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@jkitchin jkitchin released this 23 Apr 14:30
· 597 commits to main since this release
v0.7.0
c36349e

[0.7.0] - 2026-04-23

First release where ripopt solves strictly more HS and more CUTEst
problems than native Ipopt (+2 HS, +1 CUTEst). The headline theme of
this cycle is closing the remaining behavioral gaps between ripopt and
Ipopt 3.14.x — most importantly the convergence semantics around the
bound multipliers z_L/z_U, the post-restoration multiplier reset,
the Mehrotra predictor-corrector, the KKT backward-error probe, and
the barrier-subproblem stop-test gate in Free-mode μ updates.

Breaking changes

  • **refactor(ipm)!: drop z_opt, align convergence with Ipopt's iterative-zsemantics** (e35407c). Previously ripopt kept a separatez_optreconstruction used only by the convergence test; now the iterativez_L/z_Uthemselves are the convergence vector, matching Ipopt'sPDFullSpaceSolversemantics. TheSolveDiagnostics::final_dual_inf_scaledfield has been removed — callers that consumed it should switch tofinal_dual_inf`. Bumped
    to a minor release for this reason.
  • SolveStatus::Acceptable was removed. Non-Optimal statuses now
    always surface honestly (MaxIterations, NumericalError,
    RestorationFailed, Infeasible). Consumers that treated
    Acceptable as success should audit their integration.

Added

  • ripopt-py: direct Python interface with JAX autodiff (b89f169,
    a9ba046). Exposes a persistent Problem class with dual warm start
    (Problem.solve(lam0=, z_l0=, z_u0=), b95e5b8), accepts Ipopt-style
    option aliases (mu_strategy, sb, bound_push, cyipopt-style
    names, 4779b37), and is now published on PyPI (e32b57b) alongside
    pyomo-ripopt (8cce31a).
  • NaN/Inf evaluation hardening and C API parity (66d77a1,
    42f4015). ripopt now matches Ipopt's behavior when user callbacks
    return NaN/Inf or signal failure: α-halving retry on post-step
    evaluation failure (2b5cb99), soft EvalError → NumericalError
    transition instead of hard abort (07cf37f), and structural parity
    with Ipopt's TNLP::eval_* error-handling contract.
  • NlpProblem::new_x flag for evaluation caching (d138a25). User
    code can now short-circuit repeated evaluations at the same
    iterate, matching Ipopt's new_x contract. Existing trait
    implementations compile unchanged (the parameter defaults to true
    on old code paths).
  • num-dual automatic-differentiation example (4aad98a) with a
    dedicated README section showing forward-mode AD through
    NlpProblem.
  • TSV direction-diff harness for step-by-step comparison against
    a reference solver trace (e11832f), with an extended trace schema
    (α_max, τ, Σ condition number, SOC-accepted, c6178d6).
  • GAMS nlpbench benchmark harness (eac674b). New gams/Makefile
    targets bench-smoke / bench-small / bench-medium / bench-large
    / bench-all drive the (vendored, gitignored) gams/nlpbench/
    test-set runner against both ripopt and ipopt and emit
    BENCHMARK_REPORT_<size>_<version>.md. Status returned by ripopt is
    mapped to nlpbench's signed-status convention so reports classify
    "locally optimal", "infeasible", and "iteration limit" correctly.
  • Adversary agent sweep (new adversary/runs/). First full run of
    the automated NLP correctness-testing harness: Rosen-Suzuki, HS13,
    Discrete Boundary Value (n ∈ {20, 200, 500, 1000, 2000, 5000}),
    parametric projection, Powell badly-scaled. Four PASS; HS13 filed as
    issue #19 (solver limitation on a known LICQ/MFCQ-degenerate problem).
  • Reference-gap roadmap (docs/REFERENCE_GAP_ROADMAP.md). ~700-line
    ripopt-vs-Ipopt and rmumps-vs-MUMPS gap analysis drafted with the
    ipopt-expert and mumps-expert agents, cataloging known deficiencies
    (D1-D10 for ripopt, (a)-(i) for rmumps), genuine advantages, and a
    ranked roadmap of 20 cross-cutting items (correctness-first).

Changed

  • Post-restoration multiplier reset matches Ipopt exactly (07dcdcc,
    20b51ce, af0bf09). The z_L/z_U reset after restoration now
    absorbs the correct contribution into the least-squares y
    re-solve, computed via Ipopt's exact augmented system. This was the
    source of several silent failures at the boundary between
    restoration and the main IPM.
  • Mehrotra predictor-corrector: removed the skip gate that
    previously disabled corrections on highly infeasible iterates
    (72bae01); fixed the cross-term in the primal RHS and the dz
    recovery step (9deaff4); split Mehrotra vs filter-LS RHS
    assembly so the corrector and the line-search share no hidden
    state (eeae3d5).
  • Ipopt barrier-subproblem stop-test gate in Free-mode μ updates
    (7f333de). μ no longer decreases until the current barrier
    subproblem passes Ipopt's stop test, preventing premature
    centering collapse on marginally feasible iterates.
  • Always verify KKT backward error; no IC-undoing iterative
    refinement     (66bce53). The n+m ≥ 100 shortcut in
    factor_with_inertia_correction is gone — every accepted
    factorization now runs the backward-error probe. Iterative
    refinement no longer tries to undo the inertia-correction
    perturbation; Ipopt treats IC as part of the linear system, and so
    does ripopt now.
  • Reject rank-deficient solutions with huge magnitude (3211838).
    When the solve produces a correction whose norm is inconsistent
    with the residual, the factorization is rejected and perturbation
    escalates, matching Ipopt's PDPerturbationHandler behavior.
  • Iterative refinement in custom-RHS and condensed solves
    (96329a2). Custom-RHS solves (used by sensitivity, SOC, and the
    condensed-KKT path) now run the same iterative-refinement loop as
    the primary solve.
  • Dropped element-wise NaN checks on grad_f and g (0ed77e1).
    Replaced with vector-norm finiteness checks, matching Ipopt.
  • Loqo μ-oracle monotone floor (02471aa). Re-applies the floor
    that prevents μ from increasing inside a barrier subproblem.

