pounce_algorithm/alg_builder.rs
1//! Algorithm builder — port of `Algorithm/IpAlgBuilder.{hpp,cpp}`.
2//!
3//! Reads `OptionsList`, walks the dependency order documented in
4//! `ref/Ipopt/AGENT_REFERENCE/ARCHITECTURE.md` §"BuildBasicAlgorithm",
5//! and assembles the strategy objects needed by `IpoptAlgorithm`:
6//!
7//! * `SymLinearSolver` (MA57 / MUMPS / FERAL) → `AugSystemSolver`
8//! (`StdAugSystemSolver`) → `PdSystemSolver` (`PdFullSpaceSolver`)
9//! → `SearchDirCalculator` (`PdSearchDirCalc`).
10//! * `BacktrackingLsAcceptor` (filter / penalty / cg-penalty) →
11//! `BacktrackingLineSearch`.
12//! * `MuUpdate` (monotone / adaptive[+oracle]).
13//! * `ConvCheck` (`OptErrorConvCheck`).
14//! * `IterateInitializer` (default / warm-start) and
15//! `EqMultCalculator` (`LeastSquareMults`).
16//! * `HessianUpdater` (exact / limited-memory).
17//! * `IterationOutput` (`OrigIterationOutput`).
18//! * `NLPScalingObject` (none / user / gradient-based / equilibration-based).
19//!
20//! Phase 7 ships the option-driven dispatch surface; the assembled
21//! `IpoptAlgorithm` lands once each strategy's arithmetic does.
22
23use crate::conv_check::opt_error::OptErrorConvCheck;
24use crate::eq_mult::least_square::LeastSquareMults;
25use crate::hess::exact::ExactHessianUpdater;
26use crate::hess::lim_mem_quasi_newton::{LimMemQuasiNewtonUpdater, UpdateType};
27use crate::init::default::DefaultIterateInitializer;
28use crate::init::warm_start::WarmStartIterateInitializer;
29use crate::kkt::aug_system_solver::AugSystemSolver;
30use crate::kkt::low_rank_aug_system_solver::LowRankAugSystemSolver;
31use crate::kkt::pd_full_space_solver::PdFullSpaceSolver;
32use crate::kkt::pd_search_dir_calc::PdSearchDirCalc;
33use crate::kkt::perturbation_handler::PdPerturbationHandler;
34use crate::kkt::std_aug_system_solver::StdAugSystemSolver;
35use crate::line_search::backtracking::BacktrackingLineSearch;
36use crate::line_search::filter_acceptor::FilterLsAcceptor;
37use crate::line_search::ls_acceptor::BacktrackingLsAcceptor;
38use crate::line_search::penalty_acceptor::PenaltyLsAcceptor;
39use crate::mu::adaptive::{AdaptiveMuUpdate, MuOracleKind};
40use crate::mu::monotone::MonotoneMuUpdate;
41use crate::output::orig::OrigIterationOutput;
42use pounce_common::types::{Index, Number};
43use pounce_linsol::{SparseSymLinearSolverInterface, TSymLinearSolver};
44use std::cell::RefCell;
45use std::rc::Rc;
46
47/// Backend factory — the application supplies one before calling
48/// [`AlgorithmBuilder::build`]. Mirrors upstream's
49/// `SymLinearSolverFactory` knob in `IpAlgBuilder.cpp`. The default
50/// factory wires in FERAL; MA57 is selectable when the `ma57` cargo
51/// feature is enabled.
52pub type LinearBackendFactory =
53 Box<dyn FnMut(LinearSolverChoice) -> Box<dyn SparseSymLinearSolverInterface>>;
54
55/// Top-level algorithm choice. `InteriorPoint` is pounce's default
56/// (the existing `IpoptAlgorithm`); `ActiveSetSqp` is the
57/// Phase 5b SQP driver in `crate::sqp::SqpAlgorithm`, which uses
58/// `pounce-qp` for QP subproblem solves and reuses
59/// `FilterLsAcceptor` for globalization.
60#[derive(Debug, Clone, Copy, PartialEq, Eq, Default)]
61pub enum AlgorithmChoice {
62 #[default]
63 InteriorPoint,
64 ActiveSetSqp,
65}
66
67#[derive(Debug, Clone, Copy, PartialEq, Eq)]
68pub enum LinearSolverChoice {
69 Ma57,
70 Feral,
71}
72
73/// Symmetric scaling method applied to the augmented KKT system by
74/// [`TSymLinearSolver`]. Mirrors the `linear_system_scaling` option
75/// in `IpAlgBuilder.cpp:302-318` and the `RuizTSymScalingMethod` /
76/// `Mc19TSymScalingMethod` strategies in upstream Ipopt.
77///
78/// * `None` (default) — no scaling; `TSymLinearSolver` runs with a
79/// null scaling method. Matches upstream's default.
80/// * `Ruiz` — iterative symmetric ∞-norm equilibration (Ruiz, 2001).
81/// Implemented in `pounce_linsol::RuizTSymScalingMethod`.
82/// * `Mc19` — Curtis-Reid (HSL MC19) scaling. Not yet implemented;
83/// falls back to `None` with a warning.
84#[derive(Debug, Clone, Copy, PartialEq, Eq, Default)]
85pub enum LinearSystemScalingChoice {
86 #[default]
87 None,
88 Ruiz,
89 Mc19,
90}
91
92#[derive(Debug, Clone, Copy, PartialEq, Eq)]
93pub enum MuStrategyChoice {
94 Monotone,
95 Adaptive,
96}
97
98#[derive(Debug, Clone, Copy, PartialEq, Eq)]
99pub enum HessianApproxChoice {
100 Exact,
101 LimitedMemory,
102}
103
104#[derive(Debug, Clone, Copy, PartialEq, Eq)]
105pub enum LineSearchChoice {
106 Filter,
107 CgPenalty,
108 Penalty,
109}
110
111/// Assembled strategy bundle. Phase 7 ships the structural bundle;
112/// `IpoptAlgorithm::new` reads from this when it lands.
113pub struct AlgorithmBundle {
114 pub mu_update: Box<dyn crate::mu::r#trait::MuUpdate>,
115 pub conv_check: Box<dyn crate::conv_check::r#trait::ConvCheck>,
116 pub init: Box<dyn crate::init::r#trait::IterateInitializer>,
117 pub eq_mult: Box<dyn crate::eq_mult::r#trait::EqMultCalculator>,
118 pub hess: Box<dyn crate::hess::r#trait::HessianUpdater>,
119 pub line_search: BacktrackingLineSearch,
120 pub iter_output: Box<dyn crate::output::r#trait::IterationOutput>,
121 /// `Some` when the builder was given a [`LinearBackendFactory`];
122 /// `None` for the bare structural bundle that pre-Phase-6 unit
123 /// tests still rely on.
124 pub search_dir: Option<PdSearchDirCalc>,
125}
126
127/// Knobs read off `OptionsList` and baked into the assembled
128/// `OptErrorConvCheck`. Defaults mirror
129/// `IpOptErrorConvCheck.cpp:RegisterOptions`.
