pounce_algorithm/conv_check/opt_error.rs
1//! Optimal-error convergence check — port of
2//! `Algorithm/IpOptErrorConvCheck.{hpp,cpp}`.
3//!
4//! Tolerance state machine over `(nlp_err, iter_count)` plus
5//! per-component infeasibilities pulled directly from
6//! [`IpoptCalculatedQuantities`]. The scalar
7//! [`Self::check_convergence`] entry point only gates on
8//! `nlp_err <= tol` (matching upstream when the per-component
9//! tolerances are at their `+∞` sentinels); the state-aware
10//! [`Self::check_convergence_with_state`] adds the
11//! `dual_inf_tol` / `constr_viol_tol` / `compl_inf_tol` gates that
12//! mirror upstream `OptimalityErrorConvergenceCheck::CheckConvergence`.
13
14use crate::conv_check::r#trait::{ConvCheck, ConvergenceStatus};
15use crate::ipopt_cq::IpoptCqHandle;
16use crate::ipopt_data::IpoptDataHandle;
17use pounce_common::types::{Index, Number};
18
19pub struct OptErrorConvCheck {
20 pub tol: Number,
21 pub dual_inf_tol: Number,
22 pub constr_viol_tol: Number,
23 pub compl_inf_tol: Number,
24 pub acceptable_tol: Number,
25 pub acceptable_dual_inf_tol: Number,
26 pub acceptable_constr_viol_tol: Number,
27 pub acceptable_compl_inf_tol: Number,
28 pub acceptable_obj_change_tol: Number,
29 pub acceptable_iter: Index,
30 pub max_iter: Index,
31 pub max_cpu_time: Number,
32 pub max_wall_time: Number,
33 pub acceptable_count: Index,
34 /// Objective value at the last iterate the main loop stashed via
35 /// `set_curr_acceptable_obj`. Used by the
36 /// `acceptable_obj_change_tol` cross-check. `None` until an
37 /// acceptable point has been recorded.
38 pub last_acceptable_obj: Option<Number>,
39 /// Tolerance on the scaled infeasibility stationarity
40 /// `‖Jᵀc‖/max(1,‖c‖)`. An iterate counts toward the infeasibility
41 /// streak when this ratio is at or below this value while the
42 /// constraint violation stays bounded away from zero. Rapid
43 /// infeasibility detection is disabled when this is non-positive.
44 pub infeas_stationarity_tol: Number,
45 /// Multiple of `constr_viol_tol` the constraint violation must
46 /// exceed before an iterate can count as infeasible-stationary —
47 /// keeps detection from firing on nearly-feasible flat spots.
48 pub infeas_viol_kappa: Number,
49 /// Consecutive infeasible-stationary iterations required before
50 /// terminating with `LocallyInfeasible`. Non-positive disables
51 /// rapid infeasibility detection.
52 pub infeas_max_streak: Index,
53 /// Running count of consecutive infeasible-stationary iterations.
54 pub infeas_streak: Index,
55 /// Objective-scale floor below which a strict certificate is refused
56 /// while the *unscaled* KKT error is still above `acceptable_tol`
57 /// (gh #200). See [`certificate_masked`]. `0` disables the mechanism
58 /// entirely, restoring bit-for-bit upstream-Ipopt behaviour.
59 pub obj_scale_certificate_threshold: Number,
60 /// Whether a masked **strict** certificate was ever refused this solve.
61 pub veto_fired: bool,
62 /// Whether a masked **acceptable-level** termination was ever refused.
63 ///
64 /// Tracked separately because the two refusals must be undone differently:
65 /// a refused strict certificate restores as `Success`, a refused
66 /// acceptable-level one as `StopAtAcceptablePoint`. Conflating them would
67 /// either over-claim a status or, as originally written, leave the
68 /// acceptable-level refusal with no safety net at all.
69 pub acceptable_veto_fired: bool,
70 /// Iterations spent since the veto first refused a certificate.
71 ///
72 /// The veto is a bet that continuing reaches a better point. Some problems
73 /// never let it pay off — an unscaled error pinned above `acceptable_tol`
74 /// by an unbounded direction keeps the veto engaged until `max_iter`,
75 /// turning a 40-iteration solve into a 300-iteration one for nothing. Past
76 /// [`VETO_MAX_EXTRA_ITERS`] the bet is called off and the run is allowed to
77 /// terminate normally; correctness does not depend on the cap, because the
78 /// refused certificate is restored either way.
79 pub veto_extra_iters: Index,
80}
81
82/// How many iterations the veto may spend before its bet is called off.
83///
84/// Generous relative to what a successful rescue costs — the reported quartics
85/// reach the true minimum in 11-15 extra iterations — but bounded, so a veto
86/// that can never lift (an unscaled error pinned above `acceptable_tol` by an
87/// unbounded direction) cannot run to `max_iter`. Correctness does not rest on
88/// this number: whatever happens after the budget is spent, the refused
89/// certificate is still restored if the run ends without a better one.
90const VETO_MAX_EXTRA_ITERS: Index = 60;
91
92/// Is a passing strict certificate *masked* by an extreme objective scale
93/// (gh #200)?
94///
95/// Gradient-based scaling picks `df = nlp_scaling_max_gradient / max‖∇f‖`,
96/// floored at `nlp_scaling_min_value = 1e-8`. On a flat quartic the initial
97/// gradient is enormous (`quartc`: ~4e12 → `df` pinned at the floor), and the
98/// strict test then runs on the *scaled* aggregate. Because a quartic's
99/// gradient vanishes cubically toward its minimum while `df` stays fixed at its
100/// initial value, the scaled error crosses `tol` roughly 30% of the way in: the
101/// solver certifies optimality at `quartc` objective 248.88 when the true
102/// minimum is ~0, with an unscaled dual infeasibility of 0.84.
