ipax 0.1.1__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- ipax-0.1.1/.gitignore +52 -0
- ipax-0.1.1/AGENTS.md +268 -0
- ipax-0.1.1/CLAUDE.md +27 -0
- ipax-0.1.1/CONTRIBUTING.md +91 -0
- ipax-0.1.1/LICENSE +201 -0
- ipax-0.1.1/NOTICE +28 -0
- ipax-0.1.1/PKG-INFO +324 -0
- ipax-0.1.1/README.md +236 -0
- ipax-0.1.1/benchmarks/README.md +77 -0
- ipax-0.1.1/benchmarks/asv.conf.json +21 -0
- ipax-0.1.1/benchmarks/baselines/__init__.py +359 -0
- ipax-0.1.1/benchmarks/corpus/__init__.py +156 -0
- ipax-0.1.1/benchmarks/corpus/external.py +61 -0
- ipax-0.1.1/benchmarks/generators/__init__.py +44 -0
- ipax-0.1.1/benchmarks/harness/__init__.py +484 -0
- ipax-0.1.1/benchmarks/harness/plots.py +95 -0
- ipax-0.1.1/benchmarks/reports/.gitkeep +1 -0
- ipax-0.1.1/benchmarks/runners/bench_solve.py +45 -0
- ipax-0.1.1/benchmarks/runners/crosscheck.py +95 -0
- ipax-0.1.1/benchmarks/runners/micro/bench_kernels.py +18 -0
- ipax-0.1.1/benchmarks/runners/qc.py +135 -0
- ipax-0.1.1/benchmarks/runners/scaling.py +119 -0
- ipax-0.1.1/conftest.py +49 -0
- ipax-0.1.1/docs/architecture.md +55 -0
- ipax-0.1.1/docs/concepts/algorithm.md +65 -0
- ipax-0.1.1/docs/concepts/linalg.md +42 -0
- ipax-0.1.1/docs/concepts/problem.md +32 -0
- ipax-0.1.1/docs/contributing.md +25 -0
- ipax-0.1.1/docs/getting-started.md +58 -0
- ipax-0.1.1/docs/guide/backends.md +95 -0
- ipax-0.1.1/docs/guide/diagnostics.md +117 -0
- ipax-0.1.1/docs/guide/options.md +173 -0
- ipax-0.1.1/docs/guide/problems.md +200 -0
- ipax-0.1.1/docs/guide/results.md +127 -0
- ipax-0.1.1/docs/index.md +25 -0
- ipax-0.1.1/docs/reference.md +101 -0
- ipax-0.1.1/examples/README.md +40 -0
- ipax-0.1.1/examples/autodiff.py +107 -0
- ipax-0.1.1/examples/bound_and_inequality.py +57 -0
- ipax-0.1.1/examples/equality_constrained.py +55 -0
- ipax-0.1.1/examples/lbfgs_finite_diff.py +55 -0
- ipax-0.1.1/examples/matrix_free_krylov.py +76 -0
- ipax-0.1.1/examples/nonconvex_hs.py +42 -0
- ipax-0.1.1/examples/radiotherapy_sparse.py +127 -0
- ipax-0.1.1/examples/unconstrained_quadratic.py +32 -0
- ipax-0.1.1/ipax/__init__.py +66 -0
- ipax-0.1.1/ipax/_logging.py +244 -0
- ipax-0.1.1/ipax/backend/__init__.py +21 -0
- ipax-0.1.1/ipax/backend/namespace.py +139 -0
- ipax-0.1.1/ipax/backend/operators.py +429 -0
- ipax-0.1.1/ipax/backend/sparse/__init__.py +83 -0
- ipax-0.1.1/ipax/backend/sparse/_routing.py +146 -0
- ipax-0.1.1/ipax/backend/sparse/cupy.py +719 -0
- ipax-0.1.1/ipax/backend/sparse/jax.py +39 -0
- ipax-0.1.1/ipax/backend/sparse/numpy_scipy.py +529 -0
- ipax-0.1.1/ipax/backend/sparse/torch.py +39 -0
- ipax-0.1.1/ipax/ipm/__init__.py +21 -0
- ipax-0.1.1/ipax/ipm/barrier.py +54 -0
- ipax-0.1.1/ipax/ipm/breedveld_ls.py +95 -0
- ipax-0.1.1/ipax/ipm/corrections.py +338 -0
- ipax-0.1.1/ipax/ipm/driver.py +1404 -0
- ipax-0.1.1/ipax/ipm/filter_ls.py +158 -0
- ipax-0.1.1/ipax/ipm/hessian.py +218 -0
- ipax-0.1.1/ipax/ipm/init.py +178 -0
- ipax-0.1.1/ipax/ipm/kkt.py +523 -0
- ipax-0.1.1/ipax/ipm/restoration.py +146 -0
- ipax-0.1.1/ipax/ipm/step.py +111 -0
- ipax-0.1.1/ipax/ipm/termination.py +186 -0
- ipax-0.1.1/ipax/linalg/__init__.py +21 -0
- ipax-0.1.1/ipax/linalg/dense.py +101 -0
- ipax-0.1.1/ipax/linalg/krylov.py +481 -0
- ipax-0.1.1/ipax/linalg/regularize.py +68 -0
- ipax-0.1.1/ipax/linalg/solver.py +91 -0
- ipax-0.1.1/ipax/linalg/sparse.py +126 -0
- ipax-0.1.1/ipax/options.py +390 -0
- ipax-0.1.1/ipax/problem/__init__.py +22 -0
- ipax-0.1.1/ipax/problem/autodiff/__init__.py +60 -0
- ipax-0.1.1/ipax/problem/autodiff/jax.py +50 -0
- ipax-0.1.1/ipax/problem/autodiff/torch.py +62 -0
- ipax-0.1.1/ipax/problem/base.py +123 -0
- ipax-0.1.1/ipax/problem/derivatives.py +254 -0
- ipax-0.1.1/ipax/problem/finitediff.py +95 -0
- ipax-0.1.1/ipax/problem/function.py +326 -0
- ipax-0.1.1/ipax/problem/scaling.py +275 -0
- ipax-0.1.1/ipax/py.typed +0 -0
- ipax-0.1.1/ipax/result.py +218 -0
- ipax-0.1.1/ipax/solve.py +387 -0
- ipax-0.1.1/ipax/testing/__init__.py +33 -0
