle::C,
11825            })
11826        }
11827        fn get_bounds_info(&mut self, b: BoundsInfo<'_>) -> bool {
11828            b.x_l.copy_from_slice(&[-10.0]);
11829            b.x_u.copy_from_slice(&[10.0]);
11830            true
11831        }
11832        fn get_starting_point(&mut self, sp: StartingPoint<'_>) -> bool {
11833            sp.x.copy_from_slice(&[1.0]);
11834            true
11835        }
11836        fn eval_f(&mut self, x: &[Number], _new_x: bool) -> Option<Number> {
11837            Some(x[0] * x[0])
11838        }
11839        fn eval_grad_f(&mut self, x: &[Number], _new_x: bool, grad: &mut [Number]) -> bool {
11840            grad[0] = 2.0 * x[0];
11841            true
11842        }
11843        fn eval_g(&mut self, _x: &[Number], _new_x: bool, _g: &mut [Number]) -> bool {
11844            true
11845        }
11846        fn eval_jac_g(
11847            &mut self,
11848            _x: Option<&[Number]>,
11849            _new_x: bool,
11850            _mode: SparsityRequest<'_>,
11851        ) -> bool {
11852            true
11853        }
11854        fn eval_h(
11855            &mut self,
11856            _x: Option<&[Number]>,
11857            _new_x: bool,
11858            _obj_factor: Number,
11859            _lambda: Option<&[Number]>,
11860            _new_lambda: bool,
11861            _mode: SparsityRequest<'_>,
11862        ) -> bool {
11863            true
11864        }
11865        fn finalize_solution(&mut self, _sol: Solution<'_>, _d: &IpoptData, _q: &IpoptCq) {}
11866    }
11867
11868    struct RecordingQuadratic {
11869        gradient_points: Rc<RefCell<Vec<Number>>>,
11870        objective_points: Rc<RefCell<Vec<Number>>>,
11871        x_scaling: Number,
11872    }
11873
11874    impl TNLP for RecordingQuadratic {
11875        fn get_nlp_info(&mut self) -> Option<NlpInfo> {
11876            ExactQuadratic.get_nlp_info()
11877        }
11878
11879        fn get_bounds_info(&mut self, bounds: BoundsInfo<'_>) -> bool {
11880            ExactQuadratic.get_bounds_info(bounds)
11881        }
11882
11883        fn get_starting_point(&mut self, start: StartingPoint<'_>) -> bool {
11884            ExactQuadratic.get_starting_point(start)
11885        }
11886
11887        fn eval_f(&mut self, x: &[Number], new_x: bool) -> Option<Number> {
11888            self.objective_points.borrow_mut().push(x[0]);
11889            ExactQuadratic.eval_f(x, new_x)
11890        }
11891
11892        fn eval_grad_f(&mut self, x: &[Number], _new_x: bool, grad: &mut [Number]) -> bool {
11893            self.gradient_points.borrow_mut().push(x[0]);
11894            grad[0] = 2.0 * x[0];
11895            true
11896        }
11897
11898        fn eval_g(&mut self, x: &[Number], new_x: bool, g: &mut [Number]) -> bool {
11899            ExactQuadratic.eval_g(x, new_x, g)
11900        }
11901
11902        fn eval_jac_g(
11903            &mut self,
11904            x: Option<&[Number]>,
11905            new_x: bool,
11906            mode: SparsityRequest<'_>,
11907        ) -> bool {
11908            ExactQuadratic.eval_jac_g(x, new_x, mode)
11909        }
11910
11911        fn get_scaling_parameters(&mut self, req: ScalingRequest<'_>) -> bool {
11912            *req.obj_scaling = 1.0;
11913            *req.use_x_scaling = true;
11914            req.x_scaling[0] = self.x_scaling;
11915            *req.use_g_scaling = false;
11916            true
11917        }
11918
11919        fn finalize_solution(&mut self, _sol: Solution<'_>, _d: &IpoptData, _q: &IpoptCq) {}
11920    }
11921
11922    /// A floor replay makes the floor the recorded answer again, firing id
11923    /// included. The retries nest and each floors to `last_finalize`, so a
11924    /// replay that only re-delivered the payload left the inner retry's
11925    /// discarded payload there for an outer wrapper to floor to, and for
11926    /// `reported_on_converged_id` to name.
11927    #[test]
11928    fn restoring_a_floor_records_it_as_the_answer() {
11929        let snap = |x: Number, id: Option<u64>| FinalizeSnapshot {
11930            status: SolverReturn::Success,
11931            x: vec![x],
11932            z_l: vec![0.0],
11933            z_u: vec![0.0],
11934            g: vec![],
11935            lambda: vec![],
11936            obj_value: x * x,
11937            on_converged_id: id,
11938        };
11939        let app = IpoptApplication::new();
11940        let tnlp: Rc<RefCell<dyn TNLP>> = Rc::new(RefCell::new(ExactQuadratic));
11941        let base = snap(1.0, Some(1));
11942        // The retry's payload is the last one written, as after an inner
11943        // retry that lost.
11944        *app.last_finalize.borrow_mut() = Some(snap(2.0, Some(2)));
11945        assert_eq!(app.reported_on_converged_id(), Some(2));
11946
11947        app.restore_floor(&base, &tnlp);
11948        assert!(app.answer_restored_from_floor());
11949        assert_eq!(app.reported_on_converged_id(), Some(1));
11950        // What an outer wrapper would take as its own floor.
11951        let outer_floor = app.last_finalize.borrow().clone().unwrap();
11952        assert_eq!(outer_floor.x, base.x);
11953    }
11954
11955    fn derivative_test_verdict(extra: &str) -> pounce_nlp::derivative_test::DerivativeTestReport {
11956        let mut app = IpoptApplication::new();
11957        app.initialize().unwrap();
11958        app.initialize_with_options_str(&format!("derivative_test first-order\n{extra}"))
11959            .unwrap();
11960        let opts = app.derivative_test_options();
11961        pounce_nlp::derivative_test::run(&mut ExactQuadratic, &opts).expect("a report")
11962    }
11963
11964    /// `derivative_test_perturbation` and `derivative_test_tol` were
11965    /// registered, read into [`DerivativeTestOptions`], and consumed by
11966    /// the checker — but nothing proved a *set value* reached it, which
11967    /// is the only assertion that distinguishes a read site from a
11968    /// parse-and-discard (#677, #551).