103///
104/// This predicate deliberately does **not** try to decide whether the stop is
105/// genuinely false — it only asks whether the conditions that make a false stop
106/// *possible* are present. Distinguishing a masked certificate from an honest
107/// one at a small scale cannot be done from the residual magnitude: `meyer3`
108/// sits at the same 1e-8 scale floor as `quartc` while being genuinely
109/// converged, and the unscaled error is a *dimensional* quantity, so any
110/// absolute cutoff separating them would move if the objective were rescaled —
111/// precisely the sensitivity this bug is about. An earlier revision of this
112/// work did exactly that (a 5e-2 bar fitted to the gap in one benchmark suite);
113/// it is not defensible and was removed.
114///
115/// Instead the caller *tests* the hypothesis: it refuses to stop, continues,
116/// and sees whether the iterates actually go anywhere. If they do, the stop was
117/// false. If they do not, the certificate is honoured unchanged — so the
118/// mechanism is never worse than not having it (see `terminate_vetoed_or`).
119pub fn certificate_masked(
120 obj_scale: Number,
121 unscaled_err: Number,
122 threshold: Number,
123 acceptable_tol: Number,
124) -> bool {
125 // A non-positive threshold is the documented opt-out; NaN is treated the
126 // same way rather than silently enabling the mechanism.
127 if threshold.is_nan() || threshold <= 0.0 {
128 return false;
129 }
130 // Magnitude, not signed value: a negative `obj_scaling_factor` (the
131 // documented way to maximize) is trivially below any positive threshold,
132 // which would arm this on every maximization regardless of scale.
133 obj_scale.abs() < threshold && unscaled_err > acceptable_tol
134}
135
136impl Default for OptErrorConvCheck {
137 fn default() -> Self {
138 // Defaults from `IpOptErrorConvCheck.cpp:RegisterOptions`.
139 Self {
140 tol: 1e-8,
141 dual_inf_tol: 1.0,
142 constr_viol_tol: 1e-4,
143 compl_inf_tol: 1e-4,
144 acceptable_tol: 1e-6,
145 acceptable_dual_inf_tol: 1e10,
146 acceptable_constr_viol_tol: 1e-2,
147 acceptable_compl_inf_tol: 1e-2,
148 acceptable_obj_change_tol: 1e20,
149 acceptable_iter: 15,
150 max_iter: 3000,
151 max_cpu_time: 1e6,
152 max_wall_time: 1e6,
153 acceptable_count: 0,
154 last_acceptable_obj: None,
155 infeas_stationarity_tol: 1e-8,
156 infeas_viol_kappa: 1e2,
157 infeas_max_streak: 5,
158 infeas_streak: 0,
159 // 1e-4 separates the falsely-certified problems (objective scale
160 // pinned at the 1e-8 floor) from every recorded collateral case
161 // (`hs1`/`hs38` at ~4e-2, the 19-problem list at ~1e-2). See
162 // [`certificate_masked`].
163 obj_scale_certificate_threshold: 1e-4,
164 veto_fired: false,
165 acceptable_veto_fired: false,
166 veto_extra_iters: 0,
167 }
168 }
169}
170
171impl OptErrorConvCheck {
172 pub fn new() -> Self {
173 Self::default()
174 }
175
176 /// Pure helper for the per-component upstream gate. Returns `true`
177 /// iff every supplied residual sits at or below its tolerance.
178 /// Factored out so tests can exercise the gating logic without
179 /// constructing a full `IpoptCq`.
180 fn passes_component_tols(
181 &self,
182 overall: Number,
183 dual_inf: Number,
184 constr_viol: Number,
185 compl_inf: Number,
186 ) -> bool {
187 overall <= self.tol
188 && dual_inf <= self.dual_inf_tol
189 && constr_viol <= self.constr_viol_tol
190 && compl_inf <= self.compl_inf_tol
191 }
192
193 /// Pure helper mirroring upstream
194 /// `OptimalityErrorConvergenceCheck::CurrentIsAcceptable`. Tests
195 /// the per-component `acceptable_*_tol` triplet plus the optional
196 /// `acceptable_obj_change_tol` stability cross-check.
197 fn passes_acceptable_tols(
198 &self,
199 overall: Number,
200 dual_inf: Number,
201 constr_viol: Number,
202 compl_inf: Number,
203 curr_f: Number,
204 ) -> bool {
205 // A point is never acceptable if the scaled error metric or the
206 // objective itself is non-finite. Without the `curr_f` guard a NaN/Inf
207 // objective with otherwise-small infeasibility (e.g. CUTE `himmelbj`,
208 // where f evaluates to NaN at a near-feasible point) would be recorded
209 // as the acceptable rollback point and reported under
210 // `Solved_To_Acceptable_Level` with a `nan` objective.
211 if !overall.is_finite() || !curr_f.is_finite() {
212 return false;
213 }
214 let component_ok = overall <= self.acceptable_tol
215 && dual_inf <= self.acceptable_dual_inf_tol
216 && constr_viol <= self.acceptable_constr_viol_tol
217 && compl_inf <= self.acceptable_compl_inf_tol;
218 if !component_ok {
219 return false;
220 }
221 // Upstream `IpOptErrorConvCheck.cpp:CurrentIsAcceptable` — when
222 // an acceptable point has already been recorded and the user
223 // tightened `acceptable_obj_change_tol` below the 1e20
224 // sentinel, the iterate is only re-acceptable if `f` has moved
225 // by less than `tol * max(1, |f|)` relative to the recorded
226 // value. Skipped when no prior point exists or the cross-check
227 // is disabled.
228 if self.acceptable_obj_change_tol < 1e20 {
229 if let Some(prev) = self.last_acceptable_obj {
230 let denom = curr_f.abs().max(1.0);
231 if (prev - curr_f).abs() >= self.acceptable_obj_change_tol * denom {
232 return false;
233 }
234 }
235 }
236 true
237 }
238
239 /// Advance the acceptable-level streak, returning whether the run should
240 /// terminate with `ConvergedToAcceptable`.
