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casadi::Blocksqp Class Reference

'blocksqp' plugin for Nlpsol More...

#include <blocksqp.hpp>

Detailed Description

This is a modified version of blockSQP by Janka et al.

Author
Dennis Janka, Joel Andersson
Date
2012-2015, 2016

Extra doc: https://github.com/casadi/casadi/wiki/L_224


List of available options
IdTypeDescription
block_hessOT_INTBlockwise Hessian approximation?
col_epsOT_DOUBLEEpsilon for COL scaling strategy
col_tau1OT_DOUBLEtau1 for COL scaling strategy
col_tau2OT_DOUBLEtau2 for COL scaling strategy
conv_strategyOT_INTConvexification strategy
deltaOT_DOUBLEFilter line search parameter, cf. IPOPT paper
delta_h0OT_DOUBLEFilter line search parameter, cf. IPOPT paper
epsOT_DOUBLEValues smaller than this are regarded as numerically zero
etaOT_DOUBLEFilter line search parameter, cf. IPOPT paper
fallback_scalingOT_INTIf indefinite update is used, the type of fallback strategy
fallback_updateOT_INTIf indefinite update is used, the type of fallback strategy
gamma_fOT_DOUBLEFilter line search parameter, cf. IPOPT paper
gamma_thetaOT_DOUBLEFilter line search parameter, cf. IPOPT paper
globalizationOT_BOOLEnable globalization
hess_dampOT_INTActivate Powell damping for BFGS
hess_damp_facOT_DOUBLEDamping factor for BFGS Powell modification
hess_lim_memOT_INTFull or limited memory
hess_memsizeOT_INTMemory size for L-BFGS updates
hess_scalingOT_INTScaling strategy for Hessian approximation
hess_updateOT_INTType of Hessian approximation
ini_hess_diagOT_DOUBLEInitial Hessian guess: diagonal matrix diag(iniHessDiag)
kappa_fOT_DOUBLEFilter line search parameter, cf. IPOPT paper
kappa_minusOT_DOUBLEFilter line search parameter, cf. IPOPT paper
kappa_plusOT_DOUBLEFilter line search parameter, cf. IPOPT paper
kappa_plus_maxOT_DOUBLEFilter line search parameter, cf. IPOPT paper
kappa_socOT_DOUBLEFilter line search parameter, cf. IPOPT paper
linsolOT_STRINGThe linear solver to be used by the QP method
max_consec_reduced_stepsOT_INTMaximum number of consecutive reduced steps
max_consec_skipped_updatesOT_INTMaximum number of consecutive skipped updates
max_conv_qpOT_INTHow many additional QPs may be solved for convexification per iteration?
max_it_qpOT_INTMaximum number of QP iterations per SQP iteration
max_iterOT_INTMaximum number of SQP iterations
max_line_searchOT_INTMaximum number of steps in line search
max_soc_iterOT_INTMaximum number of SOC line search iterations
max_time_qpOT_DOUBLEMaximum number of time in seconds per QP solve per SQP iteration
nlinfeastolOT_DOUBLENonlinear feasibility tolerance
obj_loOT_DOUBLELower bound on objective function [-inf]
obj_upOT_DOUBLEUpper bound on objective function [inf]
opttolOT_DOUBLEOptimality tolerance
print_headerOT_BOOLPrint solver header at startup
print_iterationOT_BOOLPrint SQP iterations
print_maxit_reachedOT_BOOLPrint error when maximum number of SQP iterations reached
qp_initOT_BOOLUse warmstarting
qpsolOT_STRINGThe QP solver to be used by the SQP method
qpsol_optionsOT_DICTOptions to be passed to the QP solver
restore_feasOT_BOOLUse feasibility restoration phase
rhoOT_DOUBLEFeasibility restoration phase parameter
s_fOT_DOUBLEFilter line search parameter, cf. IPOPT paper
s_thetaOT_DOUBLEFilter line search parameter, cf. IPOPT paper
schurOT_BOOLUse qpOASES Schur compliment approach
skip_first_globalizationOT_BOOLNo globalization strategy in first iteration
theta_maxOT_DOUBLEFilter line search parameter, cf. IPOPT paper
theta_minOT_DOUBLEFilter line search parameter, cf. IPOPT paper
warmstartOT_BOOLUse warmstarting
which_second_dervOT_INTFor which block should second derivatives be provided by the user
zetaOT_DOUBLEFeasibility restoration phase parameter


List of available options
IdTypeDescriptionUsed in
ad_weightOT_DOUBLEWeighting factor for derivative calculation.When there is an option of either using forward or reverse mode directional derivatives, the condition ad_weight*nf<=(1-ad_weight)*na is used where nf and na are estimates of the number of forward/reverse mode directional derivatives needed. By default, ad_weight is calculated automatically, but this can be overridden by setting this option. In particular, 0 means forcing forward mode and 1 forcing reverse mode. Leave unset for (class specific) heuristics.casadi::FunctionInternal
ad_weight_spOT_DOUBLEWeighting factor for sparsity pattern calculation calculation.Overrides default behavior. Set to 0 and 1 to force forward and reverse mode respectively. Cf. option "ad_weight". When set to -1, sparsity is completely ignored and dense matrices are used.casadi::FunctionInternal
always_inlineOT_BOOLForce inlining.casadi::FunctionInternal
block_hessOT_INTBlockwise Hessian approximation?casadi::Blocksqp
bound_consistencyOT_BOOLEnsure that primal-dual solution is consistent with the boundscasadi::Nlpsol
cacheOT_DICTPrepopulate the function cache. Default: emptycasadi::FunctionInternal
calc_fOT_BOOLCalculate 'f' in the Nlpsol base classcasadi::Nlpsol
calc_gOT_BOOLCalculate 'g' in the Nlpsol base classcasadi::Nlpsol
calc_lam_pOT_BOOLCalculate 'lam_p' in the Nlpsol base classcasadi::Nlpsol
calc_lam_xOT_BOOLCalculate 'lam_x' in the Nlpsol base classcasadi::Nlpsol
calc_multipliersOT_BOOLCalculate Lagrange multipliers in the Nlpsol base classcasadi::Nlpsol
col_epsOT_DOUBLEEpsilon for COL scaling strategycasadi::Blocksqp
col_tau1OT_DOUBLEtau1 for COL scaling strategycasadi::Blocksqp
col_tau2OT_DOUBLEtau2 for COL scaling strategycasadi::Blocksqp
common_optionsOT_DICTOptions for auto-generated functionscasadi::OracleFunction
compilerOT_STRINGJust-in-time compiler plugin to be used.casadi::FunctionInternal
conv_strategyOT_INTConvexification strategycasadi::Blocksqp
custom_jacobianOT_FUNCTIONOverride CasADi's AD. Use together with 'jac_penalty': 0. Note: Highly experimental. Syntax may break often.casadi::FunctionInternal
deltaOT_DOUBLEFilter line search parameter, cf. IPOPT papercasadi::Blocksqp
delta_h0OT_DOUBLEFilter line search parameter, cf. IPOPT papercasadi::Blocksqp
der_optionsOT_DICTDefault options to be used to populate forward_options, reverse_options, and jacobian_options before those options are merged in.casadi::FunctionInternal
derivative_ofOT_FUNCTIONThe function is a derivative of another function. The type of derivative (directional derivative, Jacobian) is inferred from the function name.casadi::FunctionInternal
detect_simple_boundsOT_BOOLAutomatically detect simple bounds (lbx/ubx) (default false). This is hopefully beneficial to speed and robustness but may also have adverse affects: 1) Subtleties in heuristics and stopping criteria may change the solution, 2) IPOPT may lie about multipliers of simple equality bounds unless 'fixed_variable_treatment' is set to 'relax_bounds'.casadi::Nlpsol
detect_simple_bounds_is_simpleOT_BOOLVECTORFor internal use only.casadi::Nlpsol
detect_simple_bounds_partsOT_FUNCTIONFor internal use only.casadi::Nlpsol
detect_simple_bounds_target_xOT_INTVECTORFor internal use only.casadi::Nlpsol
discreteOT_BOOLVECTORIndicates which of the variables are discrete, i.e. integer-valuedcasadi::Nlpsol
dumpOT_BOOLDump function to file upon first evaluation. [false]casadi::FunctionInternal
dump_dirOT_STRINGDirectory to dump inputs/outputs to. Make sure the directory exists [.]casadi::FunctionInternal
dump_formatOT_STRINGChoose file format to dump matrices. See DM.from_file [mtx]casadi::FunctionInternal
dump_inOT_BOOLDump numerical values of inputs to file (readable with DM.from_file) [default: false]casadi::FunctionInternal
dump_outOT_BOOLDump numerical values of outputs to file (readable with DM.from_file) [default: false]casadi::FunctionInternal
enable_fdOT_BOOLEnable derivative calculation by finite differencing. [default: false]]casadi::FunctionInternal
enable_forwardOT_BOOLEnable derivative calculation using generated functions for Jacobian-times-vector products - typically using forward mode AD - if available. [default: true]casadi::FunctionInternal
enable_jacobianOT_BOOLEnable derivative calculation using generated functions for Jacobians of all differentiable outputs with respect to all differentiable inputs - if available. [default: true]casadi::FunctionInternal
enable_reverseOT_BOOLEnable derivative calculation using generated functions for transposed Jacobian-times-vector products - typically using reverse mode AD - if available. [default: true]casadi::FunctionInternal
epsOT_DOUBLEValues smaller than this are regarded as numerically zerocasadi::Blocksqp
equalityOT_BOOLVECTORIndicate an upfront hint which of the constraints are equalities. Some solvers may be able to exploit this knowledge. When true, the corresponding lower and upper bounds are assumed equal. When false, the corresponding bounds may be equal or different.casadi::Nlpsol
error_on_failOT_BOOLThrow exceptions when function evaluation fails (default true).casadi::ProtoFunction
etaOT_DOUBLEFilter line search parameter, cf. IPOPT papercasadi::Blocksqp
eval_errors_fatalOT_BOOLWhen errors occur during evaluation of f,g,...,stop the iterationscasadi::Nlpsol
expandOT_BOOLReplace MX with SX expressions in problem formulation [false] This happens before creating derivatives unless indicated by postpone_expandcasadi::OracleFunction
external_transformOT_VECTORVECTORList of external_transform instruction arguments. Default: emptycasadi::FunctionInternal
fallback_scalingOT_INTIf indefinite update is used, the type of fallback strategycasadi::Blocksqp
fallback_updateOT_INTIf indefinite update is used, the type of fallback strategycasadi::Blocksqp
fd_methodOT_STRINGMethod for finite differencing [default 'central']casadi::FunctionInternal
fd_optionsOT_DICTOptions to be passed to the finite difference instancecasadi::FunctionInternal
forward_optionsOT_DICTOptions to be passed to a forward mode constructorcasadi::FunctionInternal
gamma_fOT_DOUBLEFilter line search parameter, cf. IPOPT papercasadi::Blocksqp
gamma_thetaOT_DOUBLEFilter line search parameter, cf. IPOPT papercasadi::Blocksqp
gather_statsOT_BOOLDeprecated option (ignored): Statistics are now always collected.casadi::FunctionInternal
globalizationOT_BOOLEnable globalizationcasadi::Blocksqp
hess_dampOT_INTActivate Powell damping for BFGScasadi::Blocksqp
hess_damp_facOT_DOUBLEDamping factor for BFGS Powell modificationcasadi::Blocksqp
hess_lim_memOT_INTFull or limited memorycasadi::Blocksqp
hess_memsizeOT_INTMemory size for L-BFGS updatescasadi::Blocksqp
hess_scalingOT_INTScaling strategy for Hessian approximationcasadi::Blocksqp
hess_updateOT_INTType of Hessian approximationcasadi::Blocksqp
ignore_check_vecOT_BOOLIf set to true, the input shape of F will not be checked.casadi::Nlpsol
ini_hess_diagOT_DOUBLEInitial Hessian guess: diagonal matrix diag(iniHessDiag)casadi::Blocksqp
input_schemeOT_STRINGVECTORDeprecated option (ignored)casadi::FunctionInternal
inputs_checkOT_BOOLThrow exceptions when the numerical values of the inputs don't make sensecasadi::FunctionInternal
is_diff_inOT_BOOLVECTORIndicate for each input if it should be differentiable.casadi::FunctionInternal
is_diff_outOT_BOOLVECTORIndicate for each output if it should be differentiable.casadi::FunctionInternal
iteration_callbackOT_FUNCTIONA function that will be called at each iteration with the solver as input. Check documentation of Callback.casadi::Nlpsol
iteration_callback_ignore_errorsOT_BOOLIf set to true, errors thrown by iteration_callback will be ignored.casadi::Nlpsol
iteration_callback_stepOT_INTOnly call the callback function every few iterations.casadi::Nlpsol
jac_penaltyOT_DOUBLEWhen requested for a number of forward/reverse directions, it may be cheaper to compute first the full jacobian and then multiply with seeds, rather than obtain the requested directions in a straightforward manner. Casadi uses a heuristic to decide which is cheaper. A high value of 'jac_penalty' makes it less likely for the heurstic to chose the full Jacobian strategy. The special value -1 indicates never to use the full Jacobian strategycasadi::FunctionInternal
jacobian_optionsOT_DICTOptions to be passed to a Jacobian constructorcasadi::FunctionInternal
jitOT_BOOLUse just-in-time compiler to speed up the evaluationcasadi::FunctionInternal
jit_cleanupOT_BOOLCleanup up the temporary source file that jit creates. Default: truecasadi::FunctionInternal
jit_nameOT_STRINGThe file name used to write out code. The actual file names used depend on 'jit_temp_suffix' and include extensions. Default: 'jit_tmp'casadi::FunctionInternal
jit_optionsOT_DICTOptions to be passed to the jit compiler.casadi::FunctionInternal
jit_serializeOT_STRINGSpecify behaviour when serializing a jitted function: SOURCE|link|embed.casadi::FunctionInternal
jit_temp_suffixOT_BOOLUse a temporary (seemingly random) filename suffix for generated code and libraries. This is desired for thread-safety. This behaviour may defeat caching compiler wrappers. Default: truecasadi::FunctionInternal
kappa_fOT_DOUBLEFilter line search parameter, cf. IPOPT papercasadi::Blocksqp
kappa_minusOT_DOUBLEFilter line search parameter, cf. IPOPT papercasadi::Blocksqp
kappa_plusOT_DOUBLEFilter line search parameter, cf. IPOPT papercasadi::Blocksqp
kappa_plus_maxOT_DOUBLEFilter line search parameter, cf. IPOPT papercasadi::Blocksqp
kappa_socOT_DOUBLEFilter line search parameter, cf. IPOPT papercasadi::Blocksqp
linsolOT_STRINGThe linear solver to be used by the QP methodcasadi::Blocksqp
max_consec_reduced_stepsOT_INTMaximum number of consecutive reduced stepscasadi::Blocksqp
max_consec_skipped_updatesOT_INTMaximum number of consecutive skipped updatescasadi::Blocksqp
max_conv_qpOT_INTHow many additional QPs may be solved for convexification per iteration?casadi::Blocksqp
max_ioOT_INTAcceptable number of inputs and outputs. Warn if exceeded.casadi::FunctionInternal
max_it_qpOT_INTMaximum number of QP iterations per SQP iterationcasadi::Blocksqp
max_iterOT_INTMaximum number of SQP iterationscasadi::Blocksqp
max_line_searchOT_INTMaximum number of steps in line searchcasadi::Blocksqp
max_num_dirOT_INTSpecify the maximum number of directions for derivative functions. Overrules the builtin optimized_num_dir.casadi::FunctionInternal
max_soc_iterOT_INTMaximum number of SOC line search iterationscasadi::Blocksqp
max_time_qpOT_DOUBLEMaximum number of time in seconds per QP solve per SQP iterationcasadi::Blocksqp
min_lamOT_DOUBLEMinimum allowed multiplier valuecasadi::Nlpsol
monitorOT_STRINGVECTORSet of user problem functions to be monitoredcasadi::OracleFunction
never_inlineOT_BOOLForbid inlining.casadi::FunctionInternal
nlinfeastolOT_DOUBLENonlinear feasibility tolerancecasadi::Blocksqp
no_nlp_gradOT_BOOLPrevent the creation of the 'nlp_grad' functioncasadi::Nlpsol
obj_loOT_DOUBLELower bound on objective function [-inf]casadi::Blocksqp
obj_upOT_DOUBLEUpper bound on objective function [inf]casadi::Blocksqp
opttolOT_DOUBLEOptimality tolerancecasadi::Blocksqp
oracle_optionsOT_DICTOptions to be passed to the oracle functioncasadi::Nlpsol
output_schemeOT_STRINGVECTORDeprecated option (ignored)casadi::FunctionInternal
post_expandOT_BOOLAfter construction, expand this Function. Default: Falsecasadi::FunctionInternal
post_expand_optionsOT_DICTOptions to be passed to post-construction expansion. Default: emptycasadi::FunctionInternal
postpone_expandOT_BOOLWhen expand is active, postpone it until after creation of derivatives. Default: Falsecasadi::OracleFunction
print_headerOT_BOOLPrint solver header at startupcasadi::Blocksqp
print_inOT_BOOLPrint numerical values of inputs [default: false]casadi::FunctionInternal
print_iterationOT_BOOLPrint SQP iterationscasadi::Blocksqp
print_maxit_reachedOT_BOOLPrint error when maximum number of SQP iterations reachedcasadi::Blocksqp
print_outOT_BOOLPrint numerical values of outputs [default: false]casadi::FunctionInternal
print_timeOT_BOOLprint information about execution time. Implies record_time.casadi::ProtoFunction
qp_initOT_BOOLUse warmstartingcasadi::Blocksqp
qpsolOT_STRINGThe QP solver to be used by the SQP methodcasadi::Blocksqp
qpsol_optionsOT_DICTOptions to be passed to the QP solvercasadi::Blocksqp
record_timeOT_BOOLrecord information about execution time, for retrieval with stats().casadi::ProtoFunction
regularity_checkOT_BOOLThrow exceptions when NaN or Inf appears during evaluationcasadi::ProtoFunction
restore_feasOT_BOOLUse feasibility restoration phasecasadi::Blocksqp
reverse_optionsOT_DICTOptions to be passed to a reverse mode constructorcasadi::FunctionInternal
rhoOT_DOUBLEFeasibility restoration phase parametercasadi::Blocksqp
s_fOT_DOUBLEFilter line search parameter, cf. IPOPT papercasadi::Blocksqp
s_thetaOT_DOUBLEFilter line search parameter, cf. IPOPT papercasadi::Blocksqp
schurOT_BOOLUse qpOASES Schur compliment approachcasadi::Blocksqp
sens_linsolOT_STRINGLinear solver used for parametric sensitivities (default 'qr').casadi::Nlpsol
sens_linsol_optionsOT_DICTLinear solver options used for parametric sensitivities.casadi::Nlpsol
show_eval_warningsOT_BOOLShow warnings generated from function evaluations [true]casadi::OracleFunction
skip_first_globalizationOT_BOOLNo globalization strategy in first iterationcasadi::Blocksqp
specific_optionsOT_DICTOptions for specific auto-generated functions, overwriting the defaults from common_options. Nested dictionary.casadi::OracleFunction
theta_maxOT_DOUBLEFilter line search parameter, cf. IPOPT papercasadi::Blocksqp
theta_minOT_DOUBLEFilter line search parameter, cf. IPOPT papercasadi::Blocksqp
user_dataOT_VOIDPTRA user-defined field that can be used to identify the function or pass additional informationcasadi::FunctionInternal
verboseOT_BOOLVerbose evaluation – for debuggingcasadi::ProtoFunction
verbose_initOT_BOOLPrint out timing information about the different stages of initializationcasadi::Nlpsol
warmstartOT_BOOLUse warmstartingcasadi::Blocksqp
warn_initial_boundsOT_BOOLWarn if the initial guess does not satisfy LBX and UBXcasadi::Nlpsol
which_second_dervOT_INTFor which block should second derivatives be provided by the usercasadi::Blocksqp
zetaOT_DOUBLEFeasibility restoration phase parametercasadi::Blocksqp

Definition at line 151 of file blocksqp.hpp.

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Public Types

typedef Nlpsol *(* Creator) (const std::string &name, const Function &oracle)
 
using weak_ref_type = WeakRefInternal
 
typedef int(* RegFcn) (Plugin *plugin)
 

Public Member Functions

 Blocksqp (const std::string &name, const Function &nlp)
 
 ~Blocksqp () override
 
const char * plugin_name () const override
 
std::string class_name () const override
 Get type name. More...
 
void init (const Dict &opts) override
 Initialize. More...
 
void * alloc_mem () const override
 Create memory block. More...
 
int init_mem (void *mem) const override
 Initalize memory block. More...
 
void free_mem (void *mem) const override
 Free memory block. More...
 
void set_work (void *mem, const double **&arg, double **&res, casadi_int *&iw, double *&w) const override
 Set the (persistent) work vectors. More...
 
int solve (void *mem) const override
 
casadi_int run (BlocksqpMemory *m, casadi_int maxIt, casadi_int warmStart=0) const
 Main Loop of SQP method. More...
 
void calcLagrangeGradient (BlocksqpMemory *m, const double *lam_x, const double *lam_g, const double *grad_f, const double *jacNz, double *grad_lag, casadi_int flag) const
 Compute gradient of Lagrangian function (sparse version) More...
 
void calcLagrangeGradient (BlocksqpMemory *m, double *grad_lag, casadi_int flag) const
 Overloaded function for convenience, uses current variables of SQPiterate vars. More...
 
void printInfo (BlocksqpMemory *m) const
 Print information about the SQP method. More...
 
bool calcOptTol (BlocksqpMemory *m) const
 Update optimization tolerance (similar to SNOPT) in current iterate. More...
 
void updateStepBounds (BlocksqpMemory *m, bool soc) const
 
casadi_int solveQP (BlocksqpMemory *m, double *deltaXi, double *lambdaQP, bool matricesChanged=true) const
 
void computeNextHessian (BlocksqpMemory *m, casadi_int idx, casadi_int maxQP) const
 
casadi_int fullstep (BlocksqpMemory *m) const
 No globalization strategy. More...
 
void acceptStep (BlocksqpMemory *m, const double *deltaXi, const double *lambdaQP, double alpha, casadi_int nSOCS) const
 Set new primal dual iterate. More...
 
void acceptStep (BlocksqpMemory *m, double alpha) const
 
void reduceStepsize (BlocksqpMemory *m, double *alpha) const
 
casadi_int filterLineSearch (BlocksqpMemory *m) const
 
void initializeFilter (BlocksqpMemory *m) const
 
bool pairInFilter (BlocksqpMemory *m, double cNorm, double obj) const
 
void augmentFilter (BlocksqpMemory *m, double cNorm, double obj) const
 
bool secondOrderCorrection (BlocksqpMemory *m, double cNorm, double cNormTrial, double dfTdeltaXi, bool swCond, casadi_int it) const
 
void reduceSOCStepsize (BlocksqpMemory *m, double *alphaSOC) const
 
casadi_int feasibilityRestorationHeuristic (BlocksqpMemory *m) const
 
casadi_int feasibilityRestorationPhase (BlocksqpMemory *m) const
 
casadi_int kktErrorReduction (BlocksqpMemory *m) const
 
void calcInitialHessian (BlocksqpMemory *m) const
 
void calcInitialHessian (BlocksqpMemory *m, casadi_int b) const
 
void resetHessian (BlocksqpMemory *m) const
 
void resetHessian (BlocksqpMemory *m, casadi_int b) const
 
void calcHessianUpdate (BlocksqpMemory *m, casadi_int updateType, casadi_int hessScaling) const
 
void calcHessianUpdateLimitedMemory (BlocksqpMemory *m, casadi_int updateType, casadi_int hessScaling) const
 
void calcHessianUpdateExact (BlocksqpMemory *m) const
 
void calcSR1 (BlocksqpMemory *m, const double *gamma, const double *delta, casadi_int b) const
 
void calcBFGS (BlocksqpMemory *m, const double *gamma, const double *delta, casadi_int b) const
 
void updateDeltaGamma (BlocksqpMemory *m) const
 
void sizeInitialHessian (BlocksqpMemory *m, const double *gamma, const double *delta, casadi_int b, casadi_int option) const
 
void sizeHessianCOL (BlocksqpMemory *m, const double *gamma, const double *delta, casadi_int b) const
 
void initStats (BlocksqpMemory *m) const
 
void updateStats (BlocksqpMemory *m) const
 
void printProgress (BlocksqpMemory *m) const
 Print one line of output to stdout about the current iteration. More...
 
void reset_sqp (BlocksqpMemory *m) const
 Reset variables that any SQP code needs. More...
 
void convertHessian (BlocksqpMemory *m) const
 Convert *hess to column compressed sparse format. More...
 
void initIterate (BlocksqpMemory *m) const
 Set initial filter, objective function, tolerances etc. More...
 
casadi_int evaluate (BlocksqpMemory *m, double *f, double *g, double *grad_f, double *jac_g) const
 Evaluate objective and constraints, including derivatives. More...
 
casadi_int evaluate (BlocksqpMemory *m, const double *xk, double *f, double *g) const
 Evaluate objective and constraints, no derivatives. More...
 
casadi_int evaluate (BlocksqpMemory *m, double *exact_hess_lag) const
 Evaluate exact hessian of Lagrangian. More...
 
double lInfConstraintNorm (BlocksqpMemory *m, const double *xk, const double *g) const
 
void serialize_body (SerializingStream &s) const override
 Serialize an object without type information. More...
 
void serialize_type (SerializingStream &s) const override
 Serialize type information. More...
 
std::string serialize_base_function () const override
 String used to identify the immediate FunctionInternal subclass. More...
 
void disp_more (std::ostream &stream) const override
 Print description. More...
 
virtual void check_inputs (void *mem) const
 Check if the inputs correspond to a well-posed problem. More...
 
double get_default_in (casadi_int ind) const override
 Get default input value. More...
 
virtual bool integer_support () const
 Can discrete variables be treated. More...
 
int eval (const double **arg, double **res, casadi_int *iw, double *w, void *mem) const final
 Evaluate numerically. More...
 
void codegen_declarations (CodeGenerator &g) const override
 Generate code for the declarations of the C function. More...
 
void codegen_body_enter (CodeGenerator &g) const override
 Generate code for the function body. More...
 
void codegen_body_exit (CodeGenerator &g) const override
 Generate code for the function body. More...
 
bool uses_output () const override
 Do the derivative functions need nondifferentiated outputs? More...
 
Dict get_stats (void *mem) const override
 Get all statistics. More...
 
int callback (NlpsolMemory *m) const
 
Function kkt () const
 
bool is_a (const std::string &type, bool recursive) const override
 Check if the function is of a particular type. More...
 
virtual DM getReducedHessian ()
 
virtual void setOptionsFromFile (const std::string &file)
 Read options from parameter xml. More...
 
void finalize () override
 Finalize initialization. More...
 
void join_results (OracleMemory *m) const
 Combine results from different threads. More...
 
const Functionoracle () const override
 Get oracle. More...
 
void expand ()
 
Function create_function (const Function &oracle, const std::string &fname, const std::vector< std::string > &s_in, const std::vector< std::string > &s_out, const Function::AuxOut &aux=Function::AuxOut(), const Dict &opts=Dict())
 
Function create_function (const std::string &fname, const std::vector< std::string > &s_in, const std::vector< std::string > &s_out, const Function::AuxOut &aux=Function::AuxOut(), const Dict &opts=Dict())
 
Function create_function (const std::string &fname, const std::vector< MX > &e_in, const std::vector< MX > &e_out, const std::vector< std::string > &s_in, const std::vector< std::string > &s_out, const Dict &opts=Dict())
 
Function create_forward (const std::string &fname, casadi_int nfwd)
 
void set_function (const Function &fcn, const std::string &fname, bool jit=false)
 
void set_function (const Function &fcn)
 
int calc_function (OracleMemory *m, const std::string &fcn, const double *const *arg=nullptr, int thread_id=0) const
 
int calc_sp_forward (const std::string &fcn, const bvec_t **arg, bvec_t **res, casadi_int *iw, bvec_t *w) const
 
int calc_sp_reverse (const std::string &fcn, bvec_t **arg, bvec_t **res, casadi_int *iw, bvec_t *w) const
 
std::vector< std::string > get_function () const override
 Get list of dependency functions. More...
 
const Functionget_function (const std::string &name) const override
 
virtual bool monitored (const std::string &name) const
 
bool has_function (const std::string &fname) const override
 
std::string generate_dependencies (const std::string &fname, const Dict &opts) const override
 Export / Generate C code for the generated functions. More...
 
void jit_dependencies (const std::string &fname) override
 JIT for dependencies. More...
 
int local_init_mem (void *mem) const
 Initalize memory block. More...
 
void set_temp (void *mem, const double **arg, double **res, casadi_int *iw, double *w) const override
 Set the work vectors. More...
 
virtual std::string getAdaptorSolverName () const
 Obtain solver name from Adaptor. More...
 
Dict generate_options (const std::string &target) const override
 Reconstruct options dict. More...
 
void change_option (const std::string &option_name, const GenericType &option_value) override
 Change option after object creation for debugging. More...
 
Function self () const
 Get a public class instance. More...
 
virtual Function factory (const std::string &name, const std::vector< std::string > &s_in, const std::vector< std::string > &s_out, const Function::AuxOut &aux, const Dict &opts) const
 
void add_embedded (std::map< FunctionInternal *, Function > &all_fun, const Function &dep, casadi_int max_depth) const
 
virtual void find (std::map< FunctionInternal *, Function > &all_fun, casadi_int max_depth) const
 
virtual std::vector< bool > which_depends (const std::string &s_in, const std::vector< std::string > &s_out, casadi_int order, bool tr=false) const
 Which variables enter with some order. More...
 
virtual int eval_sx (const SXElem **arg, SXElem **res, casadi_int *iw, SXElem *w, void *mem, bool always_inline, bool never_inline) const
 Evaluate with symbolic scalars. More...
 
virtual void eval_mx (const MXVector &arg, MXVector &res, bool always_inline, bool never_inline) const
 Evaluate with symbolic matrices. More...
 
template<typename M >
void call (const std::vector< M > &arg, std::vector< M > &res, bool always_inline, bool never_inline) const
 Call a function, templated. More...
 
template<typename M >
bool matching_arg (const std::vector< M > &arg, casadi_int &npar) const
 Check if input arguments that needs to be replaced. More...
 
template<typename M >
bool matching_res (const std::vector< M > &arg, casadi_int &npar) const
 Check if output arguments that needs to be replaced. More...
 
template<typename M >
std::vector< M > replace_arg (const std::vector< M > &arg, casadi_int npar) const
 Replace 0-by-0 inputs. More...
 
template<typename M >
std::vector< M > project_arg (const std::vector< M > &arg, casadi_int npar) const
 Project sparsities. More...
 
template<typename M >
std::vector< M > project_res (const std::vector< M > &arg, casadi_int npar) const
 Project sparsities. More...
 
template<typename M >
std::vector< M > replace_res (const std::vector< M > &res, casadi_int npar) const
 Replace 0-by-0 outputs. More...
 
template<typename M >
std::vector< std::vector< M > > replace_fseed (const std::vector< std::vector< M >> &fseed, casadi_int npar) const
 Replace 0-by-0 forward seeds. More...
 
template<typename M >
std::vector< std::vector< M > > replace_fseed (const std::vector< std::vector< M > > &fseed, casadi_int npar) const
 
template<typename M >
std::vector< std::vector< M > > replace_aseed (const std::vector< std::vector< M >> &aseed, casadi_int npar) const
 Replace 0-by-0 reverse seeds. More...
 
template<typename M >
std::vector< std::vector< M > > replace_aseed (const std::vector< std::vector< M > > &aseed, casadi_int npar) const
 
std::vector< MXmapsum_mx (const std::vector< MX > &arg, const std::string &parallelization)
 Parallel evaluation. More...
 
std::string diff_prefix (const std::string &prefix) const
 Determine prefix for differentiated functions. More...
 
virtual Function slice (const std::string &name, const std::vector< casadi_int > &order_in, const std::vector< casadi_int > &order_out, const Dict &opts) const
 returns a new function with a selection of inputs/outputs of the original More...
 
bool has_derivative () const
 Can derivatives be calculated in any way? More...
 
virtual double ad_weight () const
 Weighting factor for chosing forward/reverse mode. More...
 
virtual double sp_weight () const
 Weighting factor for chosing forward/reverse mode,. More...
 
virtual std::vector< MXfree_mx () const
 Get free variables (MX) More...
 
virtual std::vector< SXfree_sx () const
 Get free variables (SX) More...
 
virtual bool has_free () const
 Does the function have free variables. More...
 
virtual void generate_lifted (Function &vdef_fcn, Function &vinit_fcn) const
 Extract the functions needed for the Lifted Newton method. More...
 
virtual casadi_int n_instructions () const
 Get the number of atomic operations. More...
 
virtual casadi_int instruction_id (casadi_int k) const
 Get an atomic operation operator index. More...
 
virtual std::vector< casadi_int > instruction_input (casadi_int k) const
 Get the (integer) input arguments of an atomic operation. More...
 
virtual double instruction_constant (casadi_int k) const
 Get the floating point output argument of an atomic operation. More...
 
virtual std::vector< casadi_int > instruction_output (casadi_int k) const
 Get the (integer) output argument of an atomic operation. More...
 
virtual casadi_int n_nodes () const
 Number of nodes in the algorithm. More...
 
virtual MX instruction_MX (casadi_int k) const
 get MX expression associated with instruction More...
 
virtual SX instructions_sx () const
 get SX expression associated with instructions More...
 
Function wrap () const
 Wrap in an Function instance consisting of only one MX call. More...
 
Function wrap_as_needed (const Dict &opts) const
 Wrap in an Function instance consisting of only one MX call. More...
 
