fatrop_runtime.hpp
1 //
2 // MIT No Attribution
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4 // Copyright (C) 2010-2023 Joel Andersson, Joris Gillis, Moritz Diehl, KU Leuven.
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19 
20 // C-REPLACE "SOLVER_RET_SUCCESS" "0"
21 // C-REPLACE "SOLVER_RET_UNKNOWN" "1"
22 // C-REPLACE "SOLVER_RET_LIMITED" "2"
23 // C-REPLACE "SOLVER_RET_EXCEPTION" "5"
24 
25 // C-REPLACE "casadi_nlpsol_prob<T1>" "struct casadi_nlpsol_prob"
26 // C-REPLACE "casadi_nlpsol_data<T1>" "struct casadi_nlpsol_data"
27 
28 // C-REPLACE "reinterpret_cast<int**>" "(int**) "
29 // C-REPLACE "reinterpret_cast<int*>" "(int*) "
30 // C-REPLACE "const_cast<int*>" "(int*) "
31 
32 // SYMBOL "fatrop_mproject"
33 template<typename T1>
34 void casadi_fatrop_mproject(T1 factor, const T1* x, const casadi_int* sp_x,
35  T1* y, const casadi_int* sp_y, T1* w) {
36  casadi_int ncol_y;
37  const casadi_int* colind_y;
38  ncol_y = sp_y[1];
39  colind_y = sp_y+2;
40  casadi_project(x, sp_x, y, sp_y, w);
41  casadi_scal(colind_y[ncol_y], factor, y);
42 }
43 
44 // SYMBOL "fatrop_dense_transfer"
45 template<typename T1>
46 void casadi_fatrop_dense_transfer(double factor, const T1* x,
47  const casadi_int* sp_x, T1* y,
48  const casadi_int* sp_y, T1* w) {
49  casadi_sparsify(x, w, sp_x, 0);
50  casadi_int nrow_y = sp_y[0];
51  casadi_int ncol_y = sp_y[1];
52  const casadi_int *colind_y = sp_y+2, *row_y = sp_y + 2 + ncol_y+1;
53  /* Loop over columns of y */
54  casadi_int i, el;
55  for (i=0; i<ncol_y; ++i) {
56  for (el=colind_y[i]; el<colind_y[i+1]; ++el) y[nrow_y*i + row_y[el]] += factor*(*w++);
57  }
58 }
59 
60 // SYMBOL "fatrop_read_primal_data"
61 template<typename T1>
62 void casadi_fatrop_read_primal_data(const double* primal_data, T1* x, const struct FatropOcpCDims *s) {
63  int k;
64  for (k=0;k<s->K;++k) {
65  casadi_copy(primal_data+s->ux_offs[k], s->nu[k], x+s->nx[k]+s->ux_offs[k]);
66  casadi_copy(primal_data+s->ux_offs[k]+s->nu[k], s->nx[k], x+s->ux_offs[k]);
67  }
68 }
69 
70 // SYMBOL "fatrop_write_primal_data"
71 template<typename T1>
72 void casadi_fatrop_write_primal_data(const double* x, T1* primal_data, const struct FatropOcpCDims *s) {
73  int k;
74  for (k=0;k<s->K;++k) {
75  casadi_copy(x+s->nx[k]+s->ux_offs[k], s->nu[k], primal_data+s->ux_offs[k]);
76  casadi_copy(x+s->ux_offs[k], s->nx[k], primal_data+s->ux_offs[k]+s->nu[k]);
77  }
78 }
79 
80 // C-REPLACE "casadi_ocp_block" "struct casadi_ocp_block"
81 
82 // C-REPLACE "OracleCallback" "struct casadi_oracle_callback"
83 template<typename T1>
86  const casadi_int *nx, *nu, *ng;
87  casadi_int nx_max, nu_max, nxu_max;
88  // Sparsity patterns
89  const casadi_int *sp_h, *sp_a;
90 
91  casadi_int nnz_h, nnz_a;
92 
93  // Sparsities
94  const casadi_int *ABsp;
95  const casadi_int *AB_offsets;
96  const casadi_int *CDsp;
97  const casadi_int *CD_offsets;
98  const casadi_int *RSQsp;
99  const casadi_int *RSQ_offsets;
100  const casadi_int *Isp;
101  const casadi_int *I_offsets;
102 
103  casadi_int N;
105 
106  OracleCallback nlp_hess_l;
107  OracleCallback nlp_jac_g;
108  OracleCallback nlp_grad_f;
109  OracleCallback nlp_f;
110  OracleCallback nlp_g;
111 
112  FatropOcpCWrite write;
113  FatropOcpCFlush flush;
114 };
115 // C-REPLACE "casadi_fatrop_prob<T1>" "struct casadi_fatrop_prob"
116 
117 
118 // SYMBOL "fatrop_setup"
119 template<typename T1>
120 void casadi_fatrop_setup(casadi_fatrop_prob<T1>* p) {
121  casadi_int k;
122  if (p->sp_h) {
123  p->nnz_h = p->sp_h[2+p->sp_h[1]];
124  } else {
125  p->nnz_h = 0;
126  }
127  p->nnz_a = p->sp_a[2+p->sp_a[1]];
128 
129  p->nx_max = 0;
130  for (k=0;k<p->N+1;++k) {
131  if (p->nx[k]>p->nx_max) p->nx_max = p->nx[k];
132  }
133  p->nu_max = 0;
134  p->nxu_max = 0;
135  for (k=0;k<p->N;++k) {
136  if (p->nu[k]>p->nu_max) p->nu_max = p->nu[k];
137  if (p->nu[k]+p->nx[k]>p->nxu_max) p->nxu_max = p->nu[k]+p->nx[k];
138  }
139 }
140 
141 
142 
143 // SYMBOL "fatrop_data"
144 template<typename T1>
146  // Problem structure
148  // Problem structure
150 
151  T1 *AB, *CD, *RSQ, *I;
