pounce_algorithm/line_search/backtracking.rs
1//! Backtracking line-search driver — port of
2//! `Algorithm/IpBacktrackingLineSearch.{hpp,cpp}`.
3//!
4//! Owns the alpha-reduction loop, max-soc / second-order-correction
5//! slot, watchdog mechanism, and the fallback to restoration. Phase 7
6//! ships the alpha-loop for the filter line search; SOC and watchdog
7//! land alongside the restoration phase (Phase 9).
8//!
9//! The contract with the acceptor is the trio
10//! `(theta, phi, d_phi)` at the current iterate plus the trial
11//! `(theta_trial, phi_trial)` per backtracking step. Trial-point
12//! construction is `x_trial = x + α·dx`, `s_trial = s + α·ds`; the dual
13//! step uses the same α for the filter acceptor (upstream
14//! `IpBacktrackingLineSearch.cpp:702-728` — primal-dual share α
15//! when no fraction-to-the-boundary truncation differs).
16//!
17//! `find_acceptable_trial_point` returns `Outcome::Accepted` on a
18//! successful trial, `Outcome::TinyStep` when α drops below
19//! `alpha_min`, and `Outcome::Failed` when the alpha loop exhausts
20//! without acceptance (which the main loop maps to a restoration
21//! attempt).
22
23use crate::ipopt_cq::IpoptCqHandle;
24use crate::ipopt_data::IpoptDataHandle;
25use crate::ipopt_nlp::IpoptNlp;
26use crate::iterates_vector::IteratesVector;
27use crate::kkt::pd_search_dir_calc::PdSearchDirCalc;
28use crate::line_search::filter_acceptor::AcceptDecision;
29use crate::line_search::ls_acceptor::BacktrackingLsAcceptor;
30use pounce_common::types::Number;
31use std::cell::RefCell;
32use std::rc::Rc;
33
34/// Number of trial points the plain geometric sequence gets to itself
35/// before [`BacktrackingLineSearch::next_alpha`]'s quadratic
36/// interpolation is allowed to pick the next `alpha` (gh #818).
37///
38/// **The interpolation is a treatment for a long line search, and it is
39/// only harmless where the line search is long.** gh #818 is a
40/// quasi-Newton model whose *scale* is wrong by orders of magnitude in
41/// the directions its curvature pairs do not span: the acceptable step
42/// is `alpha ~ 4e-6`, and halving walks there in 19-20 trial points,
43/// every one of them a full objective evaluation, every iteration. A
44/// line search that accepts in two or three trials does not have that
45/// problem, and interpolating into it replaces a step length the filter
46/// was about to accept with a different one — a trajectory change
47/// bought for nothing.
48///
49/// Measured, `scripts/sweep-fixtures.sh` against `a5e0a837`, 156
50/// fixture-legs, every row taken against that one baseline. The `exact`
51/// leg is byte-identical at every value, because `alpha_red_factor_min`
52/// resolves to `alpha_red_factor` there, so every line below is an
53/// `lbfgs` leg. **Bold is a status the baseline did not have.**
54///
55/// | this constant | legs moved | `cresc4` `RestoFailed`/1323 | `deb7` `ErrInStep`/1242 | `eigena2` `ErrInStep`/252 | `square_flowsheet_resto` `Infeasible`/3000 |
56/// |---|---|---|---|---|---|
57/// | 0 (interpolate always) | 12 | `Succeeded`/241 | **`RestoFailed`**/2381 | 131 | **`Succeeded`**/2393 |
58/// | 2 | 7 | `RestoFailed`/215 | **`MaxIter`**/3000 | 170 | `Infeasible`/49 |
59/// | 3 | 6 | `Succeeded`/226 | `ErrInStep`/1327 | 109 | `Infeasible`/2022 |
60/// | 5 | 4 | `Succeeded`/264 | **`RestoFailed`**/455 | 91 | unmoved |
61/// | **6** (shipped) | **4** | `Succeeded`/281 | `ErrInStep`/1010 | 201 | unmoved |
62///
63/// Six is the only value measured that gains a status and loses none.
64/// `cresc4` is the gain at every gate that reaches it; what separates 6
65/// from its neighbours is `deb7`, which changes verdict at 0, 2 **and
66/// 5** and keeps `ErrorInStepComputation` only at 3 and 6, and of those
67/// two only 6 shortens it (1242 -> 1010 against 3's 1327). The fourth
68/// moving line at 5 and 6 is one objective digit on `hs13_bigstart` at
69/// an unchanged iteration count.
70///
71/// **Why not 5, which an earlier revision shipped.** Two reasons, and
72/// the second is the one that forced the change. `deb7` above is the
73/// first. The second is `python/tests/test_starts_racing.py`: one
74/// `_rastrigin_eq` line search in that suite reaches exactly 5-6 trial
75/// points, so a gate of 5 interpolates into it and reroutes the whole
76/// multistart race. Halving-against-fixed `solver_evals` over that
77/// suite reads 1.022 with the interpolation off, **1.320 at gate 5**,
78/// and 1.019 / 1.022 / 1.022 at gates 6 / 7 / 8 — two red assertions,
79/// at 2870 `user_evals` and 2169 `solver_evals` against budgets of
80/// 2800 and 2006. Six restores that suite to its interpolation-off
81/// numbers (1949 `solver_evals` against 1951 off) without giving up
82/// gh #818.
83///
84/// **`square_flowsheet_resto` is a pre-existing wrong verdict on the
85/// baseline, not something a gate value creates.** An earlier revision
86/// of this comment had it the other way round — that interpolating
87/// from the first trial reports a model feasible by construction as
88/// converged to a point of local infeasibility. Re-measured against
89/// `a5e0a837`, the *baseline* is the `InfeasibleProblemDetected`/3000
90/// line and gate 0 is what turns it into `SolveSucceeded`/2393. The
91/// original measurement predates gh #817, which is in `main` now and
92/// moved that fixture's `lbfgs` leg. Gates 5 and 6 do not touch the
93/// line either way, so this constant is not the lever for it; it is
94/// recorded here so the next reader does not inherit the inverted
95/// claim.
96///
97/// It also fixes gh #818's own model. On the issue's quadratic at the
98/// default memory `m = 6` and `limited_memory_initialization=scalar1`,
99/// `before` being `alpha_red_factor_min` set equal to
100/// `alpha_red_factor` — upstream's fixed sequence, bit for bit:
101///
102/// | | before gh #818 | **gated at 6** |
103/// |---|---|---|
104/// | `n = 4` (the report) | 76 | **22** |
105/// | `n = 8`, `m = 10` | 74 | **61** |
106///
107/// The 8-variable case at the *default* memory is not on that list.
108/// It is not closed by this change and is not closed by any gate:
109/// see `issue_818_eight_variable_default_memory_does_not_stall` in
110/// `pounce-rs/tests/issue_818_lbfgs_illconditioned_quadratic.rs`,
111/// which carries the two-knob sweep showing it converging in 5 of 15
112/// cells with no pattern. Tuning this constant to that cell is what
113/// produced the gate of 5 and the racing regression above.
114///
115/// One cell of the 32-cell model sweep — `n = 8` at cond 1e12 with
116/// `m = 6` — exited `Diverging_Iterates` at 352 under every gate in
117/// {5, 8, 12, 20} and every `alpha_red_factor_min` measured, which is
118/// what it looks like when the constant is not the variable. It was
119/// not: the interpolation was reaching a *watchdog* trial excursion
120/// that the divergence guard in `IpoptAlgorithm::iterate` then read as
121/// unboundedness, on a point [`Self::handle_watchdog_failure`] had
122/// already rejected and was holding a snapshot for. With that guard
123/// fixed the cell no longer claims divergence — it reports
124/// `Error_In_Step_Computation` at 521, still not a solve, but at a
125/// better objective than the fixed sequence reaches in four times the
126/// iterations (6.4e-11 against 2.8e-10 at `max_iter`). See
127/// `pounce-rs/tests/watchdog_trial_is_not_a_divergence_verdict.rs`;
128/// CHANGELOG.md carries the full grid.
129///
130/// Not a registered option. `alpha_red_factor_min = alpha_red_factor`
131/// already turns the interpolation off entirely, which is the escape
132/// hatch a caller needs; a second knob between "off" and "on" would be
133/// one more number with no population behind it.
134const ALPHA_INTERP_MIN_TRIALS: i32 = 6;
135
136/// Outcome of the backtracking line search. Mirrors the booleans
137/// upstream returns through `accept_` plus the `tiny_step_flag` on
138/// `IpoptData`.
139#[derive(Debug, Clone, Copy, PartialEq, Eq)]
140pub enum Outcome {
141 /// Trial point accepted at the recorded `alpha`.
142 Accepted,
143 /// `alpha` fell below `alpha_min_frac` × current α₀ ⇒ tiny step.
144 /// Caller maps to `STEP_BECOMES_TINY` in upstream's exception flow.
145 TinyStep,
146 /// All α reductions rejected; the caller hands off to restoration.
147 Failed,
148 /// The shared wall/CPU-time deadline was crossed mid-search
149 /// (pounce#242). The caller terminates the solve with the
150 /// corresponding time-limit status, returning the current best
151 /// iterate (`data.curr`, left untouched — no trial was promoted).
152 Deadline,
153}
154
155/// Policy for the step length applied to the equality multipliers
156/// `y_c`, `y_d`. Mirrors upstream's `alpha_for_y` option (subset of
157/// the upstream enum — pounce only ports the variants that the
158/// Mehrotra cascade and default code paths exercise).
159#[derive(Debug, Clone, Copy, PartialEq, Eq)]
160pub enum AlphaForY {
161 /// Use the primal step length (upstream default).
162 Primal,
163 /// Use the dual step length. Selected by the Mehrotra cascade
164 /// (`alpha_for_y=bound-mult`).
165 BoundMult,
166 /// Always take a full step on the equality multipliers.
167 Full,
168 /// Use the minimum of the primal and dual step lengths.
169 Min,
170 /// Use the maximum of the primal and dual step lengths.
171 Max,
172 /// Use the arithmetic mean of the primal and dual step lengths.
173 Average,
174}
175
176impl AlphaForY {
177 /// Compute the actual step length for `y_c`, `y_d` given the
178 /// already-selected primal and dual step lengths.
179 pub fn alpha_y(self, alpha_primal: Number, alpha_dual: Number) -> Number {
180 match self {
181 AlphaForY::Primal => alpha_primal,
182 AlphaForY::BoundMult => alpha_dual,
183 AlphaForY::Full => 1.0,
184 AlphaForY::Min => alpha_primal.min(alpha_dual),
185 AlphaForY::Max => alpha_primal.max(alpha_dual),
186 AlphaForY::Average => 0.5 * (alpha_primal + alpha_dual),
187 }
188 }
189}
190
191pub struct BacktrackingLineSearch {
192 pub acceptor: Box<dyn BacktrackingLsAcceptor>,
193 pub alpha_red_factor: Number,
194 /// `alpha_red_factor_min` — the *floor* on one backtracking
195 /// reduction, which is what turns the fixed geometric sequence into
196 /// a safeguarded interpolation (gh#818). See
197 /// [`BacktrackingLineSearch::next_alpha`]. Setting it equal to
198 /// `alpha_red_factor` collapses the clamp and restores the plain
199 /// `alpha *= alpha_red_factor` sequence.
200 ///
201 /// The `0.05` here is the *direct-construction* default (tests and
202 /// drivers that assemble a line search by hand).
203 /// `AlgorithmBuilder::build` overwrites it from
204 /// `LineSearchOptions::alpha_red_factor_min`, which resolves to
205 /// `0.05` under `limited-memory` and to `alpha_red_factor` — i.e.
206 /// off — under an exact Hessian; that field's doc carries the
207 /// measurement behind the split.
208 pub alpha_red_factor_min: Number,
209 pub max_soc: i32,
210 /// Threshold for the SOC outer-loop convergence test
211 /// `theta_trial <= kappa_soc * theta_soc_old`. Mirrors upstream's
212 /// `kappa_soc` (default 0.99).
