pounce_algorithm/line_search/backtracking.rs
1//! Backtracking line-search driver — port of
2//! `Algorithm/IpBacktrackingLineSearch.{hpp,cpp}`.
3//!
4//! Owns the alpha-reduction loop, max-soc / second-order-correction
5//! slot, watchdog mechanism, and the fallback to restoration. Phase 7
6//! ships the alpha-loop for the filter line search; SOC and watchdog
7//! land alongside the restoration phase (Phase 9).
8//!
9//! The contract with the acceptor is the trio
10//! `(theta, phi, d_phi)` at the current iterate plus the trial
11//! `(theta_trial, phi_trial)` per backtracking step. Trial-point
12//! construction is `x_trial = x + α·dx`, `s_trial = s + α·ds`; the dual
13//! step uses the same α for the filter acceptor (upstream
14//! `IpBacktrackingLineSearch.cpp:702-728` — primal-dual share α
15//! when no fraction-to-the-boundary truncation differs).
16//!
17//! `find_acceptable_trial_point` returns `Outcome::Accepted` on a
18//! successful trial, `Outcome::TinyStep` when α drops below
19//! `alpha_min`, and `Outcome::Failed` when the alpha loop exhausts
20//! without acceptance (which the main loop maps to a restoration
21//! attempt).
22
23use crate::ipopt_cq::IpoptCqHandle;
24use crate::ipopt_data::IpoptDataHandle;
25use crate::ipopt_nlp::IpoptNlp;
26use crate::iterates_vector::IteratesVector;
27use crate::kkt::pd_search_dir_calc::PdSearchDirCalc;
28use crate::line_search::filter_acceptor::AcceptDecision;
29use crate::line_search::ls_acceptor::BacktrackingLsAcceptor;
30use pounce_common::types::Number;
31use std::cell::RefCell;
32use std::rc::Rc;
33
34/// Outcome of the backtracking line search. Mirrors the booleans
35/// upstream returns through `accept_` plus the `tiny_step_flag` on
36/// `IpoptData`.
37#[derive(Debug, Clone, Copy, PartialEq, Eq)]
38pub enum Outcome {
39 /// Trial point accepted at the recorded `alpha`.
40 Accepted,
41 /// `alpha` fell below `alpha_min_frac` × current α₀ ⇒ tiny step.
42 /// Caller maps to `STEP_BECOMES_TINY` in upstream's exception flow.
43 TinyStep,
44 /// All α reductions rejected; the caller hands off to restoration.
45 Failed,
46}
47
48/// Policy for the step length applied to the equality multipliers
49/// `y_c`, `y_d`. Mirrors upstream's `alpha_for_y` option (subset of
50/// the upstream enum — pounce only ports the variants that the
51/// Mehrotra cascade and default code paths exercise).
52#[derive(Debug, Clone, Copy, PartialEq, Eq)]
53pub enum AlphaForY {
54 /// Use the primal step length (upstream default).
55 Primal,
56 /// Use the dual step length. Selected by the Mehrotra cascade
57 /// (`alpha_for_y=bound_mult`).
58 BoundMult,
59 /// Always take a full step on the equality multipliers.
60 Full,
61 /// Use the minimum of the primal and dual step lengths.
62 Min,
63 /// Use the maximum of the primal and dual step lengths.
64 Max,
65 /// Use the arithmetic mean of the primal and dual step lengths.
66 Average,
67}
68
69impl AlphaForY {
70 /// Compute the actual step length for `y_c`, `y_d` given the
71 /// already-selected primal and dual step lengths.
72 pub fn alpha_y(self, alpha_primal: Number, alpha_dual: Number) -> Number {
73 match self {
74 AlphaForY::Primal => alpha_primal,
75 AlphaForY::BoundMult => alpha_dual,
76 AlphaForY::Full => 1.0,
77 AlphaForY::Min => alpha_primal.min(alpha_dual),
78 AlphaForY::Max => alpha_primal.max(alpha_dual),
79 AlphaForY::Average => 0.5 * (alpha_primal + alpha_dual),
80 }
81 }
82}
83
84pub struct BacktrackingLineSearch {
85 pub acceptor: Box<dyn BacktrackingLsAcceptor>,
86 pub alpha_red_factor: Number,
87 pub max_soc: i32,
88 /// Threshold for the SOC outer-loop convergence test
89 /// `theta_trial <= kappa_soc * theta_soc_old`. Mirrors upstream's
90 /// `kappa_soc` (default 0.99).
91 pub kappa_soc: Number,
92 /// SOC RHS variant. `0` = upstream default ("old"), `1` = scaled
93 /// gradient-block variant. Both correspond to upstream's
94 /// `soc_method` option.
95 pub soc_method: i32,
96 /// Number of consecutive shortened iterations before the watchdog
97 /// procedure activates. Disabled when `<= 0`. Mirrors upstream's
98 /// `watchdog_shortened_iter_trigger` (default 10).
99 pub watchdog_shortened_iter_trigger: i32,
100 /// Maximum number of outer iterations the watchdog will accept
101 /// non-decreasing trial points before reverting to the snapshot.
102 /// Mirrors upstream's `watchdog_trial_iter_max` (default 3).
103 pub watchdog_trial_iter_max: i32,
104 /// Lower bound on α; below this we declare a tiny step (mirrors
105 /// `alpha_min_frac` flow, `IpBacktrackingLineSearch.cpp:CalculateAlphaMin`).
106 pub alpha_min: Number,
107 /// Maximum trial-iteration cap before declaring failure.
108 pub max_trials: i32,
109
110 // ---- Watchdog state (port of `IpBacktrackingLineSearch.{hpp,cpp}`'s
111 // `in_watchdog_`, `watchdog_iterate_`, `watchdog_delta_`,
112 // `watchdog_alpha_primal_test_`, `watchdog_trial_iter_`,
113 // `watchdog_shortened_iter_`, `last_mu_`).
114 //
115 // Watchdog mechanism: after `watchdog_shortened_iter_trigger`
116 // consecutive shortened (n_steps > 0) accepts, we snapshot the
117 // current iterate `(curr, delta, theta, phi, d_phi)` and enter
118 // watchdog mode. While in watchdog: the acceptor's reference
119 // values are FROZEN to the snapshot for up to
120 // `watchdog_trial_iter_max` outer iterations. Each iteration's
121 // alpha-loop runs against the frozen reference; if it accepts,
122 // watchdog terminates with success ("W"). If it rejects, we
123 // accept the last trial anyway (info char 'w') and let the next
124 // outer iteration try again. If `watchdog_trial_iter_max` outer
125 // iterations all reject, we revert to the snapshot and re-run
126 // the alpha-loop on the saved `delta` with `skip_first=true`.
127 /// True iff currently inside a watchdog window.
128 in_watchdog: bool,
129 /// Snapshot of the iterate at watchdog activation.
130 watchdog_iterate: Option<IteratesVector>,
131 /// Snapshot of the search direction at watchdog activation.
132 watchdog_delta: Option<IteratesVector>,
133 /// Number of outer iterations elapsed since watchdog activation.
134 watchdog_trial_iter: i32,
135 /// Number of consecutive shortened (n_steps > 0) accepts.
136 /// Reset on a full step (n_steps == 0), on mu change, on watchdog
137 /// success, and on watchdog stop-with-revert.
138 watchdog_shortened_iter: i32,
139 /// `mu` at the previous outer iteration. A change clears the
140 /// watchdog state (`IpBacktrackingLineSearch.cpp:259-270`).
141 last_mu: Number,
142 /// Frozen reference theta at watchdog activation.
143 watchdog_theta: Number,
144 /// Frozen reference phi at watchdog activation.
145 watchdog_phi: Number,
146 /// Frozen reference d_phi at watchdog activation.
147 watchdog_d_phi: Number,
148
149 // ---- Soft restoration phase (port of `IpBacktrackingLineSearch`'s
150 // `in_soft_resto_phase_`, `soft_resto_counter_`).