152 
153  casadi_int *a_eq, *a_ineq, *a_eq_idx, *a_ineq_idx;
154  casadi_int *x_eq, *x_ineq, *x_eq_idx, *x_ineq_idx;
155 
156  const T1** arg;
157  T1** res;
158  casadi_int* iw;
159  T1* w;
160 
162  int success;
164 
165  T1 *pv, *x, *a, *g, *h, *lam;
166 
167  struct blasfeo_dvec v, r;
168  struct blasfeo_dmat R;
169 
170  struct FatropOcpCInterface ocp_interface;
171 
172  struct FatropOcpCStats stats;
173 
174  struct FatropOcpCSolver *solver;
175 };
176 // C-REPLACE "casadi_fatrop_data<T1>" "struct casadi_fatrop_data"
177 
178 // SYMBOL "fatrop_init_mem"
179 template<typename T1>
180 int fatrop_init_mem(casadi_fatrop_data<T1>* d) {
181  return 0;
182 }
183 
184 // SYMBOL "fatrop_free_mem"
185 template<typename T1>
186 void fatrop_free_mem(casadi_fatrop_data<T1>* d) {
187  //Highs_destroy(d->fatrop);
188 
189 }
190 // C-REPLACE "static_cast< casadi_fatrop_data<T1>* >" "(struct casadi_fatrop_data*)"
191 // C-REPLACE "casadi_oracle_data<T1>" "struct casadi_oracle_data"
192 // C-REPLACE "calc_function" "casadi_oracle_call"
193 // C-REPLACE "casadi_error" "//casadi_error"
194 
195 // SYMBOL "fatrop_full_eval_constr_jac"
196 template<typename T1>
197 fatrop_int casadi_fatrop_full_eval_constr_jac(const double* primal_data, const double* stageparams_p, const double* globalparams_p,
198  struct blasfeo_dmat* BAbt_p, struct blasfeo_dmat* Ggt_p, struct blasfeo_dmat* Ggt_ineq_p, const struct FatropOcpCDims* s, void* user_data) {
199  casadi_int i;
200  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
201  const casadi_fatrop_prob<T1>* p = d->prob;
202  casadi_nlpsol_data<T1>* d_nlp = d->nlp;
203  casadi_oracle_data<T1>* d_oracle = d_nlp->oracle;
204 
205  casadi_fatrop_read_primal_data(primal_data, d->x, s);
206  d_oracle->arg[0] = d->x;
207  d_oracle->arg[1] = d_nlp->p;
208  d_oracle->res[0] = d->g;
209  d_oracle->res[1] = d->a;
210  calc_function(&d->prob->nlp_jac_g, d_oracle);
211 
212  casadi_fatrop_mproject(-1.0, d->a, p->sp_a, d->AB, p->ABsp, d->pv);
213  casadi_project(d->a, p->sp_a, d->CD, p->CDsp, d->pv);
214  casadi_project(d->a, p->sp_a, d->I, p->Isp, d->pv);
215 
216  for (i=0;i<p->Isp[2+p->Isp[1]];++i) {
217  if (d->I[i]!=1.0) {
218  casadi_error("Structure mismatch: gap-closing constraints must be like this: x_{k+1}-F(xk,uk).");
219  }
220  }
221  return 0;
222 }
223 
224 // SYMBOL "fatrop_full_eval_contr_viol"
225 template<typename T1>
226 fatrop_int casadi_fatrop_full_eval_contr_viol(const double* primal_data, const double* stageparams_p, const double* globalparams_p,
227  double* res, const struct FatropOcpCDims* s, void* user_data) {
228  casadi_int i,k,column;
229  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
230  const casadi_fatrop_prob<T1>* p = d->prob;
231  casadi_nlpsol_data<T1>* d_nlp = d->nlp;
232  casadi_oracle_data<T1>* d_oracle = d_nlp->oracle;
233 
234  casadi_fatrop_read_primal_data(primal_data, d->x, s);
235  d_oracle->arg[0] = d->x;
236  d_oracle->arg[1] = d_nlp->p;
237  d_oracle->res[0] = d->g;
238  calc_function(&d->prob->nlp_g, d_oracle);
239 
240  for (k=0;k<s->K;++k) {
241  column = 0;
242  for (i=d->a_ineq_idx[k];i<d->a_ineq_idx[k+1];++i) {
243  res[s->g_ineq_offs[k]+column] = d->g[d->a_ineq[i]];
244  column++;
245  }
246  for (i=d->x_ineq_idx[k];i<d->x_ineq_idx[k+1];++i) {
247  res[s->g_ineq_offs[k]+column] = d->x[d->x_ineq[i]];
248  column++;
249  }
250  column = 0;
251  for (i=d->a_eq_idx[k];i<d->a_eq_idx[k+1];++i) {
252  res[s->g_offs[k]+column] = d->g[d->a_eq[i]]-d->nlp->lbz[p->nlp->nx+d->a_eq[i]];
253  column++;
254  }
255  for (i=d->x_eq_idx[k];i<d->x_eq_idx[k+1];++i) {
256  res[s->g_offs[k]+column] = d->x[d->x_eq[i]]-d->nlp->lbz[d->x_eq[i]];
257  column++;
258  }
259  }
260  for (k=0;k<s->K-1;++k) {
261  const T1* lbg_k = d_nlp->lbz+p->nlp->nx+p->AB[k].offset_r;
262  const T1* g_k = d->g+p->AB[k].offset_r;
263  casadi_copy(lbg_k, p->nx[k+1], res+s->dyn_eq_offs[k]);
264  casadi_axpy(p->nx[k+1], -1.0, g_k, res+s->dyn_eq_offs[k]);
265  }
266  return 1; //skip
267 }
268 
269 // SYMBOL "fatrop_full_eval_obj_grad"
270 template<typename T1>