213 pub kappa_soc: Number,
214 /// SOC RHS variant. `0` = upstream default ("old"), `1` = scaled
215 /// gradient-block variant. Both correspond to upstream's
216 /// `soc_method` option.
217 pub soc_method: i32,
218 /// Number of consecutive shortened iterations before the watchdog
219 /// procedure activates. Disabled when `<= 0`. Mirrors upstream's
220 /// `watchdog_shortened_iter_trigger` (default 10).
221 pub watchdog_shortened_iter_trigger: i32,
222 /// Maximum number of outer iterations the watchdog will accept
223 /// non-decreasing trial points before reverting to the snapshot.
224 /// Mirrors upstream's `watchdog_trial_iter_max` (default 3).
225 pub watchdog_trial_iter_max: i32,
226 /// Lower bound on α; below this we declare a tiny step (mirrors
227 /// `alpha_min_frac` flow, `IpBacktrackingLineSearch.cpp:CalculateAlphaMin`).
228 pub alpha_min: Number,
229 /// Maximum trial-iteration cap before declaring failure.
230 pub max_trials: i32,
231
232 // ---- Watchdog state (port of `IpBacktrackingLineSearch.{hpp,cpp}`'s
233 // `in_watchdog_`, `watchdog_iterate_`, `watchdog_delta_`,
234 // `watchdog_alpha_primal_test_`, `watchdog_trial_iter_`,
235 // `watchdog_shortened_iter_`, `last_mu_`).
236 //
237 // Watchdog mechanism: after `watchdog_shortened_iter_trigger`
238 // consecutive shortened (n_steps > 0) accepts, we snapshot the
239 // current iterate `(curr, delta, theta, phi, d_phi)` and enter
240 // watchdog mode. While in watchdog: the acceptor's reference
241 // values are FROZEN to the snapshot for up to
242 // `watchdog_trial_iter_max` outer iterations. Each iteration's
243 // alpha-loop runs against the frozen reference; if it accepts,
244 // watchdog terminates with success ("W"). If it rejects, we
245 // accept the last trial anyway (info char 'w') and let the next
246 // outer iteration try again. If `watchdog_trial_iter_max` outer
247 // iterations all reject, we revert to the snapshot and re-run
248 // the alpha-loop on the saved `delta` with `skip_first=true`.
249 /// True iff currently inside a watchdog window.
250 in_watchdog: bool,
251 /// Snapshot of the iterate at watchdog activation.
252 watchdog_iterate: Option<IteratesVector>,
253 /// Snapshot of the search direction at watchdog activation.
254 watchdog_delta: Option<IteratesVector>,
255 /// Number of outer iterations elapsed since watchdog activation.
256 watchdog_trial_iter: i32,
257 /// Number of consecutive shortened (n_steps > 0) accepts.
258 /// Reset on a full step (n_steps == 0), on mu change, on watchdog
259 /// success, and on watchdog stop-with-revert.
260 watchdog_shortened_iter: i32,
261 /// `mu` at the previous outer iteration. A change clears the
262 /// watchdog state (`IpBacktrackingLineSearch.cpp:259-270`).
263 last_mu: Number,
264 /// Frozen reference theta at watchdog activation.
265 watchdog_theta: Number,
266 /// Frozen reference phi at watchdog activation.
267 watchdog_phi: Number,
268 /// Frozen reference d_phi at watchdog activation.
269 watchdog_d_phi: Number,
270
271 // ---- Soft restoration phase (port of `IpBacktrackingLineSearch`'s
272 // `in_soft_resto_phase_`, `soft_resto_counter_`).
273 //
274 // When the regular filter line search fails, before handing off to
275 // the full (sub-NLP) restoration phase, the driver tries a single
276 // damped primal-dual step along the *same* search direction. The
277 // step is damped only by the fraction-to-the-boundary rule and is
278 // accepted if it either satisfies the original filter criterion
279 // ('S' — leave soft resto) or merely reduces the primal-dual KKT
280 // system error by `soft_resto_pderror_reduction_factor` ('s' —
281 // stay in soft resto). Subsequent outer iterations keep taking
282 // soft-resto steps until the original criterion is met, the step
283 // is rejected, or `max_soft_resto_iters` consecutive iterations
284 // elapse — any of which drops through to full restoration.
285 /// Required relative reduction in the primal-dual system error for
286 /// a soft-resto step to be accepted. `0` disables soft restoration.
287 /// Mirrors upstream `soft_resto_pderror_reduction_factor`
288 /// (default `1 - 1e-4`).
289 pub soft_resto_pderror_reduction_factor: Number,
290 /// Cap on consecutive soft-resto iterations before full
291 /// restoration is forced. Mirrors upstream `max_soft_resto_iters`
292 /// (default 10).
293 pub max_soft_resto_iters: i32,
294 /// True iff the driver is currently inside the soft-resto phase.
295 in_soft_resto_phase: bool,
296 /// Count of consecutive soft-resto iterations taken so far.
297 soft_resto_counter: i32,
298
299 /// `accept_every_trial_step` — when true, the alpha loop and filter
300 /// are bypassed: the FTB-truncated `alpha_init`/`alpha_dual` step
301 /// is set as the trial and accepted unconditionally. Mirrors
302 /// upstream's `IpBacktrackingLineSearch.cpp:accept_every_trial_step_`
303 /// short-circuit at the top of `FindAcceptableTrialPoint`.
304 pub accept_every_trial_step: bool,
305 /// `alpha_for_y` policy applied to the equality multipliers `y_c`,
306 /// `y_d` when constructing the trial iterate. See [`AlphaForY`].
307 pub alpha_for_y: AlphaForY,
308 /// `accept_after_max_steps` — once this many backtracking steps have
309 /// been taken in one line search, the trial point is accepted
310 /// without consulting the acceptor. `-1` (the default, and
311 /// upstream's) disables the escape hatch entirely, so the field is
312 /// inert unless a caller sets it.
313 ///
314 /// Port of `IpBacktrackingLineSearch.cpp:759-770`: upstream
315 /// evaluates the trial barrier objective and constraint violation
316 /// first (so an evaluation error still backtracks — the finiteness
317 /// check in the alpha loop is pounce's equivalent), tags the
318 /// iteration `MaxS`, and calls `Reset()` — leaving the soft
319 /// restoration phase and resetting the acceptor — before accepting.
320 ///
321 /// Like `accept_every_trial_step`, this drops the global
322 /// convergence guarantee: the accepted point satisfies neither the
323 /// filter nor the Armijo condition.
324 pub accept_after_max_steps: i32,
325}
326
327/// Internal alpha-loop outcome. The watchdog wrapper translates this
328/// into the public [`Outcome`] after applying its state machine.
329enum AlphaResult {
330 /// Trial accepted at `alpha_used` after `n_steps` reductions.
331 Accepted { n_steps: i32 },
332 /// α dropped below `alpha_min_eff` ⇒ tiny step. `last_alpha` is
333 /// the smallest α actually evaluated; `n_steps` is the number of
334 /// reductions performed.
335 TinyStep { n_steps: i32, last_alpha: Number },
336 /// `max_trials` exhausted without acceptance. The last attempted
337 /// trial iterate is left in `data.trial` so the watchdog
338 /// "accept-anyway" path can promote it.
339 ///
340 /// `evaluation_error` flags that the last attempted trial produced
341 /// a non-finite `theta_trial`/`phi_trial` — mirrors upstream's
342 /// `evaluation_error` tracked from `IpoptNLP::Eval_Error`
343 /// (`IpBacktrackingLineSearch.cpp:776-784`). The watchdog handler
344 /// must treat this as a forced StopWatchDog
345 /// (`IpBacktrackingLineSearch.cpp:493`) — accepting a non-finite
346 /// iterate via the 'w' branch propagates NaN/Inf into the next
347 /// outer iter (observed on PFIT3 iter 53: inf_pr=7.87e305 from a
348 /// 'w'-accepted trial; on PFIT4 iter 31: inf_pr=1.01e11).
349 Failed {
350 n_steps: i32,
351 last_alpha: Number,
352 evaluation_error: bool,
353 },
354 /// The shared wall/CPU-time deadline was crossed before a trial was
355 /// accepted (pounce#242). Propagated up as [`Outcome::Deadline`].
356 Deadline,
357}
358
359impl BacktrackingLineSearch {
360 pub fn new(acceptor: Box<dyn BacktrackingLsAcceptor>) -> Self {
361 Self {
362 acceptor,
363 alpha_red_factor: 0.5,
364 alpha_red_factor_min: 0.05,
365 max_soc: 4,
366 kappa_soc: 0.99,
367 soc_method: 0,
368 watchdog_shortened_iter_trigger: 10,
369 watchdog_trial_iter_max: 3,
370 alpha_min: 1e-12,
371 max_trials: 50,
372 in_watchdog: false,
373 watchdog_iterate: None,
374 watchdog_delta: None,
375 watchdog_trial_iter: 0,
376 watchdog_shortened_iter: 0,
377 last_mu: -1.0,
378 watchdog_theta: 0.0,
379 watchdog_phi: 0.0,
380 watchdog_d_phi: 0.0,
381 soft_resto_pderror_reduction_factor: 1.0 - 1e-4,
382 max_soft_resto_iters: 10,
383 in_soft_resto_phase: false,
384 soft_resto_counter: 0,
385 accept_every_trial_step: false,
386 alpha_for_y: AlphaForY::Primal,
387 accept_after_max_steps: -1,
388 }
389 }
390
391 /// Whether the line search is inside a watchdog trial sequence.
392 ///
393 /// While this is `true` the iterate in `data.curr` is **provisional**:
394 /// it was promoted through the `accept-anyway` branch of
395 /// [`Self::handle_watchdog_failure`] (info char `'w'`) despite the
396 /// acceptor *rejecting* it, the filter was deliberately not augmented,
397 /// and a snapshot of the pre-watchdog iterate and direction is held in
398 /// `watchdog_iterate` / `watchdog_delta`. Within
399 /// `watchdog_trial_iter_max` (default 3) further iterations the line
400 /// search either finds the gamble paid off or executes `StopWatchDog`
401 /// and reverts to that snapshot.
402 ///
403 /// The outer algorithm reads this so a *terminal* verdict is never
404 /// pronounced on a point the line search itself has already rejected
405 /// and is holding a replacement for — see the divergence guard in
406 /// [`crate::ipopt_alg::IpoptAlgorithm::iterate`].
407 pub(crate) fn in_watchdog(&self) -> bool {
408 self.in_watchdog
409 }
410
411 /// Test-only accessor for the shortened-iter counter.
412 #[cfg(test)]
413 pub(crate) fn watchdog_shortened_iter(&self) -> i32 {
414 self.watchdog_shortened_iter
415 }
416
417 pub fn acceptor(&self) -> &dyn BacktrackingLsAcceptor {
418 &*self.acceptor
419 }
420
421 pub fn acceptor_mut(&mut self) -> &mut dyn BacktrackingLsAcceptor {
422 &mut *self.acceptor
423 }
424
425 /// Reset the acceptor state at the start of a new outer iteration.
426 pub fn reset(&mut self) {
427 self.acceptor.reset();
428 }
429
430 /// Clear the globalization heuristics' cross-iteration counters
431 /// after the full restoration phase has *succeeded* — port of
432 /// `IpBacktrackingLineSearch.cpp:624-631`.
433 ///
434 /// Upstream calls `PerformRestoration()` from inside
435 /// `FindAcceptableTrialPoint`, so these four assignments sit
436 /// directly after it and the state is in scope. pounce hands the
437 /// restoration off to the caller (`IpoptAlgorithm::invoke_restoration`)
438 /// and returns `Outcome::Failed`, so the reset has to be driven from
439 /// there instead — see the `RestorationOutcome::Recovered` arm.