130#[derive(Debug, Clone)]
131pub struct ConvCheckOptions {
132 pub tol: Number,
133 pub dual_inf_tol: Number,
134 pub constr_viol_tol: Number,
135 pub compl_inf_tol: Number,
136 pub acceptable_tol: Number,
137 pub acceptable_dual_inf_tol: Number,
138 pub acceptable_constr_viol_tol: Number,
139 pub acceptable_compl_inf_tol: Number,
140 pub acceptable_obj_change_tol: Number,
141 pub acceptable_iter: Index,
142 pub max_iter: Index,
143 pub max_cpu_time: Number,
144 pub max_wall_time: Number,
145 pub infeas_stationarity_tol: Number,
146 pub infeas_viol_kappa: Number,
147 pub infeas_max_streak: Index,
148 /// Objective-scale floor below which a strict termination certificate is
149 /// refused while the unscaled KKT error is still above `acceptable_tol`
150 /// (gh #200). `0` disables the mechanism.
151 pub obj_scale_certificate_threshold: Number,
152}
153
154impl Default for ConvCheckOptions {
155 fn default() -> Self {
156 Self {
157 tol: 1e-8,
158 dual_inf_tol: 1.0,
159 constr_viol_tol: 1e-4,
160 compl_inf_tol: 1e-4,
161 acceptable_tol: 1e-6,
162 acceptable_dual_inf_tol: 1e10,
163 acceptable_constr_viol_tol: 1e-2,
164 acceptable_compl_inf_tol: 1e-2,
165 acceptable_obj_change_tol: 1e20,
166 acceptable_iter: 15,
167 max_iter: 3000,
168 max_cpu_time: 1e6,
169 max_wall_time: 1e6,
170 infeas_stationarity_tol: 1e-8,
171 infeas_viol_kappa: 1e2,
172 infeas_max_streak: 5,
173 obj_scale_certificate_threshold: 1e-4,
174 }
175 }
176}
177
178#[derive(Debug, Clone)]
179pub struct AlgorithmBuilder {
180 /// Top-level algorithm dispatch. Default `InteriorPoint` ⇒
181 /// `build_with_backend` returns the existing `AlgorithmBundle`
182 /// (consumed by `IpoptAlgorithm`). `ActiveSetSqp` ⇒ caller
183 /// must use `build_sqp_with_backend` to assemble the Phase 5b
184 /// `SqpAlgorithm`. The two builder methods sit side by side
185 /// because the assembled algorithm shape differs (IPM bundle
186 /// vs SQP struct).
187 pub algorithm: AlgorithmChoice,
188 pub linear_solver: LinearSolverChoice,
189 /// Symmetric scaling method for the augmented KKT system. Wired
190 /// into [`TSymLinearSolver`] by [`Self::build_with_backend`].
191 /// Mirrors upstream `linear_system_scaling` (`IpAlgBuilder.cpp:538-560`).
192 pub linear_system_scaling: LinearSystemScalingChoice,
193 /// Lazy-vs-eager scaling toggle (`linear_scaling_on_demand`,
194 /// `IpTSymLinearSolver.cpp:50-58`). Only consulted when
195 /// `linear_system_scaling != None`. Upstream default is `true`
196 /// (compute scaling only on the first solve that fails / shows
197 /// poor conditioning); pounce mirrors that. Set to `false` to
198 /// scale every factorization.
199 pub linear_scaling_on_demand: bool,
200 pub mu_strategy: MuStrategyChoice,
201 /// Selector forwarded to [`AdaptiveMuUpdate`] when
202 /// `mu_strategy = Adaptive`. Ignored for `Monotone`. Defaults to
203 /// `QualityFunction` per upstream's `RegisterOptions` default.
204 pub mu_oracle: MuOracleKind,
205 pub hessian_approximation: HessianApproxChoice,
206 pub limited_memory_update_type: UpdateType,
207 /// History length for the limited-memory quasi-Newton approximation
208 /// (`limited_memory_max_history`). Defaults to upstream's 6.
209 pub limited_memory_max_history: i32,
210 pub line_search_method: LineSearchChoice,
211 pub warm_start_init_point: bool,
212 /// `mehrotra_algorithm` — when true, [`PdSearchDirCalc`] folds
213 /// the Mehrotra second-order complementarity term into the
214 /// search-direction RHS. Mirrors upstream's
215 /// `IpAlgBuilder.cpp:Mehrotra` flag. Requires `mu_strategy =
216 /// Adaptive` so that an affine step is computed each iteration;
217 /// [`Self::build_with_backend`] does not enforce this — the
218 /// option-parser in `application.rs` is responsible for the
219 /// cascading defaults (`mu_oracle = probing` etc.).
220 pub mehrotra_algorithm: bool,
221 /// `kappa_sigma` — factor bounding how far the bound multipliers may
222 /// deviate from their primal estimates. The clamp
223 /// (`kappa_sigma_clamp`) runs after every accepted step; `< 1`
224 /// disables the correction. Mirrors `IpIpoptAlg.cpp` (Eqn. (16)),
225 /// default `1e10`. Baked onto [`crate::ipopt_alg::IpoptAlgorithm`] by
226 /// the solve path.
227 pub kappa_sigma: Number,
228 /// `kappa_d` — weight of the linear damping term added to the barrier
229 /// objective/gradient (and dual-infeasibility) to handle one-sided
230 /// bounds. Mirrors `IpIpoptCalculatedQuantities.cpp`, default `1e-5`.
231 /// Baked onto [`crate::ipopt_cq::IpoptCalculatedQuantities`] by the
232 /// solve path.
233 pub kappa_d: Number,
234 /// `tiny_step_tol` — relative primal step size below which the full
235 /// step is accepted without line search; repeated tiny steps
236 /// terminate the solve. Mirrors `IpBacktrackingLineSearch.cpp`,
237 /// default `10·EPSILON`. Baked onto
238 /// [`crate::ipopt_alg::IpoptAlgorithm`] by the solve path.
239 pub tiny_step_tol: Number,
240 /// `tiny_step_y_tol` — dual-step threshold; when both primal and dual
241 /// steps are tiny in consecutive iterations the algorithm stops at the
242 /// best attainable accuracy. Default `1e-2`.
243 pub tiny_step_y_tol: Number,
244 /// `diverging_iterates_tol` — if `max_i |x_i|` exceeds this the solve
245 /// aborts as diverging. Default `1e20`.
246 pub diverging_iterates_tol: Number,
247 /// `dual_diverging_streak` (pounce#246) — consecutive growing-dual-
248 /// infeasibility iterations before the dual-divergence guard routes to
249 /// restoration. **Default `0` (off).**
250 ///
251 /// It defaulted to `15` when introduced, on the strength of a reported
252 /// emfl050 bad-warm-start grind. That justification did not survive being
253 /// reproduced: the measurement was caller-side JAX compilation, and the
254 /// build predating the guard solves both emfl050 instances to the same
255 /// optimum in the same time (pounce#246 / pounce#250). What remained was a
256 /// knife-edge, non-monotone effect on four of 1284 MINLPLib models — so it
257 /// is opt-in rather than imposed. See `upstream_options.rs` for the full
258 /// account.
259 pub dual_diverging_streak: Index,
260 /// `kkt_fidelity_tol` (pounce#173). Read by the algorithm as well as by the
261 /// post-solve gate, because the #200 fallback's tiebreak has to rank the two
262 /// candidate points by the status each will be *reported* under. Default
263 /// `0.0` (gate disabled).
264 pub kkt_fidelity_tol: Number,
265 pub conv_check: ConvCheckOptions,
266 pub mu: MuOptions,
267 pub line_search: LineSearchOptions,
268 pub refinement: RefinementOptions,
269 pub perturbation: PerturbationOptions,
270 pub resto: RestoOptions,
271 pub output: OutputOptions,
272 pub warm: WarmStartOptions,
273 /// SQP-specific options (consulted only when
274 /// `algorithm = ActiveSetSqp`).