271 fatrop_int casadi_fatrop_full_eval_obj_grad(
272  double objective_scale,
273  const double *primal_data,
274  const double *stage_params_k,
275  const double *global_params,
276  double *res, const struct FatropOcpCDims* s, void* user_data) {
277  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
278  const casadi_fatrop_prob<T1>* p = d->prob;
279  casadi_nlpsol_data<T1>* d_nlp = d->nlp;
280  casadi_oracle_data<T1>* d_oracle = d_nlp->oracle;
281 
282  casadi_fatrop_read_primal_data(primal_data, d->x, s);
283  d_oracle->arg[0] = d->x;
284  d_oracle->arg[1] = d_nlp->p;
285  d_oracle->res[0] = d->g;
286  calc_function(&d->prob->nlp_grad_f, d_oracle);
287 
288  casadi_fatrop_write_primal_data(d->g, res, s);
289  casadi_scal(p->nlp->nx, objective_scale, res);
290  return 1; // skip
291 }
292 
293 // SYMBOL "fatrop_full_eval_obj"
294 template<typename T1>
295 fatrop_int casadi_fatrop_full_eval_obj(
296  double objective_scale,
297  const double *primal_data,
298  const double *stage_params_k,
299  const double *global_params,
300  double *res, const struct FatropOcpCDims* s, void* user_data) {
301  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
302  casadi_nlpsol_data<T1>* d_nlp = d->nlp;
303  casadi_oracle_data<T1>* d_oracle = d_nlp->oracle;
304 
305  casadi_fatrop_read_primal_data(primal_data, d->x, s);
306  d_oracle->arg[0] = d->x;
307  d_oracle->arg[1] = d_nlp->p;
308  d_oracle->res[0] = res;
309  calc_function(&d->prob->nlp_f, d_oracle);
310 
311  *res *= objective_scale;
312  return 1; // skip
313 }
314 
315 // SYMBOL "fatrop_full_eval_obj"
316 template<typename T1>
317 fatrop_int casadi_fatrop_full_eval_lag_hess(
318  double objective_scale,
319  const double *primal_data,
320  const double *lam_data,
321  const double *stage_params_k,
322  const double *global_params,
323  struct blasfeo_dmat *res, const struct FatropOcpCDims* s, void* user_data) {
324  casadi_int k, column, i;
325  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
326  const casadi_fatrop_prob<T1>* p = d->prob;
327  casadi_nlpsol_data<T1>* d_nlp = d->nlp;
328  casadi_oracle_data<T1>* d_oracle = d_nlp->oracle;
329 
330  casadi_fatrop_read_primal_data(primal_data, d->x, s);
331  for (k=0;k<s->K;++k) {
332  column = 0;
333  for (i=d->a_ineq_idx[k];i<d->a_ineq_idx[k+1];++i) {
334  d->lam[d->a_ineq[i]] = lam_data[s->g_ineq_offs[k]+column];
335  column++;
336  }
337  column = 0;
338  for (i=d->a_eq_idx[k];i<d->a_eq_idx[k+1];++i) {
339  d->lam[d->a_eq[i]] = lam_data[s->g_offs[k]+column];
340  column++;
341  }
342  }
343  for (k=0;k<s->K-1;++k) {
344  casadi_scaled_copy(-1.0, lam_data+s->dyn_eq_offs[k], p->nx[k+1], d->lam+p->AB[k].offset_r);
345  }
346 
347  d_oracle->arg[0] = d->x;
348  d_oracle->arg[1] = d_nlp->p;
349  d_oracle->arg[2] = &objective_scale;
350  d_oracle->arg[3] = d->lam;
351  d_oracle->res[0] = d->g;
352  d_oracle->res[1] = d->h;
353  calc_function(&d->prob->nlp_hess_l, d_oracle);
354 
355  casadi_project(d->h, p->sp_h, d->RSQ, p->RSQsp, d->pv);
356 
357  // Note: Lagrangian is defined with lambda_dyn*(F(x_k,u_k)) with x_k+1 notably absent
358  for (k=0;k<s->K-1;++k) {
359  casadi_axpy(p->nx[k+1], 1.0, lam_data+s->dyn_eq_offs[k], d->g+p->CD[k+1].offset_c);
360  }
361  // Note: we still need to handle simple bounds
362  for (k=0;k<s->K;++k) {
363  column = d->a_ineq_idx[k+1]-d->a_ineq_idx[k];
364  for (i=d->x_ineq_idx[k];i<d->x_ineq_idx[k+1];++i) {
365  d->g[d->x_ineq[i]] += lam_data[s->g_ineq_offs[k]+column];
366  column++;
367  }
368  column = d->a_eq_idx[k+1]-d->a_eq_idx[k];
369  for (i=d->x_eq_idx[k];i<d->x_eq_idx[k+1];++i) {
370  d->g[d->x_eq[i]] += lam_data[s->g_offs[k]+column];
371  column++;
372  }
373  }
374 
375  return 0;
376 }
377 
378 // C-REPLACE "const_cast<T1*>" "(T1*)"
379 
380 // SYMBOL "fatrop_eval_BAbt"
381 template<typename T1>
382 fatrop_int casadi_fatrop_eval_BAbt(const double *states_kp1, const double *inputs_k,
383  const double *states_k, const double *stage_params_k,
384  const double *global_params, struct blasfeo_dmat *res, const fatrop_int k, void* user_data) {
