pounce_algorithm/ipopt_cq.rs
1//! Lazy-cache layer — port of
2//! `Algorithm/IpIpoptCalculatedQuantities.{hpp,cpp}`.
3//!
4//! Upstream's CQ object exposes ~80 cached quantities (`curr_f`,
5//! `curr_grad_f`, `curr_jac_c`, `curr_grad_lag_x`, `curr_compl_*`,
6//! `curr_nlp_error`, etc.). All of them are pure derivations from
7//! `(x, s, y_c, y_d, z_l, z_u, v_l, v_u)` and the NLP function
8//! evaluations.
9//!
10//! Phase 5 ships the priority subset needed by the KKT layer
11//! (Phase 6) and the convergence check / line search (Phase 7).
12//! Caching is intentionally deferred — every accessor recomputes its
13//! value on each call. Tag-based invalidation lands once the inner
14//! loop benchmarks justify the bookkeeping; correctness does not
15//! depend on it.
16//!
17//! All accessors take `&self` and return `Rc<dyn Vector>`. NLP
18//! evaluations require a brief `borrow_mut()` on the Nlp handle;
19//! callers must not hold an outstanding `borrow()` across an
20//! accessor call.
21
22use crate::ipopt_data::IpoptDataHandle;
23use crate::ipopt_nlp::IpoptNlp;
24use crate::iterates_vector::IteratesVector;
25use pounce_common::cached::Cache;
26use pounce_common::tagged::TaggedObject;
27use pounce_common::types::Number;
28use pounce_linalg::dense_vector::DenseVector;
29use pounce_linalg::{Matrix, SymMatrix, Vector};
30use std::cell::RefCell;
31use std::rc::Rc;
32
33/// Safety factor on the per-row noise floor of
34/// [`IpoptCalculatedQuantities::row_noise_floor`]. The floor prices one
35/// component of `x` at `eps · ‖x‖_∞` and passes it through the row at
36/// `max_j |a_ij|`; the row's residual accumulates that over all of its
37/// nonzeros, and the linear solve's conditioning widens it further, so the
38/// bare product is short by a problem-dependent factor. `64` covers a typical
39/// sparse row without reaching far enough to swallow a declared magnitude a
40/// model could have meant: at the `‖x‖_∞ ~ 1` of a well-posed problem the
41/// floor sits near
42/// `1.4e-14`, still nine orders under `constr_viol_tol`'s default. Rows it
43/// silences fall back on the absolute feasibility test, which is already
44/// scale-invariant on a row whose declared magnitude is numerically zero.
45///
46/// Measured, and not a knife edge: over gh #446's 15 problems plus the
47/// infeasibility-detection suites (`false_local_infeasibility`,
48/// `infeasible_status_tol_invariance`, `issue_390_nonlinear_equality_scale`),
49/// every value from `8` to `1024` gives the same verdicts. `1` is too small —
50/// QSCSD1's rows are wide enough that the missing nonzero-count factor still
51/// leaves its `2^-53` RHS above the bound — so `64` sits an order of magnitude
52/// inside the band from either edge.
53pub const ROW_NOISE_KAPPA: Number = 64.0;
54
55/// Headroom on the representability floor `calculate_safe_slack` puts under a
56/// slack so that `Σ = z/s` stays inside the double range (gh#655).
57///
58/// The bare requirement is `s ≥ z/f64::MAX`, which bounds `z/s` by `f64::MAX`
59/// exactly — no room for the rounding in the divide itself, and none for the
60/// fact that `Σ_x` *sums* a lower and an upper ratio into the same diagonal
61/// entry. Dividing the floor's budget by `4` bounds each ratio by `MAX/4` and
62/// so their sum by `MAX/2`, which leaves the KKT diagonal finite with a bit
63/// to spare. The factor costs nothing anywhere it is not needed: the floor is
64/// `z_max/4.5e307`, below every slack any non-pathological iterate carries.
65const SIGMA_OVERFLOW_HEADROOM: Number = 4.0;
66
67/// Calculated-quantities object. Holds shared handles on data and the
68/// NLP; per-quantity caches live in `RefCell`s here.
69pub struct IpoptCalculatedQuantities {
70 data: IpoptDataHandle,
71 nlp: Rc<RefCell<dyn IpoptNlp>>,
72
73 /// Optimality scaling cap from `IpOptErrorConvCheck` defaults.
74 pub s_max: Number,
75 /// Damping coefficient for the bound-multiplier complementarity
76 /// term (`kappa_d` in upstream's RegisterOptions).
77 pub kappa_d: Number,
78 /// Correction size for very small slacks (`slack_move` option,
79 /// default `mach_eps^{3/4}`). Drives `calculate_safe_slack`'s
80 /// upper cap on the moved bound — port of upstream's `slack_move_`
81 /// (`IpIpoptCalculatedQuantities.cpp:525`).
82 pub slack_move: Number,
83
84 // Per-iterate caches for the hot accessors used by the KKT solver
85 // dependency-tag check. Without these the PdFullSpaceSolver sees a
86 // fresh tag on every solve (each `curr_slack_*` / `curr_sigma_*`
87 // allocates a new vector with a fresh `TaggedCell`), which forces
88 // an MA57 refactor on every SOC step even though the matrix data
89 // is unchanged. Caches are keyed on the input iterate-vector tag
90 // and survive across calls but are naturally invalidated when the
91 // outer iterate advances (curr.x bump).
92 curr_slack_x_l_cache: RefCell<Cache<Rc<dyn Vector>>>,
93 curr_slack_x_u_cache: RefCell<Cache<Rc<dyn Vector>>>,
94 curr_slack_s_l_cache: RefCell<Cache<Rc<dyn Vector>>>,
95 curr_slack_s_u_cache: RefCell<Cache<Rc<dyn Vector>>>,
96 curr_sigma_x_cache: RefCell<Cache<Rc<dyn Vector>>>,
97 curr_sigma_s_cache: RefCell<Cache<Rc<dyn Vector>>>,
98 // gh #812. Upstream caches both Lagrangian gradients
99 // (`IpIpoptCalculatedQuantities.cpp`: `curr_grad_lag_x_cache_`
100 // with `GetCachedResult5Dep(x, y_c, y_d, z_L, z_U)`,
101 // `curr_grad_lag_s_cache_` with `GetCachedResult3Dep(y_d, v_L,
102 // v_U)`); the port dropped both, so `∇_x L` was reassembled from
103 // scratch on every read — two transposed Jacobian products and
104 // three vector sweeps. On `benchmarks/large_scale/laptime.nl` that
105 // is 806 assemblies for 101 distinct iterates: seven of every
106 // eight reads recompute a value the previous read already had.
107 //
108 // THE X KEY CARRIES `mu`, AND UPSTREAM'S DOES NOT. The five vector
109 // tags are NOT a complete dependency set here, because the premise
110 // they rest on — that `∇f`, `J_c` and `J_d` are functions of `x`
111 // alone — is false for the NLP this CQ is built over during
112 // restoration. `RestoNlp`'s objective carries the proximity term
113 // `ζ/2·‖D_R(x − x_R)‖²` whose `ζ` is a function of the barrier
114 // parameter, so its `∇f` moves when `mu` moves and `x` does not.
115 // Keyed on the five tags alone this cache returns the pre-update
116 // gradient, which is a silent, self-consistent wrong answer: the
117 // solve still converges and still reports the right objective, it
118 // just takes a different route there. Measured, that route is
119 // worse — `scripts/sweep-fixtures.sh` moved 8 of 154 fixture-legs,
120 // `pooling_rt2stp` from 295 to 627 iterations on the lbfgs leg and
121 // `issue_508_infeasible_gap_1em4` from 79 to 224. With `mu` in the
122 // key the sweep is byte-identical across all 154.
123 //
124 // `∇_s L = −y_d − P_L v_L + P_U v_U` evaluates nothing on the NLP,
125 // so its three tags really are complete and it keeps upstream's
126 // key unchanged.
127 curr_grad_lag_x_cache: RefCell<Cache<Rc<dyn Vector>>>,
128 curr_grad_lag_s_cache: RefCell<Cache<Rc<dyn Vector>>>,
129}
130
131/// Helper: convert `Box<dyn Vector>` to `Rc<dyn Vector>`. Cheap; the
132/// box is unwrapped without copying.
133fn rc_from(v: Box<dyn Vector>) -> Rc<dyn Vector> {
134 Rc::from(v)
135}
136
137/// Max-norm of `v` after dividing each entry by its per-row scale factor
138/// (`max_i |v_i / scale_i|`). `scale == None` means "no row scaling" and
139/// returns the plain `v.amax()`; a zero factor for an entry is treated as
140/// the identity (no divide) so a degenerate scale never yields infinities.
141/// Falls back to `v.amax()` for a non-dense backing — POUNCE is dense-only,
142/// so that branch is defensive.
143///
144/// Public because `pounce-restoration`'s locally-infeasible gates compare a
145/// constraint violation against absolute floors (`1e-4` / `1e-3`) and so must
146/// measure it in the same user-facing units this produces — see
147/// `resto_inner_solver::eval_orig_inf_pr_at_inner_curr`. One definition, so
148/// the two call sites cannot drift.
149pub fn unscaled_block_amax(v: &dyn Vector, scale: Option<&[Number]>) -> Number {
150 let Some(s) = scale else {
151 return v.amax();
152 };
153 match v.as_any().downcast_ref::<DenseVector>() {
154 Some(d) => d
155 .values()
156 .iter()
157 .zip(s.iter())
158 .map(|(&x, &f)| if f == 0.0 { x.abs() } else { (x / f).abs() })
159 .fold(0.0, Number::max),
160 None => v.amax(),
161 }
162}
163
164/// `‖v‖_∞` over the components that clear their own entry of `floor`;
165/// components at or below it contribute `0`. Used by
166/// [`IpoptCalculatedQuantities::curr_primal_infeasibility_above_noise`], which
167/// documents what the floor means.
168///
169/// A vector that is not dense, is uninitialized, or whose length disagrees
170/// with `floor` falls back to the plain `‖v‖_∞` — no floor can be attributed
171/// component-wise, and over-reporting the residual is the safe direction.
172fn amax_above_floor(v: &dyn Vector, floor: &[Number]) -> Number {
173 let Some(d) = v.as_any().downcast_ref::<DenseVector>() else {
174 return v.amax();
175 };
176 if !d.is_initialized() {
177 return v.amax();
178 }
179 let values = d.expanded_values();
180 if values.len() != floor.len() {
181 return v.amax();
182 }
183 values
184 .iter()
185 .zip(floor.iter())
186 .map(|(&x, &f)| if x.abs() > f { x.abs() } else { 0.0 })
187 .fold(0.0, Number::max)
188}
189
190/// Result of [`IpoptCalculatedQuantities::adjusted_trial_bounds`]: the
191/// new `x_L / x_U / d_L / d_U` to install on the NLP when one or more
192/// trial slacks were corrected by the safe-slack mechanism.
193pub struct AdjustedBounds {
194 /// Total number of slack components corrected across all four blocks.
195 pub adjusted: usize,
196 pub x_l: Box<dyn Vector>,
197 pub x_u: Box<dyn Vector>,
198 pub d_l: Box<dyn Vector>,
199 pub d_u: Box<dyn Vector>,
200}
201
202impl IpoptCalculatedQuantities {
203 pub fn new(data: IpoptDataHandle, nlp: Rc<RefCell<dyn IpoptNlp>>) -> Self {
204 Self {
205 data,
206 nlp,
207 s_max: 100.0,
208 kappa_d: 1e-5,
209 slack_move: f64::EPSILON.powf(0.75),
210 curr_slack_x_l_cache: RefCell::new(Cache::new(1)),
211 curr_slack_x_u_cache: RefCell::new(Cache::new(1)),
212 curr_slack_s_l_cache: RefCell::new(Cache::new(1)),
213 curr_slack_s_u_cache: RefCell::new(Cache::new(1)),
214 curr_sigma_x_cache: RefCell::new(Cache::new(1)),
215 curr_sigma_s_cache: RefCell::new(Cache::new(1)),
216 curr_grad_lag_x_cache: RefCell::new(Cache::new(1)),
217 curr_grad_lag_s_cache: RefCell::new(Cache::new(1)),
218 }
219 }
220
221 pub fn data(&self) -> &IpoptDataHandle {
222 &self.data
223 }
224
225 pub fn nlp(&self) -> &Rc<RefCell<dyn IpoptNlp>> {
226 &self.nlp
227 }
228
229 pub(crate) fn curr_iv(&self) -> IteratesVector {
230 let Some(iv) = self.data.borrow().curr.as_ref().cloned() else {
231 unreachable!("IpoptCalculatedQuantities: curr iterate not set");
232 };
233 iv
234 }
235
236 fn trial_iv(&self) -> IteratesVector {
237 let Some(iv) = self.data.borrow().trial.as_ref().cloned() else {
238 unreachable!("IpoptCalculatedQuantities: trial iterate not set");
239 };
240 iv
241 }
242
243 // --------------------------------------------------------------
244 // Slacks: s_L = P_L^T x - x_L, s_U = x_U - P_U^T x.
245 // Mirror of `CalcSlack_L` / `CalcSlack_U`
246 // (`IpIpoptCalculatedQuantities.cpp:238-266`).
247 // --------------------------------------------------------------
248
249 fn calc_slack_l_box(p: &dyn Matrix, x: &dyn Vector, x_bound: &dyn Vector) -> Box<dyn Vector> {
250 let mut result = x_bound.make_new();
251 result.copy(x_bound);
252 // result = -1*result + 1*P^T x ⇒ P^T x - x_bound.
253 p.trans_mult_vector(1.0, x, -1.0, &mut *result);
254 result
255 }
256
257 fn calc_slack_u_box(p: &dyn Matrix, x: &dyn Vector, x_bound: &dyn Vector) -> Box<dyn Vector> {
258 let mut result = x_bound.make_new();
259 result.copy(x_bound);
260 // result = 1*result + (-1)*P^T x ⇒ x_bound - P^T x.
261 p.trans_mult_vector(-1.0, x, 1.0, &mut *result);
262 result
263 }
264
265 /// Floor a freshly computed slack against machine precision and,
266 /// where it falls below `eps*min(1,mu)`, raise it to a representable
267 /// positive value, returning the number of corrected components.
268 /// Faithful port of `IpoptCalculatedQuantities::CalculateSafeSlack`
269 /// (`IpIpoptCalculatedQuantities.cpp:455-537`): the corrected slack
270 /// is `min(max(mu/multiplier, s_min), slack_move*max(1,|bound|)+slack)`.
271 /// `multiplier` and `mu` are taken from the *current* iterate, exactly
272 /// as upstream does even for trial slacks.
273 ///
274 /// Deviates from upstream in one place: `s_min` also carries a
275 /// representability floor `max_i z_i / (f64::MAX/4)` so that the
276 /// `Σ = z/s` this slack feeds stays inside the double range (gh#655).
277 /// See the comments at the two sites below.
278 fn calculate_safe_slack(
279 &self,
280 slack: &mut dyn Vector,
281 bound: &dyn Vector,
282 multiplier: &dyn Vector,
283 mu: Number,
284 ) -> usize {
285 if slack.dim() == 0 {
286 return 0;
287 }
288 let min_slack = slack.min();
289 // s_min = eps * min(1, mu); if mu drove it to 0, keep it strictly
290 // positive (upstream #212) so the strict `slack < s_min` test and
291 // the barrier term stay well-defined.
292 let mut s_min = f64::EPSILON * mu.min(1.0);
293 if s_min == 0.0 {
294 s_min = f64::MIN_POSITIVE;
295 }
296 // gh#655: `eps*min(1,mu)` floors the *barrier* term, and nothing in it
297 // mentions the multiplier — so a slack can clear it and still be small
298 // enough against its own `z` that `Σ = z/s` leaves the double range.
299 // At `mu = 9.1e-308` the threshold is `2.0e-323`; a slack of
300 // `2.0e-308` sails past it untouched, and `z = 4.5` over that slack is
301 // `2.2e308`, i.e. `inf` on the KKT diagonal under a reported
302 // `SolveSucceeded`. `f64::MIN_POSITIVE` is not the fix either: the
303 // quantity that has to stay finite is `z/s`, so the floor is
304 // `s >= z/f64::MAX` (with `SIGMA_OVERFLOW_HEADROOM` of margin), not
305 // the smallest representable positive double. Divide before
306 // multiplying so a `z` near `f64::MAX` cannot overflow the floor
307 // itself; a non-finite `z` leaves the floor alone and is caught
308 // downstream by the iterate finiteness checks.
309 //
310 // Taken over `max_i z_i` rather than componentwise so one scalar also
311 // serves the `min_slack >= s_min` trigger above. That is conservative
312 // in the harmless direction: it can only raise a flagged slack
313 // further, and raising a slack only lowers `Σ`.
314 let sigma_floor = multiplier.amax() / (f64::MAX / SIGMA_OVERFLOW_HEADROOM);
315 if sigma_floor.is_finite() && sigma_floor > s_min {
316 s_min = sigma_floor;
317 }
318 if min_slack >= s_min {
319 return 0;
320 }
321
322 // t = sign(slack - s_min); then collapse to 1 where slack < s_min,
323 // 0 elsewhere.
324 let mut t = slack.make_new();
325 t.copy(&*slack);
326 t.add_scalar(-s_min);
327 t.element_wise_sgn();
328 let mut zero_vec = t.make_new();
329 zero_vec.set(0.0);
330 t.element_wise_min(&*zero_vec); // -1 if slack < s_min, else 0
331 t.scal(-1.0); // 1 if slack < s_min, else 0
332 let retval = t.asum().round() as usize;
333
334 // Clamp the raw slack to be non-negative before forming the target
335 // (upstream's AW fix for negative slacks producing 0).
336 slack.element_wise_max(&*zero_vec);
337
338 // t2 = max(mu/multiplier, s_min) - slack.
339 let mut t2 = t.make_new();
340 let mut s_min_vec = t2.make_new();
341 s_min_vec.set(s_min);
342 if mu != 0.0 {
343 // mu/0 → +inf here, intentionally capped by t_max below.
344 t2.set(mu);
345 t2.element_wise_divide(multiplier);
346 t2.element_wise_max(&*s_min_vec);
347 } else {
348 // mu == 0: max(0/multiplier, s_min) is s_min everywhere, but a 0/0
349 // (zero multiplier at μ=0) would seed the slack target with NaN and
350 // poison the bound move — pin straight to s_min instead.
351 t2.copy(&*s_min_vec);
352 }
353 t2.axpy(-1.0, &*slack);
354
355 // t = max(mu/multiplier, s_min) where flagged, else slack.
356 t.element_wise_select(&*t2);
357 t.axpy(1.0, &*slack);
358
359 // t_max = slack_move*max(1,|bound|) + slack.
360 let mut t_max = t2; // reuse buffer
361 t_max.set(1.0);
362 let mut abs_bound = bound.make_new();
363 abs_bound.copy(bound);
364 abs_bound.element_wise_abs();
365 t_max.element_wise_max(&*abs_bound);
366 // t_max = 1.0*slack + slack_move*t_max.
367 t_max.add_one_vector(1.0, &*slack, self.slack_move);
368
369 // new slack = min(target, t_max) where flagged, else slack.
370 t.element_wise_min(&*t_max);
371 // gh#655, second half: re-apply the floor *after* the bound-move cap.
372 // `t_max` bounds how far a bound may be nudged, which is a policy the
373 // user sets; a finite `z/s` is not one. The cap sits below `s_min`
374 // only when `slack_move*max(1,|bound|)` does — with the default
375 // `slack_move` that needs `max_i z_i` past `6e295`, and `slack_move = 0`
376 // (the "never move a bound" setting) makes it exact — but where it
377 // does, the min above would hand back the overflowing slack it was
378 // called to repair. Components that were not flagged are `>= s_min`
379 // already, so this is a no-op for them.
380 t.element_wise_max(&*s_min_vec);
381 slack.copy(&*t);
382 retval
383 }
384
385 /// `calc_slack_l` followed by `calculate_safe_slack`, returning the
386 /// (floored) slack plus the number of corrected components. The
387 /// multiplier and `mu` come from the current iterate.
388 fn safe_slack_l(
389 &self,
390 p: &dyn Matrix,
391 x: &dyn Vector,
392 bound: &dyn Vector,
393 multiplier: &dyn Vector,
394 ) -> (Rc<dyn Vector>, usize) {
395 let mu = self.data.borrow().curr_mu;
396 let mut result = Self::calc_slack_l_box(p, x, bound);
397 let n = self.calculate_safe_slack(&mut *result, bound, multiplier, mu);
398 (rc_from(result), n)
399 }
400
401 fn safe_slack_u(
402 &self,
403 p: &dyn Matrix,
404 x: &dyn Vector,
405 bound: &dyn Vector,
406 multiplier: &dyn Vector,
407 ) -> (Rc<dyn Vector>, usize) {
408 let mu = self.data.borrow().curr_mu;
409 let mut result = Self::calc_slack_u_box(p, x, bound);
410 let n = self.calculate_safe_slack(&mut *result, bound, multiplier, mu);
411 (rc_from(result), n)
412 }
413
414 pub fn curr_slack_x_l(&self) -> Rc<dyn Vector> {
415 let iv = self.curr_iv();
416 {
417 let cache = self.curr_slack_x_l_cache.borrow();
418 if let Some(v) = cache.get(&[iv.x.as_tagged()], &[]) {
419 return v;
420 }
421 }
422 let nlp = self.nlp.borrow();
423 let (v, _) = self.safe_slack_l(&*nlp.px_l(), &*iv.x, nlp.x_l(), &*iv.z_l);
424 self.curr_slack_x_l_cache
425 .borrow_mut()
426 .add(v.clone(), &[iv.x.as_tagged()], &[]);
427 v
428 }
429
430 pub fn curr_slack_x_u(&self) -> Rc<dyn Vector> {
431 let iv = self.curr_iv();
432 {
433 let cache = self.curr_slack_x_u_cache.borrow();
434 if let Some(v) = cache.get(&[iv.x.as_tagged()], &[]) {
435 return v;
436 }
437 }
438 let nlp = self.nlp.borrow();
439 let (v, _) = self.safe_slack_u(&*nlp.px_u(), &*iv.x, nlp.x_u(), &*iv.z_u);
440 self.curr_slack_x_u_cache
441 .borrow_mut()
442 .add(v.clone(), &[iv.x.as_tagged()], &[]);
443 v
444 }
445
446 pub fn curr_slack_s_l(&self) -> Rc<dyn Vector> {
447 let iv = self.curr_iv();
448 {
449 let cache = self.curr_slack_s_l_cache.borrow();
450 if let Some(v) = cache.get(&[iv.s.as_tagged()], &[]) {
451 return v;
452 }
453 }
454 let nlp = self.nlp.borrow();
455 let (v, _) = self.safe_slack_l(&*nlp.pd_l(), &*iv.s, nlp.d_l(), &*iv.v_l);
456 self.curr_slack_s_l_cache
457 .borrow_mut()
458 .add(v.clone(), &[iv.s.as_tagged()], &[]);
459 v
460 }
461
462 pub fn curr_slack_s_u(&self) -> Rc<dyn Vector> {
463 let iv = self.curr_iv();
464 {
465 let cache = self.curr_slack_s_u_cache.borrow();
466 if let Some(v) = cache.get(&[iv.s.as_tagged()], &[]) {
467 return v;
468 }
469 }
470 let nlp = self.nlp.borrow();
471 let (v, _) = self.safe_slack_u(&*nlp.pd_u(), &*iv.s, nlp.d_u(), &*iv.v_u);
472 self.curr_slack_s_u_cache
473 .borrow_mut()
474 .add(v.clone(), &[iv.s.as_tagged()], &[]);
475 v
476 }
477
478 pub fn trial_slack_x_l(&self) -> Rc<dyn Vector> {
479 let iv = self.trial_iv();
480 let mult = self.curr_iv();
481 let nlp = self.nlp.borrow();
482 self.safe_slack_l(&*nlp.px_l(), &*iv.x, nlp.x_l(), &*mult.z_l)
483 .0
484 }
485
486 pub fn trial_slack_x_u(&self) -> Rc<dyn Vector> {
487 let iv = self.trial_iv();
488 let mult = self.curr_iv();
489 let nlp = self.nlp.borrow();
490 self.safe_slack_u(&*nlp.px_u(), &*iv.x, nlp.x_u(), &*mult.z_u)
491 .0
492 }
493
494 pub fn trial_slack_s_l(&self) -> Rc<dyn Vector> {
495 let iv = self.trial_iv();
496 let mult = self.curr_iv();
497 let nlp = self.nlp.borrow();
498 self.safe_slack_l(&*nlp.pd_l(), &*iv.s, nlp.d_l(), &*mult.v_l)
499 .0
500 }
501
502 pub fn trial_slack_s_u(&self) -> Rc<dyn Vector> {
503 let iv = self.trial_iv();
504 let mult = self.curr_iv();
505 let nlp = self.nlp.borrow();
506 self.safe_slack_u(&*nlp.pd_u(), &*iv.s, nlp.d_u(), &*mult.v_u)
507 .0
508 }
509
510 /// Compute the four trial slacks with safe-slack flooring and, if any
511 /// component was corrected, the adjusted variable bounds that make the
512 /// trial slacks exactly representable. Port of the bound-adjustment
513 /// block in `IpoptAlgorithm::AcceptTrialPoint`
514 /// (`IpIpoptAlg.cpp:664-706`): `new_x_L = Px_L^T x - safe_slack_x_L`,
515 /// `new_x_U = Px_U^T x + safe_slack_x_U`, likewise for `s`/`d`.
516 /// Returns `None` when no slack needed correcting.