275 pub sqp: crate::sqp::SqpOptions,
276 /// QP-subproblem-solver options for the active-set SQP path
277 /// (`pounce_qp::QpOptions`), threaded into the `SqpAlgorithm` via
278 /// `with_qp_options`. Consulted only when `algorithm = ActiveSetSqp`.
279 /// Populated from the `sqp_qp_*` CLI options by
280 /// `application::apply_qp_subproblem_options`.
281 pub sqp_qp: pounce_qp::QpOptions,
282 pub init: InitOptions,
283 /// Optional block-triangular / Schur KKT partition (pounce#180 item 2):
284 /// `(schur_indices, feral_cfg)`. When `Some` and the IPM path is selected
285 /// with the feral linear solver and an exact Hessian, `build_with_backend`
286 /// wraps the standard aug-system solver in a
287 /// [`crate::kkt::SchurAugSystemSolver`] over the given KKT-space indices.
288 /// The Schur solver falls back to the standard solver transparently when
289 /// the partition is unsuitable. Set via [`Self::set_kkt_schur`].
290 pub kkt_schur: Option<(Vec<usize>, pounce_feral::FeralConfig)>,
291}
292
293/// Knobs read off `OptionsList` and baked into
294/// [`DefaultIterateInitializer`]. Defaults mirror
295/// `IpDefaultIterateInitializer.cpp:RegisterOptions`. The Mehrotra
296/// cascade in `application.rs` overrides `bound_push`, `bound_frac`,
297/// and `bound_mult_init_val` to upstream's more-aggressive values
298/// (`10`, `0.2`, `1.0`).
299#[derive(Debug, Clone)]
300pub struct InitOptions {
301 pub bound_push: Number,
302 pub bound_frac: Number,
303 pub slack_bound_push: Number,
304 pub slack_bound_frac: Number,
305 pub constr_mult_init_max: Number,
306 pub bound_mult_init_val: Number,
307 /// `bound_mult_init_method`: `"constant"` (default) or `"mu-based"`
308 /// (matches upstream's `IpDefaultIterateInitializer.cpp`).
309 pub bound_mult_init_method: String,
310 /// `least_square_init_primal` — replace the user's starting `x`
311 /// with the min-norm primal that satisfies the linearized
312 /// constraints. Used by the Mehrotra cascade in `application.rs`
313 /// to drop iter-0 primal infeasibility on LP-shaped problems.
314 /// Mirrors upstream `IpDefaultIterateInitializer.cpp:200-222`.
315 pub least_square_init_primal: bool,
316}
317
318impl Default for InitOptions {
319 fn default() -> Self {
320 Self {
321 bound_push: 1e-2,
322 bound_frac: 1e-2,
323 slack_bound_push: 1e-2,
324 slack_bound_frac: 1e-2,
325 constr_mult_init_max: 1e3,
326 bound_mult_init_val: 1.0,
327 bound_mult_init_method: "constant".into(),
328 least_square_init_primal: false,
329 }
330 }
331}
332
333/// Knobs read off `OptionsList` and baked into
334/// [`WarmStartIterateInitializer`]. Defaults mirror
335/// `IpWarmStartIterateInitializer.cpp:RegisterOptions`.
336///
337/// Wired today: `mult_init_max` (clamps |y_c|, |y_d| and caps z/v
338/// blocks) and `target_mu` (overrides `data.curr_mu` at iter 0).
339/// The remaining knobs (`bound_push`, `bound_frac`, `slack_bound_push`,
340/// `slack_bound_frac`, `mult_bound_push`, `entire_iterate`,
341/// `same_structure`) are stored on the initializer but not yet
342/// consumed — `WarmStartIterateInitializer::set_initial_iterates`
343/// currently trusts the caller-populated `data.curr` rather than
344/// re-running the upstream `push_variables` machinery.
345#[derive(Debug, Clone)]
346pub struct WarmStartOptions {
347 pub bound_push: Number,
348 pub bound_frac: Number,
349 pub slack_bound_push: Number,
350 pub slack_bound_frac: Number,
351 pub mult_bound_push: Number,
352 pub mult_init_max: Number,
353 pub target_mu: Number,
354 pub entire_iterate: bool,
355 pub same_structure: bool,
356}
357
358impl Default for WarmStartOptions {
359 fn default() -> Self {
360 Self {
361 bound_push: 1e-3,
362 bound_frac: 1e-3,
363 slack_bound_push: 1e-3,
364 slack_bound_frac: 1e-3,
365 mult_bound_push: 1e-3,
366 mult_init_max: 1e6,
367 target_mu: 0.0,
368 entire_iterate: false,
369 same_structure: false,
370 }
371 }
372}
373
374/// Knobs read off `OptionsList` and baked into the assembled
375/// `MonotoneMuUpdate` or `AdaptiveMuUpdate`. Defaults mirror
376/// `IpMonotoneMuUpdate.cpp` / `IpAdaptiveMuUpdate.cpp:RegisterOptions`.
377/// `mu_max` defaults to the sentinel `-1`; positive values are baked
378/// into both updaters at build time (adaptive interprets `-1` as
379/// "lazy-init from `mu_max_fact * avrg_compl`").
380#[derive(Debug, Clone)]
381pub struct MuOptions {
382 pub mu_init: Number,
383 pub mu_max: Number,
384 pub mu_max_fact: Number,
385 pub mu_min: Number,
386 pub mu_target: Number,
387 pub mu_linear_decrease_factor: Number,
388 pub mu_superlinear_decrease_power: Number,
389 pub mu_allow_fast_monotone_decrease: bool,
390 pub barrier_tol_factor: Number,
391 /// `sigma_max` / `sigma_min` — clamp on the centering parameter σ
392 /// chosen by `QualityFunctionMuOracle`. Only consumed when
393 /// `mu_strategy=adaptive` and `mu_oracle=quality-function`.
394 /// Defaults from `IpQualityFunctionMuOracle.cpp:RegisterOptions`.
395 pub sigma_max: Number,
396 pub sigma_min: Number,
397 /// `adaptive_mu_globalization` — globalization strategy for the
398 /// adaptive μ-selection mode. Mirrors
399 /// `IpAdaptiveMuUpdate.cpp:RegisterOptions`. Default is
400 /// `ObjConstrFilter`; the Mehrotra cascade switches to
401 /// `NeverMonotoneMode` to disable globalization entirely.
402 pub adaptive_mu_globalization: crate::mu::adaptive::AdaptiveMuGlobalization,
403 /// `quality_function_norm_type` — norm used inside the quality
404 /// function to aggregate the three KKT components. Forwarded to
405 /// `QualityFunctionMuOracle` when `mu_oracle=quality-function`.
406 pub quality_function_norm_type: crate::mu::oracle::quality_function::NormType,
407 /// `quality_function_centrality` — centrality penalty term added
408 /// to the quality function.
409 pub quality_function_centrality: crate::mu::oracle::quality_function::CentralityType,
410 /// `quality_function_balancing_term` — balancing penalty term in
411 /// the quality function (kicks in when complementarity is far
412 /// below infeasibilities).
413 pub quality_function_balancing_term: crate::mu::oracle::quality_function::BalancingTermType,
414 /// `quality_function_max_section_steps` — cap on golden-section
415 /// iterations when picking σ. Default 8.
416 pub quality_function_max_section_steps: i32,
417 /// `quality_function_section_sigma_tol` — width tolerance in
418 /// σ-space for golden section. Default 1e-2.
419 pub quality_function_section_sigma_tol: Number,
420 /// `quality_function_section_qf_tol` — relative flatness
421 /// tolerance for golden section. Default 0.0.
