optistack_internal.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_INTERNAL_HPP
#define CASADI_OPTISTACK_INTERNAL_HPP
 
#include "optistack.hpp"
#include "shared_object.hpp"
 
namespace casadi {
 
#ifndef SWIG
template<class T>
class null_ptr_on_copy {
public:
  null_ptr_on_copy() : ptr_(nullptr) {}
  null_ptr_on_copy(const null_ptr_on_copy& rhs) : ptr_(nullptr) {}
  void operator=(T* ptr) { ptr_ = ptr; }
  T* operator->() { return ptr_; }
  operator bool() const { return ptr_; }
private:
  T* ptr_;
};
#endif
 
class CASADI_EXPORT OptiNode :
    public SharedObjectInternal {
  friend class InternalOptiCallback;
public:
 
  OptiNode(const std::string& problem_type);
 
  ~OptiNode();
 
  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 DM& linear_scale=1, 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);
 
  OptiSol solve(bool accept_limit);
 
  DM value(const MX& x,
    const std::vector<MX>& values=std::vector<MX>(), bool scaled=false) const;
  DM value(const DM& x,
    const std::vector<MX>& values=std::vector<MX>(), bool scaled=false) const { return x; }
  DM value(const SX& x,
    const std::vector<MX>& values=std::vector<MX>(), bool scaled=false) const {
    casadi_assert(x.is_constant(), "Opti works with MX: cannot evaluate SX expression " + str(x));
    return evalf(x);
  }
 
  Opti copy() const;
 
  Dict stats() const;
 
  std::string return_status() const;
  bool return_success(bool accept_limit) const;
 
  Function casadi_solver() const;
 
  Function scale_helper(const Function& h) const;
 
  std::vector<MX> initial() const;
 
  std::vector<MX> value_variables() const;
  std::vector<MX> value_parameters() const;
 
  void callback_class(OptiCallback* callback);
  void callback_class();
  bool has_callback_class() 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 DM& linear_scale=1) 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 update_user_dict(const MX& m, const Dict& meta);
  Dict user_dict(const MX& m) const;
 
  MX dual(const MX& m) const;
 
  void assert_active_symbol(const MX& m) const;
 
  std::vector<MX> symvar(VariableType type) const;
  std::vector<MX> active_symvar(VariableType type) const;
  std::vector<DM> active_values(VariableType type) const;
  std::vector<DM> active_values(VariableType type,
    const std::map< VariableType, std::vector<DM> >& store) const;
 
  MX x_lookup(casadi_int i) const;
  MX g_lookup(casadi_int i) const;
 
  std::string x_describe(casadi_int i, const Dict& opts=Dict()) const;
  std::string g_describe(casadi_int i, const Dict& opts=Dict()) const;
  std::string describe(const MX& x, casadi_int indent=0, const Dict& opts=Dict()) const;
 
  void solve_prepare();
  Function solver_construct(bool callback=true);
  DMDict solve_actual(const DMDict& args);
 
  DMDict arg() const { return arg_; }
  void res(const DMDict& res);
  DMDict res() const { return res_; }
  std::vector<MX> constraints() const { return g_; }
  MX objective() const { return f_; }
 
  OptiAdvanced baked_copy() const {
    OptiAdvanced s = copy();
    if (s.problem_dirty()) s.bake();
    return s;
  }
 
  std::string class_name() const override { return "OptiNode"; }
 
  casadi_int nx() const {
    if (problem_dirty()) return baked_copy().nx();
    return nlp_.at("x").size1();
  }
 
  casadi_int np() const {
    if (problem_dirty()) return baked_copy().np();
    return nlp_.at("p").size1();
  }
 
  casadi_int ng() const {
    if (problem_dirty()) return baked_copy().ng();
    return nlp_.at("g").size1();
  }
 
  MX x() const {
    if (problem_dirty()) return baked_copy().x();
    return nlp_.at("x");
  }
 
  MX p() const {
    if (problem_dirty()) return baked_copy().p();
    return nlp_.at("p");
  }
 
  MX g() const {
    if (problem_dirty()) return baked_copy().g();
    return nlp_unscaled_.at("g");
  }
 
  MX f() const {
    if (problem_dirty()) return baked_copy().f();
    return nlp_unscaled_.at("f");
  }
 
  MX lbg() const {
    if (problem_dirty()) return baked_copy().lbg();
    return bounds_unscaled_lbg_;
  }
 
  MX ubg() const {
    if (problem_dirty()) return baked_copy().ubg();
    return bounds_unscaled_ubg_;
  }
 
  MX lam_g() const {
    if (problem_dirty()) return baked_copy().lam_g();
    return lam_;
  }
 
