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pounce_algorithm/
ipopt_data.rs

1//! Mutable algorithm state — port of `Algorithm/IpIpoptData.{hpp,cpp}`.
2//!
3//! Holds the iterate trio (`curr` / `trial` / `delta`), the affine
4//! step `delta_aff`, current barrier parameter `mu`, fraction-to-the-
5//! boundary `tau`, iteration count, tolerances, and the four PD
6//! perturbations. No additional-data plug in v1.0 (CG penalty is
7//! deferred to Phase 10).
8//!
9//! Phase 5 ships the full state holder; concrete strategies (line
10//! search, mu update, etc.) read/write fields here as their inputs
11//! and outputs.
12
13use crate::iterates_vector::IteratesVector;
14use pounce_common::timing::TimingStatistics;
15use pounce_common::types::{Index, Number};
16use pounce_linalg::SymMatrix;
17use std::cell::RefCell;
18use std::rc::Rc;
19
20/// Primal-dual perturbation triple (`delta_x`, `delta_s`, `delta_c`,
21/// `delta_d`) — port of the four `current_perturbation` fields in
22/// `IpIpoptData.hpp`.
23#[derive(Debug, Default, Clone, Copy)]
24pub struct PdPerturbations {
25    pub delta_x: Number,
26    pub delta_s: Number,
27    pub delta_c: Number,
28    pub delta_d: Number,
29}
30
31/// Mutable state passed down through the algorithm. Owned by
32/// `IpoptAlgorithm`; strategies access via `Rc<RefCell<IpoptData>>`.
33pub struct IpoptData {
34    pub curr: Option<IteratesVector>,
35    pub trial: Option<IteratesVector>,
36    pub delta: Option<IteratesVector>,
37    pub delta_aff: Option<IteratesVector>,
38    /// Pure centering step — solution of the primal-dual system with
39    /// RHS `(0, 0, 0, 0, μ̄·1, μ̄·1, μ̄·1, μ̄·1)` (where μ̄ = avrg_compl)
40    /// per upstream `IpQualityFunctionMuOracle.cpp:227-247`. Used by
41    /// the quality-function oracle to assemble σ-step trial points
42    /// without re-factorising for each candidate σ.
43    pub delta_cen: Option<IteratesVector>,
44
45    /// Hessian of the Lagrangian for the *current* iterate. Set by
46    /// `HessianUpdater` (exact or quasi-Newton). Mirrors `IpIpoptData::W_`.
47    pub w: Option<Rc<dyn SymMatrix>>,
48
49    pub iter_count: Index,
50    pub curr_mu: Number,
51    pub curr_tau: Number,
52    pub tol: Number,
53
54    pub perturbations: PdPerturbations,
55
56    /// Set after a successful trial-acceptance step in the line
57    /// search. Cleared on accept.
58    pub info_alpha_primal: Number,
59    pub info_alpha_dual: Number,
60
61    /// Mirrors `IpIpoptData::info_regu_x_`.
62    pub info_regu_x: Number,
63
64    /// Mirrors `IpIpoptData::info_skip_output_`.
65    pub info_skip_output: bool,
66
67    /// Mirrors `IpIpoptData::info_string_`. Free-form text the
68    /// iteration output appends to its line.
69    pub info_string: String,
70
71    /// Mirrors `IpIpoptData::tiny_step_flag_`. Set by the line search
72    /// when an alpha→0 trial is detected; the main loop reads it on
73    /// the next pass to decide between "tiny step accept" and bail.
74    pub tiny_step_flag: bool,
75
76    /// One-char marker the iteration output puts in front of
77    /// `alpha_primal` (e.g. `'f'` for filter, `'r'` for restoration,
78    /// `'h'` for the very first iterate). Mirrors
79    /// `IpIpoptData::info_alpha_primal_char_`.
80    pub info_alpha_primal_char: char,
81
82    /// Number of trial points evaluated in the most recent line
83    /// search. Mirrors `IpIpoptData::info_ls_count_`.
84    pub info_ls_count: Index,
85
86    /// The wall-clock at the last `OrigIterationOutput::WriteOutput`
87    /// pass. Phase 7 uses this to decide whether to re-print the
88    /// header. Mirrors `IpIpoptData::info_last_output_`.
89    pub info_last_output: Number,
90
91    /// Iterations since the iteration header was last printed. Phase
92    /// 7 reprints every `print_frequency_iter` lines. Mirrors
93    /// `IpIpoptData::info_iters_since_header_`.