385  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
386  const casadi_fatrop_prob<T1>* p = d->prob;
387  casadi_nlpsol_data<T1>* d_nlp = d->nlp;
388  const T1* lbg_k = d_nlp->lbz+p->nlp->nx+p->AB[k].offset_r;
389  const T1* g_k = d->g+p->AB[k].offset_r;
390  casadi_int i;
391  blasfeo_pack_tran_dmat(p->nx[k+1], p->nx[k], d->AB+p->AB_offsets[k], p->nx[k+1], res, p->nu[k], 0);
392  blasfeo_pack_tran_dmat(p->nx[k+1], p->nu[k], d->AB+p->AB_offsets[k]+p->nx[k]*p->nx[k+1], p->nx[k+1], res, 0, 0);
393 
394  for (i=0; i<p->nx[k+1]; ++i) {
395  BLASFEO_DMATEL(res, p->nx[k]+p->nu[k], i) = lbg_k[i]-g_k[i];
396  }
397 
398  return 0;
399 
400 }
401 
402 // SYMBOL "fatrop_eval_RSQrqt"
403 template<typename T1>
404 fatrop_int casadi_fatrop_eval_RSQrqt(
405  const double *objective_scale,
406  const double *inputs_k,
407  const double *states_k,
408  const double *lam_dyn_k,
409  const double *lam_eq_k,
410  const double *lam_eq_ineq_k,
411  const double *stage_params_k,
412  const double *global_params,
413  struct blasfeo_dmat *res,
414  const fatrop_int k, void* user_data) {
415  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
416  const casadi_fatrop_prob<T1>* p = d->prob;
417 
418  int n = p->nx[k]+p->nu[k];
419  blasfeo_pack_dmat(p->nx[k], p->nx[k],
420  d->RSQ+p->RSQ_offsets[k], n, res, p->nu[k], p->nu[k]);
421  blasfeo_pack_dmat(p->nu[k], p->nu[k],
422  d->RSQ+p->RSQ_offsets[k]+p->nx[k]*n+p->nx[k], n, res, 0, 0);
423  blasfeo_pack_dmat(p->nu[k], p->nx[k],
424  d->RSQ+p->RSQ_offsets[k]+p->nx[k], n, res, 0, p->nu[k]);
425  blasfeo_pack_dmat(p->nx[k], p->nu[k],
426  d->RSQ+p->RSQ_offsets[k]+p->nx[k]*n, n, res, p->nu[k], 0);
427 
428 
429  blasfeo_pack_dmat(1, p->nx[k], d->g+p->CD[k].offset_c, 1, res, p->nx[k]+p->nu[k], p->nu[k]);
430  blasfeo_pack_dmat(1, p->nu[k], d->g+p->CD[k].offset_c+p->nx[k], 1, res, p->nx[k]+p->nu[k], 0);
431 
432  return 0;
433 }
434 
435 
436 // SYMBOL "fatrop_eval_Ggt"
437 template<typename T1>
438 fatrop_int casadi_fatrop_eval_Ggt(
439  const double *inputs_k,
440  const double *states_k,
441  const double *stage_params_k,
442  const double *global_params,
443  struct blasfeo_dmat *res,
444  const fatrop_int k, void* user_data) {
445  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
446  const casadi_fatrop_prob<T1>* p = d->prob;
447  casadi_int i, column;
448 
449  int n_a_eq = d->a_eq_idx[k+1]-d->a_eq_idx[k];
450  int n_x_eq = d->x_eq_idx[k+1]-d->x_eq_idx[k];
451  int ng_eq = n_a_eq+n_x_eq;
452 
453  blasfeo_dgese(p->nx[k]+p->nu[k]+1, ng_eq, 0.0, res, 0, 0);
454 
455  column = 0;
456  for (i=d->a_eq_idx[k];i<d->a_eq_idx[k+1];++i) {
457  blasfeo_pack_tran_dmat(1, p->nx[k],
458  d->CD+p->CD_offsets[k]+(d->a_eq[i]-p->CD[k].offset_r),
459  p->CD[k].rows, res, p->nu[k], column);
460  blasfeo_pack_tran_dmat(1, p->nu[k],
461  d->CD+p->CD_offsets[k]+(d->a_eq[i]-p->CD[k].offset_r)+p->nx[k]*p->CD[k].rows,
462  p->CD[k].rows, res, 0, column);
463  BLASFEO_DMATEL(res, p->nx[k]+p->nu[k], column) = d->g[d->a_eq[i]]-d->nlp->lbz[p->nlp->nx+d->a_eq[i]];
464  column++;
465  }
466  for (i=d->x_eq_idx[k];i<d->x_eq_idx[k+1];++i) {
467  int j = d->x_eq[i]-p->CD[k].offset_c;
468  if (j>=p->nx[k]) {
469  j -= p->nx[k];
470  } else {
471  j += p->nu[k];
472  }
473  BLASFEO_DMATEL(res, j, column) = 1;
474  BLASFEO_DMATEL(res, p->nx[k]+p->nu[k], column) = d->x[d->x_eq[i]]-d->nlp->lbz[d->x_eq[i]];
475  column++;
476  }
477 
478  return 0;
479 }
480 
481 // SYMBOL "fatrop_eval_Ggt_ineq"
482 template<typename T1>
483 fatrop_int casadi_fatrop_eval_Ggt_ineq(
484  const double *inputs_k,
485  const double *states_k,
486  const double *stage_params_k,
487  const double *global_params,
488  struct blasfeo_dmat *res,
489  const fatrop_int k, void* user_data) {
490  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
491  const casadi_fatrop_prob<T1>* p = d->prob;
492  casadi_int i, column;
493 
494  int n_a_ineq = d->a_ineq_idx[k+1]-d->a_ineq_idx[k];
495  int n_x_ineq = d->x_ineq_idx[k+1]-d->x_ineq_idx[k];
496  int ng_ineq = n_a_ineq+n_x_ineq;
497 
498  // Ggt_ineq: [G_ineq;g_ineq]
499  // G_ineq: (nu+nx by ng_ineq)