11969    ///
11970    /// Each of the three verdicts below differs from the one above it by
11971    /// exactly one option, so a knob that stopped reaching the checker
11972    /// would collapse two of them together and fail here.
11973    #[test]
11974    fn the_derivative_checker_knobs_change_the_verdict() {
11975        // Registered defaults (1e-8 / 1e-4), which are also the read
11976        // site's fallbacks: a correct gradient looks correct.
11977        let clean = derivative_test_verdict("");
11978        assert_eq!(clean.checked, 1);
11979        assert_eq!(clean.suspicious, 0, "{:#?}", clean.lines);
11980
11981        // A coarse step makes the *same correct gradient* look wrong:
11982        // deviation 0.5 > 1e-4·2.5. Only `derivative_test_perturbation`
11983        // changed, so this is that option and nothing else.
11984        let coarse = derivative_test_verdict("derivative_test_perturbation 0.5\n");
11985        assert_eq!(coarse.checked, 1);
11986        assert_eq!(
11987            coarse.suspicious, 1,
11988            "derivative_test_perturbation never reached the checker: {:#?}",
11989            coarse.lines,
11990        );
11991
11992        // …and loosening the threshold at that same coarse step clears
11993        // it again: 0.5 < 0.5·2.5. Only `derivative_test_tol` changed.
11994        let tolerant =
11995            derivative_test_verdict("derivative_test_perturbation 0.5\nderivative_test_tol 0.5\n");
11996        assert_eq!(tolerant.checked, 1);
11997        assert_eq!(
11998            tolerant.suspicious, 0,
11999            "derivative_test_tol never reached the checker: {:#?}",
12000            tolerant.lines,
12001        );
12002
12003        // The report also prints what it used, so a user reading the
12004        // output can tell which step and threshold produced the verdict.
12005        assert!(
12006            tolerant.lines[0].contains("5.0e-1"),
12007            "{:#?}",
12008            tolerant.lines,
12009        );
12010    }
12011
12012    #[test]
12013    fn ordinary_derivative_test_keeps_the_conditioned_start() {
12014        let gradient_points = Rc::new(RefCell::new(Vec::new()));
12015        let tnlp = Rc::new(RefCell::new(RecordingQuadratic {
12016            gradient_points: Rc::clone(&gradient_points),
12017            objective_points: Rc::new(RefCell::new(Vec::new())),
12018            x_scaling: 1.0,
12019        })) as Rc<RefCell<dyn TNLP>>;
12020        let mut app = IpoptApplication::new();
12021        app.initialize().unwrap();
12022        app.initialize_with_options_str(
12023            "derivative_test first-order\n\
12024             start_point_perturbation 0.5\n\
12025             hessian_approximation limited-memory\n\
12026             max_iter 0\n\
12027             print_level 0\n",
12028        )
12029        .unwrap();
12030
12031        let _ = app.optimize_tnlp(tnlp);
12032
12033        let first = gradient_points.borrow()[0];
12034        assert!((first - 1.7666216164272852).abs() < 1e-12, "{first}");
12035    }
12036
12037    #[test]
12038    fn ordinary_derivative_test_keeps_variable_scaling() {
12039        let objective_points = Rc::new(RefCell::new(Vec::new()));
12040        let tnlp = Rc::new(RefCell::new(RecordingQuadratic {
12041            gradient_points: Rc::new(RefCell::new(Vec::new())),
12042            objective_points: Rc::clone(&objective_points),
12043            x_scaling: 0.5,
12044        })) as Rc<RefCell<dyn TNLP>>;
12045        let mut app = IpoptApplication::new();
12046        app.initialize().unwrap();
12047        app.initialize_with_options_str(
12048            "derivative_test first-order\n\
12049             derivative_test_perturbation 0.5\n\
12050             nlp_scaling_method user-scaling\n\
12051             hessian_approximation limited-memory\n\
12052             max_iter 0\n\
12053             print_level 0\n",
12054        )
12055        .unwrap();
12056
12057        let _ = app.optimize_tnlp(tnlp);
12058
12059        assert_eq!(&objective_points.borrow()[..2], &[1.0, 2.0]);
12060    }
12061
12062    // ---- gh#887: the dominance gate ------------------------------------
12063    //
12064    // These pin the rule directly, on numbers measured off real runs,
12065    // because the fixture that motivated the gate turned out not to be a
12066    // portable witness for it. `deb7` on the L-BFGS leg with
12067    // `limited_memory_ls_failure_restarts=1` reaches a *materially
12068    // different answer* on macOS and on Linux -- different objective
12069    // (99.677 vs 99.651) and, decisively, a different shape:
12070    //
12071    //   | run                 | unscaled dual | viol    | compl   | ratio   |
12072    //   | reproducer, .nl     | 7.90e4        | 1.1e-16 | 1.1e-9  | 1.5e-14 |
12073    //   | reproducer, TNLP    | 3.25e11       | 2.5e-16 | 2.8e-3  | 8.7e-15 |
12074    //   | deb7 + rung, macOS  | 9.90e1        | 8.0e-13 | 4.65e0  | 4.7e-2  |
12075    //   | deb7 + rung, Linux  | 5.5743e3      | 5.6e-14 | 2.08e-5 | 3.7e-9  |
12076    //
12077    // The Linux row is the one worth reading twice: that answer really is
12078    // gh#884's shape (scaled overall error 5.28e-1 against unscaled
12079    // 5.57e3, which is the `s_d` normalisation hiding a runaway exactly
12080    // as it did on `qpec_small`), so the retry there is the designed cost
12081    // and not the waste gh#887 filed. A CLI assertion of "deb7 declines"
12082    // is therefore false on Linux no matter what the threshold is, which
12083    // is why the pin lives here instead.
12084
12085    /// The dominance rule on its own, with the absolute floor switched
12086    /// off (`du_floor = 0`), so each of these tests is about one rule.
12087    fn ratio_only(dual_inf: Number, viol: Number, compl: Number) -> bool {
12088        runaway_is_the_whole_residual(dual_inf, viol, compl, 0.0)
12089    }
12090
12091    /// The gate as it actually runs: dominance *and* the detector's own
12092    /// absolute floor.