241 ///
242 /// Acceptable-level termination is **count-based**: it needs
243 /// `acceptable_iter` *consecutive* qualifying iterates. The masked-scale
244 /// veto (gh #200) suppresses that termination, so the count has to keep
245 /// running underneath the suppression — otherwise the mechanism cannot know
246 /// where the unvetoed run would have stopped.
247 ///
248 /// The subtle part, and an earlier bug: `masked` is **not constant over a
249 /// run**. `obj_scale` is fixed, but the veto's other condition is
250 /// `unscaled_err > acceptable_tol`, and that quantity crosses the bar
251 /// during the endgame — the crossing *is* the veto lifting. A streak can
252 /// therefore straddle the boundary. Keeping two disjoint counters (a real
253 /// one and a shadow), each reset by the other's phase, silently discarded a
254 /// streak the unvetoed run would have kept: fourteen unmasked qualifying
255 /// iterates followed by one masked qualifying iterate left the real count at
256 /// zero, where the baseline would have reached fifteen and stopped. The run
257 /// then fell through to `max_iter` — with no snapshot armed, because the
258 /// shadow had only just started — and returned a bare failure where the
259 /// baseline returned `Solved_To_Acceptable_Level`. That is precisely the
260 /// "never worse" guarantee failing.
261 ///
262 /// So there is **one** counter, advanced on `acceptable_now` regardless of
263 /// `masked`. `masked` decides only what happens when it crosses the
264 /// threshold: terminate, or record that a termination was refused here —
265 /// which is exactly the iterate the unvetoed run would have returned.
266 fn note_acceptable(&mut self, acceptable_now: bool, masked: bool) -> bool {
267 if !acceptable_now {
268 self.acceptable_count = 0;
269 return false;
270 }
271 self.acceptable_count += 1;
272 if self.acceptable_count < self.acceptable_iter {
273 return false;
274 }
275 if masked {
276 self.acceptable_veto_fired = true;
277 false
278 } else {
279 true
280 }
281 }
282
283 /// Pure predicate for a single infeasible-stationary iterate: the
284 /// constraint violation is bounded away from zero
285 /// (`constr_viol > infeas_viol_kappa · constr_viol_tol`) and the
286 /// scaled infeasibility gradient `‖Jᵀc‖/max(1,‖c‖)` is at or below
287 /// `infeas_stationarity_tol`. Returns `false` when rapid
288 /// infeasibility detection is disabled (either knob non-positive).
289 fn is_infeasible_stationary(&self, constr_viol: Number, stationarity: Number) -> bool {
290 if self.infeas_stationarity_tol <= 0.0 || self.infeas_max_streak <= 0 {
291 return false;
292 }
293 constr_viol > self.infeas_viol_kappa * self.constr_viol_tol
294 && stationarity <= self.infeas_stationarity_tol
295 }
296
297 /// Advance the rapid-infeasibility-detection streak by one
298 /// iteration. An infeasible-stationary iterate (see
299 /// [`Self::is_infeasible_stationary`]) increments the streak; any
300 /// other iterate resets it to zero. Returns `true` once the streak
301 /// reaches `infeas_max_streak`, signalling the caller to terminate
302 /// with `ConvergenceStatus::LocallyInfeasible`. The streak guards
303 /// against firing on a transient flat spot.
304 fn note_infeasible_stationary(&mut self, constr_viol: Number, stationarity: Number) -> bool {
305 if self.is_infeasible_stationary(constr_viol, stationarity) {
306 self.infeas_streak += 1;
307 self.infeas_streak >= self.infeas_max_streak
308 } else {
309 self.infeas_streak = 0;
310 false
311 }
312 }
313}
314
315impl ConvCheck for OptErrorConvCheck {
316 fn certificate_vetoed(&self) -> bool {
317 self.veto_fired
318 }
319
320 fn acceptable_certificate_vetoed(&self) -> bool {
321 self.acceptable_veto_fired
322 }
323
324 fn check_convergence(&mut self, nlp_err: Number, iter_count: Index) -> ConvergenceStatus {
325 if nlp_err <= self.tol {
326 return ConvergenceStatus::Converged;
327 }
328 // `acceptable_iter == 0` disables acceptable-level termination,
329 // mirroring upstream `IpOptErrorConvCheck.cpp:241`
330 // (`if( acceptable_iter_ > 0 && CurrentIsAcceptable() )`). Without
331 // the `> 0` guard, a zero would make `acceptable_count >= 0` fire on
332 // the first acceptable iterate — the opposite of "disabled".
333 if self.acceptable_iter > 0 && nlp_err <= self.acceptable_tol {
334 self.acceptable_count += 1;
335 if self.acceptable_count >= self.acceptable_iter {
336 return ConvergenceStatus::ConvergedToAcceptable;
337 }
338 } else {
339 self.acceptable_count = 0;
340 }
341 if iter_count >= self.max_iter {
342 return ConvergenceStatus::MaxIterExceeded;
343 }
344 ConvergenceStatus::Continue
345 }
346
347 fn check_convergence_with_state(
348 &mut self,
349 nlp_err: Number,
350 iter_count: Index,
351 data: &IpoptDataHandle,
352 cq: &IpoptCqHandle,
353 ) -> ConvergenceStatus {
354 // Mirror upstream `IpOptErrorConvCheck.cpp::CheckConvergence`:
355 // the scaled scalar `nlp_err` must drop below `tol` AND each
356 // per-component value must sit under its own tolerance. The
357 // component tolerances (`dual_inf_tol`/`constr_viol_tol`/
358 // `compl_inf_tol`) are defined on the *unscaled* (user-original)
359 // residuals — both upstream and per pounce's own option help text
360 // — so we gate on the unscaled accessors. This resolves the former
361 // M1 deviation (gating on internally-scaled residuals), which let
362 // an ill-conditioned, nlp_scaling-deflated solve report
363 // `Solve_Succeeded` while the user-space duals had drifted
364 // (pounce#173). When no scaling is active the unscaled accessors
365 // return the scaled values unchanged, so behaviour is identical on
366 // the common path.