94    pub info_iters_since_header: Index,
95
96    /// Shared per-subsystem timing accumulator. Mirrors upstream's
97    /// `IpoptData::TimingStats_`. `IpoptApplication` constructs a single
98    /// instance per solve and shares it (via `Rc`) with the algorithm,
99    /// NLP, and KKT solver so each can record its own contribution.
100    /// Defaults to a fresh empty instance for the structural unit tests
101    /// that don't go through `IpoptApplication`.
102    pub timing: Rc<TimingStatistics>,
103}
104
105impl Default for IpoptData {
106    fn default() -> Self {
107        Self::new()
108    }
109}
110
111impl IpoptData {
112    pub fn new() -> Self {
113        Self {
114            curr: None,
115            trial: None,
116            delta: None,
117            delta_aff: None,
118            delta_cen: None,
119            w: None,
120            iter_count: 0,
121            curr_mu: 0.1,
122            curr_tau: 0.99,
123            tol: 1e-8,
124            perturbations: PdPerturbations::default(),
125            info_alpha_primal: 0.0,
126            info_alpha_dual: 0.0,
127            info_regu_x: 0.0,
128            info_skip_output: false,
129            info_string: String::new(),
130            tiny_step_flag: false,
131            info_alpha_primal_char: ' ',
132            info_ls_count: 0,
133            info_last_output: -1.0,
134            info_iters_since_header: 0,
135            timing: Rc::new(TimingStatistics::new()),
136        }
137    }
138
139    /// Append text to `info_string`. Mirrors `IpIpoptData::Append_info_string`.
140    pub fn append_info_string(&mut self, s: &str) {
141        self.info_string.push_str(s);
142    }
143
144    /// Reset per-iteration info fields. Mirrors the top of
145    /// `IpoptAlgorithm::Optimize`'s loop body.
146    pub fn reset_info(&mut self) {
147        self.info_string.clear();
148        self.info_skip_output = false;
149        self.info_alpha_primal_char = ' ';
150        self.info_ls_count = 0;
151        self.info_regu_x = 0.0;
152    }
153
154    /// Replace `curr` with the previously-set `trial`. Mirrors
155    /// `IpIpoptData::AcceptTrialPoint`.
156    pub fn accept_trial_point(&mut self) {
157        self.curr = self.trial.take();
158    }
159
160    /// Set the trial iterate from a primal step `delta_x`/`delta_s`
161    /// scaled by `alpha_p` and a dual step scaled by `alpha_d`.
162    /// Phase 5 ships only the structural plumbing; the actual
163    /// arithmetic is implemented once the line search lands in
164    /// Phase 7.
165    pub fn set_trial(&mut self, trial: IteratesVector) {
166        self.trial = Some(trial);
167    }
168
169    pub fn set_curr(&mut self, curr: IteratesVector) {
170        self.curr = Some(curr);
171    }
172
173    pub fn set_delta(&mut self, d: IteratesVector) {
174        self.delta = Some(d);
175    }
176
177    pub fn set_delta_aff(&mut self, d: IteratesVector) {
178        self.delta_aff = Some(d);
179    }
180
181    pub fn set_delta_cen(&mut self, d: IteratesVector) {
182        self.delta_cen = Some(d);
183    }
184}
185
186/// Convenience handle. Mirrors how upstream passes the data object
187/// around as `SmartPtr<IpoptData>`.
188pub type IpoptDataHandle = Rc<RefCell<IpoptData>>;
189
190#[cfg(test)]
191mod tests {
192    use super::*;
193    use crate::iterates_vector::IteratesVector;
194    use pounce_linalg::dense_vector::DenseVectorSpace;
195    use pounce_linalg::Vector;
196    use std::rc::Rc as StdRc;
197
198    fn zero_iv() -> IteratesVector {
199        let z = |n| StdRc::new(DenseVectorSpace::new(n).make_new_dense()) as StdRc<dyn Vector>;
200        IteratesVector::new(z(2), z(1), z(1), z(1), z(2), z(2), z(1), z(1))
201    }
202
203    #[test]
204    fn accept_trial_point_promotes_trial_to_curr() {
205        let mut d = IpoptData::new();
206        d.set_trial(zero_iv());
207        assert!(d.curr.is_none());
208        d.accept_trial_point();
209        assert!(d.curr.is_some());
210        assert!(d.trial.is_none());
211    }
212}