Dict cache () const
 Get all functions in the cache. More...
 
bool incache (const std::string &fname, Function &f, const std::string &suffix="") const
 Get function in cache. More...
 
void tocache (const Function &f, const std::string &suffix="") const
 Save function to cache. More...
 
void tocache_if_missing (Function &f, const std::string &suffix="") const
 Save function to cache, only if missing. More...
 
void codegen (CodeGenerator &g, const std::string &fname) const
 Generate code the function. More...
 
void codegen_meta (CodeGenerator &g) const
 Generate meta-information allowing a user to evaluate a generated function. More...
 
void codegen_sparsities (CodeGenerator &g) const
 Codegen sparsities. More...
 
virtual std::string codegen_name (const CodeGenerator &g, bool ns=true) const
 Get name in codegen. More...
 
std::string codegen_mem (CodeGenerator &g, const std::string &index="mem") const
 Get thread-local memory object. More...
 
virtual void codegen_incref (CodeGenerator &g) const
 Codegen incref for dependencies. More...
 
virtual void codegen_decref (CodeGenerator &g) const
 Codegen decref for dependencies. More...
 
virtual void codegen_alloc_mem (CodeGenerator &g) const
 Codegen decref for alloc_mem. More...
 
virtual void codegen_init_mem (CodeGenerator &g) const
 Codegen decref for init_mem. More...
 
virtual void codegen_free_mem (CodeGenerator &g) const
 Codegen for free_mem. More...
 
virtual void codegen_checkout (CodeGenerator &g) const
 Codegen for checkout. More...
 
virtual void codegen_release (CodeGenerator &g) const
 Codegen for release. More...
 
std::string signature (const std::string &fname) const
 Code generate the function. More...
 
std::string signature_unrolled (const std::string &fname) const
 Code generate the function. More...
 
virtual void codegen_body (CodeGenerator &g) const
 Generate code for the function body. More...
 
virtual std::string codegen_mem_type () const
 Thread-local memory object type. More...
 
virtual bool has_codegen () const
 Is codegen supported? More...
 
virtual void export_code (const std::string &lang, std::ostream &stream, const Dict &options) const
 Export function in a specific language. More...
 
void disp (std::ostream &stream, bool more) const override
 Display object. More...
 
std::string definition () const
 Get function signature: name:(inputs)->(outputs) More...
 
void print_dimensions (std::ostream &stream) const
 Print dimensions of inputs and outputs. More...
 
virtual std::vector< std::string > get_free () const
 Print free variables. More...
 
void get_partition (casadi_int iind, casadi_int oind, Sparsity &D1, Sparsity &D2, bool compact, bool symmetric, bool allow_forward, bool allow_reverse) const
 Get the unidirectional or bidirectional partition. More...
 
virtual double get_max_in (casadi_int ind) const
 Get largest input value. More...
 
virtual double get_min_in (casadi_int ind) const
 Get smallest input value. More...
 
virtual std::vector< double > get_nominal_in (casadi_int ind) const
 
virtual std::vector< double > get_nominal_out (casadi_int ind) const
 
virtual double get_reltol () const
 Get relative tolerance. More...
 
virtual double get_abstol () const
 Get absolute tolerance. More...
 
virtual bool get_diff_in (casadi_int i)
 Which inputs are differentiable. More...
 
virtual bool get_diff_out (casadi_int i)
 Which outputs are differentiable. More...
 
casadi_int index_in (const std::string &name) const
 Get input scheme index by name. More...
 
casadi_int index_out (const std::string &name) const
 Get output scheme index by name. More...
 
virtual int sp_forward (const bvec_t **arg, bvec_t **res, casadi_int *iw, bvec_t *w, void *mem) const
 Propagate sparsity forward. More...
 
virtual int sp_forward_block (const bvec_t **arg, bvec_t **res, casadi_int *iw, bvec_t *w, void *mem, casadi_int oind, casadi_int iind) const
 Propagate sparsity forward, specific block. More...
 
virtual int sp_reverse (bvec_t **arg, bvec_t **res, casadi_int *iw, bvec_t *w, void *mem) const
 Propagate sparsity backwards. More...
 
void sz_work (size_t &sz_arg, size_t &sz_res, size_t &sz_iw, size_t &sz_w) const
 Get number of temporary variables needed. More...
 
size_t sz_arg () const
 Get required length of arg field. More...
 
size_t sz_res () const
 Get required length of res field. More...
 
size_t sz_iw () const
 Get required length of iw field. More...
 
size_t sz_w () const
 Get required length of w field. More...
 
void alloc_arg (size_t sz_arg, bool persistent=false)
 Ensure required length of arg field. More...
 
void alloc_res (size_t sz_res, bool persistent=false)
 Ensure required length of res field. More...
 
void alloc_iw (size_t sz_iw, bool persistent=false)
 Ensure required length of iw field. More...
 
void alloc_w (size_t sz_w, bool persistent=false)
 Ensure required length of w field. More...
 
void alloc (const Function &f, bool persistent=false, int num_threads=1)
 Ensure work vectors long enough to evaluate function. More...
 
void setup (void *mem, const double **arg, double **res, casadi_int *iw, double *w) const
 Set the (persistent and temporary) work vectors. More...
 
virtual Dict info () const
 
Function map (casadi_int n, const std::string &parallelization) const
 Generate/retrieve cached serial map. More...
 
void generate_in (const std::string &fname, const double **arg) const
 Export an input file that can be passed to generate C code with a main. More...
 
void generate_out (const std::string &fname, double **res) const
 
virtual void merge (const std::vector< MX > &arg, std::vector< MX > &subs_from, std::vector< MX > &subs_to) const
 List merge opportunitities. More...
 
template<typename MatType >
std::vector< std::vector< MatType > > fwd_seed (casadi_int nfwd) const
 Symbolic expressions for the forward seeds. More...
 
template<typename MatType >
std::vector< std::vector< MatType > > symbolicAdjSeed (casadi_int nadj, const std::vector< MatType > &v) const
 Symbolic expressions for the adjoint seeds. More...
 
void print_in (std::ostream &stream, const double **arg, bool truncate) const
 Print inputs. More...
 
void print_out (std::ostream &stream, double **res, bool truncate) const
 Print outputs. More...
 
void construct (const Dict &opts)
 Construct. More...
 
void print_options (std::ostream &stream) const
 Print list of options. More...
 
void print_option (const std::string &name, std::ostream &stream) const
 Print all information there is to know about a certain option. More...
 
bool has_option (const std::string &option_name) const
 Does a particular option exist. More...
 
int checkout () const
 Checkout a memory object. More...
 
void release (int mem) const
 Release a memory object. More...
 
void * memory (int ind) const
 Memory objects. More...
 
bool has_memory (int ind) const
 Check for existance of memory object. More...
 
virtual void check_mem_count (casadi_int n) const
 Check for validatity of memory object count. More...
 
void clear_mem ()
 Clear all memory (called from destructor) More...
 
void print (const char *fmt,...) const
 C-style formatted printing during evaluation. More...
 
void sprint (char *buf, size_t buf_sz, const char *fmt,...) const
 C-style formatted printing to string. More...
 
void format_time (char *buffer, double time) const
 Format time in a fixed width 8 format. More...
 
void print_time (const std::map< std::string, FStats > &fstats) const
 Print timing statistics. More...
 
void serialize (SerializingStream &s) const
 Serialize an object. More...
 
casadi_int getCount () const
 Get the reference count. More...
 
std::string debug_repr (const SharedObjectInternal *) const
 
GenericWeakRef< SharedObject, SharedObjectInternal > * weak ()
 Get a weak reference to the object. More...
 
size_t get_n_in () override
 Number of function inputs and outputs. More...
 
size_t get_n_out () override
 Number of function inputs and outputs. More...
 
Sparsity get_sparsity_in (casadi_int i) override
 Sparsities of function inputs and outputs. More...
 
Sparsity get_sparsity_out (casadi_int i) override
 Sparsities of function inputs and outputs. More...
 
std::string get_name_in (casadi_int i) override
 Names of function input and outputs. More...
 
std::string get_name_out (casadi_int i) override
 Names of function input and outputs. More...
 
bool has_forward (casadi_int nfwd) const override
 Generate a function that calculates forward mode derivatives. More...
 
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
 Generate a function that calculates forward mode derivatives. More...
 
bool has_reverse (casadi_int nadj) const override
 Generate a function that calculates reverse mode derivatives. More...
 
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
 Generate a function that calculates reverse mode derivatives. More...
 
virtual bool has_spfwd () const
 Is the class able to propagate seeds through the algorithm? More...
 
virtual bool has_sprev () const
 Is the class able to propagate seeds through the algorithm? More...
 
int eval_gen (const double **arg, double **res, casadi_int *iw, double *w, void *mem, bool always_inline, bool never_inline) const
 Evaluate numerically. More...
 
int eval_gen (const SXElem **arg, SXElem **res, casadi_int *iw, SXElem *w, void *mem, bool always_inline, bool never_inline) const
 Evaluate a function, overloaded. More...
 
int eval_gen (const bvec_t **arg, bvec_t **res, casadi_int *iw, bvec_t *w, void *mem, bool always_inline, bool never_inline) const
 Evaluate a function, overloaded. More...
 
virtual std::vector< DMeval_dm (const std::vector< DM > &arg) const
 Evaluate with DM matrices. More...
 
virtual bool has_eval_dm () const
 Evaluate with DM matrices. More...
 
void call_gen (const MXVector &arg, MXVector &res, casadi_int npar, bool always_inline, bool never_inline) const
 Call a function, overloaded. More...
 
template<typename D >
void call_gen (const std::vector< Matrix< D > > &arg, std::vector< Matrix< D > > &res, casadi_int npar, bool always_inline, bool never_inline) const
 Call a function, overloaded. More...
 
template<typename M >
void check_arg (const std::vector< M > &arg, casadi_int &npar) const
 Check if input arguments have correct length and dimensions. More...
 
template<typename M >
void check_res (const std::vector< M > &res, casadi_int &npar) const
 Check if output arguments have correct length and dimensions. More...
 
template<typename M >
std::map< std::string, M > convert_arg (const std::vector< M > &arg) const
 Convert from/to input/output lists/map. More...
 
template<typename M >
std::vector< M > convert_arg (const std::map< std::string, M > &arg) const
 Convert from/to input/output lists/map. More...
 
template<typename M >
std::map< std::string, M > convert_res (const std::vector< M > &res) const
 Convert from/to input/output lists/map. More...
 
template<typename M >
std::vector< M > convert_res (const std::map< std::string, M > &res) const
 Convert from/to input/output lists/map. More...
 
std::vector< double > nz_in (const std::vector< DM > &arg) const
 Convert from/to flat vector of input/output nonzeros. More...
 
std::vector< DMnz_in (const std::vector< double > &arg) const
 Convert from/to flat vector of input/output nonzeros. More...
 
std::vector< double > nz_out (const std::vector< DM > &res) const
 Convert from/to flat vector of input/output nonzeros. More...
 
std::vector< DMnz_out (const std::vector< double > &res) const
 Convert from/to flat vector of input/output nonzeros. More...
 
virtual void call_forward (const std::vector< MX > &arg, const std::vector< MX > &res, const std::vector< std::vector< MX > > &fseed, std::vector< std::vector< MX > > &fsens, bool always_inline, bool never_inline) const
 Forward mode AD, virtual functions overloaded in derived classes. More...
 
virtual void call_forward (const std::vector< SX > &arg, const std::vector< SX > &res, const std::vector< std::vector< SX > > &fseed, std::vector< std::vector< SX > > &fsens, bool always_inline, bool never_inline) const
 Forward mode AD, virtual functions overloaded in derived classes. More...
 
virtual void call_reverse (const std::vector< MX > &arg, const std::vector< MX > &res, const std::vector< std::vector< MX > > &aseed, std::vector< std::vector< MX > > &asens, bool always_inline, bool never_inline) const
 Reverse mode, virtual functions overloaded in derived classes. More...
 
virtual void call_reverse (const std::vector< SX > &arg, const std::vector< SX > &res, const std::vector< std::vector< SX > > &aseed, std::vector< std::vector< SX > > &asens, bool always_inline, bool never_inline) const
 Reverse mode, virtual functions overloaded in derived classes. More...
 
Function jacobian () const
 Return Jacobian of all input elements with respect to all output elements. More...
 
virtual bool has_jacobian () const
 Return Jacobian of all input elements with respect to all output elements. More...
 
virtual Function get_jacobian (const std::string &name, const std::vector< std::string > &inames, const std::vector< std::string > &onames, const Dict &opts) const
 Return Jacobian of all input elements with respect to all output elements. More...
 
Sparsityjac_sparsity (casadi_int oind, casadi_int iind, bool compact, bool symmetric) const
 Get Jacobian sparsity. More...
 
virtual bool has_jac_sparsity (casadi_int oind, casadi_int iind) const
 Get Jacobian sparsity. More...
 
virtual Sparsity get_jac_sparsity (casadi_int oind, casadi_int iind, bool symmetric) const
 Get Jacobian sparsity. More...
 
Function forward (casadi_int nfwd) const
 Return function that calculates forward derivatives. More...
 
Function reverse (casadi_int nadj) const
 Return function that calculates adjoint derivatives. More...
 
virtual const SX sx_in (casadi_int ind) const
 Get function input(s) and output(s) More...
 
virtual const std::vector< SXsx_in () const
 Get function input(s) and output(s) More...
 
virtual const SX sx_out (casadi_int ind) const
 Get function input(s) and output(s) More...
 
virtual const std::vector< SXsx_out () const
 Get function input(s) and output(s) More...
 
virtual const MX mx_in (casadi_int ind) const
 Get function input(s) and output(s) More...
 
virtual const std::vector< MXmx_in () const
 Get function input(s) and output(s) More...
 
virtual const MX mx_out (casadi_int ind) const
 Get function input(s) and output(s) More...
 
virtual const std::vector< MXmx_out () const
 Get function input(s) and output(s) More...
 
const DM dm_in (casadi_int ind) const
 Get function input(s) and output(s) More...
 
const std::vector< DMdm_in () const
 Get function input(s) and output(s) More...
 
const DM dm_out (casadi_int ind) const
 Get function input(s) and output(s) More...
 
const std::vector< DMdm_out () const
 Get function input(s) and output(s) More...
 
casadi_int nnz_in () const
 Number of input/output nonzeros. More...
 
casadi_int nnz_in (casadi_int ind) const
 Number of input/output nonzeros. More...
 
casadi_int nnz_out () const
 Number of input/output nonzeros. More...
 
casadi_int nnz_out (casadi_int ind) const
 Number of input/output nonzeros. More...
 
casadi_int numel_in () const
 Number of input/output elements. More...
 
casadi_int numel_in (casadi_int ind) const
 Number of input/output elements. More...
 
casadi_int numel_out (casadi_int ind) const
 Number of input/output elements. More...
 
casadi_int numel_out () const
 Number of input/output elements. More...
 
casadi_int size1_in (casadi_int ind) const
 Input/output dimensions. More...
 
casadi_int size2_in (casadi_int ind) const
 Input/output dimensions. More...
 
casadi_int size1_out (casadi_int ind) const
 Input/output dimensions. More...
 
casadi_int size2_out (casadi_int ind) const
 Input/output dimensions. More...
 
std::pair< casadi_int, casadi_int > size_in (casadi_int ind) const
 Input/output dimensions. More...
 
std::pair< casadi_int, casadi_int > size_out (casadi_int ind) const
 Input/output dimensions. More...
 
const Sparsitysparsity_in (casadi_int ind) const
 Input/output sparsity. More...
 
const Sparsitysparsity_out (casadi_int ind) const
 Input/output sparsity. More...
 
bool all_scalar () const
 Are all inputs and outputs scalar. More...
 
virtual bool jac_is_symm (casadi_int oind, casadi_int iind) const
 Is a Jacobian block known to be symmetric a priori? More...
 
Sparsity to_compact (casadi_int oind, casadi_int iind, const Sparsity &sp) const
 Convert to compact Jacobian sparsity pattern. More...
 
Sparsity from_compact (casadi_int oind, casadi_int iind, const Sparsity &sp) const
 Convert from compact Jacobian sparsity pattern. More...
 
template<bool fwd>
Sparsity get_jac_sparsity_gen (casadi_int oind, casadi_int iind) const
 Get the sparsity pattern via sparsity seed propagation. More...
 
Sparsity get_jac_sparsity_hierarchical (casadi_int oind, casadi_int iind) const
 A flavor of get_jac_sparsity_gen that does hierarchical block structure recognition. More...
 
Sparsity get_jac_sparsity_hierarchical_symm (casadi_int oind, casadi_int iind) const
 
virtual std::vector< MXsymbolic_output (const std::vector< MX > &arg) const
 Get a vector of symbolic variables corresponding to the outputs. More...
 
virtual size_t codegen_sz_arg (const CodeGenerator &g) const
 Get required lengths, for codegen. More...
 
virtual size_t codegen_sz_res (const CodeGenerator &g) const
 Get required lengths, for codegen. More...
 
virtual size_t codegen_sz_iw (const CodeGenerator &g) const
 Get required lengths, for codegen. More...
 
virtual size_t codegen_sz_w (const CodeGenerator &g) const
 Get required lengths, for codegen. More...
 
virtual bool fwdViaJac (casadi_int nfwd) const
 Calculate derivatives by multiplying the full Jacobian and multiplying. More...
 
virtual bool adjViaJac (casadi_int nadj) const
 Calculate derivatives by multiplying the full Jacobian and multiplying. More...
 

Static Public Member Functions

static Nlpsolcreator (const std::string &name, const Function &nlp)
 Create a new NLP Solver. More...
 
static ProtoFunctiondeserialize (DeserializingStream &s)
 Deserialize into MX. More...
 
static void bound_consistency (casadi_int n, double *z, double *lam, const double *lbz, const double *ubz)
 
static std::string shortname ()
 Short name. More...
 
template<typename Type >
static void append_to_vec (GenericType &t, Type el)
 WORKAROUND: Add an element to an std::vector stored in a GenericType: More...
 
template<typename XType >
static Function create_oracle (const std::map< std::string, XType > &d, const Dict &opts)
 Convert dictionary to Problem. More...
 
static std::string forward_name (const std::string &fcn, casadi_int nfwd)
 Helper function: Get name of forward derivative function. More...
 
static std::string reverse_name (const std::string &fcn, casadi_int nadj)
 Helper function: Get name of adjoint derivative function. More...
 
template<typename MatType >
static MatType ensure_stacked (const MatType &v, const Sparsity &sp, casadi_int n)
 Ensure that a matrix's sparsity is a horizontal multiple of another, or empty. More...
 
template<typename MatType >
static bool purgable (const std::vector< MatType > &seed)
 Can a derivative direction be skipped. More...
 
static std::string string_from_UnifiedReturnStatus (UnifiedReturnStatus status)
 
static bool has_plugin (const std::string &pname, bool verbose=false)
 Check if a plugin is available or can be loaded. More...
 
static const Optionsplugin_options (const std::string &pname)
 Get the plugin options. More...
 
static Deserialize plugin_deserialize (const std::string &pname)
 Get the plugin deserialize_map. More...
 
static Plugin pluginFromRegFcn (RegFcn regfcn)
 Instantiate a Plugin struct from a factory function. More...
 
static Plugin load_plugin (const std::string &pname, bool register_plugin=true, bool needs_lock=true)
 Load a plugin dynamically. More...
 
static handle_t load_library (const std::string &libname, std::string &resultpath, bool global)
 Load a library dynamically. More...
 
static void registerPlugin (const Plugin &plugin, bool needs_lock=true)
 Register an integrator in the factory. More...
 
static void registerPlugin (RegFcn regfcn, bool needs_lock=true)
 Register an integrator in the factory. More...
 
static Plugin & getPlugin (const std::string &pname)
 Load and get the creator function. More...
 
static Nlpsolinstantiate (const std::string &fname, const std::string &pname, Problem problem)
 
static bool check_mat (const Sparsity &arg, const Sparsity &inp, casadi_int &npar)
 

Public Attributes

casadi_int nblocks_
 
std::vector< casadi_int > blocks_
 
std::vector< casadi_int > dim_
 
casadi_int nnz_H_
 
Sparsity Asp_
 
Sparsity Hsp_
 
Sparsity exact_hess_lag_sp_
 
std::string linsol_plugin_
 QP solver for the subproblems. More...
 
bool print_header_
 
bool print_iteration_
 
double eps_
 
double opttol_
 
double nlinfeastol_
 
bool schur_
 
bool globalization_
 
bool restore_feas_
 
casadi_int max_line_search_
 
casadi_int max_consec_reduced_steps_
 
casadi_int max_consec_skipped_updates_
 
casadi_int max_it_qp_
 
casadi_int max_iter_
 
bool warmstart_
 
bool qp_init_
 
bool block_hess_
 
casadi_int hess_scaling_
 
casadi_int fallback_scaling_
 
double max_time_qp_
 
double ini_hess_diag_
 
double col_eps_
 
double col_tau1_
 
double col_tau2_
 
casadi_int hess_damp_
 
double hess_damp_fac_
 
casadi_int hess_update_
 
casadi_int fallback_update_
 
casadi_int hess_lim_mem_
 
casadi_int hess_memsize_
 
casadi_int which_second_derv_
 
bool skip_first_globalization_
 
casadi_int conv_strategy_
 
casadi_int max_conv_qp_
 
casadi_int max_soc_iter_
 
double gamma_theta_
 
double gamma_f_
 
double kappa_soc_
 
double kappa_f_
 
double theta_max_
 
double theta_min_
 
double delta_
 
double s_theta_
 
double s_f_
 
double kappa_minus_
 
double kappa_plus_
 
double kappa_plus_max_
 
double delta_h0_
 
double eta_
 
double obj_lo_
 
double obj_up_
 
double rho_
 
double zeta_
 
Function rp_solver_
 
bool print_maxit_reached_
 
casadi_nlpsol_prob< double > p_nlp_
 
casadi_int nx_
 Number of variables. More...
 
casadi_int ng_
 Number of constraints. More...
 
casadi_int np_
 Number of parameters. More...
 
Function fcallback_
 callback function, executed at each iteration More...
 
casadi_int callback_step_
 Execute the callback function only after this amount of iterations. More...
 
std::string sens_linsol_
 Linear solver and options. More...
 
Dict sens_linsol_options_
 
std::vector< char > detect_simple_bounds_is_simple_
 
Function detect_simple_bounds_parts_
 
std::vector< casadi_int > detect_simple_bounds_target_x_
 
std::vector< casadi_int > detect_simple_bounds_target_g_
 
bool mi_
 
WeakRef kkt_
 Cache for KKT function. More...
 
bool always_inline_
 
bool never_inline_
 
size_t n_in_
 Number of inputs and outputs. More...
 
size_t n_out_
 
std::vector< bool > is_diff_in_
 Are inputs and outputs differentiable? More...
 
std::vector< bool > is_diff_out_
 
std::vector< Sparsitysparsity_in_
 Input and output sparsity. More...
 
std::vector< Sparsitysparsity_out_
 
std::vector< std::string > name_in_
 Input and output scheme. More...
 
std::vector< std::string > name_out_
 
bool jit_
 Use just-in-time compiler. More...
 
bool jit_cleanup_
 Cleanup jit source file. More...
 
std::string jit_serialize_
 Serialize behaviour. More...
 
std::string jit_name_
 Name if jit source file. More...
 
std::string jit_base_name_
 
bool jit_temp_suffix_
 Use a temporary name. More...
 
eval_t eval_
 Numerical evaluation redirected to a C function. More...
 
casadi_checkout_t checkout_
 Checkout redirected to a C function. More...
 
casadi_release_t release_
 Release redirected to a C function. More...
 
Dict stats_
 Dict of statistics (resulting from evaluate) More...
 
bool has_refcount_
 Reference counting in codegen? More...
 
Dict cache_init_
 Values to prepopulate the function cache with. More...
 
WeakCache< std::string, Functioncache_
 Function cache. More...
 
std::vector< Sparsityjac_sparsity_ [2]
 Cache for sparsities of the Jacobian blocks. More...
 
Function derivative_of_
 If the function is the derivative of another function. More...
 
void * user_data_
 User-set field. More...
 
std::string compiler_plugin_
 Just-in-time compiler. More...
 
Importer compiler_
 
Dict jit_options_
 
double jac_penalty_
 Penalty factor for using a complete Jacobian to calculate directional derivatives. More...
 
bool enable_forward_
 
bool enable_reverse_
 
bool enable_jacobian_
 
bool enable_fd_
 
bool enable_forward_op_
 
bool enable_reverse_op_
 
bool enable_jacobian_op_
 
bool enable_fd_op_
 
double ad_weight_
 Weighting factor for derivative calculation and sparsity pattern calculation. More...
 
double ad_weight_sp_
 
casadi_int max_num_dir_
 Maximum number of sensitivity directions. More...
 
bool inputs_check_
 Errors are thrown if numerical values of inputs look bad. More...
 
Dict fd_options_
 
double fd_step_
 
std::string fd_method_
 
bool print_in_
 
bool print_out_
 
casadi_int max_io_
 
bool dump_in_
 
bool dump_out_
 
bool dump_
 
std::string dump_dir_
 
std::string dump_format_
 
Dict forward_options_
 
Dict reverse_options_
 
Dict jacobian_options_
 
Dict der_options_
 
Function custom_jacobian_
 
casadi_int dump_count_
 
std::string name_
 Name. More...
 
bool verbose_
 Verbose printout. More...
 
bool print_time_
 
bool record_time_
 
bool regularity_check_
 Errors are thrown when NaN is produced. More...
 
bool error_on_fail_
 Throw an exception on failure? More...
 
bool eval_errors_fatal_
 Options. More...
 
bool warn_initial_bounds_
 Options. More...
 
bool iteration_callback_ignore_errors_
 Options. More...
 
bool calc_multipliers_
 Options. More...
 
bool calc_lam_x_
 Options. More...
 
bool calc_lam_p_
 Options. More...
 
bool calc_f_
 Options. More...
 
bool calc_g_
 Options. More...
 
bool bound_consistency_
 Options. More...
 
double min_lam_
 Options. More...
 
bool no_nlp_grad_
 Options. More...
 
std::vector< bool > discrete_
 Options. More...
 
std::vector< bool > equality_
 Options. More...
 

Static Public Attributes

static const std::string meta_doc
 A documentation string. More...
 
static std::map< std::string, Plugin > solvers_
 Collection of solvers. More...
 
static const std::string infix_ = "nlpsol"
 Infix. More...
 
static std::map< std::string, ProtoFunction *(*)(DeserializingStream &)> deserialize_map
 

Protected Member Functions

 Blocksqp (DeserializingStream &s)
 Deserializing constructor. More...
 
void set_jac_sparsity (casadi_int oind, casadi_int iind, const Sparsity &sp)
 Populate jac_sparsity_ and jac_sparsity_compact_ during initialization. More...
 
void initSingleton ()
 
void destroySingleton ()
 
shared_from_this ()
 Get a shared object from the current internal object. More...
 
const B shared_from_this () const
 Get a shared object from the current internal object. More...
 

Protected Attributes

Function oracle_
 Oracle: Used to generate other functions. More...
 
Dict common_options_
 Options for creating functions. More...
 
Dict specific_options_
 
bool show_eval_warnings_
 Show evaluation warnings. More...
 
int max_num_threads_
 
std::map< std::string, RegFunall_functions_
 
std::vector< std::string > monitor_
 
size_t stride_arg_
 
size_t stride_res_
 
size_t stride_iw_
 
size_t stride_w_
 
bool post_expand_
 
static const Options options_
 Options. More...
 
const Optionsget_options () const override
 Options. More...
 

Member Typedef Documentation

◆ Creator

typedef Nlpsol*(* casadi::Nlpsol::Creator) (const std::string &name, const Function &oracle)
inherited

Definition at line 277 of file nlpsol_impl.hpp.

◆ RegFcn

typedef int(* casadi::PluginInterface< Nlpsol >::RegFcn) (Plugin *plugin)
inherited

Definition at line 73 of file plugin_interface.hpp.

◆ weak_ref_type

Definition at line 152 of file shared_object.hpp.

Constructor & Destructor Documentation

◆ Blocksqp() [1/2]

casadi::Blocksqp::Blocksqp ( const std::string &  name,
const Function nlp 
)
explicit

Definition at line 49 of file blocksqp.cpp.

50  : Nlpsol(name, nlp) {
51  }
Nlpsol(const std::string &name, const Function &oracle)
Constructor.
Definition: nlpsol.cpp:267

◆ ~Blocksqp()

casadi::Blocksqp::~Blocksqp ( )
override

Definition at line 54 of file blocksqp.cpp.

54  {
55  clear_mem();
56  }
void clear_mem()
Clear all memory (called from destructor)

References casadi::ProtoFunction::clear_mem().

◆ Blocksqp() [2/2]

casadi::Blocksqp::Blocksqp ( DeserializingStream s)
explicitprotected

Definition at line 2848 of file blocksqp.cpp.

2848  : Nlpsol(s) {
2849  s.version("Blocksqp", 1);
2850  s.unpack("Blocksqp::nblocks", nblocks_);
2851  s.unpack("Blocksqp::blocks", blocks_);
2852  s.unpack("Blocksqp::dim", dim_);
2853  s.unpack("Blocksqp::nnz_H", nnz_H_);
2854  s.unpack("Blocksqp::Asp", Asp_);
2855  s.unpack("Blocksqp::Hsp", Hsp_);
2856  s.unpack("Blocksqp::exact_hess_lag_sp_", exact_hess_lag_sp_);
2857  s.unpack("Blocksqp::linsol_plugin", linsol_plugin_);
2858  s.unpack("Blocksqp::print_header", print_header_);
2859  s.unpack("Blocksqp::print_iteration", print_iteration_);
2860  s.unpack("Blocksqp::eps", eps_);
2861  s.unpack("Blocksqp::opttol", opttol_);
2862  s.unpack("Blocksqp::nlinfeastol", nlinfeastol_);
2863  s.unpack("Blocksqp::schur", schur_);
2864  s.unpack("Blocksqp::globalization", globalization_);
2865  s.unpack("Blocksqp::restore_feas", restore_feas_);
2866  s.unpack("Blocksqp::max_line_search", max_line_search_);
2867  s.unpack("Blocksqp::max_consec_reduced_steps", max_consec_reduced_steps_);
2868  s.unpack("Blocksqp::max_consec_skipped_updates", max_consec_skipped_updates_);
2869  s.unpack("Blocksqp::max_it_qp", max_it_qp_);
2870  s.unpack("Blocksqp::max_iter", max_iter_);
2871  s.unpack("Blocksqp::warmstart", warmstart_);
2872  s.unpack("Blocksqp::qp_init", qp_init_);
2873  s.unpack("Blocksqp::block_hess", block_hess_);
2874  s.unpack("Blocksqp::hess_scaling", hess_scaling_);
2875  s.unpack("Blocksqp::fallback_scaling", fallback_scaling_);
2876  s.unpack("Blocksqp::max_time_qp", max_time_qp_);
2877  s.unpack("Blocksqp::ini_hess_diag", ini_hess_diag_);
2878  s.unpack("Blocksqp::col_eps", col_eps_);
2879  s.unpack("Blocksqp::col_tau1", col_tau1_);
2880  s.unpack("Blocksqp::col_tau2", col_tau2_);
2881  s.unpack("Blocksqp::hess_damp", hess_damp_);
2882  s.unpack("Blocksqp::hess_damp_fac", hess_damp_fac_);
2883  s.unpack("Blocksqp::hess_update", hess_update_);
2884  s.unpack("Blocksqp::fallback_update", fallback_update_);
2885  s.unpack("Blocksqp::hess_lim_mem", hess_lim_mem_);
2886  s.unpack("Blocksqp::hess_memsize", hess_memsize_);
2887  s.unpack("Blocksqp::which_second_derv", which_second_derv_);
2888  s.unpack("Blocksqp::skip_first_globalization", skip_first_globalization_);
2889  s.unpack("Blocksqp::conv_strategy", conv_strategy_);
2890  s.unpack("Blocksqp::max_conv_qp", max_conv_qp_);
2891  s.unpack("Blocksqp::max_soc_iter", max_soc_iter_);
2892  s.unpack("Blocksqp::gamma_theta", gamma_theta_);
2893  s.unpack("Blocksqp::gamma_f", gamma_f_);
2894  s.unpack("Blocksqp::kappa_soc", kappa_soc_);
2895  s.unpack("Blocksqp::kappa_f", kappa_f_);
2896  s.unpack("Blocksqp::theta_max", theta_max_);
2897  s.unpack("Blocksqp::theta_min", theta_min_);
2898  s.unpack("Blocksqp::delta", delta_);
2899  s.unpack("Blocksqp::s_theta", s_theta_);
2900  s.unpack("Blocksqp::s_f", s_f_);
2901  s.unpack("Blocksqp::kappa_minus", kappa_minus_);
2902  s.unpack("Blocksqp::kappa_plus", kappa_plus_);
2903  s.unpack("Blocksqp::kappa_plus_max", kappa_plus_max_);
2904  s.unpack("Blocksqp::delta_h0", delta_h0_);
2905  s.unpack("Blocksqp::eta", eta_);
2906  s.unpack("Blocksqp::obj_lo", obj_lo_);
2907  s.unpack("Blocksqp::obj_up", obj_up_);
2908  s.unpack("Blocksqp::rho", rho_);
2909  s.unpack("Blocksqp::zeta", zeta_);
2910  s.unpack("Blocksqp::rp_solver", rp_solver_);
2911  s.unpack("Blocksqp::print_maxit_reached", print_maxit_reached_);
2912 
2913  }
casadi_int nblocks_
Definition: blocksqp.hpp:196
casadi_int hess_scaling_
Definition: blocksqp.hpp:357
casadi_int hess_lim_mem_
Definition: blocksqp.hpp:368
casadi_int conv_strategy_
Definition: blocksqp.hpp:373
double nlinfeastol_
Definition: blocksqp.hpp:343
casadi_int hess_update_
Definition: blocksqp.hpp:366
double kappa_plus_
Definition: blocksqp.hpp:389
double kappa_plus_max_
Definition: blocksqp.hpp:390
double kappa_minus_
Definition: blocksqp.hpp:388
casadi_int fallback_update_
Definition: blocksqp.hpp:367
casadi_int fallback_scaling_
Definition: blocksqp.hpp:358
casadi_int max_soc_iter_
Definition: blocksqp.hpp:378
casadi_int hess_memsize_
Definition: blocksqp.hpp:369
std::string linsol_plugin_
QP solver for the subproblems.
Definition: blocksqp.hpp:336
std::vector< casadi_int > dim_
Definition: blocksqp.hpp:198
double max_time_qp_
Definition: blocksqp.hpp:359
casadi_int max_it_qp_
Definition: blocksqp.hpp:352
casadi_int max_consec_skipped_updates_
Definition: blocksqp.hpp:351
Function rp_solver_
Definition: blocksqp.hpp:399
bool print_maxit_reached_
Definition: blocksqp.hpp:400
double hess_damp_fac_
Definition: blocksqp.hpp:365
double ini_hess_diag_
Definition: blocksqp.hpp:360
casadi_int which_second_derv_
Definition: blocksqp.hpp:370
casadi_int max_consec_reduced_steps_
Definition: blocksqp.hpp:350
std::vector< casadi_int > blocks_
Definition: blocksqp.hpp:197
casadi_int max_line_search_
Definition: blocksqp.hpp:349
bool skip_first_globalization_
Definition: blocksqp.hpp:372
casadi_int hess_damp_
Definition: blocksqp.hpp:364
casadi_int max_iter_
Definition: blocksqp.hpp:353
casadi_int max_conv_qp_
Definition: blocksqp.hpp:374
Sparsity exact_hess_lag_sp_
Definition: blocksqp.hpp:203
casadi_int nnz_H_
Definition: blocksqp.hpp:199
double gamma_theta_
Definition: blocksqp.hpp:379

References Asp_, block_hess_, blocks_, col_eps_, col_tau1_, col_tau2_, conv_strategy_, delta_, delta_h0_, dim_, eps_, eta_, exact_hess_lag_sp_, fallback_scaling_, fallback_update_, gamma_f_, gamma_theta_, globalization_, hess_damp_, hess_damp_fac_, hess_lim_mem_, hess_memsize_, hess_scaling_, hess_update_, Hsp_, ini_hess_diag_, kappa_f_, kappa_minus_, kappa_plus_, kappa_plus_max_, kappa_soc_, linsol_plugin_, max_consec_reduced_steps_, max_consec_skipped_updates_, max_conv_qp_, max_it_qp_, max_iter_, max_line_search_, max_soc_iter_, max_time_qp_, nblocks_, nlinfeastol_, nnz_H_, obj_lo_, obj_up_, opttol_, print_header_, print_iteration_, print_maxit_reached_, qp_init_, restore_feas_, rho_, rp_solver_, s_f_, s_theta_, schur_, skip_first_globalization_, theta_max_, theta_min_, casadi::DeserializingStream::unpack(), casadi::DeserializingStream::version(), warmstart_, which_second_derv_, and zeta_.