367 let cq_ref = cq.borrow();
368 let dual_inf = cq_ref.curr_unscaled_dual_infeasibility_max();
369 let constr_viol = cq_ref.curr_unscaled_primal_infeasibility_max();
370 let compl_inf = cq_ref.curr_unscaled_complementarity_max();
371 let curr_f = cq_ref.curr_f();
372 let unscaled_err = cq_ref.curr_unscaled_nlp_error();
373 // The gate asks whether *our* scaling clamped, not how the user chose
374 // to scale their objective — see `certificate_masked`.
375 let obj_scale = cq_ref.computed_obj_scaling_factor();
376 drop(cq_ref);
377
378 // gh #200: refuse a certificate the objective scaling has masked, and
379 // keep iterating. A constant objective scale cancels out of the Newton
380 // step and every line-search test is scale-invariant, so the continued
381 // run follows exactly the trajectory an unscaled run would and reaches
382 // the true minimum — at which point the unscaled error falls under
383 // `acceptable_tol`, the veto lifts, and an honest strict certificate is
384 // issued. Refusing to stop early is the whole intervention; the strict
385 // tolerance in scaled space is untouched.
386 if self.veto_fired || self.acceptable_veto_fired {
387 self.veto_extra_iters += 1;
388 }
389 // Call the bet off once it has plainly not paid off, so a veto that can
390 // never lift cannot cost an unbounded number of iterations. The refused
391 // certificate is restored regardless, so this bounds cost, not
392 // correctness.
393 let budget_spent = self.veto_extra_iters > VETO_MAX_EXTRA_ITERS;
394 // A non-finite objective disqualifies the veto outright. `passes_component_tols`
395 // never inspects `f`, so a strict certificate can pass at an iterate whose
396 // objective is NaN while its residuals are finite and tiny — and the unvetoed
397 // run returns exactly that, NaN objective and all. Refusing it would arm a
398 // snapshot the restore then declines (`honour_refused_certificate` requires a
399 // finite objective), surfacing a failure where the baseline reported success.
400 // Declining to engage keeps that case bit-identical to the baseline instead.
401 // The acceptable-level side already had this property: finite `f` is a
402 // precondition of qualifying there.
403 let masked = curr_f.is_finite()
404 && !budget_spent
405 && certificate_masked(
406 obj_scale,
407 unscaled_err,
408 self.obj_scale_certificate_threshold,
409 self.acceptable_tol,
410 );
411 // Record a refusal only when a strict certificate was genuinely on the
412 // table. `masked` alone is far broader — it holds on ordinary iterates
413 // long before convergence — and using it would arm the fallback (and
414 // snapshot an arbitrary mid-solve iterate) on runs that were never
415 // about to stop.
416 let refusing_strict =
417 masked && self.passes_component_tols(nlp_err, dual_inf, constr_viol, compl_inf);
418 if refusing_strict && !self.veto_fired {
419 self.veto_fired = true;
420 tracing::info!(
421 obj_scale,
422 unscaled_kkt_error = unscaled_err,
423 scaled_nlp_error = nlp_err,
424 threshold = self.obj_scale_certificate_threshold,
425 "refusing a termination certificate masked by an extreme objective scale; \
426 continuing toward the true minimum (obj_scale_certificate_threshold=0 disables)"
427 );
428 }
429
430 if !masked && self.passes_component_tols(nlp_err, dual_inf, constr_viol, compl_inf) {
431 return ConvergenceStatus::Converged;
432 }
433 // `acceptable_iter == 0` disables acceptable-level termination
434 // (upstream `IpOptErrorConvCheck.cpp:241`). See `check_convergence`.
435 // The veto covers this branch too, so a refused strict certificate is
436 // not merely swapped for an acceptable-level one at the same wrong
437 // point. Acceptable-point *storage* is deliberately left un-vetoed —
438 // that stashed point is the rollback target if the run later stalls.
439 let acceptable_now = self.acceptable_iter > 0
440 && self.passes_acceptable_tols(nlp_err, dual_inf, constr_viol, compl_inf, curr_f);
441 if self.note_acceptable(acceptable_now, masked) {
442 return ConvergenceStatus::ConvergedToAcceptable;
443 }
444 if iter_count >= self.max_iter {
445 return ConvergenceStatus::MaxIterExceeded;
446 }
447 // Rapid infeasibility detection — recognise an iterate
448 // converging to a stationary point of the constraint
449 // violation with the violation bounded away from zero, and
450 // exit with `LocallyInfeasible` instead of grinding to
451 // `max_iter` or thrashing restoration. Gated behind an
452 // `infeas_max_streak`-iteration streak to avoid firing on a
453 // transient flat spot. The outer guard skips the two
454 // transpose-products when detection is disabled.
455 if self.infeas_stationarity_tol > 0.0 && self.infeas_max_streak > 0 {
456 // The surrogate here is a cheap PRE-FILTER, not the verdict. It is
457 // a threshold on `||J^T c|| / max(1, ||c||)`, which is not
458 // scale-invariant: under a row scaling `dc` the numerator carries
459 // `dc^2` while the denominator clamps at 1, so an aggressive scaling
460 // drives it to zero regardless of where the iterate is. That is how
461 // HS13 from x0 = (1e4, 1e4) reached `5e-14` at a point whose
462 // constraint violation was 0.51, and got reported infeasible.