500  // g_ineq: (nu+nx by 1)
501 
502  // Clear Ggt_ineq
503  blasfeo_dgese(p->nx[k]+p->nu[k]+1, ng_ineq, 0.0, res, 0, 0);
504 
505  column = 0;
506  for (i=d->a_ineq_idx[k];i<d->a_ineq_idx[k+1];++i) {
507  blasfeo_pack_tran_dmat(1, p->nx[k],
508  d->CD+p->CD_offsets[k]+(d->a_ineq[i]-p->CD[k].offset_r),
509  p->CD[k].rows, res, p->nu[k], column);
510  blasfeo_pack_tran_dmat(1, p->nu[k],
511  d->CD+p->CD_offsets[k]+(d->a_ineq[i]-p->CD[k].offset_r)+p->nx[k]*p->CD[k].rows,
512  p->CD[k].rows, res, 0, column);
513  BLASFEO_DMATEL(res, p->nx[k]+p->nu[k], column) = d->g[d->a_ineq[i]];
514  column++;
515  }
516  for (i=d->x_ineq_idx[k];i<d->x_ineq_idx[k+1];++i) {
517  int j = d->x_ineq[i]-p->CD[k].offset_c;
518  if (j>=p->nx[k]) {
519  j -= p->nx[k];
520  } else {
521  j += p->nu[k];
522  }
523  BLASFEO_DMATEL(res, j, column) = 1;
524  BLASFEO_DMATEL(res, p->nx[k]+p->nu[k], column) = d->x[d->x_ineq[i]];
525  column++;
526  }
527 
528  return 0;
529 }
530 
531 // SYMBOL "fatrop_get_nx"
532 template<typename T1>
533 fatrop_int casadi_fatrop_get_nx(const fatrop_int k, void* user_data) {
534  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
535  const casadi_fatrop_prob<T1>* p = d->prob;
536 
537  //printf("nx %lld\n", p->nx[k]);
538 
539  if (k==p->N+1) return p->nx[k-1];
540  return p->nx[k];
541 }
542 
543 // SYMBOL "fatrop_get_nu"
544 template<typename T1>
545 fatrop_int casadi_fatrop_get_nu(const fatrop_int k, void* user_data) {
546  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
547  const casadi_fatrop_prob<T1>* p = d->prob;
548  return p->nu[k];
549 }
550 
551 // SYMBOL "fatrop_get_ng"
552 template<typename T1>
553 fatrop_int casadi_fatrop_get_ng(const fatrop_int k, void* user_data) {
554  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
555  int ret;
556  fatrop_int n_a_eq = d->a_eq_idx[k+1]-d->a_eq_idx[k];
557  fatrop_int n_x_eq = d->x_eq_idx[k+1]-d->x_eq_idx[k];
558 
559  ret = n_a_eq+n_x_eq;
560 
561  /* printf("d->a_eq_idx[k] %lld\n", d->a_eq_idx[k]);
562  printf("d->a_eq_idx[k+1] %lld\n", d->a_eq_idx[k+1]);
563  printf("d->x_eq_idx[k] %lld\n", d->x_eq_idx[k]);
564  printf("d->x_eq_idx[k+1] %lld\n", d->x_eq_idx[k+1]);
565 
566 
567  printf("get_ng %d\n", ret);*/
568  return ret;
569 }
570 
571 
572 // SYMBOL "fatrop_get_horizon_length"
573 template<typename T1>
574 fatrop_int casadi_fatrop_get_horizon_length(void* user_data) {
575  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
576 
577  //printf("horizon_length %lld\n", d->prob->N+1);
578  return d->prob->N+1;
579 }
580 
581 // SYMBOL "fatrop_get_ng_ineq"
582 template<typename T1>
583 fatrop_int casadi_fatrop_get_ng_ineq(const fatrop_int k, void* user_data) {
584  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
585  fatrop_int n_a_ineq = d->a_ineq_idx[k+1]-d->a_ineq_idx[k];
586  fatrop_int n_x_ineq = d->x_ineq_idx[k+1]-d->x_ineq_idx[k];
587  //printf("get_ng_ineq %d\n", n_a_ineq+n_x_ineq);
588  return n_a_ineq+n_x_ineq;
589 }
590 
591 // SYMBOL "fatrop_get_bounds"
592 template<typename T1>
593 fatrop_int casadi_fatrop_get_bounds(double *lower, double *upper, const fatrop_int k, void* user_data) {
594  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
595  const casadi_fatrop_prob<T1>* p = d->prob;
596  casadi_nlpsol_data<T1>* d_nlp = d->nlp;
597 
598  casadi_int nx = p->nlp->nx;
599 
600  int i=0;
601  int column = 0;
602  for (i=d->a_ineq_idx[k];i<d->a_ineq_idx[k+1];++i) {
603  lower[column] = d_nlp->lbz[nx+d->a_ineq[i]];
604  upper[column] = d_nlp->ubz[nx+d->a_ineq[i]];
605  column++;
606  }
607 
608  for (i=d->x_ineq_idx[k];i<d->x_ineq_idx[k+1];++i) {
609  lower[column] = d_nlp->lbz[d->x_ineq[i]];
610  upper[column] = d_nlp->ubz[d->x_ineq[i]];
611  column++;
612  }
613 
614  return 0;
615 }
616 
617 // SYMBOL "fatrop_get_initial_xk"
618 template<typename T1>
619 fatrop_int casadi_fatrop_get_initial_xk(double *xk, const fatrop_int k, void* user_data) {
620  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
621  const casadi_fatrop_prob<T1>* p = d->prob;
622  casadi_nlpsol_data<T1>* d_nlp = d->nlp;