440 ///
441 /// Getting this wrong is not cosmetic. `watchdog_shortened_iter`
442 /// counts *consecutive* shortened steps, and the watchdog arms at
443 /// `watchdog_shortened_iter_trigger` (default 10). A restoration
444 /// episode is not a shortened step — it is a different point — so
445 /// carrying the count across one lets runs of shortened steps that
446 /// are separated by restoration accumulate as if they were
447 /// consecutive. On `steenbrf` that is exactly what happened: five
448 /// shortened steps before restoration plus five after reached the
449 /// trigger, the watchdog armed, spent its three trial iterations
450 /// and reverted to the pre-watchdog point, and the line search then
451 /// collapsed to alpha ~1e-08 with 20+ backtracks. That cycle
452 /// repeated 105 times and the solve hit `max_iter`; with the reset
453 /// in place the counter never reaches the trigger (upstream
454 /// Ipopt's longest run on this problem is 6) and the same
455 /// trajectory converges.
456 ///
457 /// `count_successive_shortened_steps_` (cpp:624) is not ported —
458 /// upstream reads it only under `expect_infeasible_problem_`
459 /// (cpp:798-804), which pounce does not implement.
460 pub fn reset_after_restoration(&mut self) {
461 self.in_soft_resto_phase = false;
462 self.soft_resto_counter = 0;
463 self.watchdog_shortened_iter = 0;
464 }
465
466 /// Public line-search entry point. Wraps the regular filter line
467 /// search ([`Self::run_filter_line_search`]) with the soft
468 /// restoration phase — port of the `in_soft_resto_phase_` state
469 /// machine in `IpBacktrackingLineSearch::FindAcceptableTrialPoint`
470 /// (`IpBacktrackingLineSearch.cpp:439-465` for the in-phase
471 /// continuation, `:528-556` for entering the phase).
472 ///
473 /// Outcomes:
474 /// - `Accepted`: a trial point is in `data.trial` — either a
475 /// regular filter/watchdog step or a soft-resto step (info char
476 /// 's' = stay in soft resto, 'S' = step also satisfies the
477 /// original filter so soft resto is left).
478 /// - `TinyStep` / `Failed`: neither the regular line search nor a
479 /// soft-resto step could make progress; the caller hands off to
480 /// the full restoration phase.
481 #[allow(clippy::too_many_arguments)]
482 pub fn find_acceptable_trial_point(
483 &mut self,
484 data: &IpoptDataHandle,
485 cq: &IpoptCqHandle,
486 delta: &IteratesVector,
487 alpha_init: Number,
488 alpha_dual: Number,
489 nlp: Option<&Rc<RefCell<dyn IpoptNlp>>>,
490 search_dir: Option<&mut PdSearchDirCalc>,
491 ) -> Outcome {
492 // ---- `accept_every_trial_step` short-circuit. Mirrors the
493 // unglobalized path at the top of
494 // `IpBacktrackingLineSearch::FindAcceptableTrialPoint` (when
495 // `accept_every_trial_step_` is true): no soft-resto, no
496 // watchdog, no alpha loop, no filter update — just take the
497 // FTB-truncated step (`alpha_init`, `alpha_dual` already
498 // include the fraction-to-the-boundary rule) and accept it
499 // unconditionally. Used by the Mehrotra cascade.
500 if self.accept_every_trial_step {
501 let curr = match data.borrow().curr.clone() {
502 Some(c) => c,
503 None => return Outcome::Failed,
504 };
505 let alpha_y = self.alpha_for_y.alpha_y(alpha_init, alpha_dual);
506 let trial_iv = scaled_step(&curr, delta, alpha_init, alpha_y, alpha_dual);
507 let mut d = data.borrow_mut();
508 d.set_trial(trial_iv);
509 d.info_alpha_primal = alpha_init;
510 d.info_alpha_dual = alpha_dual;
511 d.info_alpha_primal_char = ' ';
512 d.info_ls_count = 1;
513 return Outcome::Accepted;
514 }
515
516 // ---- Soft-resto continuation. Already inside the phase: bump
517 // the counter, bail to full restoration once it exceeds
518 // `max_soft_resto_iters`, otherwise take another damped
519 // primal-dual step along the caller's `delta`
520 // (`IpBacktrackingLineSearch.cpp:439-465`).
521 if self.in_soft_resto_phase {
522 self.soft_resto_counter += 1;
523 if self.soft_resto_counter > self.max_soft_resto_iters {
524 self.in_soft_resto_phase = false;
525 self.soft_resto_counter = 0;
526 return self.fail_to_restoration(data);
527 }
528 // Per-outer-iteration acceptor hook (no-op for the filter
529 // acceptor; the penalty acceptor caches its reference here).
530 self.acceptor.init_this_line_search(data, cq, delta);
531 return match self.try_soft_resto_step(data, cq, delta) {
532 Some(satisfies_original) => {
533 if satisfies_original {
534 self.in_soft_resto_phase = false;
535 self.soft_resto_counter = 0;
536 data.borrow_mut().info_alpha_primal_char = 'S';
537 } else {
538 data.borrow_mut().info_alpha_primal_char = 's';
539 }
540 Outcome::Accepted
541 }
542 None => {
543 self.in_soft_resto_phase = false;
544 self.soft_resto_counter = 0;
545 self.fail_to_restoration(data)
546 }
547 };
548 }
549
550 // ---- Regular filter line search (watchdog + alpha loop).
551 let outcome =
552 self.run_filter_line_search(data, cq, delta, alpha_init, alpha_dual, nlp, search_dir);
553 if outcome == Outcome::Accepted {
554 return Outcome::Accepted;
555 }
556 // Time budget crossed (pounce#242): the caller is stopping the
557 // solve, so skip the soft-restoration attempt and hand the
558 // terminal outcome straight back.
559 if outcome == Outcome::Deadline {
560 return Outcome::Deadline;
561 }
562
563 // ---- Regular line search failed. Before the (expensive) full
564 // restoration sub-NLP, try to *enter* the soft restoration
565 // phase with one damped primal-dual step
566 // (`IpBacktrackingLineSearch.cpp:528-556`). `prepare_resto_phase_start`
567 // augments the outer filter with the entry envelope — mirrors
568 // upstream's `acceptor_->PrepareRestoPhaseStart()` at line 537.
569 let reference_theta = cq.borrow().curr_constraint_violation();
570 let reference_barr = cq.borrow().curr_barrier_obj();
571 self.acceptor
572 .prepare_resto_phase_start(reference_theta, reference_barr);
573 match self.try_soft_resto_step(data, cq, delta) {
574 Some(satisfies_original) => {
575 if satisfies_original {
576 data.borrow_mut().info_alpha_primal_char = 'S';
577 } else {
578 self.in_soft_resto_phase = true;
579 self.soft_resto_counter = 0;
580 data.borrow_mut().info_alpha_primal_char = 's';
581 }
582 Outcome::Accepted
583 }
584 // Soft resto could not help — fall through to full
585 // restoration with the original failure outcome. The
586 // caller's `invoke_restoration` re-runs
587 // `prepare_resto_phase_start`; the duplicate filter
588 // augmentation is idempotent (same envelope).
589 None => outcome,
590 }
591 }
592
593 /// Stamp the info fields for a hand-off to the full restoration
594 /// phase and return `Outcome::Failed`. Used when the soft
595 /// restoration phase exhausts its iteration budget or its step is
596 /// rejected mid-phase.
597 fn fail_to_restoration(&self, data: &IpoptDataHandle) -> Outcome {
598 let mut d = data.borrow_mut();
599 d.trial = None;
600 d.info_alpha_primal = 0.0;
601 d.info_alpha_dual = 0.0;
602 d.info_alpha_primal_char = 'R';
603 d.info_ls_count = 0;
604 Outcome::Failed
605 }
606
607 /// Attempt a single damped primal-dual step for the soft
608 /// restoration phase — port of
609 /// `BacktrackingLineSearch::TrySoftRestoStep`
610 /// (`IpBacktrackingLineSearch.cpp:1112-1217`). The step along
611 /// `delta` is damped only by the fraction-to-the-boundary rule,
612 /// with an identical step length for primal and dual variables.
613 ///
614 /// Returns:
615 /// - `Some(true)` — trial accepted *and* it satisfies the
616 /// original filter criterion ⇒ caller leaves soft resto ('S').
617 /// - `Some(false)` — trial accepted only on the primal-dual error
618 /// reduction test ⇒ caller stays in soft resto ('s').
619 /// - `None` — trial rejected (or soft resto disabled / a
620 /// non-finite evaluation) ⇒ caller falls through to the full
621 /// restoration phase.
622 ///
623 /// On a `Some(_)` return the accepted trial is left in `data.trial`
624 /// and the numeric `info_*` fields are stamped; the caller stamps
625 /// `info_alpha_primal_char`.
626 fn try_soft_resto_step(
627 &mut self,
628 data: &IpoptDataHandle,
629 cq: &IpoptCqHandle,
630 delta: &IteratesVector,
631 ) -> Option<bool> {
632 // Soft restoration is disabled when the reduction factor is
633 // zero (`IpBacktrackingLineSearch.cpp:1124`).
634 if self.soft_resto_pderror_reduction_factor == 0.0 {
635 return None;
636 }
637 let curr = data.borrow().curr.clone()?;
638 let tau = data.borrow().curr_tau;
639
640 // Identical step length for primal and dual variables, damped
641 // only by the fraction-to-the-boundary rule
642 // (`IpBacktrackingLineSearch.cpp:1135-1140`).
643 let alpha = {
644 let cq_ref = cq.borrow();
645 cq_ref
646 .aff_step_alpha_primal_max(delta, tau)
647 .min(cq_ref.aff_step_alpha_dual_max(delta, tau))
648 };
649
650 // Soft-resto uses the same scalar α for primal, equality
651 // multipliers, and bound multipliers (per upstream).
652 let trial_iv = scaled_step(&curr, delta, alpha, alpha, alpha);
653 data.borrow_mut().set_trial(trial_iv);
654
655 let theta_trial = cq.borrow().trial_constraint_violation();
656 let phi_trial = cq.borrow().trial_barrier_obj();
657 if !theta_trial.is_finite() || !phi_trial.is_finite() {
658 // Upstream retries up to three times on `Eval_Error`; the
659 // step length is fixed, so a non-finite eval here is
660 // deterministic — treat it as a rejection.
661 return None;
662 }
663
664 let theta = cq.borrow().curr_constraint_violation();
665 let phi = cq.borrow().curr_barrier_obj();
666 let d_phi = self.compute_d_phi(cq, delta);
667
668 // First test: is the trial acceptable to the *original*
669 // backtracking globalization? Upstream
670 // `acceptor_->CheckAcceptabilityOfTrialPoint(0.)`.
671 if self
672 .acceptor
673 .check_trial_point(0.0, theta, phi, d_phi, theta_trial, phi_trial)
674 == AcceptDecision::Accept
675 {
676 let mut d = data.borrow_mut();
677 d.info_alpha_primal = alpha;
678 d.info_alpha_dual = alpha;
679 d.info_ls_count = 1;
680 return Some(true);
681 }
682
683 // Second test: sufficient reduction in the primal-dual KKT
684 // system error (`IpBacktrackingLineSearch.cpp:1184-1211`).
685 let mu = data.borrow().curr_mu;
686 let curr_pderror = cq.borrow().curr_primal_dual_system_error(mu);
687 let trial_pderror = cq.borrow().trial_primal_dual_system_error(mu);
688 if !trial_pderror.is_finite() {
689 return None;
690 }
691 if trial_pderror <= self.soft_resto_pderror_reduction_factor * curr_pderror {
692 let mut d = data.borrow_mut();
693 d.info_alpha_primal = alpha;
694 d.info_alpha_dual = alpha;
695 d.info_ls_count = 1;
696 return Some(false);
697 }
698 None
699 }
700
701 /// Drive the watchdog state machine + alpha-reduction loop.
702 /// Port of `IpBacktrackingLineSearch::FindAcceptableTrialPoint`
703 /// (`IpBacktrackingLineSearch.cpp:252-677`) restricted to the
704 /// regular (non-soft-resto) filter-acceptor, exact-Hessian path.