517 pub fn adjusted_trial_bounds(&self) -> Option<AdjustedBounds> {
518 let iv = self.trial_iv();
519 let mult = self.curr_iv();
520 let nlp = self.nlp.borrow();
521
522 let (s_x_l, n_x_l) = self.safe_slack_l(&*nlp.px_l(), &*iv.x, nlp.x_l(), &*mult.z_l);
523 let (s_x_u, n_x_u) = self.safe_slack_u(&*nlp.px_u(), &*iv.x, nlp.x_u(), &*mult.z_u);
524 let (s_s_l, n_s_l) = self.safe_slack_l(&*nlp.pd_l(), &*iv.s, nlp.d_l(), &*mult.v_l);
525 let (s_s_u, n_s_u) = self.safe_slack_u(&*nlp.pd_u(), &*iv.s, nlp.d_u(), &*mult.v_u);
526
527 let adjusted = n_x_l + n_x_u + n_s_l + n_s_u;
528 if adjusted == 0 {
529 return None;
530 }
531
532 // new_x_L = Px_L^T x - safe_slack_x_L
533 let mut new_x_l = nlp.x_l().make_new();
534 nlp.px_l()
535 .trans_mult_vector(1.0, &*iv.x, 0.0, &mut *new_x_l);
536 new_x_l.axpy(-1.0, &*s_x_l);
537 // new_x_U = Px_U^T x + safe_slack_x_U
538 let mut new_x_u = nlp.x_u().make_new();
539 nlp.px_u()
540 .trans_mult_vector(1.0, &*iv.x, 0.0, &mut *new_x_u);
541 new_x_u.axpy(1.0, &*s_x_u);
542 // new_d_L = Pd_L^T s - safe_slack_s_L
543 let mut new_d_l = nlp.d_l().make_new();
544 nlp.pd_l()
545 .trans_mult_vector(1.0, &*iv.s, 0.0, &mut *new_d_l);
546 new_d_l.axpy(-1.0, &*s_s_l);
547 // new_d_U = Pd_U^T s + safe_slack_s_U
548 let mut new_d_u = nlp.d_u().make_new();
549 nlp.pd_u()
550 .trans_mult_vector(1.0, &*iv.s, 0.0, &mut *new_d_u);
551 new_d_u.axpy(1.0, &*s_s_u);
552
553 Some(AdjustedBounds {
554 adjusted,
555 x_l: new_x_l,
556 x_u: new_x_u,
557 d_l: new_d_l,
558 d_u: new_d_u,
559 })
560 }
561
562 // --------------------------------------------------------------
563 // NLP function evaluations.
564 // --------------------------------------------------------------
565
566 pub fn curr_grad_f(&self) -> Rc<dyn Vector> {
567 let iv = self.curr_iv();
568 let mut nlp = self.nlp.borrow_mut();
569 let mut g = iv.x.make_new();
570 nlp.eval_grad_f(&*iv.x, &mut *g);
571 rc_from(g)
572 }
573
574 pub fn trial_grad_f(&self) -> Rc<dyn Vector> {
575 let iv = self.trial_iv();
576 let mut nlp = self.nlp.borrow_mut();
577 let mut g = iv.x.make_new();
578 nlp.eval_grad_f(&*iv.x, &mut *g);
579 rc_from(g)
580 }
581
582 pub fn curr_c(&self) -> Rc<dyn Vector> {
583 let iv = self.curr_iv();
584 let m = self.nlp.borrow().m_eq();
585 let mut nlp = self.nlp.borrow_mut();
586 let mut c = iv.y_c.make_new();
587 debug_assert_eq!(c.dim(), m);
588 nlp.eval_c(&*iv.x, &mut *c);
589 rc_from(c)
590 }
591
592 pub fn trial_c(&self) -> Rc<dyn Vector> {
593 let iv = self.trial_iv();
594 let mut nlp = self.nlp.borrow_mut();
595 let mut c = iv.y_c.make_new();
596 nlp.eval_c(&*iv.x, &mut *c);
597 rc_from(c)
598 }
599
600 pub fn curr_d(&self) -> Rc<dyn Vector> {
601 let iv = self.curr_iv();
602 let mut nlp = self.nlp.borrow_mut();
603 let mut d = iv.s.make_new();
604 nlp.eval_d(&*iv.x, &mut *d);
605 rc_from(d)
606 }
607
608 pub fn trial_d(&self) -> Rc<dyn Vector> {
609 let iv = self.trial_iv();
610 let mut nlp = self.nlp.borrow_mut();
611 let mut d = iv.s.make_new();
612 nlp.eval_d(&*iv.x, &mut *d);
613 rc_from(d)
614 }
615
616 pub fn curr_jac_c(&self) -> Rc<dyn Matrix> {
617 let iv = self.curr_iv();
618 self.nlp.borrow_mut().eval_jac_c(&*iv.x)
619 }
620
621 pub fn curr_jac_d(&self) -> Rc<dyn Matrix> {
622 let iv = self.curr_iv();
623 self.nlp.borrow_mut().eval_jac_d(&*iv.x)
624 }
625
626 pub fn curr_exact_hessian(&self) -> Rc<dyn SymMatrix> {
627 let iv = self.curr_iv();
628 self.nlp
629 .borrow_mut()
630 .eval_h(&*iv.x, 1.0, &*iv.y_c, &*iv.y_d)
631 }
632
633 /// `curr_d - s` — port of `IpIpoptCalculatedQuantities.cpp:1185-1206`.
634 pub fn curr_d_minus_s(&self) -> Rc<dyn Vector> {
635 let iv = self.curr_iv();
636 let d = self.curr_d();
637 let mut tmp = iv.s.make_new();
638 // tmp = 0*tmp + 1*d + (-1)*s
639 tmp.add_two_vectors(1.0, &*d, -1.0, &*iv.s, 0.0);
640 rc_from(tmp)
641 }
642
643 pub fn trial_d_minus_s(&self) -> Rc<dyn Vector> {
644 let iv = self.trial_iv();
645 let d = self.trial_d();
646 let mut tmp = iv.s.make_new();
647 tmp.add_two_vectors(1.0, &*d, -1.0, &*iv.s, 0.0);
648 rc_from(tmp)
649 }
650
651 /// `J_c^T y_c` — for a generic `vec` argument
652 /// (`IpIpoptCalculatedQuantities.cpp:1373-1404`).
653 pub fn curr_jac_c_t_times_vec(&self, vec: &dyn Vector) -> Rc<dyn Vector> {
654 let iv = self.curr_iv();
655 let jac_c = self.curr_jac_c();
656 let mut tmp = iv.x.make_new();
657 jac_c.trans_mult_vector(1.0, vec, 0.0, &mut *tmp);
658 rc_from(tmp)
659 }
660
661 /// `J_d^T y_d` for arbitrary `vec`.
662 pub fn curr_jac_d_t_times_vec(&self, vec: &dyn Vector) -> Rc<dyn Vector> {
663 let iv = self.curr_iv();
664 let jac_d = self.curr_jac_d();
665 let mut tmp = iv.x.make_new();
666 jac_d.trans_mult_vector(1.0, vec, 0.0, &mut *tmp);
667 rc_from(tmp)
668 }
669
670 pub fn curr_jac_c_t_times_curr_y_c(&self) -> Rc<dyn Vector> {
671 let iv = self.curr_iv();
672 self.curr_jac_c_t_times_vec(&*iv.y_c)
673 }
674
675 pub fn curr_jac_d_t_times_curr_y_d(&self) -> Rc<dyn Vector> {
676 let iv = self.curr_iv();
677 self.curr_jac_d_t_times_vec(&*iv.y_d)
678 }
679
680 /// `J_c v` — `IpIpoptCalculatedQuantities.cpp:1303-1321`.
681 pub fn curr_jac_c_times_vec(&self, vec: &dyn Vector) -> Rc<dyn Vector> {
682 let iv = self.curr_iv();
683 let jac_c = self.curr_jac_c();
684 let mut tmp = iv.y_c.make_new();
685 jac_c.mult_vector(1.0, vec, 0.0, &mut *tmp);
686 rc_from(tmp)
687 }
688
689 /// `J_d v` — `IpIpoptCalculatedQuantities.cpp:1323-1343`.
690 pub fn curr_jac_d_times_vec(&self, vec: &dyn Vector) -> Rc<dyn Vector> {
691 let iv = self.curr_iv();
692 let jac_d = self.curr_jac_d();
693 let mut tmp = iv.s.make_new();
694 jac_d.mult_vector(1.0, vec, 0.0, &mut *tmp);
695 rc_from(tmp)
696 }
697
698 // --------------------------------------------------------------
699 // Lagrangian gradients
700 // --------------------------------------------------------------
701
702 /// `∇_x L = ∇f(x) + J_c^T y_c + J_d^T y_d - P_L z_L + P_U z_U`
703 /// per `IpIpoptCalculatedQuantities.cpp:1993-2030`.
704 pub fn curr_grad_lag_x(&self) -> Rc<dyn Vector> {
705 let iv = self.curr_iv();
706 let deps: [&dyn TaggedObject; 5] = [
707 iv.x.as_tagged(),
708 iv.y_c.as_tagged(),
709 iv.y_d.as_tagged(),
710 iv.z_l.as_tagged(),
711 iv.z_u.as_tagged(),
712 ];
713 let mu = self.data.borrow().curr_mu;
714 {
715 let cache = self.curr_grad_lag_x_cache.borrow();
716 if let Some(v) = cache.get(&deps, &[mu]) {
717 return v;
718 }
719 }
720 let grad_f = self.curr_grad_f();
721 let jc_t_y_c = self.curr_jac_c_t_times_curr_y_c();
722 let jd_t_y_d = self.curr_jac_d_t_times_curr_y_d();
723
724 let mut tmp = iv.x.make_new();
725 tmp.copy(&*grad_f);
726 tmp.add_two_vectors(1.0, &*jc_t_y_c, 1.0, &*jd_t_y_d, 1.0);
727
728 let nlp = self.nlp.borrow();
729 nlp.px_l().mult_vector(-1.0, &*iv.z_l, 1.0, &mut *tmp);
730 nlp.px_u().mult_vector(1.0, &*iv.z_u, 1.0, &mut *tmp);
731 let v = rc_from(tmp);
732 self.curr_grad_lag_x_cache
733 .borrow_mut()
734 .add(v.clone(), &deps, &[mu]);
735 v
736 }
737
738 /// `∇_s L = -y_d - P_L v_L + P_U v_U`
739 /// (`IpIpoptCalculatedQuantities.cpp:2069-2098`).
740 pub fn curr_grad_lag_s(&self) -> Rc<dyn Vector> {
741 let iv = self.curr_iv();
742 let deps: [&dyn TaggedObject; 3] =
743 [iv.y_d.as_tagged(), iv.v_l.as_tagged(), iv.v_u.as_tagged()];
744 {
745 let cache = self.curr_grad_lag_s_cache.borrow();
746 if let Some(v) = cache.get(&deps, &[]) {
747 return v;
748 }
749 }
750 let mut tmp = iv.y_d.make_new();
751 let nlp = self.nlp.borrow();
752 // tmp = P_U v_U
753 nlp.pd_u().mult_vector(1.0, &*iv.v_u, 0.0, &mut *tmp);
754 // tmp = tmp - P_L v_L
755 nlp.pd_l().mult_vector(-1.0, &*iv.v_l, 1.0, &mut *tmp);
756 // tmp = tmp - y_d
757 tmp.axpy(-1.0, &*iv.y_d);
758 drop(nlp);
759 let v = rc_from(tmp);
760 self.curr_grad_lag_s_cache
761 .borrow_mut()
762 .add(v.clone(), &deps, &[]);
763 v
764 }
765
766 // --------------------------------------------------------------
767 // Complementarity (slack ⊙ multiplier)
768 // --------------------------------------------------------------
769
770 fn calc_compl(slack: &dyn Vector, mult: &dyn Vector) -> Rc<dyn Vector> {
771 let mut result = slack.make_new();
772 result.copy(slack);
773 result.element_wise_multiply(mult);
774 rc_from(result)
775 }
776
777 pub fn curr_compl_x_l(&self) -> Rc<dyn Vector> {
778 let slack = self.curr_slack_x_l();
779 let z_l = self.curr_iv().z_l;
780 Self::calc_compl(&*slack, &*z_l)
781 }
782
783 pub fn curr_compl_x_u(&self) -> Rc<dyn Vector> {
784 let slack = self.curr_slack_x_u();
785 let z_u = self.curr_iv().z_u;
786 Self::calc_compl(&*slack, &*z_u)
787 }
788
789 pub fn curr_compl_s_l(&self) -> Rc<dyn Vector> {
790 let slack = self.curr_slack_s_l();
791 let v_l = self.curr_iv().v_l;
792 Self::calc_compl(&*slack, &*v_l)
793 }
794
795 pub fn curr_compl_s_u(&self) -> Rc<dyn Vector> {
796 let slack = self.curr_slack_s_u();
797 let v_u = self.curr_iv().v_u;
798 Self::calc_compl(&*slack, &*v_u)
799 }
800
801 /// `s_L .* z_L - mu` — relaxed complementarity used in the KKT
802 /// RHS. `IpIpoptCalculatedQuantities.cpp:2406-2430`.
803 pub fn curr_relaxed_compl_x_l(&self) -> Rc<dyn Vector> {
804 let mu = self.data.borrow().curr_mu;
805 let mut r = self.curr_compl_x_l().make_new();
806 r.copy(&*self.curr_compl_x_l());
807 r.add_scalar(-mu);
808 rc_from(r)
809 }
810
811 pub fn curr_relaxed_compl_x_u(&self) -> Rc<dyn Vector> {
812 let mu = self.data.borrow().curr_mu;
813 let mut r = self.curr_compl_x_u().make_new();
814 r.copy(&*self.curr_compl_x_u());
815 r.add_scalar(-mu);
816 rc_from(r)
817 }
818
819 pub fn curr_relaxed_compl_s_l(&self) -> Rc<dyn Vector> {
820 let mu = self.data.borrow().curr_mu;
821 let mut r = self.curr_compl_s_l().make_new();
822 r.copy(&*self.curr_compl_s_l());
823 r.add_scalar(-mu);
824 rc_from(r)
825 }
826
827 pub fn curr_relaxed_compl_s_u(&self) -> Rc<dyn Vector> {
828 let mu = self.data.borrow().curr_mu;
829 let mut r = self.curr_compl_s_u().make_new();
830 r.copy(&*self.curr_compl_s_u());
831 r.add_scalar(-mu);
832 rc_from(r)
833 }
834
835 // --------------------------------------------------------------
836 // Σ_x / Σ_s (barrier-Hessian diagonals fed to the augmented system)
837 // `IpIpoptCalculatedQuantities.cpp:3501-3551`.
838 //
839 // Σ_x = P_L · diag(z_L / s_L) · P_L^T + P_U · diag(z_U / s_U) · P_U^T
840 // Σ_s = P_L · diag(v_L / s_L) · P_L^T + P_U · diag(v_U / s_U) · P_U^T
841 // --------------------------------------------------------------
842
843 pub fn curr_sigma_x(&self) -> Rc<dyn Vector> {
844 let iv = self.curr_iv();
845 {
846 let cache = self.curr_sigma_x_cache.borrow();
847 if let Some(v) = cache.get(
848 &[iv.x.as_tagged(), iv.z_l.as_tagged(), iv.z_u.as_tagged()],
849 &[],
850 ) {
851 return v;
852 }
853 }
854 let slack_l = self.curr_slack_x_l();
855 let slack_u = self.curr_slack_x_u();
856
857 let mut sigma = iv.x.make_new();
858 sigma.set(0.0);
859
860 let nlp = self.nlp.borrow();
861 nlp.px_l()
862 .add_m_sinv_z(1.0, &*slack_l, &*iv.z_l, &mut *sigma);
863 nlp.px_u()
864 .add_m_sinv_z(1.0, &*slack_u, &*iv.z_u, &mut *sigma);
865 let v = rc_from(sigma);
866 self.curr_sigma_x_cache.borrow_mut().add(
867 v.clone(),
868 &[iv.x.as_tagged(), iv.z_l.as_tagged(), iv.z_u.as_tagged()],
869 &[],
870 );
871 v
872 }
873
874 /// Slack-based symmetric scaling factors for the `s` block —
875 /// `min(Pd_L · slack_s_L + Pd_U · slack_s_U, 1)`.
876 ///
877 /// Port of `IpSlackBasedTSymScalingMethod.cpp:ComputeSymTScalingFactors`,
878 /// which builds the whole augmented-system scaling vector as
879 /// `[1 (x block) | this (s block) | 1 (y_c, y_d blocks)]`. Only the
880 /// `s` block is computed here; the surrounding ones are constants
881 /// the scaling method writes itself.
882 ///
883 /// Upstream's method is an algorithm-strategy object with direct
884 /// access to `IpCq()`/`IpNLP()`. pounce's `TSymScalingMethod` lives
885 /// in `pounce-linsol`, which cannot see the iterate, so the quantity
886 /// is computed here and pushed down before the factorization. That
887 /// is why this is a CQ method rather than logic inside the scaling
888 /// method itself.
889 ///
890 /// The cap at 1 is upstream's `slack_scale_max`. A component whose
891 /// `d` row has no bound at all contributes nothing to either
892 /// product and would scale that row by zero, which would wipe the
893 /// row out of the factorization; the floor guards that. It cannot
894 /// arise from a well-formed NLP — an inequality row has at least one
895 /// bound or it would not be an inequality — but the augmented system
896 /// is assembled from whatever the caller passes.
897 pub fn curr_slack_based_s_scaling(&self) -> Option<Vec<Number>> {
898 let iv = self.curr_iv();
899 let slack_l = self.curr_slack_s_l();
900 let slack_u = self.curr_slack_s_u();
901 let nlp = self.nlp.borrow();
902
903 let mut tmp = iv.s.make_new();
904 nlp.pd_l().mult_vector(1.0, &*slack_l, 0.0, &mut *tmp);
905 nlp.pd_u().mult_vector(1.0, &*slack_u, 1.0, &mut *tmp);
906
907 let mut cap = iv.s.make_new();
908 cap.set(1.0);
909 tmp.element_wise_min(&*cap);
910
911 // The `Vector` trait exposes no generic value read, so this
912 // downcasts. `s` is dense on the main solve; the restoration
913 // sub-IPM's primal is a 5-block `CompoundVector` whose `s` is a
914 // different space, and slack-based scaling is not wired there.
915 // Returning `None` rather than panicking means an unexpected
916 // vector type costs the scaling, not the solve.
917 let dense = tmp.as_any().downcast_ref::<DenseVector>()?;
918 let mut out = dense.expanded_values();
919 for v in out.iter_mut() {
920 // Guard the zero case described above, and any NaN.
921 if !(*v > 0.0) {
922 *v = 1.0;
923 }
924 }
925 Some(out)
926 }
927
928 pub fn curr_sigma_s(&self) -> Rc<dyn Vector> {
929 let iv = self.curr_iv();
930 {
931 let cache = self.curr_sigma_s_cache.borrow();
932 if let Some(v) = cache.get(
933 &[iv.s.as_tagged(), iv.v_l.as_tagged(), iv.v_u.as_tagged()],
934 &[],
935 ) {
936 return v;
937 }
938 }
939 let slack_l = self.curr_slack_s_l();
940 let slack_u = self.curr_slack_s_u();
941
942 let mut sigma = iv.s.make_new();
943 sigma.set(0.0);
944
945 let nlp = self.nlp.borrow();
946 nlp.pd_l()
947 .add_m_sinv_z(1.0, &*slack_l, &*iv.v_l, &mut *sigma);
948 nlp.pd_u()
949 .add_m_sinv_z(1.0, &*slack_u, &*iv.v_u, &mut *sigma);
950 let v = rc_from(sigma);
951 self.curr_sigma_s_cache.borrow_mut().add(
952 v.clone(),
953 &[iv.s.as_tagged(), iv.v_l.as_tagged(), iv.v_u.as_tagged()],
954 &[],
955 );
956 v
957 }
958
959 // --------------------------------------------------------------
960 // Objective f and barrier objective phi
961 // (`IpIpoptCalculatedQuantities.cpp:CalcBarrierTerm`,
962 // lines 870-1042 in upstream).
963 //
964 // phi(x,s) = f(x)
965 // − μ · [Σ ln(s_x_L) + Σ ln(s_x_U)
966 // + Σ ln(s_s_L) + Σ ln(s_s_U)]
967 // + κ_d · μ · [s_x_L · 1_singly_x_L
968 // + s_x_U · 1_singly_x_U
969 // + s_s_L · 1_singly_s_L
970 // + s_s_U · 1_singly_s_U]
971 //
972 // The damping piece vanishes when `kappa_d == 0` (default).
973 // --------------------------------------------------------------
974
975 pub fn curr_f(&self) -> Number {
976 let iv = self.curr_iv();
977 let mut nlp = self.nlp.borrow_mut();
978 nlp.eval_f(&*iv.x)
979 }
980
981 /// Unscaled objective at the current iterate. `curr_f` returns the
982 /// internally scaled value (`f · df_`); upstream IPOPT prints the
983 /// unscaled objective in its iteration log, so this divides the
984 /// scaling back out. Mirrors `IpoptCalculatedQuantities::
985 /// unscaled_curr_f`. A zero factor (scaling never determined) is
986 /// treated as the identity.
987 pub fn unscaled_curr_f(&self) -> Number {
988 let scaled = self.curr_f();
989 let factor = self.nlp.borrow().obj_scaling_factor();
990 if factor == 0.0 {
991 scaled
992 } else {
993 scaled / factor
994 }
995 }
996
997 /// Max-norm dual infeasibility in the **unscaled** (user-original)
998 /// space. [`Self::curr_dual_infeasibility_max`] is evaluated in the
999 /// internally-scaled NLP space (objective × `df`, constraints × `dc`);
1000 /// because POUNCE applies no variable scaling, every term of the
1001 /// Lagrangian gradient `∇f + Jᵀy − z` carries the same objective
1002 /// factor `df`, so the unscaling is a single divide by
1003 /// `df = obj_scaling_factor`. A zero or unit factor returns the scaled
1004 /// value unchanged — the common no-scaling path stays division-free.
1005 pub fn curr_unscaled_dual_infeasibility_max(&self) -> Number {
1006 let df = self.nlp.borrow().obj_scaling_factor();
1007 let scaled = self.curr_dual_infeasibility_max();
1008 // `df` is SIGNED — `obj_scaling_factor = -1` is the documented way to
1009 // pose a maximization — while `scaled` is a max-norm. Dividing by the
1010 // signed factor returned a NEGATIVE "max-norm", which then sailed under
1011 // every `<= tol` comparison: it disabled the gh #200 veto on
1012 // maximization, and defeated the unscaled residual gate added for
1013 // pounce#173 there as well. Magnitude is what the unscaling means.
1014 let df = df.abs();
1015 if df == 0.0 || df == 1.0 {
1016 scaled
1017 } else {
1018 scaled / df
1019 }
1020 }
1021
1022 /// Max-norm complementarity in the **unscaled** space. Each bound block
1023 /// `s · z` scales uniformly by `df`: the slack's `dc`/`dd` factor and
1024 /// the multiplier's `df/dc` (`df/dd`) factor cancel in the product,
1025 /// leaving `df`. So this is the scaled max-norm divided by `df`. See
1026 /// [`Self::curr_unscaled_dual_infeasibility_max`].
1027 pub fn curr_unscaled_complementarity_max(&self) -> Number {
1028 let df = self.nlp.borrow().obj_scaling_factor();
1029 let scaled = self.curr_complementarity_max();
1030 // `df` is SIGNED — `obj_scaling_factor = -1` is the documented way to
1031 // pose a maximization — while `scaled` is a max-norm. Dividing by the
1032 // signed factor returned a NEGATIVE "max-norm", which then sailed under
1033 // every `<= tol` comparison: it disabled the gh #200 veto on
1034 // maximization, and defeated the unscaled residual gate added for
1035 // pounce#173 there as well. Magnitude is what the unscaling means.
1036 let df = df.abs();
1037 if df == 0.0 || df == 1.0 {
1038 scaled
1039 } else {
1040 scaled / df
1041 }
1042 }
1043
1044 /// Max-norm primal infeasibility in the **unscaled** space. Unlike the
1045 /// dual/complementarity terms the constraint scaling is per-row
1046 /// (`c_scaled = dc ⊙ c_user`, `(d−s)_scaled = dd ⊙ (d−s)_user`), so each
1047 /// block is unscaled element-by-element before the max-norm. When no row
1048 /// scaling is active (`c_scale_vec`/`d_scale_vec` both `None` — the
1049 /// common case) this is exactly [`Self::curr_primal_infeasibility_max`].
1050 pub fn curr_unscaled_primal_infeasibility_max(&self) -> Number {
1051 let (dc, dd) = {
1052 let nlp = self.nlp.borrow();
1053 (nlp.c_scale_vec(), nlp.d_scale_vec())
1054 };
1055 if dc.is_none() && dd.is_none() {
1056 return self.curr_primal_infeasibility_max();
1057 }
1058 let c_max = unscaled_block_amax(&*self.curr_c(), dc.as_deref());
1059 let dms_max = unscaled_block_amax(&*self.curr_d_minus_s(), dd.as_deref());
1060 c_max.max(dms_max)
1061 }
1062
1063 /// Max-norm constraint violation of the **original** NLP, in user units:
1064 /// `|c_i|` over the equality block and `max(0, d_l_i − d_i, d_i − d_u_i)`
1065 /// over the inequality block. This is what upstream's
1066 /// `inf_pr_output = original` — its *default* — prints in the `inf_pr`
1067 /// column, and what its end-of-run "Constraint violation" line reports.
1068 /// Mirrors `IpIpoptCalculatedQuantities.cpp:unscaled_curr_nlp_constraint_violation`.
