scipy 1.16.1__cp314-cp314t-macosx_12_0_arm64.whl

scipy/optimize/_trustregion_constr/qp_subproblem.py

@@ -0,0 +1,637 @@
+"""Equality-constrained quadratic programming solvers."""
+
+from scipy.sparse import linalg, block_array
+from math import copysign
+import numpy as np
+from numpy.linalg import norm
+
+__all__ = [
+    'eqp_kktfact',
+    'sphere_intersections',
+    'box_intersections',
+    'box_sphere_intersections',
+    'inside_box_boundaries',
+    'modified_dogleg',
+    'projected_cg'
+]
+
+
+# For comparison with the projected CG
+def eqp_kktfact(H, c, A, b):
+    """Solve equality-constrained quadratic programming (EQP) problem.
+
+    Solve ``min 1/2 x.T H x + x.t c`` subject to ``A x + b = 0``
+    using direct factorization of the KKT system.
+
+    Parameters
+    ----------
+    H : sparse array, shape (n, n)
+        Hessian matrix of the EQP problem.
+    c : array_like, shape (n,)
+        Gradient of the quadratic objective function.
+    A : sparse array
+        Jacobian matrix of the EQP problem.
+    b : array_like, shape (m,)
+        Right-hand side of the constraint equation.
+
+    Returns
+    -------
+    x : array_like, shape (n,)
+        Solution of the KKT problem.
+    lagrange_multipliers : ndarray, shape (m,)
+        Lagrange multipliers of the KKT problem.
+    """
+    n, = np.shape(c)  # Number of parameters
+    m, = np.shape(b)  # Number of constraints
+
+    # Karush-Kuhn-Tucker matrix of coefficients.
+    # Defined as in Nocedal/Wright "Numerical
+    # Optimization" p.452 in Eq. (16.4).
+    kkt_matrix = block_array([[H, A.T], [A, None]], format="csc")
+    # Vector of coefficients.
+    kkt_vec = np.hstack([-c, -b])
+
+    # TODO: Use a symmetric indefinite factorization
+    #       to solve the system twice as fast (because
+    #       of the symmetry).
+    lu = linalg.splu(kkt_matrix)
+    kkt_sol = lu.solve(kkt_vec)
+    x = kkt_sol[:n]
+    lagrange_multipliers = -kkt_sol[n:n+m]
+
+    return x, lagrange_multipliers
+
+
+def sphere_intersections(z, d, trust_radius,
+                         entire_line=False):
+    """Find the intersection between segment (or line) and spherical constraints.
+
+    Find the intersection between the segment (or line) defined by the
+    parametric  equation ``x(t) = z + t*d`` and the ball
+    ``||x|| <= trust_radius``.
+
+    Parameters
+    ----------
+    z : array_like, shape (n,)
+        Initial point.
+    d : array_like, shape (n,)
+        Direction.
+    trust_radius : float
+        Ball radius.
+    entire_line : bool, optional
+        When ``True``, the function returns the intersection between the line
+        ``x(t) = z + t*d`` (``t`` can assume any value) and the ball
+        ``||x|| <= trust_radius``. When ``False``, the function returns the intersection
+        between the segment ``x(t) = z + t*d``, ``0 <= t <= 1``, and the ball.
+
+    Returns
+    -------
+    ta, tb : float
+        The line/segment ``x(t) = z + t*d`` is inside the ball for
+        for ``ta <= t <= tb``.
+    intersect : bool
+        When ``True``, there is a intersection between the line/segment
+        and the sphere. On the other hand, when ``False``, there is no
+        intersection.
+    """
+    # Special case when d=0
+    if norm(d) == 0:
+        return 0, 0, False
+    # Check for inf trust_radius
+    if np.isinf(trust_radius):
+        if entire_line:
+            ta = -np.inf
+            tb = np.inf
+        else:
+            ta = 0
+            tb = 1
+        intersect = True
+        return ta, tb, intersect
+
+    a = np.dot(d, d)
+    b = 2 * np.dot(z, d)
+    c = np.dot(z, z) - trust_radius**2
+    discriminant = b*b - 4*a*c
+    if discriminant < 0:
+        intersect = False
+        return 0, 0, intersect
+    sqrt_discriminant = np.sqrt(discriminant)
+
+    # The following calculation is mathematically
+    # equivalent to:
+    # ta = (-b - sqrt_discriminant) / (2*a)
+    # tb = (-b + sqrt_discriminant) / (2*a)
+    # but produce smaller round off errors.