705 /// The soft restoration phase is layered on top by
706 /// [`Self::find_acceptable_trial_point`].
707 ///
708 /// Outcomes:
709 /// - `Accepted`: a trial point is in `data.trial`, info fields are
710 /// stamped. The watchdog state has been advanced (success → "W",
711 /// `accept-anyway` → 'w').
712 /// - `TinyStep`: α dropped below the dynamic alpha-min before any
713 /// trial was accepted. Caller hands off to restoration.
714 /// - `Failed`: alpha-loop exhausted AND watchdog could not rescue.
715 /// Caller hands off to restoration.
716 #[allow(clippy::too_many_arguments)]
717 fn run_filter_line_search(
718 &mut self,
719 data: &IpoptDataHandle,
720 cq: &IpoptCqHandle,
721 delta: &IteratesVector,
722 alpha_init: Number,
723 alpha_dual: Number,
724 nlp: Option<&Rc<RefCell<dyn IpoptNlp>>>,
725 search_dir: Option<&mut PdSearchDirCalc>,
726 ) -> Outcome {
727 // ---- Watchdog: detect mu change → reset state.
728 // Mirrors `IpBacktrackingLineSearch.cpp:259-270`.
729 let curr_mu = data.borrow().curr_mu;
730 if self.last_mu < 0.0 || self.last_mu != curr_mu {
731 self.in_watchdog = false;
732 self.watchdog_iterate = None;
733 self.watchdog_delta = None;
734 self.watchdog_shortened_iter = 0;
735 self.last_mu = curr_mu;
736 }
737
738 // ---- Watchdog: maybe wake up.
739 // Mirrors `IpBacktrackingLineSearch.cpp:376-380`.
740 if !self.in_watchdog
741 && self.watchdog_shortened_iter_trigger > 0
742 && self.watchdog_shortened_iter >= self.watchdog_shortened_iter_trigger
743 {
744 self.start_watchdog(data, cq, delta);
745 }
746
747 // Tell the acceptor how many constraint rows back `theta`'s
748 // 1-norm, so its `theta_max` reference can be floored in
749 // per-row rather than absolute units. Guarded inside the
750 // acceptor to be a no-op once `theta_max` has locked, so this
751 // only ever takes effect on the first line search of a solve.
752 self.acceptor
753 .set_theta_rows(cq.borrow().constraint_violation_rows() as Number);
754
755 // Per-outer-iteration acceptor hook.
756 self.acceptor.init_this_line_search(data, cq, delta);
757
758 // Decide reference (theta, phi, d_phi). Mirrors upstream's
759 // `FilterLSAcceptor::InitThisLineSearch(in_watchdog)` choice
760 // between `curr_*` and the saved `watchdog_*` snapshot.
761 let (theta, phi, d_phi) = if self.in_watchdog {
762 (self.watchdog_theta, self.watchdog_phi, self.watchdog_d_phi)
763 } else {
764 let theta = cq.borrow().curr_constraint_violation();
765 let phi = cq.borrow().curr_barrier_obj();
766 let d_phi = self.compute_d_phi(cq, delta);
767 (theta, phi, d_phi)
768 };
769
770 // Run the alpha-loop on the caller's `delta`.
771 let result = self.run_alpha_loop(
772 data, cq, delta, alpha_init, alpha_dual, nlp, search_dir, theta, phi, d_phi,
773 /*skip_first*/ false,
774 );
775
776 match result {
777 AlphaResult::Accepted { n_steps } => {
778 // Update the shortened-iter counter
779 // (`IpBacktrackingLineSearch.cpp:644-655`).
780 if n_steps == 0 {
781 self.watchdog_shortened_iter = 0;
782 } else {
783 self.watchdog_shortened_iter += 1;
784 }
785 if self.in_watchdog {
786 // Watchdog success — clear state, info char already
787 // stamped by the alpha loop's
788 // `update_for_next_iteration` call. Upstream also
789 // appends "W" to the info string here; pounce
790 // doesn't track an info string yet.
791 self.in_watchdog = false;
792 self.watchdog_iterate = None;
793 self.watchdog_delta = None;
794 self.watchdog_shortened_iter = 0;
795 }
796 Outcome::Accepted
797 }
798 AlphaResult::TinyStep {
799 n_steps,
800 last_alpha,
801 } => {
802 let mut d = data.borrow_mut();
803 d.trial = None;
804 d.info_alpha_primal = last_alpha;
805 d.info_alpha_dual = 0.0;
806 d.info_alpha_primal_char = 'R';
807 d.info_ls_count = n_steps + 1;
808 Outcome::TinyStep
809 }
810 AlphaResult::Failed {
811 n_steps,
812 last_alpha,
813 evaluation_error,
814 } => {
815 if self.in_watchdog {
816 self.handle_watchdog_failure(
817 data,
818 cq,
819 alpha_dual,
820 nlp,
821 n_steps,
822 last_alpha,
823 evaluation_error,
824 )
825 } else {
826 // Genuine failure → restoration.
827 let mut d = data.borrow_mut();
828 d.trial = None;
829 d.info_alpha_primal = last_alpha;
830 d.info_alpha_dual = 0.0;
831 d.info_alpha_primal_char = 'R';
832 d.info_ls_count = n_steps + 1;
833 Outcome::Failed
834 }
835 }
836 // Time budget crossed mid-loop (pounce#242) — terminal, and it
837 // pre-empts the watchdog: there is no point reverting to a
838 // snapshot when the caller is about to stop the solve.
839 AlphaResult::Deadline => Outcome::Deadline,
840 }
841 }
842
843 /// Snapshot the current `(curr, delta, theta, phi, d_phi)` and
844 /// activate the watchdog. Mirrors upstream
845 /// `IpBacktrackingLineSearch::StartWatchDog`
846 /// (`IpBacktrackingLineSearch.cpp:855-869`) plus
847 /// `IpFilterLSAcceptor::StartWatchDog`
848 /// (`IpFilterLSAcceptor.cpp:506-513`) — pounce stores the
849 /// frozen reference values directly on the driver because the
850 /// acceptor is stateless w.r.t. reference values (the driver
851 /// passes them per call).
852 fn start_watchdog(
853 &mut self,
854 data: &IpoptDataHandle,
855 cq: &IpoptCqHandle,
856 delta: &IteratesVector,
857 ) {
858 let curr = data.borrow().curr.clone();
859 let Some(curr) = curr else {
860 return;
861 };
862 self.in_watchdog = true;
863 self.watchdog_iterate = Some(curr);
864 self.watchdog_delta = Some(delta.clone());
865 self.watchdog_trial_iter = 0;
866 self.watchdog_theta = cq.borrow().curr_constraint_violation();
867 self.watchdog_phi = cq.borrow().curr_barrier_obj();
868 self.watchdog_d_phi = self.compute_d_phi(cq, delta);
869 }
870
871 /// Handle alpha-loop failure while in watchdog mode. Bumps
872 /// `watchdog_trial_iter`; if the cap is exceeded, reverts to the
873 /// snapshot (StopWatchDog) and re-runs the alpha-loop on the
874 /// saved `delta` with `skip_first=true`. Otherwise accepts the
875 /// current trial as 'w' and returns. Mirrors
876 /// `IpBacktrackingLineSearch.cpp:480-503` together with
877 /// `IpBacktrackingLineSearch.cpp:871-908`'s `StopWatchDog`.
878 fn handle_watchdog_failure(
879 &mut self,
880 data: &IpoptDataHandle,
881 cq: &IpoptCqHandle,
882 alpha_dual: Number,
883 nlp: Option<&Rc<RefCell<dyn IpoptNlp>>>,
884 n_steps: i32,
885 last_alpha: Number,
886 evaluation_error: bool,
887 ) -> Outcome {
888 self.watchdog_trial_iter += 1;
889 // Mirror upstream `IpBacktrackingLineSearch.cpp:493`:
890 // `if (evaluation_error || watchdog_trial_iter > max)` →
891 // StopWatchDog. A non-finite trial must NOT be promoted via
892 // the 'w' accept-anyway path; doing so propagates NaN/Inf
893 // into the next outer iter and the iterate is unrecoverable
894 // (observed on PFIT3, PFIT4).
895 if evaluation_error || self.watchdog_trial_iter > self.watchdog_trial_iter_max {
896 // StopWatchDog: revert curr to the snapshot, re-run on
897 // saved delta with `skip_first=true` (alpha starts at
898 // `alpha_init * alpha_red_factor`).
899 let snapshot_iter = self.watchdog_iterate.take();
900 let snapshot_delta = self.watchdog_delta.take();
901 self.in_watchdog = false;
902 self.watchdog_shortened_iter = 0;
903 let (Some(snap), Some(snap_delta)) = (snapshot_iter, snapshot_delta) else {
904 // Defensive — this should not happen if start_watchdog
905 // ran successfully. Fall through to genuine failure.
906 let mut d = data.borrow_mut();
907 d.trial = None;
908 d.info_alpha_primal = last_alpha;
909 d.info_alpha_dual = 0.0;
910 d.info_alpha_primal_char = 'R';
911 d.info_ls_count = n_steps + 1;
912 return Outcome::Failed;
913 };
914 {
915 let mut d = data.borrow_mut();
916 d.set_curr(snap);
917 }
918 let theta = cq.borrow().curr_constraint_violation();
919 let phi = cq.borrow().curr_barrier_obj();
920 let d_phi = self.compute_d_phi(cq, &snap_delta);
921 // Recompute the fraction-to-the-boundary caps from the
922 // *reverted* snapshot direction at the *reverted* iterate
923 // (`curr` was just set to `snap`). This mirrors upstream
924 // `IpBacktrackingLineSearch::FindAcceptableTrialPoint`, which
925 // recomputes `alpha_primal_max` / `alpha_dual_max` from
926 // `actual_delta_` after `StopWatchDog` has reverted it to the
927 // snapshot — the whole FindAcceptableTrialPoint body re-runs
928 // on the recovered direction, caps included.
929 //
930 // The failed direction's caps (the `alpha_init` / `alpha_dual`
931 // this method was handed, sized for the pre-revert iterate and
932 // the now-abandoned search direction) are NOT reused: applying
933 // them to `snap_delta` is wrong in both directions. If the
934 // failed cap is looser than the snapshot's FTB limit, the first
935 // retry trial overshoots the boundary — a negative slack /
936 // bound-multiplier, i.e. a non-finite barrier objective — and
937 // the loop wastes trials backtracking out of infeasibility; if
938 // tighter, it needlessly shortens a feasible step. Clamp by the
939 // full step `1.0` (the default `alpha_max`), matching the main
940 // path's `alpha_init.min(alpha_primal_max)` at
941 // `ipopt_alg.rs:1045`.
942 let tau = data.borrow().curr_tau;
943 let (alpha_primal_retry, alpha_dual_retry) = {
944 let cq_ref = cq.borrow();
945 (
946 1.0_f64.min(cq_ref.aff_step_alpha_primal_max(&snap_delta, tau)),
947 1.0_f64.min(cq_ref.aff_step_alpha_dual_max(&snap_delta, tau)),
948 )
949 };
950 // SOC is disabled on the StopWatchDog retry. The original
951 // `search_dir` was consumed by the first alpha-loop call
952 // and we want a plain backtracking pass over the saved
953 // delta; mirrors upstream's behavior of not running the
954 // soc_method on the recovered search (hence `search_dir =
955 // None` and `skip_first = true`, which starts the retry from
956 // `alpha_*_retry * alpha_red_factor`).