- ipax-0.1.1/ipax/testing/backends.py +60 -0
- ipax-0.1.1/ipax/testing/problems.py +675 -0
- ipax-0.1.1/ipax/typing.py +37 -0
- ipax-0.1.1/pyproject.toml +230 -0
- ipax-0.1.1/tests/__init__.py +1 -0
- ipax-0.1.1/tests/_helpers.py +84 -0
- ipax-0.1.1/tests/backends/test_cross_backend_conformance.py +76 -0
- ipax-0.1.1/tests/conftest.py +46 -0
- ipax-0.1.1/tests/contracts/__init__.py +6 -0
- ipax-0.1.1/tests/contracts/test_builtin_operator_contracts.py +93 -0
- ipax-0.1.1/tests/contracts/test_builtin_problem_contracts.py +60 -0
- ipax-0.1.1/tests/contracts/test_builtin_solver_contracts.py +39 -0
- ipax-0.1.1/tests/contracts/test_builtin_sparse_contracts.py +22 -0
- ipax-0.1.1/tests/contracts/test_operator_contract.py +65 -0
- ipax-0.1.1/tests/contracts/test_problem_contract.py +64 -0
- ipax-0.1.1/tests/contracts/test_solver_contract.py +37 -0
- ipax-0.1.1/tests/contracts/test_sparse_contract.py +57 -0
- ipax-0.1.1/tests/integration/test_benchmark_crosscheck.py +79 -0
- ipax-0.1.1/tests/integration/test_benchmark_harness.py +88 -0
- ipax-0.1.1/tests/integration/test_benchmark_phase4.py +92 -0
- ipax-0.1.1/tests/integration/test_benchmark_scaling.py +45 -0
- ipax-0.1.1/tests/integration/test_callback_and_logging.py +269 -0
- ipax-0.1.1/tests/integration/test_corrections_solve.py +107 -0
- ipax-0.1.1/tests/integration/test_dense_nonconvex.py +56 -0
- ipax-0.1.1/tests/integration/test_hock_schittkowski.py +97 -0
- ipax-0.1.1/tests/integration/test_known_optima.py +196 -0
- ipax-0.1.1/tests/integration/test_krylov_solve.py +340 -0
- ipax-0.1.1/tests/integration/test_scaling_solve.py +154 -0
- ipax-0.1.1/tests/integration/test_sparse_solve.py +261 -0
- ipax-0.1.1/tests/integration/test_warm_start_solve.py +84 -0
- ipax-0.1.1/tests/property/test_derivative_checks.py +94 -0
- ipax-0.1.1/tests/regression/__init__.py +1 -0
- ipax-0.1.1/tests/regression/test_doctest_collection_adapters.py +105 -0
- ipax-0.1.1/tests/test_purity_gate.py +24 -0
- ipax-0.1.1/tests/unit/test_autodiff.py +96 -0
- ipax-0.1.1/tests/unit/test_backend_namespace.py +75 -0
- ipax-0.1.1/tests/unit/test_barrier.py +38 -0
- ipax-0.1.1/tests/unit/test_breedveld.py +70 -0
- ipax-0.1.1/tests/unit/test_corrections.py +200 -0
- ipax-0.1.1/tests/unit/test_cupy_sparse_adapter.py +407 -0
- ipax-0.1.1/tests/unit/test_dense_solver.py +63 -0
- ipax-0.1.1/tests/unit/test_filter_ls.py +54 -0
- ipax-0.1.1/tests/unit/test_hessian_lbfgs.py +136 -0
- ipax-0.1.1/tests/unit/test_inertia_correction.py +59 -0
- ipax-0.1.1/tests/unit/test_kkt.py +162 -0
- ipax-0.1.1/tests/unit/test_krylov.py +442 -0
- ipax-0.1.1/tests/unit/test_logging.py +106 -0
- ipax-0.1.1/tests/unit/test_numpy_scipy_feral.py +234 -0
- ipax-0.1.1/tests/unit/test_operator_coo.py +231 -0
- ipax-0.1.1/tests/unit/test_operator_diagonal.py +90 -0
- ipax-0.1.1/tests/unit/test_options.py +131 -0
- ipax-0.1.1/tests/unit/test_problem_derivatives.py +107 -0
- ipax-0.1.1/tests/unit/test_regularize.py +41 -0
- ipax-0.1.1/tests/unit/test_restoration.py +151 -0
- ipax-0.1.1/tests/unit/test_result.py +97 -0
- ipax-0.1.1/tests/unit/test_scaling.py +222 -0
- ipax-0.1.1/tests/unit/test_solver_selection.py +84 -0
- ipax-0.1.1/tests/unit/test_sparse_device_routing.py +106 -0
- ipax-0.1.1/tests/unit/test_sparse_dispatch.py +19 -0
- ipax-0.1.1/tests/unit/test_termination.py +159 -0
- ipax-0.1.1/tests/unit/test_warm_start.py +80 -0
ipax-0.1.1/.gitignore
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# Environments
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venv/
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env/
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htmlcov/
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benchmarks/reports/*
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# Docs build
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site/
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*.mat
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ipax-0.1.1/AGENTS.md