+    # Look at Matrix Computation p.97
+    # for a better justification.
+    aux = b + copysign(sqrt_discriminant, b)
+    ta = -aux / (2*a)
+    tb = -2*c / aux
+    ta, tb = sorted([ta, tb])
+
+    if entire_line:
+        intersect = True
+    else:
+        # Checks to see if intersection happens
+        # within vectors length.
+        if tb < 0 or ta > 1:
+            intersect = False
+            ta = 0
+            tb = 0
+        else:
+            intersect = True
+            # Restrict intersection interval
+            # between 0 and 1.
+            ta = max(0, ta)
+            tb = min(1, tb)
+
+    return ta, tb, intersect
+
+
+def box_intersections(z, d, lb, ub,
+                      entire_line=False):
+    """Find the intersection between segment (or line) and box constraints.
+
+    Find the intersection between the segment (or line) defined by the
+    parametric  equation ``x(t) = z + t*d`` and the rectangular box
+    ``lb <= x <= ub``.
+
+    Parameters
+    ----------
+    z : array_like, shape (n,)
+        Initial point.
+    d : array_like, shape (n,)
+        Direction.
+    lb : array_like, shape (n,)
+        Lower bounds to each one of the components of ``x``. Used
+        to delimit the rectangular box.
+    ub : array_like, shape (n, )
+        Upper bounds to each one of the components of ``x``. Used
+        to delimit the rectangular box.
+    entire_line : bool, optional
+        When ``True``, the function returns the intersection between the line
+        ``x(t) = z + t*d`` (``t`` can assume any value) and the rectangular
+        box. When ``False``, the function returns the intersection between the segment
+        ``x(t) = z + t*d``, ``0 <= t <= 1``, and the rectangular box.
+
+    Returns
+    -------
+    ta, tb : float
+        The line/segment ``x(t) = z + t*d`` is inside the box for
+        for ``ta <= t <= tb``.
+    intersect : bool
+        When ``True``, there is a intersection between the line (or segment)
+        and the rectangular box. On the other hand, when ``False``, there is no
+        intersection.
+    """
+    # Make sure it is a numpy array
+    z = np.asarray(z)
+    d = np.asarray(d)
+    lb = np.asarray(lb)
+    ub = np.asarray(ub)
+    # Special case when d=0
+    if norm(d) == 0:
+        return 0, 0, False
+
+    # Get values for which d==0
+    zero_d = (d == 0)
+    # If the boundaries are not satisfied for some coordinate
+    # for which "d" is zero, there is no box-line intersection.
+    if (z[zero_d] < lb[zero_d]).any() or (z[zero_d] > ub[zero_d]).any():
+        intersect = False
+        return 0, 0, intersect
+    # Remove values for which d is zero
+    not_zero_d = np.logical_not(zero_d)
+    z = z[not_zero_d]
+    d = d[not_zero_d]
+    lb = lb[not_zero_d]
+    ub = ub[not_zero_d]
+
+    # Find a series of intervals (t_lb[i], t_ub[i]).
+    t_lb = (lb-z) / d
+    t_ub = (ub-z) / d
+    # Get the intersection of all those intervals.
+    ta = max(np.minimum(t_lb, t_ub))
+    tb = min(np.maximum(t_lb, t_ub))
+
+    # Check if intersection is feasible
+    if ta <= tb:
+        intersect = True
+    else:
+        intersect = False
+    # Checks to see if intersection happens within vectors length.
+    if not entire_line:
+        if tb < 0 or ta > 1:
+            intersect = False
+            ta = 0
+            tb = 0
+        else:
+            # Restrict intersection interval between 0 and 1.
+            ta = max(0, ta)
+            tb = min(1, tb)
+
+    return ta, tb, intersect
+
+
+def box_sphere_intersections(z, d, lb, ub, trust_radius,
+                             entire_line=False,
+                             extra_info=False):
+    """Find the intersection between segment (or line) and box/sphere constraints.
+
+    Find the intersection between the segment (or line) defined by the
+    parametric  equation ``x(t) = z + t*d``, the rectangular box
+    ``lb <= x <= ub`` and the ball ``||x|| <= trust_radius``.
+
+    Parameters
+    ----------
+    z : array_like, shape (n,)
+        Initial point.
+    d : array_like, shape (n,)
+        Direction.
+    lb : array_like, shape (n,)
+        Lower bounds to each one of the components of ``x``. Used
+        to delimit the rectangular box.