1069 ///
1070 /// Deliberately **not** [`Self::curr_primal_infeasibility_max`], which is
1071 /// `max(‖c‖_∞, ‖d − s‖_∞)` — the violation of the *internal* slack
1072 /// reformulation. The two diverge whenever the slack drifts from `d(x)`:
1073 /// `s` is confined to `[d_l, d_u]`, so `d = s + (d − s)` with `d − s > 0`
1074 /// clears a lower bound however large that gap grows. On a model that is
1075 /// all inequalities the gap *is* the whole number — on Mittelmann's
1076 /// `robot_a` POUNCE reported 2.79e4 at an iterate where Ipopt reported
1077 /// `0.00e+00` and every original row was in fact satisfied (pounce#476).
1078 ///
1079 /// Display only. The filter's `theta`, the barrier-parameter strategies
1080 /// and the convergence test all stay on the internal measure — that split
1081 /// is upstream's, not a shortcut.
1082 ///
1083 /// Judged against the **declared** bounds where the NLP tracks them, so
1084 /// the `bound_relax_factor` widening cannot forgive a violation the user
1085 /// would still see (same reasoning as
1086 /// [`Self::relative_d_infeasibility_max`]).
1087 pub fn curr_unscaled_nlp_constraint_violation_max(&self) -> Number {
1088 let (dc, dd) = {
1089 let nlp = self.nlp.borrow();
1090 (nlp.c_scale_vec(), nlp.d_scale_vec())
1091 };
1092 let c_max = unscaled_block_amax(&*self.curr_c(), dc.as_deref());
1093
1094 let d = self.curr_d();
1095 if d.dim() == 0 {
1096 return c_max;
1097 }
1098 let (lo, hi, mask_l, mask_u) = {
1099 let nlp = self.nlp.borrow();
1100 let (mut cl, mut cu) = (nlp.d_l().make_new(), nlp.d_u().make_new());
1101 match nlp.declared_d_bounds() {
1102 Some((dl, du)) => {
1103 let (Some(cld), Some(cud)) = (
1104 cl.as_any_mut().downcast_mut::<DenseVector>(),
1105 cu.as_any_mut().downcast_mut::<DenseVector>(),
1106 ) else {
1107 return c_max;
1108 };
1109 cld.set_values(&dl);
1110 cud.set_values(&du);
1111 }
1112 None => {
1113 cl.copy(nlp.d_l());
1114 cu.copy(nlp.d_u());
1115 }
1116 }
1117 let mut lo = d.make_new();
1118 lo.set(0.0);
1119 nlp.pd_l().mult_vector(1.0, &*cl, 0.0, &mut *lo);
1120 let mut hi = d.make_new();
1121 hi.set(0.0);
1122 nlp.pd_u().mult_vector(1.0, &*cu, 0.0, &mut *hi);
1123 // A projected 0 is ambiguous — "no bound on this side" and "a
1124 // declared zero bound" both read 0 — so project an all-ones
1125 // vector through the same expansion to get presence masks.
1126 let mut ones_l = nlp.d_l().make_new();
1127 ones_l.set(1.0);
1128 let mut mask_l = d.make_new();
1129 mask_l.set(0.0);
1130 nlp.pd_l().mult_vector(1.0, &*ones_l, 0.0, &mut *mask_l);
1131 let mut ones_u = nlp.d_u().make_new();
1132 ones_u.set(1.0);
1133 let mut mask_u = d.make_new();
1134 mask_u.set(0.0);
1135 nlp.pd_u().mult_vector(1.0, &*ones_u, 0.0, &mut *mask_u);
1136 (lo, hi, mask_l, mask_u)
1137 };
1138 let (Some(dv), Some(lo), Some(hi), Some(ml), Some(mu)) = (
1139 d.as_any().downcast_ref::<DenseVector>(),
1140 lo.as_any().downcast_ref::<DenseVector>(),
1141 hi.as_any().downcast_ref::<DenseVector>(),
1142 mask_l.as_any().downcast_ref::<DenseVector>(),
1143 mask_u.as_any().downcast_ref::<DenseVector>(),
1144 ) else {
1145 return c_max;
1146 };
1147 if !(dv.is_initialized()
1148 && lo.is_initialized()
1149 && hi.is_initialized()
1150 && ml.is_initialized()
1151 && mu.is_initialized())
1152 {
1153 return c_max;
1154 }
1155 let (dv, lov, hiv, mlv, muv) = (
1156 dv.expanded_values(),
1157 lo.expanded_values(),
1158 hi.expanded_values(),
1159 ml.expanded_values(),
1160 mu.expanded_values(),
1161 );
1162 let mut worst = c_max;
1163 for i in 0..dv.len() {
1164 let mut viol = 0.0_f64;
1165 if mlv[i] > 0.5 {
1166 viol = viol.max(lov[i] - dv[i]);
1167 }
1168 if muv[i] > 0.5 {
1169 viol = viol.max(dv[i] - hiv[i]);
1170 }
1171 if viol <= 0.0 || !viol.is_finite() {
1172 continue;
1173 }
1174 // Row scaling is per-row (`d_scaled = dd ⊙ d_user`), so the
1175 // violation unscales by the same factor. A zero factor is treated
1176 // as the identity, matching `unscaled_block_amax`.
1177 let viol = match dd.as_deref() {
1178 Some(s) if s[i] != 0.0 => viol / s[i],
1179 _ => viol,
1180 };
1181 worst = worst.max(viol);
1182 }
1183 worst
1184 }
1185
1186 /// The primal violation of the model **as declared** — before the
1187 /// `bound_relax_factor` widening `OrigIpoptNlp::relax_bounds` applied.
1188 ///
1189 /// [`Self::curr_unscaled_nlp_constraint_violation_max`] already judges the
1190 /// `c` and `d` blocks against the declared bounds. What nothing else
1191 /// measured is the **variable box**, which the widening moves too; that
1192 /// term comes from `Nlp::declared_box_violation`, which owns the lift out
1193 /// of the compressed bound spaces.
1194 ///
1195 /// This is not what any gate reads and must not become one. The barrier
1196 /// genuinely solves the widened model — a feasible-iterate log-barrier
1197 /// needs `x` strictly inside its bounds — and `final_constr_viol` reports
1198 /// the internal slack measure the convergence test uses. The point of this
1199 /// number is that the two can differ by orders and a caller could not
1200 /// previously see it: on netlib `wood1p` this arm reports `1.71e-14` at a
1201 /// point `7.96e-09` outside the declared rows and `9.84e-09` outside the
1202 /// declared box, and returns an objective `4.4e-05` from the optimum
1203 /// HiGHS reports.
1204 pub fn curr_declared_primal_violation_max(&self) -> Number {
1205 let rows = self.curr_unscaled_nlp_constraint_violation_max();
1206 rows.max(self.curr_declared_box_violation_max())
1207 }
1208
1209 /// How far the current iterate sits outside the **declared** variable box
1210 /// — the box the user wrote, before the `bound_relax_factor` widening.
1211 ///
1212 /// The box half of [`Self::curr_declared_primal_violation_max`] on its
1213 /// own, because that is the quantity Ipopt's summary block reports as
1214 /// `Variable bound violation` and the aggregate cannot answer it: maxed
1215 /// together with the row term, a box violation and a row violation are
1216 /// indistinguishable. POUNCE printed a hardcoded `0.0` on that line until
1217 /// this existed, which is the correct value on an unwidened solve and a
1218 /// false reassurance on exactly the class where the line earns its keep —
1219 /// the toy `min 1e8·x + x²/2 s.t. x ≥ 0` returns `x = −1e-8` at
1220 /// `bound_relax_factor = 1e-8`, an objective of `−1` for a quantity that
1221 /// cannot go below `0`, under `Optimal Solution Found`.
1222 ///
1223 /// `0.0` when the NLP does not track a declared box
1224 /// (`Nlp::declared_box_violation` returns `None`). That is not a fallback
1225 /// stand-in: `relax_bounds` snapshots the box on every solve of this arm
1226 /// *whether or not* it then widens it, so an untracked box means no
1227 /// widening pass ran at all, the declared box and the live one are the
1228 /// same object, and a feasible-iterate log-barrier keeps `x` strictly
1229 /// inside the live one by construction.
1230 ///
1231 /// Measured on the iterate, not on the finalized `x`: with
1232 /// `honor_original_bounds` the reported point is projected back into the
1233 /// declared box, so reading it there would report `0` for every solve and
1234 /// say nothing about the point the objective above it was evaluated at.
1235 /// Upstream reports the same pre-projection quantity.
1236 pub fn curr_declared_box_violation_max(&self) -> Number {
1237 let iv = self.curr_iv();
1238 let nlp = self.nlp.borrow();
1239 nlp.declared_box_violation(&*iv.x).unwrap_or(0.0)
1240 }
1241
1242 /// Largest primal infeasibility of a constraint row **relative to that
1243 /// row's own magnitude** — `|c_i| / |b_i|` over the equality block and
1244 /// `dist(d_i, [d_l_i, d_u_i]) / max(|d_l_i|, |d_u_i|)` over the
1245 /// inequality block, whichever is worse.
1246 ///
1247 /// See [`Self::relative_d_infeasibility_max`] and
1248 /// [`Self::relative_c_infeasibility_max`] for the two blocks; both use
1249 /// the row's **declared** magnitude, never a live or relaxed stand-in,
1250 /// and both abstain (contribute nothing) on a row that has no declared
1251 /// magnitude to be relative to.
1252 pub fn curr_relative_primal_infeasibility_max(&self) -> Number {
1253 self.relative_d_infeasibility_max()
1254 .max(self.relative_c_infeasibility_max())
1255 }
1256
1257 /// The equality-block half of
1258 /// [`Self::curr_relative_primal_infeasibility_max`]: `max_i |c_i| / |b_i|`,
1259 /// where `b_i` is the row's declared right-hand side
1260 /// ([`IpoptNlp::declared_c_rhs`]).
1261 ///
1262 /// POUNCE folds `g_i(x) == b_i` into `c_i(x) = 0`, so `|c_i|` *is* the
1263 /// violation and by itself carries no magnitude to be judged against —
1264 /// which is why every runtime feasibility decision on an equality row was
1265 /// an absolute one, and why down-scaling such a row shrank `|c_i|` under
1266 /// the absolute tolerance and flipped a true infeasibility verdict to
1267 /// `Solve_Succeeded` (gh #390, residual of #387). Dividing by the pre-fold
1268 /// RHS restores it: `s·g(x) == s·b` has residual `s·(g(x) − b)` and RHS
1269 /// `s·b`, so the ratio is the same at every `s` — the point.
1270 ///
1271 /// Both numerator and denominator are taken in the internally-scaled
1272 /// space, so the solver's own row scaling `dc_i` cancels too.
1273 ///
1274 /// A **homogeneous** row (`b_i = 0`) contributes nothing. It has no
1275 /// declared magnitude to be relative to, and needs none: `s·g(x) == 0` is
1276 /// the same row at every `s`, so the absolute test is already invariant
1277 /// there. Dividing by zero — or by a fabricated floor — would turn
1278 /// float-noise residuals into 100% "violations" on the single most common
1279 /// equality row there is. Non-finite entries likewise contribute nothing:
1280 /// an unjudgeable row must not fabricate a relative verdict. When the NLP
1281 /// does not track the RHS at all (`declared_c_rhs` is `None` — e.g. the
1282 /// restoration NLP, whose `c` block is not the user's rows), the whole
1283 /// block abstains.
1284 ///
1285 /// "Homogeneous" is judged **numerically**, not by `b_i == 0` exactly: a
1286 /// row abstains once `|b_i|` sinks under its own
1287 /// [noise floor](`Self::row_noise_floor`). An exact-zero test is the
1288 /// right idea measured with the wrong instrument — a converter that emits
1289 /// `2^-53` where the model says `0` (Maros-Mészáros `QSC*`/`QSCFXM*`, and
1290 /// every one of the 15 problems in gh #446, carry equality rows with an
1291 /// RHS at `1e-17`–`1e-16`) declares a magnitude that is pure rounding
1292 /// residue — a target no iterate could be positioned finely enough to hit.
1293 /// `|c_i|` cannot be driven below the same floor either, so the
1294 /// ratio was noise over noise: QSCSD1 read 81× violated at a converged KKT
1295 /// point whose absolute violation was `9.2e-15`, which vetoed its success
1296 /// certificate and then armed the rapid-infeasibility pre-filter — a
1297 /// feasible convex QP reported `Converged to a point of local
1298 /// infeasibility`. Comparing against the row's own noise floor keeps the
1299 /// scale invariance that is the whole point of the measure (both sides
1300 /// carry `dc_i`), which an absolute cutoff on `|b_i|` would have thrown
1301 /// away.
1302 pub fn relative_c_infeasibility_max(&self) -> Number {
1303 let c = self.curr_c();
1304 if c.dim() == 0 {
1305 return 0.0;
1306 }
1307 let Some(rhs) = self.nlp.borrow().declared_c_rhs() else {
1308 return 0.0;
1309 };
1310 let noise = self.row_noise_floor(&*self.curr_jac_c(), &*c);
1311 let Some(c) = c.as_any().downcast_ref::<DenseVector>() else {
1312 return 0.0;
1313 };
1314 if !c.is_initialized() {
1315 return 0.0;
1316 }
1317 let cv = c.expanded_values();
1318 if cv.len() != rhs.len() {
1319 return 0.0;
1320 }
1321 let mut worst = 0.0_f64;
1322 for (i, (&ci, &bi)) in cv.iter().zip(rhs.iter()).enumerate() {
1323 let mag = bi.abs();
1324 // `0.0` when no floor could be computed, which reproduces the
1325 // former `mag > 0.0` gate exactly.
1326 let floor = noise.as_ref().map_or(0.0, |n| n[i]);
1327 if mag > floor && mag.is_finite() && ci.is_finite() {
1328 worst = worst.max(ci.abs() / mag);
1329 }
1330 }
1331 worst
1332 }
1333
1334 /// Per-row noise floor of a constraint block: the finest residual the
1335 /// solver could drive that row to, in the same internally scaled units as
1336 /// the block's residual and declared bounds. `jac` is the block's Jacobian
1337 /// and `template` any vector in the block's space.
1338 ///
1339 /// The quantity being modelled is **how finely the solver can place `x`**,
1340 /// not how accurately a row evaluates. A Newton step comes from a linear
1341 /// solve whose backward error is norm-wise, so every component of `x` is
1342 /// positioned to roughly `eps · ‖x‖_∞` in absolute terms — a variable at
1343 /// `1e-8` inside a vector of norm `2.7` is still only resolved to
1344 /// `~6e-16`, not to `~2e-24`. A row responds to `x` at rate
1345 /// `max_j |∂g_i/∂x_j|`, so the finest residual it can be driven to is
1346 /// `max_j |∂g_i/∂x_j| · eps · ‖x‖_∞`, with [`ROW_NOISE_KAPPA`] covering
1347 /// accumulation across the row's nonzeros and conditioning slop. A
1348 /// declared magnitude under that is a target the solver could not hit even
1349 /// in exact arithmetic on the model as written.
1350 ///
1351 /// `‖x‖_∞` is global, and that is the point rather than a compromise: `x`
1352 /// is one vector solved for jointly, so a large variable anywhere really
1353 /// does coarsen the resolution of every other. The per-row alternative,
1354 /// the exact term sum `Σ_j |a_ij x_j|` via `|J|·|x|`, was implemented and
1355 /// measured, and it is strictly worse — it models the row's *evaluation*
1356 /// error, which is not what limits the residual. It regressed QETAMACR,
1357 /// QSCORPIO and QPILOTNO of gh #446's 15: QSCORPIO's row 93 has all its
1358 /// variables parked near a zero bound at `~1e-8`, giving a term sum of
1359 /// `6e-8` and a floor of `8.5e-22`, so its `−5.6e-17` of rounding residue
1360 /// read as real data again — while the iterate it is judging is only
1361 /// resolved to `~6e-16`. Do not "improve" this to the term sum without
1362 /// re-running those three.
1363 ///
1364 /// Scale-invariant by construction. Under a row scaling `dc_i` the
1365 /// Jacobian row carries `dc_i` exactly as the residual and the declared
1366 /// bounds do (the scaling is applied in `eval_jac_c`/`eval_jac_d`), so the
1367 /// floor moves with the quantities it gates and the abstention verdict is
1368 /// the same at every `s`.
1369 ///
1370 /// A row with an **empty** Jacobian gets an infinite floor, so it always
1371 /// abstains. Every variable it mentions has been fixed and substituted
1372 /// out, which leaves a constant row `0 = b` that no iterate can move: it
1373 /// is a statement about the *model*, and judging the *iterate* by it is a
1374 /// category error. That is presolve's question, answered up front by
1375 /// `presolve_infeasibility_proof` with a certificate, not a residual. The
1376 /// runtime measure abstaining costs no detection that matters — the
1377 /// absolute `constr_viol_tol` arm still sees the row, and an empty row
1378 /// violated by anything a caller would recognise as infeasible is orders
1379 /// above it. QPILOTNO is why: five variables fixed at `0` reduce row 150
1380 /// to `0 = −2.22e-16`, its own rounding residue, and a measure that
1381 /// insists the iterate is 100% in violation of it will never let any
1382 /// iterate succeed (gh #446).
1383 ///
1384 /// `None` — meaning "no floor", i.e. only an exactly-zero magnitude
1385 /// abstains — when the reference cannot be formed: `x = 0` (every term is
1386 /// exactly zero, so the row carries no rounding error to speak of), a
1387 /// non-finite iterate, or a vector type that is not dense.
1388 fn row_noise_floor(&self, jac: &dyn Matrix, template: &dyn Vector) -> Option<Vec<Number>> {
1389 let x_amax = self.curr_iv().x.amax();
1390 if x_amax <= 0.0 || !x_amax.is_finite() {
1391 return None;
1392 }
1393 let mut rows = template.make_new();
1394 jac.compute_row_amax(&mut *rows, true);
1395 let rows = rows.as_any().downcast_ref::<DenseVector>()?;
1396 if !rows.is_initialized() {
1397 return None;
1398 }
1399 Some(
1400 rows.expanded_values()
1401 .iter()
1402 .map(|&a| {
1403 if a > 0.0 {
1404 ROW_NOISE_KAPPA * Number::EPSILON * a * x_amax
1405 } else {
1406 Number::INFINITY
1407 }
1408 })
1409 .collect(),
1410 )
1411 }
1412
1413 /// [`Self::curr_primal_infeasibility_max`] — `max(‖c‖_∞, ‖d − s‖_∞)` —
1414 /// counting each row only where its residual rises above the finest value
1415 /// that residual can take in floating point (gh #528).
1416 ///
1417 /// Both residuals are *differences of quantities the row's own size*:
1418 /// `c_i = g_i(x) − b_i` and `d_i − s_i` with `s_i` confined to `d_i`'s
1419 /// bounds. A difference of doubles of magnitude `m` is quantised in units
1420 /// of `eps · m`, so no iterate can place either residual strictly between
1421 /// `0` and `eps · m_i` — it lands on an exact `0` or on a multiple of the
1422 /// quantum, and which of the two is arithmetic luck. Once `eps · m_i`
1423 /// exceeds `tol` that luck decides whether a fully converged solve gets a
1424 /// certificate: on gh #528's LPs (`|b| ~ 1e8`, so one ulp is `1.5e-8`
1425 /// against the default `tol = 1e-8`) the KKT error was pinned one ulp
1426 /// above the tolerance at the exact optimum, the solve kept iterating at a
1427 /// point it could not improve, and it exited
1428 /// `Search_Direction_Becomes_Too_Small` with the right answer in hand.
1429 ///
1430 /// The floor per row is the larger of two irreducible effects, both
1431 /// carrying [`ROW_NOISE_KAPPA`] for the same reason
1432 /// [`Self::row_noise_floor`] does (accumulation over the row's nonzeros
1433 /// and the linear solve's conditioning):
1434 ///
1435 /// * **Placing `x`** — [`Self::row_noise_floor`], `eps · ‖x‖_∞` passed
1436 /// through the row at `max_j |∂g_i/∂x_j|`. A row whose Jacobian is
1437 /// empty gets `INFINITY` there, meaning "abstain", which is the safe
1438 /// direction for the *relative* measures that floor was written for and
1439 /// the unsafe one here — silencing a constant row `0 = b` would forgive
1440 /// a genuine infeasibility outright. Non-finite floors are therefore
1441 /// read as `0`: such a row is judged on its residual alone.
1442 /// * **Forming the residual** — `eps · m_i`, with `m_i` the magnitude of
1443 /// the quantities subtracted: the declared right-hand side `|b_i|` on
1444 /// the equality block (the value `c_i` was formed against), and
1445 /// `max(|d_i|, |s_i|)` on the inequality block. A block with no declared
1446 /// magnitude to hand (the restoration NLP's `c`, whose rows are not the
1447 /// user's) contributes nothing here and is left to the placement floor.
1448 ///
1449 /// A row's residual is counted in full or not at all, matching how
1450 /// [`Self::relative_c_infeasibility_max`] and
1451 /// [`Self::relative_d_infeasibility_max`] use their floors: the question
1452 /// is whether the row says anything, not how much of it to subtract.
1453 pub fn curr_primal_infeasibility_above_noise(&self, kappa: Number) -> Number {
1454 let c = self.curr_c();
1455 let dms = self.curr_d_minus_s();
1456
1457 let c_above = if c.dim() == 0 {
1458 0.0
1459 } else {
1460 let mag = self
1461 .nlp
1462 .borrow()
1463 .declared_c_rhs()
1464 .map(|rhs| rhs.iter().map(|b| b.abs()).collect::<Vec<_>>());
1465 let floor = self.primal_residual_noise_floor(
1466 &*self.curr_jac_c(),
1467 &*c,
1468 mag.as_deref(),
1469 c.dim() as usize,
1470 kappa,
1471 );
1472 amax_above_floor(&*c, &floor)
1473 };
1474
1475 let d_above = if dms.dim() == 0 {
1476 0.0
1477 } else {
1478 let d = self.curr_d();
1479 let s = self.curr_iv().s;
1480 let mag = match (
1481 d.as_any().downcast_ref::<DenseVector>(),
1482 s.as_any().downcast_ref::<DenseVector>(),
1483 ) {
1484 (Some(d), Some(s)) if d.is_initialized() && s.is_initialized() => {
1485 let (dv, sv) = (d.expanded_values(), s.expanded_values());
1486 (dv.len() == sv.len()).then(|| {
1487 dv.iter()
1488 .zip(&sv)
1489 .map(|(a, b)| a.abs().max(b.abs()))
1490 .collect::<Vec<_>>()
1491 })
1492 }
1493 _ => None,
1494 };
1495 let floor = self.primal_residual_noise_floor(
1496 &*self.curr_jac_d(),
1497 &*dms,
1498 mag.as_deref(),
1499 dms.dim() as usize,
1500 kappa,
1501 );
1502 amax_above_floor(&*dms, &floor)
1503 };
1504
1505 c_above.max(d_above)
1506 }
1507
1508 /// Per-row floor for [`Self::curr_primal_infeasibility_above_noise`]:
1509 /// `max(placement floor, ROW_NOISE_KAPPA · eps · magnitude_i)`, with a
1510 /// finite value on every row (`0` where nothing can be said, so that row
1511 /// is judged on its residual alone). See that method for the derivation.
1512 fn primal_residual_noise_floor(
1513 &self,
1514 jac: &dyn Matrix,
1515 residual: &dyn Vector,
1516 magnitude: Option<&[Number]>,
1517 dim: usize,
1518 kappa: Number,
1519 ) -> Vec<Number> {
1520 // `row_noise_floor` bakes in `ROW_NOISE_KAPPA`; rescale it so both
1521 // contributions carry the caller's `kappa` and nothing else changes
1522 // for the relative measures that share that helper.
1523 let rescale = kappa / ROW_NOISE_KAPPA;
1524 let placement = self.row_noise_floor(jac, residual);
1525 let finite_or_zero = |v: Number| if v.is_finite() && v > 0.0 { v } else { 0.0 };
1526 (0..dim)
1527 .map(|i| {
1528 let from_placement = placement
1529 .as_ref()
1530 .and_then(|p| p.get(i))
1531 .copied()
1532 .unwrap_or(0.0);
1533 let from_placement = from_placement * rescale;
1534 let from_formation = magnitude
1535 .and_then(|m| m.get(i))
1536 .map_or(0.0, |&m| kappa * Number::EPSILON * m);
1537 finite_or_zero(from_placement).max(finite_or_zero(from_formation))
1538 })
1539 .collect()
1540 }
1541
1542 /// The inequality-block half of
1543 /// [`Self::curr_relative_primal_infeasibility_max`]:
1544 /// `max_i |d_i − s_i| / max(|d_i|, |d_l_i|, |d_u_i|)`.
1545 ///
1546 /// This is the scale-free companion to
1547 /// [`Self::curr_unscaled_primal_infeasibility_max`]. An absolute violation
1548 /// measure cannot tell "satisfied" from "violated by 10% of everything the
1549 /// row is" once the row's numbers are small — `x >= 0.7` written as
1550 /// `1e-12·x >= 0.7e-12` has an absolute violation of `1e-13` at `x = 0.6`,
1551 /// under every absolute tolerance, while the row is violated by a seventh
1552 /// of its own right-hand side. The ratio is `0.14` at every writing of the
1553 /// row.
1554 ///
1555 /// Computed entirely in the internally-scaled space: numerator and
1556 /// denominator both carry the row scaling `dd_i`, so it cancels and the
1557 /// ratio is invariant under it — which is the point.
