optistack.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_OPTISTACK_HPP
#define CASADI_OPTISTACK_HPP
 
#include "function.hpp"
#include "callback.hpp"
 
namespace casadi {
 
typedef DM native_DM;
 
class OptiNode;
class OptiSol;
class OptiAdvanced;
class OptiCallback;
class CASADI_EXPORT Opti
  : public SWIG_IF_ELSE(PrintableCommon, Printable<Opti>),
  public SharedObject {
  friend class InternalOptiCallback;
public:
 
  Opti(const std::string& problem_type="nlp");
 
  MX variable(casadi_int n=1, casadi_int m=1, const std::string& attribute="full");
  MX variable(const Sparsity& sp, const std::string& attribute="full");
  MX variable(const MX& symbol, const std::string& attribute="full");
 
  MX parameter(casadi_int n=1, casadi_int m=1, const std::string& attribute="full");
  MX parameter(const Sparsity& sp, const std::string& attribute="full");
  MX parameter(const MX& symbol, const std::string& attribute="full");
 
  void minimize(const MX& f, double linear_scale=1);
 
 
  void subject_to(const MX& g, const Dict& options=Dict());
  void subject_to(const std::vector<MX>& g, const Dict& options=Dict());
  void subject_to(const MX& g, const DM& linear_scale, const Dict& options=Dict());
  void subject_to(const std::vector<MX>& g, const DM& linear_scale, const Dict& options=Dict());
 
  void subject_to();
 
  void solver(const std::string& solver,
              const Dict& plugin_options=Dict(),
              const Dict& solver_options=Dict());
 
 
  void set_initial(const MX& x, const DM& v);
  void set_initial(const std::vector<MX>& assignments);
 
 
  void set_value(const MX& x, const DM& v);
  void set_value(const std::vector<MX>& assignments);
 
  void set_domain(const MX& x, const std::string& domain);
 
  void set_linear_scale(const MX& x, const DM& scale, const DM& offset=0);
 
  OptiSol solve();
 
  OptiSol solve_limited();
 
 
  native_DM value(const MX& x, const std::vector<MX>& values=std::vector<MX>()) const;
  native_DM value(const DM& x, const std::vector<MX>& values=std::vector<MX>()) const;
  native_DM value(const SX& x, const std::vector<MX>& values=std::vector<MX>()) const;
 
  Dict stats() const;
 
  std::string return_status() const;
 
  std::vector<MX> initial() const;
 
  std::vector<MX> value_variables() const;
  std::vector<MX> value_parameters() const;
 
  Function scale_helper(const Function& h) const;
 
  MX dual(const MX& m) const;
 
  casadi_int nx() const;
 
  casadi_int np() const;
 
  casadi_int ng() const;
 
  MX x() const;
 
  MX p() const;
 
  MX g() const;
 
  MX f() const;
 
  MX lbg() const;
  MX ubg() const;
 
  DM x_linear_scale() const;
  DM x_linear_scale_offset() const;
  DM g_linear_scale() const;
  double f_linear_scale() const;
 
  MX lam_g() const;
 
 
  Function to_function(const std::string& name,
      const std::vector<MX>& args, const std::vector<MX>& res,
      const Dict& opts = Dict());
 
  Function to_function(const std::string& name,
      const std::vector<MX>& args, const std::vector<MX>& res,
      const std::vector<std::string>& name_in,
      const std::vector<std::string>& name_out,
      const Dict& opts = Dict());
 
  Function to_function(const std::string& name,
      const std::map<std::string, MX>& dict,
      const std::vector<std::string>& name_in,
      const std::vector<std::string>& name_out,
      const Dict& opts = Dict());
 
  #ifndef SWIGMATLAB
  static MX bounded(const MX& lb, const MX& expr, const MX& ub) { return (lb<=expr)<= ub; }
  #endif
 
  OptiAdvanced debug() const;
 
  OptiAdvanced advanced() const;
 
  Opti copy() const;
 
  void update_user_dict(const MX& m, const Dict& meta);
  void update_user_dict(const std::vector<MX>& m, const Dict& meta);
  Dict user_dict(const MX& m) const;
 
  std::string type_name() const { return "Opti"; }
 
  void disp(std::ostream& stream, bool more=false) const;
 
  std::string get_str(bool more=false) const;
 
 
  void callback_class(OptiCallback* callback);
  void callback_class();
 
#ifndef SWIG
  Opti(const Opti& x);
 
  ~Opti() {}
 
  static Opti create(OptiNode* node);
 
  OptiNode* operator->();
 
  const OptiNode* operator->() const;
 
  Opti(OptiNode* node);
 