+    ub : array_like, shape (n, )
+        Upper bounds to each one of the components of ``x``. Used
+        to delimit the rectangular box.
+    trust_radius : float
+        Ball radius.
+    entire_line : bool, optional
+        When ``True``, the function returns the intersection between the line
+        ``x(t) = z + t*d`` (``t`` can assume any value) and the constraints.
+        When ``False``, the function returns the intersection between the segment
+        ``x(t) = z + t*d``, ``0 <= t <= 1`` and the constraints.
+    extra_info : bool, optional
+        When ``True``, the function returns ``intersect_sphere`` and ``intersect_box``.
+
+    Returns
+    -------
+    ta, tb : float
+        The line/segment ``x(t) = z + t*d`` is inside the rectangular box and
+        inside the ball for ``ta <= t <= tb``.
+    intersect : bool
+        When ``True``, there is a intersection between the line (or segment)
+        and both constraints. On the other hand, when ``False``, there is no
+        intersection.
+    sphere_info : dict, optional
+        Dictionary ``{ta, tb, intersect}`` containing the interval ``[ta, tb]``
+        for which the line intercepts the ball. And a boolean value indicating
+        whether the sphere is intersected by the line.
+    box_info : dict, optional
+        Dictionary ``{ta, tb, intersect}`` containing the interval ``[ta, tb]``
+        for which the line intercepts the box. And a boolean value indicating
+        whether the box is intersected by the line.
+    """
+    ta_b, tb_b, intersect_b = box_intersections(z, d, lb, ub,
+                                                entire_line)
+    ta_s, tb_s, intersect_s = sphere_intersections(z, d,
+                                                   trust_radius,
+                                                   entire_line)
+    ta = np.maximum(ta_b, ta_s)
+    tb = np.minimum(tb_b, tb_s)
+    if intersect_b and intersect_s and ta <= tb:
+        intersect = True
+    else:
+        intersect = False
+
+    if extra_info:
+        sphere_info = {'ta': ta_s, 'tb': tb_s, 'intersect': intersect_s}
+        box_info = {'ta': ta_b, 'tb': tb_b, 'intersect': intersect_b}
+        return ta, tb, intersect, sphere_info, box_info
+    else:
+        return ta, tb, intersect
+
+
+def inside_box_boundaries(x, lb, ub):
+    """Check if lb <= x <= ub."""
+    return (lb <= x).all() and (x <= ub).all()
+
+
+def reinforce_box_boundaries(x, lb, ub):
+    """Return clipped value of x"""
+    return np.minimum(np.maximum(x, lb), ub)
+
+
+def modified_dogleg(A, Y, b, trust_radius, lb, ub):
+    """Approximately  minimize ``1/2*|| A x + b ||^2`` inside trust-region.
+
+    Approximately solve the problem of minimizing ``1/2*|| A x + b ||^2``
+    subject to ``||x|| < Delta`` and ``lb <= x <= ub`` using a modification
+    of the classical dogleg approach.
+
+    Parameters
+    ----------
+    A : LinearOperator (or sparse array or ndarray), shape (m, n)
+        Matrix ``A`` in the minimization problem. It should have
+        dimension ``(m, n)`` such that ``m < n``.
+    Y : LinearOperator (or sparse array or ndarray), shape (n, m)
+        LinearOperator that apply the projection matrix
+        ``Q = A.T inv(A A.T)`` to the vector. The obtained vector
+        ``y = Q x`` being the minimum norm solution of ``A y = x``.
+    b : array_like, shape (m,)
+        Vector ``b``in the minimization problem.
+    trust_radius: float
+        Trust radius to be considered. Delimits a sphere boundary
+        to the problem.
+    lb : array_like, shape (n,)
+        Lower bounds to each one of the components of ``x``.
+        It is expected that ``lb <= 0``, otherwise the algorithm
+        may fail. If ``lb[i] = -Inf``, the lower
+        bound for the ith component is just ignored.
+    ub : array_like, shape (n, )
+        Upper bounds to each one of the components of ``x``.
+        It is expected that ``ub >= 0``, otherwise the algorithm
+        may fail. If ``ub[i] = Inf``, the upper bound for the ith
+        component is just ignored.
+
+    Returns
+    -------
+    x : array_like, shape (n,)
+        Solution to the problem.
+
+    Notes
+    -----
+    Based on implementations described in pp. 885-886 from [1]_.