1558 ///
1559 /// The magnitude comes from the row's **declared bounds only** — the
1560 /// current value `d_i` is deliberately excluded. On an *active* row the
1561 /// value converges to the bound, so for a zero-bound row (`g(x) >= 0`,
1562 /// ubiquitous) both the violation and `|d_i|` go to zero together and
1563 /// their ratio hovers near 1 at a perfectly converged point — including
1564 /// `|d_i|` made HS13's genuine solution read as 100% violated and vetoed
1565 /// its certificate. A zero bound also needs no relative treatment in the
1566 /// first place: `s·g >= 0` is the same row at every `s`, so the absolute
1567 /// test is already invariant there. Rows whose bounds are all zero or
1568 /// non-finite therefore contribute nothing (the relative measure
1569 /// abstains) — "zero" measured against the row's own
1570 /// [noise floor](`Self::row_noise_floor`) rather than exactly, for the
1571 /// reason spelled out on [`Self::relative_c_infeasibility_max`]: a
1572 /// converter that writes `2^-53` where the model says `0` otherwise hands
1573 /// a bound made of rounding residue to a measure that then reads the row
1574 /// as 100% violated. QPILOTNO carries 43 such inequality bounds at
1575 /// `1e-17`–`1e-15`, and one of them — a row sitting at exactly `d(x) = 0`
1576 /// against a declared bound of `1.1e-16` — pinned `rel_viol` at `1.0` for
1577 /// the whole run and drove the gh #446 local-infeasibility verdict from
1578 /// this block. Equality rows are judged by
1579 /// [`Self::relative_c_infeasibility_max`], which plumbs the pre-fold RHS
1580 /// back to supply the magnitude the fold into `c(x) = 0` erased.
1581 ///
1582 /// The violation judged is the **distance of `d(x)` outside the declared
1583 /// box** — NOT the lifted residual `|d − s|` the absolute measure uses.
1584 /// `|d − s|` only bounds the true violation from above: mid-solve the
1585 /// slack lags `d` while `d` is comfortably inside its bounds, so a
1586 /// slack-lag of 1% of a small row's magnitude read as "violated" at
1587 /// points that are genuinely feasible. That armed the rapid-infeasibility
1588 /// pre-filter at degenerate QP endgames, where the no-descent
1589 /// confirmation is vacuous (the violation is already ~0, so no materially
1590 /// less-violating point exists) — and 18 feasible CUTEr QPs were reported
1591 /// locally infeasible. Measured, not hypothetical.
1592 pub fn relative_d_infeasibility_max(&self) -> Number {
1593 let dms = self.curr_d_minus_s();
1594 if dms.dim() == 0 {
1595 return 0.0;
1596 }
1597 let d = self.curr_d();
1598 let (lo, hi, mask_l, mask_u) = {
1599 let nlp = self.nlp.borrow();
1600 // The *declared* bounds where the NLP tracks them: the live
1601 // `d_l`/`d_u` carry the `bound_relax_factor` widening, under which
1602 // a declared-zero bound reads as `~1e-8` — a fabricated magnitude
1603 // for a row that has none (that misread both vetoed HS13's genuine
1604 // solution and manufactured "relative" verdicts out of thin air).
1605 let (mut cl, mut cu) = (nlp.d_l().make_new(), nlp.d_u().make_new());
1606 match nlp.declared_d_bounds() {
1607 Some((dl, du)) => {
1608 let (Some(cld), Some(cud)) = (
1609 cl.as_any_mut().downcast_mut::<DenseVector>(),
1610 cu.as_any_mut().downcast_mut::<DenseVector>(),
1611 ) else {
1612 return 0.0;
1613 };
1614 cld.set_values(&dl);
1615 cud.set_values(&du);
1616 }
1617 None => {
1618 cl.copy(nlp.d_l());
1619 cu.copy(nlp.d_u());
1620 }
1621 }
1622 let mut lo = dms.make_new();
1623 lo.set(0.0);
1624 nlp.pd_l().mult_vector(1.0, &*cl, 0.0, &mut *lo);
1625 let mut hi = dms.make_new();
1626 hi.set(0.0);
1627 nlp.pd_u().mult_vector(1.0, &*cu, 0.0, &mut *hi);
1628 // A projected 0 is ambiguous — "no bound on this side" and "a
1629 // declared zero bound" both read 0 — so project an all-ones
1630 // vector through the same expansion to get presence masks.
1631 let mut ones_l = nlp.d_l().make_new();
1632 ones_l.set(1.0);
1633 let mut mask_l = dms.make_new();
1634 mask_l.set(0.0);
1635 nlp.pd_l().mult_vector(1.0, &*ones_l, 0.0, &mut *mask_l);
1636 let mut ones_u = nlp.d_u().make_new();
1637 ones_u.set(1.0);
1638 let mut mask_u = dms.make_new();
1639 mask_u.set(0.0);
1640 nlp.pd_u().mult_vector(1.0, &*ones_u, 0.0, &mut *mask_u);
1641 (lo, hi, mask_l, mask_u)
1642 };
1643 let noise = self.row_noise_floor(&*self.curr_jac_d(), &*dms);
1644 let (Some(d), Some(lo), Some(hi), Some(mask_l), Some(mask_u)) = (
1645 d.as_any().downcast_ref::<DenseVector>(),
1646 lo.as_any().downcast_ref::<DenseVector>(),
1647 hi.as_any().downcast_ref::<DenseVector>(),
1648 mask_l.as_any().downcast_ref::<DenseVector>(),
1649 mask_u.as_any().downcast_ref::<DenseVector>(),
1650 ) else {
1651 return 0.0;
1652 };
1653 if !(d.is_initialized()
1654 && lo.is_initialized()
1655 && hi.is_initialized()
1656 && mask_l.is_initialized()
1657 && mask_u.is_initialized())
1658 {
1659 return 0.0;
1660 }
1661 let dv = d.expanded_values();
1662 let lov = lo.expanded_values();
1663 let hiv = hi.expanded_values();
1664 let mlv = mask_l.expanded_values();
1665 let muv = mask_u.expanded_values();
1666 let mut worst = 0.0_f64;
1667 for i in 0..dv.len() {
1668 let (has_l, has_u) = (mlv[i] > 0.5, muv[i] > 0.5);
1669 let mut viol = 0.0_f64;
1670 let mut mag = 0.0_f64;
1671 if has_l {
1672 viol = viol.max(lov[i] - dv[i]);
1673 mag = mag.max(lov[i].abs());
1674 }
1675 if has_u {
1676 viol = viol.max(dv[i] - hiv[i]);
1677 mag = mag.max(hiv[i].abs());
1678 }
1679 // `0.0` when no floor could be computed, which reproduces the
1680 // former `mag > 0.0` gate exactly.
1681 let floor = noise.as_ref().map_or(0.0, |n| n[i]);
1682 if mag > floor && mag.is_finite() && viol.is_finite() && viol > 0.0 {
1683 worst = worst.max(viol / mag);
1684 }
1685 }
1686 worst
1687 }
1688
1689 /// The objective scaling factor `df` currently in force (`1.0` when no
1690 /// objective scaling is active).
1691 ///
1692 /// Exposed because the termination logic must be able to tell an honest
1693 /// certificate from one an extreme scale has masked (gh #200): the scale
1694 /// factor itself is the discriminating signal, not the error.
1695 pub fn obj_scaling_factor(&self) -> Number {
1696 self.nlp.borrow().obj_scaling_factor()
1697 }
1698
1699 /// The solver-computed part of the objective scale — see
1700 /// [`IpoptNlp::computed_obj_scaling_factor`]. The masked-certificate test
1701 /// keys on this, not on the product, so a user who deliberately scales a
1702 /// well-conditioned objective down is not second-guessed.
1703 pub fn computed_obj_scaling_factor(&self) -> Number {
1704 self.nlp.borrow().computed_obj_scaling_factor()
1705 }
1706
1707 /// Overall **unscaled** max-norm KKT error — `max` of the unscaled dual
1708 /// infeasibility, primal infeasibility, and complementarity. This is the
1709 /// honest "distance from a KKT point in the user's own units", as
1710 /// opposed to [`Self::curr_nlp_error`], which additionally applies the
1711 /// `s_d`/`s_c` optimality scaling. Used by the status-fidelity gate and
1712 /// surfaced to callers that must independently verify a returned
1713 /// certificate (pounce#173).
1714 pub fn curr_unscaled_nlp_error(&self) -> Number {
1715 self.curr_unscaled_dual_infeasibility_max()
1716 .max(self.curr_unscaled_primal_infeasibility_max())
1717 .max(self.curr_unscaled_complementarity_max())
1718 }
1719
1720 pub fn trial_f(&self) -> Number {
1721 let iv = self.trial_iv();
1722 let mut nlp = self.nlp.borrow_mut();
1723 nlp.eval_f(&*iv.x)
1724 }
1725
1726 fn barrier_obj_at(
1727 &self,
1728 f: Number,
1729 s_x_l: &dyn Vector,
1730 s_x_u: &dyn Vector,
1731 s_s_l: &dyn Vector,
1732 s_s_u: &dyn Vector,
1733 ) -> Number {
1734 let mu = self.data.borrow().curr_mu;
1735 let log_sum = s_x_l.sum_logs() + s_x_u.sum_logs() + s_s_l.sum_logs() + s_s_u.sum_logs();
1736 let mut phi = f - mu * log_sum;
1737 if self.kappa_d > 0.0 {
1738 let di = self.damping_indicators();
1739 phi += self.kappa_d * mu * s_x_l.dot(&*di.x_l);
1740 phi += self.kappa_d * mu * s_x_u.dot(&*di.x_u);
1741 phi += self.kappa_d * mu * s_s_l.dot(&*di.s_l);
1742 phi += self.kappa_d * mu * s_s_u.dot(&*di.s_u);
1743 }
1744 phi
1745 }
1746
1747 pub fn curr_barrier_obj(&self) -> Number {
1748 let f = self.curr_f();
1749 let s_x_l = self.curr_slack_x_l();
1750 let s_x_u = self.curr_slack_x_u();
1751 let s_s_l = self.curr_slack_s_l();
1752 let s_s_u = self.curr_slack_s_u();
1753 self.barrier_obj_at(f, &*s_x_l, &*s_x_u, &*s_s_l, &*s_s_u)
1754 }
1755
1756 pub fn trial_barrier_obj(&self) -> Number {
1757 let f = self.trial_f();
1758 let s_x_l = self.trial_slack_x_l();
1759 let s_x_u = self.trial_slack_x_u();
1760 let s_s_l = self.trial_slack_s_l();
1761 let s_s_u = self.trial_slack_s_u();
1762 self.barrier_obj_at(f, &*s_x_l, &*s_x_u, &*s_s_l, &*s_s_u)
1763 }
1764
1765 /// Gradient of the barrier objective wrt `x`:
1766 /// ∇_x φ = ∇f(x) − μ · [P_L · (1/s_L) − P_U · (1/s_U)] + damping
1767 /// Mirrors `IpIpoptCalculatedQuantities.cpp:CalcGradBarrierObjectiveX`.
1768 pub fn curr_grad_barrier_obj_x(&self) -> Rc<dyn Vector> {
1769 let iv = self.curr_iv();
1770 let mu = self.data.borrow().curr_mu;
1771 let s_l = self.curr_slack_x_l();
1772 let s_u = self.curr_slack_x_u();
1773
1774 let mut inv_s_l = s_l.make_new();
1775 inv_s_l.copy(&*s_l);
1776 inv_s_l.element_wise_reciprocal();
1777 let mut inv_s_u = s_u.make_new();
1778 inv_s_u.copy(&*s_u);
1779 inv_s_u.element_wise_reciprocal();
1780
1781 let grad_f = self.curr_grad_f();
1782 let mut tmp = iv.x.make_new();
1783 tmp.copy(&*grad_f);
1784 let nlp = self.nlp.borrow();
1785 // tmp -= μ · P_L · inv_s_l
1786 nlp.px_l().mult_vector(-mu, &*inv_s_l, 1.0, &mut *tmp);
1787 // tmp += μ · P_U · inv_s_u
1788 nlp.px_u().mult_vector(mu, &*inv_s_u, 1.0, &mut *tmp);
1789
1790 if self.kappa_d > 0.0 {
1791 let di = self.damping_indicators();
1792 // + κ_d μ · P_L · 1_singly_x_L
1793 nlp.px_l()
1794 .mult_vector(self.kappa_d * mu, &*di.x_l, 1.0, &mut *tmp);
1795 // − κ_d μ · P_U · 1_singly_x_U
1796 nlp.px_u()
1797 .mult_vector(-self.kappa_d * mu, &*di.x_u, 1.0, &mut *tmp);
1798 }
1799 rc_from(tmp)
1800 }
1801
1802 /// Gradient of the barrier objective wrt `s`:
1803 /// ∇_s φ = − μ · [P_L · (1/s_s_L) − P_U · (1/s_s_U)] + damping
1804 pub fn curr_grad_barrier_obj_s(&self) -> Rc<dyn Vector> {
1805 let iv = self.curr_iv();
1806 let mu = self.data.borrow().curr_mu;
1807 let s_l = self.curr_slack_s_l();
1808 let s_u = self.curr_slack_s_u();
1809
1810 let mut inv_s_l = s_l.make_new();
1811 inv_s_l.copy(&*s_l);
1812 inv_s_l.element_wise_reciprocal();
1813 let mut inv_s_u = s_u.make_new();
1814 inv_s_u.copy(&*s_u);
1815 inv_s_u.element_wise_reciprocal();
1816
1817 let mut tmp = iv.s.make_new();
1818 tmp.set(0.0);
1819 let nlp = self.nlp.borrow();
1820 nlp.pd_l().mult_vector(-mu, &*inv_s_l, 1.0, &mut *tmp);
1821 nlp.pd_u().mult_vector(mu, &*inv_s_u, 1.0, &mut *tmp);
1822
1823 if self.kappa_d > 0.0 {
1824 let di = self.damping_indicators();
1825 nlp.pd_l()
1826 .mult_vector(self.kappa_d * mu, &*di.s_l, 1.0, &mut *tmp);
1827 nlp.pd_u()
1828 .mult_vector(-self.kappa_d * mu, &*di.s_u, 1.0, &mut *tmp);
1829 }
1830 rc_from(tmp)
1831 }
1832
1833 // --------------------------------------------------------------
1834 // Step-aware quadratic-model quantities — used by the penalty
1835 // line-search acceptor's pred/ared test and by the quality-
1836 // function mu oracle's q(σ) evaluator.
1837 // --------------------------------------------------------------
1838
1839 /// Directional derivative of the barrier objective along `(δx, δs)`:
1840 /// `gradBarrTDelta = ∇_x φ · δx + ∇_s φ · δs`. Port of
1841 /// `IpIpoptCalculatedQuantities.cpp:CurrGradBarrTDelta` (called
1842 /// `IpCq().curr_gradBarrTDelta()` in upstream after the search dir
1843 /// has been computed).
1844 pub fn curr_grad_barr_t_delta(&self, delta_x: &dyn Vector, delta_s: &dyn Vector) -> Number {
1845 let g_x = self.curr_grad_barrier_obj_x();
1846 let g_s = self.curr_grad_barrier_obj_s();
1847 g_x.dot(delta_x) + g_s.dot(delta_s)
1848 }
1849
1850 /// `δᵀ(W + Σ_x + δ_pert_x I)δ_x + δ_sᵀ(Σ_s + δ_pert_s I)δ_s` —
1851 /// the quadratic-model term used by `IpPenaltyLSAcceptor.cpp:
1852 /// InitThisLineSearch:101-129`. Reads `W` and the active PD
1853 /// perturbations from [`crate::ipopt_data::IpoptData`].
1854 /// Returns 0 if the result would be negative (matching upstream's
1855 /// `if dWd <= 0 then dWd = 0` guard at line 133).
1856 pub fn curr_dwd(&self, delta_x: &dyn Vector, delta_s: &dyn Vector) -> Number {
1857 let mut dwd: Number = 0.0;
1858
1859 // δ_xᵀ W δ_x.
1860 if let Some(w) = self.data.borrow().w.clone() {
1861 let mut wd = delta_x.make_new();
1862 w.mult_vector(1.0, delta_x, 0.0, &mut *wd);
1863 dwd += wd.dot(delta_x);
1864 }
1865
1866 // δ_xᵀ Σ_x δ_x.
1867 let sigma_x = self.curr_sigma_x();
1868 let mut tmp_x = delta_x.make_new();
1869 tmp_x.copy(delta_x);
1870 tmp_x.element_wise_multiply(&*sigma_x);
1871 dwd += tmp_x.dot(delta_x);
1872
1873 // δ_sᵀ Σ_s δ_s.
1874 let sigma_s = self.curr_sigma_s();
1875 let mut tmp_s = delta_s.make_new();
1876 tmp_s.copy(delta_s);
1877 tmp_s.element_wise_multiply(&*sigma_s);
1878 dwd += tmp_s.dot(delta_s);
1879
1880 // PD perturbations.
1881 let pert = self.data.borrow().perturbations;
1882 if pert.delta_x != 0.0 {
1883 let nx = delta_x.nrm2();
1884 dwd += pert.delta_x * nx * nx;
1885 }
1886 if pert.delta_s != 0.0 {
1887 let ns = delta_s.nrm2();
1888 dwd += pert.delta_s * ns * ns;
1889 }
1890
1891 dwd.max(0.0)
1892 }
1893
1894 // --------------------------------------------------------------
1895 // Constraint violation theta — port of
1896 // `IpIpoptCalculatedQuantities.cpp:CurrConstraintViolation`.
1897 // Default norm is 1-norm (option `constraint_violation_norm`,
1898 // default "1-norm" upstream); we hardwire 1-norm in v1.0.
1899 // --------------------------------------------------------------
1900
1901 pub fn curr_constraint_violation(&self) -> Number {
1902 let c = self.curr_c();
1903 let dms = self.curr_d_minus_s();
1904 c.asum() + dms.asum()
1905 }
1906
1907 /// Number of constraint rows backing the 1-norm above, i.e.
1908 /// `dim(c) + dim(d - s)`. Upstream never needs this because it
1909 /// treats `theta` as a bare scalar, but any threshold expressed in
1910 /// `theta` units is a *sum* over this many rows — a `theta` of `T`
1911 /// is a mean per-row residual of `T / rows`. The filter acceptor
1912 /// uses it to floor the `theta_max` reference so the ceiling means
1913 /// the same thing on a 10-row and a 50 000-row model.
1914 pub fn constraint_violation_rows(&self) -> usize {
1915 let c = self.curr_c();
1916 let dms = self.curr_d_minus_s();
1917 (c.dim() as usize) + (dms.dim() as usize)
1918 }
1919
1920 pub fn trial_constraint_violation(&self) -> Number {
1921 let c = self.trial_c();
1922 let dms = self.trial_d_minus_s();
1923 c.asum() + dms.asum()
1924 }
1925
1926 /// Max-norm primal infeasibility — `max(||c||_∞, ||d − s||_∞)`. Used
1927 /// by the iteration output's `inf_pr` column when
1928 /// `inf_pr_output == INTERNAL`. Mirrors
1929 /// `IpIpoptCalculatedQuantities.cpp:CurrPrimalInfeasibility(NORM_MAX)`.
1930 pub fn curr_primal_infeasibility_max(&self) -> Number {
1931 let c = self.curr_c();
1932 let dms = self.curr_d_minus_s();
1933 c.amax().max(dms.amax())
1934 }
1935
1936 /// Max-norm dual infeasibility — `max(||∇_x L||_∞, ||∇_s L||_∞)`.
1937 /// Mirrors `IpIpoptCalculatedQuantities.cpp:CurrDualInfeasibility(NORM_MAX)`.
1938 pub fn curr_dual_infeasibility_max(&self) -> Number {
1939 let glx = self.curr_grad_lag_x();
1940 let gls = self.curr_grad_lag_s();
1941 glx.amax().max(gls.amax())
1942 }
1943
1944 /// Magnitude of the largest **term** the Lagrangian gradient is assembled
1945 /// from — the scale [`Self::curr_dual_infeasibility_max`] is a residual
1946 /// *of* (gh #532).
1947 ///
1948 /// ```text
1949 /// D = max( ‖∇f‖_∞ , ‖J_cᵀ y_c‖_∞ , ‖J_dᵀ y_d‖_∞ ,
1950 /// ‖P_L z_L‖_∞ , ‖P_U z_U‖_∞ ,
1951 /// ‖y_d‖_∞ , ‖P_L v_L‖_∞ , ‖P_U v_U‖_∞ )
1952 /// ```
1953 ///
1954 /// `∇L` is the *sum* of exactly these terms, so `dual_inf / D` is the
1955 /// fraction of them that failed to cancel: `1` at a point where nothing
1956 /// cancelled (`min -exp(x) s.t. x >= 0` running away, `∇f = −8.8e47` with
1957 /// no multiplier to meet it), and `~eps` at a point where the cancellation
1958 /// was as complete as the arithmetic allows. That ratio is the
1959 /// scale-invariant statement of stationarity: it is unchanged by
1960 /// multiplying the objective — and hence every multiplier — by a positive
1961 /// constant, which is the map an absolute bound on `dual_inf` is not
1962 /// invariant under.
1963 ///
1964 /// The projections are applied rather than assumed away: `P_L`/`P_U` are
1965 /// 0/1 expansion matrices in the main NLP, where the scatter leaves the
1966 /// max-norm alone, but the term's own norm is what this measures and the
1967 /// restoration NLP supplies its own operators.
1968 ///
1969 /// No `has_valid_numbers` sweep, unlike [`Self::curr_nlp_error`] (gh #292):
1970 /// `amax` drops NaN, so a NaN gradient reads here as a finite scale. That
1971 /// cannot launder anything, because the only caller pairs this with the
1972 /// aggregate `nlp_err <= tol` test, and `nlp_err` carries that sweep — a
1973 /// NaN anywhere in `∇L` makes it NaN, and `NaN <= tol` is false.
1974 ///
1975 /// Repeats the `∇f` and the two transpose products
1976 /// [`Self::curr_grad_lag_x`] already performs on the same iterate, plus
1977 /// four scatters. The evaluations themselves hit `OrigIpoptNLP`'s
1978 /// per-iterate caches, so the marginal cost is the products — but it is
1979 /// still a second pass, and the caller reads this only where a termination
1980 /// certificate is otherwise on the table. See
1981 /// `OptErrorConvCheck::dual_inf_bound`.
1982 pub fn curr_dual_infeasibility_scale_max(&self) -> Number {
1983 let iv = self.curr_iv();
1984 let mut scale = self
1985 .curr_grad_f()
1986 .amax()
1987 .max(self.curr_jac_c_t_times_curr_y_c().amax())
1988 .max(self.curr_jac_d_t_times_curr_y_d().amax())
1989 .max(iv.y_d.amax());
1990
1991 let nlp = self.nlp.borrow();
1992 let mut tmp_x = iv.x.make_new();
1993 nlp.px_l().mult_vector(1.0, &*iv.z_l, 0.0, &mut *tmp_x);
1994 scale = scale.max(tmp_x.amax());
1995 nlp.px_u().mult_vector(1.0, &*iv.z_u, 0.0, &mut *tmp_x);
1996 scale = scale.max(tmp_x.amax());
1997
1998 let mut tmp_s = iv.y_d.make_new();
1999 nlp.pd_l().mult_vector(1.0, &*iv.v_l, 0.0, &mut *tmp_s);
2000 scale = scale.max(tmp_s.amax());
2001 nlp.pd_u().mult_vector(1.0, &*iv.v_u, 0.0, &mut *tmp_s);
2002 scale.max(tmp_s.amax())
2003 }
2004
2005 /// [`Self::curr_dual_infeasibility_scale_max`] in the **unscaled**
2006 /// (user-original) space. Every term of the scaled Lagrangian gradient is
2007 /// `df` times its user-space counterpart — `∇f_scaled = df·∇f`,
2008 /// `J_cᵀ_scaled y_c_scaled = Jᵀ(dc ⊙ y_c_scaled) = df·Jᵀ y_c` since
2009 /// `dc ⊙ y_scaled = df·y_user`, and likewise for the bound blocks, POUNCE
2010 /// applying no variable scaling — so the unscaling is the single divide by
2011 /// `|df|` that [`Self::curr_unscaled_dual_infeasibility_max`] performs on
2012 /// the residual, term for term and row scaling included. Magnitude, for
2013 /// the reason documented there: `df` is signed, a max-norm is not.
2014 pub fn curr_unscaled_dual_infeasibility_scale_max(&self) -> Number {
2015 let df = self.nlp.borrow().obj_scaling_factor().abs();
2016 let scaled = self.curr_dual_infeasibility_scale_max();
2017 if df == 0.0 || df == 1.0 {
2018 scaled
2019 } else {
2020 scaled / df
2021 }
2022 }
2023
2024 /// Scaled stationarity of the infeasibility measure `½‖(c, d−s)‖²`
2025 /// — `‖J_cᵀ c + J_dᵀ (d−s)‖_∞ / max(1, ‖(c, d−s)‖_∞)`. The
2026 /// numerator is the x-gradient of the squared constraint
2027 /// violation; a value near zero with the violation itself bounded
2028 /// away from zero marks an iterate converging to a stationary
2029 /// point of the infeasibility — i.e. a locally infeasible problem.
2030 /// No linear solve: two transpose-products. Mirrors the gradient
2031 /// term behind Ipopt's `IpRestoConvCheck.cpp` `LOCALLY_INFEASIBLE`
2032 /// test, applied here in the main loop.
2033 /// Does a short step along `−∇θ` actually reduce the constraint violation?
2034 ///
2035 /// `LocalInfeasibility` asserts the iterate has converged to a **stationary
2036 /// point of the constraint violation** — that no local move reduces it. That
2037 /// is a checkable claim, and this checks it directly instead of trusting a
2038 /// threshold on a proxy.
2039 ///
2040 /// Why a probe rather than a better proxy: the detector's surrogate is
2041 /// `‖Jᵀc‖ / max(1, ‖c‖)` against an absolute tolerance, and no variant of it
2042 /// separates the cases. Measured over 800 MINLPLib models plus targeted
2043 /// infeasible problems, the scaled form produces a confirmed false verdict
2044 /// (HS13 from `x₀ = (1e4, 1e4)`, where the constraint scaling `dc ≈ 3.3e-7`
2045 /// drives the surrogate to `5e-14` at a point whose violation is 0.51); the
2046 /// unscaled form needs a tolerance ≥ 1e-2 to fire at all, which introduces
2047 /// new false infeasibility on 3+ corpus models while still losing 2 correct
2048 /// detections; and a scale-invariant `‖Jᵀc‖ / ‖c‖²` is not separable even on
2049 /// the targeted set. A single absolute threshold on a surrogate cannot do
2050 /// this job.