957 let result2 = self.run_alpha_loop(
958 data,
959 cq,
960 &snap_delta,
961 alpha_primal_retry,
962 alpha_dual_retry,
963 nlp,
964 None,
965 theta,
966 phi,
967 d_phi,
968 /*skip_first*/ true,
969 );
970 match result2 {
971 AlphaResult::Accepted { n_steps: ns2 } => {
972 if ns2 == 0 {
973 self.watchdog_shortened_iter = 0;
974 } else {
975 self.watchdog_shortened_iter += 1;
976 }
977 Outcome::Accepted
978 }
979 AlphaResult::TinyStep {
980 n_steps: ns2,
981 last_alpha: la2,
982 } => {
983 let mut d = data.borrow_mut();
984 d.trial = None;
985 d.info_alpha_primal = la2;
986 d.info_alpha_dual = 0.0;
987 d.info_alpha_primal_char = 'R';
988 d.info_ls_count = ns2 + 1;
989 Outcome::TinyStep
990 }
991 AlphaResult::Failed {
992 n_steps: ns2,
993 last_alpha: la2,
994 evaluation_error: _,
995 } => {
996 let mut d = data.borrow_mut();
997 d.trial = None;
998 d.info_alpha_primal = la2;
999 d.info_alpha_dual = 0.0;
1000 d.info_alpha_primal_char = 'R';
1001 d.info_ls_count = ns2 + 1;
1002 Outcome::Failed
1003 }
1004 // Deadline crossed during the StopWatchDog retry sweep
1005 // (pounce#242) — propagate the terminal outcome.
1006 AlphaResult::Deadline => Outcome::Deadline,
1007 }
1008 } else {
1009 // Accept the last attempted trial despite filter rejection
1010 // — `accept-anyway` watchdog branch
1011 // (`IpBacktrackingLineSearch.cpp:498-503`). The trial
1012 // iterate from the final α attempt is already in
1013 // `data.trial`. Crucially, we do NOT call
1014 // `update_for_next_iteration`, so the filter is NOT
1015 // augmented (matching upstream's char='w' branch at
1016 // line 833-836 which skips `UpdateForNextIteration`).
1017 let mut d = data.borrow_mut();
1018 d.info_alpha_primal = last_alpha;
1019 d.info_alpha_dual = alpha_dual;
1020 d.info_alpha_primal_char = 'w';
1021 d.info_ls_count = n_steps + 1;
1022 Outcome::Accepted
1023 }
1024 }
1025
1026 /// Inner alpha-reduction loop. Tries
1027 /// `alpha = alpha_init * alpha_red_factor^k` (or
1028 /// `alpha_red_factor^(k+1)` when `skip_first=true`) and consults
1029 /// the acceptor against the supplied reference `(theta, phi, d_phi)`.
1030 /// On accept stamps the info fields and calls
1031 /// `update_for_next_iteration`. On reject leaves the LAST trial in
1032 /// `data.trial` so the watchdog `accept-anyway` path can promote
1033 /// it.
1034 #[allow(clippy::too_many_arguments)]
1035 fn run_alpha_loop(
1036 &mut self,
1037 data: &IpoptDataHandle,
1038 cq: &IpoptCqHandle,
1039 delta: &IteratesVector,
1040 alpha_init: Number,
1041 alpha_dual: Number,
1042 nlp: Option<&Rc<RefCell<dyn IpoptNlp>>>,
1043 search_dir: Option<&mut PdSearchDirCalc>,
1044 theta: Number,
1045 phi: Number,
1046 d_phi: Number,
1047 skip_first: bool,
1048 ) -> AlphaResult {
1049 let curr = match data.borrow().curr.clone() {
1050 Some(c) => c,
1051 None => {
1052 return AlphaResult::Failed {
1053 n_steps: 0,
1054 last_alpha: 0.0,
1055 evaluation_error: false,
1056 };
1057 }
1058 };
1059
1060 let mut evaluation_error = false;
1061
1062 let mut soc_search_dir = search_dir;
1063 let (mut c_soc_buf, mut dms_soc_buf) =
1064 if soc_search_dir.is_some() && nlp.is_some() && self.max_soc > 0 && !skip_first {
1065 let cq_ref = cq.borrow();
1066 let curr_c = cq_ref.curr_c();
1067 let curr_dms = cq_ref.curr_d_minus_s();
1068 let mut c_soc = curr_c.make_new();
1069 c_soc.copy(&*curr_c);
1070 let mut dms_soc = curr_dms.make_new();
1071 dms_soc.copy(&*curr_dms);
1072 (Some(c_soc), Some(dms_soc))
1073 } else {
1074 (None, None)
1075 };
1076
1077 let mut alpha = if skip_first {
1078 alpha_init * self.alpha_red_factor
1079 } else {
1080 alpha_init
1081 };
1082 let mut last_alpha = alpha;
1083 let mut n_steps: i32 = 0;
1084 // Smallest step allowed before the loop bails. Upstream
1085 // `DoBacktrackingLineSearch` sets `alpha_min = alpha_primal_max`
1086 // (the FTB max step) while in the watchdog window, *bypassing*
1087 // the acceptor's `CalculateAlphaMin`
1088 // (`IpBacktrackingLineSearch.cpp:700-704`). Together with the
1089 // `|| n_steps == 0` loop guard (cpp:740) this guarantees the
1090 // single full-step watchdog trial always runs, is rejected, and
1091 // is then routed through the watchdog handler (accept-anyway 'w'
1092 // or `StopWatchDog` revert). If pounce instead applied the
1093 // acceptor floor here, a tiny FTB step under watchdog (e.g.
1094 // scon1dls iter 50, alpha ~6e-13 << acceptor min) would trip the
1095 // `alpha < alpha_min_eff` early-out below with zero trials and
1096 // return `TinyStep`, which `run_filter_line_search` hands back
1097 // directly — bypassing `handle_watchdog_failure`. The watchdog
1098 // would never revert, `curr` would stay at the diverged iterate,
1099 // and the solve would die with `ErrorInStepComputation` while
1100 // upstream IPOPT converges.
1101 let alpha_min_eff = if self.in_watchdog {
1102 alpha_init
1103 } else {
1104 let acceptor_alpha_min = self.acceptor.calc_alpha_min(d_phi, theta);
1105 self.alpha_min.max(acceptor_alpha_min)
1106 };
1107
1108 for trial in 0..self.max_trials {
1109 // Fine-grained time-budget gate (pounce#242): each trial
1110 // evaluates the constraints / barrier objective, which on a
1111 // large problem is not cheap, so honor the deadline at
1112 // per-trial granularity rather than letting a full backtracking
1113 // sweep run past it. Bail before staging another trial; no
1114 // trial is promoted, so `data.curr` stays the best iterate.
1115 if data
1116 .borrow()
1117 .deadline
1118 .as_ref()
1119 .is_some_and(|dl| dl.exceeded().is_some())
1120 {
1121 return AlphaResult::Deadline;
1122 }
1123 if alpha < alpha_min_eff {
1124 return AlphaResult::TinyStep {
1125 n_steps,
1126 last_alpha,
1127 };
1128 }
1129 last_alpha = alpha;
1130 n_steps = trial;
1131
1132 let alpha_y = self.alpha_for_y.alpha_y(alpha, alpha_dual);
1133 let trial_iv = scaled_step(&curr, delta, alpha, alpha_y, alpha_dual);
1134 data.borrow_mut().set_trial(trial_iv);
1135
1136 let theta_trial = cq.borrow().trial_constraint_violation();
1137 let phi_trial = cq.borrow().trial_barrier_obj();
1138 if !theta_trial.is_finite() || !phi_trial.is_finite() {
1139 // Mirror upstream `IpBacktrackingLineSearch.cpp:776-784`:
1140 // a non-finite eval is treated as `Eval_Error`, sets the
1141 // `evaluation_error` flag, and the alpha-loop continues
1142 // to backtrack. Under watchdog, upstream breaks out
1143 // immediately (line 791-794) so the watchdog handler
1144 // can force StopWatchDog via line 493.
1145 evaluation_error = true;
1146 if self.in_watchdog {
1147 return AlphaResult::Failed {
1148 n_steps: trial,
1149 last_alpha: alpha,
1150 evaluation_error: true,
1151 };
1152 }
1153 alpha *= self.alpha_red_factor;
1154 continue;
1155 }
1156
1157 // `accept_after_max_steps` (upstream
1158 // `IpBacktrackingLineSearch.cpp:759-770`): once this many
1159 // backtracking steps have been taken, take the point
1160 // whatever the acceptor thinks of it. Upstream evaluates
1161 // the trial objective/violation first so an evaluation
1162 // error still backtracks — that is the finiteness check
1163 // just above — then calls `Reset()` (leave soft resto,
1164 // reset the acceptor) and accepts. `-1` disables it, so a
1165 // solve that does not set the option never takes this
1166 // branch and the acceptor decides as before.
1167 let force_accept =
1168 self.accept_after_max_steps >= 0 && trial >= self.accept_after_max_steps;
1169 let decision = if force_accept {
1170 self.in_soft_resto_phase = false;
1171 self.soft_resto_counter = 0;
1172 self.acceptor.reset();
1173 AcceptDecision::Accept
1174 } else {
1175 self.acceptor
1176 .check_trial_point(alpha, theta, phi, d_phi, theta_trial, phi_trial)
1177 };
1178 if decision == AcceptDecision::Accept {
1179 let mode = self
1180 .acceptor
1181 .update_for_next_iteration(alpha, theta, phi, d_phi, phi_trial);
1182 if std::env::var_os("POUNCE_DBG_LS").is_some() {
1183 let d = data.borrow();
1184 tracing::debug!(target: "pounce::linesearch",
1185 "[PN_LS] iter={} mu={:.3e} alpha={:.3e} alpha_d={:.3e} mode={} theta={:.6e} theta_trial={:.6e} phi={:.6e} phi_trial={:.6e} n_steps={}",
1186 d.iter_count, d.curr_mu, alpha, alpha_dual, mode, theta, theta_trial, phi, phi_trial, trial
1187 );
1188 }
1189 let mut d = data.borrow_mut();
1190 d.info_alpha_primal = alpha;
1191 d.info_alpha_dual = alpha_dual;
1192 d.info_ls_count = trial + 1;
1193 d.info_alpha_primal_char = mode;
1194 return AlphaResult::Accepted { n_steps: trial };
1195 }
1196
1197 // Watchdog: under upstream `IpBacktrackingLineSearch.cpp:791-794`,
1198 // a failed trial inside the watchdog window breaks out of the
1199 // alpha-loop immediately — alpha is NOT reduced. The trial just
1200 // attempted (at the full `alpha_init`) is left in `data.trial`
1201 // so `handle_watchdog_failure` can promote it via the 'w'
1202 // accept-anyway branch. Without this break, pounce kept
1203 // reducing alpha under watchdog and accepted the same tiny
1204 // step that triggered watchdog activation in the first place,
1205 // leaving the iterate stalled (observed on HATFLDFLNE: iter 11
1206 // accepted α=1.22e-4 'h' instead of α=1.00 'w').
1207 if self.in_watchdog {
1208 return AlphaResult::Failed {
1209 n_steps: trial,
1210 last_alpha: alpha,
1211 evaluation_error,
1212 };
1213 }
1214
1215 // SOC: only on the first non-skipped trial when constraint
1216 // violation grew. Disabled when `skip_first=true` (no SOC
1217 // buffers were allocated). Also disabled under watchdog (the
1218 // `in_watchdog` break above pre-empts SOC, matching upstream
1219 // which gates SOC after the in_watchdog break).