12093    fn runaway(dual_inf: Number, viol: Number, compl: Number) -> bool {
12094        runaway_is_the_whole_residual(dual_inf, viol, compl, DUAL_DIV_RETRY_DU_FLOOR)
12095    }
12096
12097    #[test]
12098    fn a_converged_point_with_a_runaway_multiplier_opens_the_retry() {
12099        // The gh#884 reproducer, both routes it reaches the gate by.
12100        assert!(runaway(7.90e4, 1.1e-16, 1.1e-9));
12101        assert!(runaway(3.25e11, 2.5e-16, 2.8e-3));
12102        // deb7 under the rung on Linux: primal exact, complementarity
12103        // eight orders under its own dual residual. Same shape.
12104        assert!(runaway(5.5743e3, 5.6e-14, 2.08e-5));
12105    }
12106
12107    #[test]
12108    fn an_unconverged_point_does_not_open_the_retry() {
12109        // deb7 under the rung on macOS: complementarity 4.65, five
12110        // percent of its own KKT error. Not a runaway multiplier on an
12111        // otherwise-converged point -- just an unconverged point.
12112        assert!(!ratio_only(9.90e1, 8.0e-13, 4.65e0));
12113        // Either residual alone is enough to close it: the gate takes the
12114        // max, so a clean complementarity does not excuse a violated
12115        // constraint. (`1.0e1` against `1.0e6` is a ratio of `1e-5`; note
12116        // that `1.0e0` there would be `1e-6` exactly, i.e. inside.)
12117        assert!(!ratio_only(1.0e6, 1.0e1, 1.0e-16));
12118        assert!(!ratio_only(1.0e6, 1.0e-16, 1.0e1));
12119    }
12120
12121    /// The dominance ratio is scale-free, and that is exactly why it
12122    /// cannot be the whole gate: a point converged to `1e-30` primal with
12123    /// a dual residual of `4.4e-1` satisfies it as comfortably as
12124    /// gh#884's `7.9e+04` does, and `4.4e-1` is not a runaway by any
12125    /// reading of the issue. Measured on the 400-model QPEC family, the
12126    /// floor alone removes 7 of 68 promotions, every one of them on an
12127    /// answer whose reported dual residual was below `1e2`.
12128    ///
12129    /// The floor is the *detector's*, so this is the answer-level gate
12130    /// asking about the same magnitude the iterate-level one did rather
12131    /// than being a strictly looser copy of it.
12132    #[test]
12133    fn a_small_dual_residual_is_not_a_runaway_however_dominant() {
12134        // Passes the ratio comfortably (1e-30 / 4.4e-1 = 2.3e-30) ...
12135        assert!(ratio_only(4.4e-1, 1.0e-30, 1.0e-30));
12136        // ... and is still refused, because it is not a runaway.
12137        assert!(!runaway(4.4e-1, 1.0e-30, 1.0e-30));
12138        // The two real `r`-family answers that reached the gate this way.
12139        assert!(!runaway(4.397e-1, 1.0e-16, 1.0e-16));
12140        assert!(!runaway(2.026e1, 1.0e-16, 1.0e-16));
12141        // Exactly at the floor is inside; a hair under is outside.
12142        assert!(runaway(DUAL_DIV_RETRY_DU_FLOOR, 0.0, 0.0));
12143        assert!(!runaway(DUAL_DIV_RETRY_DU_FLOOR * 0.999, 0.0, 0.0));
12144    }
12145
12146    #[test]
12147    fn the_threshold_is_where_the_constant_says_it_is() {
12148        // Exactly at the ratio is inside; a hair past it is outside.
12149        assert!(ratio_only(1.0, DUAL_DIV_RETRY_DOMINANCE, 0.0));
12150        assert!(!ratio_only(1.0, DUAL_DIV_RETRY_DOMINANCE * 1.001, 0.0));
12151    }
12152
12153    #[test]
12154    fn what_we_cannot_measure_does_not_buy_a_retry() {
12155        // A NaN compares false everywhere, so the condition is written so
12156        // that "we cannot tell" declines rather than retries. Each
12157        // argument in turn.
12158        assert!(!ratio_only(Number::NAN, 0.0, 0.0));
12159        assert!(!ratio_only(1.0e6, Number::NAN, 0.0));
12160        assert!(!ratio_only(1.0e6, 0.0, Number::NAN));
12161        assert!(!ratio_only(Number::INFINITY, 0.0, 0.0));
12162        // And a dual residual that is not a runaway at all: the ratio
12163        // would be meaningless, and a zero-dual point is not gh#884.
12164        assert!(!ratio_only(0.0, 0.0, 0.0));
12165        assert!(!ratio_only(-1.0, 0.0, 0.0));
12166    }
12167
12168    // ---- the promotion gate reads the ANSWER, not only the certificate --
12169    //
12170    // gh#884 ranked the two attempts on unscaled KKT error alone and
12171    // argued that this could not return a different local solution,
12172    // because "conjunct 4 requires the promoted answer to satisfy the KKT
12173    // conditions in the model's own units". Any other KKT point does too.
12174    // Measured on 400 random QPECs under the `prod_eq` lowering
12175    // (`bound_relax_factor=0 mu_strategy_fallback=no tol=1e-8`): 68
12176    // promotions, 42 of which moved the objective materially, and three
12177    // of which returned a strictly worse *feasible* point.
12178    //
12179    // Every number below is off a real run, and the two branches are
12180    // separated on purpose -- a rule that branches needs a case on each
12181    // side or the untaken one stays broken while the test is green.
12182    //
12183    //   | model      | base f      | base viol | retry f     | retry viol | branch |
12184    //   |------------|-------------|-----------|-------------|------------|--------|
12185    //   | qpec_small | +3.586e-28  | 1.11e-16  | +5.835e-11  | 5.47e-12   | admit  |
12186    //   | r116       | -1.3006e+01 | 2.22e-16  | -1.2072e+00 | 4.55e-13   | rule 1 |
12187    //   | r261       | -4.7919e+00 | 1.07e-14  | -9.8563e-01 | 7.99e-14   | rule 1 |
12188    //   | r201       | -2.9559e-01 | 6.25e-17  | -9.7321e-02 | 6.21e-13   | rule 1 |
12189    //   | scholtes4  | +1.8176e-09 | 2.07e-25  | -6.6088e-05 | 1.09e-09   | rule 2 |
12190
12191    const ACCEPT: Number = 1e-6;
12192    /// Minimization, which is every row of the table above.