2051 ///
2052 /// Comparing `θ` at two points is scale-free by construction — the row
2053 /// scaling cancels out of the ratio — so this needs no calibration at all.
2054 ///
2055 /// Costs one `eval_c`/`eval_d` pair per probed step, and runs only where the
2056 /// detector was about to fire (both gates already passed for a full streak),
2057 /// which is rare. Steps are clamped to the variable bounds, so descent that
2058 /// only exists outside the box is correctly not counted — that direction
2059 /// would suppress a *correct* infeasibility verdict.
2060 ///
2061 /// Returns `true` when descent is available, i.e. the iterate is **not**
2062 /// stationary and `LocalInfeasibility` must not be declared.
2063 pub fn infeasibility_descent_available(&self) -> bool {
2064 use pounce_linalg::DenseVector;
2065
2066 let theta_curr = self.curr_primal_infeasibility_max();
2067 if theta_curr <= 0.0 {
2068 return false;
2069 }
2070 // -grad of 1/2||(c, d-s)||^2 w.r.t. x.
2071 let c = self.curr_c();
2072 let dms = self.curr_d_minus_s();
2073 let jc_t_c = self.curr_jac_c_t_times_vec(&*c);
2074 let jd_t_dms = self.curr_jac_d_t_times_vec(&*dms);
2075 let mut grad = jc_t_c.make_new();
2076 grad.add_two_vectors(1.0, &*jc_t_c, 1.0, &*jd_t_dms, 0.0);
2077 let gnorm = grad.amax();
2078 if !(gnorm > 0.0) || !gnorm.is_finite() {
2079 // A vanishing gradient is the stationary case this exists to
2080 // confirm; a non-finite one gives us nothing to probe with.
2081 return false;
2082 }
2083
2084 let x = self.curr_iv().x.clone();
2085 let nlp = self.nlp.borrow();
2086
2087 // Full-length bound values and finite-bound indicators, lifted through
2088 // the expansion matrices (same pattern as the divergence guard).
2089 let mut ones_l = nlp.x_l().make_new();
2090 ones_l.set(1.0);
2091 let mut has_lb = x.make_new();
2092 nlp.px_l().mult_vector(1.0, &*ones_l, 0.0, &mut *has_lb);
2093 let mut lb = x.make_new();
2094 nlp.px_l().mult_vector(1.0, nlp.x_l(), 0.0, &mut *lb);
2095
2096 let mut ones_u = nlp.x_u().make_new();
2097 ones_u.set(1.0);
2098 let mut has_ub = x.make_new();
2099 nlp.px_u().mult_vector(1.0, &*ones_u, 0.0, &mut *has_ub);
2100 let mut ub = x.make_new();
2101 nlp.px_u().mult_vector(1.0, nlp.x_u(), 0.0, &mut *ub);
2102 drop(nlp);
2103
2104 let dense = |v: &dyn Vector| -> Option<Vec<Number>> {
2105 v.as_any()
2106 .downcast_ref::<DenseVector>()
2107 .map(|d| d.expanded_values())
2108 };
2109 let (Some(xv), Some(gv), Some(lbv), Some(ubv), Some(hl), Some(hu)) = (
2110 dense(&*x),
2111 dense(&*grad),
2112 dense(&*lb),
2113 dense(&*ub),
2114 dense(&*has_lb),
2115 dense(&*has_ub),
2116 ) else {
2117 // Non-dense backing: no probe possible. Report "no descent" so the
2118 // caller falls back to the surrogate's verdict rather than silently
2119 // suppressing every infeasibility conclusion.
2120 return false;
2121 };
2122
2123 // Relative step lengths, so the probe is independent of problem scale.
2124 let xnorm = xv.iter().fold(0.0_f64, |a, &v| a.max(v.abs())).max(1.0);
2125 let base = xnorm / gnorm;
2126
2127 let mut trial = x.make_new();
2128 for k in 0..Self::INFEAS_PROBE_STEPS {
2129 let alpha = base * 10f64.powi(-(k as i32));
2130 {
2131 let Some(t) = trial.as_any_mut().downcast_mut::<DenseVector>() else {
2132 return false;
2133 };
2134 for (i, slot) in t.values_mut().iter_mut().enumerate() {
2135 let mut xi = xv[i] - alpha * gv[i];
2136 if hl[i] != 0.0 {
2137 xi = xi.max(lbv[i]);
2138 }
2139 if hu[i] != 0.0 {
2140 xi = xi.min(ubv[i]);
2141 }
2142 *slot = xi;
2143 }
2144 }
2145 if let Some(theta) = self.theta_at(&*trial) {
2146 if theta.is_finite() && theta < theta_curr * (1.0 - Self::INFEAS_PROBE_MARGIN) {
2147 return true;
2148 }
2149 }
2150 }
2151 false
2152 }
2153
2154 /// Number of geometrically decreasing step lengths the descent probe tries.
2155 const INFEAS_PROBE_STEPS: usize = 6;
2156 /// Relative reduction in `θ` a probe step must achieve before it counts as
2157 /// descent and vetoes the verdict.
2158 ///
2159 /// Deliberately coarse. The question is not "is this the exact minimiser of
2160 /// the violation" — an interior-point iterate converging toward one always
2161 /// has some infinitesimal descent left, and a tight margin would veto
2162 /// forever and never let a genuine infeasibility be declared. The question
2163 /// is whether a *materially* less-violating point sits nearby, which is what
2164 /// distinguishes "converging to an infeasible stationary point" from
2165 /// "nowhere near stationary".
2166 ///
2167 /// The two regimes are far apart, so the exact value is not delicate. On the
2168 /// genuinely infeasible `x³+y³ == 1 ∧ == 2`, iterates near the least-squares
2169 /// point have only ~0.07 % descent available. On HS13's false verdict, one
2170 /// step takes `θ` from 0.51 to **zero** — a 100 % reduction. Anything between
2171 /// a few percent and most of the way separates them; 10 % sits in the middle.
2172 const INFEAS_PROBE_MARGIN: Number = 0.1;
2173
2174 /// Max-norm constraint violation at an arbitrary `x`, evaluated on scratch
2175 /// vectors so the algorithm's `curr`/`trial` state is untouched. `None` if
2176 /// the evaluation is unusable.
2177 fn theta_at(&self, x: &dyn Vector) -> Option<Number> {
2178 let iv = self.curr_iv();
2179 let mut nlp = self.nlp.borrow_mut();
2180 let mut c = iv.y_c.make_new();
2181 nlp.eval_c(x, &mut *c);
2182 let mut d = iv.s.make_new();
2183 nlp.eval_d(x, &mut *d);
2184 // `d - s` against the CURRENT slacks, matching how `curr_d_minus_s`
2185 // measures the violation: the probe moves x only.
2186 let mut dms = iv.s.make_new();
2187 dms.add_two_vectors(1.0, &*d, -1.0, &*iv.s, 0.0);
2188 let t = c.amax().max(dms.amax());
2189 t.is_finite().then_some(t)
2190 }
2191
2192 pub fn curr_infeasibility_stationarity(&self) -> Number {
2193 let c = self.curr_c();
2194 let dms = self.curr_d_minus_s();
2195 let jc_t_c = self.curr_jac_c_t_times_vec(&*c);
2196 let jd_t_dms = self.curr_jac_d_t_times_vec(&*dms);
2197 let mut grad = jc_t_c.make_new();
2198 grad.add_two_vectors(1.0, &*jc_t_c, 1.0, &*jd_t_dms, 0.0);
2199 let viol = c.amax().max(dms.amax());
2200 grad.amax() / viol.max(1.0)
2201 }
2202
2203 // --------------------------------------------------------------
2204 // Average / scalar complementarity
2205 // --------------------------------------------------------------
2206
2207 /// `(z_L · s_L + z_U · s_U + v_L · s_L^d + v_U · s_U^d) / N`
2208 /// where `N` is the total number of bound multipliers
2209 /// (`IpIpoptCalculatedQuantities.cpp:3553-3606`).
2210 pub fn curr_avrg_compl(&self) -> Number {
2211 let iv = self.curr_iv();
2212 let n = iv.z_l.dim() + iv.z_u.dim() + iv.v_l.dim() + iv.v_u.dim();
2213 if n == 0 {
2214 return 0.0;
2215 }
2216 let s_x_l = self.curr_slack_x_l();
2217 let s_x_u = self.curr_slack_x_u();
2218 let s_s_l = self.curr_slack_s_l();
2219 let s_s_u = self.curr_slack_s_u();
2220 let mut acc = iv.z_l.dot(&*s_x_l);
2221 acc += iv.z_u.dot(&*s_x_u);
2222 acc += iv.v_l.dot(&*s_s_l);
2223 acc += iv.v_u.dot(&*s_s_u);
2224 acc / Number::from(n)
2225 }
2226
2227 /// `min_i (s_i · z_i)` over all four bound complementarity blocks.
2228 /// Mirrors `IpIpoptCalculatedQuantities.cpp:CurrComplxMin`
2229 /// (lines 3608-3640) — the smallest pairwise product `s · z`,
2230 /// signalling how close the iterate is to the central path.
2231 /// Empty bound sets contribute `+∞`; returns `0` if no bounds at
2232 /// all.
2233 pub fn curr_complementarity_min(&self) -> Number {
2234 let cxl = self.curr_compl_x_l();
2235 let cxu = self.curr_compl_x_u();
2236 let csl = self.curr_compl_s_l();
2237 let csu = self.curr_compl_s_u();
2238 let m = |v: &Rc<dyn Vector>| {
2239 if v.dim() == 0 {
2240 Number::INFINITY
2241 } else {
2242 v.min()
2243 }
2244 };
2245 let acc = m(&cxl).min(m(&cxu)).min(m(&csl)).min(m(&csu));
2246 if acc.is_infinite() { 0.0 } else { acc }
2247 }
2248
2249 /// Max-norm of the unbarriered complementarity blocks
2250 /// `max_i |s_i · z_i|` across all four `(x_L, x_U, s_L, s_U)`
2251 /// pairs. Mirrors upstream
2252 /// `IpIpoptCalculatedQuantities.cpp:CurrComplementarity(0., NORM_MAX)`
2253 /// — used by `OptimalityErrorConvergenceCheck` to gate the
2254 /// per-component `compl_inf_tol` test independently of the scaled
2255 /// scalar `curr_nlp_error`.
2256 pub fn curr_complementarity_max(&self) -> Number {
2257 self.curr_compl_x_l()
2258 .amax()
2259 .max(self.curr_compl_x_u().amax())
2260 .max(self.curr_compl_s_l().amax())
2261 .max(self.curr_compl_s_u().amax())
2262 }
2263
2264 /// Centrality measure `ξ = min_i(s_i z_i) / avrg(s · z)`. Mirrors
2265 /// `IpIpoptCalculatedQuantities.cpp:CurrCentralityMeasure`. Used
2266 /// by [`crate::mu::oracle::loqo::LoqoMuOracle`] to bias σ toward
2267 /// the central path when the iterate is unbalanced. Returns `1.0`
2268 /// (perfectly central) when there are no bound multipliers.
2269 pub fn curr_centrality_measure(&self) -> Number {
2270 let avrg = self.curr_avrg_compl();
2271 if avrg <= 0.0 {
2272 return 1.0;
2273 }
2274 self.curr_complementarity_min() / avrg
2275 }
2276
2277 /// Barriered KKT error `E_μ(x,y,z)` — port of
2278 /// `IpIpoptCalculatedQuantities.cpp:CurrBarrierError`. Same as
2279 /// [`Self::curr_nlp_error`] but uses the *relaxed* complementarity
2280 /// `s ⊙ z − μ` so the residual is zero when the iterate sits on the
2281 /// μ-perturbed central path. The monotone barrier-update strategy
2282 /// reduces μ only once this error drops below
2283 /// `barrier_tol_factor · μ`.
2284 pub fn curr_barrier_error(&self) -> Number {
2285 let iv = self.curr_iv();
2286 let (s_d, s_c) = self.optimality_error_scaling(&iv);
2287
2288 let glx = self.curr_grad_lag_x();
2289 let gls = self.curr_grad_lag_s();
2290 let dual = glx.amax().max(gls.amax()) / s_d;
2291
2292 let c = self.curr_c();
2293 let dms = self.curr_d_minus_s();
2294 let primal = c.amax().max(dms.amax());
2295
2296 let compl = self
2297 .curr_relaxed_compl_x_l()
2298 .amax()
2299 .max(self.curr_relaxed_compl_x_u().amax())
2300 .max(self.curr_relaxed_compl_s_l().amax())
2301 .max(self.curr_relaxed_compl_s_u().amax())
2302 / s_c;
2303
2304 dual.max(primal).max(compl)
2305 }
2306
2307 /// Optimality-scaled max-norm KKT error — port of
2308 /// `IpIpoptCalculatedQuantities.cpp:3050-3104`.
2309 ///
2310 /// ```text
2311 /// E = max( ||∇_x L, ∇_s L||_∞ / s_d ,
2312 /// ||c, d − s||_∞ ,
2313 /// ||compl||_∞ / s_c )
2314 /// ```
2315 ///
2316 /// where `s_d` / `s_c` are the asum-based scalings from
2317 /// `ComputeOptimalityErrorScaling` (see §4 of `MAIN_LOOP.md`).
2318 /// Uses `mu_target = 0` (the unbarriered KKT residual). The
2319 /// barriered variant is `curr_barrier_error` (TODO in Phase 7).
2320 pub fn curr_nlp_error(&self) -> Number {
2321 self.nlp_error(None)
2322 }
2323
2324 /// [`Self::curr_nlp_error`] with the primal-infeasibility term replaced by
2325 /// [`Self::curr_primal_infeasibility_above_noise`] — i.e. counting a
2326 /// constraint row's residual only where it rises above the finest value
2327 /// that row's residual can take in floating point (gh #528).
2328 ///
2329 /// Never larger than [`Self::curr_nlp_error`], and equal to it whenever no
2330 /// row is at its own resolution limit — which is every problem whose data
2331 /// is `O(1)`, so the common path is unchanged. It exists because the other
2332 /// two terms of the KKT error are already normalised (`s_d`, `s_c`) while
2333 /// the primal one is a bare absolute residual: `‖c‖_∞` and `‖d − s‖_∞` are
2334 /// quantised in units of `eps ·` the rows' own magnitude, so on a model
2335 /// whose constraint values reach `~1e8` the smallest *nonzero* value the
2336 /// term can take already exceeds the default `tol = 1e-8`. Judging that
2337 /// term absolutely there asks for a residual no iterate can represent.
2338 ///
2339 /// Read only by the **strict** convergence gate, which pairs it with the
2340 /// unscaled `constr_viol_tol` test on the full, unfloored residual — so
2341 /// what this admits is bounded by the user's own feasibility tolerance,
2342 /// never by the noise floor alone.
2343 ///
2344 /// `kappa` is the safety factor on the per-row floor —
2345 /// [`ROW_NOISE_KAPPA`] by default, from the `primal_noise_floor_kappa`
2346 /// option. **`0` switches the floor off entirely**, making this identical
2347 /// to [`Self::curr_nlp_error`] and the strict gate bit-for-bit upstream's.
2348 pub fn curr_nlp_error_above_primal_noise(&self, kappa: Number) -> Number {
2349 self.nlp_error(Some(kappa))
2350 }
2351
2352 /// [`Self::curr_nlp_error`] with the complementarity term supplied by the
2353 /// caller instead of read off the iterate, keeping the `s_c` normalisation
2354 /// and the other two terms exactly as they are.
2355 ///
2356 /// One caller: the crossover phase (#612). Its returned point sits
2357 /// *exactly* on the active constraints of the problem **as the user
2358 /// declared it**, which is `bound_relax_factor` inside the widened bounds
2359 /// this object measures against — so the iterate-derived complementarity
2360 /// reads `|multiplier| · δ`, around `1e-8` for a unit multiplier, where
2361 /// the truth in the frame that was solved is zero. Left alone that put a
2362 /// converged run's `Overall NLP error` above `tol` and let the opt-in
2363 /// `kkt_fidelity_tol` gate downgrade a strictly better point (#646).
2364 ///
2365 /// `compl_raw` is the un-normalised max-norm `max_i |s_i · z_i|`, the same
2366 /// quantity [`Self::curr_complementarity_max`] returns; the `s_c` divide
2367 /// happens here. `kappa` follows
2368 /// [`Self::curr_nlp_error_above_primal_noise`], `0` disabling the floor.
2369 ///
2370 /// This is a *reporting* substitution and nothing more — no convergence
2371 /// decision reads it, because crossover runs after the status is already
2372 /// settled.
2373 pub fn curr_nlp_error_with_complementarity(&self, compl_raw: Number, kappa: Number) -> Number {
2374 let floor = (kappa > 0.0).then_some(kappa);
2375 self.nlp_error_inner(floor, Some(compl_raw))
2376 }
2377
2378 /// `above_primal_noise` carries the floor's `kappa` when the primal term is
2379 /// to be floored, and is `None` for the plain upstream aggregate.
2380 fn nlp_error(&self, above_primal_noise: Option<Number>) -> Number {
2381 self.nlp_error_inner(above_primal_noise, None)
2382 }
2383
2384 /// `compl_override` replaces the iterate-derived complementarity max-norm
2385 /// before the `s_c` divide; see
2386 /// [`Self::curr_nlp_error_with_complementarity`]. The NaN guard below
2387 /// still inspects the iterate's own complementarity vectors either way —
2388 /// an override is a change of *frame*, not a licence to stop looking at
2389 /// the iterate for non-finite numbers.
2390 fn nlp_error_inner(
2391 &self,
2392 above_primal_noise: Option<Number>,
2393 compl_override: Option<Number>,
2394 ) -> Number {
2395 let iv = self.curr_iv();
2396 let (s_d, s_c) = self.optimality_error_scaling(&iv);
2397
2398 // dual infeasibility (max-norm of grad_lag_x and grad_lag_s)
2399 let glx = self.curr_grad_lag_x();
2400 let gls = self.curr_grad_lag_s();
2401
2402 // primal: max(||c||, ||d-s||)
2403 let c = self.curr_c();
2404 let dms = self.curr_d_minus_s();
2405
2406 // unbarriered complementarity (mu_target = 0 → just ||compl||)
2407 let cxl = self.curr_compl_x_l();
2408 let cxu = self.curr_compl_x_u();
2409 let csl = self.curr_compl_s_l();
2410 let csu = self.curr_compl_s_u();
2411
2412 // #292: the max-norm (`amax`/BLAS `iamax`) behind every term below
2413 // silently *drops* NaN — `NaN > m` is `false`, so a NaN component
2414 // leaves the running max untouched and is laundered into a finite
2415 // (typically `0.0`) KKT error. A NaN gradient, NaN constraint Jacobian
2416 // (via `∇_x L`'s `Jᵀy` term), or NaN residual would then read as an
2417 // *optimal* solve and return `Solve_Succeeded`. Detect any non-finite
2418 // component here — through the NaN-propagating `asum` behind
2419 // `has_valid_numbers`, not `amax` — and surface it as a non-finite KKT
2420 // error so the caller's existing `!nlp_err.is_finite()` guard fires
2421 // `Invalid_Number_Detected`. This is confined to the convergence/error
2422 // measure; the general `amax` semantics that step-size selection, the
2423 // line search, and the divergence detectors rely on are untouched.
2424 // (Inf is *not* laundered — `Inf > m` is true — so it already
2425 // propagated; this closes only the NaN hole, and Inf for free.)
2426 for v in [&glx, &gls, &c, &dms, &cxl, &cxu, &csl, &csu] {
2427 if !v.has_valid_numbers() {
2428 return Number::NAN;
2429 }
2430 }
2431
2432 let dual = glx.amax().max(gls.amax()) / s_d;
2433 let primal = match above_primal_noise {
2434 Some(kappa) if kappa > 0.0 => self.curr_primal_infeasibility_above_noise(kappa),
2435 _ => c.amax().max(dms.amax()),
2436 };
2437 let compl_raw = compl_override
2438 .unwrap_or_else(|| cxl.amax().max(cxu.amax()).max(csl.amax()).max(csu.amax()));
2439 let compl = compl_raw / s_c;
2440
2441 dual.max(primal).max(compl)
2442 }
2443
2444 /// `(s_d, s_c)` per `ComputeOptimalityErrorScaling`
2445 /// (`IpIpoptCalculatedQuantities.cpp:3663-3700`).
2446 fn optimality_error_scaling(&self, iv: &IteratesVector) -> (Number, Number) {
2447 let s_max = self.s_max;
2448
2449 // s_c: mean asum of all bound multipliers, capped at s_max,
2450 // divided by s_max.
2451 let n_c = iv.z_l.dim() + iv.z_u.dim() + iv.v_l.dim() + iv.v_u.dim();
2452 let s_c = if n_c == 0 {
2453 1.0
2454 } else {
2455 let asum = iv.z_l.asum() + iv.z_u.asum() + iv.v_l.asum() + iv.v_u.asum();
2456 (s_max.max(asum / Number::from(n_c))) / s_max
2457 };
2458
2459 // s_d: mean asum of all dual multipliers, capped, divided.
2460 let n_d =
2461 iv.y_c.dim() + iv.y_d.dim() + iv.z_l.dim() + iv.z_u.dim() + iv.v_l.dim() + iv.v_u.dim();
2462 let s_d = if n_d == 0 {
2463 1.0
2464 } else {
2465 let asum = iv.y_c.asum()
2466 + iv.y_d.asum()
2467 + iv.z_l.asum()
2468 + iv.z_u.asum()
2469 + iv.v_l.asum()
2470 + iv.v_u.asum();
2471 (s_max.max(asum / Number::from(n_d))) / s_max
2472 };
2473
2474 (s_d, s_c)
2475 }
2476
2477 // --------------------------------------------------------------
2478 // Trial-side Lagrangian gradient / complementarity — needed by
2479 // the soft restoration phase's primal-dual error test. Each is a
2480 // line-for-line analog of the `curr_*` method above, reading the
2481 // `trial` iterate instead of `curr`.
2482 // --------------------------------------------------------------
2483
2484 pub fn trial_jac_c(&self) -> Rc<dyn Matrix> {
2485 let iv = self.trial_iv();
2486 self.nlp.borrow_mut().eval_jac_c(&*iv.x)
2487 }
2488
2489 pub fn trial_jac_d(&self) -> Rc<dyn Matrix> {
2490 let iv = self.trial_iv();
2491 self.nlp.borrow_mut().eval_jac_d(&*iv.x)
2492 }
2493
2494 /// `∇_x L` at the trial iterate — analog of [`Self::curr_grad_lag_x`].
2495 pub fn trial_grad_lag_x(&self) -> Rc<dyn Vector> {
2496 let iv = self.trial_iv();
2497 let grad_f = self.trial_grad_f();
2498 let jac_c = self.trial_jac_c();
2499 let jac_d = self.trial_jac_d();
2500
2501 let mut jc_t = iv.x.make_new();
2502 jac_c.trans_mult_vector(1.0, &*iv.y_c, 0.0, &mut *jc_t);
2503 let mut jd_t = iv.x.make_new();
2504 jac_d.trans_mult_vector(1.0, &*iv.y_d, 0.0, &mut *jd_t);
2505
2506 let mut tmp = iv.x.make_new();
2507 tmp.copy(&*grad_f);
2508 tmp.add_two_vectors(1.0, &*jc_t, 1.0, &*jd_t, 1.0);
2509
2510 let nlp = self.nlp.borrow();
2511 nlp.px_l().mult_vector(-1.0, &*iv.z_l, 1.0, &mut *tmp);
2512 nlp.px_u().mult_vector(1.0, &*iv.z_u, 1.0, &mut *tmp);
2513 rc_from(tmp)
2514 }
2515
2516 /// `∇_s L` at the trial iterate — analog of [`Self::curr_grad_lag_s`].
2517 pub fn trial_grad_lag_s(&self) -> Rc<dyn Vector> {
2518 let iv = self.trial_iv();
2519 let mut tmp = iv.y_d.make_new();
2520 let nlp = self.nlp.borrow();
2521 nlp.pd_u().mult_vector(1.0, &*iv.v_u, 0.0, &mut *tmp);
2522 nlp.pd_l().mult_vector(-1.0, &*iv.v_l, 1.0, &mut *tmp);
2523 tmp.axpy(-1.0, &*iv.y_d);
2524 rc_from(tmp)
2525 }
2526
2527 pub fn trial_compl_x_l(&self) -> Rc<dyn Vector> {
2528 Self::calc_compl(&*self.trial_slack_x_l(), &*self.trial_iv().z_l)
2529 }
2530
2531 pub fn trial_compl_x_u(&self) -> Rc<dyn Vector> {
2532 Self::calc_compl(&*self.trial_slack_x_u(), &*self.trial_iv().z_u)
2533 }
2534
2535 pub fn trial_compl_s_l(&self) -> Rc<dyn Vector> {
2536 Self::calc_compl(&*self.trial_slack_s_l(), &*self.trial_iv().v_l)
2537 }
2538
2539 pub fn trial_compl_s_u(&self) -> Rc<dyn Vector> {
2540 Self::calc_compl(&*self.trial_slack_s_u(), &*self.trial_iv().v_u)
2541 }
2542
2543 /// `||s ⊙ z − μ||₁` summed over the four complementarity blocks.
2544 fn relaxed_compl_asum(blocks: &[Rc<dyn Vector>], mu: Number) -> Number {
2545 let mut acc = 0.0;
2546 for compl in blocks {
2547 if compl.dim() == 0 {
2548 continue;
2549 }
2550 let mut r = compl.make_new();
2551 r.copy(&**compl);
2552 r.add_scalar(-mu);
2553 acc += r.asum();
2554 }
2555 acc
2556 }
2557
2558 /// Unscaled primal-dual KKT system error at the current iterate —
2559 /// port of
2560 /// `IpIpoptCalculatedQuantities.cpp:curr_primal_dual_system_error`.
