ipopt_runtime.hpp

//
//    MIT No Attribution
//
//    Copyright (C) 2010-2023 Joel Andersson, Joris Gillis, Moritz Diehl, KU Leuven.
//
//    Permission is hereby granted, free of charge, to any person obtaining a copy of this
//    software and associated documentation files (the "Software"), to deal in the Software
//    without restriction, including without limitation the rights to use, copy, modify,
//    merge, publish, distribute, sublicense, and/or sell copies of the Software, and to
//    permit persons to whom the Software is furnished to do so.
//
//    THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED,
//    INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A
//    PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
//    HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
//    OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
//    SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
//
 
// C-REPLACE "SOLVER_RET_SUCCESS" "0"
// C-REPLACE "SOLVER_RET_UNKNOWN" "1"
// C-REPLACE "SOLVER_RET_LIMITED" "2"
 
// C-REPLACE "casadi_nlpsol_prob<T1>" "struct casadi_nlpsol_prob"
// C-REPLACE "casadi_nlpsol_data<T1>" "struct casadi_nlpsol_data"
 
// C-REPLACE "reinterpret_cast<int**>" "(int**) "
// C-REPLACE "reinterpret_cast<int*>" "(int*) "
// C-REPLACE "const_cast<int*>" "(int*) "
 
template<typename T1>
struct casadi_ipopt_prob {
  const casadi_nlpsol_prob<T1>* nlp;
  // Sparsity patterns
  const casadi_int *sp_h, *sp_a;
 
  casadi_int nnz_h, nnz_a;
 
  Eval_F_CB eval_f;
  Eval_G_CB eval_g;
  Eval_Grad_F_CB eval_grad_f;
  Eval_Jac_G_CB eval_jac_g;
  Eval_H_CB eval_h;
};
// C-REPLACE "casadi_ipopt_prob<T1>" "struct casadi_ipopt_prob"
 
// SYMBOL "ipopt_setup"
template<typename T1>
void casadi_ipopt_setup(casadi_ipopt_prob<T1>* p) {
  if (p->sp_h) {
    p->nnz_h = p->sp_h[2+p->sp_h[1]];
  } else {
    p->nnz_h = 0;
  }
  p->nnz_a = p->sp_a[2+p->sp_a[1]];
}
 
 
 
// SYMBOL "ipopt_data"
template<typename T1>
struct casadi_ipopt_data {
  // Problem structure
  const casadi_ipopt_prob<T1>* prob;
  // Problem structure
  casadi_nlpsol_data<T1>* nlp;
 
  IpoptProblem ipopt;
 
  const casadi_real** arg;
  casadi_real** res;
  casadi_int* iw;
  casadi_real* w;
 
  casadi_real *z_L, *z_U;
 
  enum ApplicationReturnStatus status;
 
  int unified_return_status;
  int success;
};
// C-REPLACE "casadi_ipopt_data<T1>" "struct casadi_ipopt_data"
 
// SYMBOL "ipopt_init_mem"
template<typename T1>
int ipopt_init_mem(casadi_ipopt_data<T1>* d) {
  return 0;
}
 
// SYMBOL "ipopt_free_mem"
template<typename T1>
void ipopt_free_mem(casadi_ipopt_data<T1>* d) {
  //Highs_destroy(d->ipopt);
  
}
 
// SYMBOL "ipopt_work"
template<typename T1>
void casadi_ipopt_work(const casadi_ipopt_prob<T1>* p, casadi_int* sz_arg, casadi_int* sz_res, casadi_int* sz_iw, casadi_int* sz_w) {
  casadi_nlpsol_work(p->nlp, sz_arg, sz_res, sz_iw, sz_w);
 