151 //
152 // When the regular filter line search fails, before handing off to
153 // the full (sub-NLP) restoration phase, the driver tries a single
154 // damped primal-dual step along the *same* search direction. The
155 // step is damped only by the fraction-to-the-boundary rule and is
156 // accepted if it either satisfies the original filter criterion
157 // ('S' — leave soft resto) or merely reduces the primal-dual KKT
158 // system error by `soft_resto_pderror_reduction_factor` ('s' —
159 // stay in soft resto). Subsequent outer iterations keep taking
160 // soft-resto steps until the original criterion is met, the step
161 // is rejected, or `max_soft_resto_iters` consecutive iterations
162 // elapse — any of which drops through to full restoration.
163 /// Required relative reduction in the primal-dual system error for
164 /// a soft-resto step to be accepted. `0` disables soft restoration.
165 /// Mirrors upstream `soft_resto_pderror_reduction_factor`
166 /// (default `1 - 1e-4`).
167 pub soft_resto_pderror_reduction_factor: Number,
168 /// Cap on consecutive soft-resto iterations before full
169 /// restoration is forced. Mirrors upstream `max_soft_resto_iters`
170 /// (default 10).
171 pub max_soft_resto_iters: i32,
172 /// True iff the driver is currently inside the soft-resto phase.
173 in_soft_resto_phase: bool,
174 /// Count of consecutive soft-resto iterations taken so far.
175 soft_resto_counter: i32,
176
177 /// `accept_every_trial_step` — when true, the alpha loop and filter
178 /// are bypassed: the FTB-truncated `alpha_init`/`alpha_dual` step
179 /// is set as the trial and accepted unconditionally. Mirrors
180 /// upstream's `IpBacktrackingLineSearch.cpp:accept_every_trial_step_`
181 /// short-circuit at the top of `FindAcceptableTrialPoint`.
182 pub accept_every_trial_step: bool,
183 /// `alpha_for_y` policy applied to the equality multipliers `y_c`,
184 /// `y_d` when constructing the trial iterate. See [`AlphaForY`].
185 pub alpha_for_y: AlphaForY,
186}
187
188/// Internal alpha-loop outcome. The watchdog wrapper translates this
189/// into the public [`Outcome`] after applying its state machine.
190enum AlphaResult {
191 /// Trial accepted at `alpha_used` after `n_steps` reductions.
192 Accepted { n_steps: i32 },
193 /// α dropped below `alpha_min_eff` ⇒ tiny step. `last_alpha` is
194 /// the smallest α actually evaluated; `n_steps` is the number of
195 /// reductions performed.
196 TinyStep { n_steps: i32, last_alpha: Number },
197 /// `max_trials` exhausted without acceptance. The last attempted
198 /// trial iterate is left in `data.trial` so the watchdog
199 /// "accept-anyway" path can promote it.
200 ///
201 /// `evaluation_error` flags that the last attempted trial produced
202 /// a non-finite `theta_trial`/`phi_trial` — mirrors upstream's
203 /// `evaluation_error` tracked from `IpoptNLP::Eval_Error`
204 /// (`IpBacktrackingLineSearch.cpp:776-784`). The watchdog handler
205 /// must treat this as a forced StopWatchDog
206 /// (`IpBacktrackingLineSearch.cpp:493`) — accepting a non-finite
207 /// iterate via the 'w' branch propagates NaN/Inf into the next
208 /// outer iter (observed on PFIT3 iter 53: inf_pr=7.87e305 from a
209 /// 'w'-accepted trial; on PFIT4 iter 31: inf_pr=1.01e11).
210 Failed {
211 n_steps: i32,
212 last_alpha: Number,
213 evaluation_error: bool,
214 },
215}
216
217impl BacktrackingLineSearch {
218 pub fn new(acceptor: Box<dyn BacktrackingLsAcceptor>) -> Self {
219 Self {
220 acceptor,
221 alpha_red_factor: 0.5,
222 max_soc: 4,
223 kappa_soc: 0.99,
224 soc_method: 0,
225 watchdog_shortened_iter_trigger: 10,
226 watchdog_trial_iter_max: 3,
227 alpha_min: 1e-12,
228 max_trials: 50,
229 in_watchdog: false,
230 watchdog_iterate: None,
231 watchdog_delta: None,
232 watchdog_trial_iter: 0,
233 watchdog_shortened_iter: 0,
234 last_mu: -1.0,
235 watchdog_theta: 0.0,
236 watchdog_phi: 0.0,
237 watchdog_d_phi: 0.0,
238 soft_resto_pderror_reduction_factor: 1.0 - 1e-4,
239 max_soft_resto_iters: 10,
240 in_soft_resto_phase: false,
241 soft_resto_counter: 0,
242 accept_every_trial_step: false,
243 alpha_for_y: AlphaForY::Primal,
244 }
245 }
246
247 /// Test-only accessor for the watchdog active flag.
248 #[cfg(test)]
249 pub(crate) fn in_watchdog(&self) -> bool {
250 self.in_watchdog
251 }
252
253 /// Test-only accessor for the shortened-iter counter.
254 #[cfg(test)]
255 pub(crate) fn watchdog_shortened_iter(&self) -> i32 {
256 self.watchdog_shortened_iter
257 }
258
259 pub fn acceptor(&self) -> &dyn BacktrackingLsAcceptor {
260 &*self.acceptor
261 }
262
263 pub fn acceptor_mut(&mut self) -> &mut dyn BacktrackingLsAcceptor {
264 &mut *self.acceptor
265 }
266
267 /// Reset the acceptor state at the start of a new outer iteration.
268 pub fn reset(&mut self) {
269 self.acceptor.reset();
270 }
271
272 /// Public line-search entry point. Wraps the regular filter line
273 /// search ([`Self::run_filter_line_search`]) with the soft
274 /// restoration phase — port of the `in_soft_resto_phase_` state
275 /// machine in `IpBacktrackingLineSearch::FindAcceptableTrialPoint`
276 /// (`IpBacktrackingLineSearch.cpp:439-465` for the in-phase
277 /// continuation, `:528-556` for entering the phase).
278 ///
279 /// Outcomes:
280 /// - `Accepted`: a trial point is in `data.trial` — either a
281 /// regular filter/watchdog step or a soft-resto step (info char
282 /// 's' = stay in soft resto, 'S' = step also satisfies the
283 /// original filter so soft resto is left).
284 /// - `TinyStep` / `Failed`: neither the regular line search nor a
285 /// soft-resto step could make progress; the caller hands off to
286 /// the full restoration phase.
287 #[allow(clippy::too_many_arguments)]
288 pub fn find_acceptable_trial_point(
289 &mut self,
290 data: &IpoptDataHandle,
291 cq: &IpoptCqHandle,
292 delta: &IteratesVector,
293 alpha_init: Number,
294 alpha_dual: Number,
295 nlp: Option<&Rc<RefCell<dyn IpoptNlp>>>,
296 search_dir: Option<&mut PdSearchDirCalc>,
297 ) -> Outcome {
298 // ---- `accept_every_trial_step` short-circuit. Mirrors the
299 // unglobalized path at the top of
300 // `IpBacktrackingLineSearch::FindAcceptableTrialPoint` (when
301 // `accept_every_trial_step_` is true): no soft-resto, no
302 // watchdog, no alpha loop, no filter update — just take the
303 // FTB-truncated step (`alpha_init`, `alpha_dual` already
304 // include the fraction-to-the-boundary rule) and accept it
305 // unconditionally. Used by the Mehrotra cascade.
306 if self.accept_every_trial_step {
307 let curr = match data.borrow().curr.clone() {
308 Some(c) => c,
309 None => return Outcome::Failed,
310 };
311 let alpha_y = self.alpha_for_y.alpha_y(alpha_init, alpha_dual);
312 let trial_iv = scaled_step(&curr, delta, alpha_init, alpha_y, alpha_dual);
313 let mut d = data.borrow_mut();
314 d.set_trial(trial_iv);
315 d.info_alpha_primal = alpha_init;
316 d.info_alpha_dual = alpha_dual;
317 d.info_alpha_primal_char = ' ';
318 d.info_ls_count = 1;
319 return Outcome::Accepted;
320 }
321
322 // ---- Soft-resto continuation. Already inside the phase: bump
323 // the counter, bail to full restoration once it exceeds
324 // `max_soft_resto_iters`, otherwise take another damped
325 // primal-dual step along the caller's `delta`
326 // (`IpBacktrackingLineSearch.cpp:439-465`).