422 pub quality_function_section_qf_tol: Number,
423 /// `adaptive_mu_safeguard_factor` — guard for the LOQO fallback
424 /// in adaptive mode. Default 0.0.
425 pub adaptive_mu_safeguard_factor: Number,
426 /// `adaptive_mu_monotone_init_factor` — multiplier on the
427 /// average complementarity when seeding monotone mode after a
428 /// free-mode bailout. Default 0.8.
429 pub adaptive_mu_monotone_init_factor: Number,
430 /// `adaptive_mu_restore_previous_iterate` — restore the most
431 /// recent free-mode iterate when switching to fixed mode.
432 /// Default `false`.
433 pub adaptive_mu_restore_previous_iterate: bool,
434 /// `adaptive_mu_kkterror_red_iters` — window length for the
435 /// `KKT_ERROR` globalization history. Default 4.
436 pub adaptive_mu_kkterror_red_iters: usize,
437 /// `adaptive_mu_kkterror_red_fact` — required relative reduction
438 /// of the KKT error over the window. Default 0.9999.
439 pub adaptive_mu_kkterror_red_fact: Number,
440 /// `adaptive_mu_kkt_norm_type` — norm used to score the iterate
441 /// in adaptive globalization decisions.
442 pub adaptive_mu_kkt_norm_type: crate::mu::adaptive::AdaptiveMuKktNorm,
443 /// `probing_iterate_quality_factor` (default 1e4, pounce-specific
444 /// — see pounce#58). When the probing (Mehrotra) μ-oracle is
445 /// about to read `curr_avrg_compl()` for its `mu_curr` input, a
446 /// single imbalanced `(s_i, z_i)` pair can inflate the average
447 /// 5+ orders above the stored `data.curr_mu`. The oracle then
448 /// returns `σ · mu_curr` ≫ previous μ, throwing the iterate out
449 /// of the convergence neighborhood. This guard short-circuits
450 /// that case by signalling restoration when the ratio
451 /// `curr_avrg_compl / curr_mu` exceeds the factor. Set to 0 or
452 /// any non-positive value to disable.
453 pub probing_iterate_quality_factor: Number,
454}
455
456impl Default for MuOptions {
457 fn default() -> Self {
458 Self {
459 mu_init: 0.1,
460 mu_max: -1.0,
461 mu_max_fact: 1e3,
462 mu_min: 1e-11,
463 mu_target: 0.0,
464 mu_linear_decrease_factor: 0.2,
465 mu_superlinear_decrease_power: 1.5,
466 mu_allow_fast_monotone_decrease: true,
467 barrier_tol_factor: 10.0,
468 sigma_max: 1e2,
469 sigma_min: 1e-6,
470 adaptive_mu_globalization:
471 crate::mu::adaptive::AdaptiveMuGlobalization::ObjConstrFilter,
472 quality_function_norm_type:
473 crate::mu::oracle::quality_function::NormType::TwoNormSquared,
474 quality_function_centrality: crate::mu::oracle::quality_function::CentralityType::None,
475 quality_function_balancing_term:
476 crate::mu::oracle::quality_function::BalancingTermType::None,
477 quality_function_max_section_steps: 8,
478 quality_function_section_sigma_tol: 1e-2,
479 quality_function_section_qf_tol: 0.0,
480 adaptive_mu_safeguard_factor: 0.0,
481 adaptive_mu_monotone_init_factor: 0.8,
482 adaptive_mu_restore_previous_iterate: false,
483 adaptive_mu_kkterror_red_iters: 4,
484 adaptive_mu_kkterror_red_fact: 0.9999,
485 adaptive_mu_kkt_norm_type: crate::mu::adaptive::AdaptiveMuKktNorm::TwoNormSquared,
486 probing_iterate_quality_factor: 1e4,
487 }
488 }
489}
490
491/// Knobs baked into the assembled [`BacktrackingLineSearch`]. Defaults
492/// mirror `IpBacktrackingLineSearch.cpp:RegisterOptions`.
493#[derive(Debug, Clone)]
494pub struct LineSearchOptions {
495 pub watchdog_shortened_iter_trigger: Index,
496 pub watchdog_trial_iter_max: Index,
497 /// `soft_resto_pderror_reduction_factor` — required relative
498 /// reduction in the primal-dual error for a soft-resto step.
499 /// `0` disables the soft restoration phase.
500 pub soft_resto_pderror_reduction_factor: Number,
501 /// `max_soft_resto_iters` — cap on consecutive soft-resto
502 /// iterations before full restoration is forced.
503 pub max_soft_resto_iters: Index,
504 /// `accept_every_trial_step` — short-circuits the filter / alpha
505 /// loop and accepts the full fraction-to-the-boundary step every
506 /// outer iteration. Mirrors upstream's
507 /// `IpBacktrackingLineSearch::accept_every_trial_step_`. Drops
508 /// global convergence guarantees; only safe for problems where the
509 /// Newton step is already a descent step (LPs, convex QPs). The
510 /// Mehrotra cascade in `application.rs` flips this on.
511 pub accept_every_trial_step: bool,
512 /// `alpha_for_y` — policy for the equality-multiplier (y_c / y_d)
513 /// step length. Upstream default is `Primal`; the Mehrotra cascade
514 /// switches to `BoundMult`.
515 pub alpha_for_y: crate::line_search::backtracking::AlphaForY,
516
517 // Filter switching / Armijo / margin constants baked onto the
518 // assembled [`crate::line_search::filter_acceptor::FilterLsAcceptor`]
519 // (only when `line_search_method = Filter`). All were registered but
520 // never read (#191); defaults mirror `IpFilterLSAcceptor.cpp`.
521 /// `eta_phi` — relaxation factor in the Armijo condition (Eqn. (20)).
522 pub eta_phi: Number,
523 /// `theta_min_fact` — constraint-violation threshold factor in the
524 /// switching rule.
525 pub theta_min_fact: Number,
526 /// `theta_max_fact` — upper-bound factor for constraint violation in
527 /// the filter (Eqn. (21)).
528 pub theta_max_fact: Number,
529 /// `gamma_phi` — filter margin factor for the barrier function
530 /// (Eqn. (18a)).
531 pub gamma_phi: Number,
532 /// `gamma_theta` — filter margin factor for the constraint violation
533 /// (Eqn. (18b)).
534 pub gamma_theta: Number,
535 /// `s_phi` — exponent for the linear barrier model in the switching
536 /// rule (Eqn. (19)).
537 pub s_phi: Number,
538 /// `s_theta` — exponent for the current constraint violation in the
539 /// switching rule (Eqn. (19)).
540 pub s_theta: Number,
541 /// `alpha_min_frac` — safety factor for the minimal step size before
542 /// switching to restoration (gamma_alpha, Eqn. (23)).
543 pub alpha_min_frac: Number,
544 /// `obj_max_inc` — max acceptable increase (orders of magnitude) of
545 /// the barrier objective for a trial point.
546 pub obj_max_inc: Number,
547 /// `max_filter_resets` — maximum number of filter resets allowed
548 /// (`0` disables the reset heuristic).
549 pub max_filter_resets: Index,
550 /// `filter_reset_trigger` — successive filter-rejected iterations that
551 /// trigger a filter reset.
552 pub filter_reset_trigger: Index,
553
554 // Second-order-correction constants baked onto the assembled
555 // [`BacktrackingLineSearch`]. Registered but never read (#191);
556 // defaults mirror `IpBacktrackingLineSearch.cpp`.
557 /// `max_soc` — max second-order-correction trial steps per iteration;
558 /// `0` disables SOC.