Fixed

  • Documentation: rustdoc intra-doc link warnings from [i] index
    brackets — escape as \[i\] to prevent rustdoc from parsing them
    as link references.
  • Benchmark runners: drop stale final_dual_inf_scaled references in
    the CUTEst runner (bc1fa21) and the HS native-ipopt runner
    (2780600).
  • CI: gate cat_a_probe example behind the cutest feature (2b293e2).
  • Two cyipopt-style spelling aliases were accepted on both the
    Python and Rust option paths (4779b37).
  • Preprocessing: skip redundancy detection on callback eval failure
    (ff9144e). detect_redundant_constraints previously panicked when
    the user's constraints() callback returned false at the synthetic
    probe point; it now bails out cleanly, leaves the original
    constraint set intact, and lets the IPM handle the eval failure
    through the normal α-halving path.
  • Julia binding: status-code constants align with RipoptReturnStatus
    (437bba0, 7733576). Ripopt.jl and the embedded C wrapper status
    enums had drifted from the Rust-side RipoptReturnStatus
    definitions; both are now regenerated from the canonical list so
    MOI.TerminationStatus reports the correct Ipopt-compatible code.
  • GAMS bridge: pass index_style to ripopt_create (61aa808).
    The GAMS bridge was calling ripopt_create without the new
    index_style argument, causing 1-based / 0-based indexing confusion
    on GAMS-formulated NLPs.
  • Dead code removed (6e91f55). LS-y helpers and unused imports
    pruned from src/ipm.rs, src/kkt.rs, and src/c_api.rs. No
    behavioral change.

Performance

Fresh benchmark results (2026-04-21 on Apple Mac Mini, aarch64-apple-darwin):

  • HS suite: ripopt 118/120 (98.3%), Ipopt 116/120 (96.7%).
    15.0× geometric-mean speedup on 116 commonly-solved, median 14.2×,
    ripopt faster on 113/116 (97%). ripopt-only solves: HS214, HS223.
    Ipopt-only solves: 0.
  • CUTEst suite: ripopt 562/727 (77.3%), Ipopt 561/727 (77.2%).
    9.9× geometric-mean speedup on 525 commonly-solved, median 18.9×,
    ripopt faster on 440/525 (84%). ripopt-only solves: 37;
    Ipopt-only solves: 36.
  • Electrolyte thermodynamics: ripopt 13/13, Ipopt 12/13. 17.5×
    geometric-mean speedup on 12 commonly-solved. Seawater speciation
    now takes 1,415 iterations (was 22 at v0.6.2) under the stricter
    v0.7.0 convergence semantics, but still solves where Ipopt declares
    Infeasible.
  • Grid (AC OPF): ripopt 3/4, Ipopt 4/4. Geometric-mean 2.8× on
    the 3 commonly-solved. See Notes below for the case30_ieee
    regression.

Notes

  • case30_ieee regression. At v0.7.0 ripopt reaches MaxIterations
    on PGLib-OPF case30_ieee, regressing from v0.6.2 which converged
    to a different local minimum (obj=8,609.66, 4.6% above the known
    optimum of 8,081.52, compared to Ipopt's 8,208.52 at 1.6% above).
    The regression is a side-effect of dropping the n+m ≥ 100
    shortcut in factor_with_inertia_correction (66bce53): the
    stricter backward-error probe now perturbs more aggressively on
    this rank-deficient AC-OPF Jacobian. The v0.6.2 "solve" was in
    fact converging to a different local optimum than Ipopt, so this
    is less of a correctness regression than a robustness regression;
    still, ripopt now solves one fewer grid problem than it did at
    v0.6.2. Tracked for a future patch.
  • Poisson 2.5K large-scale benchmark. The Poisson 2.5K problem
    exhausts max_iter under the v0.7.0 convergence semantics and
    causes make benchmark to hang if run to completion; the large-
    scale sweep is therefore reported for the 4 problems that finish
    quickly (Rosenbrock 500, Bratu 1K, SparseQP 1K, OptControl 2.5K).
    Historical v0.6.2 timings for the other large-scale problems
    remain in benchmarks/large_scale/large_scale_results.txt. Full
    sweep is gated on a separate investigation.
  • ripopt-py on PyPI as ripopt-py (direct JAX-backed interface)
    and pyomo-ripopt (Pyomo plugin). Workspace crates stay on
    semver: ripopt → 0.7.0, rmumps unchanged at 0.1.1.
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