Member Function Documentation

◆ acceptStep() [1/2]

void casadi::Blocksqp::acceptStep ( BlocksqpMemory m,
const double *  deltaXi,
const double *  lambdaQP,
double  alpha,
casadi_int  nSOCS 
) const

Definition at line 1107 of file blocksqp.cpp.

1109  {
1110  auto d_nlp = &m->d_nlp;
1111  double lStpNorm;
1112 
1113  // Current alpha
1114  m->alpha = alpha;
1115  m->nSOCS = nSOCS;
1116 
1117  // Set new x by accepting the current trial step
1118  for (casadi_int k=0; k<nx_; k++) {
1119  d_nlp->z[k] = m->trial_xk[k];
1120  m->dxk[k] = alpha * deltaXi[k];
1121  }
1122 
1123  // Store the infinity norm of the multiplier step
1124  m->lambdaStepNorm = 0.0;
1125  for (casadi_int k=0; k<nx_; k++)
1126  if ((lStpNorm = fabs(alpha*lambdaQP[k] - alpha*m->lam_xk[k])) > m->lambdaStepNorm)
1127  m->lambdaStepNorm = lStpNorm;
1128  for (casadi_int k=0; k<ng_; k++)
1129  if ((lStpNorm = fabs(alpha*lambdaQP[nx_+k] - alpha*m->lam_gk[k])) > m->lambdaStepNorm)
1130  m->lambdaStepNorm = lStpNorm;
1131 
1132  // Set new multipliers
1133  for (casadi_int k=0; k<nx_; k++)
1134  m->lam_xk[k] = (1.0 - alpha)*m->lam_xk[k] + alpha*lambdaQP[k];
1135  for (casadi_int k=0; k<ng_; k++)
1136  m->lam_gk[k] = (1.0 - alpha)*m->lam_gk[k] + alpha*lambdaQP[nx_+k];
1137 
1138  // Count consecutive reduced steps
1139  if (m->alpha < 1.0)
1140  m->reducedStepCount++;
1141  else
1142  m->reducedStepCount = 0;
1143  }
casadi_int ng_
Number of constraints.
Definition: nlpsol_impl.hpp:69
casadi_int nx_
Number of variables.
Definition: nlpsol_impl.hpp:66

References casadi::BlocksqpMemory::alpha, casadi::NlpsolMemory::d_nlp, casadi::BlocksqpMemory::dxk, casadi::BlocksqpMemory::lam_gk, casadi::BlocksqpMemory::lam_xk, casadi::BlocksqpMemory::lambdaStepNorm, casadi::Nlpsol::ng_, casadi::BlocksqpMemory::nSOCS, casadi::Nlpsol::nx_, casadi::BlocksqpMemory::reducedStepCount, and casadi::BlocksqpMemory::trial_xk.

Referenced by acceptStep(), filterLineSearch(), fullstep(), kktErrorReduction(), and secondOrderCorrection().

◆ acceptStep() [2/2]

void casadi::Blocksqp::acceptStep ( BlocksqpMemory m,
double  alpha 
) const

Definition at line 1102 of file blocksqp.cpp.

1103  {
1104  acceptStep(m, m->dxk, m->lam_qp, alpha, 0);
1105  }
void acceptStep(BlocksqpMemory *m, const double *deltaXi, const double *lambdaQP, double alpha, casadi_int nSOCS) const
Set new primal dual iterate.
Definition: blocksqp.cpp:1108

References acceptStep(), casadi::BlocksqpMemory::dxk, and casadi::BlocksqpMemory::lam_qp.

◆ ad_weight()

double casadi::FunctionInternal::ad_weight ( ) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_l5

Definition at line 3190 of file function_internal.cpp.

3190  {
3191  // If reverse mode derivatives unavailable, use forward
3192  if (!enable_reverse_) return 0;
3193 
3194  // If forward mode derivatives unavailable, use reverse
3195  if (!enable_forward_ && !enable_fd_) return 1;
3196 
3197  // Use the (potentially user set) option
3198  return ad_weight_;
3199  }
double ad_weight_
Weighting factor for derivative calculation and sparsity pattern calculation.

References casadi::FunctionInternal::ad_weight_, casadi::FunctionInternal::enable_fd_, casadi::FunctionInternal::enable_forward_, and casadi::FunctionInternal::enable_reverse_.

Referenced by casadi::FunctionInternal::adjViaJac(), casadi::Function::expand(), casadi::FunctionInternal::fwdViaJac(), casadi::FunctionInternal::get_partition(), casadi::FunctionInternal::wrap(), and casadi::FunctionInternal::wrap_as_needed().

◆ add_embedded()

void casadi::FunctionInternal::add_embedded ( std::map< FunctionInternal *, Function > &  all_fun,
const Function dep,
casadi_int  max_depth 
) const
inherited

Definition at line 3633 of file function_internal.cpp.

3634  {
3635  // Add, if not already in graph and not null
3636  if (!dep.is_null() && all_fun.find(dep.get()) == all_fun.end()) {
3637  // Add to map
3638  all_fun[dep.get()] = dep;
3639  // Also add its dependencies
3640  if (max_depth > 0) dep->find(all_fun, max_depth - 1);
3641  }
3642  }

References casadi::FunctionInternal::find(), casadi::Function::get(), and casadi::GenericShared< Shared, Internal >::is_null().

Referenced by casadi::MXFunction::find(), casadi::Switch::find(), casadi::SXFunction::find(), and casadi::BSplineInterpolant::find().

◆ adjViaJac()

bool casadi::FunctionInternal::adjViaJac ( casadi_int  nadj) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_nc

Definition at line 2925 of file function_internal.cpp.

2925  {
2926  if (!enable_reverse_) return true;
2927  if (jac_penalty_==-1) return false;
2928 
2929  // Heuristic 1: Jac calculated via reverse mode likely cheaper
2930  if (jac_penalty_*static_cast<double>(nnz_out())<nadj) return true;
2931 
2932  // Heuristic 2: Jac calculated via forward mode likely cheaper
2933  double w = ad_weight();
2934  if ((enable_forward_ || enable_fd_) &&
2935  jac_penalty_*w*static_cast<double>(nnz_in())<(1-w)*static_cast<double>(nadj))
2936  return true; // NOLINT
2937 
2938  return false;
2939  }
double jac_penalty_
Penalty factor for using a complete Jacobian to calculate directional derivatives.
virtual double ad_weight() const
Weighting factor for chosing forward/reverse mode.
casadi_int nnz_in() const
Number of input/output nonzeros.
casadi_int nnz_out() const
Number of input/output nonzeros.

References casadi::FunctionInternal::ad_weight(), casadi::FunctionInternal::enable_fd_, casadi::FunctionInternal::enable_forward_, casadi::FunctionInternal::enable_reverse_, casadi::FunctionInternal::jac_penalty_, casadi::FunctionInternal::nnz_in(), and casadi::FunctionInternal::nnz_out().

Referenced by casadi::FunctionInternal::call_reverse().

◆ all_scalar()

bool casadi::FunctionInternal::all_scalar ( ) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_mi

Definition at line 3664 of file function_internal.cpp.

3664  {
3665  // Check inputs
3666  for (casadi_int i=0; i<n_in_; ++i) {
3667  if (!sparsity_in_[i].is_scalar()) return false;
3668  }
3669  // Check outputs
3670  for (casadi_int i=0; i<n_out_; ++i) {
3671  if (!sparsity_out_[i].is_scalar()) return false;
3672  }
3673  // All are scalar
3674  return true;
3675  }
std::vector< Sparsity > sparsity_in_
Input and output sparsity.
size_t n_in_
Number of inputs and outputs.
std::vector< Sparsity > sparsity_out_

References casadi::FunctionInternal::n_in_, casadi::FunctionInternal::n_out_, casadi::FunctionInternal::sparsity_in_, and casadi::FunctionInternal::sparsity_out_.

Referenced by casadi::FunctionInternal::call().

◆ alloc()

void casadi::FunctionInternal::alloc ( const Function f,
bool  persistent = false,
int  num_threads = 1 
)
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_n8

Definition at line 2874 of file function_internal.cpp.

2874  {
2875  if (f.is_null()) return;
2876  size_t sz_arg, sz_res, sz_iw, sz_w;
2877  f.sz_work(sz_arg, sz_res, sz_iw, sz_w);
2878  alloc_arg(sz_arg*num_threads, persistent);
2879  alloc_res(sz_res*num_threads, persistent);
2880  alloc_iw(sz_iw*num_threads, persistent);
2881  alloc_w(sz_w*num_threads, persistent);
2882  }
void alloc_iw(size_t sz_iw, bool persistent=false)
Ensure required length of iw field.
void alloc_res(size_t sz_res, bool persistent=false)
Ensure required length of res field.
void alloc_arg(size_t sz_arg, bool persistent=false)
Ensure required length of arg field.
size_t sz_res() const
Get required length of res field.
size_t sz_w() const
Get required length of w field.
void alloc_w(size_t sz_w, bool persistent=false)
Ensure required length of w field.
size_t sz_arg() const
Get required length of arg field.
size_t sz_iw() const
Get required length of iw field.

References casadi::FunctionInternal::alloc_arg(), casadi::FunctionInternal::alloc_iw(), casadi::FunctionInternal::alloc_res(), casadi::FunctionInternal::alloc_w(), casadi::GenericShared< Shared, Internal >::is_null(), casadi::FunctionInternal::sz_arg(), casadi::FunctionInternal::sz_iw(), casadi::FunctionInternal::sz_res(), casadi::FunctionInternal::sz_w(), and casadi::Function::sz_work().

Referenced by casadi::OracleFunction::finalize(), casadi::KinsolInterface::get_jtimes(), casadi::FiniteDiff::init(), casadi::Nlpsol::init(), casadi::Rootfinder::init(), casadi::Switch::init(), casadi::Feasiblesqpmethod::init(), casadi::ImplicitToNlp::init(), casadi::QpToNlp::init(), casadi::Qrsqp::init(), casadi::Scpgen::init(), and casadi::Sqpmethod::init().

◆ alloc_arg()

void casadi::FunctionInternal::alloc_arg ( size_t  sz_arg,
bool  persistent = false 
)
inherited

◆ alloc_iw()

void casadi::FunctionInternal::alloc_iw ( size_t  sz_iw,
bool  persistent = false 
)
inherited

◆ alloc_mem()

void* casadi::Blocksqp::alloc_mem ( ) const
inlineoverridevirtual

Reimplemented from casadi::Nlpsol.

Definition at line 177 of file blocksqp.hpp.

177 { return new BlocksqpMemory();}

◆ alloc_res()

void casadi::FunctionInternal::alloc_res ( size_t  sz_res,
bool  persistent = false 
)
inherited

◆ alloc_w()

void casadi::FunctionInternal::alloc_w ( size_t  sz_w,
bool  persistent = false 
)
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_n7

Definition at line 2866 of file function_internal.cpp.

2866  {
2867  if (persistent) {
2868  sz_w_per_ += sz_w;
2869  } else {
2870  sz_w_tmp_ = std::max(sz_w_tmp_, sz_w);
2871  }
2872  }

References casadi::FunctionInternal::sz_w().

Referenced by casadi::FunctionInternal::alloc(), casadi::BlazingSplineFunction::init(), casadi::External::init(), casadi::FiniteDiff::init(), casadi::FmuFunction::init(), casadi::Integrator::init(), casadi::FixedStepIntegrator::init(), casadi::Interpolant::init(), casadi::JitFunction::init(), casadi::Map::init(), casadi::OmpMap::init(), casadi::ThreadMap::init(), casadi::MapSum::init(), casadi::MXFunction::init(), casadi::Nlpsol::init(), casadi::Rootfinder::init(), casadi::Switch::init(), casadi::SXFunction::init(), init(), casadi::BonminInterface::init(), casadi::CbcInterface::init(), casadi::ClarabelInterface::init(), casadi::ClpInterface::init(), casadi::CplexInterface::init(), casadi::DaqpInterface::init(), casadi::FatropConicInterface::init(), casadi::FatropInterface::init(), casadi::GurobiInterface::init(), casadi::HighsInterface::init(), casadi::HpipmInterface::init(), casadi::IpoptInterface::init(), casadi::KnitroInterface::init(), casadi::MadnlpInterface::init(), casadi::OoqpInterface::init(), casadi::OsqpInterface::init(), casadi::ProxqpInterface::init(), casadi::QpoasesInterface::init(), casadi::SLEQPInterface::init(), casadi::SlicotDple::init(), casadi::SlicotExpm::init(), casadi::SnoptInterface::init(), casadi::CvodesInterface::init(), casadi::IdasInterface::init(), casadi::KinsolInterface::init(), casadi::SundialsInterface::init(), casadi::SuperscsInterface::init(), casadi::WorhpInterface::init(), casadi::BSplineInterpolant::init(), casadi::FastNewton::init(), casadi::Feasiblesqpmethod::init(), casadi::ImplicitToNlp::init(), casadi::Ipqp::init(), casadi::LinearInterpolant::init(), casadi::LinearInterpolantJac::init(), casadi::Newton::init(), casadi::QpToNlp::init(), casadi::Qrqp::init(), casadi::Qrsqp::init(), casadi::Scpgen::init(), and casadi::Sqpmethod::init().

◆ append_to_vec()

template<typename Type >
static void casadi::Nlpsol::append_to_vec ( GenericType t,
Type  el 
)
inlinestaticinherited

Definition at line 312 of file nlpsol_impl.hpp.

312  {
313  std::vector<Type> v = t;
314  v.push_back(el);
315  t = v;
316  }

◆ augmentFilter()

void casadi::Blocksqp::augmentFilter ( BlocksqpMemory m,
double  cNorm,
double  obj 
) const

Augment the filter: F_k+1 = F_k U { (c,f) | c > (1-gammaTheta)cNorm and f > obj-gammaF*c

Definition at line 1741 of file blocksqp.cpp.

1742  {
1743  std::pair<double, double> entry((1-gamma_theta_)*cNorm,
1744  obj-gamma_f_*cNorm);
1745 
1746  // Augment filter by current element
1747  m->filter.insert(entry);
1748 
1749  // Remove dominated elements
1750  auto iter=m->filter.begin();
1751  while (iter != m->filter.end()) {
1752  if (iter->first > entry.first && iter->second > entry.second) {
1753  auto iterToRemove = iter;
1754  iter++;
1755  m->filter.erase(iterToRemove);
1756  } else {
1757  iter++;
1758  }
1759  }
1760  }

References casadi::BlocksqpMemory::filter, gamma_f_, and gamma_theta_.

Referenced by filterLineSearch().

◆ bound_consistency()

void casadi::Nlpsol::bound_consistency ( casadi_int  n,
double *  z,
double *  lam,
const double *  lbz,
const double *  ubz 
)
staticinherited

Definition at line 678 of file nlpsol.cpp.

679  {
680  casadi_assert_dev(z!=nullptr);
681  casadi_assert_dev(lam!=nullptr);
682  casadi_assert_dev(lbz!=nullptr);
683  casadi_assert_dev(ubz!=nullptr);
684  // Local variables
685  casadi_int i;
686  // Loop over variables
687  for (i=0; i<n; ++i) {
688  // Make sure bounds are respected
689  z[i] = std::fmin(std::fmax(z[i], lbz[i]), ubz[i]);
690  // Adjust multipliers
691  if (std::isinf(lbz[i]) && std::isinf(ubz[i])) {
692  // Both multipliers are infinite
693  lam[i] = 0.;
694  } else if (std::isinf(lbz[i]) || z[i] - lbz[i] > ubz[i] - z[i]) {
695  // Infinite lower bound or closer to upper bound than lower bound
696  lam[i] = std::fmax(0., lam[i]);
697  } else if (std::isinf(ubz[i]) || z[i] - lbz[i] < ubz[i] - z[i]) {
698  // Infinite upper bound or closer to lower bound than upper bound
699  lam[i] = std::fmin(0., lam[i]);
700  }
701  }
702  }

Referenced by casadi::Nlpsol::eval().

◆ cache()

Dict casadi::FunctionInternal::cache ( ) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_26g

Definition at line 970 of file function_internal.cpp.

970  {
971  // Return value
972  Dict ret;
973 
974  // Retrieve all Function instances that haven't been deleted
975  std::vector<std::string> keys;
976  std::vector<Function> entries;
977  cache_.cache(keys, entries);
978 
979  for (size_t i=0; i<keys.size(); ++i) {
980  // Get the name of the key
981  std::string s = keys[i];
982  casadi_assert_dev(s.size() > 0);
983  // Replace ':' with '_'
984  std::replace(s.begin(), s.end(), ':', '_');
985  // Remove trailing underscore, if any
986  if (s.back() == '_') s.resize(s.size() - 1);
987  // Add entry to function return
988  ret[s] = entries[i];
989  }
990 
991  return ret;
992  }
WeakCache< std::string, Function > cache_
Function cache.
GenericType::Dict Dict
C++ equivalent of Python's dict or MATLAB's struct.

References casadi::FunctionInternal::cache_.

◆ calc_function()

int casadi::OracleFunction::calc_function ( OracleMemory m,
const std::string &  fcn,
const double *const *  arg = nullptr,
int  thread_id = 0 
) const
inherited

Definition at line 302 of file oracle_function.cpp.

304  {
305  auto ml = m->thread_local_mem.at(thread_id);
306  // Is the function monitored?
307  bool monitored = this->monitored(fcn);
308 
309  // Print progress
310  if (monitored) casadi_message("Calling \"" + fcn + "\"");
311 
312  // Respond to a possible Crl+C signals
313  // Python interrupt checker needs the GIL.
314  // We may not have access to it in a multi-threaded context
315  // See issue #2955
317 
318  // Get function
319  const Function& f = get_function(fcn);
320 
321  // Get statistics structure
322  FStats& fstats = ml->fstats.at(fcn);
323 
324  // Number of inputs and outputs
325  casadi_int n_in = f.n_in(), n_out = f.n_out();
326 
327  // Prepare stats, start timer
328  ScopedTiming tic(fstats);
329 
330  // Input buffers
331  if (arg) {
332  std::fill_n(ml->arg, n_in, nullptr);
333  for (casadi_int i=0; i<n_in; ++i) ml->arg[i] = *arg++;
334  }
335 
336  // Print inputs nonzeros
337  if (monitored) {
338  std::stringstream s;
339  s << fcn << " input nonzeros:\n";
340  for (casadi_int i=0; i<n_in; ++i) {
341  s << " " << i << " (" << f.name_in(i) << "): ";
342  if (ml->arg[i]) {
343  // Print nonzeros
344  s << "[";
345  for (casadi_int k=0; k<f.nnz_in(i); ++k) {
346  if (k!=0) s << ", ";
347  DM::print_scalar(s, ml->arg[i][k]);
348  }
349  s << "]\n";
350  } else {
351  // All zero input
352  s << "0\n";
353  }
354  }
355  casadi_message(s.str());
356  }
357 
358  // Evaluate memory-less
359  try {
360  if (f(ml->arg, ml->res, ml->iw, ml->w)) {
361  // Recoverable error
362  if (monitored) casadi_message(name_ + ":" + fcn + " failed");
363  return 1;
364  }
365  } catch(std::exception& ex) {
366  // Fatal error: Generate stack trace
367  casadi_error("Error in " + name_ + ":" + fcn + ":" + std::string(ex.what()));
368  }
369 
370  // Print output nonzeros
371  if (monitored) {
372  std::stringstream s;
373  s << fcn << " output nonzeros:\n";
374  for (casadi_int i=0; i<n_out; ++i) {
375  s << " " << i << " (" << f.name_out(i) << "): ";
376  if (ml->res[i]) {
377  // Print nonzeros
378  s << "[";
379  for (casadi_int k=0; k<f.nnz_out(i); ++k) {
380  if (k!=0) s << ", ";
381  DM::print_scalar(s, ml->res[i][k]);
382  }
383  s << "]\n";
384  } else {
385  // Ignored output
386  s << " N/A\n";
387  }
388  }
389  casadi_message(s.str());
390  }
391 
392  // Make sure not NaN or Inf
393  for (casadi_int i=0; i<n_out; ++i) {
394  if (!ml->res[i]) continue;
395  if (!std::all_of(ml->res[i], ml->res[i]+f.nnz_out(i), [](double v) { return isfinite(v);})) {
396  std::stringstream ss;
397 
398  auto it = std::find_if(ml->res[i], ml->res[i] + f.nnz_out(i),
399  [](double v) { return !isfinite(v);});
400  casadi_int k = std::distance(ml->res[i], it);
401  bool is_nan = isnan(ml->res[i][k]);
402  ss << name_ << ":" << fcn << " failed: " << (is_nan? "NaN" : "Inf") <<
403  " detected for output " << f.name_out(i) << ", at " << f.sparsity_out(i).repr_el(k) << ".";
404 
405  if (regularity_check_) {
406  casadi_error(ss.str());
407  } else {
408  if (show_eval_warnings_) casadi_warning(ss.str());
409  }
410  return -1;
411  }
412  }
413 
414  // Success
415  return 0;
416 }
static void check()
Raises an error if an interrupt was captured.
void print_scalar(std::ostream &stream) const
Print scalar.
std::vector< std::string > get_function() const override
Get list of dependency functions.
virtual bool monitored(const std::string &name) const
bool show_eval_warnings_
Show evaluation warnings.
bool regularity_check_
Errors are thrown when NaN is produced.

References casadi::InterruptHandler::check(), casadi::OracleFunction::get_function(), casadi::OracleFunction::max_num_threads_, casadi::OracleFunction::monitored(), casadi::Function::n_in(), casadi::Function::n_out(), casadi::ProtoFunction::name_, casadi::Function::name_in(), casadi::Function::name_out(), casadi::Function::nnz_in(), casadi::Function::nnz_out(), casadi::Matrix< double >::print_scalar(), casadi::ProtoFunction::regularity_check_, casadi::Sparsity::repr_el(), casadi::OracleFunction::show_eval_warnings_, casadi::Function::sparsity_out(), and casadi::OracleMemory::thread_local_mem.

Referenced by casadi::KinsolInterface::bjac(), casadi::SundialsInterface::calc_daeB(), casadi::SundialsInterface::calc_daeF(), casadi::Integrator::calc_edot(), casadi::calc_function(), casadi::SundialsInterface::calc_jacF(), casadi::SundialsInterface::calc_jtimesF(), casadi::SundialsInterface::calc_quadB(), casadi::SundialsInterface::calc_quadF(), casadi::casadi_func_cons_jac(), casadi::casadi_func_cons_val(), casadi::casadi_func_hess_prod(), casadi::casadi_func_obj_grad(), casadi::casadi_func_obj_val(), casadi::KinsolInterface::djac(), casadi::Nlpsol::eval(), casadi::AlpaqaProblem::eval_f(), casadi::BonminUserClass::eval_f(), casadi::IpoptUserClass::eval_f(), casadi::AlpaqaProblem::eval_f_grad_f(), casadi::AlpaqaProblem::eval_g(), casadi::BonminUserClass::eval_g(), casadi::IpoptUserClass::eval_g(), casadi::BonminUserClass::eval_grad_f(), casadi::IpoptUserClass::eval_grad_f(), casadi::AlpaqaProblem::eval_grad_L(), casadi::BonminUserClass::eval_h(), casadi::IpoptUserClass::eval_h(), casadi::AlpaqaProblem::eval_hess_L(), casadi::AlpaqaProblem::eval_hess_L_prod(), casadi::AlpaqaProblem::eval_hess_ψ(), casadi::AlpaqaProblem::eval_hess_ψ_prod(), casadi::AlpaqaProblem::eval_jac_g(), casadi::BonminUserClass::eval_jac_g(), casadi::IpoptUserClass::eval_jac_g(), casadi::AlpaqaProblem::eval_ψ(), casadi::AlpaqaProblem::eval_ψ_grad_ψ(), evaluate(), casadi::Feasiblesqpmethod::feasibility_iterations(), casadi::KinsolInterface::psetup(), casadi::KnitroInterface::solve(), casadi::SnoptInterface::solve(), casadi::WorhpInterface::solve(), casadi::Feasiblesqpmethod::solve(), casadi::Newton::solve(), casadi::Qrsqp::solve(), casadi::Sqpmethod::solve(), casadi::FixedStepIntegrator::stepB(), casadi::FixedStepIntegrator::stepF(), casadi::Integrator::trigger_event(), and casadi::SnoptInterface::userfun().

◆ calc_sp_forward()

int casadi::OracleFunction::calc_sp_forward ( const std::string &  fcn,
const bvec_t **  arg,
bvec_t **  res,
casadi_int *  iw,
bvec_t w 
) const
inherited

◆ calc_sp_reverse()

int casadi::OracleFunction::calc_sp_reverse ( const std::string &  fcn,
bvec_t **  arg,
bvec_t **  res,
casadi_int *  iw,
bvec_t w 
) const
inherited

◆ calcBFGS()

void casadi::Blocksqp::calcBFGS ( BlocksqpMemory m,
const double *  gamma,
const double *  delta,
casadi_int  b 
) const

Definition at line 2133 of file blocksqp.cpp.

2135  {
2136  casadi_int dim = dim_[b];
2137  double h1 = 0.0;
2138  double h2 = 0.0;
2139  double thetaPowell = 0.0;
2140  casadi_int damped;
2141 
2142  /* Work with a local copy of gamma because damping may need to change gamma.
2143  * Note that m->gamma needs to remain unchanged!
2144  * This may be important in a limited memory context:
2145  * When information is "forgotten", B_i-1 is different and the
2146  * original gamma might lead to an undamped update with the new B_i-1! */
2147  std::vector<double> gamma2(gamma, gamma+dim);
2148 
2149  double *B = m->hess[b];
2150 
2151  // Bdelta = B*delta (if sizing is enabled, B is the sized B!)
2152  // h1 = delta^T * B * delta
2153  // h2 = delta^T * gamma
2154  std::vector<double> Bdelta(dim, 0.0);
2155  for (casadi_int i=0; i<dim; i++) {
2156  for (casadi_int k=0; k<dim; k++)
2157  Bdelta[i] += B[i+k*dim] * delta[k];
2158 
2159  h1 += delta[i] * Bdelta[i];
2160  //h2 += delta[i] * gamma[i];
2161  }
2162  h2 = m->delta_gamma[b];
2163 
2164  /* Powell's damping strategy to maintain pos. def. (Nocedal/Wright p.537; SNOPT paper)
2165  * Interpolates between current approximation and unmodified BFGS */
2166  damped = 0;
2167  if (hess_damp_)
2168  if (h2 < hess_damp_fac_ * h1 / m->alpha && fabs(h1 - h2) > 1.0e-12) {
2169  // At the first iteration h1 and h2 are equal due to COL scaling
2170 
2171  thetaPowell = (1.0 - hess_damp_fac_)*h1 / (h1 - h2);
2172 
2173  // Redefine gamma and h2 = delta^T * gamma
2174  h2 = 0.0;
2175  for (casadi_int i=0; i<dim; i++) {
2176  gamma2[i] = thetaPowell*gamma2[i] + (1.0 - thetaPowell)*Bdelta[i];
2177  h2 += delta[i] * gamma2[i];
2178  }
2179 
2180  // Also redefine deltaGamma for computation of sizing factor in the next iteration
2181  m->delta_gamma[b] = h2;
2182 
2183  damped = 1;
2184  }
2185 
2186  // For statistics: count number of damped blocks
2187  m->hessDamped += damped;
2188 
2189  // B_k+1 = B_k - Bdelta * (Bdelta)^T / h1 + gamma * gamma^T / h2
2190  double myEps = 1.0e2 * eps_;
2191  if (fabs(h1) < myEps || fabs(h2) < myEps) {
2192  // don't perform update because of bad condition, might introduce negative eigenvalues
2193  m->noUpdateCounter[b]++;
2194  m->hessDamped -= damped;
2195  m->hessSkipped++;
2196  m->nTotalSkippedUpdates++;
2197  } else {
2198  for (casadi_int i=0; i<dim; i++)
2199  for (casadi_int j=0; j<dim; j++)
2200  B[i+j*dim] += - Bdelta[i]*Bdelta[j]/h1 + gamma2[i]*gamma2[j]/h2;
2201 
2202  m->noUpdateCounter[b] = 0;
2203  }
2204  }

References casadi::BlocksqpMemory::delta_gamma, dim_, eps_, casadi::BlocksqpMemory::hess, hess_damp_, hess_damp_fac_, casadi::BlocksqpMemory::hessDamped, casadi::BlocksqpMemory::hessSkipped, casadi::BlocksqpMemory::noUpdateCounter, and casadi::BlocksqpMemory::nTotalSkippedUpdates.

Referenced by calcHessianUpdate(), and calcHessianUpdateLimitedMemory().

◆ calcHessianUpdate()

void casadi::Blocksqp::calcHessianUpdate ( BlocksqpMemory m,
casadi_int  updateType,
casadi_int  hessScaling 
) const

Apply BFGS or SR1 update blockwise and size blocks

Definition at line 1923 of file blocksqp.cpp.

1924  {
1925  casadi_int nBlocks;
1926  bool firstIter;
1927 
1928  //if objective derv is computed exactly, don't set the last block!
1929  if (which_second_derv_ == 1 && block_hess_)
1930  nBlocks = nblocks_ - 1;
1931  else
1932  nBlocks = nblocks_;
1933 
1934  // Statistics: how often is damping active, what is the average COL sizing factor?
1935  m->hessDamped = 0;
1936  m->averageSizingFactor = 0.0;
1937 
1938  for (casadi_int b=0; b<nBlocks; b++) {
1939  casadi_int dim = dim_[b];
1940 
1941  // smallGamma and smallDelta are subvectors of gamma and delta,
1942  // corresponding to partially separability
1943  double* smallGamma = m->gammaMat + blocks_[b];
1944  double* smallDelta = m->deltaMat + blocks_[b];
1945 
1946  // Is this the first iteration or the first after a Hessian reset?
1947  firstIter = (m->noUpdateCounter[b] == -1);
1948 
1949  // Update sTs, sTs_ and sTy, sTy_
1950  m->delta_norm_old[b] = m->delta_norm[b];
1951  m->delta_gamma_old[b] = m->delta_gamma[b];
1952  m->delta_norm[b] = casadi_dot(dim, smallDelta, smallDelta);
1953  m->delta_gamma[b] = casadi_dot(dim, smallDelta, smallGamma);
1954 
1955  // Sizing before the update
1956  if (hessScaling < 4 && firstIter)
1957  sizeInitialHessian(m, smallGamma, smallDelta, b, hessScaling);
1958  else if (hessScaling == 4)
1959  sizeHessianCOL(m, smallGamma, smallDelta, b);
1960 
1961  // Compute the new update
1962  if (updateType == 1) {
1963  calcSR1(m, smallGamma, smallDelta, b);
1964 
1965  // Prepare to compute fallback update as well
1966  m->hess = m->hess2;
1967 
1968  // Sizing the fallback update
1969  if (fallback_scaling_ < 4 && firstIter)
1970  sizeInitialHessian(m, smallGamma, smallDelta, b, fallback_scaling_);
1971  else if (fallback_scaling_ == 4)
1972  sizeHessianCOL(m, smallGamma, smallDelta, b);
1973 
1974  // Compute fallback update
1975  if (fallback_update_ == 2)
1976  calcBFGS(m, smallGamma, smallDelta, b);
1977 
1978  // Reset pointer
1979  m->hess = m->hess1;
1980  } else if (updateType == 2) {
1981  calcBFGS(m, smallGamma, smallDelta, b);
1982  }
1983 
1984  // If an update is skipped to often, reset Hessian block
1985  if (m->noUpdateCounter[b] > max_consec_skipped_updates_) {
1986  resetHessian(m, b);
1987  }
1988  }
1989 
1990  // statistics: average sizing factor
1991  m->averageSizingFactor /= nBlocks;
1992  }
void resetHessian(BlocksqpMemory *m) const
Definition: blocksqp.cpp:1794
void sizeHessianCOL(BlocksqpMemory *m, const double *gamma, const double *delta, casadi_int b) const
Definition: blocksqp.cpp:1874
void sizeInitialHessian(BlocksqpMemory *m, const double *gamma, const double *delta, casadi_int b, casadi_int option) const
Definition: blocksqp.cpp:1835
void calcBFGS(BlocksqpMemory *m, const double *gamma, const double *delta, casadi_int b) const
Definition: blocksqp.cpp:2134
void calcSR1(BlocksqpMemory *m, const double *gamma, const double *delta, casadi_int b) const
Definition: blocksqp.cpp:2208
T1 casadi_dot(casadi_int n, const T1 *x, const T1 *y)
Inner product.