1220 if trial == 0
1221 && !skip_first
1222 && self.max_soc > 0
1223 && theta <= theta_trial
1224 && c_soc_buf.is_some()
1225 && dms_soc_buf.is_some()
1226 {
1227 let alpha_test = alpha;
1228 let mut count_soc: i32 = 0;
1229 let mut theta_soc_old: Number = 0.0;
1230 let mut theta_trial_local = theta_trial;
1231 let mut alpha_primal_soc = alpha;
1232 let mut soc_accepted = false;
1233 while count_soc < self.max_soc
1234 && !soc_accepted
1235 && (count_soc == 0 || theta_trial_local <= self.kappa_soc * theta_soc_old)
1236 {
1237 theta_soc_old = theta_trial_local;
1238 {
1239 let cq_ref = cq.borrow();
1240 let trial_c = cq_ref.trial_c();
1241 let trial_dms = cq_ref.trial_d_minus_s();
1242 if let Some(c_soc) = c_soc_buf.as_mut() {
1243 c_soc.scal(alpha_primal_soc);
1244 c_soc.axpy(1.0, &*trial_c);
1245 }
1246 if let Some(dms_soc) = dms_soc_buf.as_mut() {
1247 dms_soc.scal(alpha_primal_soc);
1248 dms_soc.axpy(1.0, &*trial_dms);
1249 }
1250 }
1251 let delta_soc_opt = {
1252 let sd = soc_search_dir
1253 .as_deref_mut()
1254 .expect("SOC: search_dir is gated above");
1255 let nlp_ref = nlp.expect("SOC: nlp is gated above");
1256 let c_soc = c_soc_buf.as_deref().expect("SOC: c_soc_buf is gated above");
1257 let dms_soc = dms_soc_buf
1258 .as_deref()
1259 .expect("SOC: dms_soc_buf is gated above");
1260 sd.compute_soc_step(
1261 data,
1262 cq,
1263 nlp_ref,
1264 c_soc,
1265 dms_soc,
1266 alpha_primal_soc,
1267 self.soc_method,
1268 )
1269 };
1270 let Some(delta_soc) = delta_soc_opt else {
1271 break;
1272 };
1273 let tau = data.borrow().curr_tau;
1274 alpha_primal_soc = cq.borrow().aff_step_alpha_primal_max(&delta_soc, tau);
1275 // Upstream `IpFilterLSAcceptor.cpp` sets `actual_delta =
1276 // delta_soc` on an accepted SOC step: the *entire* step,
1277 // primal and dual, is replaced. The dual update therefore
1278 // uses the SOC step's own multiplier components — not the
1279 // original `delta` — and the dual fraction-to-boundary is
1280 // recomputed from `delta_soc`
1281 // (`IpBacktrackingLineSearch.cpp:639`). Applying `delta`'s
1282 // duals here left the accepted iterate with a primal from
1283 // `delta_soc` but duals from `delta`, diverging `inf_du`
1284 // from Ipopt on any `H`-flagged iteration (e.g. CRESC4).
1285 let alpha_dual_soc = cq.borrow().aff_step_alpha_dual_max(&delta_soc, tau);
1286 let mut trial_iv = curr.deep_copy();
1287 trial_iv.x.axpy(alpha_primal_soc, &*delta_soc.x);
1288 trial_iv.s.axpy(alpha_primal_soc, &*delta_soc.s);
1289 trial_iv.y_c.axpy(alpha_primal_soc, &*delta_soc.y_c);
1290 trial_iv.y_d.axpy(alpha_primal_soc, &*delta_soc.y_d);
1291 trial_iv.z_l.axpy(alpha_dual_soc, &*delta_soc.z_l);
1292 trial_iv.z_u.axpy(alpha_dual_soc, &*delta_soc.z_u);
1293 trial_iv.v_l.axpy(alpha_dual_soc, &*delta_soc.v_l);
1294 trial_iv.v_u.axpy(alpha_dual_soc, &*delta_soc.v_u);
1295 let trial_iv = trial_iv.freeze();
1296 data.borrow_mut().set_trial(trial_iv);
1297 let theta_soc = cq.borrow().trial_constraint_violation();
1298 let phi_soc = cq.borrow().trial_barrier_obj();
1299 if !theta_soc.is_finite() || !phi_soc.is_finite() {
1300 break;
1301 }
1302 let dec = self
1303 .acceptor
1304 .check_trial_point(alpha_test, theta, phi, d_phi, theta_soc, phi_soc);
1305 if dec == AcceptDecision::Accept {
1306 let mode = self
1307 .acceptor
1308 .update_for_next_iteration(alpha_test, theta, phi, d_phi, phi_soc);
1309 let mut d = data.borrow_mut();
1310 d.info_alpha_primal = alpha_primal_soc;
1311 d.info_alpha_dual = alpha_dual_soc;
1312 d.info_ls_count = trial + 1;
1313 d.info_alpha_primal_char = mode.to_ascii_uppercase();
1314 return AlphaResult::Accepted { n_steps: trial };
1315 }
1316 count_soc += 1;
1317 theta_trial_local = theta_soc;
1318 soc_accepted = false;
1319 }
1320 }
1321
1322 alpha = if trial < ALPHA_INTERP_MIN_TRIALS {
1323 // The fixed sequence gets the first `ALPHA_INTERP_MIN_TRIALS`
1324 // trials to itself; see that constant for why.
1325 alpha * self.alpha_red_factor
1326 } else {
1327 self.next_alpha(alpha, phi, d_phi, phi_trial)
1328 };
1329 }
1330
1331 AlphaResult::Failed {
1332 n_steps,
1333 last_alpha,
1334 evaluation_error,
1335 }
1336 }
1337
1338 /// The next backtracking trial step, given that `alpha` was
1339 /// rejected and `phi_trial = φ(alpha)` was measured there.
1340 ///
1341 /// Upstream reduces by a fixed factor, `alpha *= alpha_red_factor`
1342 /// (`IpBacktrackingLineSearch.cpp`), which walks down in halves and
1343 /// so needs `log₂(1/α*)` trial points to reach a step of size `α*`.
1344 /// That is cheap when the model is roughly right and ruinous when
1345 /// it is not: on gh#818's unconstrained ill-conditioned quadratic
1346 /// the limited-memory model understates the curvature along `d` by
1347 /// six orders of magnitude, the acceptable step is `α ≈ 4e-6`, and
1348 /// every iteration spends 19–20 trial points — each a full
1349 /// objective evaluation — walking there. Under `alpha_red_factor
1350 /// 0.2` (nine trials instead of twenty) the same solve goes from
1351 /// `Maximum_Iterations_Exceeded` at 2000 iterations to converged at
1352 /// 1099, which is the measurement that says the trial *sequence*,
1353 /// not the acceptance test, is what costs.
1354 ///
1355 /// So instead of a fixed factor, fit the quadratic through
1356 /// `(0, φ)`, `(0, φ')` and `(alpha, φ(alpha))` and jump to its
1357 /// minimizer — the textbook safeguarded backtracking step
1358 /// (Nocedal & Wright, *Numerical Optimization* §3.5;
1359 /// Dennis & Schnabel Alg. A6.3.1). This is a heuristic for *which*
1360 /// `alpha` to try next and nothing more: the acceptor still decides
1361 /// whether a trial is taken, so no step this method proposes can be
1362 /// accepted that the fixed-factor sequence would have rejected.
1363 ///
1364 /// Two safeguards keep it bounded, and they are what make the
1365 /// change safe rather than merely faster:
1366 ///
1367 /// * **Never slower than upstream.** The result is capped at
1368 /// `alpha_red_factor · alpha`, so the trial sequence still
1369 /// contracts at least as fast as the plain geometric one and the
1370 /// `alpha < alpha_min_eff` bail is still reached in a bounded
1371 /// number of trials.
1372 /// * **Never a collapse.** The result is floored at
1373 /// `alpha_red_factor_min · alpha` (default 0.05, i.e. at most a
1374 /// 20× reduction per trial), so one badly-shaped `φ` cannot drop
1375 /// `alpha` to noise in a single step and skip past an acceptable
1376 /// interval. The cap wins if a caller inverts the pair, so the
1377 /// two options can be set in either order without aborting the
1378 /// solve.
1379 ///
1380 /// Falls back to the fixed factor whenever the interpolation is not
1381 /// defined: a non-descent `d_phi` (the quadratic has no positive
1382 /// minimizer), a non-finite `phi_trial`, or a non-positive
1383 /// denominator (`φ(alpha)` below the tangent line, i.e. the fit is
1384 /// concave and its stationary point is a maximum).
1385 fn next_alpha(&self, alpha: Number, phi: Number, d_phi: Number, phi_trial: Number) -> Number {
1386 let fixed = alpha * self.alpha_red_factor;
1387 if !(d_phi < 0.0) || !phi_trial.is_finite() || !phi.is_finite() {
1388 return fixed;
1389 }
1390 // φ(α) ≈ φ + φ'·α + c·α², with c pinned by the measured
1391 // `phi_trial`; the minimizer is −φ'/(2c).
1392 let denom = 2.0 * (phi_trial - phi - d_phi * alpha);
1393 if !(denom > 0.0) {
1394 return fixed;
1395 }
1396 let alpha_q = -d_phi * alpha * alpha / denom;
1397 if !alpha_q.is_finite() {
1398 return fixed;
1399 }
1400 // `f64::clamp` panics when `min > max`, and nothing constrains
1401 // the two options against each other: the registry accepts
1402 // `alpha_red_factor` anywhere in (0, 1) while the limited-memory
1403 // default installs `alpha_red_factor_min = 0.05` regardless, so
1404 // a lone `alpha_red_factor 0.01` is enough to invert them. The
1405 // cap wins the tie, because "never slower than upstream" is the
1406 // safeguard that bounds the trial count and the floor is only
1407 // there to stop a collapse.
1408 let floor = (alpha * self.alpha_red_factor_min).min(fixed);
1409 alpha_q.clamp(floor, fixed)
1410 }
1411
1412 /// Directional derivative of the barrier objective along the step
1413 /// `delta`: `d_phi = ∇_x φ · dx + ∇_s φ · ds`.
1414 fn compute_d_phi(&self, cq: &IpoptCqHandle, delta: &IteratesVector) -> Number {
1415 let cq_ref = cq.borrow();
1416 let g_x = cq_ref.curr_grad_barrier_obj_x();
1417 let g_s = cq_ref.curr_grad_barrier_obj_s();
1418 g_x.dot(&*delta.x) + g_s.dot(&*delta.s)
1419 }
1420}
1421
1422/// `out = curr + alpha * delta` for all eight components, returned as a
1423/// fresh `IteratesVector` with `Rc<dyn Vector>` slots. Mirrors
1424/// `IpoptData::SetTrialBoundMultipliersFromStep` + the primal step
1425/// path in upstream — both share the same scalar α here because
1426/// fraction-to-the-boundary truncation has already been folded into
1427/// `alpha_init` upstream.
1428fn scaled_step(
1429 curr: &IteratesVector,
1430 delta: &IteratesVector,
1431 alpha_primal: Number,
1432 alpha_y: Number,
1433 alpha_dual: Number,
1434) -> IteratesVector {
1435 let mut out = curr.make_new_zeroed();
1436 out.add_one_vector(1.0, curr, 0.0); // out = curr
1437 out.x.axpy(alpha_primal, &*delta.x);
1438 out.s.axpy(alpha_primal, &*delta.s);
1439 out.y_c.axpy(alpha_y, &*delta.y_c);
1440 out.y_d.axpy(alpha_y, &*delta.y_d);
1441 out.z_l.axpy(alpha_dual, &*delta.z_l);
1442 out.z_u.axpy(alpha_dual, &*delta.z_u);
1443 out.v_l.axpy(alpha_dual, &*delta.v_l);
1444 out.v_u.axpy(alpha_dual, &*delta.v_u);
1445 out.freeze()
1446}
1447
1448#[cfg(test)]
1449mod tests {
1450 use super::*;
1451 use crate::ipopt_cq::IpoptCalculatedQuantities;
1452 use crate::ipopt_data::IpoptData;
1453 use crate::ipopt_nlp::Nlp;
1454 use crate::iterates_vector::IteratesVector;
1455 use crate::line_search::filter_acceptor::FilterLsAcceptor;
1456 use pounce_common::types::Index;
1457 use pounce_linalg::dense_vector::{DenseVector, DenseVectorSpace};
1458 use pounce_linalg::expansion_matrix::{ExpansionMatrix, ExpansionMatrixSpace};
1459 use pounce_linalg::{Matrix, SymMatrix, Vector};
1460 use std::rc::Rc;
1461
1462 fn dense(n: i32, vals: &[Number]) -> Rc<dyn Vector> {
1463 let mut v = DenseVectorSpace::new(n).make_new_dense();
1464 v.set(0.0);
1465 if !vals.is_empty() {
1466 v.values_mut().copy_from_slice(vals);
1467 }
1468 Rc::new(v)
1469 }
1470
1471 fn dvec(vals: &[Number]) -> DenseVector {
1472 let mut v = DenseVectorSpace::new(vals.len() as Index).make_new_dense();
1473 v.set(0.0);
1474 if !vals.is_empty() {
1475 v.values_mut().copy_from_slice(vals);
1476 }
1477 v
1478 }
1479
1480 /// Minimal NLP for the F4 watchdog test: one variable `x[0] >= 0`,
1481 /// no constraints. `f(x) = x[0]^2`. The only finite bound is the
1482 /// lower bound on `x[0]`, so the primal fraction-to-the-boundary cap
1483 /// is governed entirely by the `x[0]` slack.