327 if self.in_soft_resto_phase {
328 self.soft_resto_counter += 1;
329 if self.soft_resto_counter > self.max_soft_resto_iters {
330 self.in_soft_resto_phase = false;
331 self.soft_resto_counter = 0;
332 return self.fail_to_restoration(data);
333 }
334 // Per-outer-iteration acceptor hook (no-op for the filter
335 // acceptor; the penalty acceptor caches its reference here).
336 self.acceptor.init_this_line_search(data, cq, delta);
337 return match self.try_soft_resto_step(data, cq, delta) {
338 Some(satisfies_original) => {
339 if satisfies_original {
340 self.in_soft_resto_phase = false;
341 self.soft_resto_counter = 0;
342 data.borrow_mut().info_alpha_primal_char = 'S';
343 } else {
344 data.borrow_mut().info_alpha_primal_char = 's';
345 }
346 Outcome::Accepted
347 }
348 None => {
349 self.in_soft_resto_phase = false;
350 self.soft_resto_counter = 0;
351 self.fail_to_restoration(data)
352 }
353 };
354 }
355
356 // ---- Regular filter line search (watchdog + alpha loop).
357 let outcome =
358 self.run_filter_line_search(data, cq, delta, alpha_init, alpha_dual, nlp, search_dir);
359 if outcome == Outcome::Accepted {
360 return Outcome::Accepted;
361 }
362
363 // ---- Regular line search failed. Before the (expensive) full
364 // restoration sub-NLP, try to *enter* the soft restoration
365 // phase with one damped primal-dual step
366 // (`IpBacktrackingLineSearch.cpp:528-556`). `prepare_resto_phase_start`
367 // augments the outer filter with the entry envelope — mirrors
368 // upstream's `acceptor_->PrepareRestoPhaseStart()` at line 537.
369 let reference_theta = cq.borrow().curr_constraint_violation();
370 let reference_barr = cq.borrow().curr_barrier_obj();
371 self.acceptor
372 .prepare_resto_phase_start(reference_theta, reference_barr);
373 match self.try_soft_resto_step(data, cq, delta) {
374 Some(satisfies_original) => {
375 if satisfies_original {
376 data.borrow_mut().info_alpha_primal_char = 'S';
377 } else {
378 self.in_soft_resto_phase = true;
379 self.soft_resto_counter = 0;
380 data.borrow_mut().info_alpha_primal_char = 's';
381 }
382 Outcome::Accepted
383 }
384 // Soft resto could not help — fall through to full
385 // restoration with the original failure outcome. The
386 // caller's `invoke_restoration` re-runs
387 // `prepare_resto_phase_start`; the duplicate filter
388 // augmentation is idempotent (same envelope).
389 None => outcome,
390 }
391 }
392
393 /// Stamp the info fields for a hand-off to the full restoration
394 /// phase and return `Outcome::Failed`. Used when the soft
395 /// restoration phase exhausts its iteration budget or its step is
396 /// rejected mid-phase.
397 fn fail_to_restoration(&self, data: &IpoptDataHandle) -> Outcome {
398 let mut d = data.borrow_mut();
399 d.trial = None;
400 d.info_alpha_primal = 0.0;
401 d.info_alpha_dual = 0.0;
402 d.info_alpha_primal_char = 'R';
403 d.info_ls_count = 0;
404 Outcome::Failed
405 }
406
407 /// Attempt a single damped primal-dual step for the soft
408 /// restoration phase — port of
409 /// `BacktrackingLineSearch::TrySoftRestoStep`
410 /// (`IpBacktrackingLineSearch.cpp:1112-1217`). The step along
411 /// `delta` is damped only by the fraction-to-the-boundary rule,
412 /// with an identical step length for primal and dual variables.
413 ///
414 /// Returns:
415 /// - `Some(true)` — trial accepted *and* it satisfies the
416 /// original filter criterion ⇒ caller leaves soft resto ('S').
417 /// - `Some(false)` — trial accepted only on the primal-dual error
418 /// reduction test ⇒ caller stays in soft resto ('s').
419 /// - `None` — trial rejected (or soft resto disabled / a
420 /// non-finite evaluation) ⇒ caller falls through to the full
421 /// restoration phase.
422 ///
423 /// On a `Some(_)` return the accepted trial is left in `data.trial`
424 /// and the numeric `info_*` fields are stamped; the caller stamps
425 /// `info_alpha_primal_char`.
426 fn try_soft_resto_step(
427 &mut self,
428 data: &IpoptDataHandle,
429 cq: &IpoptCqHandle,
430 delta: &IteratesVector,
431 ) -> Option<bool> {
432 // Soft restoration is disabled when the reduction factor is
433 // zero (`IpBacktrackingLineSearch.cpp:1124`).
434 if self.soft_resto_pderror_reduction_factor == 0.0 {
435 return None;
436 }
437 let curr = data.borrow().curr.clone()?;
438 let tau = data.borrow().curr_tau;
439
440 // Identical step length for primal and dual variables, damped
441 // only by the fraction-to-the-boundary rule
442 // (`IpBacktrackingLineSearch.cpp:1135-1140`).
443 let alpha = {
444 let cq_ref = cq.borrow();
445 cq_ref
446 .aff_step_alpha_primal_max(delta, tau)
447 .min(cq_ref.aff_step_alpha_dual_max(delta, tau))
448 };
449
450 // Soft-resto uses the same scalar α for primal, equality
451 // multipliers, and bound multipliers (per upstream).
452 let trial_iv = scaled_step(&curr, delta, alpha, alpha, alpha);
453 data.borrow_mut().set_trial(trial_iv);
454
455 let theta_trial = cq.borrow().trial_constraint_violation();
456 let phi_trial = cq.borrow().trial_barrier_obj();
457 if !theta_trial.is_finite() || !phi_trial.is_finite() {
458 // Upstream retries up to three times on `Eval_Error`; the
459 // step length is fixed, so a non-finite eval here is
460 // deterministic — treat it as a rejection.
461 return None;
462 }
463
464 let theta = cq.borrow().curr_constraint_violation();
465 let phi = cq.borrow().curr_barrier_obj();
466 let d_phi = self.compute_d_phi(cq, delta);
467
468 // First test: is the trial acceptable to the *original*
469 // backtracking globalization? Upstream
470 // `acceptor_->CheckAcceptabilityOfTrialPoint(0.)`.
471 if self
472 .acceptor
473 .check_trial_point(0.0, theta, phi, d_phi, theta_trial, phi_trial)
474 == AcceptDecision::Accept
475 {
476 let mut d = data.borrow_mut();
477 d.info_alpha_primal = alpha;
478 d.info_alpha_dual = alpha;
479 d.info_ls_count = 1;
480 return Some(true);
481 }
482
483 // Second test: sufficient reduction in the primal-dual KKT
484 // system error (`IpBacktrackingLineSearch.cpp:1184-1211`).
485 let mu = data.borrow().curr_mu;
486 let curr_pderror = cq.borrow().curr_primal_dual_system_error(mu);
487 let trial_pderror = cq.borrow().trial_primal_dual_system_error(mu);
488 if !trial_pderror.is_finite() {
489 return None;
490 }
491 if trial_pderror <= self.soft_resto_pderror_reduction_factor * curr_pderror {
492 let mut d = data.borrow_mut();
493 d.info_alpha_primal = alpha;
494 d.info_alpha_dual = alpha;
495 d.info_ls_count = 1;
496 return Some(false);
497 }
498 None
499 }
500
501 /// Drive the watchdog state machine + alpha-reduction loop.
502 /// Port of `IpBacktrackingLineSearch::FindAcceptableTrialPoint`
503 /// (`IpBacktrackingLineSearch.cpp:252-677`) restricted to the
504 /// regular (non-soft-resto) filter-acceptor, exact-Hessian path.
505 /// The soft restoration phase is layered on top by
506 /// [`Self::find_acceptable_trial_point`].
507 ///
508 /// Outcomes:
509 /// - `Accepted`: a trial point is in `data.trial`, info fields are
510 /// stamped. The watchdog state has been advanced (success → "W",
511 /// `accept-anyway` → 'w').
512 /// - `TinyStep`: α dropped below the dynamic alpha-min before any
513 /// trial was accepted. Caller hands off to restoration.
514 /// - `Failed`: alpha-loop exhausted AND watchdog could not rescue.
515 /// Caller hands off to restoration.