  DM x_linear_scale() const {
    if (problem_dirty()) return baked_copy().x_linear_scale();
    return DM(linear_scale_);
  }
  DM x_linear_scale_offset() const {
    if (problem_dirty()) return baked_copy().x_linear_scale_offset();
    return DM(linear_scale_offset_);
  }
  DM g_linear_scale() const {
    if (problem_dirty()) return baked_copy().g_linear_scale();
    return DM(g_linear_scale_);
  }
  double f_linear_scale() const {
    if (problem_dirty()) return baked_copy().f_linear_scale();
    return f_linear_scale_;
  }
  void assert_empty() const;
 
  void show_infeasibilities(double tol=0, const Dict& opts=Dict()) const;
 
  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);
 
  void disp(std::ostream& stream, bool more=false) const override;
 
  void bake();
 
  casadi_int instance_number() const;
 
  static OptiNode* create(const std::string& problem_type);
 
  bool problem_dirty_;
  void mark_problem_dirty(bool flag=true) { problem_dirty_=flag; mark_solver_dirty(); }
  bool problem_dirty() const { return problem_dirty_; }
 
  bool solver_dirty_;
  void mark_solver_dirty(bool flag=true) { solver_dirty_=flag; mark_solved(false); }
  bool solver_dirty() const { return solver_dirty_; }
 
  bool solved_;
  void mark_solved(bool flag=true) { solved_ = flag;}
  bool solved() const { return solved_; }
 
  void assert_solved() const;
  void assert_baked() const;
 
  casadi_int g_index_reduce_g(casadi_int i) const;
  casadi_int g_index_reduce_x(casadi_int i) const;
  casadi_int g_index_unreduce_g(casadi_int i) const;
 
private:
 
  static std::map<VariableType, std::string> VariableType2String_;
  std::string variable_type_to_string(VariableType vt) const;
 
  bool parse_opti_name(const std::string& name, VariableType& vt) const;
  void register_dual(MetaCon& meta);
 
  void set_value_internal(const MX& x, const DM& v,
    std::map< VariableType, std::vector<DM> >& store);
 
  static std::vector<MX> ineq_unchain(const MX& a, bool& SWIG_OUTPUT(flipped));
 
  const MetaVar& meta(const MX& m) const;
  MetaVar& meta(const MX& m);
 
  const MetaCon& meta_con(const MX& m) const;
  MetaCon& meta_con(const MX& m);
 
  std::vector<MX> sort(const std::vector<MX>& v) const;
 
  void assert_has(const MX& m) const;
 
  bool has(const MX& m) const;
 
  void assert_has_con(const MX& m) const;
 
  bool has_con(const MX& m) const;
 
  // Data members
 
  std::map<MXNode*, MetaVar> meta_;
  std::map<MXNode*, MetaCon> meta_con_;
 
  std::vector<MX> symbols_;
 
  // Which x entries are discrete?
  std::vector<bool> discrete_;
 
  casadi_int count_;
 
  casadi_int count_var_;
  casadi_int count_par_;
  casadi_int count_dual_;
 
  std::map< VariableType, std::vector<DM> > store_initial_, store_latest_;
 
  std::map< VariableType, std::vector<DM> > store_linear_scale_, store_linear_scale_offset_;
 
  std::vector<bool> symbol_active_;
 
  Function solver_;
 
  mutable Dict stats_;
  mutable std::vector<casadi_int> g_index_reduce_g_;
  mutable std::vector<casadi_int> g_index_reduce_x_;
  mutable std::vector<casadi_int> g_index_unreduce_g_;
  mutable std::vector<casadi_int> target_x_;
  mutable std::vector<bool> is_simple_;
  mutable bool reduced_;
 
  DMDict res_;
  DMDict arg_;
  MXDict nlp_;
  MXDict nlp_unscaled_;
  MX lam_;
  std::vector<double> linear_scale_;
  std::vector<double> linear_scale_offset_;
  std::vector<double> g_linear_scale_;
  std::vector<double> h_linear_scale_;
 
  std::vector<casadi_int> index_all_to_g_;
 
  Function bounds_;
  MX bounds_lbg_, bounds_unscaled_lbg_;
  MX bounds_ubg_, bounds_unscaled_ubg_;
  std::vector<bool> equality_;
 
  std::vector<MX> g_;
 
  class ValueHelper {
  public:
    Function helper;
    std::vector<MX> x;
    std::vector<MX> p;
    std::vector<MX> lam;
  };
 
  typedef RevWeakCache<MX, std::shared_ptr<ValueHelper> > ValueCache;
 
  mutable std::shared_ptr<ValueCache> helpers_;
 
  MX f_;
 
  double f_linear_scale_;
 
  std::string problem_type_;
 
  null_ptr_on_copy<OptiCallback> user_callback_;
  Function callback_;
 
  bool old_callback() const;
 
  std::string solver_name_;
  Dict solver_options_;
 
  void assert_only_opti_symbols(const MX& e) const;
  void assert_only_opti_nondual(const MX& e) const;
 
 
  static casadi_int instance_count_;
  casadi_int instance_number_;
 
 
  std::string name_prefix() const;
 
  static std::string format_stacktrace(const Dict& stacktrace, casadi_int indent);
 
};
 
 
} // namespace casadi
 
#endif // CASADI_OPTISTACK_INTERNAL_HPP