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# AGENTS.md — `ipax`
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Operational guide for any agent or contributor working in this repository. This is
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the **canonical** instructions file; `CLAUDE.md` imports it.
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`ipax` is a pure-Python, **Python Array API–conformant** primal–dual interior-point
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solver for large-scale nonlinear constrained optimization, tuned for radiotherapy
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(RT) treatment-planning scale. The math, the KKT reduction, and the design rules
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that govern changes live in this file; cite the source papers (see References) for the
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algorithmic details.
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---
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## What this project is
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- General NLP: `min f(x)` s.t. `c(x)=0`, `g(x)≤0`, `x_L ≤ x ≤ x_U`, solved by a
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log-barrier interior-point method with Lagrange multipliers.
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- **Scale target:** `1e3`–`1e5` variables; dense *or* sparse Jacobians/Hessians.
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- **Default Hessian:** L-BFGS (compact, Powell-damped) of the Lagrangian.
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- **Globalization:** filter line-search (IPOPT, default); Breedveld step controller
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as an alternative mode.
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- **Backends:** NumPy + PyTorch in CI; CuPy/JAX (incl. GPU) supported via the same
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code path. Inspirations: IPOPT (Wächter & Biegler 2006), Breedveld et al. (2017).
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---
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## Non-negotiable invariants (read first)
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1. **No concrete array library in the core.** Never `import numpy`/`torch`/`cupy`/
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`jax` inside `ipax/` except in `ipax/backend/sparse/` and other explicitly
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labeled adapters. Get the namespace from the input arrays:
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```python
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from ipax.backend.namespace import array_namespace
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xp = array_namespace(x) # then use xp.*, xp.linalg.*
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```
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2. **Stay inside the standard.** Use only the Array API main namespace + the optional
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`linalg` extension. The extension provides `cholesky, eigh/eigvalsh, qr, svd,
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solve, inv, pinv, slogdet, matrix_norm, vector_norm, …`. It does **NOT** provide
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LDLᵀ-with-inertia, triangular solve, `lstsq`, or any sparse type — do not assume
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them. Gap-fillers go in `backend/` with a comment naming the missing primitive.
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3. **Linear algebra is injected, never hard-wired.** All Jacobians/Hessians are
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`LinearOperator`s; all KKT solves go through the `LinearSolver` protocol. Adding a
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solve strategy must not touch `ipm/driver.py`.