516 #[allow(clippy::too_many_arguments)]
517 fn run_filter_line_search(
518 &mut self,
519 data: &IpoptDataHandle,
520 cq: &IpoptCqHandle,
521 delta: &IteratesVector,
522 alpha_init: Number,
523 alpha_dual: Number,
524 nlp: Option<&Rc<RefCell<dyn IpoptNlp>>>,
525 search_dir: Option<&mut PdSearchDirCalc>,
526 ) -> Outcome {
527 // ---- Watchdog: detect mu change → reset state.
528 // Mirrors `IpBacktrackingLineSearch.cpp:259-270`.
529 let curr_mu = data.borrow().curr_mu;
530 if self.last_mu < 0.0 || self.last_mu != curr_mu {
531 self.in_watchdog = false;
532 self.watchdog_iterate = None;
533 self.watchdog_delta = None;
534 self.watchdog_shortened_iter = 0;
535 self.last_mu = curr_mu;
536 }
537
538 // ---- Watchdog: maybe wake up.
539 // Mirrors `IpBacktrackingLineSearch.cpp:376-380`.
540 if !self.in_watchdog
541 && self.watchdog_shortened_iter_trigger > 0
542 && self.watchdog_shortened_iter >= self.watchdog_shortened_iter_trigger
543 {
544 self.start_watchdog(data, cq, delta);
545 }
546
547 // Per-outer-iteration acceptor hook.
548 self.acceptor.init_this_line_search(data, cq, delta);
549
550 // Decide reference (theta, phi, d_phi). Mirrors upstream's
551 // `FilterLSAcceptor::InitThisLineSearch(in_watchdog)` choice
552 // between `curr_*` and the saved `watchdog_*` snapshot.
553 let (theta, phi, d_phi) = if self.in_watchdog {
554 (self.watchdog_theta, self.watchdog_phi, self.watchdog_d_phi)
555 } else {
556 let theta = cq.borrow().curr_constraint_violation();
557 let phi = cq.borrow().curr_barrier_obj();
558 let d_phi = self.compute_d_phi(cq, delta);
559 (theta, phi, d_phi)
560 };
561
562 // Run the alpha-loop on the caller's `delta`.
563 let result = self.run_alpha_loop(
564 data, cq, delta, alpha_init, alpha_dual, nlp, search_dir, theta, phi, d_phi,
565 /*skip_first*/ false,
566 );
567
568 match result {
569 AlphaResult::Accepted { n_steps } => {
570 // Update the shortened-iter counter
571 // (`IpBacktrackingLineSearch.cpp:644-655`).
572 if n_steps == 0 {
573 self.watchdog_shortened_iter = 0;
574 } else {
575 self.watchdog_shortened_iter += 1;
576 }
577 if self.in_watchdog {
578 // Watchdog success — clear state, info char already
579 // stamped by the alpha loop's
580 // `update_for_next_iteration` call. Upstream also
581 // appends "W" to the info string here; pounce
582 // doesn't track an info string yet.
583 self.in_watchdog = false;
584 self.watchdog_iterate = None;
585 self.watchdog_delta = None;
586 self.watchdog_shortened_iter = 0;
587 }
588 Outcome::Accepted
589 }
590 AlphaResult::TinyStep {
591 n_steps,
592 last_alpha,
593 } => {
594 let mut d = data.borrow_mut();
595 d.trial = None;
596 d.info_alpha_primal = last_alpha;
597 d.info_alpha_dual = 0.0;
598 d.info_alpha_primal_char = 'R';
599 d.info_ls_count = n_steps + 1;
600 Outcome::TinyStep
601 }
602 AlphaResult::Failed {
603 n_steps,
604 last_alpha,
605 evaluation_error,
606 } => {
607 if self.in_watchdog {
608 self.handle_watchdog_failure(
609 data,
610 cq,
611 alpha_dual,
612 nlp,
613 n_steps,
614 last_alpha,
615 evaluation_error,
616 )
617 } else {
618 // Genuine failure → restoration.
619 let mut d = data.borrow_mut();
620 d.trial = None;
621 d.info_alpha_primal = last_alpha;
622 d.info_alpha_dual = 0.0;
623 d.info_alpha_primal_char = 'R';
624 d.info_ls_count = n_steps + 1;
625 Outcome::Failed
626 }
627 }
628 }
629 }
630
631 /// Snapshot the current `(curr, delta, theta, phi, d_phi)` and
632 /// activate the watchdog. Mirrors upstream
633 /// `IpBacktrackingLineSearch::StartWatchDog`
634 /// (`IpBacktrackingLineSearch.cpp:855-869`) plus
635 /// `IpFilterLSAcceptor::StartWatchDog`
636 /// (`IpFilterLSAcceptor.cpp:506-513`) — pounce stores the
637 /// frozen reference values directly on the driver because the
638 /// acceptor is stateless w.r.t. reference values (the driver
639 /// passes them per call).
640 fn start_watchdog(
641 &mut self,
642 data: &IpoptDataHandle,
643 cq: &IpoptCqHandle,
644 delta: &IteratesVector,
645 ) {
646 let curr = data.borrow().curr.clone();
647 let Some(curr) = curr else {
648 return;
649 };
650 self.in_watchdog = true;
651 self.watchdog_iterate = Some(curr);
652 self.watchdog_delta = Some(delta.clone());
653 self.watchdog_trial_iter = 0;
654 self.watchdog_theta = cq.borrow().curr_constraint_violation();
655 self.watchdog_phi = cq.borrow().curr_barrier_obj();
656 self.watchdog_d_phi = self.compute_d_phi(cq, delta);
657 }
658
659 /// Handle alpha-loop failure while in watchdog mode. Bumps
660 /// `watchdog_trial_iter`; if the cap is exceeded, reverts to the
661 /// snapshot (StopWatchDog) and re-runs the alpha-loop on the
662 /// saved `delta` with `skip_first=true`. Otherwise accepts the
663 /// current trial as 'w' and returns. Mirrors
664 /// `IpBacktrackingLineSearch.cpp:480-503` together with
665 /// `IpBacktrackingLineSearch.cpp:871-908`'s `StopWatchDog`.
666 fn handle_watchdog_failure(
667 &mut self,
668 data: &IpoptDataHandle,
669 cq: &IpoptCqHandle,
670 alpha_dual: Number,
671 nlp: Option<&Rc<RefCell<dyn IpoptNlp>>>,
672 n_steps: i32,
673 last_alpha: Number,
674 evaluation_error: bool,
675 ) -> Outcome {
676 self.watchdog_trial_iter += 1;
677 // Mirror upstream `IpBacktrackingLineSearch.cpp:493`:
678 // `if (evaluation_error || watchdog_trial_iter > max)` →
679 // StopWatchDog. A non-finite trial must NOT be promoted via
680 // the 'w' accept-anyway path; doing so propagates NaN/Inf
681 // into the next outer iter and the iterate is unrecoverable
682 // (observed on PFIT3, PFIT4).
683 if evaluation_error || self.watchdog_trial_iter > self.watchdog_trial_iter_max {
684 // StopWatchDog: revert curr to the snapshot, re-run on
685 // saved delta with `skip_first=true` (alpha starts at
686 // `alpha_init * alpha_red_factor`).
687 let snapshot_iter = self.watchdog_iterate.take();
688 let snapshot_delta = self.watchdog_delta.take();
689 self.in_watchdog = false;
690 self.watchdog_shortened_iter = 0;
691 let (Some(snap), Some(snap_delta)) = (snapshot_iter, snapshot_delta) else {
692 // Defensive — this should not happen if start_watchdog
693 // ran successfully. Fall through to genuine failure.
694 let mut d = data.borrow_mut();
695 d.trial = None;
696 d.info_alpha_primal = last_alpha;
697 d.info_alpha_dual = 0.0;
698 d.info_alpha_primal_char = 'R';
699 d.info_ls_count = n_steps + 1;
700 return Outcome::Failed;
701 };
702 {
703 let mut d = data.borrow_mut();
704 d.set_curr(snap);
705 }
706 let theta = cq.borrow().curr_constraint_violation();
707 let phi = cq.borrow().curr_barrier_obj();
708 let d_phi = self.compute_d_phi(cq, &snap_delta);
709 // Recompute the fraction-to-the-boundary caps from the
710 // *reverted* snapshot direction at the *reverted* iterate
711 // (`curr` was just set to `snap`). This mirrors upstream
712 // `IpBacktrackingLineSearch::FindAcceptableTrialPoint`, which
713 // recomputes `alpha_primal_max` / `alpha_dual_max` from
714 // `actual_delta_` after `StopWatchDog` has reverted it to the
715 // snapshot — the whole FindAcceptableTrialPoint body re-runs
716 // on the recovered direction, caps included.
