Saving and replaying problems

Bug reports and regression tests need a lossless way to capture exactly what the solver saw and returned. Ledge ships this behind the non-default serde cargo feature (enabled in the Python wheel).

Python

dump = problem.to_json()          # lossless problem dump
restored = PortfolioProblem.from_json(dump)

result = problem.solve()
report = result.to_json()         # status, weights, duals, residuals,
                                  # diagnostics, certificates

Attach the two JSON strings to a bug report and the maintainer can replay your exact solve — round-trips are bit-exact, so the replayed problem produces the identical iterate path.

Rust

QpProblem, PortfolioProblem, SolverSettings, WarmStart, and Solution implement Serialize/Deserialize with any serde format:

let json = serde_json::to_string(&problem)?;
let restored: PortfolioProblem = serde_json::from_str(&json)?;

Notes:

• Validation cannot be bypassed. Matrices rebuild through their constructors and PortfolioProblem replays its builder methods, so a tampered dump fails with the same errors as wrong constructor input.
• JSON and infinities. Unbounded box sides travel as null (Option<f64> per entry) because JSON has no representation for infinities. Any self-describing binary serde format works unchanged.
• Bit-exact JSON parsing requires serde_json's float_roundtrip feature (default parsing may be off by 1 ULP).
• Solutions from NumericalFailure contain non-finite iterates and only round-trip through binary formats.