12193    const MIN: Number = 1.0;
12194    /// Maximization, i.e. `obj_scaling_factor < 0`.
12195    const MAX: Number = -1.0;
12196
12197    fn admissible(bo: Number, bv: Number, ro: Number, rv: Number) -> bool {
12198        retry_answer_is_admissible(bo, bv, ro, rv, ACCEPT, MIN)
12199    }
12200
12201    #[test]
12202    fn the_reproducers_promotion_is_still_admissible() {
12203        // `qpec_small`: the retry's objective is *worse*, by 5.8e-11 --
12204        // deliberately, since it buys nine orders of unscaled dual
12205        // residual. Five orders inside the tolerance, so rule 1 admits
12206        // it, which is the whole point of having a tolerance at all.
12207        assert!(admissible(3.586e-28, 1.11e-16, 5.835e-11, 5.47e-12));
12208    }
12209
12210    /// Rule 1: a strictly worse feasible point is never an upgrade.
12211    #[test]
12212    fn a_worse_feasible_objective_is_refused_however_clean_the_certificate() {
12213        // r116: -13.0057 -> -1.2072, both independently verified feasible
12214        // by `pounce verify`. The retry's unscaled KKT error is 2.9e-11
12215        // against the base attempt's 3.0e+03, so every certificate
12216        // conjunct passes and only this one refuses it.
12217        assert!(!admissible(
12218            -1.3005680756e1,
12219            2.22e-16,
12220            -1.2072337962e0,
12221            4.55e-13
12222        ));
12223        assert!(!admissible(
12224            -4.7919265770e0,
12225            1.07e-14,
12226            -9.8562977711e-1,
12227            7.99e-14
12228        ));
12229        assert!(!admissible(
12230            -2.9558632401e-1,
12231            6.25e-17,
12232            -9.7321185691e-2,
12233            6.21e-13
12234        ));
12235    }
12236
12237    /// The declared-box conjunct is scale-safe: at a bound of `1e6`, two
12238    /// points pinned to the same widened bound differ by an ulp (`1.2e-10`),
12239    /// which an absolute `1e-12` floor read as the re-solve using more of the
12240    /// widening; relative to the bound it is rounding. A genuine excess at
12241    /// that magnitude -- the bound-magnitude probe's `2.5e-6`, i.e. `2.5e-12`
12242    /// relative -- is still refused, and at a unit bound `1e-8` is.
12243    #[test]
12244    fn the_declared_box_conjunct_is_relative_to_each_bounds_magnitude() {
12245        let (lo, up) = (-1e19, 1e19);
12246        let rel = |x: &[Number], l: &[Number], u: &[Number]| {
12247            declared_box_relative_violation(x, l, u, lo, up)
12248        };
12249        let ub: Number = 1e6;
12250        let pinned: Number = ub + 1e-4; // on the widened bound (`constr_viol_tol` cap)
12251        let one_ulp_out = f64::from_bits(pinned.to_bits() + 1);
12252        assert!(
12253            one_ulp_out - pinned > 1e-12,
12254            "premise: an ulp of 1e6 exceeds 1e-12"
12255        );
12256        let (l, u) = (vec![0.0], vec![ub]);
12257        let base = rel(&[pinned], &l, &u);
12258        assert!(retry_keeps_declared_box(base, rel(&[one_ulp_out], &l, &u)));
12259        // The absolute rule this replaces declined exactly that pair.
12260        assert!(one_ulp_out - ub > (pinned - ub) + 1e-12);
12261        let genuine = rel(&[ub + 9.9995e-5], &l, &u);
12262        let base_genuine = rel(&[ub + 9.7494e-5], &l, &u);
12263        assert!(!retry_keeps_declared_box(base_genuine, genuine));
12264        // Unit bound: the widening's own size is refused, rounding is not.
12265        let (l1, u1) = (vec![0.0], vec![1.0]);
12266        assert!(!retry_keeps_declared_box(0.0, rel(&[1.0 + 1e-8], &l1, &u1)));
12267        assert!(retry_keeps_declared_box(
12268            0.0,
12269            rel(&[f64::from_bits(1.0f64.to_bits() + 1)], &l1, &u1)
12270        ));
12271        // Lower bounds, sentinels, and single-point boxes.
12272        assert_eq!(rel(&[-2e-4], &[-1e4], &[1e19]), 0.0);
12273        assert!(rel(&[-1e4 - 1e-4], &[-1e4], &[1e19]) > 0.0);
12274        assert_eq!(rel(&[5.0], &[-1e19], &[1e19]), 0.0);
12275        assert_eq!(rel(&[0.5 + 1e-8], &[0.5], &[0.5]), 0.0);
12276        assert!(rel(&[1.0], &[0.0, 0.0], &[1.0, 1.0]).is_nan());
12277        // `NaN` is "not measured".
12278        assert!(retry_keeps_declared_box(Number::NAN, Number::NAN));
12279        assert!(!retry_keeps_declared_box(0.0, Number::NAN));
12280    }
12281
12282    /// Rule 2: an objective *improvement* bought with primal slack.
12283    ///
12284    /// `scholtes4` (`benchmarks/mpcc/cases.py`, and now a CLI fixture) has
12285    /// `f* = 0` exactly -- for the MPCC and for the smooth lowering alike,
12286    /// since `x1*x2 = 0` forces one of them to zero, hence `x3 <= 0`, hence
12287    /// `f = x1 - x3 >= 0`. The retry reports `-6.61e-05`, which no feasible
12288    /// point reaches, by moving the complementarity row 16 orders further
12289    /// out. Rule 1 cannot see it: the objective got *better*.
12290    #[test]
12291    fn an_improvement_bought_with_primal_slack_is_refused() {
12292        assert!(!admissible(
12293            1.8175997416e-9,
12294            2.07e-25,
12295            -6.6088333055e-5,
12296            1.09e-9
12297        ));
12298        // The same numbers with the primal *held* would be admissible --
12299        // this is the conjunct that refuses it, not the objective move.
12300        assert!(admissible(
12301            1.8175997416e-9,
12302            2.07e-25,
12303            -6.6088333055e-5,
12304            2.07e-25
12305        ));
12306    }
12307
12308    /// The window the tolerance sits in, from both sides, so it is a
12309    /// checkable claim rather than a fitted constant: the smallest move
12310    /// that must be admitted is `qpec_small`'s `5.8e-11` and the smallest
12311    /// that must be refused is `r201`'s `0.198`, four and five orders
12312    /// away from `acceptable_tol` on either side.