717 //
718 // The failed direction's caps (the `alpha_init` / `alpha_dual`
719 // this method was handed, sized for the pre-revert iterate and
720 // the now-abandoned search direction) are NOT reused: applying
721 // them to `snap_delta` is wrong in both directions. If the
722 // failed cap is looser than the snapshot's FTB limit, the first
723 // retry trial overshoots the boundary — a negative slack /
724 // bound-multiplier, i.e. a non-finite barrier objective — and
725 // the loop wastes trials backtracking out of infeasibility; if
726 // tighter, it needlessly shortens a feasible step. Clamp by the
727 // full step `1.0` (the default `alpha_max`), matching the main
728 // path's `alpha_init.min(alpha_primal_max)` at
729 // `ipopt_alg.rs:1045`.
730 let tau = data.borrow().curr_tau;
731 let (alpha_primal_retry, alpha_dual_retry) = {
732 let cq_ref = cq.borrow();
733 (
734 1.0_f64.min(cq_ref.aff_step_alpha_primal_max(&snap_delta, tau)),
735 1.0_f64.min(cq_ref.aff_step_alpha_dual_max(&snap_delta, tau)),
736 )
737 };
738 // SOC is disabled on the StopWatchDog retry. The original
739 // `search_dir` was consumed by the first alpha-loop call
740 // and we want a plain backtracking pass over the saved
741 // delta; mirrors upstream's behavior of not running the
742 // soc_method on the recovered search (hence `search_dir =
743 // None` and `skip_first = true`, which starts the retry from
744 // `alpha_*_retry * alpha_red_factor`).
745 let result2 = self.run_alpha_loop(
746 data,
747 cq,
748 &snap_delta,
749 alpha_primal_retry,
750 alpha_dual_retry,
751 nlp,
752 None,
753 theta,
754 phi,
755 d_phi,
756 /*skip_first*/ true,
757 );
758 match result2 {
759 AlphaResult::Accepted { n_steps: ns2 } => {
760 if ns2 == 0 {
761 self.watchdog_shortened_iter = 0;
762 } else {
763 self.watchdog_shortened_iter += 1;
764 }
765 Outcome::Accepted
766 }
767 AlphaResult::TinyStep {
768 n_steps: ns2,
769 last_alpha: la2,
770 } => {
771 let mut d = data.borrow_mut();
772 d.trial = None;
773 d.info_alpha_primal = la2;
774 d.info_alpha_dual = 0.0;
775 d.info_alpha_primal_char = 'R';
776 d.info_ls_count = ns2 + 1;
777 Outcome::TinyStep
778 }
779 AlphaResult::Failed {
780 n_steps: ns2,
781 last_alpha: la2,
782 evaluation_error: _,
783 } => {
784 let mut d = data.borrow_mut();
785 d.trial = None;
786 d.info_alpha_primal = la2;
787 d.info_alpha_dual = 0.0;
788 d.info_alpha_primal_char = 'R';
789 d.info_ls_count = ns2 + 1;
790 Outcome::Failed
791 }
792 }
793 } else {
794 // Accept the last attempted trial despite filter rejection
795 // — `accept-anyway` watchdog branch
796 // (`IpBacktrackingLineSearch.cpp:498-503`). The trial
797 // iterate from the final α attempt is already in
798 // `data.trial`. Crucially, we do NOT call
799 // `update_for_next_iteration`, so the filter is NOT
800 // augmented (matching upstream's char='w' branch at
801 // line 833-836 which skips `UpdateForNextIteration`).
802 let mut d = data.borrow_mut();
803 d.info_alpha_primal = last_alpha;
804 d.info_alpha_dual = alpha_dual;
805 d.info_alpha_primal_char = 'w';
806 d.info_ls_count = n_steps + 1;
807 Outcome::Accepted
808 }
809 }
810
811 /// Inner alpha-reduction loop. Tries
812 /// `alpha = alpha_init * alpha_red_factor^k` (or
813 /// `alpha_red_factor^(k+1)` when `skip_first=true`) and consults
814 /// the acceptor against the supplied reference `(theta, phi, d_phi)`.
815 /// On accept stamps the info fields and calls
816 /// `update_for_next_iteration`. On reject leaves the LAST trial in
817 /// `data.trial` so the watchdog `accept-anyway` path can promote
818 /// it.
819 #[allow(clippy::too_many_arguments)]
820 fn run_alpha_loop(
821 &mut self,
822 data: &IpoptDataHandle,
823 cq: &IpoptCqHandle,
824 delta: &IteratesVector,
825 alpha_init: Number,
826 alpha_dual: Number,
827 nlp: Option<&Rc<RefCell<dyn IpoptNlp>>>,
828 search_dir: Option<&mut PdSearchDirCalc>,
829 theta: Number,
830 phi: Number,
831 d_phi: Number,
832 skip_first: bool,
833 ) -> AlphaResult {
834 let curr = match data.borrow().curr.clone() {
835 Some(c) => c,
836 None => {
837 return AlphaResult::Failed {
838 n_steps: 0,
839 last_alpha: 0.0,
840 evaluation_error: false,
841 }
842 }
843 };
844
845 let mut evaluation_error = false;
846
847 let mut soc_search_dir = search_dir;
848 let (mut c_soc_buf, mut dms_soc_buf) =
849 if soc_search_dir.is_some() && nlp.is_some() && self.max_soc > 0 && !skip_first {
850 let cq_ref = cq.borrow();
851 let curr_c = cq_ref.curr_c();
852 let curr_dms = cq_ref.curr_d_minus_s();
853 let mut c_soc = curr_c.make_new();
854 c_soc.copy(&*curr_c);
855 let mut dms_soc = curr_dms.make_new();
856 dms_soc.copy(&*curr_dms);
857 (Some(c_soc), Some(dms_soc))
858 } else {
859 (None, None)
860 };
861
862 let mut alpha = if skip_first {
863 alpha_init * self.alpha_red_factor
864 } else {
865 alpha_init
866 };
867 let mut last_alpha = alpha;
868 let mut n_steps: i32 = 0;
869 // Smallest step allowed before the loop bails. Upstream
870 // `DoBacktrackingLineSearch` sets `alpha_min = alpha_primal_max`
871 // (the FTB max step) while in the watchdog window, *bypassing*
872 // the acceptor's `CalculateAlphaMin`
873 // (`IpBacktrackingLineSearch.cpp:700-704`). Together with the
874 // `|| n_steps == 0` loop guard (cpp:740) this guarantees the
875 // single full-step watchdog trial always runs, is rejected, and
876 // is then routed through the watchdog handler (accept-anyway 'w'
877 // or `StopWatchDog` revert). If pounce instead applied the
878 // acceptor floor here, a tiny FTB step under watchdog (e.g.
879 // scon1dls iter 50, alpha ~6e-13 << acceptor min) would trip the
880 // `alpha < alpha_min_eff` early-out below with zero trials and
881 // return `TinyStep`, which `run_filter_line_search` hands back
882 // directly — bypassing `handle_watchdog_failure`. The watchdog
883 // would never revert, `curr` would stay at the diverged iterate,
884 // and the solve would die with `ErrorInStepComputation` while
885 // upstream IPOPT converges.