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4. **Sparsity is an adapter concern.** The core emits structure as Array-API
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index/value vectors; per-backend wrappers in `backend/sparse/` build the actual
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sparse matrix and factor it. The IPM never sees a backend sparse object.
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5. **No `localStorage`-style global state.** Solver state lives in explicit objects;
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no module-level mutable singletons.
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instead of working around it.
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---
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## Architecture map
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```
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ipax/
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typing.py options.py result.py solve.py
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problem/ base.py (Problem ABC), function.py, derivatives.py,
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finitediff.py, autodiff/{jax,torch}.py
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backend/ namespace.py, operators.py,
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sparse/{numpy_scipy,cupy,torch,jax,_routing}.py
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linalg/ solver.py, dense.py, krylov.py, regularize.py
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ipm/ barrier, kkt, step, filter_ls, restoration, breedveld_ls,
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hessian, init, driver
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testing/ problems.py (analytic oracles), backends.py
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tests/ contracts/, unit/, property/, integration/, backends/, regression/
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examples/ minimal runnable examples for the current implementation surface
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benchmarks/ generators/, corpus/, harness, runners, reports
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```
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- **`Problem`** (`problem/base.py`): user-facing ABC. Required: `n_vars`,
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`objective`. Optional (resolved by `derivatives.py`): `gradient`, nonlinear
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`eq/ineq_constraints` + Jacobians, and `lagrangian_hessian`. **Linear constraints
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are declared separately** (`linear_eq`/`linear_ineq`, constant data) from nonlinear
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ones — constant Jacobian, no Hessian term, assembled once. Derivative precedence:
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analytic → autodiff → finite-diff (grads/Jacobians); analytic → autodiff-HVP →
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**L-BFGS** (Hessian). Never form a dense Hessian at scale.
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- **`LinearOperator`** (`backend/operators.py`): `matvec`/`rmatvec`/`matmat`;
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subclasses `Dense, Diagonal, LowRank, LBFGSOperator, MatrixFreeJacobian,
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SparseOperator, Composite`. All `Problem` Jacobians/Hessians normalize to these.
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- **`LinearSolver`** (`linalg/solver.py`): `DenseSolver` (Cholesky/solve),
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`KrylovSolver` (CG/MINRES/GMRES, matrix-free — default at scale), and
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`SparseDirectSolver` (per-backend). Auto-selected by size/density/capabilities.
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---
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## Math conventions (match the code to these)
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- Standard form uses slacks: `g(x)+s=0, s≥0`. Multipliers: `y` (equalities),
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`λ` (inequalities/slacks), `z_L,z_U` (bounds). `diag(v)=V`; `e`=all-ones.
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- Two KKT solve routes: the **condensed normal-equations** route (Array-API-native,
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default for dense & matrix-free; PD via Powell-damped L-BFGS + primal–dual
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regularization, so **no inertia oracle required**) and the **indefinite augmented**
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route (sparse-direct backends with LDLᵀ inertia only).
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- Regularization: Friedlander–Orban primal–dual (`δ_w` on (1,1), `−δ_c` on (2,2));
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on Cholesky failure escalate `δ_w` from `1e-6`, doubling, per Breedveld.
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99
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+
- Convergence: scaled KKT ∞-norm ≤ `ε_tol` (default `1e-8`), IPOPT scaling
|
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100
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+
`s_d, s_c`.
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+
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102
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+
Keep symbol names in code aligned with the math conventions above (`W, Sigma_x,
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+
Sigma_s, N, mu, tau, alpha, theta, phi`).
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+
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+
---
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## Coding standards
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+
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+
- Python ≥ 3.10, full type hints, `from __future__ import annotations`.
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110
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- Public API documented with docstrings; numerical choices cite the paper/eq.
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+
- Config via frozen dataclasses in `options.py`; no magic numbers in the loop body.
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112
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+
- Formatting/lint: `ruff` (format + lint) and `mypy` clean before commit.
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- Pure functions where practical; no hidden global state; explicit `xp`/device
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threading.
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- Floats are `float64` by default; never hard-code a dtype — read it from inputs.
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---
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+
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## Testing & verification
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- **Test-driven.** For every change write the failing tests first, then implement
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to green. New protocol implementations must pass the shared **contract test
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+
batteries** (`tests/contracts/`) for `Problem`, `LinearOperator`, `LinearSolver`,
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`SparseDirectSolver` — this is what keeps "pluggable" honest.
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- **Always multi-backend.** Tests parametrize over the namespace fixture
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(`tests/conftest.py`): NumPy + PyTorch minimum; CuPy/JAX/GPU when available.
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`array-api-strict` is the **purity gate** (raises on out-of-standard calls).
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- **Purity check** in CI: fail if banned imports appear outside allowed adapters.