559 pub max_soc: Index,
560 /// `kappa_soc` — sufficient-reduction factor for a SOC step to be
561 /// continued.
562 pub kappa_soc: Number,
563 /// `soc_method` — `0` (paper method) or `1` (alpha-on-rhs variant).
564 pub soc_method: Index,
565}
566
567impl Default for LineSearchOptions {
568 fn default() -> Self {
569 Self {
570 watchdog_shortened_iter_trigger: 10,
571 watchdog_trial_iter_max: 3,
572 soft_resto_pderror_reduction_factor: 1.0 - 1e-4,
573 max_soft_resto_iters: 10,
574 accept_every_trial_step: false,
575 alpha_for_y: crate::line_search::backtracking::AlphaForY::Primal,
576 eta_phi: 1e-8,
577 theta_min_fact: 1e-4,
578 theta_max_fact: 1e4,
579 gamma_phi: 1e-8,
580 gamma_theta: 1e-5,
581 s_phi: 2.3,
582 s_theta: 1.1,
583 alpha_min_frac: 0.05,
584 obj_max_inc: 5.0,
585 max_filter_resets: 5,
586 filter_reset_trigger: 5,
587 max_soc: 4,
588 kappa_soc: 0.99,
589 soc_method: 0,
590 }
591 }
592}
593
594/// Inertia-correction / regularization knobs baked onto the assembled
595/// [`crate::kkt::perturbation_handler::PdPerturbationHandler`]. Field
596/// names use the option names; they map to the handler's `delta_xs_*` /
597/// `delta_cd_*` fields. Defaults mirror
598/// `IpPDPerturbationHandler.cpp:RegisterOptions`. All were registered but
599/// never read (#191).
600#[derive(Debug, Clone)]
601pub struct PerturbationOptions {
602 /// `max_hessian_perturbation` → `delta_xs_max`.
603 pub max_hessian_perturbation: Number,
604 /// `min_hessian_perturbation` → `delta_xs_min`.
605 pub min_hessian_perturbation: Number,
606 /// `perturb_inc_fact_first` → `delta_xs_first_inc_fact`.
607 pub perturb_inc_fact_first: Number,
608 /// `perturb_inc_fact` → `delta_xs_inc_fact`.
609 pub perturb_inc_fact: Number,
610 /// `perturb_dec_fact` → `delta_xs_dec_fact`.
611 pub perturb_dec_fact: Number,
612 /// `first_hessian_perturbation` → `delta_xs_init`.
613 pub first_hessian_perturbation: Number,
614 /// `jacobian_regularization_value` → `delta_cd_val`.
615 pub jacobian_regularization_value: Number,
616 /// `jacobian_regularization_exponent` → `delta_cd_exp`.
617 pub jacobian_regularization_exponent: Number,
618 /// `perturb_always_cd` — always regularize the c/d (Jacobian) block.
619 pub perturb_always_cd: bool,
620}
621
622impl Default for PerturbationOptions {
623 fn default() -> Self {
624 Self {
625 max_hessian_perturbation: 1e20,
626 min_hessian_perturbation: 1e-20,
627 perturb_inc_fact_first: 100.0,
628 perturb_inc_fact: 8.0,
629 perturb_dec_fact: 1.0 / 3.0,
630 first_hessian_perturbation: 1e-4,
631 jacobian_regularization_value: 1e-8,
632 jacobian_regularization_exponent: 0.25,
633 perturb_always_cd: false,
634 }
635 }
636}
637
638/// Restoration-phase knobs carried on the outer builder and copied into
639/// the `RestoAlgorithmBuilder` when the restoration factory is minted
640/// (`pounce-restoration`). The restoration builder is constructed with
641/// defaults by each frontend and never options-configured, so these were
642/// registered but never read (#191). Defaults mirror upstream's
643/// restoration `RegisterOptions`.
644#[derive(Debug, Clone)]
645pub struct RestoOptions {
646 /// `bound_mult_reset_threshold` — reset bound multipliers to 1 after
647 /// restoration if the largest exceeds this.
648 pub bound_mult_reset_threshold: Number,
649 /// `constr_mult_reset_threshold` — ignore the least-square constraint
650 /// multiplier estimate after restoration if its norm exceeds this
651 /// (`0` keeps the estimate).
652 pub constr_mult_reset_threshold: Number,
653 /// `resto_penalty_parameter` — penalty on the slack 1-norm in the
654 /// restoration objective (`rho`).
655 pub resto_penalty_parameter: Number,
656 /// `resto_proximity_weight` — proximity-term weight (`eta_factor`;
657 /// `η = eta_factor · sqrt(μ)`).
658 pub resto_proximity_weight: Number,
659}
660
661impl Default for RestoOptions {
662 fn default() -> Self {
663 Self {
664 bound_mult_reset_threshold: 1e3,
665 constr_mult_reset_threshold: 0.0,
666 resto_penalty_parameter: 1e3,
667 resto_proximity_weight: 1.0,
668 }
669 }
670}
671
672/// Iterative-refinement knobs baked onto the assembled
673/// [`crate::kkt::pd_full_space_solver::PdFullSpaceSolver`]. Defaults
674/// mirror `IpPDFullSpaceSolver.cpp:RegisterOptions`. All were registered
675/// but never read (#191).
676#[derive(Debug, Clone)]
677pub struct RefinementOptions {
678 /// `min_refinement_steps` — minimum iterative-refinement steps per
679 /// linear solve.
680 pub min_refinement_steps: Index,
681 /// `max_refinement_steps` — maximum iterative-refinement steps.
682 pub max_refinement_steps: Index,
683 /// `residual_ratio_max` — refine until the residual test ratio drops
684 /// below this (or `max_refinement_steps` is reached).
685 pub residual_ratio_max: Number,
686 /// `residual_ratio_singular` — above this ratio after failed
687 /// refinement, the system is declared singular.
688 pub residual_ratio_singular: Number,
689 /// `residual_improvement_factor` — minimum per-step reduction of the
690 /// residual test ratio before refinement is aborted.
691 pub residual_improvement_factor: Number,
692}
693
694impl Default for RefinementOptions {
695 fn default() -> Self {
696 Self {
697 min_refinement_steps: 1,
698 max_refinement_steps: 10,
699 residual_ratio_max: 1e-10,
700 residual_ratio_singular: 1e-5,
701 residual_improvement_factor: 0.999_999_999,
702 }
703 }
704}
705
706/// Knobs baked into the assembled [`OrigIterationOutput`]. Defaults
707/// mirror `IpOrigIterationOutput.cpp:RegisterOptions` /
708/// `IpAlgorithmRegOp.cpp`.
709#[derive(Debug, Clone)]
710pub struct OutputOptions {
711 pub print_frequency_iter: Index,
712 pub print_frequency_time: Number,
713 /// `print_info_string` (default `false`). When on, the iter row
714 /// ends with the contents of `IpoptData::info_string` so users
715 /// can read the per-iteration diagnostic tags.
716 pub print_info_string: bool,
717 /// `inf_pr_output` — `"original"` (default) prints the unscaled
718 /// NLP primal infeasibility; `"internal"` prints the internal
719 /// reformulated violation. Only meaningful once NLP-side scaling
720 /// is in play; until then both modes produce the same number.