References casadi::BlocksqpMemory::averageSizingFactor, block_hess_, blocks_, calcBFGS(), calcSR1(), casadi::casadi_dot(), casadi::BlocksqpMemory::delta_gamma, casadi::BlocksqpMemory::delta_gamma_old, casadi::BlocksqpMemory::delta_norm, casadi::BlocksqpMemory::delta_norm_old, casadi::BlocksqpMemory::deltaMat, dim_, fallback_scaling_, fallback_update_, casadi::BlocksqpMemory::gammaMat, casadi::BlocksqpMemory::hess, casadi::BlocksqpMemory::hess1, casadi::BlocksqpMemory::hess2, casadi::BlocksqpMemory::hessDamped, max_consec_skipped_updates_, nblocks_, casadi::BlocksqpMemory::noUpdateCounter, resetHessian(), sizeHessianCOL(), sizeInitialHessian(), and which_second_derv_.

Referenced by calcHessianUpdateExact(), and run().

◆ calcHessianUpdateExact()

void casadi::Blocksqp::calcHessianUpdateExact ( BlocksqpMemory m) const

Definition at line 2096 of file blocksqp.cpp.

2097  {
2098  // compute exact hessian
2099  (void)evaluate(m, m->exact_hess_lag);
2100 
2101  // assign exact hessian to blocks
2102  const casadi_int* col = exact_hess_lag_sp_.colind();
2103  const casadi_int* row = exact_hess_lag_sp_.row();
2104  casadi_int s, dim;
2105 
2106  for (casadi_int k=0; k<nblocks_; k++) {
2107  s = blocks_[k];
2108  dim = dim_[k];
2109  for (casadi_int i=0; i<dim; i++)
2110  // Set diagonal to 0 (may have been 1 because of CalcInitialHessian)
2111  m->hess[k][i + i*dim] = 0.0;
2112  for (casadi_int j=0; j<dim; j++) {
2113  for (casadi_int i=col[j+s]; i<col[j+1+s]; i++) {
2114  m->hess[k][row[i]-row[col[s]] + j*dim] = m->exact_hess_lag[i];
2115  if (row[i]-row[col[s]] < j)
2116  m->hess[k][j + (row[i]-row[col[s]])*dim] = m->exact_hess_lag[i];
2117  }
2118  }
2119  }
2120 
2121  // Prepare to compute fallback update as well
2122  m->hess = m->hess2;
2123  if (fallback_update_ == 2 && !hess_lim_mem_)
2125  else if (fallback_update_ == 0)
2126  calcInitialHessian(m); // Set fallback as Identity
2127 
2128  // Reset pointer
2129  m->hess = m->hess1;
2130  }
void calcInitialHessian(BlocksqpMemory *m) const
Definition: blocksqp.cpp:1765
casadi_int evaluate(BlocksqpMemory *m, double *f, double *g, double *grad_f, double *jac_g) const
Evaluate objective and constraints, including derivatives.
Definition: blocksqp.cpp:2783
void calcHessianUpdate(BlocksqpMemory *m, casadi_int updateType, casadi_int hessScaling) const
Definition: blocksqp.cpp:1924
const casadi_int * row() const
Get a reference to row-vector,.
Definition: sparsity.cpp:164
const casadi_int * colind() const
Get a reference to the colindex of all column element (see class description)
Definition: sparsity.cpp:168

References blocks_, calcHessianUpdate(), calcInitialHessian(), casadi::Sparsity::colind(), dim_, evaluate(), casadi::BlocksqpMemory::exact_hess_lag, exact_hess_lag_sp_, fallback_scaling_, fallback_update_, casadi::BlocksqpMemory::hess, casadi::BlocksqpMemory::hess1, casadi::BlocksqpMemory::hess2, hess_lim_mem_, nblocks_, and casadi::Sparsity::row().

Referenced by run().

◆ calcHessianUpdateLimitedMemory()

void casadi::Blocksqp::calcHessianUpdateLimitedMemory ( BlocksqpMemory m,
casadi_int  updateType,
casadi_int  hessScaling 
) const

Definition at line 1995 of file blocksqp.cpp.

1997  {
1998  casadi_int nBlocks;
1999  casadi_int m2, pos, posOldest, posNewest;
2000  casadi_int hessDamped, hessSkipped;
2001  double averageSizingFactor;
2002 
2003  //if objective derv is computed exactly, don't set the last block!
2004  if (which_second_derv_ == 1 && block_hess_) {
2005  nBlocks = nblocks_ - 1;
2006  } else {
2007  nBlocks = nblocks_;
2008  }
2009 
2010  // Statistics: how often is damping active, what is the average COL sizing factor?
2011  m->hessDamped = 0;
2012  m->hessSkipped = 0;
2013  m->averageSizingFactor = 0.0;
2014 
2015  for (casadi_int b=0; b<nBlocks; b++) {
2016  casadi_int dim = dim_[b];
2017 
2018  // smallGamma and smallDelta are submatrices of gammaMat, deltaMat,
2019  // i.e. subvectors of gamma and delta from m prev. iterations
2020  double *smallGamma = m->gammaMat + blocks_[b];
2021  double *smallDelta = m->deltaMat + blocks_[b];
2022 
2023  // Memory structure
2024  if (m->itCount > hess_memsize_) {
2025  m2 = hess_memsize_;
2026  posOldest = m->itCount % m2;
2027  posNewest = (m->itCount-1) % m2;
2028  } else {
2029  m2 = m->itCount;
2030  posOldest = 0;
2031  posNewest = m2-1;
2032  }
2033 
2034  // Set B_0 (pretend it's the first step)
2035  calcInitialHessian(m, b);
2036  m->delta_norm[b] = 1.0;
2037  m->delta_norm_old[b] = 1.0;
2038  m->delta_gamma[b] = 0.0;
2039  m->delta_gamma_old[b] = 0.0;
2040  m->noUpdateCounter[b] = -1;
2041 
2042  // Size the initial update, but with the most recent delta/gamma-pair
2043  double *gammai = smallGamma + nx_*posNewest;
2044  double *deltai = smallDelta + nx_*posNewest;
2045  sizeInitialHessian(m, gammai, deltai, b, hessScaling);
2046 
2047  for (casadi_int i=0; i<m2; i++) {
2048  pos = (posOldest+i) % m2;
2049 
2050  // Get new vector from list
2051  gammai = smallGamma + nx_*pos;
2052  deltai = smallDelta + nx_*pos;
2053 
2054  // Update sTs, sTs_ and sTy, sTy_
2055  m->delta_norm_old[b] = m->delta_norm[b];
2056  m->delta_gamma_old[b] = m->delta_gamma[b];
2057  m->delta_norm[b] = casadi_dot(dim, deltai, deltai);
2058  m->delta_gamma[b] = casadi_dot(dim, gammai, deltai);
2059 
2060  // Save statistics, we want to record them only for the most recent update
2061  averageSizingFactor = m->averageSizingFactor;
2062  hessDamped = m->hessDamped;
2063  hessSkipped = m->hessSkipped;
2064 
2065  // Selective sizing before the update
2066  if (hessScaling == 4) sizeHessianCOL(m, gammai, deltai, b);
2067 
2068  // Compute the new update
2069  if (updateType == 1) {
2070  calcSR1(m, gammai, deltai, b);
2071  } else if (updateType == 2) {
2072  calcBFGS(m, gammai, deltai, b);
2073  }
2074 
2075  m->nTotalUpdates++;
2076 
2077  // Count damping statistics only for the most recent update
2078  if (pos != posNewest) {
2079  m->hessDamped = hessDamped;
2080  m->hessSkipped = hessSkipped;
2081  if (hessScaling == 4)
2082  m->averageSizingFactor = averageSizingFactor;
2083  }
2084  }
2085 
2086  // If an update is skipped to often, reset Hessian block
2087  if (m->noUpdateCounter[b] > max_consec_skipped_updates_) {
2088  resetHessian(m, b);
2089  }
2090  }
2091  //blocks
2092  m->averageSizingFactor /= nBlocks;
2093  }

References casadi::BlocksqpMemory::averageSizingFactor, block_hess_, blocks_, calcBFGS(), calcInitialHessian(), calcSR1(), casadi::casadi_dot(), casadi::BlocksqpMemory::delta_gamma, casadi::BlocksqpMemory::delta_gamma_old, casadi::BlocksqpMemory::delta_norm, casadi::BlocksqpMemory::delta_norm_old, casadi::BlocksqpMemory::deltaMat, dim_, casadi::BlocksqpMemory::gammaMat, hess_memsize_, casadi::BlocksqpMemory::hessDamped, casadi::BlocksqpMemory::hessSkipped, casadi::BlocksqpMemory::itCount, max_consec_skipped_updates_, nblocks_, casadi::BlocksqpMemory::noUpdateCounter, casadi::BlocksqpMemory::nTotalUpdates, casadi::Nlpsol::nx_, resetHessian(), sizeHessianCOL(), sizeInitialHessian(), and which_second_derv_.

Referenced by computeNextHessian(), and run().

◆ calcInitialHessian() [1/2]

void casadi::Blocksqp::calcInitialHessian ( BlocksqpMemory m) const

Initial Hessian: Identity matrix

Definition at line 1765 of file blocksqp.cpp.

1765  {
1766  for (casadi_int b=0; b<nblocks_; b++)
1767  //if objective derv is computed exactly, don't set the last block!
1768  if (!(which_second_derv_ == 1 && block_hess_
1769  && b == nblocks_-1))
1770  calcInitialHessian(m, b);
1771  }

References block_hess_, nblocks_, and which_second_derv_.

Referenced by calcHessianUpdateExact(), calcHessianUpdateLimitedMemory(), resetHessian(), and run().

◆ calcInitialHessian() [2/2]

void casadi::Blocksqp::calcInitialHessian ( BlocksqpMemory m,
casadi_int  b 
) const

Initial Hessian for one block: Identity matrix

Definition at line 1777 of file blocksqp.cpp.

1777  {
1778  casadi_int dim = dim_[b];
1779  casadi_fill(m->hess[b], dim*dim, 0.);
1780 
1781  // Each block is a diagonal matrix
1782  for (casadi_int i=0; i<dim; i++)
1783  m->hess[b][i+i*dim] = ini_hess_diag_;
1784 
1785  // If we maintain 2 Hessians, also reset the second one
1786  if (m->hess2 != nullptr) {
1787  casadi_fill(m->hess2[b], dim*dim, 0.);
1788  for (casadi_int i=0; i<dim; i++)
1789  m->hess2[b][i+i*dim] = ini_hess_diag_;
1790  }
1791  }
void casadi_fill(T1 *x, casadi_int n, T1 alpha)
FILL: x <- alpha.

References casadi::casadi_fill(), dim_, casadi::BlocksqpMemory::hess, casadi::BlocksqpMemory::hess2, and ini_hess_diag_.

◆ calcLagrangeGradient() [1/2]

void casadi::Blocksqp::calcLagrangeGradient ( BlocksqpMemory m,
const double *  lam_x,
const double *  lam_g,
const double *  grad_f,
const double *  jacNz,
double *  grad_lag,
casadi_int  flag 
) const

Compute gradient of Lagrangian or difference of Lagrangian gradients (sparse version)

flag == 0: output dL(xk, lambda) flag == 1: output dL(xi_k+1, lambda_k+1) - L(xi_k, lambda_k+1) flag == 2: output dL(xi_k+1, lambda_k+1) - df(xi)

Definition at line 952 of file blocksqp.cpp.

956  {
957 
958  // Objective gradient
959  if (flag == 0) {
960  casadi_copy(grad_f, nx_, grad_lag);
961  } else if (flag == 1) {
962  casadi_scal(nx_, -1., grad_lag);
963  casadi_axpy(nx_, 1., grad_f, grad_lag);
964  } else {
965  casadi_fill(grad_lag, nx_, 0.);
966  }
967 
968  // - lambdaT * constrJac
969  const casadi_int* jacIndRow = Asp_.row();
970  const casadi_int* jacIndCol = Asp_.colind();
971  for (casadi_int iVar=0; iVar<nx_; iVar++) {
972  for (casadi_int iCon=jacIndCol[iVar]; iCon<jacIndCol[iVar+1]; iCon++) {
973  grad_lag[iVar] -= lam_g[jacIndRow[iCon]] * jacNz[iCon];
974  }
975  }
976 
977  // - lambdaT * simpleBounds
978  casadi_axpy(nx_, -1., lam_x, grad_lag);
979  }
void casadi_copy(const T1 *x, casadi_int n, T1 *y)
COPY: y <-x.
void casadi_scal(casadi_int n, T1 alpha, T1 *x)
SCAL: x <- alpha*x.
void casadi_axpy(casadi_int n, T1 alpha, const T1 *x, T1 *y)
AXPY: y <- a*x + y.

References Asp_, casadi::casadi_axpy(), casadi::casadi_copy(), casadi::casadi_fill(), casadi::casadi_scal(), casadi::Sparsity::colind(), casadi::Nlpsol::nx_, and casadi::Sparsity::row().

Referenced by calcLagrangeGradient(), calcOptTol(), kktErrorReduction(), and run().

◆ calcLagrangeGradient() [2/2]

void casadi::Blocksqp::calcLagrangeGradient ( BlocksqpMemory m,
double *  grad_lag,
casadi_int  flag 
) const

Wrapper if called with standard arguments

Definition at line 984 of file blocksqp.cpp.

985  {
986  calcLagrangeGradient(m, m->lam_xk, m->lam_gk, m->grad_fk, m->jac_g,
987  grad_lag, flag);
988  }
void calcLagrangeGradient(BlocksqpMemory *m, const double *lam_x, const double *lam_g, const double *grad_f, const double *jacNz, double *grad_lag, casadi_int flag) const
Compute gradient of Lagrangian function (sparse version)
Definition: blocksqp.cpp:953

References calcLagrangeGradient(), casadi::BlocksqpMemory::grad_fk, casadi::BlocksqpMemory::jac_g, casadi::BlocksqpMemory::lam_gk, and casadi::BlocksqpMemory::lam_xk.

◆ calcOptTol()

bool casadi::Blocksqp::calcOptTol ( BlocksqpMemory m) const

Compute optimality conditions: ||grad_lag(xk,lambda)||_infty / (1 + ||lambda||_infty) <= TOL and ||constrViolation||_infty / (1 + ||xi||_infty) <= TOL

Definition at line 997 of file blocksqp.cpp.

997  {
998  auto d_nlp = &m->d_nlp;
999  // scaled norm of Lagrangian gradient
1000  calcLagrangeGradient(m, m->grad_lagk, 0);
1001  m->gradNorm = casadi_norm_inf(nx_, m->grad_lagk);
1002  m->tol = m->gradNorm/(1.0+fmax(casadi_norm_inf(nx_, m->lam_xk),
1003  casadi_norm_inf(ng_, m->lam_gk)));
1004 
1005  // norm of constraint violation
1006  m->cNorm = lInfConstraintNorm(m, d_nlp->z, m->gk);
1007  m->cNormS = m->cNorm /(1.0 + casadi_norm_inf(nx_, d_nlp->z));
1008 
1009  return m->tol <= opttol_ && m->cNormS <= nlinfeastol_;
1010  }
double lInfConstraintNorm(BlocksqpMemory *m, const double *xk, const double *g) const
Definition: blocksqp.cpp:2841
T1 casadi_norm_inf(casadi_int n, const T1 *x)

References calcLagrangeGradient(), casadi::casadi_norm_inf(), casadi::BlocksqpMemory::cNorm, casadi::BlocksqpMemory::cNormS, casadi::NlpsolMemory::d_nlp, casadi::BlocksqpMemory::gk, casadi::BlocksqpMemory::grad_lagk, casadi::BlocksqpMemory::gradNorm, casadi::BlocksqpMemory::lam_gk, casadi::BlocksqpMemory::lam_xk, lInfConstraintNorm(), casadi::Nlpsol::ng_, nlinfeastol_, casadi::Nlpsol::nx_, opttol_, and casadi::BlocksqpMemory::tol.

Referenced by run().

◆ calcSR1()

void casadi::Blocksqp::calcSR1 ( BlocksqpMemory m,
const double *  gamma,
const double *  delta,
casadi_int  b 
) const

Definition at line 2207 of file blocksqp.cpp.

2209  {
2210  casadi_int dim = dim_[b];
2211  double *B = m->hess[b];
2212  double myEps = 1.0e2 * eps_;
2213  double r = 1.0e-8;
2214  double h = 0.0;
2215 
2216  // gmBdelta = gamma - B*delta
2217  // h = (gamma - B*delta)^T * delta
2218  std::vector<double> gmBdelta(dim);
2219  for (casadi_int i=0; i<dim; i++) {
2220  gmBdelta[i] = gamma[i];
2221  for (casadi_int k=0; k<dim; k++)
2222  gmBdelta[i] -= B[i+k*dim] * delta[k];
2223 
2224  h += (gmBdelta[i] * delta[i]);
2225  }
2226 
2227  // B_k+1 = B_k + gmBdelta * gmBdelta^T / h
2228  if (fabs(h) < r * casadi_norm_2(dim, delta)
2229  *casadi_norm_2(dim, get_ptr(gmBdelta)) || fabs(h) < myEps) {
2230  // Skip update if denominator is too small
2231  m->noUpdateCounter[b]++;
2232  m->hessSkipped++;
2233  m->nTotalSkippedUpdates++;
2234  } else {
2235  for (casadi_int i=0; i<dim; i++)
2236  for (casadi_int j=0; j<dim; j++)
2237  B[i+j*dim] += gmBdelta[i]*gmBdelta[j]/h;
2238  m->noUpdateCounter[b] = 0;
2239  }
2240  }
T1 casadi_norm_2(casadi_int n, const T1 *x)
NORM_2: ||x||_2 -> return.
T * get_ptr(std::vector< T > &v)
Get a pointer to the data contained in the vector.

References casadi::casadi_norm_2(), dim_, eps_, casadi::get_ptr(), casadi::BlocksqpMemory::hess, casadi::BlocksqpMemory::hessSkipped, casadi::BlocksqpMemory::noUpdateCounter, and casadi::BlocksqpMemory::nTotalSkippedUpdates.

Referenced by calcHessianUpdate(), and calcHessianUpdateLimitedMemory().

◆ call()

template<typename M >
void casadi::FunctionInternal::call ( const std::vector< M > &  arg,
std::vector< M > &  res,
bool  always_inline,
bool  never_inline 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kh

Definition at line 1536 of file function_internal.hpp.

1537  {
1538  // If all inputs are scalar ...
1539  if (all_scalar()) {
1540  // ... and some arguments are matrix-valued with matching dimensions ...
1541  bool matrix_call = false;
1542  std::pair<casadi_int, casadi_int> sz;
1543  for (auto&& a : arg) {
1544  if (!a.is_scalar() && !a.is_empty()) {
1545  if (!matrix_call) {
1546  // Matrix call
1547  matrix_call = true;
1548  sz = a.size();
1549  } else if (a.size()!=sz) {
1550  // Not same dimensions
1551  matrix_call = false;
1552  break;
1553  }
1554  }
1555  }
1556 
1557  // ... then, call multiple times
1558  if (matrix_call) {
1559  // Start with zeros
1560  res.resize(n_out_);
1561  M z = M::zeros(sz);
1562  for (auto&& a : res) a = z;
1563  // Call multiple times
1564  std::vector<M> arg1 = arg, res1;
1565  for (casadi_int c=0; c<sz.second; ++c) {
1566  for (casadi_int r=0; r<sz.first; ++r) {
1567  // Get scalar arguments
1568  for (casadi_int i=0; i<arg.size(); ++i) {
1569  if (arg[i].size()==sz) arg1[i] = arg[i](r, c);
1570  }
1571  // Call recursively with scalar arguments
1572  call(arg1, res1, always_inline, never_inline);
1573  // Get results
1574  casadi_assert_dev(res.size() == res1.size());
1575  for (casadi_int i=0; i<res.size(); ++i) res[i](r, c) = res1[i];
1576  }
1577  }
1578  // All elements assigned
1579  return;
1580  }
1581  }
1582 
1583  // Check if inputs need to be replaced
1584  casadi_int npar = 1;
1585  if (!matching_arg(arg, npar)) {
1586  return call(replace_arg(arg, npar), res, always_inline, never_inline);
1587  }
1588 
1589  // Call the type-specific method
1590  call_gen(arg, res, npar, always_inline, never_inline);
1591  }
void call_gen(const MXVector &arg, MXVector &res, casadi_int npar, bool always_inline, bool never_inline) const
Call a function, overloaded.
std::vector< M > replace_arg(const std::vector< M > &arg, casadi_int npar) const
Replace 0-by-0 inputs.
bool matching_arg(const std::vector< M > &arg, casadi_int &npar) const
Check if input arguments that needs to be replaced.
void call(const std::vector< M > &arg, std::vector< M > &res, bool always_inline, bool never_inline) const
Call a function, templated.
bool all_scalar() const
Are all inputs and outputs scalar.

References casadi::FunctionInternal::all_scalar(), casadi::FunctionInternal::call_gen(), casadi::FunctionInternal::matching_arg(), casadi::FunctionInternal::n_out_, and casadi::FunctionInternal::replace_arg().

◆ call_forward() [1/2]

void casadi::FunctionInternal::call_forward ( const std::vector< MX > &  arg,
const std::vector< MX > &  res,
const std::vector< std::vector< MX > > &  fseed,
std::vector< std::vector< MX > > &  fsens,
bool  always_inline,
bool  never_inline 
) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ku

Definition at line 2945 of file function_internal.cpp.

2949  {
2950  casadi_assert(!(always_inline && never_inline), "Inconsistent options");
2951  casadi_assert(!always_inline, "Class " + class_name() +
2952  " cannot be inlined in an MX expression");
2953 
2954  // Derivative information must be available
2955  casadi_assert(has_derivative(),
2956  "Derivatives cannot be calculated for " + name_);
2957 
2958  // Number of directional derivatives
2959  casadi_int nfwd = fseed.size();
2960  fsens.resize(nfwd);
2961 
2962  // Quick return if no seeds
2963  if (nfwd==0) return;
2964 
2965  // Check if seeds need to have dimensions corrected
2966  casadi_int npar = 1;
2967  for (auto&& r : fseed) {
2968  if (!matching_arg(r, npar)) {
2969  return FunctionInternal::call_forward(arg, res, replace_fseed(fseed, npar),
2970  fsens, always_inline, never_inline);
2971  }
2972  }
2973 
2974  // Calculating full Jacobian and then multiplying
2975  if (fwdViaJac(nfwd)) {
2976  // Multiply the Jacobian from the right
2977  std::vector<MX> darg = arg;
2978  darg.insert(darg.end(), res.begin(), res.end());
2979  std::vector<MX> J = jacobian()(darg);
2980  // Join forward seeds
2981  std::vector<MX> v(nfwd), all_fseed(n_in_);
2982  for (size_t i = 0; i < n_in_; ++i) {
2983  for (size_t d = 0; d < nfwd; ++d) v[d] = vec(fseed.at(d).at(i));
2984  all_fseed[i] = horzcat(v);
2985  }
2986  // Calculate forward sensitivities
2987  std::vector<MX> all_fsens(n_out_);
2988  std::vector<MX>::const_iterator J_it = J.begin();
2989  for (size_t oind = 0; oind < n_out_; ++oind) {
2990  for (size_t iind = 0; iind < n_in_; ++iind) {
2991  // Add contribution
2992  MX a = mtimes(*J_it++, all_fseed[iind]);
2993  all_fsens[oind] = all_fsens[oind].is_empty(true) ? a : all_fsens[oind] + a;
2994  }
2995  }
2996  // Split forward sensitivities
2997  for (size_t d = 0; d < nfwd; ++d) fsens[d].resize(n_out_);
2998  for (size_t i = 0; i < n_out_; ++i) {
2999  v = horzsplit(all_fsens[i]);
3000  casadi_assert_dev(v.size() == nfwd);
3001  for (size_t d = 0; d < nfwd; ++d) fsens[d][i] = reshape(v[d], size_out(i));
3002  }
3003  } else {
3004  // Evaluate in batches
3005  casadi_assert_dev(enable_forward_ || enable_fd_);
3006  casadi_int max_nfwd = max_num_dir_;
3007  if (!enable_fd_) {
3008  while (!has_forward(max_nfwd)) max_nfwd/=2;
3009  }
3010  casadi_int offset = 0;
3011  while (offset<nfwd) {
3012  // Number of derivatives, in this batch
3013  casadi_int nfwd_batch = std::min(nfwd-offset, max_nfwd);
3014 
3015  // All inputs and seeds
3016  std::vector<MX> darg;
3017  darg.reserve(n_in_ + n_out_ + n_in_);
3018  darg.insert(darg.end(), arg.begin(), arg.end());
3019  darg.insert(darg.end(), res.begin(), res.end());
3020  std::vector<MX> v(nfwd_batch);
3021  for (casadi_int i=0; i<n_in_; ++i) {
3022  for (casadi_int d=0; d<nfwd_batch; ++d) v[d] = fseed[offset+d][i];
3023  darg.push_back(horzcat(v));
3024  }
3025 
3026  // Create the evaluation node
3027  Function dfcn = self().forward(nfwd_batch);
3028  std::vector<MX> x = dfcn(darg);
3029 
3030  casadi_assert_dev(x.size()==n_out_);
3031 
3032  // Retrieve sensitivities
3033  for (casadi_int d=0; d<nfwd_batch; ++d) fsens[offset+d].resize(n_out_);
3034  for (casadi_int i=0; i<n_out_; ++i) {
3035  if (size2_out(i)>0) {
3036  v = horzsplit(x[i], size2_out(i));
3037  casadi_assert_dev(v.size()==nfwd_batch);
3038  } else {
3039  v = std::vector<MX>(nfwd_batch, MX(size_out(i)));
3040  }
3041  for (casadi_int d=0; d<nfwd_batch; ++d) fsens[offset+d][i] = v[d];
3042  }
3043 
3044  // Update offset
3045  offset += nfwd_batch;
3046  }
3047  }
3048  }
virtual void call_forward(const std::vector< MX > &arg, const std::vector< MX > &res, const std::vector< std::vector< MX > > &fseed, std::vector< std::vector< MX > > &fsens, bool always_inline, bool never_inline) const
Forward mode AD, virtual functions overloaded in derived classes.
Function forward(casadi_int nfwd) const
Return function that calculates forward derivatives.
virtual bool has_forward(casadi_int nfwd) const
Return function that calculates forward derivatives.
std::vector< std::vector< M > > replace_fseed(const std::vector< std::vector< M >> &fseed, casadi_int npar) const
Replace 0-by-0 forward seeds.
bool has_derivative() const
Can derivatives be calculated in any way?
casadi_int size2_out(casadi_int ind) const
Input/output dimensions.
std::pair< casadi_int, casadi_int > size_out(casadi_int ind) const
Input/output dimensions.
casadi_int max_num_dir_
Maximum number of sensitivity directions.
virtual bool fwdViaJac(casadi_int nfwd) const
Calculate derivatives by multiplying the full Jacobian and multiplying.
Function jacobian() const
Return Jacobian of all input elements with respect to all output elements.
virtual std::string class_name() const =0
Readable name of the internal class.

References casadi::SharedObjectInternal::class_name(), casadi::FunctionInternal::enable_fd_, casadi::FunctionInternal::enable_forward_, casadi::FunctionInternal::forward(), casadi::FunctionInternal::fwdViaJac(), casadi::FunctionInternal::has_derivative(), casadi::FunctionInternal::has_forward(), casadi::FunctionInternal::jacobian(), casadi::FunctionInternal::matching_arg(), casadi::FunctionInternal::max_num_dir_, casadi::FunctionInternal::n_in_, casadi::FunctionInternal::n_out_, casadi::ProtoFunction::name_, casadi::FunctionInternal::replace_fseed(), casadi::FunctionInternal::size2_out(), and casadi::FunctionInternal::size_out().

Referenced by casadi::Rootfinder::ad_forward(), casadi::Call::ad_forward(), casadi::MXFunction::ad_forward(), casadi::XFunction< DerivedType, MatType, NodeType >::call_forward(), casadi::MX::forward(), casadi::Integrator::get_forward_dae(), and casadi::Scpgen::init().

◆ call_forward() [2/2]

void casadi::FunctionInternal::call_forward ( const std::vector< SX > &  arg,
const std::vector< SX > &  res,
const std::vector< std::vector< SX > > &  fseed,
std::vector< std::vector< SX > > &  fsens,
bool  always_inline,
bool  never_inline 
) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ku

Definition at line 3164 of file function_internal.cpp.

3168  {
3169  casadi_assert(!(always_inline && never_inline), "Inconsistent options");
3170  if (fseed.empty()) { // Quick return if no seeds
3171  fsens.clear();
3172  return;
3173  }
3174  casadi_error("'forward' (SX) not defined for " + class_name());
3175  }

References casadi::SharedObjectInternal::class_name().

◆ call_gen() [1/2]

void casadi::FunctionInternal::call_gen ( const MXVector arg,
MXVector res,
casadi_int  npar,
bool  always_inline,
bool  never_inline 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kg

Definition at line 3838 of file function_internal.cpp.

3840  {
3841  if (npar==1) {
3842  eval_mx(arg, res, always_inline, never_inline);
3843  } else {
3844  // Split it up arguments
3845  std::vector<std::vector<MX>> v(npar, arg);
3846  std::vector<MX> t;
3847  for (int i=0; i<n_in_; ++i) {
3848  if (arg[i].size2()!=size2_in(i)) {
3849  t = horzsplit(arg[i], size2_in(i));
3850  casadi_assert_dev(t.size()==npar);
3851  for (int p=0; p<npar; ++p) v[p][i] = t[p];
3852  }
3853  }
3854  // Unroll the loop
3855  for (int p=0; p<npar; ++p) {
3856  eval_mx(v[p], t, always_inline, never_inline);
3857  v[p] = t;
3858  }
3859  // Concatenate results
3860  t.resize(npar);
3861  res.resize(n_out_);
3862  for (int i=0; i<n_out_; ++i) {
3863  for (int p=0; p<npar; ++p) t[p] = v[p][i];
3864  res[i] = horzcat(t);
3865  }
3866  }
3867  }
virtual void eval_mx(const MXVector &arg, MXVector &res, bool always_inline, bool never_inline) const
Evaluate with symbolic matrices.
casadi_int size2_in(casadi_int ind) const
Input/output dimensions.

References casadi::FunctionInternal::eval_mx(), casadi::FunctionInternal::n_in_, casadi::FunctionInternal::n_out_, and casadi::FunctionInternal::size2_in().

Referenced by casadi::FunctionInternal::call().

◆ call_gen() [2/2]

template<typename D >
void casadi::FunctionInternal::call_gen ( const std::vector< Matrix< D > > &  arg,
std::vector< Matrix< D > > &  res,
casadi_int  npar,
bool  always_inline,
bool  never_inline 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kg

Definition at line 1640 of file function_internal.hpp.

1642  {
1643  std::vector< Matrix<D> > arg2 = project_arg(arg, npar);
1644 
1645  // Which arguments require mapped evaluation
1646  std::vector<bool> mapped(n_in_);
1647  for (casadi_int i=0; i<n_in_; ++i) {
1648  mapped[i] = arg[i].size2()!=size2_in(i);
1649  }
1650 
1651  // Allocate results
1652  res.resize(n_out_);
1653  for (casadi_int i=0; i<n_out_; ++i) {
1654  if (!res[i].sparsity().is_stacked(sparsity_out(i), npar)) {
1655  res[i] = Matrix<D>::zeros(repmat(sparsity_out(i), 1, npar));
1656  }
1657  }
1658 
1659  // Allocate temporary memory if needed
1660  std::vector<casadi_int> iw_tmp(sz_iw());
1661  std::vector<D> w_tmp(sz_w());
1662 
1663  // Get pointers to input arguments
1664  std::vector<const D*> argp(sz_arg());
1665  for (casadi_int i=0; i<n_in_; ++i) argp[i]=get_ptr(arg2[i]);
1666 
1667  // Get pointers to output arguments
1668  std::vector<D*> resp(sz_res());
1669  for (casadi_int i=0; i<n_out_; ++i) resp[i]=get_ptr(res[i]);
1670 
1671  // For all parallel calls
1672  for (casadi_int p=0; p<npar; ++p) {
1673  // Call memory-less
1674  if (eval_gen(get_ptr(argp), get_ptr(resp),
1675  get_ptr(iw_tmp), get_ptr(w_tmp), memory(0),
1676  always_inline, never_inline)) {
1677  if (error_on_fail_) casadi_error("Evaluation failed");
1678  }
1679  // Update offsets
1680  if (p==npar-1) break;
1681  for (casadi_int i=0; i<n_in_; ++i) if (mapped[i]) argp[i] += nnz_in(i);
1682  for (casadi_int i=0; i<n_out_; ++i) resp[i] += nnz_out(i);
1683  }
1684  }
std::vector< M > project_arg(const std::vector< M > &arg, casadi_int npar) const
Project sparsities.
const Sparsity & sparsity_out(casadi_int ind) const
Input/output sparsity.
int eval_gen(const double **arg, double **res, casadi_int *iw, double *w, void *mem, bool always_inline, bool never_inline) const
Evaluate numerically.
static Matrix< Scalar > zeros(casadi_int nrow=1, casadi_int ncol=1)
Create a dense matrix or a matrix with specified sparsity with all entries zero.
bool error_on_fail_
Throw an exception on failure?
void * memory(int ind) const
Memory objects.

References casadi::ProtoFunction::error_on_fail_, casadi::FunctionInternal::eval_gen(), casadi::get_ptr(), casadi::ProtoFunction::memory(), casadi::FunctionInternal::n_in_, casadi::FunctionInternal::n_out_, casadi::FunctionInternal::nnz_in(), casadi::FunctionInternal::nnz_out(), casadi::FunctionInternal::project_arg(), casadi::FunctionInternal::size2_in(), casadi::FunctionInternal::sparsity_out(), casadi::FunctionInternal::sz_arg(), casadi::FunctionInternal::sz_iw(), casadi::FunctionInternal::sz_res(), casadi::FunctionInternal::sz_w(), and casadi::GenericMatrix< Matrix< Scalar > >::zeros().

◆ call_reverse() [1/2]

void casadi::FunctionInternal::call_reverse ( const std::vector< MX > &  arg,
const std::vector< MX > &  res,
const std::vector< std::vector< MX > > &  aseed,
std::vector< std::vector< MX > > &  asens,
bool  always_inline,
bool  never_inline 
) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kv

Definition at line 3050 of file function_internal.cpp.

