refresh diff cache if hessian mode changes between solves

Author: dance858

cvxpy/reductions/solvers/nlp_solvers/ipopt_nlpif.py

@@ -151,15 +151,15 @@ def solve_via_data(self, data, warm_start: bool, verbose: bool, solver_opts, sol
             hessian_approx = solver_opts.get('hessian_approximation', 'exact')
         use_hessian = (hessian_approx == 'exact')
 
-        if solver_cache is None:
-            oracles = Oracles(bounds.new_problem, verbose=verbose, use_hessian=use_hessian)
-        elif 'oracles' in solver_cache:
-            oracles = solver_cache['oracles']
+        cached = solver_cache.get('oracles') if solver_cache is not None else None
+        if cached is not None and cached.use_hessian == use_hessian:
+            oracles = cached
             if bounds.new_problem.parameters():
                 oracles.update_params(bounds.new_problem)
         else:
             oracles = Oracles(bounds.new_problem, verbose=verbose, use_hessian=use_hessian)
-            solver_cache['oracles'] = oracles
+            if solver_cache is not None:
+                solver_cache['oracles'] = oracles
 
         nlp = cyipopt.Problem(
             n=len(data["x0"]),

cvxpy/reductions/solvers/nlp_solvers/knitro_nlpif.py

@@ -176,15 +176,15 @@ def solve_via_data(self, data, warm_start: bool, verbose: bool, solver_opts, sol
         hessopt = solver_opts.get('hessopt', 1) if solver_opts else 1
         use_hessian = (hessopt == 1)
 
-        if solver_cache is None:
-            oracles = Oracles(bounds.new_problem, verbose=verbose, use_hessian=use_hessian)
-        elif 'oracles' in solver_cache:
-            oracles = solver_cache['oracles']
+        cached = solver_cache.get('oracles') if solver_cache is not None else None
+        if cached is not None and cached.use_hessian == use_hessian:
+            oracles = cached
             if bounds.new_problem.parameters():
                 oracles.update_params(bounds.new_problem)
         else:
             oracles = Oracles(bounds.new_problem, verbose=verbose, use_hessian=use_hessian)
-            solver_cache['oracles'] = oracles
+            if solver_cache is not None:
+                solver_cache['oracles'] = oracles
 
         # Extract data from the data dictionary
         x0 = data["x0"]

cvxpy/tests/nlp_tests/test_quasi_newton.py

@@ -197,3 +197,43 @@ def test_entropy_lbfgs(self):
                       hessian_approximation='limited-memory')
         # Minimum entropy distribution is concentrated on one point
         assert np.sum(q.value > 1e-8) == 1
+
+    def test_hessian_mode_switch_rebuilds_cached_oracle(self):
+        """Switch hessian_approximation between solves must refresh the diff oracle"""
+        n = 4
+        x = cp.Variable(n, bounds=[-1, 1])
+        np.random.seed(0)
+        A = cp.Parameter((n, n), value=np.random.rand(n, n))
+        prob = cp.Problem(cp.Minimize(cp.sum(A @ cp.exp(x))))
+
+        prob.solve(solver=cp.IPOPT, nlp=True,
+                   hessian_approximation='limited-memory')
+        o1 = prob._solver_cache['NLP']['oracles']
+        assert o1.use_hessian is False
+
+        A.value = np.random.rand(n, n)
+        prob.solve(solver=cp.IPOPT, nlp=True,
+                   hessian_approximation='exact')
+        o2 = prob._solver_cache['NLP']['oracles']
+        assert o2 is not o1
+        assert o2.use_hessian is True
+        rows, _ = o2.hessianstructure()
+        assert rows.size > 0
+
+    def test_same_hessian_mode_reuses_cached_oracle(self):
+        """Same Hessian mode across solves should not refresh cached diff oracle."""
+        n = 4
+        x = cp.Variable(n, bounds=[-1, 1])
+        np.random.seed(0)
+        A = cp.Parameter((n, n), value=np.random.rand(n, n))
+        prob = cp.Problem(cp.Minimize(cp.sum(A @ cp.exp(x))))
+
+        prob.solve(solver=cp.IPOPT, nlp=True,
+                   hessian_approximation='exact')
+        o1 = prob._solver_cache['NLP']['oracles']
+
+        A.value = np.random.rand(n, n)
+        prob.solve(solver=cp.IPOPT, nlp=True,
+                   hessian_approximation='exact')
+        o2 = prob._solver_cache['NLP']['oracles']
+        assert o2 is o1