721 pub inf_pr_output_internal: bool,
722}
723
724impl Default for OutputOptions {
725 fn default() -> Self {
726 Self {
727 print_frequency_iter: 1,
728 print_frequency_time: 0.0,
729 print_info_string: false,
730 inf_pr_output_internal: false,
731 }
732 }
733}
734
735impl Default for AlgorithmBuilder {
736 fn default() -> Self {
737 Self {
738 algorithm: AlgorithmChoice::default(),
739 linear_solver: LinearSolverChoice::Feral,
740 linear_system_scaling: LinearSystemScalingChoice::None,
741 linear_scaling_on_demand: true,
742 mu_strategy: MuStrategyChoice::Monotone,
743 mu_oracle: MuOracleKind::QualityFunction,
744 hessian_approximation: HessianApproxChoice::Exact,
745 limited_memory_update_type: UpdateType::Bfgs,
746 limited_memory_max_history: 6,
747 line_search_method: LineSearchChoice::Filter,
748 warm_start_init_point: false,
749 mehrotra_algorithm: false,
750 kappa_sigma: 1e10,
751 kappa_d: 1e-5,
752 tiny_step_tol: 10.0 * Number::EPSILON,
753 tiny_step_y_tol: 1e-2,
754 diverging_iterates_tol: 1e20,
755 dual_diverging_streak: 0,
756 kkt_fidelity_tol: 0.0,
757 conv_check: ConvCheckOptions::default(),
758 mu: MuOptions::default(),
759 line_search: LineSearchOptions::default(),
760 refinement: RefinementOptions::default(),
761 perturbation: PerturbationOptions::default(),
762 resto: RestoOptions::default(),
763 output: OutputOptions::default(),
764 warm: WarmStartOptions::default(),
765 sqp: crate::sqp::SqpOptions::default(),
766 sqp_qp: pounce_qp::QpOptions::default(),
767 init: InitOptions::default(),
768 kkt_schur: None,
769 }
770 }
771}
772
773impl AlgorithmBuilder {
774 pub fn new() -> Self {
775 Self::default()
776 }
777
778 /// Install a Schur KKT partition (pounce#180 item 2). `schur_indices` are
779 /// KKT-space indices (`0..dim`, the `x,s,c,d` block order the aug-system
780 /// solver assembles); `cfg` configures the per-block feral solvers. Only
781 /// honored on the IPM + feral + exact-Hessian path by
782 /// [`Self::build_with_backend`]; ignored otherwise.
783 pub fn set_kkt_schur(&mut self, schur_indices: Vec<usize>, cfg: pounce_feral::FeralConfig) {
784 self.kkt_schur = Some((schur_indices, cfg));
785 }
786
787 /// Assemble the strategy bundle without a search-direction
788 /// calculator. Used by structural unit tests that don't want to
789 /// pull in a linear-solver backend.
790 pub fn build(&self) -> AlgorithmBundle {
791 self.build_inner(None)
792 }
793
794 /// Same as [`Self::build`] but also constructs the
795 /// `SymLinearSolver → AugSystemSolver → PdFullSpaceSolver →
796 /// PdSearchDirCalc` chain via the supplied `factory`.
797 pub fn build_with_backend(&self, mut factory: LinearBackendFactory) -> AlgorithmBundle {
798 let backend = factory(self.linear_solver);
799 let scaling: Option<Box<dyn pounce_linsol::TSymScalingMethod>> =
800 match self.linear_system_scaling {
801 LinearSystemScalingChoice::None => None,
802 LinearSystemScalingChoice::Ruiz => {
803 Some(Box::new(pounce_linsol::RuizTSymScalingMethod::new()))
804 }
805 LinearSystemScalingChoice::Mc19 => {
806 tracing::warn!(target: "pounce::algorithm",
807 "pounce: linear_system_scaling=mc19 not yet implemented; using no scaling"
808 );
809 None
810 }
811 };
812 let linsol = TSymLinearSolver::new(backend, scaling, self.linear_scaling_on_demand);
813 let inner_aug = StdAugSystemSolver::new(linsol);
814 // Limited-memory mode publishes the Hessian as a
815 // `LowRankUpdateSymMatrix`; wrap the standard solver in the
816 // Sherman-Morrison-Woodbury low-rank solver so the augmented
817 // system factorizes only the diagonal `B0` and the quasi-Newton
818 // update is applied as a rank-`m` correction (`O(n·m)` memory).
819 let is_lbfgs = matches!(
820 self.hessian_approximation,
821 HessianApproxChoice::LimitedMemory
822 );
823 let aug_solver: Box<dyn AugSystemSolver> = if is_lbfgs {
824 Box::new(LowRankAugSystemSolver::new(Box::new(inner_aug)))
825 } else if let Some((indices, cfg)) = self.kkt_schur.clone() {
826 // Block-triangular / Schur KKT path (pounce#180 item 2). Only on the
827 // exact-Hessian feral path — the Schur backend is feral-specific,
828 // and the L-BFGS low-rank Woodbury wrapper owns the (2,2) block.
829 // The Schur solver falls back to `StdAugSystemSolver` transparently
830 // when the partition is unsuitable, so a stray hook never breaks a
831 // solve; we gate on `linear_solver == Feral` here to avoid silently
832 // ignoring a user's explicit MA57 selection.
833 if matches!(self.linear_solver, LinearSolverChoice::Feral) {
834 Box::new(crate::kkt::SchurAugSystemSolver::new(
835 inner_aug, indices, cfg,
836 ))
837 } else {
838 Box::new(inner_aug)
839 }
840 } else {
841 Box::new(inner_aug)
842 };
843 // Inertia-correction / Jacobian-regularization constants (#191):
844 // registered but previously never read. Defaults equal the
845 // registered defaults. `perturb_always_cd` goes through the setter
846 // because it also rebuilds the initial jac-degeneracy state.
847 let mut ph = PdPerturbationHandler::new();
848 ph.delta_xs_max = self.perturbation.max_hessian_perturbation;
849 ph.delta_xs_min = self.perturbation.min_hessian_perturbation;
850 ph.delta_xs_first_inc_fact = self.perturbation.perturb_inc_fact_first;
851 ph.delta_xs_inc_fact = self.perturbation.perturb_inc_fact;
852 ph.delta_xs_dec_fact = self.perturbation.perturb_dec_fact;
853 ph.delta_xs_init = self.perturbation.first_hessian_perturbation;
854 ph.delta_cd_val = self.perturbation.jacobian_regularization_value;
855 ph.delta_cd_exp = self.perturbation.jacobian_regularization_exponent;
856 ph.set_perturb_always_cd(self.perturbation.perturb_always_cd);
857 let perturb = Rc::new(RefCell::new(ph));
858 let mut pd_solver = PdFullSpaceSolver::new(aug_solver, perturb);
859 // Iterative-refinement constants (#191): registered but previously
860 // never read, so overrides were silently dropped. Defaults equal
861 // the registered defaults.
862 pd_solver.min_refinement_steps = self.refinement.min_refinement_steps;
863 pd_solver.max_refinement_steps = self.refinement.max_refinement_steps;
864 pd_solver.residual_ratio_max = self.refinement.residual_ratio_max;
865 pd_solver.residual_ratio_singular = self.refinement.residual_ratio_singular;
866 pd_solver.residual_improvement_factor = self.refinement.residual_improvement_factor;
867 let mut search_dir = PdSearchDirCalc::new(pd_solver);
868 search_dir.mehrotra_algorithm = self.mehrotra_algorithm;
869 self.build_inner(Some(search_dir))
870 }
871
872 /// Phase 5b assembly path for the SQP algorithm. Consults
873 /// `self.algorithm`: when `ActiveSetSqp`, constructs an
874 /// `SqpAlgorithm` using the supplied backend factory for the
875 /// QP subproblem solver; otherwise returns `None` so the
876 /// caller can fall back to the IPM `build_with_backend`.