3054  {
3055  casadi_assert(!(always_inline && never_inline), "Inconsistent options");
3056  casadi_assert(!always_inline, "Class " + class_name() +
3057  " cannot be inlined in an MX expression");
3058 
3059  // Derivative information must be available
3060  casadi_assert(has_derivative(),
3061  "Derivatives cannot be calculated for " + name_);
3062 
3063  // Number of directional derivatives
3064  casadi_int nadj = aseed.size();
3065  asens.resize(nadj);
3066 
3067  // Quick return if no seeds
3068  if (nadj==0) return;
3069 
3070  // Check if seeds need to have dimensions corrected
3071  casadi_int npar = 1;
3072  for (auto&& r : aseed) {
3073  if (!matching_res(r, npar)) {
3074  return FunctionInternal::call_reverse(arg, res, replace_aseed(aseed, npar),
3075  asens, always_inline, never_inline);
3076  }
3077  }
3078 
3079  // Calculating full Jacobian and then multiplying likely cheaper
3080  if (adjViaJac(nadj)) {
3081  // Multiply the transposed Jacobian from the right
3082  std::vector<MX> darg = arg;
3083  darg.insert(darg.end(), res.begin(), res.end());
3084  std::vector<MX> J = jacobian()(darg);
3085  // Join adjoint seeds
3086  std::vector<MX> v(nadj), all_aseed(n_out_);
3087  for (size_t i = 0; i < n_out_; ++i) {
3088  for (size_t d = 0; d < nadj; ++d) v[d] = vec(aseed.at(d).at(i));
3089  all_aseed[i] = horzcat(v);
3090  }
3091  // Calculate adjoint sensitivities
3092  std::vector<MX> all_asens(n_in_);
3093  std::vector<MX>::const_iterator J_it = J.begin();
3094  for (size_t oind = 0; oind < n_out_; ++oind) {
3095  for (size_t iind = 0; iind < n_in_; ++iind) {
3096  // Add contribution
3097  MX a = mtimes((*J_it++).T(), all_aseed[oind]);
3098  all_asens[iind] = all_asens[iind].is_empty(true) ? a : all_asens[iind] + a;
3099  }
3100  }
3101  // Split adjoint sensitivities
3102  for (size_t d = 0; d < nadj; ++d) asens[d].resize(n_in_);
3103  for (size_t i = 0; i < n_in_; ++i) {
3104  v = horzsplit(all_asens[i]);
3105  casadi_assert_dev(v.size() == nadj);
3106  for (size_t d = 0; d < nadj; ++d) {
3107  if (asens[d][i].is_empty(true)) {
3108  asens[d][i] = reshape(v[d], size_in(i));
3109  } else {
3110  asens[d][i] += reshape(v[d], size_in(i));
3111  }
3112  }
3113  }
3114  } else {
3115  // Evaluate in batches
3116  casadi_assert_dev(enable_reverse_);
3117  casadi_int max_nadj = max_num_dir_;
3118 
3119  while (!has_reverse(max_nadj)) max_nadj/=2;
3120  casadi_int offset = 0;
3121  while (offset<nadj) {
3122  // Number of derivatives, in this batch
3123  casadi_int nadj_batch = std::min(nadj-offset, max_nadj);
3124 
3125  // All inputs and seeds
3126  std::vector<MX> darg;
3127  darg.reserve(n_in_ + n_out_ + n_out_);
3128  darg.insert(darg.end(), arg.begin(), arg.end());
3129  darg.insert(darg.end(), res.begin(), res.end());
3130  std::vector<MX> v(nadj_batch);
3131  for (casadi_int i=0; i<n_out_; ++i) {
3132  for (casadi_int d=0; d<nadj_batch; ++d) v[d] = aseed[offset+d][i];
3133  darg.push_back(horzcat(v));
3134  }
3135 
3136  // Create the evaluation node
3137  Function dfcn = self().reverse(nadj_batch);
3138  std::vector<MX> x = dfcn(darg);
3139  casadi_assert_dev(x.size()==n_in_);
3140 
3141  // Retrieve sensitivities
3142  for (casadi_int d=0; d<nadj_batch; ++d) asens[offset+d].resize(n_in_);
3143  for (casadi_int i=0; i<n_in_; ++i) {
3144  if (size2_in(i)>0) {
3145  v = horzsplit(x[i], size2_in(i));
3146  casadi_assert_dev(v.size()==nadj_batch);
3147  } else {
3148  v = std::vector<MX>(nadj_batch, MX(size_in(i)));
3149  }
3150  for (casadi_int d=0; d<nadj_batch; ++d) {
3151  if (asens[offset+d][i].is_empty(true)) {
3152  asens[offset+d][i] = v[d];
3153  } else {
3154  asens[offset+d][i] += v[d];
3155  }
3156  }
3157  }
3158  // Update offset
3159  offset += nadj_batch;
3160  }
3161  }
3162  }
virtual bool adjViaJac(casadi_int nadj) const
Calculate derivatives by multiplying the full Jacobian and multiplying.
std::pair< casadi_int, casadi_int > size_in(casadi_int ind) const
Input/output dimensions.
virtual void call_reverse(const std::vector< MX > &arg, const std::vector< MX > &res, const std::vector< std::vector< MX > > &aseed, std::vector< std::vector< MX > > &asens, bool always_inline, bool never_inline) const
Reverse mode, virtual functions overloaded in derived classes.
Function reverse(casadi_int nadj) const
Return function that calculates adjoint derivatives.
bool matching_res(const std::vector< M > &arg, casadi_int &npar) const
Check if output arguments that needs to be replaced.
virtual bool has_reverse(casadi_int nadj) const
Return function that calculates adjoint derivatives.
std::vector< std::vector< M > > replace_aseed(const std::vector< std::vector< M >> &aseed, casadi_int npar) const
Replace 0-by-0 reverse seeds.

References casadi::FunctionInternal::adjViaJac(), casadi::SharedObjectInternal::class_name(), casadi::FunctionInternal::enable_reverse_, casadi::FunctionInternal::has_derivative(), casadi::FunctionInternal::has_reverse(), casadi::FunctionInternal::jacobian(), casadi::FunctionInternal::matching_res(), casadi::FunctionInternal::max_num_dir_, casadi::FunctionInternal::n_in_, casadi::FunctionInternal::n_out_, casadi::ProtoFunction::name_, casadi::FunctionInternal::replace_aseed(), casadi::FunctionInternal::reverse(), casadi::FunctionInternal::size2_in(), casadi::FunctionInternal::size_in(), and casadi::T.

Referenced by casadi::Rootfinder::ad_reverse(), casadi::MXFunction::ad_reverse(), casadi::Call::ad_reverse(), casadi::XFunction< DerivedType, MatType, NodeType >::call_reverse(), casadi::Scpgen::init(), and casadi::MX::reverse().

◆ call_reverse() [2/2]

void casadi::FunctionInternal::call_reverse ( const std::vector< SX > &  arg,
const std::vector< SX > &  res,
const std::vector< std::vector< SX > > &  aseed,
std::vector< std::vector< SX > > &  asens,
bool  always_inline,
bool  never_inline 
) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kv

Definition at line 3177 of file function_internal.cpp.

3181  {
3182  casadi_assert(!(always_inline && never_inline), "Inconsistent options");
3183  if (aseed.empty()) { // Quick return if no seeds
3184  asens.clear();
3185  return;
3186  }
3187  casadi_error("'reverse' (SX) not defined for " + class_name());
3188  }

References casadi::SharedObjectInternal::class_name().

◆ callback()

int casadi::Nlpsol::callback ( NlpsolMemory m) const
inherited

Definition at line 1121 of file nlpsol.cpp.

1121  {
1122  // Quick return if no callback function
1123  if (fcallback_.is_null()) return 0;
1124  // Callback inputs
1125  std::fill_n(m->arg, fcallback_.n_in(), nullptr);
1126 
1127  auto d_nlp = &m->d_nlp;
1128 
1129  m->arg[NLPSOL_X] = d_nlp->z;
1130  m->arg[NLPSOL_F] = &d_nlp->objective;
1131  m->arg[NLPSOL_G] = d_nlp->z + nx_;
1132  m->arg[NLPSOL_LAM_G] = d_nlp->lam + nx_;
1133  m->arg[NLPSOL_LAM_X] = d_nlp->lam;
1134 
1135  // Callback outputs
1136  std::fill_n(m->res, fcallback_.n_out(), nullptr);
1137  double ret = 0;
1138  m->res[0] = &ret;
1139 
1140  // Start timer
1141  m->fstats.at("callback_fun").tic();
1142  try {
1143  // Evaluate
1144  fcallback_(m->arg, m->res, m->iw, m->w, 0);
1145  } catch(KeyboardInterruptException& ex) {
1146  (void)ex; // unused
1147  throw;
1148  } catch(std::exception& ex) {
1149  print("WARNING: intermediate_callback error: %s\n", ex.what());
1151  }
1152 
1153  // User user interruption?
1154  if (static_cast<casadi_int>(ret)) return 1;
1155 
1156  // Stop timer
1157  m->fstats.at("callback_fun").toc();
1158 
1159  return 0;
1160  }
casadi_int n_out() const
Get the number of function outputs.
Definition: function.cpp:823
casadi_int n_in() const
Get the number of function inputs.
Definition: function.cpp:819
bool is_null() const
Is a null pointer?
bool iteration_callback_ignore_errors_
Options.
Definition: nlpsol_impl.hpp:95
Function fcallback_
callback function, executed at each iteration
Definition: nlpsol_impl.hpp:75
void print(const char *fmt,...) const
C-style formatted printing during evaluation.
@ NLPSOL_G
Constraints function at the optimal solution (ng x 1)
Definition: nlpsol.hpp:221
@ NLPSOL_X
Decision variables at the optimal solution (nx x 1)
Definition: nlpsol.hpp:217
@ NLPSOL_F
Cost function value at the optimal solution (1 x 1)
Definition: nlpsol.hpp:219
@ NLPSOL_LAM_G
Lagrange multipliers for bounds on G at the solution (ng x 1)
Definition: nlpsol.hpp:225
@ NLPSOL_LAM_X
Lagrange multipliers for bounds on X at the solution (nx x 1)
Definition: nlpsol.hpp:223

References casadi::OracleMemory::arg, casadi::NlpsolMemory::d_nlp, casadi::Nlpsol::fcallback_, casadi::ProtoFunctionMemory::fstats, casadi::GenericShared< Shared, Internal >::is_null(), casadi::Nlpsol::iteration_callback_ignore_errors_, casadi::OracleMemory::iw, casadi::Function::n_in(), casadi::Function::n_out(), casadi::NLPSOL_F, casadi::NLPSOL_G, casadi::NLPSOL_LAM_G, casadi::NLPSOL_LAM_X, casadi::NLPSOL_X, casadi::Nlpsol::nx_, casadi::ProtoFunction::print(), casadi::OracleMemory::res, casadi::OracleMemory::w, and casadi::CasadiException::what().

Referenced by casadi::Feasiblesqpmethod::solve(), casadi::Qrsqp::solve(), and casadi::Sqpmethod::solve().

◆ change_option()

void casadi::FunctionInternal::change_option ( const std::string &  option_name,
const GenericType option_value 
)
overridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_k5

Reimplemented from casadi::ProtoFunction.

Reimplemented in casadi::MXFunction.

Definition at line 423 of file function_internal.cpp.

424  {
425  if (option_name == "print_in") {
426  print_in_ = option_value;
427  } else if (option_name == "print_out") {
428  print_out_ = option_value;
429  } else if (option_name=="ad_weight") {
430  ad_weight_ = option_value;
431  } else if (option_name=="ad_weight_sp") {
432  ad_weight_sp_ = option_value;
433  } else if (option_name=="dump") {
434  dump_ = option_value;
435  } else if (option_name=="dump_in") {
436  dump_in_ = option_value;
437  } else if (option_name=="dump_out") {
438  dump_out_ = option_value;
439  } else if (option_name=="dump_dir") {
440  dump_dir_ = option_value.to_string();
441  } else if (option_name=="dump_format") {
442  dump_format_ = option_value.to_string();
443  } else {
444  // Option not found - continue to base classes
445  ProtoFunction::change_option(option_name, option_value);
446  }
447  }
virtual void change_option(const std::string &option_name, const GenericType &option_value)
Change option after object creation for debugging.

References casadi::FunctionInternal::ad_weight_, casadi::FunctionInternal::ad_weight_sp_, casadi::ProtoFunction::change_option(), casadi::FunctionInternal::dump_, casadi::FunctionInternal::dump_dir_, casadi::FunctionInternal::dump_format_, casadi::FunctionInternal::dump_in_, casadi::FunctionInternal::dump_out_, casadi::FunctionInternal::print_in_, casadi::FunctionInternal::print_out_, and casadi::GenericType::to_string().

Referenced by casadi::FmuFunction::change_option(), and casadi::MXFunction::change_option().

◆ check_arg()

template<typename M >
void casadi::FunctionInternal::check_arg ( const std::vector< M > &  arg,
casadi_int &  npar 
) const
inherited

Raises errors.

Parameters
npar[in]normal usage: 1, disallow pararallel calls: -1
[out]nparmax number of horizontal repetitions across all arguments (or -1)

Extra doc: https://github.com/casadi/casadi/wiki/L_ki

Definition at line 1687 of file function_internal.hpp.

1687  {
1688  casadi_assert(arg.size()==n_in_, "Incorrect number of inputs: Expected "
1689  + str(n_in_) + ", got " + str(arg.size()));
1690  for (casadi_int i=0; i<n_in_; ++i) {
1691  if (!check_mat(arg[i].sparsity(), sparsity_in(i), npar)) {
1692  // Dimensions
1693  std::string d_arg = str(arg[i].size1()) + "-by-" + str(arg[i].size2());
1694  std::string d_in = str(size1_in(i)) + "-by-" + str(size2_in(i));
1695  std::string e = "Input " + str(i) + " (" + name_in_[i] + ") has mismatching shape. "
1696  "Got " + d_arg + ". Allowed dimensions, in general, are:\n"
1697  " - The input dimension N-by-M (here " + d_in + ")\n"
1698  " - A scalar, i.e. 1-by-1\n"
1699  " - M-by-N if N=1 or M=1 (i.e. a transposed vector)\n"
1700  " - N-by-M1 if K*M1=M for some K (argument repeated horizontally)\n";
1701  if (npar!=-1) {
1702  e += " - N-by-P*M, indicating evaluation with multiple arguments (P must be a "
1703  "multiple of " + str(npar) + " for consistency with previous inputs)";
1704  }
1705  casadi_error(e);
1706  }
1707  }
1708  }
casadi_int size1_in(casadi_int ind) const
Input/output dimensions.
const Sparsity & sparsity_in(casadi_int ind) const
Input/output sparsity.
static bool check_mat(const Sparsity &arg, const Sparsity &inp, casadi_int &npar)
std::vector< std::string > name_in_
Input and output scheme.
std::string str(const T &v)
String representation, any type.

References casadi::FunctionInternal::check_mat(), casadi::FunctionInternal::n_in_, casadi::FunctionInternal::name_in_, casadi::FunctionInternal::size1_in(), casadi::FunctionInternal::size2_in(), casadi::FunctionInternal::sparsity_in(), and casadi::str().

Referenced by casadi::FunctionInternal::mapsum_mx(), and casadi::FunctionInternal::matching_arg().

◆ check_inputs()

void casadi::Nlpsol::check_inputs ( void *  mem) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1nx

Definition at line 613 of file nlpsol.cpp.

613  {
614  auto m = static_cast<NlpsolMemory*>(mem);
615  auto d_nlp = &m->d_nlp;
616 
617  // Skip check?
618  if (!inputs_check_) return;
619 
620  const double inf = std::numeric_limits<double>::infinity();
621 
622  // Number of equality constraints
623  casadi_int n_eq = 0;
624 
625  // Detect ill-posed problems (simple bounds)
626  for (casadi_int i=0; i<nx_; ++i) {
627  double lb = d_nlp->lbx ? d_nlp->lbx[i] : get_default_in(NLPSOL_LBX);
628  double ub = d_nlp->ubx ? d_nlp->ubx[i] : get_default_in(NLPSOL_UBX);
629  double x0 = d_nlp->x0 ? d_nlp->x0[i] : get_default_in(NLPSOL_X0);
630  casadi_assert(lb <= ub && lb!=inf && ub!=-inf,
631  "Ill-posed problem detected: "
632  "LBX[" + str(i) + "] <= UBX[" + str(i) + "] was violated. "
633  "Got LBX[" + str(i) + "]=" + str(lb) + " and UBX[" + str(i) + "] = " + str(ub) + ".");
634  if (warn_initial_bounds_ && (x0>ub || x0<lb)) {
635  casadi_warning("Nlpsol: The initial guess does not satisfy LBX and UBX. "
636  "Option 'warn_initial_bounds' controls this warning.");
637  break;
638  }
639  if (lb==ub) n_eq++;
640  }
641 
642  // Detect ill-posed problems (nonlinear bounds)
643  for (casadi_int i=0; i<nnz_out(NLPSOL_G); ++i) {
644  double lb = d_nlp->lbg ? d_nlp->lbg[i] : get_default_in(NLPSOL_LBG);
645  double ub = d_nlp->ubg ? d_nlp->ubg[i] : get_default_in(NLPSOL_UBG);
646  casadi_assert(lb <= ub && lb!=inf && ub!=-inf,
647  "Ill-posed problem detected: "
648  "LBG[" + str(i) + "] <= UBG[" + str(i) + "] was violated. "
649  "Got LBG[" + str(i) + "] = " + str(lb) + " and UBG[" + str(i) + "] = " + str(ub) + ".");
650  if (lb==ub) n_eq++;
651  }
652 
653  // Make sure enough degrees of freedom
654  using casadi::str; // Workaround, MingGW bug, cf. CasADi issue #890
655  if (n_eq> nx_) {
656  casadi_warning("NLP is overconstrained: There are " + str(n_eq) +
657  " equality constraints but only " + str(nx_) + " variables.");
658  }
659  }
bool inputs_check_
Errors are thrown if numerical values of inputs look bad.
bool warn_initial_bounds_
Options.
Definition: nlpsol_impl.hpp:94
double get_default_in(casadi_int ind) const override
Get default input value.
@ NLPSOL_UBX
Decision variables upper bound (nx x 1), default +inf.
Definition: nlpsol.hpp:202
@ NLPSOL_X0
Decision variables, initial guess (nx x 1)
Definition: nlpsol.hpp:196
@ NLPSOL_UBG
Constraints upper bound (ng x 1), default +inf.
Definition: nlpsol.hpp:206
@ NLPSOL_LBG
Constraints lower bound (ng x 1), default -inf.
Definition: nlpsol.hpp:204
@ NLPSOL_LBX
Decision variables lower bound (nx x 1), default -inf.
Definition: nlpsol.hpp:200
const double inf
infinity
Definition: calculus.hpp:50

References casadi::NlpsolMemory::d_nlp, casadi::Nlpsol::get_default_in(), casadi::inf, casadi::FunctionInternal::inputs_check_, casadi::NLPSOL_G, casadi::NLPSOL_LBG, casadi::NLPSOL_LBX, casadi::NLPSOL_UBG, casadi::NLPSOL_UBX, casadi::NLPSOL_X0, casadi::FunctionInternal::nnz_out(), casadi::Nlpsol::nx_, casadi::str(), and casadi::Nlpsol::warn_initial_bounds_.

Referenced by casadi::Nlpsol::eval(), casadi::AlpaqaInterface::set_work(), and casadi::SLEQPInterface::set_work().

◆ check_mat()

bool casadi::FunctionInternal::check_mat ( const Sparsity arg,
const Sparsity inp,
casadi_int &  npar 
)
staticinherited

Helper function

Parameters
npar[in]normal usage: 1, disallow pararallel calls: -1
npar[out]required number of parallel calls (or -1)

Definition at line 3376 of file function_internal.cpp.

3376  {
3377  // Matching dimensions
3378  if (arg.size()==inp.size()) return true;
3379  // Calling with empty matrix - set all to zero
3380  if (arg.is_empty()) return true;
3381  // Calling with a scalar - set all
3382  if (arg.is_scalar()) return true;
3383  // Vectors that are transposes of each other
3384  if (arg.is_vector() && inp.size()==std::make_pair(arg.size2(), arg.size1())) return true;
3385  // Horizontal repmat
3386  if (arg.size1()==inp.size1() && arg.size2()>0 && inp.size2()>0
3387  && inp.size2()%arg.size2()==0) return true;
3388  if (npar==-1) return false;
3389  // Evaluate with multiple arguments
3390  if (arg.size1()==inp.size1() && arg.size2()>0 && inp.size2()>0
3391  && arg.size2()%(npar*inp.size2())==0) {
3392  npar *= arg.size2()/(npar*inp.size2());
3393  return true;
3394  }
3395  // No match
3396  return false;
3397  }

References casadi::Sparsity::is_empty(), casadi::Sparsity::is_scalar(), casadi::Sparsity::is_vector(), casadi::Sparsity::size(), casadi::Sparsity::size1(), and casadi::Sparsity::size2().

Referenced by casadi::FunctionInternal::check_arg(), casadi::FunctionInternal::check_res(), and casadi::FunctionInternal::mapsum_mx().

◆ check_mem_count()

virtual void casadi::ProtoFunction::check_mem_count ( casadi_int  n) const
inlinevirtualinherited

Purpose if to allow more helpful error messages

Extra doc: https://github.com/casadi/casadi/wiki/L_2b7

Reimplemented in casadi::FmuFunction.

Definition at line 179 of file function_internal.hpp.

179 { }

Referenced by casadi::ProtoFunction::checkout().

◆ check_res()

template<typename M >
void casadi::FunctionInternal::check_res ( const std::vector< M > &  res,
casadi_int &  npar 
) const
inherited

Raises errors.

Parameters
npar[in]normal usage: 1, disallow pararallel calls: -1
[out]nparmax number of horizontal repetitions across all arguments (or -1)

Extra doc: https://github.com/casadi/casadi/wiki/L_kj

Definition at line 1711 of file function_internal.hpp.

1711  {
1712  casadi_assert(res.size()==n_out_, "Incorrect number of outputs: Expected "
1713  + str(n_out_) + ", got " + str(res.size()));
1714  for (casadi_int i=0; i<n_out_; ++i) {
1715  casadi_assert(check_mat(res[i].sparsity(), sparsity_out(i), npar),
1716  "Output " + str(i) + " (" + name_out_[i] + ") has mismatching shape. "
1717  "Expected " + str(size_out(i)) + ", got " + str(res[i].size()));
1718  }
1719  }
std::vector< std::string > name_out_

References casadi::FunctionInternal::check_mat(), casadi::FunctionInternal::n_out_, casadi::FunctionInternal::name_out_, casadi::FunctionInternal::size_out(), casadi::FunctionInternal::sparsity_out(), and casadi::str().

Referenced by casadi::FunctionInternal::matching_res().

◆ checkout()

int casadi::ProtoFunction::checkout ( ) const
inherited

Definition at line 3585 of file function_internal.cpp.

3585  {
3586 #ifdef CASADI_WITH_THREAD
3587  std::lock_guard<std::mutex> lock(mtx_);
3588 #endif //CASADI_WITH_THREAD
3589  if (unused_.empty()) {
3590  check_mem_count(mem_.size()+1);
3591  // Allocate a new memory object
3592  void* m = alloc_mem();
3593  mem_.push_back(m);
3594  if (init_mem(m)) {
3595  casadi_error("Failed to create or initialize memory object");
3596  }
3597  return static_cast<int>(mem_.size()) - 1;
3598  } else {
3599  // Use an unused memory object
3600  int m = unused_.top();
3601  unused_.pop();
3602  return m;
3603  }
3604  }
virtual int init_mem(void *mem) const
Initalize memory block.
virtual void * alloc_mem() const
Create memory block.
virtual void check_mem_count(casadi_int n) const
Check for validatity of memory object count.

References casadi::ProtoFunction::alloc_mem(), casadi::ProtoFunction::check_mem_count(), and casadi::ProtoFunction::init_mem().

Referenced by casadi::ProtoFunction::finalize(), casadi::FunctionBuffer::FunctionBuffer(), and casadi::Sqpmethod::init_mem().

◆ class_name()

std::string casadi::Blocksqp::class_name ( ) const
inlineoverridevirtual

Extra doc: https://github.com/casadi/casadi/wiki/L_1o4

Reimplemented from casadi::Nlpsol.

Definition at line 160 of file blocksqp.hpp.

160 { return "Blocksqp";}

◆ clear_mem()

void casadi::ProtoFunction::clear_mem ( )
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_jq

Definition at line 3473 of file function_internal.cpp.

3473  {
3474  for (auto&& i : mem_) {
3475  if (i!=nullptr) free_mem(i);
3476  }
3477  mem_.clear();
3478  }
virtual void free_mem(void *mem) const
Free memory block.

References casadi::ProtoFunction::free_mem().

Referenced by casadi::AlpaqaInterface::~AlpaqaInterface(), casadi::AmplInterface::~AmplInterface(), casadi::BlazingSplineFunction::~BlazingSplineFunction(), ~Blocksqp(), casadi::BonminInterface::~BonminInterface(), casadi::BSplineInterpolant::~BSplineInterpolant(), casadi::CallbackInternal::~CallbackInternal(), casadi::CbcInterface::~CbcInterface(), casadi::ClarabelInterface::~ClarabelInterface(), casadi::ClpInterface::~ClpInterface(), casadi::CplexInterface::~CplexInterface(), casadi::CsparseInterface::~CsparseInterface(), casadi::CvodesInterface::~CvodesInterface(), casadi::DaqpInterface::~DaqpInterface(), casadi::External::~External(), casadi::FastNewton::~FastNewton(), casadi::FatropConicInterface::~FatropConicInterface(), casadi::FatropInterface::~FatropInterface(), casadi::Feasiblesqpmethod::~Feasiblesqpmethod(), casadi::FiniteDiff::~FiniteDiff(), casadi::FixedStepIntegrator::~FixedStepIntegrator(), casadi::FmuFunction::~FmuFunction(), casadi::GurobiInterface::~GurobiInterface(), casadi::HighsInterface::~HighsInterface(), casadi::HpipmInterface::~HpipmInterface(), casadi::HpmpcInterface::~HpmpcInterface(), casadi::IdasInterface::~IdasInterface(), casadi::ImplicitToNlp::~ImplicitToNlp(), casadi::IpoptInterface::~IpoptInterface(), casadi::Ipqp::~Ipqp(), casadi::JitFunction::~JitFunction(), casadi::KinsolInterface::~KinsolInterface(), casadi::KnitroInterface::~KnitroInterface(), casadi::LapackLu::~LapackLu(), casadi::LapackQr::~LapackQr(), casadi::LinearInterpolant::~LinearInterpolant(), casadi::LinearInterpolantJac::~LinearInterpolantJac(), casadi::LinsolLdl::~LinsolLdl(), casadi::LinsolQr::~LinsolQr(), casadi::LinsolTridiag::~LinsolTridiag(), casadi::Lsqr::~Lsqr(), casadi::Ma27Interface::~Ma27Interface(), casadi::MadnlpInterface::~MadnlpInterface(), casadi::Map::~Map(), casadi::MapSum::~MapSum(), casadi::MumpsInterface::~MumpsInterface(), casadi::MXFunction::~MXFunction(), casadi::Newton::~Newton(), casadi::Nlpsol::~Nlpsol(), casadi::OmpMap::~OmpMap(), casadi::OoqpInterface::~OoqpInterface(), casadi::OsqpInterface::~OsqpInterface(), casadi::ProxqpInterface::~ProxqpInterface(), casadi::QpoasesInterface::~QpoasesInterface(), casadi::QpToNlp::~QpToNlp(), casadi::Qrqp::~Qrqp(), casadi::Qrsqp::~Qrsqp(), casadi::Scpgen::~Scpgen(), casadi::SLEQPInterface::~SLEQPInterface(), casadi::SlicotDple::~SlicotDple(), casadi::SlicotExpm::~SlicotExpm(), casadi::SnoptInterface::~SnoptInterface(), casadi::Sqpmethod::~Sqpmethod(), casadi::SuperscsInterface::~SuperscsInterface(), casadi::Switch::~Switch(), casadi::SXFunction::~SXFunction(), casadi::SymbolicQr::~SymbolicQr(), casadi::ThreadMap::~ThreadMap(), and casadi::WorhpInterface::~WorhpInterface().

◆ codegen()

void casadi::FunctionInternal::codegen ( CodeGenerator g,
const std::string &  fname 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_lm

Definition at line 2306 of file function_internal.cpp.

2306  {
2307  // Define function
2308  g << "/* " << definition() << " */\n";
2309  g << "static " << signature(fname) << " {\n";
2310 
2311  // Reset local variables, flush buffer
2312  g.flush(g.body);
2313 
2314  g.scope_enter();
2315 
2316  // Generate function body (to buffer)
2317  codegen_body(g);
2318 
2319  g.scope_exit();
2320 
2321  // Finalize the function
2322  g << "return 0;\n";
2323  g << "}\n\n";
2324 
2325  // Flush to function body
2326  g.flush(g.body);
2327  }
std::string definition() const
Get function signature: name:(inputs)->(outputs)
virtual void codegen_body(CodeGenerator &g) const
Generate code for the function body.
std::string signature(const std::string &fname) const
Code generate the function.

References casadi::CodeGenerator::body, casadi::FunctionInternal::codegen_body(), casadi::FunctionInternal::definition(), casadi::CodeGenerator::flush(), casadi::CodeGenerator::scope_enter(), casadi::CodeGenerator::scope_exit(), and casadi::FunctionInternal::signature().

Referenced by casadi::CodeGenerator::add_dependency().

◆ codegen_alloc_mem()

void casadi::FunctionInternal::codegen_alloc_mem ( CodeGenerator g) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_lt

Reimplemented in casadi::External.

Definition at line 2354 of file function_internal.cpp.

2354  {
2355  bool needs_mem = !codegen_mem_type().empty();
2356  if (needs_mem) {
2357  std::string name = codegen_name(g, false);
2358  std::string mem_counter = g.shorthand(name + "_mem_counter");
2359  g << "return " + mem_counter + "++;\n";
2360  }
2361  }
virtual std::string codegen_mem_type() const
Thread-local memory object type.
virtual std::string codegen_name(const CodeGenerator &g, bool ns=true) const
Get name in codegen.

References casadi::FunctionInternal::codegen_mem_type(), casadi::FunctionInternal::codegen_name(), and casadi::CodeGenerator::shorthand().

Referenced by casadi::CodeGenerator::add_dependency().

◆ codegen_body()

void casadi::FunctionInternal::codegen_body ( CodeGenerator g) const
virtualinherited

◆ codegen_body_enter()

void casadi::Nlpsol::codegen_body_enter ( CodeGenerator g) const
overridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1o0

Reimplemented from casadi::OracleFunction.

Definition at line 1179 of file nlpsol.cpp.

1179  {
1181  g.local("d_nlp", "struct casadi_nlpsol_data");
1182  g.local("p_nlp", "struct casadi_nlpsol_prob");
1183 
1184  g << "d_nlp.oracle = &d_oracle;\n";
1185 
1186  g << "d_nlp.p = arg[" << NLPSOL_P << "];\n";
1187  g << "d_nlp.lbx = arg[" << NLPSOL_LBX << "];\n";
1188  g << "d_nlp.ubx = arg[" << NLPSOL_UBX << "];\n";
1189  g << "d_nlp.lbg = arg[" << NLPSOL_LBG << "];\n";
1190  g << "d_nlp.ubg = arg[" << NLPSOL_UBG << "];\n";
1191  g << "d_nlp.x0 = arg[" << NLPSOL_X0 << "];\n";
1192  g << "d_nlp.lam_x0 = arg[" << NLPSOL_LAM_X0 << "];\n";
1193  g << "d_nlp.lam_g0 = arg[" << NLPSOL_LAM_G0 << "];\n";
1194 
1195  g << "d_nlp.x = res[" << NLPSOL_X << "];\n";
1196  g << "d_nlp.f = res[" << NLPSOL_F << "];\n";
1197  g << "d_nlp.g = res[" << NLPSOL_G << "];\n";
1198  g << "d_nlp.lam_x = res[" << NLPSOL_LAM_X << "];\n";
1199  g << "d_nlp.lam_g = res[" << NLPSOL_LAM_G << "];\n";
1200  g << "d_nlp.lam_p = res[" << NLPSOL_LAM_P << "];\n";
1201 
1202  g << "d_nlp.prob = &p_nlp;\n";
1203  g << "p_nlp.nx = " << nx_ << ";\n";
1204  g << "p_nlp.ng = " << ng_ << ";\n";
1205  g << "p_nlp.np = " << np_ << ";\n";
1206  g << "p_nlp.detect_bounds.ng = " << detect_simple_bounds_is_simple_.size() << ";\n";
1207  if (detect_simple_bounds_is_simple_.size()) {
1208 
1209 
1210  g << "p_nlp.detect_bounds.sz_arg = " << detect_simple_bounds_parts_.sz_arg() << ";\n";
1211  g << "p_nlp.detect_bounds.sz_res = " << detect_simple_bounds_parts_.sz_res() << ";\n";
1212  g << "p_nlp.detect_bounds.sz_iw = " << detect_simple_bounds_parts_.sz_iw() << ";\n";
1213  g << "p_nlp.detect_bounds.sz_w = " << detect_simple_bounds_parts_.sz_w() << ";\n";
1214 
1215  g << "p_nlp.detect_bounds.nb = " << detect_simple_bounds_target_x_.size() << ";\n";
1216  g << "p_nlp.detect_bounds.target_x = "
1217  << g.constant(detect_simple_bounds_target_x_) << ";\n";
1218  g << "p_nlp.detect_bounds.target_g = "
1219  << g.constant(detect_simple_bounds_target_g_) << ";\n";
1220  g << "p_nlp.detect_bounds.is_simple = "
1221  << g.constant(detect_simple_bounds_is_simple_) << ";\n";
1222  std::string w =
1223  g.shorthand(g.wrapper(detect_simple_bounds_parts_, "detect_simple_bounds_wrapper"));
1224  g << "p_nlp.detect_bounds.callback = " << w << ";\n";
1225  g << "p_nlp.detect_bounds.callback_data = 0;\n";
1226  }
1227  g << "casadi_nlpsol_init(&d_nlp, &arg, &res, &iw, &w);\n";
1228 
1229  // Set initial guess
1230  g.copy_default("d_nlp.x0", nx_, "d_nlp.z", "0", false);
1231 
1232  // Read simple bounds and multiplier guesses
1233  g.copy_default("d_nlp.lbx", nx_, "d_nlp.lbz", "-casadi_inf", false);
1234  g.copy_default("d_nlp.ubx", nx_, "d_nlp.ubz", "casadi_inf", false);
1235  g.copy_default("d_nlp.lam_x0", nx_, "d_nlp.lam", "0", false);
1236 
1237  if (detect_simple_bounds_is_simple_.empty()) {
1238  // Read constraint bounds and multiplier guesses
1239  g.copy_default("d_nlp.lbg", ng_, "d_nlp.lbz+"+str(nx_),
1240  "-casadi_inf", false);
1241  g.copy_default("d_nlp.ubg", ng_, "d_nlp.ubz+"+str(nx_),
1242  "casadi_inf", false);
1243  g.copy_default("d_nlp.lam_g0", ng_, "d_nlp.lam+"+str(nx_), "0", false);
1244  } else {
1245  g << "if (casadi_detect_bounds_before(&d_nlp)) return 1;\n";
1246  }
1247 
1248  }
size_t sz_res() const
Get required length of res field.
Definition: function.cpp:1085
size_t sz_iw() const
Get required length of iw field.
Definition: function.cpp:1087
size_t sz_w() const
Get required length of w field.
Definition: function.cpp:1089
size_t sz_arg() const
Get required length of arg field.
Definition: function.cpp:1083
Function detect_simple_bounds_parts_
Definition: nlpsol_impl.hpp:85
std::vector< char > detect_simple_bounds_is_simple_
Definition: nlpsol_impl.hpp:84
casadi_int np_
Number of parameters.
Definition: nlpsol_impl.hpp:72
std::vector< casadi_int > detect_simple_bounds_target_g_
Definition: nlpsol_impl.hpp:87
std::vector< casadi_int > detect_simple_bounds_target_x_
Definition: nlpsol_impl.hpp:86
virtual void codegen_body_enter(CodeGenerator &g) const
Generate code for the function body.
@ NLPSOL_P
Value of fixed parameters (np x 1)
Definition: nlpsol.hpp:198
@ NLPSOL_LAM_G0
Lagrange multipliers for bounds on G, initial guess (ng x 1)
Definition: nlpsol.hpp:210
@ NLPSOL_LAM_X0
Lagrange multipliers for bounds on X, initial guess (nx x 1)
Definition: nlpsol.hpp:208
@ NLPSOL_LAM_P
Lagrange multipliers for bounds on P at the solution (np x 1)
Definition: nlpsol.hpp:227

References casadi::OracleFunction::codegen_body_enter(), casadi::CodeGenerator::constant(), casadi::CodeGenerator::copy_default(), casadi::Nlpsol::detect_simple_bounds_is_simple_, casadi::Nlpsol::detect_simple_bounds_parts_, casadi::Nlpsol::detect_simple_bounds_target_g_, casadi::Nlpsol::detect_simple_bounds_target_x_, casadi::CodeGenerator::local(), casadi::Nlpsol::ng_, casadi::NLPSOL_F, casadi::NLPSOL_G, casadi::NLPSOL_LAM_G, casadi::NLPSOL_LAM_G0, casadi::NLPSOL_LAM_P, casadi::NLPSOL_LAM_X, casadi::NLPSOL_LAM_X0, casadi::NLPSOL_LBG, casadi::NLPSOL_LBX, casadi::NLPSOL_P, casadi::NLPSOL_UBG, casadi::NLPSOL_UBX, casadi::NLPSOL_X, casadi::NLPSOL_X0, casadi::Nlpsol::np_, casadi::Nlpsol::nx_, casadi::CodeGenerator::shorthand(), casadi::str(), casadi::Function::sz_arg(), casadi::Function::sz_iw(), casadi::Function::sz_res(), casadi::Function::sz_w(), and casadi::CodeGenerator::wrapper().