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- **Oracles:** verify KKT conditions at the solution; closed-form QP/LP optima,
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Hock–Schittkowski set, cross-check vs `scipy.optimize` and `cyipopt` when installed.
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- **Derivative harness:** FD vs analytic vs autodiff grad/Jacobian + Hessian-vector
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checks (also a public utility usable on any user `Problem`).
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- **Benchmarks are separate** (`benchmarks/`, not `tests/`): synthetic RT-like
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generators (`1e3`–`1e5` vars, 5–50% density) + standard sets, tracked over commits
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with `asv`; run nightly, not per-PR.
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+
- A non-trivial change is not done until the relevant tests pass on **both** NumPy
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and PyTorch. Add a regression test with every bug fix.
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+
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+
### Commands
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+
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`scripts/check.py` is the **single verification entrypoint** — it runs the same
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gates CI runs (`format → lint → types → purity → test`), so "is my change done?"
|
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|
+
is one command instead of reconstructing flags from `ci.yml`, the pre-commit
|
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+
config and this file. Prefer it over invoking the tools by hand.
|
|
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+
|
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+
```bash
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+
python scripts/check.py # all gates (multi-backend tests included)
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+
python scripts/check.py --fast # skip the slow test gate (lint/types/purity only)
|
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+
python scripts/check.py lint types # only the named gates
|
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+
python scripts/check.py --list # show the gates and their commands
|
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+
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+
# Equivalent raw invocations (what the gates wrap):
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+
pytest -q # full test suite
|
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|
+
IPAX_BACKENDS=numpy,torch,array_api_strict pytest -q
|
|
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|
+
ruff check . && ruff format --check . && mypy ipax
|
|
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|
+
python scripts/check_purity.py # import-purity gate (invariants #1/#4)
|
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157
|
+
asv run # tracked perf benchmarks (benchmarks/)
|
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|
+
```
|
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+
|
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+
Enforcement layers (same `check_purity.py` logic, different triggers): the
|
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|
+
**pre-commit** hook runs it at commit; a **Claude Code PostToolUse hook**
|
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|
+
(`scripts/hooks/purity_guard.py`, wired in `.claude/settings.json`) runs it the
|
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|
+
moment an edit touches `ipax/`, so a purity violation is caught immediately
|
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+
rather than at commit. Other agents (e.g. aider's `lint-cmd`) can point at the
|
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|
+
same script.
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+
|
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+
### Agent tooling
|
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+
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+
Claude Code config lives in `.claude/` and is checked in:
|
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+
|
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+
- **`invariant-auditor`** subagent (`.claude/agents/invariant-auditor.md`) — a
|
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+
read-only reviewer that audits a diff against the five invariants, the math/citation
|
|
173
|
+
conventions, the testing discipline, and the GPU/device-efficiency rules (the
|
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174
|
+
*semantic* checks the purity hook and contract tests cannot see). Invoke it
|
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|
+
explicitly before a commit or PR — e.g. *"use the invariant-auditor to review my
|
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+
changes"*.
|
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+
- **`/verify`** (`.claude/commands/verify.md`) — run `scripts/check.py` and summarize.
|
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|
+
- **`/tdd`** (`.claude/commands/tdd.md`) — drive a change through the mandated
|
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|
+
red→green→verify→regression loop, multi-backend and invariant-aware.
|
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180
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+
|
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+
The auditor's rubric is the static half of GPU performance work; the measured half is
|
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+
a future `benchmarks/runners/device_efficiency.py` (sync/kernel profiling on real
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+
hardware), deferred until GPU CI exists.
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+
|
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185
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+
---
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186
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+
|
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187
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+
## Scope guardrails
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188
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+
|
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189
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+
**In:** equality + inequality + bound constraints; L-BFGS + exact Hessian; dense,
|
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+
matrix-free, and sparse-direct solver routes; filter line-search + restoration;
|
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|
+
optional Mehrotra–Gondzio higher-order corrections; multi-backend.
|
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192
|
+
|
|
193
|
+
**Out (do not add without discussion):** Breedveld's dose-matrix `N=AᵀDA+Q+T`
|
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|
+
condensation, graph permutation/tiling, mixed-precision tiled BLAS, chained
|
|
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|
+
dose-influence products; hard-coded RT cost-functions (LTCP/gEUD/dose-volume);
|
|
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|
+
multi-criteria / Pareto / beam-angle layers. Keep dimensionality & sparsity in
|
|
197
|
+
mind, but the RT-specific kernels belong in a separate downstream layer.