877 ///
878 /// Sister to `build_with_backend`: the SQP algorithm doesn't
879 /// share `AlgorithmBundle`'s shape (no mu_update / no IPM
880 /// line search), so the two paths return different types.
881 pub fn build_sqp_with_backend(
882 &self,
883 mut factory: LinearBackendFactory,
884 ) -> Option<crate::sqp::SqpAlgorithm> {
885 if !matches!(self.algorithm, AlgorithmChoice::ActiveSetSqp) {
886 return None;
887 }
888 let backend = factory(self.linear_solver);
889 let qp_solver = pounce_qp::ParametricActiveSetSolver::new(backend);
890 Some(
891 crate::sqp::SqpAlgorithm::new(qp_solver, self.sqp.clone())
892 .with_qp_options(self.sqp_qp.clone()),
893 )
894 }
895
896 fn build_inner(&self, search_dir: Option<PdSearchDirCalc>) -> AlgorithmBundle {
897 let mu_update: Box<dyn crate::mu::r#trait::MuUpdate> = match self.mu_strategy {
898 MuStrategyChoice::Monotone => {
899 let mut m = MonotoneMuUpdate::new();
900 m.mu_init = self.mu.mu_init;
901 // `mu_max` sentinel `-1` keeps the monotone default
902 // (1e5); only override on a user-supplied positive.
903 if self.mu.mu_max > 0.0 {
904 m.mu_max = self.mu.mu_max;
905 }
906 m.mu_min = self.mu.mu_min;
907 m.mu_target = self.mu.mu_target;
908 m.mu_linear_decrease_factor = self.mu.mu_linear_decrease_factor;
909 m.mu_superlinear_decrease_power = self.mu.mu_superlinear_decrease_power;
910 m.mu_allow_fast_monotone_decrease = self.mu.mu_allow_fast_monotone_decrease;
911 m.barrier_tol_factor = self.mu.barrier_tol_factor;
912 m.compl_inf_tol = self.conv_check.compl_inf_tol;
913 Box::new(m)
914 }
915 MuStrategyChoice::Adaptive => {
916 let mut adaptive = AdaptiveMuUpdate::new();
917 adaptive.mu_oracle = self.mu_oracle;
918 adaptive.mu_init = self.mu.mu_init;
919 // Adaptive treats `mu_max == -1` as "lazy init from
920 // `mu_max_fact * curr_avrg_compl`" — forward the
921 // sentinel as-is.
922 adaptive.mu_max = self.mu.mu_max;
923 adaptive.mu_max_fact = self.mu.mu_max_fact;
924 adaptive.mu_min = self.mu.mu_min;
925 adaptive.compl_inf_tol = self.conv_check.compl_inf_tol;
926 adaptive.mu_linear_decrease_factor = self.mu.mu_linear_decrease_factor;
927 adaptive.mu_superlinear_decrease_power = self.mu.mu_superlinear_decrease_power;
928 adaptive.barrier_tol_factor = self.mu.barrier_tol_factor;
929 adaptive.sigma_min = self.mu.sigma_min;
930 adaptive.sigma_max = self.mu.sigma_max;
931 adaptive.adaptive_mu_globalization = self.mu.adaptive_mu_globalization;
932 adaptive.qf_norm_type = self.mu.quality_function_norm_type;
933 adaptive.qf_centrality_type = self.mu.quality_function_centrality;
934 adaptive.qf_balancing_term = self.mu.quality_function_balancing_term;
935 adaptive.qf_max_section_steps = self.mu.quality_function_max_section_steps;
936 adaptive.qf_section_sigma_tol = self.mu.quality_function_section_sigma_tol;
937 adaptive.qf_section_qf_tol = self.mu.quality_function_section_qf_tol;
938 adaptive.probing_iterate_quality_factor = self.mu.probing_iterate_quality_factor;
939 adaptive.adaptive_mu_safeguard_factor = self.mu.adaptive_mu_safeguard_factor;
940 adaptive.adaptive_mu_monotone_init_factor =
941 self.mu.adaptive_mu_monotone_init_factor;
942 adaptive.restore_accepted_iterate = self.mu.adaptive_mu_restore_previous_iterate;
943 adaptive.adaptive_mu_kkterror_red_iters = self.mu.adaptive_mu_kkterror_red_iters;
944 adaptive.adaptive_mu_kkterror_red_fact = self.mu.adaptive_mu_kkterror_red_fact;
945 adaptive.adaptive_mu_kkt_norm = self.mu.adaptive_mu_kkt_norm_type;
946 Box::new(adaptive)
947 }
948 };
949
950 let acceptor: Box<dyn BacktrackingLsAcceptor> = match self.line_search_method {
951 LineSearchChoice::Filter => {
952 // Filter switching / Armijo / margin constants (#191):
953 // registered but previously never read. Set them on the
954 // concrete acceptor before boxing; defaults equal the
955 // registered defaults, so a run that doesn't set them is
956 // unchanged.
957 let mut f = FilterLsAcceptor::default();
958 f.eta_phi = self.line_search.eta_phi;
959 f.theta_min_fact = self.line_search.theta_min_fact;
960 f.theta_max_fact = self.line_search.theta_max_fact;
961 f.gamma_phi = self.line_search.gamma_phi;
962 f.gamma_theta = self.line_search.gamma_theta;
963 f.s_phi = self.line_search.s_phi;
964 f.s_theta = self.line_search.s_theta;
965 f.alpha_min_frac = self.line_search.alpha_min_frac;
966 f.obj_max_inc = self.line_search.obj_max_inc;
967 f.max_filter_resets = self.line_search.max_filter_resets;
968 f.filter_reset_trigger = self.line_search.filter_reset_trigger;
969 Box::new(f)
970 }
971 LineSearchChoice::Penalty => Box::new(PenaltyLsAcceptor::default()),
972 // CG-penalty acceptor lands with the rest of the
973 // CG-penalty path; fall back to the penalty acceptor's
974 // surface for now.
975 LineSearchChoice::CgPenalty => Box::new(PenaltyLsAcceptor::default()),
976 };
977 let mut line_search = BacktrackingLineSearch::new(acceptor);
978 line_search.watchdog_shortened_iter_trigger =
979 self.line_search.watchdog_shortened_iter_trigger;
980 line_search.watchdog_trial_iter_max = self.line_search.watchdog_trial_iter_max;
981 line_search.soft_resto_pderror_reduction_factor =
982 self.line_search.soft_resto_pderror_reduction_factor;
983 line_search.max_soft_resto_iters = self.line_search.max_soft_resto_iters;
984 line_search.accept_every_trial_step = self.line_search.accept_every_trial_step;
985 line_search.alpha_for_y = self.line_search.alpha_for_y;
986 // Second-order-correction constants (#191): registered but
987 // previously never read. Same direct-field pattern as the
988 // watchdog knobs above.