Referenced by casadi::FatropInterface::codegen_body(), casadi::IpoptInterface::codegen_body(), casadi::MadnlpInterface::codegen_body(), casadi::Feasiblesqpmethod::codegen_body(), and casadi::Sqpmethod::codegen_body().

◆ codegen_body_exit()

void casadi::Nlpsol::codegen_body_exit ( CodeGenerator g) const
overridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_27k

Reimplemented from casadi::OracleFunction.

Definition at line 1269 of file nlpsol.cpp.

1269  {
1270  if (calc_f_ || calc_g_ || calc_lam_x_ || calc_lam_p_) {
1271  g.local("one", "const casadi_real");
1272  g.init_local("one", "1");
1273  g << "d->arg[0] = d_nlp.z;\n";
1274  g << "d->arg[1] = d_nlp.p;\n";
1275  g << "d->arg[2] = &one;\n";
1276  g << "d->arg[3] = d_nlp.lam+" + str(nx_) + ";\n";
1277  g << "d->res[0] = " << (calc_f_ ? "&d_nlp.objective" : "0") << ";\n";
1278  g << "d->res[1] = " << (calc_g_ ? "d_nlp.z+" + str(nx_) : "0") << ";\n";
1279  g << "d->res[2] = " << (calc_lam_x_ ? "d_nlp.lam+" + str(nx_) : "0") << ";\n";
1280  g << "d->res[3] = " << (calc_lam_p_ ? "d_nlp.lam_p" : "0") << ";\n";
1281  std::string nlp_grad = g(get_function("nlp_grad"), "d->arg", "d->res", "d->iw", "d->w");
1282  g << "if (" + nlp_grad + ") return 1;\n";
1283  if (calc_lam_x_) g << g.scal(nx_, "-1.0", "d_nlp.lam") << "\n";
1284  if (calc_lam_p_) g << g.scal(np_, "-1.0", "d_nlp.lam_p") << "\n";
1285  }
1286  if (bound_consistency_) {
1287  g << g.bound_consistency(nx_+ng_, "d_nlp.z", "d_nlp.lam", "d_nlp.lbz", "d_nlp.ubz") << ";\n";
1288  }
1289 
1290  g << g.copy("d_nlp.z", nx_, "d_nlp.x") << "\n";
1291 
1292  if (detect_simple_bounds_is_simple_.empty()) {
1293  g << g.copy("d_nlp.z + " + str(nx_), ng_, "d_nlp.g") << "\n";
1294  g << g.copy("d_nlp.lam", nx_, "d_nlp.lam_x") << "\n";
1295  g << g.copy("d_nlp.lam + " + str(nx_), ng_, "d_nlp.lam_g") << "\n";
1296  } else {
1297  g << "if (casadi_detect_bounds_after(&d_nlp)) return 1;\n";
1298  }
1299 
1300  g.copy_check("&d_nlp.objective", 1, "d_nlp.f", false, true);
1301  g.copy_check("d_nlp.lam_p", np_, "d_nlp.lam_p", false, true);
1302 
1304  }
bool calc_lam_p_
Options.
Definition: nlpsol_impl.hpp:97
bool calc_f_
Options.
Definition: nlpsol_impl.hpp:97
bool calc_g_
Options.
Definition: nlpsol_impl.hpp:97
bool calc_lam_x_
Options.
Definition: nlpsol_impl.hpp:97
bool bound_consistency_
Options.
Definition: nlpsol_impl.hpp:98
virtual void codegen_body_exit(CodeGenerator &g) const
Generate code for the function body.

References casadi::CodeGenerator::bound_consistency(), casadi::Nlpsol::bound_consistency_, casadi::Nlpsol::calc_f_, casadi::Nlpsol::calc_g_, casadi::Nlpsol::calc_lam_p_, casadi::Nlpsol::calc_lam_x_, casadi::OracleFunction::codegen_body_exit(), casadi::CodeGenerator::copy(), casadi::CodeGenerator::copy_check(), casadi::Nlpsol::detect_simple_bounds_is_simple_, casadi::OracleFunction::get_function(), casadi::CodeGenerator::init_local(), casadi::CodeGenerator::local(), casadi::Nlpsol::ng_, casadi::Nlpsol::np_, casadi::Nlpsol::nx_, casadi::CodeGenerator::scal(), and casadi::str().

Referenced by casadi::FatropInterface::codegen_body(), casadi::IpoptInterface::codegen_body(), casadi::MadnlpInterface::codegen_body(), and casadi::Sqpmethod::codegen_body().

◆ codegen_checkout()

void casadi::FunctionInternal::codegen_checkout ( CodeGenerator g) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_lw

Reimplemented in casadi::External.

Definition at line 2363 of file function_internal.cpp.

2363  {
2364  std::string name = codegen_name(g, false);
2365  std::string stack_counter = g.shorthand(name + "_unused_stack_counter");
2366  std::string stack = g.shorthand(name + "_unused_stack");
2367  std::string mem_counter = g.shorthand(name + "_mem_counter");
2368  std::string mem_array = g.shorthand(name + "_mem");
2369  std::string alloc_mem = g.shorthand(name + "_alloc_mem");
2370  std::string init_mem = g.shorthand(name + "_init_mem");
2371 
2372  g.auxiliaries << "static int " << mem_counter << " = 0;\n";
2373  g.auxiliaries << "static int " << stack_counter << " = -1;\n";
2374  g.auxiliaries << "static int " << stack << "[CASADI_MAX_NUM_THREADS];\n";
2375  g.auxiliaries << "static " << codegen_mem_type() <<
2376  " " << mem_array << "[CASADI_MAX_NUM_THREADS];\n\n";
2377  g << "int mid;\n";
2378  g << "if (" << stack_counter << ">=0) {\n";
2379  g << "return " << stack << "[" << stack_counter << "--];\n";
2380  g << "} else {\n";
2381  g << "if (" << mem_counter << "==CASADI_MAX_NUM_THREADS) return -1;\n";
2382  g << "mid = " << alloc_mem << "();\n";
2383  g << "if (mid<0) return -1;\n";
2384  g << "if(" << init_mem << "(mid)) return -1;\n";
2385  g << "return mid;\n";
2386  g << "}\n";
2387  }
void * alloc_mem() const override
Create memory block.

References casadi::FunctionInternal::alloc_mem(), casadi::CodeGenerator::auxiliaries, casadi::FunctionInternal::codegen_mem_type(), casadi::FunctionInternal::codegen_name(), casadi::ProtoFunction::init_mem(), and casadi::CodeGenerator::shorthand().

Referenced by casadi::CodeGenerator::add_dependency().

◆ codegen_declarations()

void casadi::Nlpsol::codegen_declarations ( CodeGenerator g) const
overridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_27j

Reimplemented from casadi::FunctionInternal.

Reimplemented in casadi::Sqpmethod, casadi::Feasiblesqpmethod, casadi::MadnlpInterface, casadi::IpoptInterface, and casadi::FatropInterface.

Definition at line 1250 of file nlpsol.cpp.

1250  {
1251  g.add_auxiliary(CodeGenerator::AUX_FILL);
1252  if (calc_f_ || calc_g_ || calc_lam_x_ || calc_lam_p_)
1253  g.add_dependency(get_function("nlp_grad"));
1254 
1255  if (detect_simple_bounds_is_simple_.size()) {
1256  g.add_dependency(detect_simple_bounds_parts_);
1257  std::string w =
1258  g.shorthand(g.wrapper(detect_simple_bounds_parts_, "detect_simple_bounds_wrapper"));
1259 
1260  g << "int " << w
1261  << "(const casadi_real** arg, casadi_real** res, "
1262  << "casadi_int* iw, casadi_real* w, void* callback_data) {\n";
1263  std::string flag = g(detect_simple_bounds_parts_, "arg", "res", "iw", "w");
1264  g << "return " + flag + ";\n";
1265  g << "}\n";
1266  }
1267  }

References casadi::CodeGenerator::add_auxiliary(), casadi::CodeGenerator::add_dependency(), casadi::CodeGenerator::AUX_FILL, casadi::Nlpsol::calc_f_, casadi::Nlpsol::calc_g_, casadi::Nlpsol::calc_lam_p_, casadi::Nlpsol::calc_lam_x_, casadi::Nlpsol::detect_simple_bounds_is_simple_, casadi::Nlpsol::detect_simple_bounds_parts_, casadi::OracleFunction::get_function(), casadi::CodeGenerator::shorthand(), and casadi::CodeGenerator::wrapper().

Referenced by casadi::FatropInterface::codegen_declarations(), casadi::IpoptInterface::codegen_declarations(), casadi::MadnlpInterface::codegen_declarations(), casadi::Feasiblesqpmethod::codegen_declarations(), and casadi::Sqpmethod::codegen_declarations().

◆ codegen_decref()

virtual void casadi::FunctionInternal::codegen_decref ( CodeGenerator g) const
inlinevirtualinherited

◆ codegen_free_mem()

virtual void casadi::FunctionInternal::codegen_free_mem ( CodeGenerator g) const
inlinevirtualinherited

◆ codegen_incref()

virtual void casadi::FunctionInternal::codegen_incref ( CodeGenerator g) const
inlinevirtualinherited

◆ codegen_init_mem()

void casadi::FunctionInternal::codegen_init_mem ( CodeGenerator g) const
virtualinherited

◆ codegen_mem()

std::string casadi::FunctionInternal::codegen_mem ( CodeGenerator g,
const std::string &  index = "mem" 
) const
inherited

◆ codegen_mem_type()

virtual std::string casadi::FunctionInternal::codegen_mem_type ( ) const
inlinevirtualinherited

◆ codegen_meta()

void casadi::FunctionInternal::codegen_meta ( CodeGenerator g) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ln

Definition at line 2400 of file function_internal.cpp.

2400  {
2401  bool needs_mem = !codegen_mem_type().empty();
2402 
2403  g << g.declare("int " + name_ + "_alloc_mem(void)") << " {\n";
2404  if (needs_mem) {
2405  g << "return " << codegen_name(g) << "_alloc_mem();\n";
2406  } else {
2407  g << "return 0;\n";
2408  }
2409  g << "}\n\n";
2410 
2411  g << g.declare("int " + name_ + "_init_mem(int mem)") << " {\n";
2412  if (needs_mem) {
2413  g << "return " << codegen_name(g) << "_init_mem(mem);\n";
2414  } else {
2415  g << "return 0;\n";
2416  }
2417  g << "}\n\n";
2418 
2419  g << g.declare("void " + name_ + "_free_mem(int mem)") << " {\n";
2420  if (needs_mem) {
2421  g << codegen_name(g) << "_free_mem(mem);\n";
2422  }
2423  g << "}\n\n";
2424 
2425  // Checkout/release routines
2426  g << g.declare("int " + name_ + "_checkout(void)") << " {\n";
2427  if (needs_mem) {
2428  g << "return " << codegen_name(g) << "_checkout();\n";
2429  } else {
2430  g << "return 0;\n";
2431  }
2432  g << "}\n\n";
2433 
2434  if (needs_mem) {
2435  g << g.declare("void " + name_ + "_release(int mem)") << " {\n";
2436  g << codegen_name(g) << "_release(mem);\n";
2437  } else {
2438  g << g.declare("void " + name_ + "_release(int mem)") << " {\n";
2439  }
2440  g << "}\n\n";
2441 
2442  // Reference counter routines
2443  g << g.declare("void " + name_ + "_incref(void)") << " {\n";
2444  codegen_incref(g);
2445  g << "}\n\n"
2446  << g.declare("void " + name_ + "_decref(void)") << " {\n";
2447  codegen_decref(g);
2448  g << "}\n\n";
2449 
2450  // Number of inputs and outptus
2451  g << g.declare("casadi_int " + name_ + "_n_in(void)")
2452  << " { return " << n_in_ << ";}\n\n"
2453  << g.declare("casadi_int " + name_ + "_n_out(void)")
2454  << " { return " << n_out_ << ";}\n\n";
2455 
2456  // Default inputs
2457  g << g.declare("casadi_real " + name_ + "_default_in(casadi_int i)") << " {\n"
2458  << "switch (i) {\n";
2459  for (casadi_int i=0; i<n_in_; ++i) {
2460  double def = get_default_in(i);
2461  if (def!=0) g << "case " << i << ": return " << g.constant(def) << ";\n";
2462  }
2463  g << "default: return 0;\n}\n"
2464  << "}\n\n";
2465 
2466  // Input names
2467  g << g.declare("const char* " + name_ + "_name_in(casadi_int i)") << " {\n"
2468  << "switch (i) {\n";
2469  for (casadi_int i=0; i<n_in_; ++i) {
2470  g << "case " << i << ": return \"" << name_in_[i] << "\";\n";
2471  }
2472  g << "default: return 0;\n}\n"
2473  << "}\n\n";
2474 
2475  // Output names
2476  g << g.declare("const char* " + name_ + "_name_out(casadi_int i)") << " {\n"
2477  << "switch (i) {\n";
2478  for (casadi_int i=0; i<n_out_; ++i) {
2479  g << "case " << i << ": return \"" << name_out_[i] << "\";\n";
2480  }
2481  g << "default: return 0;\n}\n"
2482  << "}\n\n";
2483 
2484  // Codegen sparsities
2485  codegen_sparsities(g);
2486 
2487  // Function that returns work vector lengths
2488  g << g.declare(
2489  "int " + name_ + "_work(casadi_int *sz_arg, casadi_int* sz_res, "
2490  "casadi_int *sz_iw, casadi_int *sz_w)")
2491  << " {\n"
2492  << "if (sz_arg) *sz_arg = " << codegen_sz_arg(g) << ";\n"
2493  << "if (sz_res) *sz_res = " << codegen_sz_res(g) << ";\n"
2494  << "if (sz_iw) *sz_iw = " << codegen_sz_iw(g) << ";\n"
2495  << "if (sz_w) *sz_w = " << codegen_sz_w(g) << ";\n"
2496  << "return 0;\n"
2497  << "}\n\n";
2498 
2499  // Function that returns work vector lengths in bytes
2500  g << g.declare(
2501  "int " + name_ + "_work_bytes(casadi_int *sz_arg, casadi_int* sz_res, "
2502  "casadi_int *sz_iw, casadi_int *sz_w)")
2503  << " {\n"
2504  << "if (sz_arg) *sz_arg = " << codegen_sz_arg(g) << "*sizeof(const casadi_real*);\n"
2505  << "if (sz_res) *sz_res = " << codegen_sz_res(g) << "*sizeof(casadi_real*);\n"
2506  << "if (sz_iw) *sz_iw = " << codegen_sz_iw(g) << "*sizeof(casadi_int);\n"
2507  << "if (sz_w) *sz_w = " << codegen_sz_w(g) << "*sizeof(casadi_real);\n"
2508  << "return 0;\n"
2509  << "}\n\n";
2510 
2511  // Also add to header file to allow getting
2512  if (g.with_header) {
2513  g.header
2514  << "#define " << name_ << "_SZ_ARG " << codegen_sz_arg(g) << "\n"
2515  << "#define " << name_ << "_SZ_RES " << codegen_sz_res(g) << "\n"
2516  << "#define " << name_ << "_SZ_IW " << codegen_sz_iw(g) << "\n"
2517  << "#define " << name_ << "_SZ_W " << codegen_sz_w(g) << "\n";
2518  }
2519 
2520  // Which inputs are differentiable
2521  if (!all(is_diff_in_)) {
2522  g << g.declare("int " + name_ + "_diff_in(casadi_int i)") << " {\n"
2523  << "switch (i) {\n";
2524  for (casadi_int i=0; i<n_in_; ++i) {
2525  g << "case " << i << ": return " << is_diff_in_[i] << ";\n";
2526  }
2527  g << "default: return -1;\n}\n"
2528  << "}\n\n";
2529  }
2530 
2531  // Which outputs are differentiable
2532  if (!all(is_diff_out_)) {
2533  g << g.declare("int " + name_ + "_diff_out(casadi_int i)") << " {\n"
2534  << "switch (i) {\n";
2535  for (casadi_int i=0; i<n_out_; ++i) {
2536  g << "case " << i << ": return " << is_diff_out_[i] << ";\n";
2537  }
2538  g << "default: return -1;\n}\n"
2539  << "}\n\n";
2540  }
2541 
2542  // Generate mex gateway for the function
2543  if (g.mex) {
2544  // Begin conditional compilation
2545  g << "#ifdef MATLAB_MEX_FILE\n";
2546 
2547  // Declare wrapper
2548  g << "void mex_" << name_
2549  << "(int resc, mxArray *resv[], int argc, const mxArray *argv[]) {\n"
2550  << "casadi_int i;\n";
2551  g << "int mem;\n";
2552  // Work vectors, including input and output buffers
2553  casadi_int i_nnz = nnz_in(), o_nnz = nnz_out();
2554  size_t sz_w = this->sz_w();
2555  for (casadi_int i=0; i<n_in_; ++i) {
2556  const Sparsity& s = sparsity_in_[i];
2557  sz_w = std::max(sz_w, static_cast<size_t>(s.size1())); // To be able to copy a column
2558  sz_w = std::max(sz_w, static_cast<size_t>(s.size2())); // To be able to copy a row
2559  }
2560  sz_w += i_nnz + o_nnz;
2561  g << CodeGenerator::array("casadi_real", "w", sz_w);
2562  g << CodeGenerator::array("casadi_int", "iw", sz_iw());
2563  std::string fw = "w+" + str(i_nnz + o_nnz);
2564 
2565  // Copy inputs to buffers
2566  casadi_int offset=0;
2567  g << CodeGenerator::array("const casadi_real*", "arg", sz_arg(), "{0}");
2568 
2569  // Allocate output buffers
2570  g << "casadi_real* res[" << sz_res() << "] = {0};\n";
2571 
2572  // Check arguments
2573  g << "if (argc>" << n_in_ << ") mexErrMsgIdAndTxt(\"Casadi:RuntimeError\","
2574  << "\"Evaluation of \\\"" << name_ << "\\\" failed. Too many input arguments "
2575  << "(%d, max " << n_in_ << ")\", argc);\n";
2576 
2577  g << "if (resc>" << n_out_ << ") mexErrMsgIdAndTxt(\"Casadi:RuntimeError\","
2578  << "\"Evaluation of \\\"" << name_ << "\\\" failed. "
2579  << "Too many output arguments (%d, max " << n_out_ << ")\", resc);\n";
2580 
2581  for (casadi_int i=0; i<n_in_; ++i) {
2582  std::string p = "argv[" + str(i) + "]";
2583  g << "if (--argc>=0) arg[" << i << "] = "
2584  << g.from_mex(p, "w", offset, sparsity_in_[i], fw) << "\n";
2585  offset += nnz_in(i);
2586  }
2587 
2588  for (casadi_int i=0; i<n_out_; ++i) {
2589  if (i==0) {
2590  // if i==0, always store output (possibly ans output)
2591  g << "--resc;\n";
2592  } else {
2593  // Store output, if it exists
2594  g << "if (--resc>=0) ";
2595  }
2596  // Create and get pointer
2597  g << g.res(i) << " = w+" << str(offset) << ";\n";
2598  offset += nnz_out(i);
2599  }
2600  g << name_ << "_incref();\n";
2601  g << "mem = " << name_ << "_checkout();\n";
2602 
2603  // Call the function
2604  g << "i = " << name_ << "(arg, res, iw, " << fw << ", mem);\n"
2605  << "if (i) mexErrMsgIdAndTxt(\"Casadi:RuntimeError\",\"Evaluation of \\\"" << name_
2606  << "\\\" failed.\");\n";
2607  g << name_ << "_release(mem);\n";
2608  g << name_ << "_decref();\n";
2609 
2610  // Save results
2611  for (casadi_int i=0; i<n_out_; ++i) {
2612  g << "if (" << g.res(i) << ") resv[" << i << "] = "
2613  << g.to_mex(sparsity_out_[i], g.res(i)) << "\n";
2614  }
2615 
2616  // End conditional compilation and function
2617  g << "}\n"
2618  << "#endif\n\n";
2619  }
2620 
2621  if (g.main) {
2622  // Declare wrapper
2623  g << "casadi_int main_" << name_ << "(casadi_int argc, char* argv[]) {\n";
2624 
2625  g << "casadi_int j;\n";
2626  g << "casadi_real* a;\n";
2627  g << "const casadi_real* r;\n";
2628  g << "casadi_int flag;\n";
2629  if (needs_mem) g << "int mem;\n";
2630 
2631 
2632 
2633  // Work vectors and input and output buffers
2634  size_t nr = sz_w() + nnz_in() + nnz_out();
2635  g << CodeGenerator::array("casadi_int", "iw", sz_iw())
2636  << CodeGenerator::array("casadi_real", "w", nr);
2637 
2638  // Input buffers
2639  g << "const casadi_real* arg[" << sz_arg() << "];\n";
2640 
2641  // Output buffers
2642  g << "casadi_real* res[" << sz_res() << "];\n";
2643 
2644  casadi_int off=0;
2645  for (casadi_int i=0; i<n_in_; ++i) {
2646  g << "arg[" << i << "] = w+" << off << ";\n";
2647  off += nnz_in(i);
2648  }
2649  for (casadi_int i=0; i<n_out_; ++i) {
2650  g << "res[" << i << "] = w+" << off << ";\n";
2651  off += nnz_out(i);
2652  }
2653 
2654  // TODO(@jaeandersson): Read inputs from file. For now; read from stdin
2655  g << "a = w;\n"
2656  << "for (j=0; j<" << nnz_in() << "; ++j) "
2657  << "if (scanf(\"%lg\", a++)<=0) return 2;\n";
2658 
2659  if (needs_mem) {
2660  g << "mem = " << name_ << "_checkout();\n";
2661  }
2662 
2663  // Call the function
2664  g << "flag = " << name_ << "(arg, res, iw, w+" << off << ", ";
2665  if (needs_mem) {
2666  g << "mem";
2667  } else {
2668  g << "0";
2669  }
2670  g << ");\n";
2671  if (needs_mem) {
2672  g << name_ << "_release(mem);\n";
2673  }
2674  g << "if (flag) return flag;\n";
2675 
2676  // TODO(@jaeandersson): Write outputs to file. For now: print to stdout
2677  g << "r = w+" << nnz_in() << ";\n"
2678  << "for (j=0; j<" << nnz_out() << "; ++j) "
2679  << g.printf("%g ", "*r++") << "\n";
2680 
2681  // End with newline
2682  g << g.printf("\\n") << "\n";
2683 
2684  // Finalize function
2685  g << "return 0;\n"
2686  << "}\n\n";
2687  }
2688 
2689  if (g.with_mem) {
2690  // Allocate memory
2691  g << g.declare("casadi_functions* " + name_ + "_functions(void)") << " {\n"
2692  << "static casadi_functions fun = {\n"
2693  << name_ << "_incref,\n"
2694  << name_ << "_decref,\n"
2695  << name_ << "_checkout,\n"
2696  << name_ << "_release,\n"
2697  << name_ << "_default_in,\n"
2698  //<< name_ << "_alloc_mem,\n"
2699  //<< name_ << "_init_mem,\n"
2700  //<< name_ << "_free_mem,\n"
2701  << name_ << "_n_in,\n"
2702  << name_ << "_n_out,\n"
2703  << name_ << "_name_in,\n"
2704  << name_ << "_name_out,\n"
2705  << name_ << "_sparsity_in,\n"
2706  << name_ << "_sparsity_out,\n"
2707  << name_ << "_work,\n"
2708  << name_ << "\n"
2709  << "};\n"
2710  << "return &fun;\n"
2711  << "}\n";
2712  }
2713  // Flush
2714  g.flush(g.body);
2715  }
static std::string array(const std::string &type, const std::string &name, casadi_int len, const std::string &def=std::string())
virtual size_t codegen_sz_res(const CodeGenerator &g) const
Get required lengths, for codegen.
virtual size_t codegen_sz_arg(const CodeGenerator &g) const
Get required lengths, for codegen.
std::vector< bool > is_diff_out_
virtual size_t codegen_sz_iw(const CodeGenerator &g) const
Get required lengths, for codegen.
virtual void codegen_incref(CodeGenerator &g) const
Codegen incref for dependencies.
virtual size_t codegen_sz_w(const CodeGenerator &g) const
Get required lengths, for codegen.
std::vector< bool > is_diff_in_
Are inputs and outputs differentiable?
virtual void codegen_decref(CodeGenerator &g) const
Codegen decref for dependencies.
void codegen_sparsities(CodeGenerator &g) const
Codegen sparsities.
virtual double get_default_in(casadi_int ind) const
Get default input value.
bool all(const std::vector< bool > &v)
Check if all arguments are true.
Definition: casadi_misc.cpp:77

References casadi::all(), casadi::CodeGenerator::array(), casadi::CodeGenerator::body, casadi::FunctionInternal::codegen_decref(), casadi::FunctionInternal::codegen_incref(), casadi::FunctionInternal::codegen_mem_type(), casadi::FunctionInternal::codegen_name(), casadi::FunctionInternal::codegen_sparsities(), casadi::FunctionInternal::codegen_sz_arg(), casadi::FunctionInternal::codegen_sz_iw(), casadi::FunctionInternal::codegen_sz_res(), casadi::FunctionInternal::codegen_sz_w(), casadi::CodeGenerator::constant(), casadi::CodeGenerator::declare(), casadi::CodeGenerator::flush(), casadi::CodeGenerator::from_mex(), casadi::FunctionInternal::get_default_in(), casadi::CodeGenerator::header, casadi::FunctionInternal::is_diff_in_, casadi::FunctionInternal::is_diff_out_, casadi::CodeGenerator::main, casadi::CodeGenerator::mex, casadi::FunctionInternal::n_in_, casadi::FunctionInternal::n_out_, casadi::ProtoFunction::name_, casadi::FunctionInternal::name_in_, casadi::FunctionInternal::name_out_, casadi::FunctionInternal::nnz_in(), casadi::FunctionInternal::nnz_out(), casadi::CodeGenerator::printf(), casadi::CodeGenerator::res(), casadi::Sparsity::size1(), casadi::Sparsity::size2(), casadi::FunctionInternal::sparsity_in_, casadi::FunctionInternal::sparsity_out_, casadi::str(), casadi::FunctionInternal::sz_arg(), casadi::FunctionInternal::sz_iw(), casadi::FunctionInternal::sz_res(), casadi::FunctionInternal::sz_w(), casadi::CodeGenerator::to_mex(), casadi::CodeGenerator::with_header, and casadi::CodeGenerator::with_mem.

Referenced by casadi::CodeGenerator::add().

◆ codegen_name()

std::string casadi::FunctionInternal::codegen_name ( const CodeGenerator g,
bool  ns = true 
) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_lp

Definition at line 2717 of file function_internal.cpp.

2717  {
2718  if (ns) {
2719  // Get the index of the function
2720  for (auto&& e : g.added_functions_) {
2721  if (e.f.get()==this) return e.codegen_name;
2722  }
2723  } else {
2724  for (casadi_int i=0;i<g.added_functions_.size();++i) {
2725  const auto & e = g.added_functions_[i];
2726  if (e.f.get()==this) return "f" + str(i);
2727  }
2728  }
2729  casadi_error("Function '" + name_ + "' not found");
2730  }

References casadi::CodeGenerator::added_functions_, casadi::ProtoFunction::name_, and casadi::str().

Referenced by casadi::FunctionInternal::codegen_alloc_mem(), casadi::FunctionInternal::codegen_checkout(), casadi::Call::codegen_decref(), casadi::Call::codegen_incref(), casadi::FunctionInternal::codegen_mem(), casadi::FunctionInternal::codegen_meta(), casadi::FunctionInternal::codegen_release(), and casadi::CodeGenerator::mem().

◆ codegen_release()

void casadi::FunctionInternal::codegen_release ( CodeGenerator g) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_lx

Reimplemented in casadi::External.

Definition at line 2389 of file function_internal.cpp.

2389  {
2390  std::string name = codegen_name(g, false);
2391  std::string stack_counter = g.shorthand(name + "_unused_stack_counter");
2392  std::string stack = g.shorthand(name + "_unused_stack");
2393  g << stack << "[++" << stack_counter << "] = mem;\n";
2394  }

References casadi::FunctionInternal::codegen_name(), and casadi::CodeGenerator::shorthand().

Referenced by casadi::CodeGenerator::add_dependency().

◆ codegen_sparsities()

void casadi::FunctionInternal::codegen_sparsities ( CodeGenerator g) const
inherited

◆ codegen_sz_arg()

size_t casadi::FunctionInternal::codegen_sz_arg ( const CodeGenerator g) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_29g

Definition at line 2829 of file function_internal.cpp.

2829  {
2830  return sz_arg();
2831  }

References casadi::FunctionInternal::sz_arg().

Referenced by casadi::FunctionInternal::codegen_meta().

◆ codegen_sz_iw()

size_t casadi::FunctionInternal::codegen_sz_iw ( const CodeGenerator g) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_29g

Definition at line 2835 of file function_internal.cpp.

2835  {
2836  return sz_iw();
2837  }

References casadi::FunctionInternal::sz_iw().

Referenced by casadi::FunctionInternal::codegen_meta().

◆ codegen_sz_res()

size_t casadi::FunctionInternal::codegen_sz_res ( const CodeGenerator g) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_29g

Definition at line 2832 of file function_internal.cpp.

2832  {
2833  return sz_res();
2834  }

References casadi::FunctionInternal::sz_res().

Referenced by casadi::FunctionInternal::codegen_meta().

◆ codegen_sz_w()

size_t casadi::FunctionInternal::codegen_sz_w ( const CodeGenerator g) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_29g

Reimplemented in casadi::SXFunction.

Definition at line 2838 of file function_internal.cpp.

2838  {
2839  return sz_w();
2840  }

References casadi::FunctionInternal::sz_w().

Referenced by casadi::FunctionInternal::codegen_meta().

◆ computeNextHessian()

void casadi::Blocksqp::computeNextHessian ( BlocksqpMemory m,
casadi_int  idx,
casadi_int  maxQP 
) const

Definition at line 2254 of file blocksqp.cpp.

2255  {
2256  // Compute fallback update only once
2257  if (idx == 1) {
2258  // Switch storage
2259  m->hess = m->hess2;
2260 
2261  // If last block contains exact Hessian, we need to copy it
2262  if (which_second_derv_ == 1) {
2263  casadi_int dim = dim_[nblocks_-1];
2264  casadi_copy(m->hess1[nblocks_-1], dim*dim, m->hess2[nblocks_-1]);
2265  }
2266 
2267  // Limited memory: compute fallback update only when needed
2268  if (hess_lim_mem_) {
2269  m->itCount--;
2270  casadi_int hessDampSave = hess_damp_;
2271  const_cast<Blocksqp*>(this)->hess_damp_ = 1;
2273  const_cast<Blocksqp*>(this)->hess_damp_ = hessDampSave;
2274  m->itCount++;
2275  }
2276  /* Full memory: both updates must be computed in every iteration
2277  * so switching storage is enough */
2278  }
2279 
2280  // 'Nontrivial' convex combinations
2281  if (maxQP > 2) {
2282  /* Convexification parameter: mu_l = l / (maxQP-1).
2283  * Compute it only in the first iteration, afterwards update
2284  * by recursion: mu_l/mu_(l-1) */
2285  double idxF = idx;
2286  double mu = (idx==1) ? 1.0 / (maxQP-1) : idxF / (idxF - 1.0);
2287  double mu1 = 1.0 - mu;
2288  for (casadi_int b=0; b<nblocks_; b++) {
2289  casadi_int dim = dim_[b];
2290  for (casadi_int i=0; i<dim; i++) {
2291  for (casadi_int j=0; j<dim; j++) {
2292  m->hess2[b][i+j*dim] *= mu;
2293  m->hess2[b][i+j*dim] += mu1 * m->hess1[b][i+j*dim];
2294  }
2295  }
2296  }
2297  }
2298  }
void calcHessianUpdateLimitedMemory(BlocksqpMemory *m, casadi_int updateType, casadi_int hessScaling) const
Definition: blocksqp.cpp:1996
Blocksqp(const std::string &name, const Function &nlp)
Definition: blocksqp.cpp:49

References calcHessianUpdateLimitedMemory(), casadi::casadi_copy(), dim_, fallback_scaling_, fallback_update_, casadi::BlocksqpMemory::hess, casadi::BlocksqpMemory::hess1, casadi::BlocksqpMemory::hess2, hess_damp_, hess_lim_mem_, casadi::BlocksqpMemory::itCount, nblocks_, and which_second_derv_.