1484 struct F4MockNlp {
1485 x_l: DenseVector,
1486 x_u: DenseVector,
1487 d_l: DenseVector,
1488 d_u: DenseVector,
1489 px_l: Rc<dyn Matrix>,
1490 px_u: Rc<dyn Matrix>,
1491 pd_l: Rc<dyn Matrix>,
1492 pd_u: Rc<dyn Matrix>,
1493 }
1494
1495 impl F4MockNlp {
1496 fn new() -> Self {
1497 Self {
1498 x_l: dvec(&[0.0]),
1499 x_u: dvec(&[]),
1500 d_l: dvec(&[]),
1501 d_u: dvec(&[]),
1502 // P_L lifts the single lower-bounded var (col 0) into x[0].
1503 px_l: Rc::new(ExpansionMatrix::new(ExpansionMatrixSpace::new(
1504 1,
1505 1,
1506 &[0],
1507 0,
1508 ))),
1509 px_u: Rc::new(ExpansionMatrix::new(ExpansionMatrixSpace::new(
1510 1,
1511 0,
1512 &[],
1513 0,
1514 ))),
1515 pd_l: Rc::new(ExpansionMatrix::new(ExpansionMatrixSpace::new(
1516 0,
1517 0,
1518 &[],
1519 0,
1520 ))),
1521 pd_u: Rc::new(ExpansionMatrix::new(ExpansionMatrixSpace::new(
1522 0,
1523 0,
1524 &[],
1525 0,
1526 ))),
1527 }
1528 }
1529 }
1530
1531 impl Nlp for F4MockNlp {
1532 fn n(&self) -> Index {
1533 1
1534 }
1535 fn m_eq(&self) -> Index {
1536 0
1537 }
1538 fn m_ineq(&self) -> Index {
1539 0
1540 }
1541 fn eval_f(&mut self, x: &dyn Vector) -> Number {
1542 let xx = x.as_any().downcast_ref::<DenseVector>().unwrap();
1543 xx.values()[0] * xx.values()[0]
1544 }
1545 fn eval_grad_f(&mut self, x: &dyn Vector, g: &mut dyn Vector) {
1546 let xx = x.as_any().downcast_ref::<DenseVector>().unwrap();
1547 let gg = g.as_any_mut().downcast_mut::<DenseVector>().unwrap();
1548 gg.values_mut()[0] = 2.0 * xx.values()[0];
1549 }
1550 fn eval_c(&mut self, _x: &dyn Vector, _c: &mut dyn Vector) {}
1551 fn eval_d(&mut self, _x: &dyn Vector, _d: &mut dyn Vector) {}
1552 fn eval_jac_c(&mut self, _x: &dyn Vector) -> Rc<dyn Matrix> {
1553 unimplemented!("no equality constraints in the F4 watchdog fixture")
1554 }
1555 fn eval_jac_d(&mut self, _x: &dyn Vector) -> Rc<dyn Matrix> {
1556 unimplemented!("no inequality constraints in the F4 watchdog fixture")
1557 }
1558 fn eval_h(
1559 &mut self,
1560 _x: &dyn Vector,
1561 _obj_factor: Number,
1562 _y_c: &dyn Vector,
1563 _y_d: &dyn Vector,
1564 ) -> Rc<dyn SymMatrix> {
1565 unimplemented!("Hessian not exercised by the line search")
1566 }
1567 }
1568
1569 impl IpoptNlp for F4MockNlp {
1570 fn x_l(&self) -> &dyn Vector {
1571 &self.x_l
1572 }
1573 fn x_u(&self) -> &dyn Vector {
1574 &self.x_u
1575 }
1576 fn d_l(&self) -> &dyn Vector {
1577 &self.d_l
1578 }
1579 fn d_u(&self) -> &dyn Vector {
1580 &self.d_u
1581 }
1582 fn px_l(&self) -> Rc<dyn Matrix> {
1583 self.px_l.clone()
1584 }
1585 fn px_u(&self) -> Rc<dyn Matrix> {
1586 self.px_u.clone()
1587 }
1588 fn pd_l(&self) -> Rc<dyn Matrix> {
1589 self.pd_l.clone()
1590 }
1591 fn pd_u(&self) -> Rc<dyn Matrix> {
1592 self.pd_u.clone()
1593 }
1594 }
1595
1596 /// Acceptor that accepts the first trial unconditionally and records
1597 /// the primal step it was offered — lets the test read back the
1598 /// alpha the StopWatchDog retry started from.
1599 struct RecordingAcceptor {
1600 first_alpha: Rc<RefCell<Option<Number>>>,
1601 }
1602
1603 impl BacktrackingLsAcceptor for RecordingAcceptor {
1604 fn reset(&mut self) {}
1605 fn check_trial_point(
1606 &mut self,
1607 alpha_primal: Number,
1608 _theta: Number,
1609 _phi: Number,
1610 _d_phi: Number,
1611 _theta_trial: Number,
1612 _phi_trial: Number,
1613 ) -> AcceptDecision {
1614 let mut slot = self.first_alpha.borrow_mut();
1615 if slot.is_none() {
1616 *slot = Some(alpha_primal);
1617 }
1618 AcceptDecision::Accept
1619 }
1620 }
1621
1622 fn empty() -> Rc<dyn Vector> {
1623 dense(0, &[])
1624 }
1625
1626 /// F4 (L7 reopen): on the StopWatchDog revert, the alpha-loop retry
1627 /// must restart from the fraction-to-the-boundary cap of the
1628 /// *snapshot* direction at the *reverted* iterate — NOT the failed
1629 /// direction's cap. Pre-fix `handle_watchdog_failure` reused
1630 /// `alpha_init` (the failed direction's cap); this test pins the
1631 /// retry's first trial alpha to the recomputed snapshot cap.
1632 #[test]
1633 fn stop_watchdog_retry_recomputes_ftb_cap_from_snapshot_direction() {
1634 let nlp: Rc<RefCell<dyn IpoptNlp>> = Rc::new(RefCell::new(F4MockNlp::new()));
1635 let data: IpoptDataHandle = Rc::new(RefCell::new(IpoptData::new()));
1636
1637 // Snapshot iterate: x = 2 (so the x[0] slack is 2), z_L = 0.5.
1638 let snap = IteratesVector::new(
1639 dense(1, &[2.0]),
1640 empty(),
1641 empty(),
1642 empty(),
1643 dense(1, &[0.5]),
1644 empty(),
1645 empty(),
1646 empty(),
1647 );
1648 {
1649 let mut d = data.borrow_mut();
1650 d.curr_mu = 0.1;
1651 d.curr_tau = 1.0;
1652 d.set_curr(snap.clone());
1653 }
1654 let cq: IpoptCqHandle = Rc::new(RefCell::new(IpoptCalculatedQuantities::new(
1655 data.clone(),
1656 nlp,
1657 )));
1658
1659 // Snapshot search direction: Δx = -4. At x = 2 with τ = 1 the
1660 // fraction-to-the-boundary cap is τ·s/|Δx| = 1·2/4 = 0.5.
1661 let snap_delta = IteratesVector::new(
1662 dense(1, &[-4.0]),
1663 empty(),
1664 empty(),
1665 empty(),
1666 dense(1, &[0.0]),
1667 empty(),
1668 empty(),
1669 empty(),
1670 );
1671
1672 let recorded = Rc::new(RefCell::new(None));
1673 let mut bls = BacktrackingLineSearch::new(Box::new(RecordingAcceptor {
1674 first_alpha: recorded.clone(),
1675 }));
1676
1677 // Arm the watchdog at the snapshot and put it one trial over the
1678 // cap, so the next failure triggers StopWatchDog (revert + retry).
1679 bls.in_watchdog = true;
1680 bls.watchdog_iterate = Some(snap.clone());
1681 bls.watchdog_delta = Some(snap_delta);
1682 bls.watchdog_trial_iter = bls.watchdog_trial_iter_max;
1683
1684 let outcome = bls.handle_watchdog_failure(
1685 &data, &cq, /*alpha_dual*/ 1.0, None, /*n_steps*/ 0, /*last_alpha*/ 1.0,
1686 /*evaluation_error*/ false,
1687 );
1688 assert_eq!(outcome, Outcome::Accepted);
1689
1690 // skip_first halves the recomputed cap: 0.5 × alpha_red_factor
1691 // (0.5) = 0.25. The failed direction's cap would differ.
1692 let a = recorded
1693 .borrow()
1694 .expect("acceptor must have seen at least one trial");
1695 assert!(
1696 (a - 0.25).abs() < 1e-12,
1697 "retry first alpha = {a}, expected 0.25 (snapshot FTB cap 0.5 × red 0.5)"
1698 );
1699 }
1700
1701 /// pounce#242: an already-crossed shared [`Deadline`] on `data` makes
1702 /// the alpha loop bail on its very first trial with `Outcome::Deadline`
1703 /// — before staging or evaluating any trial point — so the main loop
1704 /// can stop the solve at per-trial granularity while `data.curr`
1705 /// (untouched) remains the best iterate.
1706 #[test]
1707 fn deadline_short_circuits_the_alpha_loop() {
1708 let nlp: Rc<RefCell<dyn IpoptNlp>> = Rc::new(RefCell::new(F4MockNlp::new()));
1709 let data: IpoptDataHandle = Rc::new(RefCell::new(IpoptData::new()));
1710 let curr = IteratesVector::new(
1711 dense(1, &[2.0]),
1712 empty(),
1713 empty(),
1714 empty(),
1715 dense(1, &[0.5]),
1716 empty(),
1717 empty(),
1718 empty(),
1719 );
1720 {
1721 let mut d = data.borrow_mut();
1722 d.curr_mu = 0.1;
1723 d.curr_tau = 1.0;
1724 d.set_curr(curr.clone());
1725 // Zero wall budget — already crossed by the time the loop runs.
1726 d.deadline = Some(pounce_common::timing::Deadline::new(0.0, 1e6));
1727 }
1728 let cq: IpoptCqHandle = Rc::new(RefCell::new(IpoptCalculatedQuantities::new(
1729 data.clone(),
1730 nlp.clone(),
1731 )));
1732 let delta = IteratesVector::new(
1733 dense(1, &[-1.0]),
1734 empty(),
1735 empty(),
1736 empty(),
1737 dense(1, &[0.0]),
1738 empty(),
1739 empty(),
1740 empty(),
1741 );
1742 let mut bls = BacktrackingLineSearch::new(Box::new(FilterLsAcceptor::new()));
1743 let outcome = bls.find_acceptable_trial_point(
1744 &data,
1745 &cq,
1746 &delta,
1747 /*alpha_init*/ 1.0,
1748 /*alpha_dual*/ 1.0,
1749 Some(&nlp),
1750 None,
1751 );
1752 assert_eq!(outcome, Outcome::Deadline);
1753 // No trial was staged/promoted — curr is still the best iterate.