12313    #[test]
12314    fn the_objective_tolerance_is_not_fitted_to_one_model() {
12315        let admit = 5.835e-11;
12316        let refuse = 0.198;
12317        assert!(admit < ACCEPT / 1.0e4, "{admit} is not well inside");
12318        assert!(refuse > ACCEPT * 1.0e4, "{refuse} is not well outside");
12319        // Scale-relative above 1, absolute below it -- the same
12320        // convention `sigma_forward_error_is_small` uses for `norm(x)`.
12321        assert!(admissible(1.0e6, 0.0, 1.0e6 + 0.5, 0.0));
12322        assert!(!admissible(1.0e6, 0.0, 1.0e6 + 5.0, 0.0));
12323    }
12324
12325    /// gh#983 item 4: `x*y == 0` from `(0.3, 0.3)`. The base attempt sits at
12326    /// `f = 2` with a violation of `3e-38` and an unscaled dual infeasibility
12327    /// of `1.4e9`; the retry reaches `f = 1` at `1.96e-13`, six orders inside
12328    /// `constr_viol_tol`. Rule 2 compared the two violations bare and refused
12329    /// it. The floor admits arithmetic noise and nothing above it: the
12330    /// scholtes4 row (`1.09e-9`) is refused in the same breath.
12331    #[test]
12332    fn a_retry_violation_at_the_noise_floor_does_not_block_an_improvement() {
12333        assert!(retry_answer_is_admissible(
12334            2.0, 3.037e-38, 1.0, 1.9584e-13, ACCEPT, MIN
12335        ));
12336        assert!(retry_answer_is_admissible(
12337            -2.0, 3.037e-38, -1.0, 1.9584e-13, ACCEPT, MAX
12338        ));
12339        // Just above the floor is still slack.
12340        assert!(!retry_answer_is_admissible(
12341            2.0,
12342            3.037e-38,
12343            1.0,
12344            RETRY_VIOL_NOISE_FLOOR * 10.0,
12345            ACCEPT,
12346            MIN
12347        ));
12348        // ... and rule 1 is untouched by the floor.
12349        assert!(!retry_answer_is_admissible(
12350            1.0, 3.037e-38, 2.0, 1.0e-13, ACCEPT, MIN
12351        ));
12352        // MacMPEC pack-comp1p-32's exact finish: the retry reaches the
12353        // published optimum at a violation three orders inside `tol`, next to
12354        // a base at 2.5e-12. Admitted.
12355        assert!(retry_answer_is_admissible(
12356            0.704, 2.5e-12, 0.652997, 2.6e-11, ACCEPT, MIN
12357        ));
12358        // scholtes4: f* = 0 exactly, and the retry buys -6.6e-5 with a
12359        // violation of 1.09e-9. Still refused.
12360        assert!(!retry_answer_is_admissible(
12361            1.82e-9, 2.07e-25, -6.61e-5, 1.09e-9, ACCEPT, MIN
12362        ));
12363    }
12364
12365    /// The audit input with every measurement given and the defaults for
12366    /// the rest (`tol 1e-8`, `acceptable_tol 1e-6`, threshold `1e-4`).
12367    #[allow(clippy::too_many_arguments)]
12368    fn audit_in(
12369        tol: Number,
12370        obj_scale: Number,
12371        rescaled: Number,
12372        start_grad: Number,
12373        final_grad: Number,
12374        kkt: Number,
12375        compl: Number,
12376        th: Number,
12377    ) -> ScaleAuditInput {
12378        ScaleAuditInput {
12379            tol,
12380            obj_scale,
12381            rescaled_obj_scale: rescaled,
12382            start_grad_max: start_grad,
12383            final_grad_max: final_grad,
12384            unscaled_kkt: kkt,
12385            unscaled_compl: compl,
12386            acceptable_tol: 1e-6,
12387            masked_threshold: th,
12388            warm_start: false,
12389        }
12390    }
12391
12392    /// `audit_in` for a warm start (`warm_start_init_point=yes`).
12393    #[allow(clippy::too_many_arguments)]
12394    fn audit_in_warm(
12395        tol: Number,
12396        obj_scale: Number,
12397        rescaled: Number,
12398        start_grad: Number,
12399        final_grad: Number,
12400        kkt: Number,
12401        compl: Number,
12402        th: Number,
12403    ) -> ScaleAuditInput {
12404        ScaleAuditInput {
12405            warm_start: true,
12406            ..audit_in(
12407                tol, obj_scale, rescaled, start_grad, final_grad, kkt, compl, th,
12408            )
12409        }
12410    }
12411
12412    /// gh#983 / CI: a warm start is an answer, so its gradient -- and the
12413    /// returned point's -- carry the model's scale only above the barrier
12414    /// level. Both branches of the warm rule need a row: the session's
12415    /// interior optimum (gradient at the complementarity) stays out, and the
12416    /// reactor warm-started at its answer (gradient `4e3` times it) is still
12417    /// up-scaled.
12418    #[test]
12419    fn a_warm_start_at_an_answer_is_not_read_as_a_tiny_objective() {
12420        let th = 1e-4;
12421        let t = |inp| scale_audit_trigger(inp);
12422        // `cold_then_warm_through_presolve`'s warm re-solve, measured.
12423        assert_eq!(
12424            t(audit_in_warm(
12425                1e-8, 1.0, 1.0, 1.0e-11, 3.726e-9, 3.72e-9, 3.72e-9, th
12426            )),
12427            None
12428        );
12429        // The same numbers on a cold start are the tiny-objective signature:
12430        // the rule is the warm start's, not a change to the cold branch.
12431        assert!(matches!(
12432            t(audit_in(
12433                1e-8, 1.0, 1.0, 1.0e-11, 3.726e-9, 3.72e-9, 3.72e-9, th
12434            )),
12435            Some(ScaleAudit::Upscale(_))
12436        ));
12437        // The reactor (fs = 1e-6) warm-started from its answer: the active
12438        // bound's multiplier keeps the gradient at 1e-5, the model's scale.