#endif // SWIG
 
};
 
  enum ConstraintType {
    OPTI_GENERIC_EQUALITY,  // g1(x,p) == g2(x,p)
    OPTI_GENERIC_INEQUALITY,  // g1(x,p) <= g2(x,p)
    OPTI_EQUALITY, // g(x,p) == bound(p)
    OPTI_INEQUALITY,  // g(x,p) <= bound(p)
    OPTI_DOUBLE_INEQUALITY,  // lb(p) <= g(x,p) <= ub(p)
    OPTI_PSD, // A(x,p) >= b(p)
    OPTI_UNKNOWN};
  enum VariableType {
    OPTI_VAR, // variable
    OPTI_PAR,  // parameter
    OPTI_DUAL_G // dual
  };
  enum DomainType {
    OPTI_DOMAIN_REAL,
    OPTI_DOMAIN_INTEGER
  };
 
 
  struct IndexAbstraction {
    IndexAbstraction() : start(0), stop(0) {}
    casadi_int start;
    casadi_int stop;
  };
  struct MetaCon : IndexAbstraction {
    MetaCon() :  n(1), flipped(false), linear_scale(1) {}
    MX original;  // original expression
    MX canon; // Canonical expression
    ConstraintType type;
    MX lb;
    MX ub;
    casadi_int n;
    bool flipped;
    MX dual_canon;
    MX dual;
    Dict extra;
    DM linear_scale;
  };
  struct MetaVar : IndexAbstraction {
    std::string attribute;
    casadi_int n;
    casadi_int m;
    VariableType type;
    DomainType domain;
    casadi_int count;
    casadi_int i;
    casadi_int active_i;
    Dict extra;
  };
 
 
class OptiCallback {
public:
  OptiCallback() {
  }
  OptiCallback(const OptiCallback& obj) {
    casadi_error("Callback objects cannot be copied");
  }
  virtual void call(casadi_int i) {
    uout() << "This is a simple callback at iteration" << i << std::endl;
  }
  virtual ~OptiCallback() {}
};
 
class CASADI_EXPORT OptiAdvanced : public Opti {
  friend class InternalOptiCallback;
public:
 
  OptiAdvanced(const Opti& x);
 
  ~OptiAdvanced() {}
 
 
  Function casadi_solver() const;
 
  bool is_parametric(const MX& expr) const;
 
 
  std::vector<MX> symvar() const;
  std::vector<MX> symvar(const MX& expr) const;
  std::vector<MX> symvar(const MX& expr, VariableType type) const;
 
  MetaCon canon_expr(const MX& expr) const;
 
  MetaVar get_meta(const MX& m) const;
 
  MetaCon get_meta_con(const MX& m) const;
 
  void set_meta(const MX& m, const MetaVar& meta);
 
  void set_meta_con(const MX& m, const MetaCon& meta);
 
  void assert_active_symbol(const MX& m) const;
 
  std::vector<MX> active_symvar(VariableType type) const;
  std::vector<DM> active_values(VariableType type) const;
 
  MX x_lookup(casadi_index i) const;
  MX g_lookup(casadi_index i) const;
 
  casadi_index g_index_reduce_g(casadi_index i) const;
  casadi_index g_index_reduce_x(casadi_index i) const;
  casadi_index g_index_unreduce_g(casadi_index i) const;
 
  std::string x_describe(casadi_index i, const Dict& opts=Dict()) const;
  std::string g_describe(casadi_index i, const Dict& opts=Dict()) const;
  std::string describe(const MX& x, casadi_index indent=0, const Dict& opts=Dict()) const;
 
  void show_infeasibilities(double tol=0, const Dict& opts=Dict()) const;
 
  void solve_prepare();
  DMDict solve_actual(const DMDict& args);
 
  DMDict arg() const;
  void res(const DMDict& res);
  DMDict res() const;
  std::vector<MX> constraints() const;
  MX objective() const;
 
  OptiAdvanced baked_copy() const;
 
  void assert_empty() const;
 
 
  void bake();
 
  bool problem_dirty_;
  void mark_problem_dirty(bool flag=true);
  bool problem_dirty() const;
 
  bool solver_dirty_;
  void mark_solver_dirty(bool flag=true);
  bool solver_dirty() const;
 
  bool solved_;
  void mark_solved(bool flag=true);
  bool solved() const;
 
  void assert_solved() const;
  void assert_baked() const;
 
  casadi_int instance_number() const;
 
protected:
  OptiAdvanced() {}
};
 
class CASADI_EXPORT OptiSol : public SWIG_IF_ELSE(PrintableCommon, Printable<OptiAdvanced>) {
  friend class OptiNode;
  public:
    std::string type_name() const {return "OptiSol";}
    void disp(std::ostream& stream, bool more=false) const;
    std::string get_str(bool more=false) const;
 
    native_DM value(const MX& x, const std::vector<MX>& values=std::vector<MX>()) const;
    native_DM value(const DM& x, const std::vector<MX>& values=std::vector<MX>()) const;
    native_DM value(const SX& x, const std::vector<MX>& values=std::vector<MX>()) const;
 
    std::vector<MX> value_variables() const;
    std::vector<MX> value_parameters() const;
 
    Dict stats() const;
 
    Opti opti() const { return optistack_; } // NOLINT(cppcoreguidelines-slicing)
 
  protected:
    OptiSol(const Opti& opti);
    OptiAdvanced optistack_;
};
 
 
} // namespace casadi
 
#endif // CASADI_OPTI_HPP