2561 /// Each block uses the 1-norm scaled by its entry count; the result
2562 /// is the sum of the dual-infeasibility, primal-infeasibility, and
2563 /// complementarity terms. Used by the soft restoration phase's
2564 /// sufficient-reduction test.
2565 pub fn curr_primal_dual_system_error(&self, mu: Number) -> Number {
2566 let iv = self.curr_iv();
2567 let n_dual = iv.x.dim() + iv.s.dim();
2568 let dual_inf =
2569 (self.curr_grad_lag_x().asum() + self.curr_grad_lag_s().asum()) / Number::from(n_dual);
2570
2571 let n_primal = iv.y_c.dim() + iv.y_d.dim();
2572 let primal_inf = if n_primal > 0 {
2573 (self.curr_c().asum() + self.curr_d_minus_s().asum()) / Number::from(n_primal)
2574 } else {
2575 0.0
2576 };
2577
2578 let n_cmpl = iv.z_l.dim() + iv.z_u.dim() + iv.v_l.dim() + iv.v_u.dim();
2579 let cmpl = if n_cmpl > 0 {
2580 Self::relaxed_compl_asum(
2581 &[
2582 self.curr_compl_x_l(),
2583 self.curr_compl_x_u(),
2584 self.curr_compl_s_l(),
2585 self.curr_compl_s_u(),
2586 ],
2587 mu,
2588 ) / Number::from(n_cmpl)
2589 } else {
2590 0.0
2591 };
2592
2593 dual_inf + primal_inf + cmpl
2594 }
2595
2596 /// Unscaled primal-dual KKT system error at the trial iterate —
2597 /// trial-side analog of [`Self::curr_primal_dual_system_error`].
2598 pub fn trial_primal_dual_system_error(&self, mu: Number) -> Number {
2599 let iv = self.trial_iv();
2600 let n_dual = iv.x.dim() + iv.s.dim();
2601 let dual_inf = (self.trial_grad_lag_x().asum() + self.trial_grad_lag_s().asum())
2602 / Number::from(n_dual);
2603
2604 let n_primal = iv.y_c.dim() + iv.y_d.dim();
2605 let primal_inf = if n_primal > 0 {
2606 (self.trial_c().asum() + self.trial_d_minus_s().asum()) / Number::from(n_primal)
2607 } else {
2608 0.0
2609 };
2610
2611 let n_cmpl = iv.z_l.dim() + iv.z_u.dim() + iv.v_l.dim() + iv.v_u.dim();
2612 let cmpl = if n_cmpl > 0 {
2613 Self::relaxed_compl_asum(
2614 &[
2615 self.trial_compl_x_l(),
2616 self.trial_compl_x_u(),
2617 self.trial_compl_s_l(),
2618 self.trial_compl_s_u(),
2619 ],
2620 mu,
2621 ) / Number::from(n_cmpl)
2622 } else {
2623 0.0
2624 };
2625
2626 dual_inf + primal_inf + cmpl
2627 }
2628
2629 // --------------------------------------------------------------
2630 // Damping indicators — `IpIpoptCalculatedQuantities.cpp:1044-1092`.
2631 //
2632 // Tmp_x = P_L · 1 − P_U · 1 (per primal: +1 lower-only,
2633 // −1 upper-only, 0 two-sided,
2634 // 0 unbounded)
2635 // dampind_x_L = P_L^T · Tmp_x (1 on lower-only bounds)
2636 // dampind_x_U = −P_U^T · Tmp_x (1 on upper-only bounds)
2637 // --------------------------------------------------------------
2638
2639 fn damping_indicators(&self) -> DampingIndicators {
2640 let nlp = self.nlp.borrow();
2641
2642 let mut tmp_x_l = nlp.x_l().make_new();
2643 tmp_x_l.set(1.0);
2644 let mut tmp_x_u = nlp.x_u().make_new();
2645 tmp_x_u.set(1.0);
2646 let mut tmp_x = self.curr_iv().x.make_new();
2647 nlp.px_l().mult_vector(1.0, &*tmp_x_l, 0.0, &mut *tmp_x);
2648 nlp.px_u().mult_vector(-1.0, &*tmp_x_u, 1.0, &mut *tmp_x);
2649 let mut d_x_l = nlp.x_l().make_new();
2650 nlp.px_l().trans_mult_vector(1.0, &*tmp_x, 0.0, &mut *d_x_l);
2651 let mut d_x_u = nlp.x_u().make_new();
2652 nlp.px_u()
2653 .trans_mult_vector(-1.0, &*tmp_x, 0.0, &mut *d_x_u);
2654
2655 let mut tmp_s_l = nlp.d_l().make_new();
2656 tmp_s_l.set(1.0);
2657 let mut tmp_s_u = nlp.d_u().make_new();
2658 tmp_s_u.set(1.0);
2659 let mut tmp_s = self.curr_iv().s.make_new();
2660 nlp.pd_l().mult_vector(1.0, &*tmp_s_l, 0.0, &mut *tmp_s);
2661 nlp.pd_u().mult_vector(-1.0, &*tmp_s_u, 1.0, &mut *tmp_s);
2662 let mut d_s_l = nlp.d_l().make_new();
2663 nlp.pd_l().trans_mult_vector(1.0, &*tmp_s, 0.0, &mut *d_s_l);
2664 let mut d_s_u = nlp.d_u().make_new();
2665 nlp.pd_u()
2666 .trans_mult_vector(-1.0, &*tmp_s, 0.0, &mut *d_s_u);
2667
2668 DampingIndicators {
2669 x_l: rc_from(d_x_l),
2670 x_u: rc_from(d_x_u),
2671 s_l: rc_from(d_s_l),
2672 s_u: rc_from(d_s_u),
2673 }
2674 }
2675
2676 /// `curr_grad_lag_x` plus the `kappa_d · μ · (Px_L · 1 − Px_U · 1)`
2677 /// damping term on singly-bounded primals — port of
2678 /// `IpIpoptCalculatedQuantities.cpp:2131-2180`. When `kappa_d == 0`
2679 /// returns the un-damped gradient.
2680 pub fn curr_grad_lag_with_damping_x(&self) -> Rc<dyn Vector> {
2681 if self.kappa_d == 0.0 {
2682 return self.curr_grad_lag_x();
2683 }
2684 let mu = self.data.borrow().curr_mu;
2685 let di = self.damping_indicators();
2686 let (d_x_l, d_x_u) = (di.x_l, di.x_u);
2687 let glx = self.curr_grad_lag_x();
2688 let mut tmp = glx.make_new();
2689 tmp.copy(&*glx);
2690 let nlp = self.nlp.borrow();
2691 nlp.px_l()
2692 .mult_vector(self.kappa_d * mu, &*d_x_l, 1.0, &mut *tmp);
2693 nlp.px_u()
2694 .mult_vector(-self.kappa_d * mu, &*d_x_u, 1.0, &mut *tmp);
2695 rc_from(tmp)
2696 }
2697
2698 pub fn curr_grad_lag_with_damping_s(&self) -> Rc<dyn Vector> {
2699 if self.kappa_d == 0.0 {
2700 return self.curr_grad_lag_s();
2701 }
2702 let mu = self.data.borrow().curr_mu;
2703 let di = self.damping_indicators();
2704 let (d_s_l, d_s_u) = (di.s_l, di.s_u);
2705 let gls = self.curr_grad_lag_s();
2706 let mut tmp = gls.make_new();
2707 tmp.copy(&*gls);
2708 let nlp = self.nlp.borrow();
2709 nlp.pd_l()
2710 .mult_vector(self.kappa_d * mu, &*d_s_l, 1.0, &mut *tmp);
2711 nlp.pd_u()
2712 .mult_vector(-self.kappa_d * mu, &*d_s_u, 1.0, &mut *tmp);
2713 rc_from(tmp)
2714 }
2715
2716 /// `kappa_d · (P_L · damping_l − P_U · damping_u)` in the full x
2717 /// space — port of `IpIpoptCalculatedQuantities.cpp::grad_kappa_times_damping_x`
2718 /// (lines 912-949). Unlike `curr_grad_lag_with_damping_x` this does
2719 /// NOT include `grad_lag_x` and is NOT scaled by `mu`; the centering
2720 /// RHS in the quality-function oracle multiplies the returned vector
2721 /// by `-avrg_compl` per upstream `IpQualityFunctionMuOracle.cpp:229`.
2722 pub fn grad_kappa_times_damping_x(&self) -> Rc<dyn Vector> {
2723 let mut tmp = self.curr_iv().x.make_new();
2724 tmp.set(0.0);
2725 if self.kappa_d > 0.0 {
2726 let di = self.damping_indicators();
2727 let nlp = self.nlp.borrow();
2728 nlp.px_l()
2729 .mult_vector(self.kappa_d, &*di.x_l, 0.0, &mut *tmp);
2730 nlp.px_u()
2731 .mult_vector(-self.kappa_d, &*di.x_u, 1.0, &mut *tmp);
2732 }
2733 rc_from(tmp)
2734 }
2735
2736 pub fn grad_kappa_times_damping_s(&self) -> Rc<dyn Vector> {
2737 let mut tmp = self.curr_iv().s.make_new();
2738 tmp.set(0.0);
2739 if self.kappa_d > 0.0 {
2740 let di = self.damping_indicators();
2741 let nlp = self.nlp.borrow();
2742 nlp.pd_l()
2743 .mult_vector(self.kappa_d, &*di.s_l, 0.0, &mut *tmp);
2744 nlp.pd_u()
2745 .mult_vector(-self.kappa_d, &*di.s_u, 1.0, &mut *tmp);
2746 }
2747 rc_from(tmp)
2748 }
2749
2750 // --------------------------------------------------------------
2751 // Affine (predictor) step helpers — port of upstream
2752 // `IpIpoptCalculatedQuantities.cpp:CurrAvrgCompl`/`AffMaxAlpha…`
2753 // used by the Mehrotra probing oracle and the quality-function
2754 // oracle's σ-search.
2755 // --------------------------------------------------------------
2756
2757 /// Max primal step that keeps `s + α · Δs > 0` for the four slack
2758 /// blocks (x_L, x_U, s_L, s_U), bounded by the fraction-to-the-
2759 /// boundary parameter `τ ∈ (0, 1]`. Mirrors
2760 /// `CalcFracToBound` against the projected step `P_L^T Δx`,
2761 /// `−P_U^T Δx`, `P_L^T Δs`, `−P_U^T Δs`.
2762 pub fn aff_step_alpha_primal_max(&self, delta_aff: &IteratesVector, tau: Number) -> Number {
2763 let nlp = self.nlp.borrow();
2764 let s_x_l = self.curr_slack_x_l();
2765 let s_x_u = self.curr_slack_x_u();
2766 let s_s_l = self.curr_slack_s_l();
2767 let s_s_u = self.curr_slack_s_u();
2768
2769 // Project Δx / Δs onto each bound subspace with the right sign.
2770 let mut step_x_l = s_x_l.make_new();
2771 nlp.px_l()
2772 .trans_mult_vector(1.0, &*delta_aff.x, 0.0, &mut *step_x_l);
2773 let mut step_x_u = s_x_u.make_new();
2774 nlp.px_u()
2775 .trans_mult_vector(-1.0, &*delta_aff.x, 0.0, &mut *step_x_u);
2776 let mut step_s_l = s_s_l.make_new();
2777 nlp.pd_l()
2778 .trans_mult_vector(1.0, &*delta_aff.s, 0.0, &mut *step_s_l);
2779 let mut step_s_u = s_s_u.make_new();
2780 nlp.pd_u()
2781 .trans_mult_vector(-1.0, &*delta_aff.s, 0.0, &mut *step_s_u);
2782
2783 s_x_l
2784 .frac_to_bound(&*step_x_l, tau)
2785 .min(s_x_u.frac_to_bound(&*step_x_u, tau))
2786 .min(s_s_l.frac_to_bound(&*step_s_l, tau))
2787 .min(s_s_u.frac_to_bound(&*step_s_u, tau))
2788 }
2789
2790 /// Max dual step that keeps `z + α · Δz > 0` (and same for v).
2791 pub fn aff_step_alpha_dual_max(&self, delta_aff: &IteratesVector, tau: Number) -> Number {
2792 let iv = self.curr_iv();
2793 iv.z_l
2794 .frac_to_bound(&*delta_aff.z_l, tau)
2795 .min(iv.z_u.frac_to_bound(&*delta_aff.z_u, tau))
2796 .min(iv.v_l.frac_to_bound(&*delta_aff.v_l, tau))
2797 .min(iv.v_u.frac_to_bound(&*delta_aff.v_u, tau))
2798 }
2799
2800 /// Predicted average complementarity after the affine step:
2801 /// `(1/N) · Σ (s + α_pri · Δs) · (z + α_du · Δz)` summed over the
2802 /// four bound blocks. Returns `0` when there are no bounds.
2803 pub fn aff_step_compl_avrg(
2804 &self,
2805 delta_aff: &IteratesVector,
2806 alpha_primal: Number,
2807 alpha_dual: Number,
2808 ) -> Number {
2809 let iv = self.curr_iv();
2810 let n = iv.z_l.dim() + iv.z_u.dim() + iv.v_l.dim() + iv.v_u.dim();
2811 if n == 0 {
2812 return 0.0;
2813 }
2814 let nlp = self.nlp.borrow();
2815
2816 // s_X_L_aff = s_X_L + α_pri · P_L^T Δx
2817 let s_x_l = self.curr_slack_x_l();
2818 let mut s_x_l_aff = s_x_l.make_new();
2819 s_x_l_aff.copy(&*s_x_l);
2820 let mut tmp = s_x_l.make_new();
2821 nlp.px_l()
2822 .trans_mult_vector(1.0, &*delta_aff.x, 0.0, &mut *tmp);
2823 s_x_l_aff.axpy(alpha_primal, &*tmp);
2824 // z_L_aff = z_L + α_du · Δz_L
2825 let mut z_l_aff = iv.z_l.make_new();
2826 z_l_aff.copy(&*iv.z_l);
2827 z_l_aff.axpy(alpha_dual, &*delta_aff.z_l);
2828 let mut acc = s_x_l_aff.dot(&*z_l_aff);
2829
2830 // s_X_U_aff = s_X_U − α_pri · P_U^T Δx
2831 let s_x_u = self.curr_slack_x_u();
2832 let mut s_x_u_aff = s_x_u.make_new();
2833 s_x_u_aff.copy(&*s_x_u);
2834 let mut tmp = s_x_u.make_new();
2835 nlp.px_u()
2836 .trans_mult_vector(-1.0, &*delta_aff.x, 0.0, &mut *tmp);
2837 s_x_u_aff.axpy(alpha_primal, &*tmp);
2838 let mut z_u_aff = iv.z_u.make_new();
2839 z_u_aff.copy(&*iv.z_u);
2840 z_u_aff.axpy(alpha_dual, &*delta_aff.z_u);
2841 acc += s_x_u_aff.dot(&*z_u_aff);
2842
2843 // s_S_L_aff = s_S_L + α_pri · P_dL^T Δs
2844 let s_s_l = self.curr_slack_s_l();
2845 let mut s_s_l_aff = s_s_l.make_new();
2846 s_s_l_aff.copy(&*s_s_l);
2847 let mut tmp = s_s_l.make_new();
2848 nlp.pd_l()
2849 .trans_mult_vector(1.0, &*delta_aff.s, 0.0, &mut *tmp);
2850 s_s_l_aff.axpy(alpha_primal, &*tmp);
2851 let mut v_l_aff = iv.v_l.make_new();
2852 v_l_aff.copy(&*iv.v_l);
2853 v_l_aff.axpy(alpha_dual, &*delta_aff.v_l);
2854 acc += s_s_l_aff.dot(&*v_l_aff);
2855
2856 // s_S_U_aff = s_S_U − α_pri · P_dU^T Δs
2857 let s_s_u = self.curr_slack_s_u();
2858 let mut s_s_u_aff = s_s_u.make_new();
2859 s_s_u_aff.copy(&*s_s_u);
2860 let mut tmp = s_s_u.make_new();
2861 nlp.pd_u()
2862 .trans_mult_vector(-1.0, &*delta_aff.s, 0.0, &mut *tmp);
2863 s_s_u_aff.axpy(alpha_primal, &*tmp);
2864 let mut v_u_aff = iv.v_u.make_new();
2865 v_u_aff.copy(&*iv.v_u);
2866 v_u_aff.axpy(alpha_dual, &*delta_aff.v_u);
2867 acc += s_s_u_aff.dot(&*v_u_aff);
2868
2869 acc / Number::from(n)
2870 }
2871}
2872
2873/// Convenience handle. Mirrors upstream's `SmartPtr<CQ>` flow.
2874pub type IpoptCqHandle = Rc<RefCell<IpoptCalculatedQuantities>>;
2875
2876/// Bundle of damping indicators for the four bound spaces — kept
2877/// internal because `kappa_d == 0` makes them dead in the default
2878/// configuration.
2879struct DampingIndicators {
2880 x_l: Rc<dyn Vector>,
2881 x_u: Rc<dyn Vector>,
2882 s_l: Rc<dyn Vector>,
2883 s_u: Rc<dyn Vector>,
2884}
2885
2886#[cfg(test)]
2887mod tests {
2888 use super::*;
2889 use crate::ipopt_data::IpoptData;
2890 use crate::iterates_vector::IteratesVector;
2891 use pounce_common::types::Index;
2892 use pounce_linalg::dense_vector::{DenseVector, DenseVectorSpace};
2893 use pounce_linalg::expansion_matrix::{ExpansionMatrix, ExpansionMatrixSpace};
2894 use pounce_linalg::triplet::{GenTMatrix, GenTMatrixSpace};
2895 use std::rc::Rc as StdRc;
2896
2897 fn dvec(values: &[Number]) -> DenseVector {
2898 let space = DenseVectorSpace::new(values.len() as Index);
2899 let mut v = space.make_new_dense();
2900 v.values_mut().copy_from_slice(values);
2901 v
2902 }
2903
2904 fn rcv(values: &[Number]) -> Rc<dyn Vector> {
2905 StdRc::new(dvec(values))
2906 }
2907
2908 /// Mock IpoptNlp covering: 2 vars, 1 equality, 1 inequality.
2909 /// Bounds: x[0] ≥ 0, x[1] ≤ 5, d ≥ 1.
2910 /// f(x) = x[0]^2 + x[1]^2; ∇f = (2x[0], 2x[1])
2911 /// c(x) = x[0] + x[1] - 1
2912 /// d(x) = x[0]
2913 struct MockNlp {
2914 x_l: DenseVector,
2915 x_u: DenseVector,
2916 d_l: DenseVector,
2917 d_u: DenseVector,
2918 px_l: Rc<dyn Matrix>,
2919 px_u: Rc<dyn Matrix>,
2920 pd_l: Rc<dyn Matrix>,
2921 pd_u: Rc<dyn Matrix>,
2922 // NLP scaling factors. Identity by default; `with_scaling`
2923 // installs non-trivial ones to exercise the unscaled accessors.
2924 // (The mock does not actually apply these in `eval_*`; the tests
2925 // verify the unscaling *arithmetic*, not end-to-end scaling.)
2926 obj_scale: Number,
2927 c_scale: Option<Vec<Number>>,
2928 d_scale: Option<Vec<Number>>,
2929 // #292: inject a non-finite component into the gradient / constraint
2930 // Jacobian to exercise the finiteness guard in `curr_nlp_error`.
2931 nan_grad: bool,
2932 nan_jac_c: bool,
2933 empty_jac_c: bool,
2934 // gh#390: the declared equality RHS the c-block relative measure
2935 // divides by. `None` (the default) is the "not tracked" contract.
2936 c_rhs: Option<Vec<Number>>,
2937 // pounce#476: force `c(x)` to a fixed value so a test can isolate the
2938 // inequality block (the default `x0 + x1 - 1` is 4 at the fixture's
2939 // point, which dominates any d-block difference under a max-norm).
2940 c_override: Option<Number>,
2941 // gh#812: stand in for `RestoNlp`, whose objective carries the
2942 // proximity term `ζ/2·‖D_R(x − x_R)‖²` and therefore has a `∇f`
2943 // that moves with the barrier parameter at fixed `x`. When set,
2944 // `eval_grad_f` adds `curr_mu` read from this handle — the same
2945 // coupling, in one line.
2946 mu_source: Option<IpoptDataHandle>,
2947 }
2948
2949 impl MockNlp {
2950 fn with_c(mut self, v: Number) -> Self {
2951 self.c_override = Some(v);
2952 self
2953 }
2954
2955 fn with_c_rhs(mut self, rhs: Option<Vec<Number>>) -> Self {
2956 self.c_rhs = rhs;
2957 self
2958 }
2959
2960 fn with_nan_grad(mut self) -> Self {
2961 self.nan_grad = true;
2962 self
2963 }
2964
2965 fn with_nan_jac_c(mut self) -> Self {
2966 self.nan_jac_c = true;
2967 self
2968 }
2969
2970 /// Every variable of the equality row fixed and substituted out, so
2971 /// the row reduces to the constant `0 = b` — what
2972 /// `IpoptCalculatedQuantities::row_noise_floor` calls a row no iterate
2973 /// can move.
2974 fn with_empty_jac_c(mut self) -> Self {
2975 self.empty_jac_c = true;
2976 self
2977 }
2978
2979 /// Re-declare the single `d` row as the box `[−mag, +mag]`, so every
2980 /// bound it has is of the chosen magnitude — the default fixture's
2981 /// lower bound of `1` would otherwise supply the magnitude by itself.
2982 /// `d(x) = x0 = 2` sits outside it, violating by `2 − mag`.
2983 fn with_d_box(mut self, mag: Number) -> Self {
2984 self.d_l = dvec(&[-mag]);
2985 self.d_u = dvec(&[mag]);
2986 self.pd_u = StdRc::new(ExpansionMatrix::new(ExpansionMatrixSpace::new(
2987 1,
2988 1,
2989 &[0],
2990 0,
2991 )));
2992 self
2993 }
2994
2995 fn with_scaling(
2996 mut self,
2997 obj_scale: Number,
2998 c_scale: Option<Vec<Number>>,
2999 d_scale: Option<Vec<Number>>,
3000 ) -> Self {
3001 self.obj_scale = obj_scale;
3002 self.c_scale = c_scale;
3003 self.d_scale = d_scale;
3004 self
3005 }
3006
3007 fn new() -> Self {
3008 // x_L holds finite lower bounds; here only x[0] has one (=0).
3009 let x_l = dvec(&[0.0]);
3010 // x_U holds finite upper bounds; here only x[1] has one (=5).
3011 let x_u = dvec(&[5.0]);
3012 // d has one finite lower bound (d ≥ 1) and no finite upper.
3013 let d_l = dvec(&[1.0]);
3014 let d_u = dvec(&[]);
3015
3016 let px_l_space = ExpansionMatrixSpace::new(2, 1, &[0], 0);
3017 let px_u_space = ExpansionMatrixSpace::new(2, 1, &[1], 0);
3018 let pd_l_space = ExpansionMatrixSpace::new(1, 1, &[0], 0);
3019 let pd_u_space = ExpansionMatrixSpace::new(1, 0, &[], 0);
3020
3021 Self {
3022 x_l,
3023 x_u,
3024 d_l,
3025 d_u,
3026 px_l: StdRc::new(ExpansionMatrix::new(px_l_space)),
3027 px_u: StdRc::new(ExpansionMatrix::new(px_u_space)),
3028 pd_l: StdRc::new(ExpansionMatrix::new(pd_l_space)),
3029 pd_u: StdRc::new(ExpansionMatrix::new(pd_u_space)),
3030 obj_scale: 1.0,
3031 c_scale: None,
3032 d_scale: None,
3033 nan_grad: false,
3034 nan_jac_c: false,
3035 empty_jac_c: false,
3036 c_rhs: None,
3037 c_override: None,
3038 mu_source: None,
3039 }
3040 }
3041 }
3042
3043 impl crate::ipopt_nlp::Nlp for MockNlp {
3044 fn n(&self) -> Index {
3045 2
3046 }
3047 fn m_eq(&self) -> Index {
3048 1
3049 }
3050 fn m_ineq(&self) -> Index {
3051 1
3052 }
3053 fn eval_f(&mut self, x: &dyn Vector) -> Number {
3054 // f(x) = x[0]^2 + x[1]^2
3055 let xx = x.as_any().downcast_ref::<DenseVector>().unwrap();
3056 xx.values()[0] * xx.values()[0] + xx.values()[1] * xx.values()[1]
3057 }
3058 fn eval_grad_f(&mut self, x: &dyn Vector, g: &mut dyn Vector) {
3059 // grad f = (2 x[0], 2 x[1])
3060 let xx = x.as_any().downcast_ref::<DenseVector>().unwrap();
3061 let gg = g.as_any_mut().downcast_mut::<DenseVector>().unwrap();
3062 gg.values_mut()[0] = 2.0 * xx.values()[0];
3063 gg.values_mut()[1] = 2.0 * xx.values()[1];
3064 if let Some(d) = self.mu_source.as_ref() {
3065 let mu = d.borrow().curr_mu;
3066 gg.values_mut()[0] += mu;
3067 gg.values_mut()[1] += mu;
3068 }
3069 if self.nan_grad {
3070 gg.values_mut()[0] = Number::NAN;
3071 }
3072 }
3073 fn eval_c(&mut self, x: &dyn Vector, c: &mut dyn Vector) {
3074 let xx = x.as_any().downcast_ref::<DenseVector>().unwrap();
3075 let cc = c.as_any_mut().downcast_mut::<DenseVector>().unwrap();
3076 cc.values_mut()[0] = match self.c_override {
3077 Some(v) => v,
3078 None => xx.values()[0] + xx.values()[1] - 1.0,
3079 };
3080 }
3081 fn eval_d(&mut self, x: &dyn Vector, d: &mut dyn Vector) {
3082 let xx = x.as_any().downcast_ref::<DenseVector>().unwrap();
3083 let dd = d.as_any_mut().downcast_mut::<DenseVector>().unwrap();
3084 dd.values_mut()[0] = xx.values()[0];
3085 }
3086 fn eval_jac_c(&mut self, _x: &dyn Vector) -> Rc<dyn Matrix> {
3087 if self.empty_jac_c {
3088 // No entries at all: the row carries no variable.