12439        match t(audit_in_warm(
12440            1e-8, 1.0, 1.0, 1e-5, 1e-5, 2.5e-9, 2.5e-9, th,
12441        )) {
12442            Some(ScaleAudit::Upscale(k)) => assert!((k - 1e5).abs() < 1.0),
12443            other => panic!("{other:?}"),
12444        }
12445        // A barrier-level seed does not mask an answer that carries scale.
12446        assert!(matches!(
12447            t(audit_in_warm(
12448                1e-8, 1.0, 1.0, 1e-11, 1e-5, 2.5e-9, 2.5e-9, th
12449            )),
12450            Some(ScaleAudit::Upscale(_))
12451        ));
12452        // The re-scale branch does not read the gradient scale at all.
12453        assert_eq!(
12454            t(audit_in_warm(
12455                1e-8, 3e-7, 1.0, 3e8, 2.9e-2, 2.9e-2, 1e-9, th
12456            )),
12457            Some(ScaleAudit::Rescale)
12458        );
12459    }
12460
12461    /// gh#983: the audit's trigger branches on *which* scaling defect shows,
12462    /// and each branch needs its own row.
12463    #[test]
12464    fn the_scale_audit_trigger_takes_each_branch_and_neither_by_default() {
12465        let th = 1e-4;
12466        let t = |inp| scale_audit_trigger(inp);
12467        // Frozen factor, non-stationary in the model's own units, and the
12468        // factor re-evaluated at the returned point (gradient 2.9e-2 -> 1) is
12469        // seven orders from the frozen one: re-scale.
12470        assert_eq!(
12471            t(audit_in(1e-8, 3e-7, 1.0, 3e8, 2.9e-2, 2.9e-2, 1e-9, th)),
12472            Some(ScaleAudit::Rescale)
12473        );
12474        // gh#983 review item 2(b): the same masked certificate on a
12475        // legitimately large objective (`hs71 x 1e8`) re-evaluates to the
12476        // factor it already has -- the re-solve would be the same solve.
12477        assert_eq!(
12478            t(audit_in(1e-8, 2.2e-7, 2.4e-7, 4.6e8, 4.2e8, 3e-6, 1e-9, th)),
12479            None
12480        );
12481        // Tiny gradient, complementarity 2.5e-4 of it (the reactor, fs = 1e-6).
12482        match t(audit_in(1e-8, 1.0, 1.0, 1e-5, 1e-5, 2.5e-9, 2.5e-9, th)) {
12483            Some(ScaleAudit::Upscale(k)) => assert!((k - 1e5).abs() < 1.0),
12484            other => panic!("{other:?}"),
12485        }
12486        // gh#983 review item 4: no band without a signal. fs = 3e-5 (gradient
12487        // 3e-4, relative complementarity 8.4e-6) and fs = 1e-3 (2.5e-7) are
12488        // both re-solved now; fs = 1 is left alone.
12489        assert!(matches!(
12490            t(audit_in(1e-8, 1.0, 1.0, 3e-4, 3e-4, 2.5e-9, 2.5e-9, th)),
12491            Some(ScaleAudit::Upscale(_))
12492        ));
12493        assert!(matches!(
12494            t(audit_in(1e-8, 1.0, 1.0, 1e-2, 1e-2, 2.5e-9, 2.5e-9, th)),
12495            Some(ScaleAudit::Upscale(_))
12496        ));
12497        assert_eq!(
12498            t(audit_in(1e-8, 1.0, 1.0, 10.0, 10.0, 2.5e-9, 2.5e-9, th)),
12499            None
12500        );
12501        // A gradient in [0.1, 1): the signature, but an up-scale below the
12502        // material factor -- warn, do not re-solve.
12503        assert_eq!(
12504            t(audit_in(1e-8, 1.0, 1.0, 0.5, 0.5, 1e-6, 1e-6, th)),
12505            Some(ScaleAudit::SmallObjective)
12506        );
12507        // gh#983 review item 2(a): a start near a stationary point
12508        // (`grad f(x0) = 2e-7`) is not a tiny objective when the gradient at
12509        // the answer is 1.
12510        assert_eq!(
12511            t(audit_in(1e-8, 1.0, 1.0, 2e-7, 1.0, 2.5e-9, 2.5e-9, th)),
12512            None
12513        );
12514        // A start measured at a stationary point (gradient exactly 0) carries
12515        // no scale: the audit stays out however small the answer's gradient.
12516        assert_eq!(
12517            t(audit_in(1e-8, 1.0, 1.0, 0.0, 2e-4, 6e-3, 2.5e-9, th)),
12518            None
12519        );
12520        // An unmeasured start (caller-owned scaling) defers to the answer.
12521        assert!(matches!(
12522            t(audit_in(
12523                1e-8,
12524                f64::NAN,
12525                f64::NAN,
12526                f64::NAN,
12527                1e-5,
12528                2.5e-9,
12529                2.5e-9,
12530                th
12531            )),
12532            Some(ScaleAudit::Upscale(_))
12533        ));
12534        // A big gradient never up-scales, whatever the complementarity.
12535        assert_eq!(
12536            t(audit_in(1e-8, 1.0, 1.0, 50.0, 50.0, 1e-3, 1e-3, th)),
12537            None
12538        );
12539        // An extreme factor at a stationary point is the honest case.
12540        assert_eq!(
12541            t(audit_in(1e-8, 1e-8, 1e-8, 1e9, 1e9, 1e-9, 1e-12, th)),
12542            None
12543        );
12544        // The masked opt-out (threshold 0) disables the re-scale branch.
12545        assert_eq!(
12546            t(audit_in(1e-8, 3e-7, 1.0, 3e8, 2.9e-2, 2.9e-2, 1e-9, 0.0)),
12547            None
12548        );
12549        // A caller who loosened tol asked for the complementarity they got.
12550        assert_eq!(
12551            t(audit_in(5e-2, 1.0, 1.0, 1e-5, 1e-5, 1e-2, 1e-2, th)),
12552            None
12553        );
12554        // NaN stays quiet.
12555        let nan = f64::NAN;
12556        assert_eq!(t(audit_in(1e-8, nan, nan, nan, nan, nan, nan, th)), None);
12557        // The upscale is capped.