  *sz_w += p->nlp->nx; // z_L
  *sz_w += p->nlp->nx; // z_U
}
 
// SYMBOL "ipopt_init"
template<typename T1>
void casadi_ipopt_init(casadi_ipopt_data<T1>* d, const T1*** arg, T1*** res, casadi_int** iw, T1** w) {
  // Problem structure
  const casadi_ipopt_prob<T1>* p = d->prob;
  const casadi_nlpsol_prob<T1>* p_nlp = p->nlp;
  
  d->z_L = *w; *w += p_nlp->nx;
  d->z_U = *w; *w += p_nlp->nx;
 
  d->arg = *arg;
  d->res = *res;
  d->iw = *iw;
  d->w = *w;
}
 
// SYMBOL "ipopt_presolve"
template<typename T1>
void casadi_ipopt_presolve(casadi_ipopt_data<T1>* d) {
  // Problem structure
  const casadi_ipopt_prob<T1>* p = d->prob;
  const casadi_nlpsol_prob<T1>* p_nlp = p->nlp;
  const casadi_nlpsol_data<T1>* d_nlp = d->nlp;
 
  d->ipopt = CreateIpoptProblem(
                p_nlp->nx, (double *) d_nlp->lbz, (double *) d_nlp->ubz,
                p_nlp->ng, (double *) d_nlp->lbz+p_nlp->nx,
                           (double *) d_nlp->ubz+p_nlp->nx,
                p->nnz_a, p->nnz_h, 0,
                p->eval_f, p->eval_g, p->eval_grad_f,
                p->eval_jac_g, p->eval_h);
}
 
 
// SYMBOL "ipopt_solve"
template<typename T1>
void casadi_ipopt_solve(casadi_ipopt_data<T1>* d) {
  // Problem structure
  const casadi_ipopt_prob<T1>* p = d->prob;
  const casadi_nlpsol_prob<T1>* p_nlp = p->nlp;
  casadi_nlpsol_data<T1>* d_nlp = d->nlp;
 
  d->unified_return_status = SOLVER_RET_UNKNOWN;
 
  // Initialize dual solution (simple bounds)
  for (casadi_int i=0; i<p_nlp->nx; ++i) {
    d->z_L[i] = casadi_fmax(0., -d_nlp->lam[i]);
    d->z_U[i] = casadi_fmax(0., d_nlp->lam[i]);
  }
  d->status = IpoptSolve(d->ipopt, d_nlp->z, d_nlp->z + p_nlp->nx, &d_nlp->objective, d_nlp->lam+p_nlp->nx, d->z_L, d->z_U, d);
 
  // Get dual solution (simple bounds)
  for (casadi_int i=0; i<p_nlp->nx; ++i) {
    d_nlp->lam[i] = d->z_U[i]-d->z_L[i];
  }
 
  FreeIpoptProblem(d->ipopt);
 
  if (d->status==Solve_Succeeded || 
      d->status==Solved_To_Acceptable_Level || 
      d->status==Feasible_Point_Found) {
        d->unified_return_status = SOLVER_RET_SUCCESS;
  } else if (d->status==Maximum_Iterations_Exceeded) {
      d->unified_return_status = SOLVER_RET_LIMITED;
  }
 
  #if (IPOPT_VERSION_MAJOR > 3) || (IPOPT_VERSION_MAJOR == 3 && IPOPT_VERSION_MINOR >= 14)
    if (d->status==Maximum_WallTime_Exceeded) d->unified_return_status = SOLVER_RET_LIMITED;
  #endif
 
  d->success = (d->unified_return_status == SOLVER_RET_SUCCESS);
}
 
// SYMBOL "ipopt_sparsity"
template<typename T1>
void casadi_ipopt_sparsity(const casadi_int* sp, ipindex *iRow, ipindex *jCol) {
    casadi_int ncol = sp[1];
    const casadi_int* colind = sp+2;
    const casadi_int* row = colind+ncol+1;
 
    for (casadi_int cc=0; cc<ncol; ++cc) {
        for (casadi_int el=colind[cc]; el<colind[cc+1]; ++el) {
            *iRow++ = row[el];
            *jCol++ = cc;
        }
    }
}
 
// SYMBOL "ipopt_hess_l_empty"
template<typename T1>
bool casadi_ipopt_hess_l_empty(ipindex n, ipnumber *x, bool new_x, ipnumber obj_factor, ipindex m, ipnumber *lambda, bool new_lambda, ipindex nele_hess, ipindex *iRow, ipindex *jCol, ipnumber *values, UserDataPtr user_data) {
  return false;
}