989 line_search.max_soc = self.line_search.max_soc;
990 line_search.kappa_soc = self.line_search.kappa_soc;
991 line_search.soc_method = self.line_search.soc_method;
992
993 let conv_check: Box<dyn crate::conv_check::r#trait::ConvCheck> =
994 Box::new(OptErrorConvCheck {
995 tol: self.conv_check.tol,
996 dual_inf_tol: self.conv_check.dual_inf_tol,
997 constr_viol_tol: self.conv_check.constr_viol_tol,
998 compl_inf_tol: self.conv_check.compl_inf_tol,
999 acceptable_tol: self.conv_check.acceptable_tol,
1000 acceptable_dual_inf_tol: self.conv_check.acceptable_dual_inf_tol,
1001 acceptable_constr_viol_tol: self.conv_check.acceptable_constr_viol_tol,
1002 acceptable_compl_inf_tol: self.conv_check.acceptable_compl_inf_tol,
1003 acceptable_obj_change_tol: self.conv_check.acceptable_obj_change_tol,
1004 acceptable_iter: self.conv_check.acceptable_iter,
1005 max_iter: self.conv_check.max_iter,
1006 max_cpu_time: self.conv_check.max_cpu_time,
1007 max_wall_time: self.conv_check.max_wall_time,
1008 acceptable_count: 0,
1009 last_acceptable_obj: None,
1010 infeas_stationarity_tol: self.conv_check.infeas_stationarity_tol,
1011 infeas_viol_kappa: self.conv_check.infeas_viol_kappa,
1012 infeas_max_streak: self.conv_check.infeas_max_streak,
1013 infeas_streak: 0,
1014 obj_scale_certificate_threshold: self.conv_check.obj_scale_certificate_threshold,
1015 veto_fired: false,
1016 acceptable_veto_fired: false,
1017 veto_extra_iters: 0,
1018 });
1019
1020 let init: Box<dyn crate::init::r#trait::IterateInitializer> = if self.warm_start_init_point
1021 {
1022 Box::new(WarmStartIterateInitializer::with_options(self.warm.clone()))
1023 } else {
1024 let mut d = DefaultIterateInitializer::with_eq_mult_calculator(Box::new(
1025 LeastSquareMults::new(),
1026 ));
1027 d.bound_push = self.init.bound_push;
1028 d.bound_frac = self.init.bound_frac;
1029 d.slack_bound_push = self.init.slack_bound_push;
1030 d.slack_bound_frac = self.init.slack_bound_frac;
1031 d.constr_mult_init_max = self.init.constr_mult_init_max;
1032 d.bound_mult_init_val = self.init.bound_mult_init_val;
1033 d.bound_mult_init_method = self.init.bound_mult_init_method.clone();
1034 d.least_square_init_primal = self.init.least_square_init_primal;
1035 Box::new(d)
1036 };
1037
1038 let eq_mult: Box<dyn crate::eq_mult::r#trait::EqMultCalculator> =
1039 Box::new(LeastSquareMults::new());
1040
1041 let hess: Box<dyn crate::hess::r#trait::HessianUpdater> = match self.hessian_approximation {
1042 HessianApproxChoice::Exact => Box::new(ExactHessianUpdater::new()),
1043 HessianApproxChoice::LimitedMemory => Box::new(LimMemQuasiNewtonUpdater {
1044 update_type: self.limited_memory_update_type,
1045 max_history: self.limited_memory_max_history,
1046 ..LimMemQuasiNewtonUpdater::default()
1047 }),
1048 };
1049
1050 let iter_output: Box<dyn crate::output::r#trait::IterationOutput> = {
1051 use crate::output::orig::{InfPrTag, PrintInfoString};
1052 let mut o = OrigIterationOutput::new();
1053 o.print_frequency_iter = self.output.print_frequency_iter;
1054 o.print_frequency_time = self.output.print_frequency_time;
1055 o.print_info_string = if self.output.print_info_string {
1056 PrintInfoString::Yes
1057 } else {
1058 PrintInfoString::No
1059 };
1060 o.inf_pr_output = if self.output.inf_pr_output_internal {
1061 InfPrTag::Internal
1062 } else {
1063 InfPrTag::Original
1064 };
1065 Box::new(o)
1066 };
1067
1068 AlgorithmBundle {
1069 mu_update,
1070 conv_check,
1071 init,
1072 eq_mult,
1073 hess,
1074 line_search,
1075 iter_output,
1076 search_dir,
1077 }
1078 }
1079}
1080
1081#[cfg(test)]
1082mod tests {
1083 use super::*;
1084
1085 #[test]
1086 fn default_builder_assembles() {
1087 let bundle = AlgorithmBuilder::new().build();
1088 // Sanity: the placeholder traits compile and the boxed
1089 // strategies don't panic on construction.
1090 let _ = bundle.line_search.acceptor();
1091 assert!(bundle.search_dir.is_none());
1092 }
1093
1094 #[test]
1095 fn build_with_backend_assembles_search_dir_chain() {
1096 // Drive the builder with the FERAL backend factory; the
1097 // resulting bundle should expose a populated `PdSearchDirCalc`.
1098 let factory: LinearBackendFactory = Box::new(|_| {
1099 Box::new(pounce_feral::FeralSolverInterface::new())
1100 as Box<dyn SparseSymLinearSolverInterface>
1101 });
1102 let bundle = AlgorithmBuilder::new().build_with_backend(factory);
1103 assert!(bundle.search_dir.is_some());
1104 }
1105
1106 #[test]
1107 fn limited_memory_sr1_propagates() {
1108 let b = AlgorithmBuilder {
1109 hessian_approximation: HessianApproxChoice::LimitedMemory,
1110 limited_memory_update_type: UpdateType::Sr1,
1111 ..AlgorithmBuilder::default()
1112 };
1113 let _bundle = b.build();
1114 }
1115
1116 #[test]
1117 fn every_strategy_combination_assembles_without_panic() {
1118 let solvers = [LinearSolverChoice::Ma57, LinearSolverChoice::Feral];
1119 let mu = [MuStrategyChoice::Monotone, MuStrategyChoice::Adaptive];
1120 let hess = [
1121 HessianApproxChoice::Exact,
1122 HessianApproxChoice::LimitedMemory,
1123 ];
1124 let ls = [
1125 LineSearchChoice::Filter,
1126 LineSearchChoice::CgPenalty,
1127 LineSearchChoice::Penalty,
1128 ];
1129 for &linear_solver in &solvers {
1130 for &mu_strategy in &mu {
1131 for &hessian_approximation in &hess {
1132 for &line_search_method in &ls {
1133 let _ = AlgorithmBuilder {
1134 algorithm: AlgorithmChoice::default(),
1135 linear_solver,
1136 linear_system_scaling: LinearSystemScalingChoice::None,
1137 linear_scaling_on_demand: true,
1138 mu_strategy,
1139 mu_oracle: MuOracleKind::QualityFunction,
1140 hessian_approximation,
1141 limited_memory_update_type: UpdateType::Bfgs,
1142 limited_memory_max_history: 6,
1143 line_search_method,
1144 warm_start_init_point: false,
1145 mehrotra_algorithm: false,
1146 kappa_sigma: 1e10,
1147 kappa_d: 1e-5,
1148 tiny_step_tol: 10.0 * Number::EPSILON,
1149 tiny_step_y_tol: 1e-2,
1150 diverging_iterates_tol: 1e20,
1151 dual_diverging_streak: 0,
1152 kkt_fidelity_tol: 0.0,
1153 conv_check: ConvCheckOptions::default(),
1154 mu: MuOptions::default(),
1155 line_search: LineSearchOptions::default(),
1156 refinement: RefinementOptions::default(),
1157 perturbation: PerturbationOptions::default(),
1158 resto: RestoOptions::default(),
1159 output: OutputOptions::default(),
1160 warm: WarmStartOptions::default(),
1161 sqp: crate::sqp::SqpOptions::default(),
1162 sqp_qp: pounce_qp::QpOptions::default(),
1163 init: InitOptions::default(),
1164 kkt_schur: None,
1165 }
1166 .build();
1167 }
1168 }
1169 }
1170 }
1171 }
1172}