886 let alpha_min_eff = if self.in_watchdog {
887 alpha_init
888 } else {
889 let acceptor_alpha_min = self.acceptor.calc_alpha_min(d_phi, theta);
890 self.alpha_min.max(acceptor_alpha_min)
891 };
892
893 for trial in 0..self.max_trials {
894 if alpha < alpha_min_eff {
895 return AlphaResult::TinyStep {
896 n_steps,
897 last_alpha,
898 };
899 }
900 last_alpha = alpha;
901 n_steps = trial;
902
903 let alpha_y = self.alpha_for_y.alpha_y(alpha, alpha_dual);
904 let trial_iv = scaled_step(&curr, delta, alpha, alpha_y, alpha_dual);
905 data.borrow_mut().set_trial(trial_iv);
906
907 let theta_trial = cq.borrow().trial_constraint_violation();
908 let phi_trial = cq.borrow().trial_barrier_obj();
909 if !theta_trial.is_finite() || !phi_trial.is_finite() {
910 // Mirror upstream `IpBacktrackingLineSearch.cpp:776-784`:
911 // a non-finite eval is treated as `Eval_Error`, sets the
912 // `evaluation_error` flag, and the alpha-loop continues
913 // to backtrack. Under watchdog, upstream breaks out
914 // immediately (line 791-794) so the watchdog handler
915 // can force StopWatchDog via line 493.
916 evaluation_error = true;
917 if self.in_watchdog {
918 return AlphaResult::Failed {
919 n_steps: trial,
920 last_alpha: alpha,
921 evaluation_error: true,
922 };
923 }
924 alpha *= self.alpha_red_factor;
925 continue;
926 }
927
928 let decision =
929 self.acceptor
930 .check_trial_point(alpha, theta, phi, d_phi, theta_trial, phi_trial);
931 if decision == AcceptDecision::Accept {
932 let mode = self
933 .acceptor
934 .update_for_next_iteration(alpha, theta, phi, d_phi, phi_trial);
935 if std::env::var_os("POUNCE_DBG_LS").is_some() {
936 let d = data.borrow();
937 tracing::debug!(target: "pounce::linesearch",
938 "[PN_LS] iter={} mu={:.3e} alpha={:.3e} alpha_d={:.3e} mode={} theta={:.6e} theta_trial={:.6e} phi={:.6e} phi_trial={:.6e} n_steps={}",
939 d.iter_count, d.curr_mu, alpha, alpha_dual, mode, theta, theta_trial, phi, phi_trial, trial
940 );
941 }
942 let mut d = data.borrow_mut();
943 d.info_alpha_primal = alpha;
944 d.info_alpha_dual = alpha_dual;
945 d.info_ls_count = trial + 1;
946 d.info_alpha_primal_char = mode;
947 return AlphaResult::Accepted { n_steps: trial };
948 }
949
950 // Watchdog: under upstream `IpBacktrackingLineSearch.cpp:791-794`,
951 // a failed trial inside the watchdog window breaks out of the
952 // alpha-loop immediately — alpha is NOT reduced. The trial just
953 // attempted (at the full `alpha_init`) is left in `data.trial`
954 // so `handle_watchdog_failure` can promote it via the 'w'
955 // accept-anyway branch. Without this break, pounce kept
956 // reducing alpha under watchdog and accepted the same tiny
957 // step that triggered watchdog activation in the first place,
958 // leaving the iterate stalled (observed on HATFLDFLNE: iter 11
959 // accepted α=1.22e-4 'h' instead of α=1.00 'w').
960 if self.in_watchdog {
961 return AlphaResult::Failed {
962 n_steps: trial,
963 last_alpha: alpha,
964 evaluation_error,
965 };
966 }
967
968 // SOC: only on the first non-skipped trial when constraint
969 // violation grew. Disabled when `skip_first=true` (no SOC
970 // buffers were allocated). Also disabled under watchdog (the
971 // `in_watchdog` break above pre-empts SOC, matching upstream
972 // which gates SOC after the in_watchdog break).
973 if trial == 0
974 && !skip_first
975 && self.max_soc > 0
976 && theta <= theta_trial
977 && c_soc_buf.is_some()
978 && dms_soc_buf.is_some()
979 {
980 let alpha_test = alpha;
981 let mut count_soc: i32 = 0;
982 let mut theta_soc_old: Number = 0.0;
983 let mut theta_trial_local = theta_trial;
984 let mut alpha_primal_soc = alpha;
985 let mut soc_accepted = false;
986 while count_soc < self.max_soc
987 && !soc_accepted
988 && (count_soc == 0 || theta_trial_local <= self.kappa_soc * theta_soc_old)
989 {
990 theta_soc_old = theta_trial_local;
991 {
992 let cq_ref = cq.borrow();
993 let trial_c = cq_ref.trial_c();
994 let trial_dms = cq_ref.trial_d_minus_s();
995 if let Some(c_soc) = c_soc_buf.as_mut() {
996 c_soc.scal(alpha_primal_soc);
997 c_soc.axpy(1.0, &*trial_c);
998 }
999 if let Some(dms_soc) = dms_soc_buf.as_mut() {
1000 dms_soc.scal(alpha_primal_soc);
1001 dms_soc.axpy(1.0, &*trial_dms);
1002 }
1003 }
1004 let delta_soc_opt = {
1005 let sd = soc_search_dir
1006 .as_deref_mut()
1007 .expect("SOC: search_dir is gated above");
1008 let nlp_ref = nlp.expect("SOC: nlp is gated above");
1009 let c_soc = c_soc_buf.as_deref().expect("SOC: c_soc_buf is gated above");
1010 let dms_soc = dms_soc_buf
1011 .as_deref()
1012 .expect("SOC: dms_soc_buf is gated above");
1013 sd.compute_soc_step(
1014 data,
1015 cq,
1016 nlp_ref,
1017 c_soc,
1018 dms_soc,
1019 alpha_primal_soc,
1020 self.soc_method,
1021 )
1022 };
1023 let Some(delta_soc) = delta_soc_opt else {
1024 break;
1025 };
1026 let tau = data.borrow().curr_tau;
1027 alpha_primal_soc = cq.borrow().aff_step_alpha_primal_max(&delta_soc, tau);
1028 // Upstream `IpFilterLSAcceptor.cpp` sets `actual_delta =
1029 // delta_soc` on an accepted SOC step: the *entire* step,
1030 // primal and dual, is replaced. The dual update therefore
1031 // uses the SOC step's own multiplier components — not the
1032 // original `delta` — and the dual fraction-to-boundary is
1033 // recomputed from `delta_soc`
1034 // (`IpBacktrackingLineSearch.cpp:639`). Applying `delta`'s
1035 // duals here left the accepted iterate with a primal from
1036 // `delta_soc` but duals from `delta`, diverging `inf_du`
1037 // from Ipopt on any `H`-flagged iteration (e.g. CRESC4).
1038 let alpha_dual_soc = cq.borrow().aff_step_alpha_dual_max(&delta_soc, tau);
1039 let mut trial_iv = curr.deep_copy();
1040 trial_iv.x.axpy(alpha_primal_soc, &*delta_soc.x);
1041 trial_iv.s.axpy(alpha_primal_soc, &*delta_soc.s);
1042 trial_iv.y_c.axpy(alpha_primal_soc, &*delta_soc.y_c);
1043 trial_iv.y_d.axpy(alpha_primal_soc, &*delta_soc.y_d);
1044 trial_iv.z_l.axpy(alpha_dual_soc, &*delta_soc.z_l);
1045 trial_iv.z_u.axpy(alpha_dual_soc, &*delta_soc.z_u);
1046 trial_iv.v_l.axpy(alpha_dual_soc, &*delta_soc.v_l);
1047 trial_iv.v_u.axpy(alpha_dual_soc, &*delta_soc.v_u);
1048 let trial_iv = trial_iv.freeze();
1049 data.borrow_mut().set_trial(trial_iv);
1050 let theta_soc = cq.borrow().trial_constraint_violation();
1051 let phi_soc = cq.borrow().trial_barrier_obj();
1052 if !theta_soc.is_finite() || !phi_soc.is_finite() {
1053 break;
1054 }
1055 let dec = self
1056 .acceptor
1057 .check_trial_point(alpha_test, theta, phi, d_phi, theta_soc, phi_soc);
1058 if dec == AcceptDecision::Accept {
1059 let mode = self
1060 .acceptor
1061 .update_for_next_iteration(alpha_test, theta, phi, d_phi, phi_soc);
1062 let mut d = data.borrow_mut();
1063 d.info_alpha_primal = alpha_primal_soc;
1064 d.info_alpha_dual = alpha_dual_soc;
1065 d.info_ls_count = trial + 1;
1066 d.info_alpha_primal_char = mode.to_ascii_uppercase();
1067 return AlphaResult::Accepted { n_steps: trial };
1068 }
1069 count_soc += 1;
1070 theta_trial_local = theta_soc;
1071 soc_accepted = false;
1072 }
1073 }
1074
1075 alpha *= self.alpha_red_factor;
1076 }
1077
1078 AlphaResult::Failed {
1079 n_steps,
1080 last_alpha,
1081 evaluation_error,
1082 }
1083 }
1084
1085 /// Directional derivative of the barrier objective along the step
1086 /// `delta`: `d_phi = ∇_x φ · dx + ∇_s φ · ds`.