3089 let space = GenTMatrixSpace::new(1, 2, vec![], vec![]);
3090 let mut jac = GenTMatrix::new(space);
3091 jac.set_values(&[]);
3092 return StdRc::new(jac);
3093 }
3094 // c(x) = x0 + x1 - 1 → Jc = [1, 1] (1×2), nonzeros (1,1),(1,2).
3095 let space = GenTMatrixSpace::new(1, 2, vec![1, 1], vec![1, 2]);
3096 let mut jac = GenTMatrix::new(space);
3097 if self.nan_jac_c {
3098 jac.set_values(&[Number::NAN, 1.0]);
3099 } else {
3100 jac.set_values(&[1.0, 1.0]);
3101 }
3102 StdRc::new(jac)
3103 }
3104 fn eval_jac_d(&mut self, _x: &dyn Vector) -> Rc<dyn Matrix> {
3105 // d(x) = x0 → Jd = [1, 0] (1×2), single nonzero (1,1).
3106 let space = GenTMatrixSpace::new(1, 2, vec![1], vec![1]);
3107 let mut jac = GenTMatrix::new(space);
3108 jac.set_values(&[1.0]);
3109 StdRc::new(jac)
3110 }
3111 fn eval_h(
3112 &mut self,
3113 _x: &dyn Vector,
3114 _obj_factor: Number,
3115 _y_c: &dyn Vector,
3116 _y_d: &dyn Vector,
3117 ) -> Rc<dyn SymMatrix> {
3118 unimplemented!()
3119 }
3120 }
3121
3122 impl IpoptNlp for MockNlp {
3123 fn x_l(&self) -> &dyn Vector {
3124 &self.x_l
3125 }
3126 fn x_u(&self) -> &dyn Vector {
3127 &self.x_u
3128 }
3129 fn d_l(&self) -> &dyn Vector {
3130 &self.d_l
3131 }
3132 fn d_u(&self) -> &dyn Vector {
3133 &self.d_u
3134 }
3135 fn px_l(&self) -> Rc<dyn Matrix> {
3136 self.px_l.clone()
3137 }
3138 fn px_u(&self) -> Rc<dyn Matrix> {
3139 self.px_u.clone()
3140 }
3141 fn pd_l(&self) -> Rc<dyn Matrix> {
3142 self.pd_l.clone()
3143 }
3144 fn pd_u(&self) -> Rc<dyn Matrix> {
3145 self.pd_u.clone()
3146 }
3147 fn obj_scaling_factor(&self) -> Number {
3148 self.obj_scale
3149 }
3150 fn c_scale_vec(&self) -> Option<Vec<Number>> {
3151 self.c_scale.clone()
3152 }
3153 fn d_scale_vec(&self) -> Option<Vec<Number>> {
3154 self.d_scale.clone()
3155 }
3156 fn declared_c_rhs(&self) -> Option<Vec<Number>> {
3157 self.c_rhs.clone()
3158 }
3159 }
3160
3161 fn fixture() -> IpoptCalculatedQuantities {
3162 fixture_with(MockNlp::new())
3163 }
3164
3165 fn fixture_with(nlp: MockNlp) -> IpoptCalculatedQuantities {
3166 fixture_with_x(nlp, &[2.0, 3.0])
3167 }
3168
3169 fn fixture_with_x(nlp: MockNlp, x: &[Number]) -> IpoptCalculatedQuantities {
3170 let mut data = IpoptData::new();
3171 data.curr_mu = 0.1;
3172 // Iterate: x as given (2, 3 by default); s = (4); y_c = (1); y_d = (1);
3173 // z_L = (0.5) [bound on x[0]], z_U = (0.7) [bound on x[1]],
3174 // v_L = (0.3), v_U = ().
3175 let iv = IteratesVector::new(
3176 rcv(x),
3177 rcv(&[4.0]),
3178 rcv(&[1.0]),
3179 rcv(&[1.0]),
3180 rcv(&[0.5]),
3181 rcv(&[0.7]),
3182 rcv(&[0.3]),
3183 rcv(&[]),
3184 );
3185 data.set_curr(iv);
3186 let data_handle = StdRc::new(RefCell::new(data));
3187 let nlp: StdRc<RefCell<dyn IpoptNlp>> = StdRc::new(RefCell::new(nlp));
3188 let mut cq = IpoptCalculatedQuantities::new(data_handle, nlp);
3189 // Disable damping for clean unit-test expectations.
3190 cq.kappa_d = 0.0;
3191 cq
3192 }
3193
3194 /// gh#812 — `mu` is part of the `curr_grad_lag_x` cache key, and
3195 /// removing it is a silent trajectory regression.
3196 ///
3197 /// The five vector tags upstream keys this cache on (`x`, `y_c`,
3198 /// `y_d`, `z_L`, `z_U`) are a complete dependency set only while
3199 /// `∇f` is a function of `x` alone. It is not during restoration:
3200 /// `RestoNlp`'s proximity term scales with `ζ(mu)`, so its `∇f`
3201 /// moves while every one of those five tags stands still. A cache
3202 /// that misses `mu` then hands back the pre-update gradient — an
3203 /// answer that is self-consistent, converges, and reports the
3204 /// right objective, while taking a measurably worse route: drop
3205 /// `mu` from the key and `scripts/sweep-fixtures.sh` moves 8 of
3206 /// 154 fixture-legs, `pooling_rt2stp` 295 → 627 iterations on the
3207 /// lbfgs leg.
3208 ///
3209 /// MUTATION CHECK: delete `&[mu]` from the `get`/`add` pair in
3210 /// `curr_grad_lag_x` and this test fails — the second read returns
3211 /// the first read's vector unchanged.
3212 #[test]
3213 fn grad_lag_x_cache_reruns_when_only_mu_moves() {
3214 let mut data = IpoptData::new();
3215 data.curr_mu = 0.1;
3216 data.set_curr(IteratesVector::new(
3217 rcv(&[2.0, 3.0]),
3218 rcv(&[4.0]),
3219 rcv(&[1.0]),
3220 rcv(&[1.0]),
3221 rcv(&[0.5]),
3222 rcv(&[0.7]),
3223 rcv(&[0.3]),
3224 rcv(&[]),
3225 ));
3226 let data_handle = StdRc::new(RefCell::new(data));
3227 let mut nlp = MockNlp::new();
3228 nlp.mu_source = Some(StdRc::clone(&data_handle));
3229 let nlp: StdRc<RefCell<dyn IpoptNlp>> = StdRc::new(RefCell::new(nlp));
3230 let mut cq = IpoptCalculatedQuantities::new(StdRc::clone(&data_handle), nlp);
3231 cq.kappa_d = 0.0;
3232
3233 let before = dense_vals(&cq.curr_grad_lag_x());
3234 // A repeat read at unchanged `mu` must hit the cache and agree
3235 // exactly — otherwise the test below proves nothing about the
3236 // key and everything about a non-deterministic mock.
3237 assert_eq!(before, dense_vals(&cq.curr_grad_lag_x()));
3238
3239 // Move ONLY `mu`. Every iterate vector — and so every one of
3240 // the five tags upstream keys on — is untouched.
3241 data_handle.borrow_mut().curr_mu = 0.5;
3242 let after = dense_vals(&cq.curr_grad_lag_x());
3243
3244 // The mock adds `mu` to both gradient components, so the whole
3245 // Lagrangian gradient shifts by exactly the change in `mu`.
3246 assert_eq!(before.len(), after.len());
3247 for (b, a) in before.iter().zip(after.iter()) {
3248 assert!(
3249 (a - b - 0.4).abs() < 1e-12,
3250 "grad_lag_x did not follow mu: {b} -> {a}, expected +0.4"
3251 );
3252 }
3253 }
3254
3255 fn dense_vals(v: &Rc<dyn Vector>) -> Vec<Number> {
3256 v.as_any()
3257 .downcast_ref::<DenseVector>()
3258 .unwrap()
3259 .values()
3260 .to_vec()
3261 }
3262
3263 #[test]
3264 fn slack_x_lower_is_x0_minus_x_l() {
3265 // P_L^T x = [x[0]] = [2]; x_L = [0]; slack = 2 - 0 = 2.
3266 let cq = fixture();
3267 assert_eq!(dense_vals(&cq.curr_slack_x_l()), vec![2.0]);
3268 }
3269
3270 #[test]
3271 fn slack_x_upper_is_x_u_minus_x1() {
3272 // x_U = [5]; P_U^T x = [3]; slack = 5 - 3 = 2.
3273 let cq = fixture();
3274 assert_eq!(dense_vals(&cq.curr_slack_x_u()), vec![2.0]);
3275 }
3276
3277 #[test]
3278 fn slack_s_lower() {
3279 // d_L = [1]; P_L^T s = [4]; slack = 4 - 1 = 3.
3280 let cq = fixture();
3281 assert_eq!(dense_vals(&cq.curr_slack_s_l()), vec![3.0]);
3282 }
3283
3284 #[test]
3285 fn grad_f_is_twice_x() {
3286 let cq = fixture();
3287 assert_eq!(dense_vals(&cq.curr_grad_f()), vec![4.0, 6.0]);
3288 }
3289
3290 #[test]
3291 fn compl_x_l_is_slack_times_z() {
3292 // slack_x_L = [2]; z_L = [0.5]; compl = [1.0]
3293 let cq = fixture();
3294 assert_eq!(dense_vals(&cq.curr_compl_x_l()), vec![1.0]);
3295 }
3296
3297 #[test]
3298 fn relaxed_compl_x_l_subtracts_mu() {
3299 // compl = 1.0; mu = 0.1; relaxed = 0.9.
3300 let cq = fixture();
3301 assert!((dense_vals(&cq.curr_relaxed_compl_x_l())[0] - 0.9).abs() < 1e-15);
3302 }
3303
3304 #[test]
3305 fn sigma_x_routes_z_over_slack_through_p() {
3306 // P_L lifts (z_L/s_L) = (0.5/2 = 0.25) into x[0] slot.
3307 // P_U lifts (z_U/s_U) = (0.7/2 = 0.35) into x[1] slot.
3308 // sigma = (0.25, 0.35)
3309 let cq = fixture();
3310 let s = dense_vals(&cq.curr_sigma_x());
3311 assert!((s[0] - 0.25).abs() < 1e-15);
3312 assert!((s[1] - 0.35).abs() < 1e-15);
3313 }
3314
3315 /// gh#655 fixture. `x_L[0] = 0`, so the lower-bound block of `x` carries
3316 /// slack `x0` against multiplier `z_l`, at barrier parameter `mu`. The
3317 /// rest of the iterate is the default fixture's.
3318 fn fixture_at_mu(x0: Number, z_l: Number, mu: Number) -> IpoptCalculatedQuantities {
3319 let mut data = IpoptData::new();
3320 data.curr_mu = mu;
3321 let iv = IteratesVector::new(
3322 rcv(&[x0, 3.0]),
3323 rcv(&[4.0]),
3324 rcv(&[1.0]),
3325 rcv(&[1.0]),
3326 rcv(&[z_l]),
3327 rcv(&[0.7]),
3328 rcv(&[0.3]),
3329 rcv(&[]),
3330 );
3331 data.set_curr(iv);
3332 let data_handle = StdRc::new(RefCell::new(data));
3333 let nlp: StdRc<RefCell<dyn IpoptNlp>> = StdRc::new(RefCell::new(MockNlp::new()));
3334 let mut cq = IpoptCalculatedQuantities::new(data_handle, nlp);
3335 cq.kappa_d = 0.0;
3336 cq
3337 }
3338
3339 /// gh#655. The reported point, verbatim: `mu = 9.0909e-308`, a subnormal
3340 /// slack of `2.0202e-308` against `z = 4.5`, reached under a
3341 /// `SolveSucceeded`. The old floor never even fired here — `eps*mu` is
3342 /// `2.0e-323`, still a representable subnormal rather than the `0` that
3343 /// would have substituted `f64::MIN_POSITIVE`, so the slack cleared the
3344 /// threshold untouched and `4.5 / 2.0202e-308 = 2.2e308` overflowed.
3345 #[test]
3346 fn subnormal_slack_does_not_overflow_sigma() {
3347 let mu: Number = 9.0909e-308;
3348 let slack: Number = 2.0202e-308;
3349 let z: Number = 4.5;
3350 // The premise: the barrier-side threshold does not catch this point.
3351 assert!(f64::EPSILON * mu.min(1.0) > 0.0);
3352 assert!(slack > f64::EPSILON * mu.min(1.0));
3353 assert!(!(z / slack).is_finite());
3354
3355 let cq = fixture_at_mu(slack, z, mu);
3356 let s = dense_vals(&cq.curr_sigma_x());
3357 assert!(s[0].is_finite(), "Sigma_x[0] = {} is not finite", s[0]);
3358 // Floored at z/(MAX/4), so the ratio lands at MAX/4 at worst.
3359 assert!(s[0] <= f64::MAX / SIGMA_OVERFLOW_HEADROOM);
3360 // The slack itself was raised to the floor, not to f64::MIN_POSITIVE.
3361 assert!(dense_vals(&cq.curr_slack_x_l())[0] >= z / f64::MAX);
3362 // The untouched upper block still reads (5 - 3) against z_U = 0.7.
3363 assert!((s[1] - 0.35).abs() < 1e-15);
3364 }
3365
3366 /// gh#655, the half the trigger alone does not cover: a multiplier large
3367 /// enough that the bound-move cap (`slack_move*max(1,|bound|) + slack`)
3368 /// sits *below* the representability floor. Capping there would hand back
3369 /// a slack that still overflows, so the floor is re-applied after the cap.
3370 #[test]
3371 fn representability_floor_survives_the_bound_move_cap() {
3372 let cq = fixture_at_mu(1e-300, 1e300, 1e-8);
3373 // Premise: the cap really is the binding constraint here.
3374 assert!(cq.slack_move * 1.0 + 1e-300 < 1e300 / (f64::MAX / SIGMA_OVERFLOW_HEADROOM));
3375 let s = dense_vals(&cq.curr_sigma_x());
3376 assert!(s[0].is_finite(), "Sigma_x[0] = {} is not finite", s[0]);
3377 assert!(s[0] <= f64::MAX / SIGMA_OVERFLOW_HEADROOM);
3378 }
3379
3380 /// The floor is `z_max/4.5e307`; a slack twelve orders of magnitude above
3381 /// anything subnormal is nowhere near it, and must come back bit-identical
3382 /// — the correction is meant to be invisible off the overflow edge.
3383 #[test]
3384 fn ordinary_small_slack_is_left_exactly_alone() {
3385 let cq = fixture_at_mu(1e-20, 0.5, 1e-8);
3386 assert_eq!(dense_vals(&cq.curr_slack_x_l()), vec![1e-20]);
3387 assert_eq!(dense_vals(&cq.curr_sigma_x())[0], 0.5 / 1e-20);
3388 }
3389
3390 #[test]
3391 fn sigma_s_lower_only() {
3392 // P_L lifts (v_L/s_L) = (0.3/3 = 0.1).
3393 let cq = fixture();
3394 let s = dense_vals(&cq.curr_sigma_s());
3395 assert!((s[0] - 0.1).abs() < 1e-15);
3396 }
3397
3398 #[test]
3399 fn avrg_compl_averages_over_active_bounds() {
3400 // z_L·s_L + z_U·s_U + v_L·s_s_L + v_U·s_s_U
3401 // = 0.5*2 + 0.7*2 + 0.3*3 + 0
3402 // = 1 + 1.4 + 0.9 = 3.3
3403 // N = 1 + 1 + 1 + 0 = 3 → 1.1
3404 let cq = fixture();
3405 assert!((cq.curr_avrg_compl() - 1.1).abs() < 1e-15);
3406 }
3407
3408 #[test]
3409 fn complementarity_min_takes_min_over_active_pairs() {
3410 // compl entries: z_L·s_L=1.0, z_U·s_U=1.4, v_L·s_s_L=0.9.
3411 // v_U is empty (skipped). Min = 0.9.
3412 let cq = fixture();
3413 assert!((cq.curr_complementarity_min() - 0.9).abs() < 1e-15);
3414 }
3415
3416 #[test]
3417 fn centrality_measure_is_min_over_avrg() {
3418 // min/avrg = 0.9 / 1.1 ≈ 0.81818…
3419 let cq = fixture();
3420 let xi = cq.curr_centrality_measure();
3421 assert!((xi - 0.9 / 1.1).abs() < 1e-15);
3422 }
3423
3424 #[test]
3425 fn curr_f_evaluates_objective() {
3426 // f(x) = x[0]^2 + x[1]^2 at x = (2, 3) → 4 + 9 = 13.
3427 let cq = fixture();
3428 assert!((cq.curr_f() - 13.0).abs() < 1e-15);
3429 }
3430
3431 #[test]
3432 fn curr_barrier_obj_subtracts_mu_log_slacks() {
3433 // f = 13; slacks = (s_x_L=2, s_x_U=2, s_s_L=3, s_s_U=∅).
3434 // log_sum = ln 2 + ln 2 + ln 3 + 0 = 2 ln 2 + ln 3.
3435 // mu = 0.1 → phi = 13 - 0.1*(2 ln 2 + ln 3).
3436 let cq = fixture();
3437 let expected = 13.0 - 0.1 * (2.0 * 2.0_f64.ln() + 3.0_f64.ln());
3438 assert!((cq.curr_barrier_obj() - expected).abs() < 1e-13);
3439 }
3440
3441 /// pounce#476. `inf_pr_output = original` (upstream's default) must report
3442 /// the violation of the **original** rows, not of the internal slack
3443 /// reformulation. The fixture is exactly the case that made the two
3444 /// diverge on Mittelmann's `robot_a`: `d(x) = 2` against `d >= 1` — the
3445 /// original row is *satisfied*, so the original-NLP violation is 0 — while
3446 /// the slack has drifted to `s = 4`, so `|d − s| = 2` and the internal
3447 /// measure reads 2. Reporting the internal number made feasible iterates
3448 /// look badly infeasible (2.79e4 where Ipopt printed 0.00e+00).
3449 ///
3450 /// The equality row is genuinely violated (`c = 4`), and both measures
3451 /// must still see it — the fix must not swallow real infeasibility.
3452 #[test]
3453 fn original_nlp_violation_ignores_slack_drift_but_not_a_violated_row() {
3454 let cq = fixture();
3455 // Internal: max(|c|, |d − s|) = max(4, 2) = 4.
3456 assert_eq!(cq.curr_primal_infeasibility_max(), 4.0);
3457 // Original: max(|c|, dist(d, [d_l, d_u])) = max(4, 0) = 4 — the
3458 // equality violation survives, the slack drift does not contribute.
3459 assert_eq!(cq.curr_unscaled_nlp_constraint_violation_max(), 4.0);
3460 }
3461
3462 /// The other half of pounce#476: with the equality block satisfied, the
3463 /// two measures disagree outright — internal still sees the slack drift,
3464 /// original sees a feasible point.
3465 #[test]
3466 fn original_nlp_violation_is_zero_when_only_the_slack_has_drifted() {
3467 let cq = fixture_with(MockNlp::new().with_c(0.0));
3468 assert_eq!(cq.curr_primal_infeasibility_max(), 2.0);
3469 assert_eq!(cq.curr_unscaled_nlp_constraint_violation_max(), 0.0);
3470 }
3471
3472 /// …and the `inf_pr` column must actually be *wired* to the right one.
3473 /// The two tests above pass whichever accessor `OrigIterationOutput`
3474 /// picks, so without this the exact regression — a one-line match arm
3475 /// reaching for `curr_primal_infeasibility_max` — goes unnoticed.
3476 /// `InfPrTag::Original` is upstream's default, so this is what the column
3477 /// prints unless the user asks for `internal`.
3478 #[test]
3479 fn inf_pr_column_prints_the_original_violation_under_the_default_tag() {
3480 use crate::ipopt_data::IpoptData;
3481 use crate::output::orig::{InfPrTag, OrigIterationOutput};
3482 use crate::output::r#trait::IterationOutput;
3483
3484 // Slack drift only: internal reads 2, original reads 0.
3485 let cq: IpoptCqHandle = Rc::new(RefCell::new(fixture_with(MockNlp::new().with_c(0.0))));
3486 let data: IpoptDataHandle = Rc::new(RefCell::new(IpoptData::default()));
3487
3488 let field = |tag| {
3489 let mut out = OrigIterationOutput::new();
3490 out.inf_pr_output = tag;
3491 // Column 2 of the row is `inf_pr` (iter, objective, inf_pr, …).
3492 out.format_row(&data, &cq)
3493 .split_whitespace()
3494 .nth(2)
3495 .unwrap()
3496 .to_string()
3497 };
3498 assert_eq!(field(InfPrTag::Original), "0.00e+00");
3499 assert_eq!(field(InfPrTag::Internal), "2.00e+00");
3500 }
3501
3502 #[test]
3503 fn curr_constraint_violation_is_one_norm() {
3504 // c(x) = x[0]+x[1]-1 = 4 ⇒ |c| = 4.
3505 // d(x)=x[0]=2; s=4 ⇒ d-s = -2 ⇒ |d-s| = 2.
3506 // theta = 4 + 2 = 6.
3507 let cq = fixture();
3508 assert!((cq.curr_constraint_violation() - 6.0).abs() < 1e-13);
3509 }
3510
3511 /// gh#390. The fixture's equality row is `x0 + x1 == 1` at `x = (2, 3)`,
3512 /// so `c = 4`. Judged against a declared RHS of 2 that is a 200% violation
3513 /// — and it is 200% however the row is written, which is the point.
3514 #[test]
3515 fn relative_c_infeasibility_is_residual_over_declared_rhs() {
3516 let cq = fixture_with(MockNlp::new().with_c_rhs(Some(vec![2.0])));
3517 assert_eq!(cq.relative_c_infeasibility_max(), 2.0);
3518 // The fixture's inequality row (`d = 2` against `d >= 1`) is satisfied,
3519 // so the combined measure is the equality block's verdict.
3520 assert_eq!(cq.relative_d_infeasibility_max(), 0.0);
3521 assert_eq!(cq.curr_relative_primal_infeasibility_max(), 2.0);
3522 }
3523
3524 /// An NLP that does not track the pre-fold RHS (the trait default, e.g.
3525 /// the restoration NLP) must abstain rather than invent a magnitude.
3526 #[test]
3527 fn relative_c_infeasibility_abstains_without_declared_rhs() {
3528 let cq = fixture();
3529 assert_eq!(cq.relative_c_infeasibility_max(), 0.0);
3530 assert_eq!(cq.curr_relative_primal_infeasibility_max(), 0.0);
3531 }
3532
3533 /// A homogeneous row (`g(x) == 0`) has no declared magnitude and needs
3534 /// none — `s·g(x) == 0` is the same row at every `s`. Dividing by its zero
3535 /// RHS would report every float-noise residual as an infinite violation.
3536 #[test]
3537 fn relative_c_infeasibility_abstains_on_homogeneous_row() {
3538 let cq = fixture_with(MockNlp::new().with_c_rhs(Some(vec![0.0])));
3539 assert_eq!(cq.relative_c_infeasibility_max(), 0.0);
3540 }
3541
3542 /// An unjudgeable row must not fabricate a relative verdict.
3543 #[test]
3544 fn relative_c_infeasibility_abstains_on_non_finite_rhs() {
3545 let cq = fixture_with(MockNlp::new().with_c_rhs(Some(vec![Number::INFINITY])));
3546 assert_eq!(cq.relative_c_infeasibility_max(), 0.0);
3547 let cq = fixture_with(MockNlp::new().with_c_rhs(Some(vec![Number::NAN])));
3548 assert_eq!(cq.relative_c_infeasibility_max(), 0.0);
3549 }
3550
3551 /// gh #446. "Homogeneous" has to be judged numerically. The fixture's row
3552 /// is `x0 + x1 == b` at `x = (2, 3)`, so its noise floor is
3553 /// `ROW_NOISE_KAPPA · eps · 1 · 3 ≈ 4.3e-14`: an RHS under that is
3554 /// rounding residue — a converter writing `2^-53` where the model says
3555 /// `0` — and the row must abstain exactly as a declared zero does. Above
3556 /// the floor the RHS is real data and is judged, however small.
3557 #[test]
3558 fn relative_c_infeasibility_abstains_on_rhs_below_the_row_noise_floor() {
3559 let floor = ROW_NOISE_KAPPA * Number::EPSILON * 3.0;
3560 // The QSCSD1 value: an RHS of exactly one machine epsilon.
3561 let cq = fixture_with(MockNlp::new().with_c_rhs(Some(vec![Number::EPSILON])));
3562 assert!(Number::EPSILON < floor);
3563 assert_eq!(cq.relative_c_infeasibility_max(), 0.0);
3564 // Just above the floor the row still carries a magnitude, and a
3565 // residual of 4 against it is judged on its merits.
3566 let rhs = 2.0 * floor;
3567 let cq = fixture_with(MockNlp::new().with_c_rhs(Some(vec![rhs])));
3568 assert_eq!(cq.relative_c_infeasibility_max(), 4.0 / rhs);
3569 }
3570
3571 /// gh #446. Every variable of the row fixed and substituted out leaves
3572 /// `0 = b`, which no iterate can move — a statement about the model, for
3573 /// presolve to certify, not a residual to judge an iterate by. QPILOTNO's
3574 /// row 150 reduces to `0 = −2.22e-16` this way and pinned the relative
3575 /// measure at 100% for the entire run.