+
+    References
+    ----------
+    .. [1] Byrd, Richard H., Mary E. Hribar, and Jorge Nocedal.
+           "An interior point algorithm for large-scale nonlinear
+           programming." SIAM Journal on Optimization 9.4 (1999): 877-900.
+    """
+    # Compute minimum norm minimizer of 1/2*|| A x + b ||^2.
+    newton_point = -Y.dot(b)
+    # Check for interior point
+    if inside_box_boundaries(newton_point, lb, ub)  \
+       and norm(newton_point) <= trust_radius:
+        x = newton_point
+        return x
+
+    # Compute gradient vector ``g = A.T b``
+    g = A.T.dot(b)
+    # Compute Cauchy point
+    # `cauchy_point = g.T g / (g.T A.T A g)``.
+    A_g = A.dot(g)
+    cauchy_point = -np.dot(g, g) / np.dot(A_g, A_g) * g
+    # Origin
+    origin_point = np.zeros_like(cauchy_point)
+
+    # Check the segment between cauchy_point and newton_point
+    # for a possible solution.
+    z = cauchy_point
+    p = newton_point - cauchy_point
+    _, alpha, intersect = box_sphere_intersections(z, p, lb, ub,
+                                                   trust_radius)
+    if intersect:
+        x1 = z + alpha*p
+    else:
+        # Check the segment between the origin and cauchy_point
+        # for a possible solution.
+        z = origin_point
+        p = cauchy_point
+        _, alpha, _ = box_sphere_intersections(z, p, lb, ub,
+                                               trust_radius)
+        x1 = z + alpha*p
+
+    # Check the segment between origin and newton_point
+    # for a possible solution.
+    z = origin_point
+    p = newton_point
+    _, alpha, _ = box_sphere_intersections(z, p, lb, ub,
+                                           trust_radius)
+    x2 = z + alpha*p
+
+    # Return the best solution among x1 and x2.
+    if norm(A.dot(x1) + b) < norm(A.dot(x2) + b):
+        return x1
+    else:
+        return x2
+
+
+def projected_cg(H, c, Z, Y, b, trust_radius=np.inf,
+                 lb=None, ub=None, tol=None,
+                 max_iter=None, max_infeasible_iter=None,
+                 return_all=False):
+    """Solve EQP problem with projected CG method.
+
+    Solve equality-constrained quadratic programming problem
+    ``min 1/2 x.T H x + x.t c``  subject to ``A x + b = 0`` and,
+    possibly, to trust region constraints ``||x|| < trust_radius``
+    and box constraints ``lb <= x <= ub``.
+
+    Parameters
+    ----------
+    H : LinearOperator (or sparse array or ndarray), shape (n, n)
+        Operator for computing ``H v``.
+    c : array_like, shape (n,)
+        Gradient of the quadratic objective function.
+    Z : LinearOperator (or sparse array or ndarray), shape (n, n)
+        Operator for projecting ``x`` into the null space of A.
+    Y : LinearOperator,  sparse array, ndarray, shape (n, m)
+        Operator that, for a given a vector ``b``, compute smallest
+        norm solution of ``A x + b = 0``.
+    b : array_like, shape (m,)
+        Right-hand side of the constraint equation.
+    trust_radius : float, optional
+        Trust radius to be considered. By default, uses ``trust_radius=inf``,
+        which means no trust radius at all.
+    lb : array_like, shape (n,), optional
+        Lower bounds to each one of the components of ``x``.
+        If ``lb[i] = -Inf`` the lower bound for the i-th
+        component is just ignored (default).
+    ub : array_like, shape (n, ), optional
+        Upper bounds to each one of the components of ``x``.
+        If ``ub[i] = Inf`` the upper bound for the i-th
+        component is just ignored (default).
+    tol : float, optional
+        Tolerance used to interrupt the algorithm.
+    max_iter : int, optional
+        Maximum algorithm iterations. Where ``max_inter <= n-m``.
+        By default, uses ``max_iter = n-m``.
+    max_infeasible_iter : int, optional
+        Maximum infeasible (regarding box constraints) iterations the
+        algorithm is allowed to take.
+        By default, uses ``max_infeasible_iter = n-m``.
+    return_all : bool, optional
+        When ``true``, return the list of all vectors through the iterations.
+
+    Returns
+    -------
+    x : array_like, shape (n,)
+        Solution of the EQP problem.
+    info : Dict
+        Dictionary containing the following:
+
+            - niter : Number of iterations.