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198
|
+
|
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199
|
+
---
|
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200
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+
|
|
201
|
+
## Direction
|
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202
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+
|
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203
|
+
`ipax` is **beta**. The solver surface above is complete; near-term work
|
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204
|
+
is **maintenance and measurement**, not new features. The project is also actively
|
|
205
|
+
**looking for adopters** — early real-world use on the `Problem`/`solve` API is what
|
|
206
|
+
drives the road to `1.0.0`.
|
|
207
|
+
|
|
208
|
+
### Road to 1.0.0
|
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209
|
+
|
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210
|
+
`1.0.0` is the point where the public API carries a semver stability promise. It is
|
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211
|
+
gated on these exit criteria (the day-to-day work below is *how* we get there, not a
|
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212
|
+
new feature list):
|
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213
|
+
|
|
214
|
+
1. **API stability.** The public surface — `solve`, `Problem`, `Options`, `Result`,
|
|
215
|
+
and the `LinearOperator`/`LinearSolver` protocols — holds stable across the `0.x`
|
|
216
|
+
series, with any deprecations carried for at least one minor release.
|
|
217
|
+
2. **Published documentation.** The MkDocs site (`docs/`: API reference + guides) is
|
|
218
|
+
built and published.
|
|
219
|
+
3. **GPU & sparse-direct verification.** The CuPy/cuDSS and Torch/JAX-CUDA sparse
|
|
220
|
+
routes and the MUMPS inertia path are exercised on real hardware in CI, or
|
|
221
|
+
documented as provisional until GPU CI exists.
|
|
222
|
+
4. **Adopter validation.** At least one external workload runs on `ipax`, with the
|
|
223
|
+
feedback folded back into the API.
|
|
224
|
+
5. **Tracked baselines.** `asv` performance baselines and the QC accuracy sweep are
|
|
225
|
+
tracked across releases, with cross-checks vs IPOPT/SciPy/OSQP green.
|
|
226
|
+
|
|
227
|
+
Near-term work is **maintenance and measurement**, not new features:
|
|
228
|
+
|
|
229
|
+
- **Bug-fixing.** Tighten correctness on hard nonconvex/ill-conditioned problems;
|
|
230
|
+
every fix ships with a regression test (`tests/regression/`).
|
|
231
|
+
- **Performance.** Drive the `benchmarks/` scaling and micro suites (`asv`), reduce
|
|
232
|
+
per-iteration cost and memory across the dense/matrix-free/sparse routes, and
|
|
233
|
+
profile device efficiency once GPU CI exists.
|
|
234
|
+
- **Accuracy benchmarking.** Grow the QC sweep and reference cross-checks
|
|
235
|
+
(vs IPOPT/SciPy/OSQP), track scaled-KKT accuracy and robustness across the corpus
|
|
236
|
+
and backends over time.
|
|
237
|
+
|
|
238
|
+
New algorithmic features beyond the current scope are out until discussed.
|
|
239
|
+
|
|
240
|
+
---
|
|
241
|
+
|
|
242
|
+
## Documentation
|
|
243
|
+
|
|
244
|
+
Documentation lives in the folder docs and uses mkdocs.
|
|
245
|
+
|
|
246
|
+
Minimal runnable examples live in `examples/`. Keep them short, feature-scoped,
|
|
247
|
+
and runnable from the repository root with the local virtual environment. Examples
|
|
248
|
+
may import a concrete backend such as NumPy at the application edge; the `ipax/`
|
|
249
|
+
core must remain backend-agnostic.
|
|
250
|
+
|
|
251
|
+
---
|
|
252
|
+
|
|
253
|
+
## References
|
|
254
|
+
|
|
255
|
+
- Wächter, A. & Biegler, L. T. (2006). "On the implementation of an interior-point
|
|
256
|
+
filter line-search algorithm for large-scale nonlinear programming."
|
|
257
|
+
*Mathematical Programming* 106(1), 25–57. <https://doi.org/10.1007/s10107-004-0559-y>
|
|
258
|
+
- Breedveld, S., van den Berg, B. & Heijmen, B. (2017). "An interior-point
|
|
259
|
+
implementation developed and tuned for radiation therapy treatment planning."
|
|
260
|
+
*Computational Optimization and Applications* 68(2), 209–242.
|
|
261
|
+
<https://doi.org/10.1007/s10589-017-9919-4>. TROTS dataset <http://www.trots.eu>.