463 //
464 // Retuning does not fix it. Measured over 800 corpus models, every
465 // tolerance that fires on genuinely infeasible problems also
466 // introduces new false infeasibility (>= 3 models at the smallest
467 // viable value), and measuring the surrogate unscaled or
468 // scale-invariantly does not separate the cases either. So the
469 // surrogate stays as-is, and the claim the status actually makes --
470 // that no local move reduces the violation -- is confirmed directly
471 // before the verdict is issued.
472 let stationarity = cq.borrow().curr_infeasibility_stationarity();
473 if self.note_infeasible_stationary(constr_viol, stationarity) {
474 if cq.borrow().infeasibility_descent_available() {
475 // Descent exists: not a stationary point of the violation,
476 // so the surrogate was wrong here. Drop the streak and keep
477 // solving.
478 self.infeas_streak = 0;
479 } else {
480 return ConvergenceStatus::LocallyInfeasible;
481 }
482 }
483 }
484 // Time-budget gates. When the application installed a shared
485 // [`Deadline`] (pounce#242) it is authoritative: it measures
486 // global elapsed time from a fixed start instant, so it fires
487 // correctly even inside the restoration inner IPM, whose fresh
488 // `timing.overall_alg` is never started. Absent a deadline (the
489 // direct-driver / unit-test path), fall back to the `overall_alg`
490 // timer, which `IpoptApplication` starts at the top of
491 // `optimize_constrained`; `live_*` returns the running elapsed
492 // without forcing a `start/end` cycle. Upstream
493 // `IpOptErrorConvCheck.cpp::CheckConvergence` reads the
494 // application-level start time similarly.
495 let d = data.borrow();
496 if let Some(deadline) = d.deadline.as_ref() {
497 match deadline.exceeded() {
498 Some(pounce_common::timing::DeadlineKind::Cpu) => {
499 return ConvergenceStatus::CpuTimeExceeded;
500 }
501 Some(pounce_common::timing::DeadlineKind::Wall) => {
502 return ConvergenceStatus::WallTimeExceeded;
503 }
504 None => {}
505 }
506 } else {
507 let timing = &d.timing;
508 if timing.overall_alg.live_cpu_time() >= self.max_cpu_time {
509 return ConvergenceStatus::CpuTimeExceeded;
510 }
511 if timing.overall_alg.live_wallclock_time() >= self.max_wall_time {
512 return ConvergenceStatus::WallTimeExceeded;
513 }
514 }
515 ConvergenceStatus::Continue
516 }
517
518 fn current_passes_strict(
519 &self,
520 nlp_err: Number,
521 _data: &IpoptDataHandle,
522 cq: &IpoptCqHandle,
523 ) -> bool {
524 // The strict per-component gate of `check_convergence_with_state`, minus
525 // the masking veto — see the trait doc. Unscaled per-component residuals,
526 // matching that method (the `*_tol` triplet is defined on the
527 // user-original residuals).
528 let cq_ref = cq.borrow();
529 let dual_inf = cq_ref.curr_unscaled_dual_infeasibility_max();
530 let constr_viol = cq_ref.curr_unscaled_primal_infeasibility_max();
531 let compl_inf = cq_ref.curr_unscaled_complementarity_max();
532 drop(cq_ref);
533 self.passes_component_tols(nlp_err, dual_inf, constr_viol, compl_inf)
534 }
535
536 fn tol_or_default(&self) -> Number {
537 self.tol
538 }
539
540 fn acceptable_constr_viol_tol_or_default(&self) -> Number {
541 self.acceptable_constr_viol_tol
542 }
543
544 fn set_tolerance(&mut self, name: &str, value: Number) -> bool {
545 match name {
546 "tol" => self.tol = value,
547 "dual_inf_tol" => self.dual_inf_tol = value,
548 "constr_viol_tol" => self.constr_viol_tol = value,
549 "compl_inf_tol" => self.compl_inf_tol = value,
550 "acceptable_tol" => self.acceptable_tol = value,
551 "acceptable_dual_inf_tol" => self.acceptable_dual_inf_tol = value,
552 "acceptable_constr_viol_tol" => self.acceptable_constr_viol_tol = value,
553 "acceptable_compl_inf_tol" => self.acceptable_compl_inf_tol = value,
554 "acceptable_obj_change_tol" => self.acceptable_obj_change_tol = value,
555 _ => return false,
556 }
557 true
558 }
559
560 fn current_is_acceptable(&self, nlp_err: Number) -> bool {
561 // Scalar fallback used when the caller has no `IpoptCq` handle
562 // (e.g. unit tests). The state-aware variant
563 // [`Self::current_is_acceptable_with_state`] mirrors upstream
564 // more faithfully by gating on the per-component
565 // `acceptable_*_tol` triplet plus the obj-change cross-check.
566 nlp_err.is_finite() && nlp_err <= self.acceptable_tol
567 }
568
569 fn current_is_acceptable_with_state(
570 &self,
571 nlp_err: Number,
572 _data: &IpoptDataHandle,
573 cq: &IpoptCqHandle,
574 ) -> bool {
575 let cq_ref = cq.borrow();
576 // Unscaled per-component residuals — see `check_convergence_with_state`
577 // (the `acceptable_*_tol` triplet is likewise defined on the
578 // user-original residuals).
579 let dual_inf = cq_ref.curr_unscaled_dual_infeasibility_max();
580 let constr_viol = cq_ref.curr_unscaled_primal_infeasibility_max();
581 let compl_inf = cq_ref.curr_unscaled_complementarity_max();
582 let curr_f = cq_ref.curr_f();
583 drop(cq_ref);
584 self.passes_acceptable_tols(nlp_err, dual_inf, constr_viol, compl_inf, curr_f)
585 }
586
587 fn set_curr_acceptable_obj(&mut self, obj: Number) {
588 self.last_acceptable_obj = Some(obj);
589 }
590}
591
592#[cfg(test)]
593mod tests {
594 use super::*;
595
596 #[test]
597 fn converges_at_tol() {
598 let mut c = OptErrorConvCheck::new();
599 assert_eq!(c.check_convergence(1e-9, 0), ConvergenceStatus::Converged);
600 }
601
602 #[test]
603 fn acceptable_iter_count_threshold() {
604 let mut c = OptErrorConvCheck {
605 acceptable_iter: 3,
606 ..Default::default()
607 };
608 // nlp_err between tol (1e-8) and acceptable (1e-6).
