conic_impl.hpp

/*
 *    This file is part of CasADi.
 *
 *    CasADi -- A symbolic framework for dynamic optimization.
 *    Copyright (C) 2010-2023 Joel Andersson, Joris Gillis, Moritz Diehl,
 *                            KU Leuven. All rights reserved.
 *    Copyright (C) 2011-2014 Greg Horn
 *
 *    CasADi is free software; you can redistribute it and/or
 *    modify it under the terms of the GNU Lesser General Public
 *    License as published by the Free Software Foundation; either
 *    version 3 of the License, or (at your option) any later version.
 *
 *    CasADi is distributed in the hope that it will be useful,
 *    but WITHOUT ANY WARRANTY; without even the implied warranty of
 *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 *    Lesser General Public License for more details.
 *
 *    You should have received a copy of the GNU Lesser General Public
 *    License along with CasADi; if not, write to the Free Software
 *    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
 *
 */
 
 
#ifndef CASADI_CONIC_IMPL_HPP
#define CASADI_CONIC_IMPL_HPP
 
#include "conic.hpp"
#include "function_internal.hpp"
#include "plugin_interface.hpp"
#include "im.hpp"
 
namespace casadi {
 
  struct CASADI_EXPORT ConicMemory : public FunctionMemory {
    // Problem data structure
    casadi_qp_data<double> d_qp;
 
  };
 
  class CASADI_EXPORT Conic : public FunctionInternal, public PluginInterface<Conic> {
  public:
    // Memory structure
    casadi_qp_prob<double> p_qp_;
 
    // Constructor
    Conic(const std::string& name, const std::map<std::string, Sparsity> &st);
 
    // Destructor
    ~Conic() override = 0;
 
 
    size_t get_n_in() override { return CONIC_NUM_IN;}
    size_t get_n_out() override { return CONIC_NUM_OUT;}
 
 
    Sparsity get_sparsity_in(casadi_int i) override;
    Sparsity get_sparsity_out(casadi_int i) override;
 
 
    std::string get_name_in(casadi_int i) override { return conic_in(i);}
    std::string get_name_out(casadi_int i) override { return conic_out(i);}
 
 
    static const Options options_;
    const Options& get_options() const override { return options_;}
 
    int eval(const double** arg, double** res, casadi_int* iw, double* w, void* mem) const final;
 
    virtual int solve(const double** arg, double** res,
      casadi_int* iw, double* w, void* mem) const = 0;
 
    // Initialize
    void init(const Dict& opts) override;
 
    // Finalize the object creation
    void finalize() override;
 
    int init_mem(void* mem) const override;
 
    void set_work(void* mem, const double**& arg, double**& res,
                          casadi_int*& iw, double*& w) const override;
 
    virtual void check_inputs(const double* lbx, const double* ubx,
                             const double* lba, const double* uba) const;
 
    virtual void generateNativeCode(std::ostream& file) const;
 
    // Creator function for internal class
    typedef Conic* (*Creator)(const std::string& name,
                              const std::map<std::string, Sparsity>& st);
 
    // No static functions exposed
    struct Exposed{ };
 
    static std::map<std::string, Plugin> solvers_;
 
#ifdef CASADI_WITH_THREADSAFE_SYMBOLICS
    static std::mutex mutex_solvers_;
#endif // CASADI_WITH_THREADSAFE_SYMBOLICS
 
    static const std::string infix_;
 
    static std::string shortname() { return "conic";}
 
    bool is_a(const std::string& type, bool recursive) const override;
 
    double get_default_in(casadi_int ind) const override;
 
    virtual bool integer_support() const { return false;}
 
    virtual bool psd_support() const { return false;}
 
    Dict get_stats(void* mem) const override;
 
    // KKT matrix for parametric sensitivities, active set given by the multiplier signs
    static MX sens_kkt(const MX& H, const MX& A, const MX& lam_x, const MX& lam_a,
                       const MX& lbx, const MX& ubx, const MX& lba, const MX& uba,
                       double min_lam, bool force_equality,
                       MX& lbIx, MX& ubIx, MX& lbIa, MX& ubIa);
 
    bool uses_output() const override {return true;}
 
 
    bool has_forward(casadi_int nfwd) const override { return true;}
    Function get_forward(casadi_int nfwd, const std::string& name,
                         const std::vector<std::string>& inames,
                         const std::vector<std::string>& onames,
                         const Dict& opts) const override;
 
 
    bool has_reverse(casadi_int nadj) const override { return true;}
    Function get_reverse(casadi_int nadj, const std::string& name,
                         const std::vector<std::string>& inames,
                         const std::vector<std::string>& onames,
                         const Dict& opts) const override;
 
    void qp_codegen_body(CodeGenerator& g) const;
 
  protected:
    std::vector<bool> discrete_;
    std::vector<bool> equality_;
    bool print_problem_;
    bool solver_version_check_;
    double sens_min_lam_;
    bool sens_force_equality_;
    std::string sens_linsol_;
    Dict sens_linsol_options_;
 
    Sparsity H_, A_, Q_, P_;
 
    casadi_int nx_;
 
    casadi_int na_;
 
    casadi_int np_;
 
    struct SDPToSOCPMem {
      // Block partition vector for SOCP (block i runs from r[i] to r[i+1])
      std::vector<casadi_int> r;
 
      // Tranpose of A, and corresponding mapping
      Sparsity AT;
      std::vector<casadi_int> A_mapping;
 
      // Aggregate SOCP helper constraints (lhs)
      IM map_Q;
 
      // Aggregate SOCP helper constraints (rhs)
      std::vector<casadi_int> map_P;
 
      // Maximum size of ind/val vectors
      casadi_int indval_size;
    };
 
    void sdp_to_socp_init(SDPToSOCPMem& mem) const;
 
    void serialize(SerializingStream &s, const SDPToSOCPMem& m) const;
    void deserialize(DeserializingStream &s, SDPToSOCPMem& m);
 
  public:
    void serialize_body(SerializingStream &s) const override;
    void serialize_type(SerializingStream &s) const override;
 
    std::string serialize_base_function() const override { return "Conic"; }
    static ProtoFunction* deserialize(DeserializingStream& s);
 
  protected:
 
    explicit Conic(DeserializingStream& s);
  private:
    void set_qp_prob();
  };
 
 
} // namespace casadi
#endif // CASADI_CONIC_IMPL_HPP