+            - stop_cond : Reason for algorithm termination:
+                1. Iteration limit was reached;
+                2. Reached the trust-region boundary;
+                3. Negative curvature detected;
+                4. Tolerance was satisfied.
+            - allvecs : List containing all intermediary vectors (optional).
+            - hits_boundary : True if the proposed step is on the boundary
+              of the trust region.
+
+    Notes
+    -----
+    Implementation of Algorithm 6.2 on [1]_.
+
+    In the absence of spherical and box constraints, for sufficient
+    iterations, the method returns a truly optimal result.
+    In the presence of those constraints, the value returned is only
+    a inexpensive approximation of the optimal value.
+
+    References
+    ----------
+    .. [1] Gould, Nicholas IM, Mary E. Hribar, and Jorge Nocedal.
+           "On the solution of equality constrained quadratic
+            programming problems arising in optimization."
+            SIAM Journal on Scientific Computing 23.4 (2001): 1376-1395.
+    """
+    CLOSE_TO_ZERO = 1e-25
+
+    n, = np.shape(c)  # Number of parameters
+    m, = np.shape(b)  # Number of constraints
+
+    # Initial Values
+    x = Y.dot(-b)
+    r = Z.dot(H.dot(x) + c)
+    g = Z.dot(r)
+    p = -g
+
+    # Store ``x`` value
+    if return_all:
+        allvecs = [x]
+    # Values for the first iteration
+    H_p = H.dot(p)
+    rt_g = norm(g)**2  # g.T g = r.T Z g = r.T g (ref [1]_ p.1389)
+
+    # If x > trust-region the problem does not have a solution.
+    tr_distance = trust_radius - norm(x)
+    if tr_distance < 0:
+        raise ValueError("Trust region problem does not have a solution.")
+    # If x == trust_radius, then x is the solution
+    # to the optimization problem, since x is the
+    # minimum norm solution to Ax=b.
+    elif tr_distance < CLOSE_TO_ZERO:
+        info = {'niter': 0, 'stop_cond': 2, 'hits_boundary': True}
+        if return_all:
+            allvecs.append(x)
+            info['allvecs'] = allvecs
+        return x, info
+
+    # Set default tolerance
+    if tol is None:
+        tol = max(min(0.01 * np.sqrt(rt_g), 0.1 * rt_g), CLOSE_TO_ZERO)
+    # Set default lower and upper bounds
+    if lb is None:
+        lb = np.full(n, -np.inf)
+    if ub is None:
+        ub = np.full(n, np.inf)
+    # Set maximum iterations
+    if max_iter is None:
+        max_iter = n-m
+    max_iter = min(max_iter, n-m)
+    # Set maximum infeasible iterations
+    if max_infeasible_iter is None:
+        max_infeasible_iter = n-m
+
+    hits_boundary = False
+    stop_cond = 1
+    counter = 0
+    last_feasible_x = np.zeros_like(x)
+    k = 0
+    for i in range(max_iter):
+        # Stop criteria - Tolerance : r.T g < tol
+        if rt_g < tol:
+            stop_cond = 4
+            break
+        k += 1
+        # Compute curvature
+        pt_H_p = H_p.dot(p)
+        # Stop criteria - Negative curvature
+        if pt_H_p <= 0:
+            if np.isinf(trust_radius):
+                raise ValueError("Negative curvature not allowed "
+                                 "for unrestricted problems.")
+            else:
+                # Find intersection with constraints
+                _, alpha, intersect = box_sphere_intersections(
+                    x, p, lb, ub, trust_radius, entire_line=True)
+                # Update solution
+                if intersect:
+                    x = x + alpha*p
+                # Reinforce variables are inside box constraints.
+                # This is only necessary because of roundoff errors.
+                x = reinforce_box_boundaries(x, lb, ub)
+                # Attribute information
+                stop_cond = 3
+                hits_boundary = True
+                break
+
+        # Get next step
+        alpha = rt_g / pt_H_p
+        x_next = x + alpha*p
+
+        # Stop criteria - Hits boundary
+        if np.linalg.norm(x_next) >= trust_radius:
+            # Find intersection with box constraints
+            _, theta, intersect = box_sphere_intersections(x, alpha*p, lb, ub,
+                                                           trust_radius)
+            # Update solution
+            if intersect:
+                x = x + theta*alpha*p
+            # Reinforce variables are inside box constraints.
+            # This is only necessary because of roundoff errors.