|
|
262
|
+
- Array API `linalg` extension:
|
|
263
|
+
<https://data-apis.org/array-api/latest/extensions/linear_algebra_functions.html>
|
|
264
|
+
- `array-api-compat` / `array-api-extra`:
|
|
265
|
+
<https://data-apis.org/array-api-compat/> · <https://data-apis.org/array-api-extra/>
|
|
266
|
+
- Friedlander, M. P. & Orban, D. (2012). "A primal–dual regularized interior-point
|
|
267
|
+
method for convex quadratic programs." *Mathematical Programming Computation* 4(1),
|
|
268
|
+
71–107. <https://doi.org/10.1007/s12532-012-0035-2>
|
ipax-0.1.1/CLAUDE.md
ADDED
|
@@ -0,0 +1,27 @@
|
|
|
1
|
+
# CLAUDE.md
|
|
2
|
+
|
|
3
|
+
The canonical instructions for this repository live in **[AGENTS.md](./AGENTS.md)**.
|
|
4
|
+
They are imported below so Claude Code loads them automatically:
|
|
5
|
+
|
|
6
|
+
@AGENTS.md
|
|
7
|
+
|
|
8
|
+
---
|
|
9
|
+
|
|
10
|
+
## Claude-specific notes
|
|
11
|
+
|
|
12
|
+
- Treat `AGENTS.md` as the single source of truth. If guidance here ever conflicts
|
|
13
|
+
with it, `AGENTS.md` wins — and update one of the two files so they agree again.
|
|
14
|
+
- Before non-trivial work, read the math conventions and KKT reduction in
|
|
15
|
+
`AGENTS.md`, and the source papers they cite (full citations in the AGENTS.md
|
|
16
|
+
References section).
|
|
17
|
+
- The five **non-negotiable invariants** in `AGENTS.md` (no concrete array library
|
|
18
|
+
in the core, stay inside the Array API standard, injected linear algebra, sparsity
|
|
19
|
+
as an adapter concern, no global mutable state) are hard constraints. If a task
|
|
20
|
+
seems to need breaking one, say so and propose options instead of working around
|
|
21
|
+
it silently.
|
|
22
|
+
- When you touch numerics, add or run the **multi-backend** tests (NumPy **and**
|
|
23
|
+
PyTorch at minimum) and the derivative-check harness before declaring done.
|
|
24
|
+
- Cite the relevant paper/equation in code comments when implementing an algorithmic
|
|
25
|
+
step (e.g. `# Wächter & Biegler 2006, eq. (19)` / `# Breedveld 2017, eq. (18)`).
|
|
26
|
+
- Consult the source papers (full citations with DOIs in the AGENTS.md References
|
|
27
|
+
section) rather than guessing at the algorithm details.
|
|
@@ -0,0 +1,91 @@
|
|
|
1
|
+
# Contributing to `ipax`
|
|
2
|
+
|
|
3
|
+
Thanks for working on `ipax`. The canonical, detailed contributor guide is
|
|
4
|
+
[`AGENTS.md`](./AGENTS.md) — it is the single source of truth for the math
|
|
5
|
+
conventions, architecture, and the rules below. This file is the short version.
|
|
6
|
+
|
|
7
|
+
## Non-negotiable invariants
|
|
8
|
+
|
|
9
|
+
These are hard constraints. A change that appears to require breaking one should be
|
|
10
|
+
raised for discussion in the PR, not worked around silently.
|
|
11
|
+
|
|
12
|
+
1. **No concrete array library in the core.** Never import `numpy`/`torch`/`cupy`/
|
|
13
|
+
`jax` inside `ipax/` except in `ipax/backend/sparse/` and `ipax/problem/autodiff/`.
|
|
14
|
+
Get the namespace from the input arrays:
|
|
15
|
+
```python
|
|
16
|
+
from ipax.backend.namespace import array_namespace
|
|
17
|
+
xp = array_namespace(x)
|
|
18
|
+
```
|
|
19
|
+
2. **Stay inside the Array API standard** — main namespace + the optional `linalg`
|
|
20
|
+
extension only. Gap-fillers (triangular solve, `lstsq`, …) go in `backend/` with a
|
|
21
|
+
comment naming the missing primitive.
|
|
22
|
+
3. **Linear algebra is injected, never hard-wired.** Jacobians/Hessians are
|
|
23
|
+
`LinearOperator`s; all KKT solves go through the `LinearSolver` protocol. Adding a
|
|
24
|
+
solve strategy must not touch `ipm/driver.py`.
|
|
25
|
+
4. **Sparsity is an adapter concern.** The core emits structure as Array-API
|
|
26
|
+
index/value vectors; per-backend wrappers in `backend/sparse/` build and factor the
|
|
27
|
+
sparse matrix. The IPM never sees a backend sparse object.
|
|
28
|
+
5. **No global mutable state.** Solver state lives in explicit objects.
|
|
29
|
+
|
|
30
|
+
The purity boundary (invariants #1/#4) is enforced by `scripts/check_purity.py` — at
|
|
31
|
+
commit via a pre-commit hook and, for Claude Code, via a PostToolUse hook the moment
|
|
32
|
+
an edit touches `ipax/`.
