Introduction

POUNCE is a general interior-point method, implemented in pure Rust — one numerical backbone that now spans nonlinear, conic/quadratic, and polynomial global optimization rather than a single problem class. Its nonlinear-programming core began as a faithful port of the Ipopt filter line-search method — the algorithm, console output, and option semantics follow upstream Ipopt closely enough that anyone used to reading ipopt logs can drop in pounce without relearning where the numbers live — and it has since grown into a family of solvers sharing that backbone:

• Nonlinear programming — the filter line-search interior-point method (the Ipopt port) plus an active-set SQP path, for general smooth problems

  min  f(x)
  s.t. g_L <= g(x) <= g_U
       x_L <=   x  <= x_U
  

  where f and g are twice-continuously-differentiable.

• Conic & quadratic — LP, convex QP, second-order (SOCP), positive-semidefinite (SDP), and the non-symmetric exponential and power cones, each solved to the global optimum.

• Global optimization — certified global optima for nonconvex polynomial problems via SOS / Lasserre relaxations. (A general-purpose spatial branch-and-bound solver, pounce-global, is in development on the feature/global branch and not part of this release.)

See Choosing a Solver for which solver fits which problem.

Pure Rust by default

The default build is pure Rust — no Fortran, no commercial solver, no system BLAS required. The bundled FERAL backend provides a sparse symmetric LDLᵀ factorization. The HSL MA57 backend is available behind the optional ma57 feature for users who have a license for libcoinhsl and have it installed (see Installation).

Status

Production-ready for the core IPM workflow. The algorithm-side core, NLP interface, line search, filter, barrier update (monotone + Mehrotra adaptive), KKT solve, restoration phase, AMPL .nl reader, the C ABI (pounce-cinterface), the Python wrapper (pounce-solver), and the CLI all solve a wide range of NLPs from the standard test suites (Hock-Schittkowski, CUTEst, Mittelmann ampl-nlp, CHO parameter estimation, gas/water network design). Sensitivity analysis (sIPOPT port), reduced-Hessian computation, the auxiliary-equality + FBBT presolve, and the active-set SQP path are all wired in and available behind option keys. Existing PyIpopt / cyipopt / JuMP / AMPL clients link against libpounce_cinterface in place of libipopt unchanged.

The conic and global solvers are wired end-to-end alongside the NLP core: the convex interior-point solver (pounce-convex) handles LP / QP, SOCP, exponential / power cones, and small SDPs — with a Conic Benchmark Format (.cbf) reader cross-checked against the CBLIB tier — and adds SOS / Lasserre polynomial global optimization (sos_minimize). These are reachable from the CLI, the Python package, and the JSON solve report. A deterministic spatial branch-and-bound solver for general factorable nonconvex problems (pounce-global) is in development on the feature/global branch and not part of this release.

License

EPL-2.0, the same license as upstream Ipopt.

Where to go next

• Installation — build and install POUNCE.
• Quick Start — solve your first problem.
• Running Solves — the command-line driver in depth.
• Acknowledgments — the papers behind the algorithm.