623  //printf("casadi_fatrop_get_initial_xk offset %lld %e\n",p->CD[k].offset_c,d_nlp->z[p->CD[k].offset_c]);
624  casadi_copy(d_nlp->z+p->CD[k].offset_c, p->nx[k], xk);
625 
626  return 0;
627 }
628 
629 // SYMBOL "fatrop_get_initial_uk"
630 template<typename T1>
631 fatrop_int casadi_fatrop_get_initial_uk(double *uk, const fatrop_int k, void* user_data) {
632  casadi_fatrop_data<T1>* d = static_cast< casadi_fatrop_data<T1>* >(user_data);
633  const casadi_fatrop_prob<T1>* p = d->prob;
634  casadi_nlpsol_data<T1>* d_nlp = d->nlp;
635  casadi_copy(d_nlp->z+p->CD[k].offset_c+p->nx[k], p->nu[k], uk);
636  return 0;
637 }
638 
639 
640 // SYMBOL "fatrop_work"
641 template<typename T1>
642 void casadi_fatrop_work(const casadi_fatrop_prob<T1>* p, casadi_int* sz_arg, casadi_int* sz_res, casadi_int* sz_iw, casadi_int* sz_w) {
643  casadi_nlpsol_work(p->nlp, sz_arg, sz_res, sz_iw, sz_w);
644 
645  // Temporary work vectors
646  *sz_w = casadi_max(*sz_w, 2*(p->nlp->nx+p->nlp->ng)); // pv
647 
648  // Persistent work vectors
649  *sz_w += casadi_sp_nnz(p->ABsp); // AB
650  *sz_w += casadi_sp_nnz(p->CDsp); // CD
651  *sz_w += casadi_sp_nnz(p->RSQsp); // RSQ
652  *sz_w += casadi_sp_nnz(p->Isp); // I
653  *sz_w += p->nlp->nx; // x
654  *sz_w += p->nlp->nx+p->nlp->ng; // lam
655  *sz_w += casadi_sp_nnz(p->sp_a); // a
656  *sz_w += casadi_sp_nnz(p->sp_h); // h
657  *sz_w += casadi_max(p->nlp->nx,p->nlp->ng); // g
658  *sz_w += blasfeo_memsize_dvec(p->nxu_max+1)+64; // v p->nx[k]+p->nu[k]+1
659  *sz_w += blasfeo_memsize_dvec(p->nx_max+p->nlp->ng)+64; // r p->nx[k+1]
660  *sz_w += blasfeo_memsize_dmat(p->nxu_max, p->nxu_max)+64; // r p->nx[k]+p->nx[u]
661 
662  *sz_iw += p->N+2; // a_eq_idx
663  *sz_iw += p->N+2; // a_ineq_idx
664  *sz_iw += p->N+2; // x_eq_idx
665  *sz_iw += p->N+2; // x_ineq_idx
666  *sz_iw += p->nlp->ng; // a_eq
667  *sz_iw += p->nlp->ng; // a_ineq
668  *sz_iw += p->nlp->nx; // x_eq
669  *sz_iw += p->nlp->nx; // x_ineq
670 
671 }
672 
673 // SYMBOL "fatrop_init"
674 template<typename T1>
675 void casadi_fatrop_init(casadi_fatrop_data<T1>* d, const T1*** arg, T1*** res, casadi_int** iw, T1** w) {
676  // Problem structure
677  const casadi_fatrop_prob<T1>* p = d->prob;
678  //casadi_oracle_data<T1>* d_oracle = d->nlp->oracle;
679  //const casadi_nlpsol_prob<T1>* p_nlp = p->nlp;
680 
681  //d->z_L = *w; *w += p_nlp->nx;
682  //d->z_U = *w; *w += p_nlp->nx;
683 
684  d->AB = *w; *w += casadi_sp_nnz(p->ABsp);
685  d->CD = *w; *w += casadi_sp_nnz(p->CDsp);
686  d->RSQ = *w; *w += casadi_sp_nnz(p->RSQsp);
687  d->I = *w; *w += casadi_sp_nnz(p->Isp);
688  d->x = *w; *w += p->nlp->nx;
689  d->lam = *w; *w += p->nlp->nx+p->nlp->ng;
690  d->a = *w; *w += casadi_sp_nnz(p->sp_a);
691  d->h = *w; *w += casadi_sp_nnz(p->sp_h);
692  d->g = *w; *w += casadi_max(p->nlp->nx,p->nlp->ng);
693  blasfeo_create_dvec(p->nxu_max+1, &d->v, (void*) (((unsigned long long) (*w)+63)/64*64));
694  *w += blasfeo_memsize_dvec(p->nxu_max+1)+64;
695  blasfeo_create_dvec(p->nx_max+p->nlp->ng, &d->r, (void*) (((unsigned long long) (*w)+63)/64*64));
696  *w += blasfeo_memsize_dvec(p->nx_max+p->nlp->ng)+64;
697  blasfeo_create_dmat(p->nxu_max, p->nxu_max, &d->R, (void*) (((unsigned long long) (*w)+63)/64*64));
698  *w += blasfeo_memsize_dmat(p->nxu_max, p->nxu_max)+64;
699 
700  d->a_eq_idx = *iw; *iw += p->N+2;
701  d->a_ineq_idx = *iw; *iw += p->N+2;
702  d->x_eq_idx = *iw; *iw += p->N+2;
703  d->x_ineq_idx = *iw; *iw += p->N+2;
704 
705  d->a_eq = *iw; *iw += p->nlp->ng;
706  d->a_ineq = *iw; *iw += p->nlp->ng;
707  d->x_eq = *iw; *iw += p->nlp->nx;
708  d->x_ineq = *iw; *iw += p->nlp->nx;
709 
710  d->pv = *w;
711 
712  d->arg = *arg;
713  d->res = *res;
714  d->iw = *iw;
715  d->w = *w;
716 }
717 
718 // C-REPLACE "casadi_fatrop_get_nx<T1>" "casadi_fatrop_get_nx"
719 // C-REPLACE "casadi_fatrop_get_nu<T1>" "casadi_fatrop_get_nu"
720 // C-REPLACE "casadi_fatrop_get_ng<T1>" "casadi_fatrop_get_ng"
721 // C-REPLACE "casadi_fatrop_get_ng_ineq<T1>" "casadi_fatrop_get_ng_ineq"
722 // C-REPLACE "casadi_fatrop_get_horizon_length<T1>" "casadi_fatrop_get_horizon_length"