609 assert_eq!(c.check_convergence(1e-7, 0), ConvergenceStatus::Continue);
610 assert_eq!(c.check_convergence(1e-7, 1), ConvergenceStatus::Continue);
611 assert_eq!(
612 c.check_convergence(1e-7, 2),
613 ConvergenceStatus::ConvergedToAcceptable
614 );
615 }
616
617 #[test]
618 fn acceptable_iter_zero_disables_acceptable_termination() {
619 // Upstream `IpOptErrorConvCheck.cpp:241` gates the acceptable
620 // counter on `acceptable_iter_ > 0`, so a zero disables the
621 // acceptable-level exit entirely. Before the guard, `>= 0` made
622 // pounce fire on the FIRST acceptable iterate (the opposite).
623 let mut c = OptErrorConvCheck {
624 acceptable_iter: 0,
625 ..Default::default()
626 };
627 // Many iterates parked between tol (1e-8) and acceptable (1e-6)
628 // must never trigger ConvergedToAcceptable; the run continues
629 // until tol or max_iter.
630 for k in 0..50 {
631 assert_eq!(
632 c.check_convergence(1e-7, k),
633 ConvergenceStatus::Continue,
634 "acceptable_iter=0 must not stop at the acceptable level (iter {k})"
635 );
636 }
637 // tol is still honored regardless.
638 assert_eq!(c.check_convergence(1e-9, 51), ConvergenceStatus::Converged);
639 }
640
641 #[test]
642 fn streak_resets_when_above_acceptable() {
643 let mut c = OptErrorConvCheck {
644 acceptable_iter: 3,
645 ..Default::default()
646 };
647 assert_eq!(c.check_convergence(1e-7, 0), ConvergenceStatus::Continue);
648 // Above acceptable resets the counter.
649 assert_eq!(c.check_convergence(1e-3, 1), ConvergenceStatus::Continue);
650 assert_eq!(c.check_convergence(1e-7, 2), ConvergenceStatus::Continue);
651 assert_eq!(c.check_convergence(1e-7, 3), ConvergenceStatus::Continue);
652 assert_eq!(
653 c.check_convergence(1e-7, 4),
654 ConvergenceStatus::ConvergedToAcceptable
655 );
656 }
657
658 #[test]
659 fn passes_acceptable_tols_gates_on_per_component_triplet() {
660 let c = OptErrorConvCheck {
661 acceptable_tol: 1e-6,
662 acceptable_dual_inf_tol: 1e-3,
663 acceptable_constr_viol_tol: 1e-3,
664 acceptable_compl_inf_tol: 1e-3,
665 ..Default::default()
666 };
667 assert!(c.passes_acceptable_tols(1e-7, 1e-4, 1e-4, 1e-4, 0.0));
668 // dual_inf above its acceptable threshold blocks.
669 assert!(!c.passes_acceptable_tols(1e-7, 1.0, 1e-4, 1e-4, 0.0));
670 // overall above acceptable_tol blocks.
671 assert!(!c.passes_acceptable_tols(1e-5, 1e-4, 1e-4, 1e-4, 0.0));
672 }
673
674 #[test]
675 fn passes_acceptable_tols_honors_obj_change_tol() {
676 let mut c = OptErrorConvCheck {
677 acceptable_tol: 1e-6,
678 acceptable_dual_inf_tol: 1.0,
679 acceptable_constr_viol_tol: 1.0,
680 acceptable_compl_inf_tol: 1.0,
681 acceptable_obj_change_tol: 0.1,
682 ..Default::default()
683 };
684 // First call always acceptable (no prior obj).
685 assert!(c.passes_acceptable_tols(1e-7, 0.0, 0.0, 0.0, 10.0));
686 c.set_curr_acceptable_obj(10.0);
687 // Same f → change well under threshold → still acceptable.
688 assert!(c.passes_acceptable_tols(1e-7, 0.0, 0.0, 0.0, 10.0));
689 // f moved by 2.0 with threshold 0.1 * max(1, |11.0|) = 1.1 →
690 // absolute change 1.0 < 1.1: acceptable.
691 assert!(c.passes_acceptable_tols(1e-7, 0.0, 0.0, 0.0, 11.0));
692 // f moved by 5.0 — absolute change 5.0 > 1.5 = 0.1 * 15 →
693 // rejected (the stability cross-check fires).
694 assert!(!c.passes_acceptable_tols(1e-7, 0.0, 0.0, 0.0, 15.0));
695 }
696
697 use crate::conv_check::r#trait::ConvCheck;
698
699 #[test]
700 fn set_curr_acceptable_obj_records_for_cross_check() {
701 let mut c = OptErrorConvCheck::new();
702 assert!(c.last_acceptable_obj.is_none());
703 ConvCheck::set_curr_acceptable_obj(&mut c, 4.2);
704 assert_eq!(c.last_acceptable_obj, Some(4.2));
705 }
706
707 #[test]
708 fn a_non_finite_objective_disqualifies_the_veto() {
709 // `passes_component_tols` never inspects `f`, so a strict certificate can
710 // pass at an iterate whose objective is NaN while its residuals are finite
711 // and tiny — and the unvetoed run returns exactly that. Refusing it would
712 // arm a snapshot that the restore then declines (it requires a finite
713 // objective), surfacing a failure where the baseline reported success:
714 // a never-worse violation, on the one path where the objective is not
715 // usable as a tiebreak.