1087 fn compute_d_phi(&self, cq: &IpoptCqHandle, delta: &IteratesVector) -> Number {
1088 let cq_ref = cq.borrow();
1089 let g_x = cq_ref.curr_grad_barrier_obj_x();
1090 let g_s = cq_ref.curr_grad_barrier_obj_s();
1091 g_x.dot(&*delta.x) + g_s.dot(&*delta.s)
1092 }
1093}
1094
1095/// `out = curr + alpha * delta` for all eight components, returned as a
1096/// fresh `IteratesVector` with `Rc<dyn Vector>` slots. Mirrors
1097/// `IpoptData::SetTrialBoundMultipliersFromStep` + the primal step
1098/// path in upstream — both share the same scalar α here because
1099/// fraction-to-the-boundary truncation has already been folded into
1100/// `alpha_init` upstream.
1101fn scaled_step(
1102 curr: &IteratesVector,
1103 delta: &IteratesVector,
1104 alpha_primal: Number,
1105 alpha_y: Number,
1106 alpha_dual: Number,
1107) -> IteratesVector {
1108 let mut out = curr.make_new_zeroed();
1109 out.add_one_vector(1.0, curr, 0.0); // out = curr
1110 out.x.axpy(alpha_primal, &*delta.x);
1111 out.s.axpy(alpha_primal, &*delta.s);
1112 out.y_c.axpy(alpha_y, &*delta.y_c);
1113 out.y_d.axpy(alpha_y, &*delta.y_d);
1114 out.z_l.axpy(alpha_dual, &*delta.z_l);
1115 out.z_u.axpy(alpha_dual, &*delta.z_u);
1116 out.v_l.axpy(alpha_dual, &*delta.v_l);
1117 out.v_u.axpy(alpha_dual, &*delta.v_u);
1118 out.freeze()
1119}
1120
1121#[cfg(test)]
1122mod tests {
1123 use super::*;
1124 use crate::ipopt_cq::IpoptCalculatedQuantities;
1125 use crate::ipopt_data::IpoptData;
1126 use crate::ipopt_nlp::Nlp;
1127 use crate::iterates_vector::IteratesVector;
1128 use crate::line_search::filter_acceptor::FilterLsAcceptor;
1129 use pounce_common::types::Index;
1130 use pounce_linalg::dense_vector::{DenseVector, DenseVectorSpace};
1131 use pounce_linalg::expansion_matrix::{ExpansionMatrix, ExpansionMatrixSpace};
1132 use pounce_linalg::{Matrix, SymMatrix, Vector};
1133 use std::rc::Rc;
1134
1135 fn dense(n: i32, vals: &[Number]) -> Rc<dyn Vector> {
1136 let mut v = DenseVectorSpace::new(n).make_new_dense();
1137 v.set(0.0);
1138 if !vals.is_empty() {
1139 v.values_mut().copy_from_slice(vals);
1140 }
1141 Rc::new(v)
1142 }
1143
1144 fn dvec(vals: &[Number]) -> DenseVector {
1145 let mut v = DenseVectorSpace::new(vals.len() as Index).make_new_dense();
1146 v.set(0.0);
1147 if !vals.is_empty() {
1148 v.values_mut().copy_from_slice(vals);
1149 }
1150 v
1151 }
1152
1153 /// Minimal NLP for the F4 watchdog test: one variable `x[0] >= 0`,
1154 /// no constraints. `f(x) = x[0]^2`. The only finite bound is the
1155 /// lower bound on `x[0]`, so the primal fraction-to-the-boundary cap
1156 /// is governed entirely by the `x[0]` slack.
1157 struct F4MockNlp {
1158 x_l: DenseVector,
1159 x_u: DenseVector,
1160 d_l: DenseVector,
1161 d_u: DenseVector,
1162 px_l: Rc<dyn Matrix>,
1163 px_u: Rc<dyn Matrix>,
1164 pd_l: Rc<dyn Matrix>,
1165 pd_u: Rc<dyn Matrix>,
1166 }
1167
1168 impl F4MockNlp {
1169 fn new() -> Self {
1170 Self {
1171 x_l: dvec(&[0.0]),
1172 x_u: dvec(&[]),
1173 d_l: dvec(&[]),
1174 d_u: dvec(&[]),
1175 // P_L lifts the single lower-bounded var (col 0) into x[0].
1176 px_l: Rc::new(ExpansionMatrix::new(ExpansionMatrixSpace::new(
1177 1,
1178 1,
1179 &[0],
1180 0,
1181 ))),
1182 px_u: Rc::new(ExpansionMatrix::new(ExpansionMatrixSpace::new(
1183 1,
1184 0,
1185 &[],
1186 0,
1187 ))),
1188 pd_l: Rc::new(ExpansionMatrix::new(ExpansionMatrixSpace::new(
1189 0,
1190 0,
1191 &[],
1192 0,
1193 ))),
1194 pd_u: Rc::new(ExpansionMatrix::new(ExpansionMatrixSpace::new(
1195 0,
1196 0,
1197 &[],
1198 0,
1199 ))),
1200 }
1201 }
1202 }
1203
1204 impl Nlp for F4MockNlp {
1205 fn n(&self) -> Index {
1206 1
1207 }
1208 fn m_eq(&self) -> Index {
1209 0
1210 }
1211 fn m_ineq(&self) -> Index {
1212 0
1213 }
1214 fn eval_f(&mut self, x: &dyn Vector) -> Number {
1215 let xx = x.as_any().downcast_ref::<DenseVector>().unwrap();
1216 xx.values()[0] * xx.values()[0]
1217 }
1218 fn eval_grad_f(&mut self, x: &dyn Vector, g: &mut dyn Vector) {
1219 let xx = x.as_any().downcast_ref::<DenseVector>().unwrap();
1220 let gg = g.as_any_mut().downcast_mut::<DenseVector>().unwrap();
1221 gg.values_mut()[0] = 2.0 * xx.values()[0];
1222 }
1223 fn eval_c(&mut self, _x: &dyn Vector, _c: &mut dyn Vector) {}
1224 fn eval_d(&mut self, _x: &dyn Vector, _d: &mut dyn Vector) {}
1225 fn eval_jac_c(&mut self, _x: &dyn Vector) -> Rc<dyn Matrix> {
1226 unimplemented!("no equality constraints in the F4 watchdog fixture")
1227 }
1228 fn eval_jac_d(&mut self, _x: &dyn Vector) -> Rc<dyn Matrix> {
1229 unimplemented!("no inequality constraints in the F4 watchdog fixture")
1230 }
1231 fn eval_h(
1232 &mut self,
1233 _x: &dyn Vector,
1234 _obj_factor: Number,
1235 _y_c: &dyn Vector,
1236 _y_d: &dyn Vector,
1237 ) -> Rc<dyn SymMatrix> {
1238 unimplemented!("Hessian not exercised by the line search")
1239 }
1240 }
1241
1242 impl IpoptNlp for F4MockNlp {
1243 fn x_l(&self) -> &dyn Vector {
1244 &self.x_l
1245 }
1246 fn x_u(&self) -> &dyn Vector {
1247 &self.x_u
1248 }
1249 fn d_l(&self) -> &dyn Vector {
1250 &self.d_l
1251 }
1252 fn d_u(&self) -> &dyn Vector {
1253 &self.d_u
1254 }
1255 fn px_l(&self) -> Rc<dyn Matrix> {
1256 self.px_l.clone()
1257 }
1258 fn px_u(&self) -> Rc<dyn Matrix> {
1259 self.px_u.clone()
1260 }
1261 fn pd_l(&self) -> Rc<dyn Matrix> {
1262 self.pd_l.clone()
1263 }
1264 fn pd_u(&self) -> Rc<dyn Matrix> {
1265 self.pd_u.clone()
1266 }
1267 }
1268
1269 /// Acceptor that accepts the first trial unconditionally and records
1270 /// the primal step it was offered — lets the test read back the
1271 /// alpha the StopWatchDog retry started from.