723 // C-REPLACE "casadi_fatrop_get_bounds<T1>" "casadi_fatrop_get_bounds"
724 // C-REPLACE "casadi_fatrop_get_initial_xk<T1>" "casadi_fatrop_get_initial_xk"
725 // C-REPLACE "casadi_fatrop_get_initial_uk<T1>" "casadi_fatrop_get_initial_uk"
726 // C-REPLACE "casadi_fatrop_full_eval_constr_jac<T1>" "casadi_fatrop_full_eval_constr_jac"
727 // C-REPLACE "casadi_fatrop_full_eval_obj_grad<T1>" "casadi_fatrop_full_eval_obj_grad"
728 // C-REPLACE "casadi_fatrop_full_eval_obj<T1>" "casadi_fatrop_full_eval_obj"
729 // C-REPLACE "casadi_fatrop_full_eval_contr_viol<T1>" "casadi_fatrop_full_eval_contr_viol"
730 // C-REPLACE "casadi_fatrop_full_eval_lag_hess<T1>" "casadi_fatrop_full_eval_lag_hess"
731 // C-REPLACE "casadi_fatrop_eval_BAbt<T1>" "casadi_fatrop_eval_BAbt"
732 // C-REPLACE "casadi_fatrop_eval_RSQrqt<T1>" "casadi_fatrop_eval_RSQrqt"
733 // C-REPLACE "casadi_fatrop_eval_Ggt<T1>" "casadi_fatrop_eval_Ggt"
734 // C-REPLACE "casadi_fatrop_eval_Ggt_ineq<T1>" "casadi_fatrop_eval_Ggt_ineq"
735 
736 
737 // C-REPLACE "std::numeric_limits<T1>::infinity()" "casadi_inf"
738 
739 // SYMBOL "fatrop_presolve"
740 template<typename T1>
741 void casadi_fatrop_presolve(casadi_fatrop_data<T1>* d) {
742  casadi_int k, i, start, stop, nx;
743  // Problem structure
744  const casadi_fatrop_prob<T1>* p = d->prob;
745  const casadi_nlpsol_prob<T1>* p_nlp = p->nlp;
746  casadi_nlpsol_data<T1>* d_nlp = d->nlp;
747  struct FatropOcpCInterface* ocp_interface = &d->ocp_interface;
748 
749  ocp_interface->get_nx = casadi_fatrop_get_nx<T1>;
750  ocp_interface->get_nu = casadi_fatrop_get_nu<T1>;
751  ocp_interface->get_ng = casadi_fatrop_get_ng<T1>;
752  ocp_interface->get_n_stage_params = 0;
753  ocp_interface->get_n_global_params = 0;
754  ocp_interface->get_default_stage_params = 0;
755  ocp_interface->get_default_global_params = 0;
756  ocp_interface->get_ng_ineq = casadi_fatrop_get_ng_ineq<T1>;
757  ocp_interface->get_horizon_length = casadi_fatrop_get_horizon_length<T1>;
758 
759  ocp_interface->get_bounds = casadi_fatrop_get_bounds<T1>;
760  ocp_interface->get_initial_xk = casadi_fatrop_get_initial_xk<T1>;
761  ocp_interface->get_initial_uk = casadi_fatrop_get_initial_uk<T1>;
762 
763  ocp_interface->full_eval_constr_jac = casadi_fatrop_full_eval_constr_jac<T1>;
764  ocp_interface->full_eval_obj_grad = casadi_fatrop_full_eval_obj_grad<T1>;
765  ocp_interface->full_eval_obj = casadi_fatrop_full_eval_obj<T1>;
766  ocp_interface->full_eval_contr_viol = casadi_fatrop_full_eval_contr_viol<T1>;
767  ocp_interface->full_eval_lag_hess = casadi_fatrop_full_eval_lag_hess<T1>;
768 
769  ocp_interface->eval_BAbt = casadi_fatrop_eval_BAbt<T1>;
770  ocp_interface->eval_RSQrqt = casadi_fatrop_eval_RSQrqt<T1>;
771  ocp_interface->eval_Ggt = casadi_fatrop_eval_Ggt<T1>;
772  ocp_interface->eval_Ggt_ineq = casadi_fatrop_eval_Ggt_ineq<T1>;
773  ocp_interface->eval_rq = 0; // Computed in full_eval_obj_grad
774  ocp_interface->eval_L = 0; // Computed in full_eval_obj
775 
776  nx = p_nlp->nx;
777 
778  d->a_eq_idx[0] = 0;
779  d->a_ineq_idx[0] = 0;
780  d->x_eq_idx[0] = 0;
781  d->x_ineq_idx[0] = 0;
782 
783  // Loop over CD blocks
784  for (k=0;k<p->N+1;++k) {
785  d->a_eq_idx[k+1] = d->a_eq_idx[k];
786  d->a_ineq_idx[k+1] = d->a_ineq_idx[k];
787  start = p->CD[k].offset_r;
788  stop = p->CD[k].offset_r+p->CD[k].rows;
789  for (i=start;i<stop;++i) {
790  if (d_nlp->lbz[nx+i]==d_nlp->ubz[nx+i]) {
791  d->a_eq[d->a_eq_idx[k+1]++] = i;
792  } else {
793  if (d_nlp->lbz[nx+i]==-std::numeric_limits<T1>::infinity() && d_nlp->ubz[nx+i]==std::numeric_limits<T1>::infinity()) continue;
794  d->a_ineq[d->a_ineq_idx[k+1]++] = i;
795  }
796  }
797  d->x_eq_idx[k+1] = d->x_eq_idx[k];
798  d->x_ineq_idx[k+1] = d->x_ineq_idx[k];
799  start = p->CD[k].offset_c;
800  stop = p->CD[k].offset_c+p->CD[k].cols;
801 
802  for (i=start;i<stop;++i) {
803  if (d_nlp->lbz[i]==d_nlp->ubz[i]) {
804  d->x_eq[d->x_eq_idx[k+1]++] = i;
805  } else {
806  if (d_nlp->lbz[i]==-std::numeric_limits<T1>::infinity() && d_nlp->ubz[i]==std::numeric_limits<T1>::infinity()) continue;