1754 assert!(data.borrow().trial.is_none());
1755 }
1756
1757 fn iv_from(x: &[Number], s: &[Number]) -> IteratesVector {
1758 IteratesVector::new(
1759 dense(x.len() as i32, x),
1760 dense(s.len() as i32, s),
1761 dense(0, &[]),
1762 dense(0, &[]),
1763 dense(0, &[]),
1764 dense(0, &[]),
1765 dense(0, &[]),
1766 dense(0, &[]),
1767 )
1768 }
1769
1770 #[test]
1771 fn driver_constructs_with_defaults() {
1772 let bls = BacktrackingLineSearch::new(Box::new(FilterLsAcceptor::new()));
1773 assert_eq!(bls.alpha_red_factor, 0.5);
1774 assert_eq!(bls.alpha_red_factor_min, 0.05);
1775 assert_eq!(bls.max_soc, 4);
1776 }
1777
1778 #[test]
1779 fn scaled_step_writes_curr_plus_alpha_delta() {
1780 // curr.x = (0,0), delta.x = (1,1) → at alpha=0.5, trial.x = (0.5, 0.5).
1781 let curr = iv_from(&[0.0, 0.0], &[0.0]);
1782 let delta = iv_from(&[1.0, 1.0], &[2.0]);
1783 let trial = scaled_step(&curr, &delta, 0.5, 0.5, 0.5);
1784 let xv = trial
1785 .x
1786 .as_any()
1787 .downcast_ref::<pounce_linalg::dense_vector::DenseVector>()
1788 .unwrap()
1789 .values()
1790 .to_vec();
1791 assert_eq!(xv, vec![0.5, 0.5]);
1792 let sv = trial
1793 .s
1794 .as_any()
1795 .downcast_ref::<pounce_linalg::dense_vector::DenseVector>()
1796 .unwrap()
1797 .values()
1798 .to_vec();
1799 assert_eq!(sv, vec![1.0]); // 0.0 + 0.5 * 2.0
1800 }
1801
1802 #[test]
1803 fn outcome_variants_are_distinct() {
1804 assert_ne!(Outcome::Accepted, Outcome::Failed);
1805 assert_ne!(Outcome::Accepted, Outcome::TinyStep);
1806 assert_ne!(Outcome::Failed, Outcome::TinyStep);
1807 }
1808
1809 #[test]
1810 fn watchdog_state_starts_inactive() {
1811 // Mirror upstream `IpBacktrackingLineSearch::InitializeImpl`
1812 // (`IpBacktrackingLineSearch.cpp:240-249`): the watchdog is
1813 // inactive at construction and `last_mu_` is initialised to
1814 // a sentinel `-1` so the first iteration's mu always
1815 // triggers the reset branch (which is harmless when the
1816 // watchdog was never armed).
1817 let bls = BacktrackingLineSearch::new(Box::new(FilterLsAcceptor::new()));
1818 assert!(!bls.in_watchdog());
1819 assert_eq!(bls.watchdog_shortened_iter(), 0);
1820 assert!(bls.last_mu < 0.0);
1821 assert_eq!(bls.watchdog_shortened_iter_trigger, 10);
1822 assert_eq!(bls.watchdog_trial_iter_max, 3);
1823 }
1824
1825 #[test]
1826 fn restoration_resets_the_shortened_iter_counter() {
1827 // Port check for `IpBacktrackingLineSearch.cpp:624-631`. The
1828 // shortened-iter counter is a *consecutive* count, so a
1829 // restoration episode has to zero it — otherwise runs of
1830 // shortened steps on either side of one restoration add up and
1831 // arm the watchdog where upstream would not.
1832 //
1833 // The numbers here are steenbrf's (gh #524): five shortened
1834 // steps, restoration, five more. Without the reset that is 10 —
1835 // exactly `watchdog_shortened_iter_trigger` — and the watchdog
1836 // arms, burns its three trial iterations, reverts, and the line
1837 // search collapses to alpha ~1e-08. With it the counter tops
1838 // out at 5 and the solve converges.
1839 let mut bls = BacktrackingLineSearch::new(Box::new(FilterLsAcceptor::new()));
1840 bls.watchdog_shortened_iter = 5;
1841 bls.in_soft_resto_phase = true;
1842 bls.soft_resto_counter = 4;
1843
1844 bls.reset_after_restoration();
1845
1846 assert_eq!(bls.watchdog_shortened_iter, 0);
1847 assert!(!bls.in_soft_resto_phase);
1848 assert_eq!(bls.soft_resto_counter, 0);
1849
1850 // Five more shortened steps after the restoration stay clear of
1851 // the trigger, which is the whole point.
1852 bls.watchdog_shortened_iter += 5;
1853 assert!(bls.watchdog_shortened_iter < bls.watchdog_shortened_iter_trigger);
1854 }
1855
1856 #[test]
1857 fn alpha_result_failed_carries_n_steps_and_last_alpha() {
1858 // Sanity check on the internal AlphaResult enum: the watchdog
1859 // wrapper relies on `Failed { n_steps, last_alpha }` to stamp
1860 // the info-* fields when handing off to restoration.
1861 let r = AlphaResult::Failed {
1862 n_steps: 7,
1863 last_alpha: 1e-6,
1864 evaluation_error: false,
1865 };
1866 match r {
1867 AlphaResult::Failed {
1868 n_steps,
1869 last_alpha,
1870 evaluation_error,
1871 } => {
1872 assert_eq!(n_steps, 7);
1873 assert!((last_alpha - 1e-6).abs() < 1e-20);
1874 assert!(!evaluation_error);
1875 }
1876 _ => unreachable!(),
1877 }
1878 }
1879
1880 // ---------------------------------------------------- gh#818: next_alpha
1881
1882 fn ls_for_next_alpha(red: Number, red_min: Number) -> BacktrackingLineSearch {
1883 let mut bls = BacktrackingLineSearch::new(Box::new(FilterLsAcceptor::default()));
1884 bls.alpha_red_factor = red;
1885 bls.alpha_red_factor_min = red_min;
1886 bls
1887 }
1888
1889 /// The interpolated step is what the model says, when the model is
1890 /// inside the safeguards. `φ(α) = 1 − α + 50α²` has `φ(0) = 1`,
1891 /// `φ'(0) = −1` and minimizer `1/100`; at the rejected `α = 1`,
1892 /// `φ(1) = 50`, so the fit is exact and `next_alpha` must return
1893 /// `0.01` — a 100× reduction the fixed factor would have needed
1894 /// seven halvings to reach.
1895 #[test]
1896 fn next_alpha_jumps_to_the_interpolated_minimizer() {
1897 let bls = ls_for_next_alpha(0.5, 1e-4);
1898 let a = bls.next_alpha(1.0, 1.0, -1.0, 50.0);
1899 assert!((a - 0.01).abs() < 1e-12, "got {a}");
1900 }
1901
1902 /// Never slower than upstream: the result is capped at
1903 /// `alpha_red_factor · alpha`, so a `φ` whose minimizer sits above
1904 /// the fixed step still contracts at the fixed rate. Without this
1905 /// cap the `alpha < alpha_min_eff` bail could be pushed arbitrarily
1906 /// far out, turning a bounded backtracking sweep into
1907 /// `max_trials` evaluations.
1908 #[test]
1909 fn next_alpha_is_never_slower_than_the_fixed_factor() {
1910 let bls = ls_for_next_alpha(0.5, 1e-4);
1911 // φ(1) barely above the tangent line ⇒ interpolated minimizer
1912 // near 1, far above 0.5.
1913 let a = bls.next_alpha(1.0, 1.0, -1.0, 0.001);
1914 assert_eq!(a, 0.5, "must clamp up to alpha_red_factor * alpha");
1915 }
1916
1917 /// Never a collapse: floored at `alpha_red_factor_min · alpha`, so
1918 /// one badly-shaped `φ` cannot drop α to noise in a single trial and
1919 /// step over an acceptable interval.
1920 #[test]
1921 fn next_alpha_is_floored_by_alpha_red_factor_min() {
1922 let bls = ls_for_next_alpha(0.5, 0.05);
1923 // Minimizer at 1e-6; the floor holds it at 0.05.
1924 let a = bls.next_alpha(1.0, 1.0, -1.0, 5e5);
1925 assert!((a - 0.05).abs() < 1e-15, "got {a}");
1926 }
1927
1928 /// `alpha_red_factor_min == alpha_red_factor` collapses the clamp,
1929 /// which is the documented way to restore upstream's fixed
1930 /// geometric sequence — and the default the builder installs on the
1931 /// exact-Hessian path.
1932 #[test]
1933 fn next_alpha_degenerates_to_the_fixed_factor_when_the_clamp_is_closed() {
1934 let bls = ls_for_next_alpha(0.5, 0.5);
1935 for phi_trial in [0.001, 2.0, 50.0, 5e5] {
1936 assert_eq!(bls.next_alpha(1.0, 1.0, -1.0, phi_trial), 0.5);
1937 }
1938 }
1939
1940 /// The two safeguards can be set in either order, and an inverted
1941 /// pair must not take the process down. `f64::clamp` panics on
1942 /// `min > max`, and the pair inverts on one legal option: the
1943 /// limited-memory default installs `alpha_red_factor_min = 0.05`
1944 /// while the registry accepts `alpha_red_factor` anywhere in
1945 /// (0, 1), so `alpha_red_factor 0.01` alone used to abort the solve
1946 /// mid-iteration (measured on `deb7` at iteration 16). The cap wins
1947 /// the tie, which also collapses the clamp — an inverted pair gets
1948 /// upstream's fixed sequence, the same thing a closed clamp gives.
1949 #[test]
1950 fn next_alpha_survives_an_inverted_safeguard_pair() {
1951 // Floor above the cap, both legal on their own.
1952 let bls = ls_for_next_alpha(0.01, 0.05);
1953 for phi_trial in [0.001, 2.0, 50.0, 5e5] {
1954 let a = bls.next_alpha(1.0, 1.0, -1.0, phi_trial);
1955 assert_eq!(a, 0.01, "inverted pair must fall back to the cap");
1956 }
1957 // And the same the other way about, where the clamp is ordinary.
1958 let bls = ls_for_next_alpha(0.5, 0.05);
1959 assert!((bls.next_alpha(1.0, 1.0, -1.0, 5e5) - 0.05).abs() < 1e-15);
1960 }
1961
1962 /// Every case in which the quadratic fit is not defined falls back
1963 /// to the fixed factor rather than producing a NaN, a negative step,
1964 /// or an increase. A NaN α here would be silent: the
1965 /// `alpha < alpha_min_eff` comparison is false for NaN, so the loop
1966 /// would keep staging trial points at a NaN step until `max_trials`.
1967 #[test]
1968 fn next_alpha_falls_back_on_every_undefined_fit() {
1969 let bls = ls_for_next_alpha(0.5, 0.05);
1970 // Non-descent direction: no positive minimizer.
1971 assert_eq!(bls.next_alpha(1.0, 1.0, 0.0, 2.0), 0.5);
1972 assert_eq!(bls.next_alpha(1.0, 1.0, 1.0, 2.0), 0.5);
1973 assert_eq!(bls.next_alpha(1.0, 1.0, Number::NAN, 2.0), 0.5);
1974 // Non-finite / non-finite-from φ.
1975 assert_eq!(bls.next_alpha(1.0, 1.0, -1.0, Number::INFINITY), 0.5);
1976 assert_eq!(bls.next_alpha(1.0, 1.0, -1.0, Number::NAN), 0.5);
1977 assert_eq!(bls.next_alpha(1.0, Number::NAN, -1.0, 2.0), 0.5);
1978 // φ(α) at or below the tangent line ⇒ denominator ≤ 0, the fit
1979 // is concave and its stationary point is a maximum. (The
1980 // acceptor rejected this α for a filter reason, not an Armijo
1981 // one, so it is reachable.)
1982 assert_eq!(bls.next_alpha(1.0, 1.0, -1.0, 0.0), 0.5);
1983 assert_eq!(bls.next_alpha(1.0, 1.0, -1.0, -5.0), 0.5);
1984 }
1985}