1272 struct RecordingAcceptor {
1273 first_alpha: Rc<RefCell<Option<Number>>>,
1274 }
1275
1276 impl BacktrackingLsAcceptor for RecordingAcceptor {
1277 fn reset(&mut self) {}
1278 fn check_trial_point(
1279 &mut self,
1280 alpha_primal: Number,
1281 _theta: Number,
1282 _phi: Number,
1283 _d_phi: Number,
1284 _theta_trial: Number,
1285 _phi_trial: Number,
1286 ) -> AcceptDecision {
1287 let mut slot = self.first_alpha.borrow_mut();
1288 if slot.is_none() {
1289 *slot = Some(alpha_primal);
1290 }
1291 AcceptDecision::Accept
1292 }
1293 }
1294
1295 fn empty() -> Rc<dyn Vector> {
1296 dense(0, &[])
1297 }
1298
1299 /// F4 (L7 reopen): on the StopWatchDog revert, the alpha-loop retry
1300 /// must restart from the fraction-to-the-boundary cap of the
1301 /// *snapshot* direction at the *reverted* iterate — NOT the failed
1302 /// direction's cap. Pre-fix `handle_watchdog_failure` reused
1303 /// `alpha_init` (the failed direction's cap); this test pins the
1304 /// retry's first trial alpha to the recomputed snapshot cap.
1305 #[test]
1306 fn stop_watchdog_retry_recomputes_ftb_cap_from_snapshot_direction() {
1307 let nlp: Rc<RefCell<dyn IpoptNlp>> = Rc::new(RefCell::new(F4MockNlp::new()));
1308 let data: IpoptDataHandle = Rc::new(RefCell::new(IpoptData::new()));
1309
1310 // Snapshot iterate: x = 2 (so the x[0] slack is 2), z_L = 0.5.
1311 let snap = IteratesVector::new(
1312 dense(1, &[2.0]),
1313 empty(),
1314 empty(),
1315 empty(),
1316 dense(1, &[0.5]),
1317 empty(),
1318 empty(),
1319 empty(),
1320 );
1321 {
1322 let mut d = data.borrow_mut();
1323 d.curr_mu = 0.1;
1324 d.curr_tau = 1.0;
1325 d.set_curr(snap.clone());
1326 }
1327 let cq: IpoptCqHandle = Rc::new(RefCell::new(IpoptCalculatedQuantities::new(
1328 data.clone(),
1329 nlp,
1330 )));
1331
1332 // Snapshot search direction: Δx = -4. At x = 2 with τ = 1 the
1333 // fraction-to-the-boundary cap is τ·s/|Δx| = 1·2/4 = 0.5.
1334 let snap_delta = IteratesVector::new(
1335 dense(1, &[-4.0]),
1336 empty(),
1337 empty(),
1338 empty(),
1339 dense(1, &[0.0]),
1340 empty(),
1341 empty(),
1342 empty(),
1343 );
1344
1345 let recorded = Rc::new(RefCell::new(None));
1346 let mut bls = BacktrackingLineSearch::new(Box::new(RecordingAcceptor {
1347 first_alpha: recorded.clone(),
1348 }));
1349
1350 // Arm the watchdog at the snapshot and put it one trial over the
1351 // cap, so the next failure triggers StopWatchDog (revert + retry).
1352 bls.in_watchdog = true;
1353 bls.watchdog_iterate = Some(snap.clone());
1354 bls.watchdog_delta = Some(snap_delta);
1355 bls.watchdog_trial_iter = bls.watchdog_trial_iter_max;
1356
1357 let outcome = bls.handle_watchdog_failure(
1358 &data, &cq, /*alpha_dual*/ 1.0, None, /*n_steps*/ 0, /*last_alpha*/ 1.0,
1359 /*evaluation_error*/ false,
1360 );
1361 assert_eq!(outcome, Outcome::Accepted);
1362
1363 // skip_first halves the recomputed cap: 0.5 × alpha_red_factor
1364 // (0.5) = 0.25. The failed direction's cap would differ.
1365 let a = recorded
1366 .borrow()
1367 .expect("acceptor must have seen at least one trial");
1368 assert!(
1369 (a - 0.25).abs() < 1e-12,
1370 "retry first alpha = {a}, expected 0.25 (snapshot FTB cap 0.5 × red 0.5)"
1371 );
1372 }
1373
1374 fn iv_from(x: &[Number], s: &[Number]) -> IteratesVector {
1375 IteratesVector::new(
1376 dense(x.len() as i32, x),
1377 dense(s.len() as i32, s),
1378 dense(0, &[]),
1379 dense(0, &[]),
1380 dense(0, &[]),
1381 dense(0, &[]),
1382 dense(0, &[]),
1383 dense(0, &[]),
1384 )
1385 }
1386
1387 #[test]
1388 fn driver_constructs_with_defaults() {
1389 let bls = BacktrackingLineSearch::new(Box::new(FilterLsAcceptor::new()));
1390 assert_eq!(bls.alpha_red_factor, 0.5);
1391 assert_eq!(bls.max_soc, 4);
1392 }
1393
1394 #[test]
1395 fn scaled_step_writes_curr_plus_alpha_delta() {
1396 // curr.x = (0,0), delta.x = (1,1) → at alpha=0.5, trial.x = (0.5, 0.5).
1397 let curr = iv_from(&[0.0, 0.0], &[0.0]);
1398 let delta = iv_from(&[1.0, 1.0], &[2.0]);
1399 let trial = scaled_step(&curr, &delta, 0.5, 0.5, 0.5);
1400 let xv = trial
1401 .x
1402 .as_any()
1403 .downcast_ref::<pounce_linalg::dense_vector::DenseVector>()
1404 .unwrap()
1405 .values()
1406 .to_vec();
1407 assert_eq!(xv, vec![0.5, 0.5]);
1408 let sv = trial
1409 .s
1410 .as_any()
1411 .downcast_ref::<pounce_linalg::dense_vector::DenseVector>()
1412 .unwrap()
1413 .values()
1414 .to_vec();
1415 assert_eq!(sv, vec![1.0]); // 0.0 + 0.5 * 2.0
1416 }
1417
1418 #[test]
1419 fn outcome_variants_are_distinct() {
1420 assert_ne!(Outcome::Accepted, Outcome::Failed);
1421 assert_ne!(Outcome::Accepted, Outcome::TinyStep);
1422 assert_ne!(Outcome::Failed, Outcome::TinyStep);
1423 }
1424
1425 #[test]
1426 fn watchdog_state_starts_inactive() {
1427 // Mirror upstream `IpBacktrackingLineSearch::InitializeImpl`
1428 // (`IpBacktrackingLineSearch.cpp:240-249`): the watchdog is
1429 // inactive at construction and `last_mu_` is initialised to
1430 // a sentinel `-1` so the first iteration's mu always
1431 // triggers the reset branch (which is harmless when the
1432 // watchdog was never armed).
1433 let bls = BacktrackingLineSearch::new(Box::new(FilterLsAcceptor::new()));
1434 assert!(!bls.in_watchdog());
1435 assert_eq!(bls.watchdog_shortened_iter(), 0);
1436 assert!(bls.last_mu < 0.0);
1437 assert_eq!(bls.watchdog_shortened_iter_trigger, 10);
1438 assert_eq!(bls.watchdog_trial_iter_max, 3);
1439 }
1440
1441 #[test]
1442 fn alpha_result_failed_carries_n_steps_and_last_alpha() {
1443 // Sanity check on the internal AlphaResult enum: the watchdog
1444 // wrapper relies on `Failed { n_steps, last_alpha }` to stamp
1445 // the info-* fields when handing off to restoration.
1446 let r = AlphaResult::Failed {
1447 n_steps: 7,
1448 last_alpha: 1e-6,
1449 evaluation_error: false,
1450 };
1451 match r {
1452 AlphaResult::Failed {
1453 n_steps,
1454 last_alpha,
1455 evaluation_error,
1456 } => {
1457 assert_eq!(n_steps, 7);
1458 assert!((last_alpha - 1e-6).abs() < 1e-20);
1459 assert!(!evaluation_error);
1460 }
1461 _ => unreachable!(),
1462 }
1463 }
1464}