716 let c = OptErrorConvCheck {
717 tol: 1e-8,
718 dual_inf_tol: 1.0,
719 constr_viol_tol: 1e-4,
720 compl_inf_tol: 1e-4,
721 ..Default::default()
722 };
723 // The residuals alone say "converged"; the objective says nothing usable.
724 assert!(c.passes_component_tols(1e-12, 1e-9, 0.0, 0.0));
725 // The masked predicate itself is unchanged — the finiteness gate lives at
726 // the call site, where `curr_f` is in hand.
727 assert!(certificate_masked(
728 1e-8,
729 8.4e-1,
730 c.obj_scale_certificate_threshold,
731 c.acceptable_tol
732 ));
733 // Both the guard's inputs behave as the call site composes them.
734 for bad in [Number::NAN, Number::INFINITY, Number::NEG_INFINITY] {
735 assert!(!bad.is_finite(), "{bad} should disqualify the veto");
736 }
737 assert!((1.0_f64).is_finite());
738 }
739
740 #[test]
741 fn acceptable_streak_survives_a_masked_boundary_mid_streak() {
742 // gh #200. `masked` is not constant over a run: it also depends on the
743 // unscaled error crossing `acceptable_tol`, and that crossing is exactly
744 // what happens during the endgame. So an acceptable-level streak can
745 // straddle the boundary.
746 //
747 // The earlier implementation kept two disjoint counters, each reset by
748 // the other's phase. Fourteen unmasked qualifying iterates followed by
749 // one masked qualifying iterate left the real count at 0 while the
750 // unvetoed run would have reached 15 and stopped — so the run fell
751 // through to `max_iter` and returned a bare failure where the baseline
752 // returned `Solved_To_Acceptable_Level`, with no snapshot armed to roll
753 // back to. Never-worse, violated.
754 let mut c = OptErrorConvCheck {
755 acceptable_iter: 15,
756 ..Default::default()
757 };
758 // 14 qualifying iterates while unmasked: no termination yet.
759 for i in 0..14 {
760 assert!(!c.note_acceptable(true, false), "terminated early at {i}");
761 }
762 // The 15th qualifies too, but the veto is now engaged. The streak must
763 // be honoured — recorded as a refused termination, not discarded.
764 assert!(
765 !c.note_acceptable(true, true),
766 "a masked iterate must not terminate the run"
767 );
768 assert!(
769 c.acceptable_veto_fired,
770 "the streak crossed `acceptable_iter` while masked, so a termination was \
771 refused here and must be recorded — otherwise the fallback has nothing to \
772 restore and the run returns a bare failure"
773 );
774
775 // The mirror direction: a streak that begins masked and finishes
776 // unmasked must terminate on the same iterate the baseline would.
777 let mut c = OptErrorConvCheck {
778 acceptable_iter: 15,
779 ..Default::default()
780 };
781 for _ in 0..14 {
782 assert!(!c.note_acceptable(true, true));
783 }
784 assert!(
785 c.note_acceptable(true, false),
786 "the veto lifted with the streak already at 14; the 15th qualifying iterate \
787 must terminate exactly as it would without the mechanism"
788 );
789
790 // And a non-qualifying iterate still breaks the streak, in either phase.
791 let mut c = OptErrorConvCheck {
792 acceptable_iter: 3,
793 ..Default::default()
794 };
795 assert!(!c.note_acceptable(true, false));
796 assert!(!c.note_acceptable(false, true));
797 assert_eq!(
798 c.acceptable_count, 0,
799 "a non-qualifying iterate resets the streak"
800 );
801 assert!(!c.note_acceptable(true, false));
802 assert!(!c.note_acceptable(true, false));
803 assert!(
804 c.note_acceptable(true, false),
805 "3 consecutive qualifying iterates terminate"
806 );
807 }
808
809 #[test]
810 fn certificate_masked_needs_both_an_extreme_scale_and_a_non_stationary_point() {
811 // gh #200. Both conditions are load-bearing, and each was independently
812 // shown to be insufficient on the benchmark suite.
813 let (th, atol) = (1e-4, 1e-6);
814
815 // The reported failure: scale pinned at the 1e-8 floor, unscaled error
816 // 0.84 — the strict test passed in scaled space at `quartc` obj 248.88.
817 assert!(certificate_masked(1e-8, 8.4e-1, th, atol));
818
819 // An ordinary objective scale is never second-guessed, however large
820 // the unscaled error. Keying on the error alone effectively tightens
821 // `tol` by `1/df` and regressed hs1/hs38 (scale ~4e-2).
822 assert!(!certificate_masked(4e-2, 8.4e-1, th, atol));
823 assert!(!certificate_masked(1.0, 1e3, th, atol));
824
825 // An extreme scale at a point that really is stationary is fine — this
826 // is what lifts the veto once the continued run reaches the minimum.
827 assert!(!certificate_masked(1e-8, 1e-9, th, atol));
828
829 // Boundaries: strictly below the scale threshold, strictly above the
830 // error tolerance.
831 assert!(!certificate_masked(th, 1.0, th, atol));
832 assert!(!certificate_masked(1e-8, atol, th, atol));
833
834 // `0` disables the mechanism outright (the documented opt-out) — the
835 // most extreme possible inputs must not trip it.
836 assert!(!certificate_masked(1e-30, 1e30, 0.0, atol));
837 // A negative threshold is treated as disabled rather than as "always".
838 assert!(!certificate_masked(1e-30, 1e30, -1.0, atol));
839 }
840
841 #[test]
842 fn veto_blocks_both_strict_and_acceptable_termination() {
843 // A refused strict certificate must not simply reappear as an
844 // acceptable-level one at the same wrong point, so the veto covers both
845 // branches. Exercised through the pure predicates the two branches
846 // share, since a full `check_convergence_with_state` needs a live cq.