12558        match t(audit_in(1e-8, 1.0, 1.0, 1e-14, 1e-14, 1.0, 1.0, th)) {
12559            Some(ScaleAudit::Upscale(k)) => assert_eq!(k, SCALE_AUDIT_MAX_UPSCALE),
12560            other => panic!("{other:?}"),
12561        }
12562    }
12563
12564    /// gh#1000 (II.22): the roundoff exemption, on the measured population
12565    /// named in `UNSCALED_DUAL_ROUNDOFF_ULPS`'s doc.
12566    #[test]
12567    fn a_residual_at_the_roundoff_floor_of_its_terms_is_not_a_miss() {
12568        // Pump network at H0_max 148: 1.6 ulps of its terms.
12569        assert!(unscaled_dual_inf_is_roundoff(5.54e-3, 1.57e13));
12570        assert!(unscaled_dual_inf_is_roundoff(7.39e-3, 2.66e13));
12571        // The downgrades that are right keep it: Haverly, the process
12572        // network's T2 and S2+T2 subproblems, the eps-perspective root, and
12573        // the gh#983 cusp.
12574        assert!(!unscaled_dual_inf_is_roundoff(1.33e-2, 6.6e10));
12575        assert!(!unscaled_dual_inf_is_roundoff(0.5, 7.55e11));
12576        assert!(!unscaled_dual_inf_is_roundoff(6.25e-2, 3.21e11));
12577        assert!(!unscaled_dual_inf_is_roundoff(3.92e-3, 5.03e9));
12578        assert!(!unscaled_dual_inf_is_roundoff(0.144, 3.55e9));
12579        // No scale measured: keep the downgrade.
12580        assert!(!unscaled_dual_inf_is_roundoff(5.54e-3, f64::NAN));
12581        assert!(!unscaled_dual_inf_is_roundoff(5.54e-3, 0.0));
12582        assert!(!unscaled_dual_inf_is_roundoff(f64::NAN, 1e13));
12583    }
12584
12585    /// gh#983 review item 7: one warning per code.
12586    #[test]
12587    fn a_warning_code_is_attached_at_most_once() {
12588        let mut w = vec!["unscaled_dual_inf_above_acceptable: downgraded".to_string()];
12589        push_warning_once(
12590            &mut w,
12591            "unscaled_dual_inf_above_acceptable: verify in your units".to_string(),
12592        );
12593        push_warning_once(&mut w, "large_dual_scale: terms of 1e9".to_string());
12594        assert_eq!(w.len(), 2, "{w:?}");
12595        assert!(w[0].ends_with("downgraded"));
12596    }
12597
12598    /// gh#983: the structured warnings, by code, on success verdicts only.
12599    #[test]
12600    fn quality_warnings_carry_a_code_and_only_on_success_verdicts() {
12601        use ApplicationReturnStatus::*;
12602        // The cusp: multipliers 3.5e9, residual 0.144.
12603        let w = quality_warnings(SolveSucceeded, 0.144, 3.55e9, 1.0, 1e-6, false);
12604        assert!(
12605            w.iter().any(|m| m.starts_with("large_dual_scale:")),
12606            "{w:?}"
12607        );
12608        assert!(
12609            w.iter()
12610                .any(|m| m.starts_with("unscaled_dual_inf_above_acceptable:")),
12611            "{w:?}"
12612        );
12613        // orthrds2-like: scale 1.6e10, residual 89.7 -> only the scale caveat
12614        // and the absolute one; never a status change (the function returns
12615        // text, not a verdict).
12616        let w = quality_warnings(SolveSucceeded, 89.7, 1.6e10, 1.0, 1e-6, false);
12617        assert!(w.iter().any(|m| m.starts_with("large_dual_scale:")));
12618        assert!(!w.iter().any(|m| m.contains("bound_relax_factor")), "{w:?}");
12619        // gh#1000: under bound_relax_factor = 0 the caveat names the option.
12620        let w = quality_warnings(SolveSucceeded, 89.7, 1.6e10, 1.0, 1e-6, true);
12621        assert!(
12622            w.iter()
12623                .any(|m| m.starts_with("large_dual_scale:") && m.contains("bound_relax_factor = 0")),
12624            "{w:?}"
12625        );
12626        // A clean point has none.
12627        assert!(quality_warnings(SolveSucceeded, 1e-9, 5.0, 1.0, 1e-6, false).is_empty());
12628        // A large objective with a stationary residual is not a failed CQ.
12629        assert!(quality_warnings(SolveSucceeded, 2.9e-7, 1.46e9, 1.0, 1e-6, false).is_empty());
12630        // 5e-4 is below the warning bar even though it exceeds acceptable_tol.
12631        assert!(quality_warnings(SolveSucceeded, 5e-4, 5.0, 1.0, 1e-6, false).is_empty());
12632        // Failures carry no success caveat.
12633        assert!(quality_warnings(RestorationFailed, 0.144, 3.55e9, 1.0, 1e-6, false).is_empty());
12634        assert!(quality_warnings(SolveSucceeded, f64::NAN, f64::NAN, 1.0, 1e-6, false).is_empty());
12635    }
12636
12637    /// A counted re-solve (gh#983 scale audit, gh#884 retry) records every
12638    /// attempt's spend, and the total survives a decline (#1140 review). The
12639    /// base attempt here ran a `mu_strategy_fallback` (30 + 11 iterations)
12640    /// and the re-solve ran none (19): its spend is measured without the
12641    /// base's sticky record, which goes back afterwards. A decline restores
12642    /// the base's tally with `restore_into`, which must not touch the total.
12643    /// No CLI fixture reaches either branch (a declined retry, a base with a
12644    /// fallback), which is why this is a unit test.
12645    #[test]
12646    fn a_counted_resolve_keeps_every_attempts_spend_through_a_decline() {
12647        use pounce_nlp::solve_statistics::MuStrategyFallbackRecord;
12648        let app = IpoptApplication::new();
12649        let fallback = MuStrategyFallbackRecord {
12650            base_iteration_count: 30,
12651            retry_iteration_count: 11,
12652            ..Default::default()
12653        };
12654        *app.mu_strategy_fallback_record.borrow_mut() = Some(fallback.clone());
12655        {
12656            let mut st = app.statistics.borrow_mut();
12657            st.iteration_count = 30;
12658            st.mu_strategy_fallback = Some(fallback.clone());
12659        }
12660        let floor = SolutionCertificate::of(&app.statistics.borrow());
12661        let mark = app.begin_counted_resolve();
12662        // The re-solve: no fallback of its own, so the copy at the end of a
12663        // run leaves the (set-aside, now empty) record empty.