807  d->x_ineq[d->x_ineq_idx[k+1]++] = i;
808  }
809  }
810  }
811 
812  d->ocp_interface.user_data = d;
813 
814  d->solver = fatrop_ocp_c_create(&d->ocp_interface, p->write, p->flush);
815 }
816 
817 // SYMBOL "fatrop_ocp_c_solve"
818 template<typename T1>
819 void casadi_fatrop_solve(casadi_fatrop_data<T1>* d) {
820  // Problem structure
821  casadi_int k, i, column;
822  const casadi_fatrop_prob<T1>* p = d->prob;
823  const casadi_nlpsol_prob<T1>* p_nlp = p->nlp;
824  casadi_nlpsol_data<T1>* d_nlp = d->nlp;
825 
827  d->success = 0;
828 
829  fatrop_int ret = fatrop_ocp_c_solve(d->solver);
830 
831  d->return_status = ret;
832  if (ret==0) {
834  d->success = 1;
835  }
836 
837  if (ret==-1) {
839  }
840 
841  const struct blasfeo_dvec* primal = fatrop_ocp_c_get_primal(d->solver);
842  const struct blasfeo_dvec* dual = fatrop_ocp_c_get_dual(d->solver);
843  const struct FatropOcpCDims* str = fatrop_ocp_c_get_dims(d->solver);
844  const struct FatropOcpCStats* stats = fatrop_ocp_c_get_stats(d->solver);
845 
846  d->stats.compute_sd_time = stats->compute_sd_time;
847  d->stats.duinf_time = stats->duinf_time;
848  d->stats.eval_hess_time = stats->eval_hess_time;
849  d->stats.eval_jac_time = stats->eval_jac_time;
850  d->stats.eval_cv_time = stats->eval_cv_time;
851  d->stats.eval_grad_time = stats->eval_grad_time;
852  d->stats.eval_obj_time = stats->eval_obj_time;
853  d->stats.initialization_time = stats->initialization_time;
854  d->stats.time_total = stats->time_total;
855  d->stats.eval_hess_count = stats->eval_hess_count;
856  d->stats.eval_jac_count = stats->eval_jac_count;
857  d->stats.eval_cv_count = stats->eval_cv_count;
858  d->stats.eval_grad_count = stats->eval_grad_count;
859  d->stats.eval_obj_count = stats->eval_obj_count;
860  d->stats.iterations_count = stats->iterations_count;
861  d->stats.return_flag = stats->return_flag;
862 
863  const double* primal_data = primal->pa;
864  const double* dual_data = dual->pa;
865 
866  casadi_fatrop_read_primal_data(primal_data, d_nlp->z, str);
867  // Unpack dual solution
868  // Inequalities
869  for (k=0;k<str->K;++k) {
870  column = 0;
871  for (i=d->a_ineq_idx[k];i<d->a_ineq_idx[k+1];++i) {
872  d_nlp->lam[p_nlp->nx+d->a_ineq[i]] = dual_data[str->g_ineq_offs[k]+column];
873  column++;
874  }
875  for (i=d->x_ineq_idx[k];i<d->x_ineq_idx[k+1];++i) {
876  d_nlp->lam[d->x_ineq[i]] = dual_data[str->g_ineq_offs[k]+column];
877  column++;
878  }
879  }
880  // Equalities
881  for (k=0;k<str->K;++k) {
882  column = 0;
883  for (i=d->a_eq_idx[k];i<d->a_eq_idx[k+1];++i) {
884  d_nlp->lam[p_nlp->nx+d->a_eq[i]] = dual_data[str->g_offs[k]+column];
885  column++;
886  }
887  for (i=d->x_eq_idx[k];i<d->x_eq_idx[k+1];++i) {
888  d_nlp->lam[d->x_eq[i]] = dual_data[str->g_offs[k]+column];
889  column++;
890  }
891  }
892  // Dynamics
893  for (k=0;k<str->K-1;++k) {
894  casadi_scaled_copy(-1.0, dual_data+str->dyn_eq_offs[k], p->nx[k+1], d_nlp->lam+p_nlp->nx+p->AB[k].offset_r);
895  }
896 
897  fatrop_ocp_c_destroy(d->solver);
898 
899 }
@ SOLVER_RET_SUCCESS
@ SOLVER_RET_UNKNOWN
@ SOLVER_RET_EXCEPTION
const casadi_fatrop_prob< T1 > * prob
struct blasfeo_dmat R
casadi_int * a_ineq_idx
struct FatropOcpCStats stats
struct FatropOcpCInterface ocp_interface
casadi_nlpsol_data< T1 > * nlp
struct blasfeo_dvec v r
casadi_int * x_ineq_idx
struct FatropOcpCSolver * solver
OracleCallback nlp_grad_f
const casadi_int * I_offsets
const casadi_int * sp_h
const casadi_int * ng
const casadi_int * nx
const casadi_int * RSQsp
OracleCallback nlp_hess_l
FatropOcpCWrite write
const casadi_int * nu
casadi_ocp_block * I
const casadi_int * sp_a
FatropOcpCFlush flush
casadi_ocp_block * AB
const casadi_int * CDsp
OracleCallback nlp_g
casadi_ocp_block * RSQ
const casadi_int * RSQ_offsets
casadi_ocp_block * CD
const casadi_int * CD_offsets
const casadi_int * Isp
const casadi_nlpsol_prob< T1 > * nlp
OracleCallback nlp_f
OracleCallback nlp_jac_g
const casadi_int * ABsp
const casadi_int * AB_offsets
casadi_oracle_data< T1 > * oracle
Definition: casadi_nlp.hpp:76