|
|
33
|
+
|
|
34
|
+
## Coding standards
|
|
35
|
+
|
|
36
|
+
- Python ≥ 3.10, full type hints, `from __future__ import annotations`.
|
|
37
|
+
- Public API documented with docstrings; numerical choices cite the paper/equation
|
|
38
|
+
(e.g. `# Wächter & Biegler 2006, eq. (19)`).
|
|
39
|
+
- Config via frozen dataclasses in `options.py`; no magic numbers in the loop body.
|
|
40
|
+
- Floats are `float64` by default — never hard-code a dtype; read it from inputs.
|
|
41
|
+
- `ruff` (format + lint) and `mypy` clean before commit.
|
|
42
|
+
|
|
43
|
+
## Testing
|
|
44
|
+
|
|
45
|
+
- **Test-driven.** Write the failing test first, then implement to green.
|
|
46
|
+
- **Always multi-backend.** Numerical tests parametrize over the namespace fixture
|
|
47
|
+
(NumPy + PyTorch minimum; CuPy/JAX/GPU when available); `array-api-strict` is the
|
|
48
|
+
purity gate.
|
|
49
|
+
- New protocol implementations must pass the shared **contract batteries**
|
|
50
|
+
(`tests/contracts/`).
|
|
51
|
+
- Every bug fix ships with a regression test in `tests/regression/`.
|
|
52
|
+
|
|
53
|
+
## Verification
|
|
54
|
+
|
|
55
|
+
`scripts/check.py` is the single verification entrypoint and runs exactly what CI
|
|
56
|
+
runs (`format → lint → types → purity → test`):
|
|
57
|
+
|
|
58
|
+
```bash
|
|
59
|
+
python scripts/check.py # all gates (multi-backend tests included)
|
|
60
|
+
python scripts/check.py --fast # skip the slow test gate
|
|
61
|
+
python scripts/check.py --list # show the gates and the raw commands they wrap
|
|
62
|
+
```
|
|
63
|
+
|
|
64
|
+
## Direction
|
|
65
|
+
|
|
66
|
+
`ipax` is **beta** and **looking for adopters** — trying it on a real
|
|
67
|
+
workload and reporting back is one of the most valuable contributions right now.
|
|
68
|
+
The solver surface is complete; near-term work is **maintenance and measurement**
|
|
69
|
+
rather than new features:
|
|
70
|
+
|
|
71
|
+
- **Bug-fixing** — correctness on hard nonconvex / ill-conditioned problems, each fix
|
|
72
|
+
with a regression test.
|
|
73
|
+
- **Performance** — drive the `benchmarks/` scaling and micro suites (`asv`); reduce
|
|
74
|
+
per-iteration cost and memory across the dense / matrix-free / sparse routes.
|
|
75
|
+
- **Accuracy benchmarking** — grow the QC sweep and reference cross-checks
|
|
76
|
+
(vs IPOPT/SciPy/OSQP); track scaled-KKT accuracy and robustness over time.
|
|
77
|
+
|
|
78
|
+
### Road to 1.0.0
|
|
79
|
+
|
|
80
|
+
`1.0.0` carries a semver stability promise for the public API. It is gated on:
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cross-checks green. See [`README.md`](./README.md#road-to-100) and
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[`AGENTS.md`](./AGENTS.md#road-to-100) for the full version.
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ipax-0.1.1/NOTICE
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ipax
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Copyright 2026 Niklas Wahl
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Licensed under the Apache License, Version 2.0. See the LICENSE file for the
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full terms.
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------------------------------------------------------------------------------
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Algorithmic attribution
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------------------------------------------------------------------------------
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ipax is an independent, clean-room implementation written from the published
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literature. It contains no source code from the works below; they are cited as
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the academic sources of the algorithms it implements:
|
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- Wächter, A. & Biegler, L. T. (2006). "On the implementation of an
|
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16
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interior-point filter line-search algorithm for large-scale nonlinear
|
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programming." Mathematical Programming 106(1), 25-57.
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https://doi.org/10.1007/s10107-004-0559-y
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- Breedveld, S., van den Berg, B. & Heijmen, B. (2017). "An interior-point
|
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implementation developed and tuned for radiation therapy treatment
|
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planning." Computational Optimization and Applications 68(2), 209-242.
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https://doi.org/10.1007/s10589-017-9919-4
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- Friedlander, M. P. & Orban, D. (2012). "A primal-dual regularized
|
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interior-point method for convex quadratic programs." Mathematical
|
|
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|
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Programming Computation 4(1), 71-107.
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https://doi.org/10.1007/s12532-012-0035-2
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