3576 #[test]
3577 fn relative_c_infeasibility_abstains_on_a_row_no_iterate_can_move() {
3578 let cq = fixture_with(
3579 MockNlp::new()
3580 .with_empty_jac_c()
3581 .with_c_rhs(Some(vec![Number::EPSILON])),
3582 );
3583 assert_eq!(cq.relative_c_infeasibility_max(), 0.0);
3584 // Not a licence to ignore a real one: the absolute `constr_viol_tol`
3585 // arm still sees the row, and it is what governs here.
3586 assert_eq!(cq.curr_primal_infeasibility_max(), 4.0);
3587 }
3588
3589 /// gh #446. The inequality block draws its magnitude from the declared
3590 /// bounds, and needs the same numeric reading of "zero" — QPILOTNO carries
3591 /// 43 bounds at `1e-17`–`1e-15`. `d(x) = x0 = 2` against an upper bound
3592 /// under the row's noise floor is 2e14 times its magnitude by the old
3593 /// arithmetic, and unjudgeable by the new.
3594 #[test]
3595 fn relative_d_infeasibility_abstains_on_bound_below_the_row_noise_floor() {
3596 let floor = ROW_NOISE_KAPPA * Number::EPSILON * 3.0;
3597 let cq = fixture_with(MockNlp::new().with_d_box(Number::EPSILON));
3598 assert_eq!(cq.relative_d_infeasibility_max(), 0.0);
3599 // A bound above the floor is real, and `d = 2` violates it hugely.
3600 let bound = 2.0 * floor;
3601 let cq = fixture_with(MockNlp::new().with_d_box(bound));
3602 assert_eq!(cq.relative_d_infeasibility_max(), (2.0 - bound) / bound);
3603 }
3604
3605 /// The floor tracks `‖x‖_∞` **deliberately**, and this pins it. `x` is one
3606 /// vector produced by a linear solve with norm-wise backward error, so a
3607 /// large variable anywhere really does coarsen how finely every other
3608 /// component can be placed — and a declared magnitude finer than that is a
3609 /// target no iterate could hit. The per-row alternative, `Σ_j |a_ij x_j|`
3610 /// via `|J|·|x|`, looks more precise and measures the wrong thing (a row's
3611 /// *evaluation* error, not what limits its residual); it was implemented
3612 /// and it regressed QETAMACR, QSCORPIO and QPILOTNO of gh #446's 15. Re-run
3613 /// those three before changing this.
3614 #[test]
3615 fn row_noise_floor_tracks_the_iterate_norm() {
3616 // `d(x) = x0` against a declared box of ±1e-9.
3617 let bound = 1e-9;
3618 // At ‖x‖_∞ = 3 the floor is ~4.3e-14: the bound is real data, judged.
3619 let cq = fixture_with(MockNlp::new().with_d_box(bound));
3620 assert_eq!(cq.relative_d_infeasibility_max(), (2.0 - bound) / bound);
3621 // At ‖x‖_∞ = 1e8 the floor is ~1.4e-6 and the same bound is finer than
3622 // the iterate can be resolved, so the row abstains.
3623 let cq = fixture_with_x(MockNlp::new().with_d_box(bound), &[2.0, 1e8]);
3624 assert_eq!(cq.relative_d_infeasibility_max(), 0.0);
3625 }
3626
3627 /// A row-count mismatch means the RHS does not describe this `c` block;
3628 /// pairing them up anyway would judge rows against other rows' magnitudes.
3629 #[test]
3630 fn relative_c_infeasibility_abstains_on_length_mismatch() {
3631 let cq = fixture_with(MockNlp::new().with_c_rhs(Some(vec![2.0, 2.0])));
3632 assert_eq!(cq.relative_c_infeasibility_max(), 0.0);
3633 }
3634
3635 #[test]
3636 fn grad_barrier_obj_x_subtracts_mu_inv_slack() {
3637 // grad_f = (4, 6).
3638 // P_L lifts -mu*(1/s_x_L) = -0.1*(1/2)=-0.05 into x[0].
3639 // P_U lifts +mu*(1/s_x_U) = +0.1*(1/2)=+0.05 into x[1].
3640 // result = (4 - 0.05, 6 + 0.05) = (3.95, 6.05).
3641 let cq = fixture();
3642 let g = dense_vals(&cq.curr_grad_barrier_obj_x());
3643 assert!((g[0] - 3.95).abs() < 1e-13);
3644 assert!((g[1] - 6.05).abs() < 1e-13);
3645 }
3646
3647 #[test]
3648 fn grad_lag_s_is_minus_y_d_minus_pl_v_l_plus_pu_v_u() {
3649 // tmp = P_U v_U = (zero-dim contrib) → 0
3650 // tmp -= P_L v_L → tmp = -[0.3]
3651 // tmp -= y_d = -[0.3] - [1.0] = [-1.3]
3652 let cq = fixture();
3653 assert!((dense_vals(&cq.curr_grad_lag_s())[0] + 1.3).abs() < 1e-15);
3654 }
3655
3656 fn zero_iv_like(iv: &IteratesVector) -> IteratesVector {
3657 // Materialize explicit zeros for every component so the
3658 // affine-step tests can compose direct-sum updates.
3659 IteratesVector::new(
3660 rcv(&vec![0.0; iv.x.dim() as usize]),
3661 rcv(&vec![0.0; iv.s.dim() as usize]),
3662 rcv(&vec![0.0; iv.y_c.dim() as usize]),
3663 rcv(&vec![0.0; iv.y_d.dim() as usize]),
3664 rcv(&vec![0.0; iv.z_l.dim() as usize]),
3665 rcv(&vec![0.0; iv.z_u.dim() as usize]),
3666 rcv(&vec![0.0; iv.v_l.dim() as usize]),
3667 rcv(&vec![0.0; iv.v_u.dim() as usize]),
3668 )
3669 }
3670
3671 #[test]
3672 fn aff_step_compl_avrg_with_zero_step_matches_curr_avrg_compl() {
3673 // Δ_aff = 0 ⇒ predicted compl ≡ current compl.
3674 // s_X_L · z_L = 2·0.5=1, s_X_U·z_U=2·0.7=1.4, s_S_L·v_L=3·0.3=0.9.
3675 // Total = 3.3; N = 3 (z_l + z_u + v_l, v_u empty); avrg = 1.1.
3676 let cq = fixture();
3677 let iv = cq.curr_iv();
3678 let zero = zero_iv_like(&iv);
3679 let m = cq.aff_step_compl_avrg(&zero, 1.0, 1.0);
3680 assert!((m - 1.1).abs() < 1e-13);
3681 assert!((cq.curr_avrg_compl() - 1.1).abs() < 1e-13);
3682 }
3683
3684 #[test]
3685 fn aff_step_compl_avrg_responds_to_primal_step() {
3686 // Δ_aff.x = (1, 0), α_pri = 1, others = 0.
3687 // s_X_L_aff = 2 + 1·1 = 3; s_X_U_aff = 2 (P_U^T·dx = 0); s_S_L_aff = 3.
3688 // (3·0.5 + 2·0.7 + 3·0.3) / 3 = (1.5 + 1.4 + 0.9) / 3 = 1.2667.
3689 let cq = fixture();
3690 let iv = cq.curr_iv();
3691 let mut z = zero_iv_like(&iv);
3692 z.x = rcv(&[1.0, 0.0]);
3693 let m = cq.aff_step_compl_avrg(&z, 1.0, 1.0);
3694 assert!((m - 1.2666666666666666).abs() < 1e-13);
3695 }
3696
3697 #[test]
3698 fn aff_step_alpha_primal_truncates_to_x_lower_bound() {
3699 // Δ_aff.x = (-3, 0); s_X_L = 2; tau = 1 ⇒ α_max = 2/3.
3700 let cq = fixture();
3701 let iv = cq.curr_iv();
3702 let mut z = zero_iv_like(&iv);
3703 z.x = rcv(&[-3.0, 0.0]);
3704 let a = cq.aff_step_alpha_primal_max(&z, 1.0);
3705 assert!((a - 2.0 / 3.0).abs() < 1e-13);
3706 }
3707
3708 #[test]
3709 fn aff_step_alpha_dual_truncates_to_z_lower_bound() {
3710 // Δ_aff.z_L = (-1); z_L = 0.5; tau = 1 ⇒ α_max = 0.5.
3711 let cq = fixture();
3712 let iv = cq.curr_iv();
3713 let mut z = zero_iv_like(&iv);
3714 z.z_l = rcv(&[-1.0]);
3715 let a = cq.aff_step_alpha_dual_max(&z, 1.0);
3716 assert!((a - 0.5).abs() < 1e-13);
3717 }
3718
3719 #[test]
3720 fn grad_barr_t_delta_dots_barrier_grads_with_step() {
3721 // ∇_x φ = (3.95, 6.05); ∇_s φ = (-mu/s_s_L) = -0.1/3 ≈ -0.03333…
3722 // δx = (1, 2); δs = (3): result = 3.95·1 + 6.05·2 + (-0.0333…)·3
3723 // = 3.95 + 12.10 − 0.1 = 15.95.
3724 let cq = fixture();
3725 let dx = dvec(&[1.0, 2.0]);
3726 let ds = dvec(&[3.0]);
3727 let r = cq.curr_grad_barr_t_delta(&dx, &ds);
3728 let expected = 3.95 + 12.10 - 0.1;
3729 assert!((r - expected).abs() < 1e-13, "r = {r}");
3730 }
3731
3732 #[test]
3733 fn dwd_with_no_w_collapses_to_sigma_quadratic() {
3734 // W is None in the fixture (no Hessian seeded), perts default to 0.
3735 // σ_x = (0.25, 0.35); σ_s = (0.1).
3736 // δx = (2, -1); δs = (3) ⇒ dWd = 0.25·4 + 0.35·1 + 0.1·9
3737 // = 1.00 + 0.35 + 0.90 = 2.25.
3738 let cq = fixture();
3739 let dx = dvec(&[2.0, -1.0]);
3740 let ds = dvec(&[3.0]);
3741 let r = cq.curr_dwd(&dx, &ds);
3742 assert!((r - 2.25).abs() < 1e-13, "r = {r}");
3743 }
3744
3745 #[test]
3746 fn dwd_includes_pd_perturbations() {
3747 // Without perts: dWd = 0.25·4 + 0.35·1 + 0.1·9 = 2.25.
3748 // δ_pert_x = 0.5, δ_pert_s = 0.25:
3749 // add δ_pert_x · ‖δx‖² + δ_pert_s · ‖δs‖²
3750 // = 0.5·(4+1) + 0.25·9 = 2.5 + 2.25 = 4.75.
3751 // Total = 7.00.
3752 let cq = fixture();
3753 {
3754 let mut d = cq.data.borrow_mut();
3755 d.perturbations.delta_x = 0.5;
3756 d.perturbations.delta_s = 0.25;
3757 }
3758 let dx = dvec(&[2.0, -1.0]);
3759 let ds = dvec(&[3.0]);
3760 let r = cq.curr_dwd(&dx, &ds);
3761 assert!((r - 7.00).abs() < 1e-13, "r = {r}");
3762 }
3763
3764 // ---- #292: NaN gradient / Jacobian must not launder to a finite KKT error
3765
3766 #[test]
3767 fn nlp_error_is_finite_for_a_finite_iterate() {
3768 // Baseline: the well-formed fixture produces a finite, positive KKT
3769 // error (this iterate is not a KKT point). The finiteness guard added
3770 // for #292 must not perturb this normal path.
3771 let cq = fixture();
3772 let err = cq.curr_nlp_error();
3773 assert!(err.is_finite() && err > 0.0, "err = {err}");
3774 }
3775
3776 #[test]
3777 fn nlp_error_is_non_finite_when_gradient_has_nan() {
3778 // A NaN gradient component reaches ∇_x L, whose max-norm (`amax`)
3779 // silently drops NaN and would launder the dual infeasibility to a
3780 // finite value → bogus `Solve_Succeeded` (#292). `curr_nlp_error` must
3781 // instead surface a non-finite error so the caller's
3782 // `!nlp_err.is_finite()` guard fires `Invalid_Number_Detected`.
3783 let cq = fixture_with(MockNlp::new().with_nan_grad());
3784 assert!(
3785 !cq.curr_nlp_error().is_finite(),
3786 "NaN gradient laundered to finite KKT error: {}",
3787 cq.curr_nlp_error()
3788 );
3789 }
3790
3791 #[test]
3792 fn nlp_error_is_non_finite_when_constraint_jacobian_has_nan() {
3793 // A NaN in the constraint Jacobian enters ∇_x L through the Jᵀy term
3794 // and is likewise laundered by `amax` on the fixture's nonzero
3795 // multipliers. Must read as a non-finite KKT error, not `Optimal`.
3796 let cq = fixture_with(MockNlp::new().with_nan_jac_c());
3797 assert!(
3798 !cq.curr_nlp_error().is_finite(),
3799 "NaN constraint Jacobian laundered to finite KKT error: {}",
3800 cq.curr_nlp_error()
3801 );
3802 }
3803
3804 // ---- Unscaled (user-space) KKT residuals — pounce#173 -------------
3805
3806 #[test]
3807 fn unscaled_dual_inf_is_scaled_over_df() {
3808 // df = 2: every Lagrangian-gradient term carries the objective
3809 // factor, so the unscaled dual infeasibility is the scaled one
3810 // divided by df.
3811 let cq = fixture_with(MockNlp::new().with_scaling(2.0, None, None));
3812 let scaled = cq.curr_dual_infeasibility_max();
3813 let unscaled = cq.curr_unscaled_dual_infeasibility_max();
3814 assert!(scaled > 0.0, "fixture should have nonzero dual inf");
3815 assert!(
3816 (unscaled - scaled / 2.0).abs() < 1e-12,
3817 "unscaled {unscaled} != scaled/df {}",
3818 scaled / 2.0
3819 );
3820 }
3821
3822 /// gh #532. The dual *scale* is the largest single term `∇L` is assembled
3823 /// from, so the strict gate can ask what fraction of those terms failed to
3824 /// cancel instead of comparing a residual against an absolute constant.
3825 #[test]
3826 fn dual_inf_scale_is_the_largest_lagrangian_term() {
3827 // Fixture at x = (2, 3): ∇f = (4, 6); J_cᵀ y_c = (1, 1); J_dᵀ y_d =
3828 // (1, 0); y_d = 1; P_L z_L = 0.5; P_U z_U = 0.7; P_L v_L = 0.3; v_U is
3829 // empty. The largest is ‖∇f‖_∞ = 6.
3830 let cq = fixture();
3831 assert_eq!(cq.curr_dual_infeasibility_scale_max(), 6.0);
3832 // No scaling → the unscaled accessor is the identity, as for every
3833 // other residual on the common path.
3834 assert_eq!(
3835 cq.curr_unscaled_dual_infeasibility_scale_max(),
3836 cq.curr_dual_infeasibility_scale_max()
3837 );
3838 }
3839
3840 /// The scale unscales exactly as the residual it is the scale of: every
3841 /// term of the scaled Lagrangian gradient carries `df`, so both are the
3842 /// scaled value over `|df|`. If the two ever divided differently the ratio
3843 /// the strict gate tests would silently pick up a factor of `df`.
3844 #[test]
3845 fn unscaled_dual_inf_scale_is_scaled_over_df() {
3846 let cq = fixture_with(MockNlp::new().with_scaling(2.0, None, None));
3847 assert_eq!(cq.curr_unscaled_dual_infeasibility_scale_max(), 3.0);
3848 // A negative factor is the documented way to pose a maximization; a
3849 // max-norm has no business coming back negative (the sign trap that
3850 // defeated the unscaled dual residual gate).
3851 let neg = fixture_with(MockNlp::new().with_scaling(-2.0, None, None));
3852 assert_eq!(neg.curr_unscaled_dual_infeasibility_scale_max(), 3.0);
3853 }
3854
3855 #[test]
3856 fn unscaled_residuals_are_identity_without_scaling() {
3857 // df = 1, no row scaling → unscaled accessors return exactly the
3858 // scaled values (the common no-scaling path).
3859 let cq = fixture();
3860 assert_eq!(
3861 cq.curr_unscaled_dual_infeasibility_max(),
3862 cq.curr_dual_infeasibility_max()
3863 );
3864 assert_eq!(
3865 cq.curr_unscaled_complementarity_max(),
3866 cq.curr_complementarity_max()
3867 );
3868 assert_eq!(
3869 cq.curr_unscaled_primal_infeasibility_max(),
3870 cq.curr_primal_infeasibility_max()
3871 );
3872 }
3873
3874 #[test]
3875 fn unscaled_compl_is_scaled_over_df() {
3876 let cq = fixture_with(MockNlp::new().with_scaling(2.0, None, None));
3877 let scaled = cq.curr_complementarity_max();
3878 let unscaled = cq.curr_unscaled_complementarity_max();
3879 assert!(scaled > 0.0);
3880 assert!((unscaled - scaled / 2.0).abs() < 1e-12);
3881 }
3882
3883 #[test]
3884 fn unscaled_primal_divides_each_row_by_its_factor() {
3885 // Fixture residuals: c = x0+x1-1 = 4; d-s = x0 - s = 2 - 4 = -2.
3886 // Scaled max-norm primal = max(|4|, |-2|) = 4.
3887 // With dc = [4], dd = [2]: unscaled = max(|4/4|, |-2/2|) = 1.
3888 let cq = fixture_with(MockNlp::new().with_scaling(1.0, Some(vec![4.0]), Some(vec![2.0])));
3889 assert!((cq.curr_primal_infeasibility_max() - 4.0).abs() < 1e-12);
3890 assert!(
3891 (cq.curr_unscaled_primal_infeasibility_max() - 1.0).abs() < 1e-12,
3892 "got {}",
3893 cq.curr_unscaled_primal_infeasibility_max()
3894 );
3895 }
3896
3897 #[test]
3898 fn unscaled_nlp_error_is_max_of_unscaled_components() {
3899 let cq = fixture_with(MockNlp::new().with_scaling(2.0, Some(vec![4.0]), Some(vec![2.0])));
3900 let expected = cq
3901 .curr_unscaled_dual_infeasibility_max()
3902 .max(cq.curr_unscaled_primal_infeasibility_max())
3903 .max(cq.curr_unscaled_complementarity_max());
3904 assert_eq!(cq.curr_unscaled_nlp_error(), expected);
3905 }
3906
3907 /// gh #528. A component at or below its own floor drops out; everything
3908 /// above it is counted in full, not net of the floor — the question the
3909 /// floor answers is whether the row says anything at all.
3910 #[test]
3911 fn amax_above_floor_drops_only_sub_floor_components() {
3912 let v = dvec(&[1e-9, -3e-7, 5e-3]);
3913 assert_eq!(amax_above_floor(&v, &[1e-8, 1e-8, 1e-8]), 5e-3);
3914 // The largest component is the only one under its floor: the max comes
3915 // from what remains, not from the vector's own `amax`.
3916 assert_eq!(amax_above_floor(&v, &[1e-8, 1e-8, 1.0]), 3e-7);
3917 // Everything silenced.
3918 assert_eq!(amax_above_floor(&v, &[1.0, 1.0, 1.0]), 0.0);
3919 // Exactly at the floor is silenced (`>`, not `>=`).
3920 assert_eq!(amax_above_floor(&dvec(&[1e-8]), &[1e-8]), 0.0);
3921 }
3922
3923 /// A floor that cannot be attributed component-wise must not silence
3924 /// anything: over-reporting the residual is the safe direction.
3925 #[test]
3926 fn amax_above_floor_falls_back_on_a_length_mismatch() {
3927 let v = dvec(&[1e-9, -3e-7]);
3928 assert_eq!(amax_above_floor(&v, &[1.0]), 3e-7);
3929 assert_eq!(amax_above_floor(&v, &[]), 3e-7);
3930 }
3931
3932 /// The floored aggregate is never larger than the raw one, and on a
3933 /// fixture whose residuals (`c = 4`, `d − s = −2`) are nowhere near any
3934 /// resolution limit the two are identical — the common path is untouched.
3935 #[test]
3936 fn nlp_error_above_primal_noise_matches_on_ordinary_residuals() {
3937 let cq = fixture_with(MockNlp::new());
3938 assert_eq!(
3939 cq.curr_primal_infeasibility_above_noise(ROW_NOISE_KAPPA),
3940 cq.curr_primal_infeasibility_max()
3941 );
3942 assert_eq!(
3943 cq.curr_nlp_error_above_primal_noise(ROW_NOISE_KAPPA),
3944 cq.curr_nlp_error()
3945 );
3946 }
3947
3948 /// gh #528, **equality block**, through the real accessor rather than a
3949 /// hand-supplied floor. The integration LP is all-inequality (`g_u = 2e19`,
3950 /// so `c.dim() == 0`), so this is the only cover the `declared_c_rhs()`
3951 /// branch has.
3952 ///
3953 /// `x = (4, 3)` puts `d = x0 = 4` on top of `s = 4`, so the inequality
3954 /// block's residual is an exact `0` and what the accessor returns is the
3955 /// `c` block alone.
3956 #[test]
3957 fn a_sub_quantum_equality_residual_is_silenced_and_a_coarser_one_is_not() {
3958 let rhs = 1e8;
3959 let floor = ROW_NOISE_KAPPA * Number::EPSILON * rhs;
3960 let cq_for = |c: Number| {
3961 fixture_with_x(
3962 MockNlp::new().with_c_rhs(Some(vec![rhs])).with_c(c),
3963 &[4.0, 3.0],
3964 )
3965 };
3966
3967 // Under the quantum of `g(x) − b` at `|b| = 1e8`: no iterate could
3968 // have placed the residual here, so the row says nothing.
3969 let cq = cq_for(floor * 0.5);
3970 assert_eq!(cq.curr_primal_infeasibility_max(), floor * 0.5);
3971 assert_eq!(
3972 cq.curr_primal_infeasibility_above_noise(ROW_NOISE_KAPPA),
3973 0.0
3974 );
3975
3976 // Above it: counted in full, not net of the floor.
3977 let cq = cq_for(floor * 2.0);
3978 assert_eq!(
3979 cq.curr_primal_infeasibility_above_noise(ROW_NOISE_KAPPA),
3980 floor * 2.0
3981 );
3982
3983 // The placement floor alone would not have silenced anything here —
3984 // at ‖x‖_∞ = 4 through a row of `max_j |∂c/∂x_j| = 1` it is ~5.7e-14,
3985 // eight decades under the formation floor. The `c` branch's own
3986 // magnitude is what does the work.
3987 let cq = fixture_with_x(MockNlp::new().with_c(floor * 0.5), &[4.0, 3.0]);
3988 assert_eq!(
3989 cq.curr_primal_infeasibility_above_noise(ROW_NOISE_KAPPA),
3990 floor * 0.5
3991 );
3992 }
3993
3994 /// The `primal_noise_floor_kappa = 0` escape hatch: every floor collapses
3995 /// to `0`, so every residual is counted and the floored aggregate is the
3996 /// raw one — the strict gate is bit-for-bit upstream Ipopt's again. Pinned
3997 /// on a fixture where the floor otherwise *does* silence the row, so this
3998 /// cannot pass by the two agreeing anyway.
3999 #[test]
4000 fn a_zero_kappa_switches_the_floor_off_completely() {
4001 let rhs = 1e8;
4002 let residual = ROW_NOISE_KAPPA * Number::EPSILON * rhs * 0.5;
4003 let cq = fixture_with_x(
4004 MockNlp::new().with_c_rhs(Some(vec![rhs])).with_c(residual),
4005 &[4.0, 3.0],
4006 );
4007 // The floor is live at the default kappa …
4008 assert_eq!(
4009 cq.curr_primal_infeasibility_above_noise(ROW_NOISE_KAPPA),
4010 0.0
4011 );
4012 // … and gone at zero.
4013 assert_eq!(
4014 cq.curr_primal_infeasibility_above_noise(0.0),
4015 cq.curr_primal_infeasibility_max()
4016 );
4017 assert_eq!(
4018 cq.curr_nlp_error_above_primal_noise(0.0),
4019 cq.curr_nlp_error()
4020 );
4021 }
4022
4023 /// The equality floor rides the row scaling, because both sides of the
4024 /// comparison do: `declared_c_rhs()` reapplies `c_scale` (pinned by
4025 /// `declared_c_rhs_carries_the_row_scaling` in `orig_ipopt_nlp.rs`) and
4026 /// `curr_c()` is the scaled residual `dc · (g(x) − b)`. Scaling a row by
4027 /// `k` scales its residual and its floor together, so the verdict is
4028 /// invariant — which is what makes it legitimate to compare a floor built
4029 /// from the declared RHS against `curr_c()` at all.
4030 #[test]
4031 fn the_equality_floor_rides_the_row_scaling() {
4032 let rhs = 1e8;
4033 let quantum = ROW_NOISE_KAPPA * Number::EPSILON * rhs;
4034 for k in [1.0, 4.0, 0.25] {
4035 let cq_for = |c: Number| {
4036 fixture_with_x(
4037 MockNlp::new()
4038 .with_scaling(1.0, Some(vec![k]), None)
4039 .with_c_rhs(Some(vec![k * rhs]))
4040 .with_c(k * c),
4041 &[4.0, 3.0],
4042 )
4043 };
4044 assert_eq!(
4045 cq_for(quantum * 0.5).curr_primal_infeasibility_above_noise(ROW_NOISE_KAPPA),
4046 0.0,
4047 "sub-quantum residual must stay silenced at row scaling {k}",
4048 );
4049 assert_eq!(
4050 cq_for(quantum * 2.0).curr_primal_infeasibility_above_noise(ROW_NOISE_KAPPA),
4051 k * quantum * 2.0,
4052 "above-quantum residual must survive at row scaling {k}",
4053 );
4054 }
4055 }
4056}