12664        {
12665            let mut st = app.statistics.borrow_mut();
12666            st.iteration_count = 19;
12667            st.mu_strategy_fallback = app.mu_strategy_fallback_record.borrow().clone();
12668        }
12669        app.end_counted_resolve(mark);
12670        let st = app.statistics.borrow().clone();
12671        assert_eq!(st.retry_total_iterations, Some(30 + 11 + 19));
12672        assert_eq!(st.spent_iteration_count(), 60);
12673        // The sticky record is back, as the rule leaves it.
12674        assert_eq!(
12675            app.mu_strategy_fallback_record
12676                .borrow()
12677                .as_ref()
12678                .map(|r| r.total_iteration_count()),
12679            Some(41)
12680        );
12681        // Declined: the base's tally comes back, the total stays.
12682        floor.restore_into(&mut app.statistics.borrow_mut());
12683        let st = app.statistics.borrow();
12684        assert_eq!(st.iteration_count, 30);
12685        assert_eq!(st.retry_total_iterations, Some(60));
12686        assert_eq!(st.budget_iteration_count(), 41);
12687    }
12688
12689    /// gh#983 item 5: flooring an attempt must floor everything a solve
12690    /// report reads off the statistics, the iteration count and the row table
12691    /// included, or the report describes the declined retry.
12692    #[test]
12693    fn the_certificate_floor_carries_the_iteration_trace() {
12694        use pounce_nlp::solve_statistics::{IterRecord, SolveStatistics};
12695        let mut base = SolveStatistics::new();
12696        base.iteration_count = 64;
12697        base.iterations = vec![IterRecord::default(); 3];
12698        base.num_obj_evals = 159;
12699        base.restoration_calls = 2;
12700        let floor = SolutionCertificate::of(&base);
12701        let mut retry = SolveStatistics::new();
12702        retry.iteration_count = 15;
12703        retry.iterations = vec![IterRecord::default(); 15];
12704        retry.num_obj_evals = 86;
12705        floor.restore_into(&mut retry);
12706        assert_eq!(retry.num_obj_evals, 159);
12707        assert_eq!(retry.restoration_calls, 2);
12708        assert_eq!(retry.iteration_count, 64);
12709        assert_eq!(retry.iterations.len(), 3);
12710    }
12711
12712    /// An infeasible base attempt is not a point worth protecting, so
12713    /// both rules stand down and the certificate conjuncts decide alone.
12714    /// R2: `obj_scaling_factor < 0` poses a maximization, and
12715    /// `final_objective` is the user's **signed** objective, so both rules
12716    /// have to follow the sense. This is the table above with every
12717    /// objective negated: the same three answers must be refused and the
12718    /// same one admitted, with `MAX` instead of `MIN`.
12719    ///
12720    /// Without the normalization each row flips — rule 1 starts refusing
12721    /// genuine improvements (a regression against the behaviour before the
12722    /// conjunct existed) and rule 2 starts admitting strictly worse
12723    /// answers, which is the class it was added to block.
12724    #[test]
12725    fn the_rules_follow_the_objective_sense() {
12726        // qpec_small, mirrored: the retry is worse by 5.8e-11, well inside
12727        // the tolerance, so it is still admitted.
12728        assert!(retry_answer_is_admissible(
12729            -3.586e-28, 1.11e-16, -5.835e-11, 5.47e-12, ACCEPT, MAX
12730        ));
12731        // r116, mirrored: +13.0057 given up for +1.2072 is now a *worse*
12732        // maximum, and rule 1 must still refuse it.
12733        assert!(!retry_answer_is_admissible(
12734            1.3005680756e1,
12735            2.22e-16,
12736            1.2072337962e0,
12737            4.55e-13,
12738            ACCEPT,
12739            MAX
12740        ));
12741        // scholtes4, mirrored: +6.6088e-05 is now an improvement bought
12742        // with primal slack, and rule 2 must still refuse it.
12743        assert!(!retry_answer_is_admissible(
12744            -1.8175997416e-9,
12745            2.07e-25,
12746            6.6088333055e-5,
12747            1.09e-9,
12748            ACCEPT,
12749            MAX
12750        ));
12751        // ... and the same improvement with the primal held is admitted.
12752        assert!(retry_answer_is_admissible(
12753            -1.8175997416e-9,
12754            2.07e-25,
12755            6.6088333055e-5,
12756            2.07e-25,
12757            ACCEPT,
12758            MAX
12759        ));
12760    }
12761
12762    /// The mirror of the above, stated as the property rather than the
12763    /// rows: negating both objectives and flipping the sense must leave
12764    /// every verdict unchanged.
12765    #[test]
12766    fn negating_the_objective_and_the_sense_is_inert() {
12767        for &(bo, bv, ro, rv) in &[
12768            (3.586e-28, 1.11e-16, 5.835e-11, 5.47e-12),
12769            (-1.3005680756e1, 2.22e-16, -1.2072337962e0, 4.55e-13),
12770            (1.8175997416e-9, 2.07e-25, -6.6088333055e-5, 1.09e-9),
12771            (1.8175997416e-9, 2.07e-25, -6.6088333055e-5, 2.07e-25),
12772            (-1.0e3, 1.0e-2, 0.0, 1.0e-12),
12773        ] {
12774            assert_eq!(
12775                retry_answer_is_admissible(bo, bv, ro, rv, ACCEPT, MIN),
12776                retry_answer_is_admissible(-bo, bv, -ro, rv, ACCEPT, MAX),
12777                "verdict moved under (obj, sense) -> (-obj, -sense) at {bo:e}/{ro:e}"
12778            );
12779        }
12780    }
12781
12782    #[test]
12783    fn an_infeasible_base_attempt_protects_nothing() {
12784        assert!(admissible(-1.0e3, 1.0e-2, 0.0, 1.0e-12));
12785        // ... and what cannot be measured is refused, not admitted, the
12786        // same way `runaway_is_the_whole_residual` treats a NaN.
12787        assert!(admissible(Number::NAN, 0.0, 0.0, 0.0));
12788        assert!(!admissible(0.0, 0.0, Number::NAN, 0.0));
12789        assert!(!admissible(0.0, 0.0, -1.0, Number::NAN));
12790    }
12791}