Referenced by solveQP().

◆ construct()

void casadi::ProtoFunction::construct ( const Dict opts)
inherited

Prepares the function for evaluation

Extra doc: https://github.com/casadi/casadi/wiki/L_jf

Definition at line 137 of file function_internal.cpp.

137  {
138  // Sanitize dictionary is needed
139  if (!Options::is_sane(opts)) {
140  // Call recursively
141  return construct(Options::sanitize(opts));
142  }
143 
144  // Make sure all options exist
145  get_options().check(opts);
146 
147  // Initialize the class hierarchy
148  try {
149  init(opts);
150  } catch(std::exception& e) {
151  casadi_error("Error calling " + class_name() + "::init for '" + name_ + "':\n"
152  + std::string(e.what()));
153  }
154 
155  // Revisit class hierarchy in reverse order
156  try {
157  finalize();
158  } catch(std::exception& e) {
159  casadi_error("Error calling " + class_name() + "::finalize for '" + name_ + "':\n"
160  + std::string(e.what()));
161  }
162  }
void construct(const Dict &opts)
Construct.
virtual const Options & get_options() const
Options.
virtual void init(const Dict &opts)
Initialize.
virtual void finalize()
Finalize the object creation.
static bool is_sane(const Dict &opts)
Is the dictionary sane.
Definition: options.cpp:169
static Dict sanitize(const Dict &opts, bool top_level=true)
Sanitize a options dictionary.
Definition: options.cpp:173
void check(const Dict &opts) const
Check if options exist.
Definition: options.cpp:240

References casadi::Options::check(), casadi::SharedObjectInternal::class_name(), casadi::ProtoFunction::finalize(), casadi::ProtoFunction::get_options(), casadi::ProtoFunction::init(), casadi::Options::is_sane(), casadi::ProtoFunction::name_, and casadi::Options::sanitize().

Referenced by casadi::Function::create(), casadi::FmuFunction::factory(), casadi::FmuFunction::get_forward(), casadi::FmuFunction::get_jacobian(), casadi::LinearInterpolant::get_jacobian(), and casadi::FmuFunction::get_reverse().

◆ convert_arg() [1/2]

template<typename M >
std::vector< M > casadi::FunctionInternal::convert_arg ( const std::map< std::string, M > &  arg) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ks

Definition at line 1811 of file function_internal.hpp.

1812  {
1813  // Get default inputs
1814  std::vector<M> arg_v(n_in_);
1815  for (casadi_int i=0; i<arg_v.size(); ++i) {
1816  arg_v[i] = get_default_in(i);
1817  }
1818 
1819  // Assign provided inputs
1820  for (auto&& e : arg) {
1821  arg_v.at(index_in(e.first)) = e.second;
1822  }
1823 
1824  return arg_v;
1825  }
casadi_int index_in(const std::string &name) const
Get input scheme index by name.

References casadi::FunctionInternal::get_default_in(), casadi::FunctionInternal::index_in(), and casadi::FunctionInternal::n_in_.

◆ convert_arg() [2/2]

template<typename M >
std::map< std::string, M > casadi::FunctionInternal::convert_arg ( const std::vector< M > &  arg) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ks

Definition at line 1799 of file function_internal.hpp.

1800  {
1801  casadi_assert(arg.size()==n_in_, "Incorrect number of inputs: Expected "
1802  + str(n_in_) + ", got " + str(arg.size()));
1803  std::map<std::string, M> ret;
1804  for (casadi_int i=0;i<n_in_;++i) {
1805  ret[name_in_[i]] = arg[i];
1806  }
1807  return ret;
1808  }

References casadi::FunctionInternal::n_in_, casadi::FunctionInternal::name_in_, and casadi::str().

◆ convert_res() [1/2]

template<typename M >
std::vector< M > casadi::FunctionInternal::convert_res ( const std::map< std::string, M > &  res) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ks

Definition at line 1840 of file function_internal.hpp.

1841  {
1842  // Get default inputs
1843  std::vector<M> res_v(n_out_);
1844  for (casadi_int i=0; i<res_v.size(); ++i) {
1845  res_v[i] = std::numeric_limits<double>::quiet_NaN();
1846  }
1847 
1848  // Assign provided inputs
1849  for (auto&& e : res) {
1850  M a = e.second;
1851  res_v.at(index_out(e.first)) = a;
1852  }
1853  return res_v;
1854  }
casadi_int index_out(const std::string &name) const
Get output scheme index by name.

References casadi::FunctionInternal::index_out(), and casadi::FunctionInternal::n_out_.

◆ convert_res() [2/2]

template<typename M >
std::map< std::string, M > casadi::FunctionInternal::convert_res ( const std::vector< M > &  res) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ks

Definition at line 1828 of file function_internal.hpp.

1829  {
1830  casadi_assert(res.size()==n_out_, "Incorrect number of outputs: Expected "
1831  + str(n_out_) + ", got " + str(res.size()));
1832  std::map<std::string, M> ret;
1833  for (casadi_int i=0;i<n_out_;++i) {
1834  ret[name_out_[i]] = res[i];
1835  }
1836  return ret;
1837  }

References casadi::FunctionInternal::n_out_, casadi::FunctionInternal::name_out_, and casadi::str().

◆ convertHessian()

void casadi::Blocksqp::convertHessian ( BlocksqpMemory m) const

Convert array *hess to a single symmetric sparse matrix in Harwell-Boeing format (as used by qpOASES)

Definition at line 2712 of file blocksqp.cpp.

2713  {
2714  casadi_int count, colCountTotal, rowOffset;
2715  casadi_int nnz;
2716 
2717  // 1) count nonzero elements
2718  nnz = 0;
2719  for (casadi_int b=0; b<nblocks_; b++) {
2720  casadi_int dim = dim_[b];
2721  for (casadi_int i=0; i<dim; i++) {
2722  for (casadi_int j=0; j<dim; j++) {
2723  if (fabs(m->hess[b][i+j*dim]) > eps_) {
2724  nnz++;
2725  }
2726  }
2727  }
2728  }
2729 
2730  m->hessIndCol = m->hessIndRow + nnz;
2731  m->hessIndLo = m->hessIndCol + (nx_+1);
2732 
2733  // 2) store matrix entries columnwise in hessNz
2734  count = 0; // runs over all nonzero elements
2735  colCountTotal = 0; // keep track of position in large matrix
2736  rowOffset = 0;
2737  for (casadi_int b=0; b<nblocks_; b++) {
2738  casadi_int dim = dim_[b];
2739 
2740  for (casadi_int i=0; i<dim; i++) {
2741  // column 'colCountTotal' starts at element 'count'
2742  m->hessIndCol[colCountTotal] = count;
2743 
2744  for (casadi_int j=0; j<dim; j++) {
2745  if (fabs(m->hess[b][i+j*dim]) > eps_) {
2746  m->hess_lag[count] = m->hess[b][i+j*dim];
2747  m->hessIndRow[count] = j + rowOffset;
2748  count++;
2749  }
2750  }
2751  colCountTotal++;
2752  }
2753  rowOffset += dim;
2754  }
2755  m->hessIndCol[colCountTotal] = count;
2756 
2757  // 3) Set reference to lower triangular matrix
2758  for (casadi_int j=0; j<nx_; j++) {
2759  casadi_int i;
2760  for (i=m->hessIndCol[j]; i<m->hessIndCol[j+1] && m->hessIndRow[i]<j; i++) {}
2761  m->hessIndLo[j] = i;
2762  }
2763 
2764  if (count != nnz)
2765  print("***WARNING: Error in convertHessian: %i elements processed, "
2766  "should be %i elements!\n", count, nnz);
2767  }

References dim_, eps_, casadi::BlocksqpMemory::hess, casadi::BlocksqpMemory::hess_lag, casadi::BlocksqpMemory::hessIndCol, casadi::BlocksqpMemory::hessIndLo, casadi::BlocksqpMemory::hessIndRow, nblocks_, casadi::Nlpsol::nx_, and casadi::ProtoFunction::print().

Referenced by solveQP().

◆ create_forward()

Function casadi::OracleFunction::create_forward ( const std::string &  fname,
casadi_int  nfwd 
)
inherited

Create an oracle function as a forward derivative of a different function

Definition at line 278 of file oracle_function.cpp.

278  {
279  // Create derivative
280  Function ret = get_function(fname).forward(nfwd);
281  std::string fwd_name = forward_name(fname, nfwd); // may be different from ret.name()
282  if (!has_function(fwd_name)) set_function(ret, fwd_name, true);
283  return ret;
284 }
static std::string forward_name(const std::string &fcn, casadi_int nfwd)
Helper function: Get name of forward derivative function.
void set_function(const Function &fcn, const std::string &fname, bool jit=false)
bool has_function(const std::string &fname) const override

References casadi::FunctionInternal::forward_name(), casadi::OracleFunction::get_function(), casadi::OracleFunction::has_function(), and casadi::OracleFunction::set_function().

Referenced by casadi::Integrator::init(), casadi::ImplicitFixedStepIntegrator::init(), casadi::SLEQPInterface::init(), casadi::SundialsInterface::init(), and casadi::RungeKutta::setup_step().

◆ create_function() [1/3]

Function casadi::OracleFunction::create_function ( const Function oracle,
const std::string &  fname,
const std::vector< std::string > &  s_in,
const std::vector< std::string > &  s_out,
const Function::AuxOut aux = Function::AuxOut(),
const Dict opts = Dict() 
)
inherited

Create an oracle function, using a different oracle function Temporary addition to allow transition from one oracle formulation to another.

Definition at line 235 of file oracle_function.cpp.

239  {
240  // Print progress
241  if (verbose_) {
242  casadi_message(name_ + "::create_function " + fname + ":" + str(s_in) + "->" + str(s_out));
243  }
244 
245  // Check if function is already in cache
246  Function ret;
247  if (incache(fname, ret)) {
248  // Consistency checks
249  casadi_assert(ret.n_in() == s_in.size(), fname + " has wrong number of inputs");
250  casadi_assert(ret.n_out() == s_out.size(), fname + " has wrong number of outputs");
251  } else {
252  // Retrieve specific set of options if available
253  Dict specific_options;
254  auto it = specific_options_.find(fname);
255  if (it!=specific_options_.end()) specific_options = it->second;
256 
257  // Combine specific and common options
258  Dict opt = combine(specific_options, common_options_);
259  opt = combine(opts, opt);
260 
261  // Generate the function
262  ret = oracle.factory(fname, s_in, s_out, aux, opt);
263 
264  // Make sure that it's sound
265  if (ret.has_free()) {
266  casadi_error("Cannot create '" + fname + "' since " + str(ret.get_free()) + " are free.");
267  }
268 
269  // Add to cache
270  tocache_if_missing(ret);
271  }
272 
273  // Save and return
274  set_function(ret, fname, true);
275  return ret;
276 }
void tocache_if_missing(Function &f, const std::string &suffix="") const
Save function to cache, only if missing.
bool incache(const std::string &fname, Function &f, const std::string &suffix="") const
Get function in cache.
Function factory(const std::string &name, const std::vector< std::string > &s_in, const std::vector< std::string > &s_out, const AuxOut &aux=AuxOut(), const Dict &opts=Dict()) const
Definition: function.cpp:1812
Dict common_options_
Options for creating functions.
const Function & oracle() const override
Get oracle.
bool verbose_
Verbose printout.
Dict combine(const Dict &first, const Dict &second, bool recurse)
Combine two dicts. First has priority.

References casadi::combine(), casadi::OracleFunction::common_options_, casadi::Function::factory(), casadi::Function::get_free(), casadi::Function::has_free(), casadi::FunctionInternal::incache(), casadi::Function::n_in(), casadi::Function::n_out(), casadi::ProtoFunction::name_, casadi::OracleFunction::oracle(), casadi::OracleFunction::set_function(), casadi::OracleFunction::specific_options_, casadi::str(), casadi::FunctionInternal::tocache_if_missing(), and casadi::ProtoFunction::verbose_.

Referenced by casadi::OracleFunction::create_function(), casadi::Integrator::init(), casadi::Nlpsol::init(), casadi::AlpaqaInterface::init(), init(), casadi::BonminInterface::init(), casadi::FatropInterface::init(), casadi::IpoptInterface::init(), casadi::KnitroInterface::init(), casadi::MadnlpInterface::init(), casadi::SLEQPInterface::init(), casadi::SnoptInterface::init(), casadi::SundialsInterface::init(), casadi::WorhpInterface::init(), casadi::Feasiblesqpmethod::init(), casadi::Qrsqp::init(), and casadi::Sqpmethod::init().

◆ create_function() [2/3]

Function casadi::OracleFunction::create_function ( const std::string &  fname,
const std::vector< MX > &  e_in,
const std::vector< MX > &  e_out,
const std::vector< std::string > &  s_in,
const std::vector< std::string > &  s_out,
const Dict opts = Dict() 
)
inherited

Create an oracle function from MX

Definition at line 187 of file oracle_function.cpp.

192  {
193 
194  // Print progress
195  if (verbose_) {
196  casadi_message(name_ + "::create_function " + fname + ":" + str(s_in) + "->" + str(s_out));
197  }
198 
199  // Check if function is already in cache
200  Function ret;
201  if (incache(fname, ret)) {
202  // Consistency checks
203  casadi_assert(ret.n_in() == s_in.size(), fname + " has wrong number of inputs");
204  casadi_assert(ret.n_out() == s_out.size(), fname + " has wrong number of outputs");
205  } else {
206  // Retrieve specific set of options if available
207  Dict specific_options;
208  auto it = specific_options_.find(fname);
209  if (it!=specific_options_.end()) specific_options = it->second;
210 
211  // Combine specific and common options
212  Dict opt = combine(specific_options, common_options_);
213  opt = combine(opts, opt);
214 
215  // Generate the function
216  ret = Function(fname, e_in, e_out, s_in, s_out, opt);
217 
218  // Make sure that it's sound
219  if (ret.has_free()) {
220  casadi_error("Cannot create '" + fname + "' since " + str(ret.get_free()) + " are free.");
221  }
222 
223  // TODO(jgillis) Conditionally convert to SX
224 
225  // Add to cache
226  tocache_if_missing(ret);
227  }
228 
229  // Save and return
230  set_function(ret, fname, true);
231  return ret;
232 
233 }

References casadi::combine(), casadi::OracleFunction::common_options_, casadi::FunctionInternal::Function, casadi::Function::get_free(), casadi::Function::has_free(), casadi::FunctionInternal::incache(), casadi::Function::n_in(), casadi::Function::n_out(), casadi::ProtoFunction::name_, casadi::OracleFunction::set_function(), casadi::OracleFunction::specific_options_, casadi::str(), casadi::FunctionInternal::tocache_if_missing(), and casadi::ProtoFunction::verbose_.

◆ create_function() [3/3]

Function casadi::OracleFunction::create_function ( const std::string &  fname,
const std::vector< std::string > &  s_in,
const std::vector< std::string > &  s_out,
const Function::AuxOut aux = Function::AuxOut(),
const Dict opts = Dict() 
)
inherited

Create an oracle function

Definition at line 179 of file oracle_function.cpp.

183  {
184  return create_function(oracle_, fname, s_in, s_out, aux, opts);
185 }
Function oracle_
Oracle: Used to generate other functions.
Function create_function(const Function &oracle, const std::string &fname, const std::vector< std::string > &s_in, const std::vector< std::string > &s_out, const Function::AuxOut &aux=Function::AuxOut(), const Dict &opts=Dict())

References casadi::OracleFunction::create_function(), and casadi::OracleFunction::oracle_.

◆ create_oracle()

template<typename XType >
Function casadi::Nlpsol::create_oracle ( const std::map< std::string, XType > &  d,
const Dict opts 
)
staticinherited

Definition at line 129 of file nlpsol.cpp.

130  {
131  std::vector<XType> nl_in(NL_NUM_IN), nl_out(NL_NUM_OUT);
132  for (auto&& i : d) {
133  if (i.first=="x") {
134  nl_in[NL_X]=i.second;
135  } else if (i.first=="p") {
136  nl_in[NL_P]=i.second;
137  } else if (i.first=="f") {
138  nl_out[NL_F]=i.second;
139  } else if (i.first=="g") {
140  nl_out[NL_G]=i.second;
141  } else {
142  casadi_error("No such field: " + i.first);
143  }
144  }
145  if (nl_out[NL_F].is_empty()) nl_out[NL_F] = 0;
146  if (nl_out[NL_G].is_empty()) nl_out[NL_G] = XType(0, 1);
147 
148  // Options for the oracle
149  Dict oracle_options;
150  Dict::const_iterator it = opts.find("oracle_options");
151  if (it != opts.end()) {
152  // "oracle_options" has been set
153  oracle_options = it->second;
154  } else {
155  // Propagate selected options from Nlpsol to oracle by default
156  for (const char* op : {"verbose", "regularity_check"})
157  if ((it = opts.find(op)) != opts.end()) {
158  oracle_options[op] = it->second;
159  }
160  }
161 
162  // Create oracle
163  return Function("nlp", nl_in, nl_out, NL_INPUTS, NL_OUTPUTS, oracle_options);
164  }
@ NL_X
Decision variable.
Definition: nlpsol.hpp:170
@ NL_P
Fixed parameter.
Definition: nlpsol.hpp:172
@ NL_NUM_IN
Number of NLP inputs.
Definition: nlpsol.hpp:174
@ NL_F
Objective function.
Definition: nlpsol.hpp:183
@ NL_G
Constraint function.
Definition: nlpsol.hpp:185
@ NL_NUM_OUT
Number of NLP outputs.
Definition: nlpsol.hpp:187
const std::vector< std::string > NL_INPUTS
Shortname for onput arguments of an NLP function.
Definition: nlpsol.hpp:178
const std::vector< std::string > NL_OUTPUTS
Shortname for output arguments of an NLP function.
Definition: nlpsol.hpp:191

References casadi::FunctionInternal::Function, casadi::NL_F, casadi::NL_G, casadi::NL_INPUTS, casadi::NL_NUM_IN, casadi::NL_NUM_OUT, casadi::NL_OUTPUTS, casadi::NL_P, and casadi::NL_X.

Referenced by casadi::construct_nlpsol().

◆ creator()

static Nlpsol* casadi::Blocksqp::creator ( const std::string &  name,
const Function nlp 
)
inlinestatic

Definition at line 163 of file blocksqp.hpp.

163  {
164  return new Blocksqp(name, nlp);
165  }

Referenced by casadi::casadi_register_nlpsol_blocksqp().

◆ debug_repr()

std::string casadi::GenericSharedInternal< SharedObject , SharedObjectInternal >::debug_repr ( const Internal *  i) const
inherited

Definition at line 62 of file generic_shared_internal.hpp.

162  {
163  // Note: i != this because of something something multiple inheritance
164  return str( (casadi_int)(i)) + "/" + static_cast<const Internal*>(this)->class_name();
165  }

◆ definition()

std::string casadi::FunctionInternal::definition ( ) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ma

Definition at line 941 of file function_internal.cpp.

941  {
942  std::stringstream s;
943 
944  // Print name
945  s << name_ << ":(";
946  // Print input arguments
947  for (casadi_int i=0; i<n_in_; ++i) {
948  if (!is_diff_in_.empty() && !is_diff_in_[i]) s << "#";
949  s << name_in_[i] << sparsity_in_[i].postfix_dim() << (i==n_in_-1 ? "" : ",");
950  }
951  s << ")->(";
952  // Print output arguments
953  for (casadi_int i=0; i<n_out_; ++i) {
954  if (!is_diff_out_.empty() && !is_diff_out_[i]) s << "#";
955  s << name_out_[i] << sparsity_out_[i].postfix_dim() << (i==n_out_-1 ? "" : ",");
956  }
957  s << ")";
958 
959  return s.str();
960  }

References casadi::FunctionInternal::is_diff_in_, casadi::FunctionInternal::is_diff_out_, casadi::FunctionInternal::n_in_, casadi::FunctionInternal::n_out_, casadi::ProtoFunction::name_, casadi::FunctionInternal::name_in_, casadi::FunctionInternal::name_out_, casadi::FunctionInternal::sparsity_in_, and casadi::FunctionInternal::sparsity_out_.

Referenced by casadi::FunctionInternal::codegen(), casadi::FunctionInternal::disp(), casadi::MXFunction::should_inline(), and casadi::SXFunction::should_inline().

◆ deserialize()

static ProtoFunction* casadi::Blocksqp::deserialize ( DeserializingStream s)
inlinestatic

Definition at line 406 of file blocksqp.hpp.

406 { return new Blocksqp(s); }

Referenced by casadi::casadi_register_nlpsol_blocksqp().

◆ destroySingleton()

void casadi::GenericSharedInternal< SharedObject , SharedObjectInternal >::destroySingleton ( )
inlineprotectedinherited

Called in the destructor of singletons

Definition at line 77 of file generic_shared_internal.hpp.

77  {
78  static_cast<Internal*>(this)->count--;
79  }

◆ diff_prefix()

std::string casadi::FunctionInternal::diff_prefix ( const std::string &  prefix) const
inherited

Definition at line 2043 of file function_internal.cpp.

2043  {
2044  // Highest index found in current inputs and outputs
2045  casadi_int highest_index = 0;
2046  // Loop over both input names and output names
2047  for (const std::vector<std::string>& name_io : {name_in_, name_out_}) {
2048  for (const std::string& n : name_io) {
2049  // Find end of prefix, skip if no prefix
2050  size_t end = n.find('_');
2051  if (end >= n.size()) continue;
2052  // Skip if too short
2053  if (end < prefix.size()) continue;
2054  // Skip if wrong prefix
2055  if (n.compare(0, prefix.size(), prefix) != 0) continue;
2056  // Beginning of index
2057  size_t begin = prefix.size();
2058  // Check if any index
2059  casadi_int this_index;
2060  if (begin == end) {
2061  // No prefix, implicitly 1
2062  this_index = 1;
2063  } else {
2064  // Read index from string
2065  this_index = std::stoi(n.substr(begin, end - begin));
2066  }
2067  // Find the highest index
2068  if (this_index > highest_index) highest_index = this_index;
2069  }
2070  }
2071  // Return one higher index
2072  if (highest_index == 0) {
2073  return prefix + "_";
2074  } else {
2075  return prefix + std::to_string(highest_index + 1) + "_";
2076  }
2077  }

References casadi::FunctionInternal::name_in_, and casadi::FunctionInternal::name_out_.

Referenced by casadi::FunctionInternal::forward(), and casadi::FunctionInternal::reverse().

◆ disp()

void casadi::FunctionInternal::disp ( std::ostream &  stream,
bool  more 
) const
overridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_m8

Implements casadi::SharedObjectInternal.

Definition at line 962 of file function_internal.cpp.

962  {
963  stream << definition() << " " << class_name();
964  if (more) {
965  stream << std::endl;
966  disp_more(stream);
967  }
968  }
virtual void disp_more(std::ostream &stream) const
Print more.

References casadi::SharedObjectInternal::class_name(), casadi::FunctionInternal::definition(), and casadi::FunctionInternal::disp_more().

Referenced by casadi::MXFunction::eval(), and casadi::SXFunction::eval().

◆ disp_more()

void casadi::Nlpsol::disp_more ( std::ostream &  stream) const
overridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1nt

Reimplemented from casadi::FunctionInternal.

Definition at line 842 of file nlpsol.cpp.

842  {
843  stream << "minimize f(x;p) subject to lbx<=x<=ubx, lbg<=g(x;p)<=ubg defined by:\n";
844  oracle_.disp(stream, true);
845  }
void disp(std::ostream &stream, bool more=false) const
Print a description of the object.

References casadi::SharedObject::disp(), and casadi::OracleFunction::oracle_.

◆ dm_in() [1/2]

const std::vector< DM > casadi::FunctionInternal::dm_in ( ) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_l7

Definition at line 3244 of file function_internal.cpp.

3244  {
3245  std::vector<DM> ret(n_in_);
3246  for (casadi_int i=0; i<ret.size(); ++i) {
3247  ret[i] = dm_in(i);
3248  }
3249  return ret;
3250  }
const std::vector< DM > dm_in() const
Get function input(s) and output(s)

References casadi::FunctionInternal::n_in_.

Referenced by casadi::FunctionInternal::nz_in().

◆ dm_in() [2/2]

const DM casadi::FunctionInternal::dm_in ( casadi_int  ind) const
inherited

◆ dm_out() [1/2]

const std::vector< DM > casadi::FunctionInternal::dm_out ( ) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_l7

Definition at line 3252 of file function_internal.cpp.

3252  {
3253  std::vector<DM> ret(n_out_);
3254  for (casadi_int i=0; i<ret.size(); ++i) {
3255  ret[i] = dm_out(i);
3256  }
3257  return ret;
3258  }
const std::vector< DM > dm_out() const
Get function input(s) and output(s)

References casadi::FunctionInternal::n_out_.

Referenced by casadi::FunctionInternal::nz_out().

◆ dm_out() [2/2]

const DM casadi::FunctionInternal::dm_out ( casadi_int  ind) const
inherited

◆ ensure_stacked()

template<typename MatType >
MatType casadi::FunctionInternal::ensure_stacked ( const MatType &  v,
const Sparsity sp,
casadi_int  n 
)
staticinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_26j

Definition at line 1857 of file function_internal.hpp.

1857  {
1858  // Check dimensions
1859  if (v.size1() == sp.size1() && v.size2() == n * sp.size2()) {
1860  // Ensure that sparsity is a horizontal multiple of original input, or has no entries
1861  if (v.nnz() != 0 && !v.sparsity().is_stacked(sp, n)) {
1862  return project(v, repmat(sp, 1, n));
1863  }
1864  } else {
1865  // Correct empty sparsity
1866  casadi_assert_dev(v.is_empty());
1867  return MatType(sp.size1(), sp.size2() * n);
1868  }
1869  // No correction needed
1870  return v;
1871  }

References casadi::Sparsity::size1(), and casadi::Sparsity::size2().

◆ eval()

int casadi::Nlpsol::eval ( const double **  arg,
double **  res,
casadi_int *  iw,
double *  w,
void *  mem 
) const
finalvirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kb

Reimplemented from casadi::FunctionInternal.

Definition at line 704 of file nlpsol.cpp.

704  {
705  auto m = static_cast<NlpsolMemory*>(mem);
706 
707  auto d_nlp = &m->d_nlp;
708 
709  // Reset the solver, prepare for solution
710  setup(m, arg, res, iw, w);
711  auto p_nlp = d_nlp->prob;
712 
713  // Set initial guess
714  casadi_copy(d_nlp->x0, nx_, d_nlp->z);
715 
716  // Read simple bounds and multiplier guesses
717  casadi_copy(d_nlp->lbx, nx_, d_nlp->lbz);
718  casadi_copy(d_nlp->ubx, nx_, d_nlp->ubz);
719  casadi_copy(d_nlp->lam_x0, nx_, d_nlp->lam);
720 
721  if (p_nlp->detect_bounds.ng==0) {
722  // Read constraint bounds and multiplier guesses
723  casadi_copy(d_nlp->lbg, ng_, d_nlp->lbz+nx_);
724  casadi_copy(d_nlp->ubg, ng_, d_nlp->ubz+nx_);
725  casadi_copy(d_nlp->lam_g0, ng_, d_nlp->lam+nx_);
726  } else {
727  if (casadi_detect_bounds_before(d_nlp)) return 1;
728  }
729 
730  // Set multipliers to nan
731  casadi_fill(d_nlp->lam_p, np_, nan);
732 
733  // Reset f, g
734  d_nlp->objective = nan;
735  casadi_fill(d_nlp->z + nx_, ng_, nan);
736 
737  // Check the provided inputs
738  check_inputs(m);
739 
740  // Solve the NLP
741  int flag = solve(m);
742 
743  // Join statistics (introduced for parallel oracle facilities)
744  join_results(m);
745 
746  // Calculate multiplers
747  if ((calc_f_ || calc_g_ || calc_lam_x_ || calc_lam_p_) && !flag) {
748  const double lam_f = 1.;
749  m->arg[0] = d_nlp->z;
750  m->arg[1] = d_nlp->p;
751  m->arg[2] = &lam_f;
752  m->arg[3] = d_nlp->lam + nx_;
753  m->res[0] = calc_f_ ? &d_nlp->objective : nullptr;
754  m->res[1] = calc_g_ ? d_nlp->z + nx_ : nullptr;
755  m->res[2] = calc_lam_x_ ? d_nlp->lam : nullptr;
756  m->res[3] = calc_lam_p_ ? d_nlp->lam_p : nullptr;
757  if (calc_function(m, "nlp_grad")) {
758  casadi_warning("Failed to calculate multipliers");
759  }
760  if (calc_lam_x_) casadi_scal(nx_, -1., d_nlp->lam);
761  if (calc_lam_p_) casadi_scal(np_, -1., d_nlp->lam_p);
762  }
763 
764  // Make sure that an optimal solution is consistant with bounds
765  if (bound_consistency_ && !flag) {
766  bound_consistency(nx_+ng_, d_nlp->z, d_nlp->lam, d_nlp->lbz, d_nlp->ubz);
767  }
768 
769  // Get optimal solution
770  casadi_copy(d_nlp->z, nx_, d_nlp->x);
771 
772  if (p_nlp->detect_bounds.ng==0) {
773  casadi_copy(d_nlp->z + nx_, ng_, d_nlp->g);
774  casadi_copy(d_nlp->lam, nx_, d_nlp->lam_x);
775  casadi_copy(d_nlp->lam + nx_, ng_, d_nlp->lam_g);
776  } else {
777  if (casadi_detect_bounds_after(d_nlp)) return 1;
778  }
779 
780  casadi_copy(d_nlp->lam_p, np_, d_nlp->lam_p);
781  casadi_copy(&d_nlp->objective, 1, d_nlp->f);
782 
783  if (m->success) m->unified_return_status = SOLVER_RET_SUCCESS;
784 
785  if (error_on_fail_ && !m->success)
786  casadi_error("nlpsol process failed. "
787  "Set 'error_on_fail' option to false to ignore this error.");
788 
789  if (m->unified_return_status==SOLVER_RET_EXCEPTION) {
790  casadi_error("An exception was raised in the solver.");
791  }
792  return flag;
793  }
void setup(void *mem, const double **arg, double **res, casadi_int *iw, double *w) const
Set the (persistent and temporary) work vectors.
virtual void check_inputs(void *mem) const
Check if the inputs correspond to a well-posed problem.
Definition: nlpsol.cpp:613
static void bound_consistency(casadi_int n, double *z, double *lam, const double *lbz, const double *ubz)
Definition: nlpsol.cpp:678
virtual int solve(void *mem) const =0
void join_results(OracleMemory *m) const
Combine results from different threads.
int calc_function(OracleMemory *m, const std::string &fcn, const double *const *arg=nullptr, int thread_id=0) const
const double nan
Not a number.
Definition: calculus.hpp:53
@ SOLVER_RET_SUCCESS
@ SOLVER_RET_EXCEPTION

References casadi::Nlpsol::bound_consistency(), casadi::Nlpsol::bound_consistency_, casadi::Nlpsol::calc_f_, casadi::OracleFunction::calc_function(), casadi::Nlpsol::calc_g_, casadi::Nlpsol::calc_lam_p_, casadi::Nlpsol::calc_lam_x_, casadi::casadi_copy(), casadi::casadi_fill(), casadi::casadi_scal(), casadi::Nlpsol::check_inputs(), casadi::NlpsolMemory::d_nlp, casadi::ProtoFunction::error_on_fail_, casadi::OracleFunction::join_results(), casadi::nan, casadi::Nlpsol::ng_, casadi::Nlpsol::np_, casadi::Nlpsol::nx_, casadi::FunctionInternal::setup(), casadi::Nlpsol::solve(), casadi::SOLVER_RET_EXCEPTION, and casadi::SOLVER_RET_SUCCESS.

◆ eval_dm()

std::vector< DM > casadi::FunctionInternal::eval_dm ( const std::vector< DM > &  arg) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ke

Reimplemented in casadi::CallbackInternal.

Definition at line 2026 of file function_internal.cpp.

2026  {
2027  casadi_error("'eval_dm' not defined for " + class_name());
2028  }

References casadi::SharedObjectInternal::class_name().

Referenced by casadi::FunctionInternal::eval().

◆ eval_gen() [1/3]

int casadi::FunctionInternal::eval_gen ( const bvec_t **  arg,
bvec_t **  res,
casadi_int *  iw,
bvec_t w,
void *  mem,
bool  always_inline,
bool  never_inline 
) const
inlineinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kf

Definition at line 430 of file function_internal.hpp.

431  {
432  return sp_forward(arg, res, iw, w, mem);
433  }
virtual int sp_forward(const bvec_t **arg, bvec_t **res, casadi_int *iw, bvec_t *w, void *mem) const
Propagate sparsity forward.

◆ eval_gen() [2/3]

int casadi::FunctionInternal::eval_gen ( const double **  arg,
double **  res,
casadi_int *  iw,
double *  w,
void *  mem,
bool  always_inline,
bool  never_inline 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kb

Definition at line 830 of file function_internal.cpp.