847 let c = OptErrorConvCheck {
848 tol: 1e-8,
849 acceptable_tol: 1e-6,
850 dual_inf_tol: 1.0,
851 constr_viol_tol: 1e-4,
852 compl_inf_tol: 1e-4,
853 ..Default::default()
854 };
855 // The gh #200 iterate: passes the strict test in scaled space...
856 assert!(c.passes_component_tols(1e-9, 8.4e-1, 0.0, 0.0));
857 // ...and the veto is what withholds it.
858 assert!(certificate_masked(
859 1e-8,
860 8.4e-1,
861 c.obj_scale_certificate_threshold,
862 c.acceptable_tol
863 ));
864 // Default threshold is the documented 1e-4, and the veto starts clear.
865 assert_eq!(c.obj_scale_certificate_threshold, 1e-4);
866 assert!(!c.veto_fired);
867 assert!(!ConvCheck::certificate_vetoed(&c));
868 }
869
870 #[test]
871 fn passes_component_tols_requires_all_under_threshold() {
872 let c = OptErrorConvCheck {
873 tol: 1e-8,
874 dual_inf_tol: 1.0,
875 constr_viol_tol: 1e-4,
876 compl_inf_tol: 1e-4,
877 ..Default::default()
878 };
879 // All under threshold → converged.
880 assert!(c.passes_component_tols(1e-9, 0.5, 1e-5, 1e-5));
881 // dual_inf above its tolerance blocks even when nlp_err is tiny.
882 assert!(!c.passes_component_tols(1e-12, 2.0, 1e-5, 1e-5));
883 // compl_inf above its tolerance blocks.
884 assert!(!c.passes_component_tols(1e-12, 0.0, 0.0, 1e-2));
885 // constr_viol above its tolerance blocks.
886 assert!(!c.passes_component_tols(1e-12, 0.0, 1e-2, 0.0));
887 }
888
889 #[test]
890 fn infeasible_stationary_requires_violation_and_flat_gradient() {
891 let c = OptErrorConvCheck {
892 constr_viol_tol: 1e-4,
893 infeas_viol_kappa: 1e2, // violation threshold = 1e-2
894 infeas_stationarity_tol: 1e-8,
895 infeas_max_streak: 5,
896 ..Default::default()
897 };
898 // Violation well above 1e-2 and the infeasibility gradient
899 // essentially zero → counts as infeasible-stationary.
900 assert!(c.is_infeasible_stationary(1e-1, 1e-9));
901 // Violation above threshold but the gradient is not flat →
902 // still making feasibility progress, does not count.
903 assert!(!c.is_infeasible_stationary(1e-1, 1e-3));
904 // Gradient flat but violation below threshold → nearly
905 // feasible, does not count.
906 assert!(!c.is_infeasible_stationary(1e-3, 1e-9));
907 }
908
909 #[test]
910 fn infeasible_stationary_disabled_by_nonpositive_knobs() {
911 let off_tol = OptErrorConvCheck {
912 infeas_stationarity_tol: 0.0,
913 infeas_max_streak: 5,
914 ..Default::default()
915 };
916 assert!(!off_tol.is_infeasible_stationary(1e9, 0.0));
917 let off_streak = OptErrorConvCheck {
918 infeas_stationarity_tol: 1e-8,
919 infeas_max_streak: 0,
920 ..Default::default()
921 };
922 assert!(!off_streak.is_infeasible_stationary(1e9, 0.0));
923 }
924
925 #[test]
926 fn infeasible_stationary_streak_fires_only_after_max_streak() {
927 let mut c = OptErrorConvCheck {
928 constr_viol_tol: 1e-4,
929 infeas_viol_kappa: 1e2, // violation threshold = 1e-2
930 infeas_stationarity_tol: 1e-8,
931 infeas_max_streak: 3,
932 ..Default::default()
933 };
934 // Infeasible-stationary iterate: violation 1e-1 > 1e-2, flat
935 // gradient. Streak accrues but does not fire until the third.
936 assert!(!c.note_infeasible_stationary(1e-1, 1e-9));
937 assert!(!c.note_infeasible_stationary(1e-1, 1e-9));
938 assert!(c.note_infeasible_stationary(1e-1, 1e-9));
939 }
940
941 #[test]
942 fn infeasible_stationary_streak_resets_on_feasibility_progress() {
943 let mut c = OptErrorConvCheck {
944 constr_viol_tol: 1e-4,
945 infeas_viol_kappa: 1e2,
946 infeas_stationarity_tol: 1e-8,
947 infeas_max_streak: 3,
948 ..Default::default()
949 };
950 assert!(!c.note_infeasible_stationary(1e-1, 1e-9));
951 assert!(!c.note_infeasible_stationary(1e-1, 1e-9));
952 // A non-stationary iterate (gradient not flat) resets the streak.
953 assert!(!c.note_infeasible_stationary(1e-1, 1e-3));
954 assert_eq!(c.infeas_streak, 0);
955 // The streak must rebuild from scratch — no carry-over credit.
956 assert!(!c.note_infeasible_stationary(1e-1, 1e-9));
957 assert!(!c.note_infeasible_stationary(1e-1, 1e-9));
958 assert!(c.note_infeasible_stationary(1e-1, 1e-9));
959 }
960
961 #[test]
962 fn infeasible_stationary_streak_never_fires_when_disabled() {
963 let mut c = OptErrorConvCheck {
964 infeas_stationarity_tol: 0.0,
965 infeas_max_streak: 5,
966 ..Default::default()
967 };
968 for _ in 0..20 {
969 assert!(!c.note_infeasible_stationary(1e9, 0.0));
970 }
971 assert_eq!(c.infeas_streak, 0);
972 }
973
974 #[test]
975 fn max_iter_exceeded() {
976 let mut c = OptErrorConvCheck {
977 max_iter: 5,
978 ..Default::default()
979 };
980 assert_eq!(
981 c.check_convergence(1.0, 5),
982 ConvergenceStatus::MaxIterExceeded
983 );
984 }
985}