Crate pounce_sensitivity 

Sensitivity analysis for POUNCE — port of upstream Ipopt’s contrib/sIPOPT/.

Status

Phases A–C complete. Wired today:

• schur_data::IndexSchurData + p_calculator::IndexPCalculator: row-selector representation of the perturbation matrix B.
• backsolver::DenseLuBacksolver + PdSensBacksolver: backsolves against the converged KKT factor (test / live IPM, respectively).
• schur_driver::DenseGenSchurDriver: dense Schur-complement factor S = -B K⁻¹ Bᵀ with parallel right-hand-side solves.
• step_calc::StdStepCalc + sens_app::SensApplication: high-level parametric_step(Δp, dx) and reduced_hessian::compute_reduced_hessian entry points.
• SensSolve / SensResult: one-call builder (covers the on_converged plumbing typically required to wire the above into an IpoptApplication).

Verified against upstream sIPOPT 3.14.19’s parametric_cpp golden output to 1e-8 (see tests/parametric_cpp.rs); the standalone pounce_sens AMPL driver in pounce-cli matches sensitivity_amplsolver’s _sens_sol output on representative .nl problems.

Phase D progress (per pounce#7):

• Fixed-variable lifting ✔ — pounce_sens handles n_x != n_full via the IpoptNlp::full_x_to_var_x / var_x_to_full_x / full_g_to_c_block trait methods (which delegate to BoundClassification.x_not_fixed_map / c_map).
• Reduced-Hessian eigendecomposition ✔ — pure-Rust cyclic Jacobi in eigen::symmetric_eigen; surfaced via SensApplication::compute_reduced_hessian_eigen, SensSolve::with_reduced_hessian_eigen, the pounce_sens --rh-eigendecomp flag, and the Python solve_with_sens(rh_eigendecomp=True) kwarg.
• sens_boundcheck bound projection ✔ (single-pass clamp) — boundcheck::clamp_step_to_bounds / boundcheck::clamp_with_nlp project the perturbed step onto [x_l, x_u] after the linear solve. Surfaced via SensSolve::with_boundcheck, pounce_sens --sens-boundcheck, and the Python solve_with_sens(sens_boundcheck=True) kwarg. Upstream’s iterative Schur refinement (re-factorize on each violation) is not ported — see boundcheck module docs.

Algorithmic reference

Pirnay, H., López-Negrete, R., and Biegler, L.T. (2012). Optimal sensitivity based on IPOPT. Mathematical Programming Computation, 4(4), 307–331. DOI: 10.1007/s12532-012-0043-2.

Verified 2026-05-14 via Crossref: title, authors (Hans Pirnay; Rodrigo López-Negrete; Lorenz T. Biegler), MPC volume 4 issue 4 pp 307–331.

Upstream source mirror

Port targets ref/Ipopt/contrib/sIPOPT/src/ in this repo (EPL-2.0, © Hans Pirnay 2009–2011 per the file headers). Each public item in this crate documents the upstream symbol it mirrors with file path and (where stable) line numbers.

Re-exports

pub use algorithm_backsolver::PdSensBacksolver;

pub use backsolver::DenseLuBacksolver;

pub use backsolver::SensBacksolver;

pub use convenience::SensResult;

pub use convenience::SensSolve;

pub use eigen::symmetric_eigen;

pub use p_calculator::IndexPCalculator;

pub use p_calculator::PCalculator;

pub use reduced_hessian::compute_reduced_hessian;

pub use schur_data::IndexSchurData;

pub use schur_data::SchurData;

pub use schur_driver::DenseGenSchurDriver;

pub use schur_driver::SchurDriver;

pub use sens_app::register_options;

pub use sens_app::SensApplication;

pub use sens_app::SensOptions;

pub use solver::ConvergedState;

pub use solver::Solver;

pub use solver::SolverError;

pub use step_calc::SensStepCalc;

pub use step_calc::StdStepCalc;

pub use step_calc::WithBacksolver;

Modules

algorithm_backsolver

PdSensBacksolver — SensBacksolver adapter over the converged PdFullSpaceSolver from pounce-algorithm.

backsolver

SensBacksolver trait — abstract backsolver against a converged KKT factor.

boundcheck

Single-pass bound clamping for the parametric sensitivity step.

convenience

High-level “solve, then run sensitivity” entry point for callers that don’t want to write the set_on_converged callback + PdSensBacksolver + IndexSchurData plumbing by hand.

eigen

Symmetric eigendecomposition for small dense matrices via the cyclic Jacobi rotation method.

p_calculator

PCalculator trait surface.

reduced_hessian

ReducedHessianCalculator — port of upstream SensReducedHessianCalculator.{hpp,cpp}.

schur_data

SchurData trait surface and the IndexSchurData flavor.

schur_driver

SchurDriver trait + DenseGenSchurDriver implementation.

sens_app

SensApplication — high-level entry point for sensitivity analysis.

solver

Solver — value-typed session API that holds an IpoptApplication, its TNLP, and the converged KKT factor between calls.

step_calc

SensStepCalc trait — orchestrates the sensitivity step computation.