+            x = reinforce_box_boundaries(x, lb, ub)
+            # Attribute information
+            stop_cond = 2
+            hits_boundary = True
+            break
+
+        # Check if ``x`` is inside the box and start counter if it is not.
+        if inside_box_boundaries(x_next, lb, ub):
+            counter = 0
+        else:
+            counter += 1
+        # Whenever outside box constraints keep looking for intersections.
+        if counter > 0:
+            _, theta, intersect = box_sphere_intersections(x, alpha*p, lb, ub,
+                                                           trust_radius)
+            if intersect:
+                last_feasible_x = x + theta*alpha*p
+                # Reinforce variables are inside box constraints.
+                # This is only necessary because of roundoff errors.
+                last_feasible_x = reinforce_box_boundaries(last_feasible_x,
+                                                           lb, ub)
+                counter = 0
+        # Stop after too many infeasible (regarding box constraints) iteration.
+        if counter > max_infeasible_iter:
+            break
+        # Store ``x_next`` value
+        if return_all:
+            allvecs.append(x_next)
+
+        # Update residual
+        r_next = r + alpha*H_p
+        # Project residual g+ = Z r+
+        g_next = Z.dot(r_next)
+        # Compute conjugate direction step d
+        rt_g_next = norm(g_next)**2  # g.T g = r.T g (ref [1]_ p.1389)
+        beta = rt_g_next / rt_g
+        p = - g_next + beta*p
+        # Prepare for next iteration
+        x = x_next
+        g = g_next
+        r = g_next
+        rt_g = norm(g)**2  # g.T g = r.T Z g = r.T g (ref [1]_ p.1389)
+        H_p = H.dot(p)
+
+    if not inside_box_boundaries(x, lb, ub):
+        x = last_feasible_x
+        hits_boundary = True
+    info = {'niter': k, 'stop_cond': stop_cond,
+            'hits_boundary': hits_boundary}
+    if return_all:
+        info['allvecs'] = allvecs
+    return x, info

scipy/optimize/_trustregion_constr/report.py

@@ -0,0 +1,49 @@
+"""Progress report printers."""
+
+class ReportBase:
+    COLUMN_NAMES: list[str] = NotImplemented
+    COLUMN_WIDTHS: list[int] = NotImplemented
+    ITERATION_FORMATS: list[str] = NotImplemented
+
+    @classmethod
+    def print_header(cls):
+        fmt = ("|"
+               + "|".join([f"{{:^{x}}}" for x in cls.COLUMN_WIDTHS])
+               + "|")
+        separators = ['-' * x for x in cls.COLUMN_WIDTHS]
+        print(fmt.format(*cls.COLUMN_NAMES))
+        print(fmt.format(*separators))
+
+    @classmethod
+    def print_iteration(cls, *args):
+        iteration_format = [f"{{:{x}}}" for x in cls.ITERATION_FORMATS]
+        fmt = "|" + "|".join(iteration_format) + "|"
+        print(fmt.format(*args))
+
+    @classmethod
+    def print_footer(cls):
+        print()
+
+
+class BasicReport(ReportBase):
+    COLUMN_NAMES = ["niter", "f evals", "CG iter", "obj func", "tr radius",
+                    "opt", "c viol"]
+    COLUMN_WIDTHS = [7, 7, 7, 13, 10, 10, 10]
+    ITERATION_FORMATS = ["^7", "^7", "^7", "^+13.4e",
+                         "^10.2e", "^10.2e", "^10.2e"]
+
+
+class SQPReport(ReportBase):
+    COLUMN_NAMES = ["niter", "f evals", "CG iter", "obj func", "tr radius",
+                    "opt", "c viol", "penalty", "CG stop"]
+    COLUMN_WIDTHS = [7, 7, 7, 13, 10, 10, 10, 10, 7]
+    ITERATION_FORMATS = ["^7", "^7", "^7", "^+13.4e", "^10.2e", "^10.2e",
+                         "^10.2e", "^10.2e", "^7"]
+
+
+class IPReport(ReportBase):
+    COLUMN_NAMES = ["niter", "f evals", "CG iter", "obj func", "tr radius",
+                    "opt", "c viol", "penalty", "barrier param", "CG stop"]
+    COLUMN_WIDTHS = [7, 7, 7, 13, 10, 10, 10, 10, 13, 7]
+    ITERATION_FORMATS = ["^7", "^7", "^7", "^+13.4e", "^10.2e", "^10.2e",
+                         "^10.2e", "^10.2e", "^13.2e", "^7"]