832  {
833  casadi_int dump_id = (dump_in_ || dump_out_ || dump_) ? get_dump_id() : 0;
834  if (dump_in_) dump_in(dump_id, arg);
835  if (dump_ && dump_id==0) dump();
836  if (print_in_) print_in(uout(), arg, false);
837  auto m = static_cast<ProtoFunctionMemory*>(mem);
838 
839  // Avoid memory corruption
840  for (casadi_int i=0;i<n_in_;++i) {
841  casadi_assert(arg[i]==0 || arg[i]+nnz_in(i)<=w || arg[i]>=w+sz_w(),
842  "Memory corruption detected for input " + name_in_[i] + ".\n"+
843  "arg[" + str(i) + "] " + str(arg[i]) + "-" + str(arg[i]+nnz_in(i)) +
844  " intersects with w " + str(w)+"-"+str(w+sz_w())+".");
845  }
846  for (casadi_int i=0;i<n_out_;++i) {
847  casadi_assert(res[i]==0 || res[i]+nnz_out(i)<=w || res[i]>=w+sz_w(),
848  "Memory corruption detected for output " + name_out_[i]);
849  }
850  // Reset statistics
851  for (auto&& s : m->fstats) s.second.reset();
852  if (m->t_total) m->t_total->tic();
853  int ret;
854  if (eval_) {
855  auto m = static_cast<FunctionMemory*>(mem);
856  m->stats_available = true;
857  int mem_ = 0;
858  if (checkout_) {
859 #ifdef CASADI_WITH_THREAD
860  std::lock_guard<std::mutex> lock(mtx_);
861 #endif //CASADI_WITH_THREAD
862  mem_ = checkout_();
863  }
864  ret = eval_(arg, res, iw, w, mem_);
865  if (release_) {
866 #ifdef CASADI_WITH_THREAD
867  std::lock_guard<std::mutex> lock(mtx_);
868 #endif //CASADI_WITH_THREAD
869  release_(mem_);
870  }
871  } else {
872  ret = eval(arg, res, iw, w, mem);
873  }
874  if (m->t_total) m->t_total->toc();
875  // Show statistics
876  print_time(m->fstats);
877 
878  if (dump_out_) dump_out(dump_id, res);
879  if (print_out_) print_out(uout(), res, false);
880  // Check all outputs for NaNs
881  if (regularity_check_) {
882  for (casadi_int i = 0; i < n_out_; ++i) {
883  // Skip of not calculated
884  if (!res[i]) continue;
885  // Loop over nonzeros
886  casadi_int nnz = this->nnz_out(i);
887  for (casadi_int nz = 0; nz < nnz; ++nz) {
888  if (isnan(res[i][nz]) || isinf(res[i][nz])) {
889  // Throw readable error message
890  casadi_error(str(res[i][nz]) + " detected for output " + name_out_[i] + " at "
891  + sparsity_out(i).repr_el(nz));
892  }
893  }
894  }
895  }
896  return ret;
897  }
void print_in(std::ostream &stream, const double **arg, bool truncate) const
Print inputs.
casadi_release_t release_
Release redirected to a C function.
virtual int eval(const double **arg, double **res, casadi_int *iw, double *w, void *mem) const
Evaluate numerically.
eval_t eval_
Numerical evaluation redirected to a C function.
casadi_checkout_t checkout_
Checkout redirected to a C function.
void print_out(std::ostream &stream, double **res, bool truncate) const
Print outputs.
void print_time(const std::map< std::string, FStats > &fstats) const
Print timing statistics.
std::ostream & uout()

References casadi::FunctionInternal::checkout_, casadi::FunctionInternal::dump_, casadi::FunctionInternal::dump_in_, casadi::FunctionInternal::dump_out_, casadi::FunctionInternal::eval(), casadi::FunctionInternal::eval_, casadi::FunctionInternal::n_in_, casadi::FunctionInternal::n_out_, casadi::FunctionInternal::name_in_, casadi::FunctionInternal::name_out_, casadi::FunctionInternal::nnz_in(), casadi::FunctionInternal::nnz_out(), casadi::FunctionInternal::print_in(), casadi::FunctionInternal::print_in_, casadi::FunctionInternal::print_out(), casadi::FunctionInternal::print_out_, casadi::ProtoFunction::print_time(), casadi::ProtoFunction::regularity_check_, casadi::FunctionInternal::release_, casadi::FunctionInternal::sparsity_out(), casadi::FunctionMemory::stats_available, casadi::str(), casadi::FunctionInternal::sz_w(), and casadi::uout().

Referenced by casadi::FunctionInternal::call_gen().

◆ eval_gen() [3/3]

int casadi::FunctionInternal::eval_gen ( const SXElem **  arg,
SXElem **  res,
casadi_int *  iw,
SXElem w,
void *  mem,
bool  always_inline,
bool  never_inline 
) const
inlineinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kf

Definition at line 426 of file function_internal.hpp.

427  {
428  return eval_sx(arg, res, iw, w, mem, always_inline, never_inline);
429  }
virtual int eval_sx(const SXElem **arg, SXElem **res, casadi_int *iw, SXElem *w, void *mem, bool always_inline, bool never_inline) const
Evaluate with symbolic scalars.

◆ eval_mx()

void casadi::FunctionInternal::eval_mx ( const MXVector arg,
MXVector res,
bool  always_inline,
bool  never_inline 
) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kd

Reimplemented in casadi::SXFunction, and casadi::MXFunction.

Definition at line 2241 of file function_internal.cpp.

2242  {
2243 
2244  always_inline = always_inline || always_inline_;
2245  never_inline = never_inline || never_inline_;
2246 
2247  // The code below creates a call node, to inline, wrap in an MXFunction
2248  if (always_inline) {
2249  casadi_assert(!never_inline, "Inconsistent options for " + str(name_));
2250  return wrap().call(arg, res, true);
2251  }
2252 
2253  // Create a call-node
2254  res = Call::create(self(), arg);
2255  }
static std::vector< MX > create(const Function &fcn, const std::vector< MX > &arg)
Create function call node.
Function wrap() const
Wrap in an Function instance consisting of only one MX call.
void call(const std::vector< DM > &arg, std::vector< DM > &res, bool always_inline=false, bool never_inline=false) const
Evaluate the function symbolically or numerically.
Definition: function.cpp:357

References casadi::FunctionInternal::always_inline_, casadi::Function::call(), casadi::Call::create(), casadi::ProtoFunction::name_, casadi::FunctionInternal::never_inline_, casadi::str(), and casadi::FunctionInternal::wrap().

Referenced by casadi::FunctionInternal::call_gen(), casadi::MXFunction::eval_mx(), and casadi::SXFunction::eval_mx().

◆ eval_sx()

int casadi::FunctionInternal::eval_sx ( const SXElem **  arg,
SXElem **  res,
casadi_int *  iw,
SXElem w,
void *  mem,
bool  always_inline,
bool  never_inline 
) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kc

Reimplemented in casadi::SXFunction, casadi::Switch, casadi::MXFunction, casadi::MapSum, and casadi::Map.

Definition at line 2030 of file function_internal.cpp.

2032  {
2033 
2034  always_inline = always_inline || always_inline_;
2035  never_inline = never_inline || never_inline_;
2036 
2037  casadi_assert(!always_inline, "'eval_sx' not defined for " + class_name() +
2038  " in combination with always_inline true");
2039 
2040  return CallSX::eval_sx(self(), arg, res);
2041  }
static int eval_sx(const Function &f, const SXElem **arg, SXElem **res)
Definition: call_sx.hpp:63

References casadi::FunctionInternal::always_inline_, casadi::SharedObjectInternal::class_name(), casadi::CallSX::eval_sx(), and casadi::FunctionInternal::never_inline_.

Referenced by casadi::MXFunction::eval_sx(), and casadi::SXFunction::eval_sx().

◆ evaluate() [1/3]

casadi_int casadi::Blocksqp::evaluate ( BlocksqpMemory m,
const double *  xk,
double *  f,
double *  g 
) const

Definition at line 2796 of file blocksqp.cpp.

2798  {
2799  auto d_nlp = &m->d_nlp;
2800  m->arg[0] = xk; // x
2801  m->arg[1] = d_nlp->p; // p
2802  m->res[0] = f; // f
2803  m->res[1] = g; // g
2804  return calc_function(m, "nlp_fg");
2805  }

References casadi::OracleMemory::arg, casadi::OracleFunction::calc_function(), casadi::NlpsolMemory::d_nlp, and casadi::OracleMemory::res.

◆ evaluate() [2/3]

casadi_int casadi::Blocksqp::evaluate ( BlocksqpMemory m,
double *  exact_hess_lag 
) const

Definition at line 2807 of file blocksqp.cpp.

2809  {
2810  auto d_nlp = &m->d_nlp;
2811  static std::vector<double> ones;
2812  ones.resize(nx_);
2813  for (casadi_int i=0; i<nx_; ++i) ones[i] = 1.0;
2814  static std::vector<double> minus_lam_gk;
2815  minus_lam_gk.resize(ng_);
2816  // Langrange function in blocksqp is L = f - lambdaT * g, whereas + in casadi
2817  for (casadi_int i=0; i<ng_; ++i) minus_lam_gk[i] = -m->lam_gk[i];
2818  m->arg[0] = d_nlp->z; // x
2819  m->arg[1] = d_nlp->p; // p
2820  m->arg[2] = get_ptr(ones); // lam:f
2821  m->arg[3] = get_ptr(minus_lam_gk); // lam:g
2822  m->res[0] = exact_hess_lag; // hess:gamma:x:x
2823  return calc_function(m, "nlp_hess_l");;
2824  }

References casadi::OracleMemory::arg, casadi::OracleFunction::calc_function(), casadi::NlpsolMemory::d_nlp, casadi::get_ptr(), casadi::BlocksqpMemory::lam_gk, casadi::Nlpsol::ng_, casadi::Nlpsol::nx_, and casadi::OracleMemory::res.

◆ evaluate() [3/3]

casadi_int casadi::Blocksqp::evaluate ( BlocksqpMemory m,
double *  f,
double *  g,
double *  grad_f,
double *  jac_g 
) const

Definition at line 2782 of file blocksqp.cpp.

2785  {
2786  auto d_nlp = &m->d_nlp;
2787  m->arg[0] = d_nlp->z; // x
2788  m->arg[1] = d_nlp->p; // p
2789  m->res[0] = f; // f
2790  m->res[1] = g; // g
2791  m->res[2] = grad_f; // grad:f:x
2792  m->res[3] = jac_g; // jac:g:x
2793  return calc_function(m, "nlp_gf_jg");
2794  }

References casadi::OracleMemory::arg, casadi::OracleFunction::calc_function(), casadi::NlpsolMemory::d_nlp, and casadi::OracleMemory::res.

Referenced by calcHessianUpdateExact(), feasibilityRestorationPhase(), filterLineSearch(), fullstep(), kktErrorReduction(), run(), and secondOrderCorrection().

◆ expand()

void casadi::OracleFunction::expand ( )
inherited

Definition at line 455 of file oracle_function.cpp.

455  {
456  oracle_ = oracle_.expand();
457 }
Function expand() const
Expand a function to SX.
Definition: function.cpp:308

References casadi::Function::expand(), and casadi::OracleFunction::oracle_.

Referenced by casadi::OracleFunction::init().

◆ export_code()

void casadi::FunctionInternal::export_code ( const std::string &  lang,
std::ostream &  stream,
const Dict options 
) const
virtualinherited

◆ factory()

Function casadi::FunctionInternal::factory ( const std::string &  name,
const std::vector< std::string > &  s_in,
const std::vector< std::string > &  s_out,
const Function::AuxOut aux,
const Dict opts 
) const
virtualinherited

◆ feasibilityRestorationHeuristic()

casadi_int casadi::Blocksqp::feasibilityRestorationHeuristic ( BlocksqpMemory m) const

Try to (partly) improve constraint violation by satisfying the (pseudo) continuity constraints, i.e. do a single shooting iteration with the current controls and measurement weights q and w

Definition at line 1636 of file blocksqp.cpp.

1636  {
1637  auto d_nlp = &m->d_nlp;
1638  m->nRestHeurCalls++;
1639 
1640  // Call problem specific heuristic to reduce constraint violation.
1641  // For shooting methods that means setting consistent values for
1642  // shooting nodes by one forward integration.
1643  for (casadi_int k=0; k<nx_; k++) // input: last successful step
1644  m->trial_xk[k] = d_nlp->z[k];
1645 
1646  // FIXME(@jaeandersson) Not implemented
1647  return -1;
1648  }

References casadi::NlpsolMemory::d_nlp, casadi::BlocksqpMemory::nRestHeurCalls, casadi::Nlpsol::nx_, and casadi::BlocksqpMemory::trial_xk.

Referenced by run().

◆ feasibilityRestorationPhase()

casadi_int casadi::Blocksqp::feasibilityRestorationPhase ( BlocksqpMemory m) const

Minimize constraint violation by solving an NLP with minimum norm objective

"The dreaded restoration phase" – Nick Gould

Definition at line 1434 of file blocksqp.cpp.

1434  {
1435  auto d_nlp = &m->d_nlp;
1436  // No Feasibility restoration phase
1437  if (!restore_feas_) return -1;
1438 
1439  m->nRestPhaseCalls++;
1440 
1441  casadi_int ret, info;
1442  casadi_int maxRestIt = 100;
1443  casadi_int warmStart;
1444  double cNormTrial, objTrial, lStpNorm;
1445 
1446 
1447  // Create Input for the minimum norm NLP
1448  DMDict solver_in;
1449 
1450  // The reference point is the starting value for the restoration phase
1451  std::vector<double> in_x0(d_nlp->z, d_nlp->z+nx_);
1452 
1453  // Initialize slack variables such that the constraints are feasible
1454  for (casadi_int i=0; i<ng_; i++) {
1455  if (m->gk[i] <= d_nlp->lbz[i+nx_])
1456  in_x0.push_back(m->gk[i] - d_nlp->lbz[i+nx_]);
1457  else if (m->gk[i] > d_nlp->ubz[i+nx_])
1458  in_x0.push_back(m->gk[i] - d_nlp->ubz[i+nx_]);
1459  else
1460  in_x0.push_back(0.0);
1461  }
1462 
1463  // Add current iterate xk to parameter p
1464  std::vector<double> in_p(d_nlp->p, d_nlp->p+np_);
1465  std::vector<double> in_p2(d_nlp->z, d_nlp->z+nx_);
1466  in_p.insert(in_p.end(), in_p2.begin(), in_p2.end());
1467 
1468  // Set bounds for variables
1469  std::vector<double> in_lbx(d_nlp->lbz, d_nlp->lbz+nx_);
1470  std::vector<double> in_ubx(d_nlp->ubz, d_nlp->ubz+nx_);
1471  for (casadi_int i=0; i<ng_; i++) {
1472  in_lbx.push_back(-inf);
1473  in_ubx.push_back(inf);
1474  }
1475 
1476  // Set bounds for constraints
1477  std::vector<double> in_lbg(d_nlp->lbz+nx_, d_nlp->lbz+nx_+ng_);
1478  std::vector<double> in_ubg(d_nlp->ubz+nx_, d_nlp->ubz+nx_+ng_);
1479 
1480  solver_in["x0"] = in_x0;
1481  solver_in["p"] = in_p;
1482  solver_in["lbx"] = in_lbx;
1483  solver_in["ubx"] = in_ubx;
1484  solver_in["lbg"] = in_lbg;
1485  solver_in["ubg"] = in_ubg;
1486 
1487  /*
1488 
1489  Consider the following simple call:
1490  auto solver_out = rp_solver_(solver_in);
1491 
1492  This call in fact allocates memory,
1493  calls a memory-less eval(),
1494  and clears up the memory again.
1495 
1496  Since we want to access the memory later on,
1497  we need to unravel the simple call into its parts,
1498  and avoid the memory cleanup
1499 
1500  */
1501 
1502  // perform first iteration for the minimum norm NLP
1503 
1504  // Get the number of inputs and outputs
1505  int n_in = rp_solver_.n_in();
1506  int n_out = rp_solver_.n_out();
1507 
1508  // Get default inputs
1509  std::vector<DM> arg_v(n_in);
1510  for (casadi_int i=0; i<arg_v.size(); i++)
1511  arg_v[i] = DM::repmat(rp_solver_.default_in(i), rp_solver_.size1_in(i), 1);
1512 
1513  // Assign provided inputs
1514  for (auto&& e : solver_in) arg_v.at(rp_solver_.index_in(e.first)) = e.second;
1515 
1516  // Check sparsities
1517  for (casadi_int i=0; i<arg_v.size(); i++)
1518  casadi_assert_dev(arg_v[i].sparsity()==rp_solver_.sparsity_in(i));
1519 
1520  // Allocate results
1521  std::vector<DM> res(n_out);
1522  for (casadi_int i=0; i<n_out; i++) {
1523  if (res[i].sparsity()!=rp_solver_.sparsity_out(i))
1524  res[i] = DM::zeros(rp_solver_.sparsity_out(i));
1525  }
1526 
1527  // Allocate temporary memory if needed
1528  std::vector<casadi_int> iw_tmp(rp_solver_.sz_iw());
1529  std::vector<double> w_tmp(rp_solver_.sz_w());
1530 
1531  // Get pointers to input arguments
1532  std::vector<const double*> argp(rp_solver_.sz_arg());
1533  for (casadi_int i=0; i<n_in; ++i) argp[i] = get_ptr(arg_v[i]);
1534 
1535  // Get pointers to output arguments
1536  std::vector<double*> resp(rp_solver_.sz_res());
1537  for (casadi_int i=0; i<n_out; i++) resp[i] = get_ptr(res[i]);
1538 
1539  void* mem2 = rp_solver_.memory(0);
1540 
1541  // perform The m
1542  rp_solver_->eval(get_ptr(argp), get_ptr(resp), get_ptr(iw_tmp), get_ptr(w_tmp), mem2);
1543 
1544  // Get BlocksqpMemory and Blocksqp from restoration phase
1545  auto m2 = static_cast<BlocksqpMemory*>(mem2);
1546  const Blocksqp* bp = static_cast<const Blocksqp*>(rp_solver_.get());
1547  ret = m2->ret_;
1548 
1549  warmStart = 1;
1550  for (casadi_int it=0; it<maxRestIt; it++) {
1551  // One iteration for minimum norm NLP
1552  if (it > 0)
1553  ret = bp->run(m2, 1, warmStart);
1554 
1555  // If restMethod yields error, stop restoration phase
1556  if (ret == -1)
1557  break;
1558 
1559  // Get new xi from the restoration phase
1560  for (casadi_int i=0; i<nx_; i++)
1561  m->trial_xk[i] = m2->d_nlp.z[i];
1562 
1563  // Compute objective at trial point
1564  info = evaluate(m, m->trial_xk, &objTrial, m->gk);
1565  m->nFunCalls++;
1566  cNormTrial = lInfConstraintNorm(m, m->trial_xk, m->gk);
1567  if ( info != 0 || objTrial < obj_lo_ || objTrial > obj_up_ ||
1568  !(objTrial == objTrial) || !(cNormTrial == cNormTrial) )
1569  continue;
1570 
1571  // Is this iterate acceptable for the filter?
1572  if (!pairInFilter(m, cNormTrial, objTrial)) {
1573  // success
1574  print("Found a point acceptable for the filter.\n");
1575  ret = 0;
1576  break;
1577  }
1578 
1579  // If minimum norm NLP has converged, declare local infeasibility
1580  if (m2->tol < opttol_ && m2->cNormS < nlinfeastol_) {
1581  ret = 1;
1582  break;
1583  }
1584  }
1585 
1586  // Success or locally infeasible
1587  if (ret == 0 || ret == 1) {
1588  // Store the infinity norm of the multiplier step
1589  m->lambdaStepNorm = 0.0;
1590  // Compute restoration step
1591  for (casadi_int k=0; k<nx_; k++) {
1592  m->dxk[k] = d_nlp->z[k];
1593 
1594  d_nlp->z[k] = m->trial_xk[k];
1595 
1596  // Store lInf norm of dual step
1597  if ((lStpNorm = fabs(m2->lam_xk[k] - m->lam_xk[k])) > m->lambdaStepNorm)
1598  m->lambdaStepNorm = lStpNorm;
1599  m->lam_xk[k] = m2->lam_xk[k];
1600  m->lam_qp[k] = m2->lam_qp[k];
1601 
1602  m->dxk[k] -= d_nlp->z[k];
1603  }
1604  for (casadi_int k=0; k<ng_; k++) {
1605  // skip the dual variables for the slack variables in the restoration problem
1606  if ((lStpNorm = fabs(m2->lam_gk[k] - m->lam_gk[k])) > m->lambdaStepNorm)
1607  m->lambdaStepNorm = lStpNorm;
1608  m->lam_gk[k] = m2->lam_gk[k];
1609  m->lam_qp[k] = m2->lam_qp[nx_+ng_+k];
1610  }
1611  m->alpha = 1.0;
1612  m->nSOCS = 0;
1613 
1614  // reset reduced step counter
1615  m->reducedStepCount = 0;
1616 
1617  // reset Hessian and limited memory information
1618  resetHessian(m);
1619  }
1620 
1621  if (ret == 1) {
1623  updateStats(m);
1624  print("The problem seems to be locally infeasible. Infeasibilities minimized.\n");
1625  }
1626 
1627  return ret;
1628  }
void printProgress(BlocksqpMemory *m) const
Print one line of output to stdout about the current iteration.
Definition: blocksqp.cpp:2555
bool pairInFilter(BlocksqpMemory *m, double cNorm, double obj) const
Definition: blocksqp.cpp:1698
void updateStats(BlocksqpMemory *m) const
Definition: blocksqp.cpp:2617
const Sparsity & sparsity_out(casadi_int ind) const
Get sparsity of a given output.
Definition: function.cpp:1031
FunctionInternal * get() const
Definition: function.cpp:353
casadi_int size1_in(casadi_int ind) const
Get input dimension.
Definition: function.cpp:827
casadi_int index_in(const std::string &name) const
Find the index for a string describing a particular entry of an input scheme.
Definition: function.cpp:969
const Sparsity & sparsity_in(casadi_int ind) const
Get sparsity of a given input.
Definition: function.cpp:1015
void * memory(int ind) const
Get memory object.
Definition: function.cpp:1781
double default_in(casadi_int ind) const
Get default input value.
Definition: function.cpp:1480
static MatType repmat(const MatType &x, casadi_int n, casadi_int m=1)
std::map< std::string, DM > DMDict
Definition: dm_fwd.hpp:36

References casadi::BlocksqpMemory::alpha, casadi::NlpsolMemory::d_nlp, casadi::Function::default_in(), casadi::BlocksqpMemory::dxk, casadi::FunctionInternal::eval(), evaluate(), casadi::Function::get(), casadi::get_ptr(), casadi::BlocksqpMemory::gk, casadi::Function::index_in(), casadi::inf, casadi::FunctionInternal::info(), casadi::BlocksqpMemory::lam_gk, casadi::BlocksqpMemory::lam_qp, casadi::BlocksqpMemory::lam_xk, casadi::BlocksqpMemory::lambdaStepNorm, lInfConstraintNorm(), casadi::Function::memory(), casadi::Function::n_in(), casadi::Function::n_out(), casadi::BlocksqpMemory::nFunCalls, casadi::Nlpsol::ng_, nlinfeastol_, casadi::Nlpsol::np_, casadi::BlocksqpMemory::nRestPhaseCalls, casadi::BlocksqpMemory::nSOCS, casadi::Nlpsol::nx_, obj_up_, opttol_, pairInFilter(), casadi::ProtoFunction::print(), print_iteration_, printProgress(), casadi::BlocksqpMemory::reducedStepCount, casadi::SparsityInterface< MatType >::repmat(), resetHessian(), restore_feas_, rp_solver_, run(), casadi::Function::size1_in(), casadi::Function::sparsity_in(), casadi::Function::sparsity_out(), casadi::Function::sz_arg(), casadi::Function::sz_iw(), casadi::Function::sz_res(), casadi::Function::sz_w(), casadi::BlocksqpMemory::trial_xk, updateStats(), and casadi::GenericMatrix< MatType >::zeros().

Referenced by run().

◆ filterLineSearch()

casadi_int casadi::Blocksqp::filterLineSearch ( BlocksqpMemory m) const

Backtracking line search based on a filter as described in Ipopt paper (Waechter 2006)

Definition at line 1217 of file blocksqp.cpp.

1217  {
1218  auto d_nlp = &m->d_nlp;
1219  double alpha = 1.0;
1220  double cNormTrial=0, objTrial, dfTdeltaXi=0;
1221 
1222  // Compute ||constr(xi)|| at old point
1223  double cNorm = lInfConstraintNorm(m, d_nlp->z, m->gk);
1224 
1225  // Backtracking line search
1226  casadi_int k;
1227  for (k=0; k<max_line_search_; k++) {
1228  // Compute new trial point
1229  for (casadi_int i=0; i<nx_; i++)
1230  m->trial_xk[i] = d_nlp->z[i] + alpha * m->dxk[i];
1231 
1232  // Compute grad(f)^T * deltaXi
1233  dfTdeltaXi = 0.0;
1234  for (casadi_int i=0; i<nx_; i++)
1235  dfTdeltaXi += m->grad_fk[i] * m->dxk[i];
1236 
1237  // Compute objective and at ||constr(trial_xk)||_1 at trial point
1238  casadi_int info = evaluate(m, m->trial_xk, &objTrial, m->gk);
1239  m->nFunCalls++;
1240  cNormTrial = lInfConstraintNorm(m, m->trial_xk, m->gk);
1241  // Reduce step if evaluation fails, if lower bound is violated or if objective is NaN
1242  if (info != 0 || objTrial < obj_lo_ || objTrial > obj_up_
1243  || !(objTrial == objTrial) || !(cNormTrial == cNormTrial)) {
1244  // evaluation error, reduce stepsize
1245  reduceStepsize(m, &alpha);
1246  continue;
1247  }
1248 
1249  // Check acceptability to the filter
1250  if (pairInFilter(m, cNormTrial, objTrial)) {
1251  // Trial point is in the prohibited region defined by
1252  // the filter, try second order correction
1253  if (secondOrderCorrection(m, cNorm, cNormTrial, dfTdeltaXi, 0, k)) {
1254  break; // SOC yielded suitable alpha, stop
1255  } else {
1256  reduceStepsize(m, &alpha);
1257  continue;
1258  }
1259  }
1260 
1261  // Check sufficient decrease, case I:
1262  // If we are (almost) feasible and a "switching condition" is satisfied
1263  // require sufficient progress in the objective instead of bi-objective condition
1264  if (cNorm <= theta_min_) {
1265  // Switching condition, part 1: grad(f)^T * deltaXi < 0 ?
1266  if (dfTdeltaXi < 0)
1267  // Switching condition, part 2: alpha * (- grad(f)^T * deltaXi)**sF
1268  // > delta * cNorm**sTheta ?
1269  if (alpha * pow((-dfTdeltaXi), s_f_)
1270  > delta_ * pow(cNorm, s_theta_)) {
1271  // Switching conditions hold: Require satisfaction of Armijo condition for objective
1272  if (objTrial > m->obj + eta_*alpha*dfTdeltaXi) {
1273  // Armijo condition violated, try second order correction
1274  if (secondOrderCorrection(m, cNorm, cNormTrial, dfTdeltaXi, 1, k)) {
1275  break; // SOC yielded suitable alpha, stop
1276  } else {
1277  reduceStepsize(m, &alpha);
1278  continue;
1279  }
1280  } else {
1281  // found suitable alpha, stop
1282  acceptStep(m, alpha);
1283  break;
1284  }
1285  }
1286  }
1287 
1288  // Check sufficient decrease, case II:
1289  // Bi-objective (filter) condition
1290  if (cNormTrial < (1.0 - gamma_theta_) * cNorm
1291  || objTrial < m->obj - gamma_f_ * cNorm) {
1292  // found suitable alpha, stop
1293  acceptStep(m, alpha);
1294  break;
1295  } else {
1296  // Trial point is dominated by current point, try second order correction
1297  if (secondOrderCorrection(m, cNorm, cNormTrial, dfTdeltaXi, 0, k)) {
1298  break; // SOC yielded suitable alpha, stop
1299  } else {
1300  reduceStepsize(m, &alpha);
1301  continue;
1302  }
1303  }
1304  }
1305 
1306  // No step could be found by the line search
1307  if (k == max_line_search_) return 1;
1308 
1309  // Augment the filter if switching condition or Armijo condition does not hold
1310  if (dfTdeltaXi >= 0) {
1311  augmentFilter(m, cNormTrial, objTrial);
1312  } else if (alpha * pow((-dfTdeltaXi), s_f_) > delta_ * pow(cNorm, s_theta_)) {
1313  // careful with neg. exponents!
1314  augmentFilter(m, cNormTrial, objTrial);
1315  } else if (objTrial <= m->obj + eta_*alpha*dfTdeltaXi) {
1316  augmentFilter(m, cNormTrial, objTrial);
1317  }
1318 
1319  return 0;
1320  }
void reduceStepsize(BlocksqpMemory *m, double *alpha) const
Definition: blocksqp.cpp:1146
bool secondOrderCorrection(BlocksqpMemory *m, double cNorm, double cNormTrial, double dfTdeltaXi, bool swCond, casadi_int it) const
Definition: blocksqp.cpp:1332
void augmentFilter(BlocksqpMemory *m, double cNorm, double obj) const
Definition: blocksqp.cpp:1742

References acceptStep(), augmentFilter(), casadi::NlpsolMemory::d_nlp, delta_, casadi::BlocksqpMemory::dxk, eta_, evaluate(), gamma_f_, gamma_theta_, casadi::BlocksqpMemory::gk, casadi::BlocksqpMemory::grad_fk, casadi::FunctionInternal::info(), lInfConstraintNorm(), max_line_search_, casadi::BlocksqpMemory::nFunCalls, casadi::Nlpsol::nx_, casadi::BlocksqpMemory::obj, obj_up_, pairInFilter(), reduceStepsize(), s_f_, s_theta_, secondOrderCorrection(), theta_min_, and casadi::BlocksqpMemory::trial_xk.

Referenced by run().

◆ finalize()

void casadi::OracleFunction::finalize ( )
overridevirtualinherited

Reimplemented from casadi::FunctionInternal.

Definition at line 122 of file oracle_function.cpp.

122  {
123  if (post_expand_) {
124  for (auto&& e : all_functions_) {
125  Function& fcn = e.second.f;
126  fcn = fcn.expand();
127  }
128  }
129 
130  // Allocate space for (parallel) evaluations
131  // Lifted from set_function as max_num_threads_ is not known yet in that method
132  for (auto&& e : all_functions_) {
133  Function& fcn = e.second.f;
134  // Compute strides for multi threading
135  size_t sz_arg, sz_res, sz_iw, sz_w;
136  fcn.sz_work(sz_arg, sz_res, sz_iw, sz_w);
137  stride_arg_ = std::max(stride_arg_, sz_arg);
138  stride_res_ = std::max(stride_res_, sz_res);
139  stride_iw_ = std::max(stride_iw_, sz_iw);
140  stride_w_ = std::max(stride_w_, sz_w);
141  bool persistent = false;
142  alloc(fcn, persistent, max_num_threads_);
143  }
144 
145  // Set corresponding monitors
146  for (const std::string& fname : monitor_) {
147  auto it = all_functions_.find(fname);
148  if (it==all_functions_.end()) {
149  casadi_warning("Ignoring monitor '" + fname + "'."
150  " Available functions: " + join(get_function()) + ".");
151  } else {
152  if (it->second.monitored) casadi_warning("Duplicate monitor " + fname);
153  it->second.monitored = true;
154  }
155  }
156 
157  // Check specific options
158  for (auto&& i : specific_options_) {
159  if (all_functions_.find(i.first)==all_functions_.end())
160  casadi_warning("Ignoring specific_options entry '" + i.first+"'."
161  " Available functions: " + join(get_function()) + ".");
162  }
163 
164  // Recursive call
166 }
void finalize() override
Finalize the object creation.
void alloc(const Function &f, bool persistent=false, int num_threads=1)
Ensure work vectors long enough to evaluate function.
std::map< std::string, RegFun > all_functions_
std::vector< std::string > monitor_
std::string join(const std::vector< std::string > &l, const std::string &delim)

References casadi::OracleFunction::all_functions_, casadi::FunctionInternal::alloc(), casadi::Function::expand(), casadi::FunctionInternal::finalize(), casadi::OracleFunction::get_function(), casadi::join(), casadi::OracleFunction::max_num_threads_, casadi::OracleFunction::monitor_, casadi::OracleFunction::post_expand_, casadi::OracleFunction::specific_options_, casadi::OracleFunction::stride_arg_, casadi::OracleFunction::stride_iw_, casadi::OracleFunction::stride_res_, casadi::OracleFunction::stride_w_, casadi::FunctionInternal::sz_arg(), casadi::FunctionInternal::sz_iw(), casadi::FunctionInternal::sz_res(), casadi::FunctionInternal::sz_w(), and casadi::Function::sz_work().

◆ find()

virtual void casadi::FunctionInternal::find ( std::map< FunctionInternal *, Function > &  all_fun,
casadi_int  max_depth 
) const
inlinevirtualinherited

◆ format_time()

void casadi::ProtoFunction::format_time ( char *  buffer,
double  time 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_jt

Definition at line 3772 of file function_internal.cpp.

3772  {
3773  // Always of width 8
3774  casadi_assert_dev(time>=0);
3775  double log_time = log10(time);
3776  int magn = static_cast<int>(floor(log_time));
3777  int iprefix = static_cast<int>(floor(log_time/3));
3778  if (iprefix<-4) {
3779  sprint(buffer, 10, " 0");
3780  return;
3781  }
3782  if (iprefix>=5) {
3783  sprint(buffer, 10, " inf");
3784  return;
3785  }
3786  char prefixes[] = "TGMk munp";
3787  char prefix = prefixes[4-iprefix];
3788 
3789  int rem = magn-3*iprefix;
3790  double time_normalized = time/pow(10, 3*iprefix);
3791 
3792  if (rem==0) {
3793  sprint(buffer, 10, " %1.2f%cs", time_normalized, prefix);
3794  } else if (rem==1) {
3795  sprint(buffer, 10, " %2.2f%cs", time_normalized, prefix);
3796  } else {
3797  sprint(buffer, 10, "%3.2f%cs", time_normalized, prefix);
3798  }
3799  }
void sprint(char *buf, size_t buf_sz, const char *fmt,...) const
C-style formatted printing to string.

References casadi::ProtoFunction::sprint().

Referenced by casadi::ProtoFunction::print_time().

◆ forward()

Function casadi::FunctionInternal::forward ( casadi_int  nfwd) const
inherited

forward(nfwd) returns a cached instance if available, and calls Function get_forward(casadi_int nfwd) if no cached version is available.

Extra doc: https://github.com/casadi/casadi/wiki/L_l0

Definition at line 2079 of file function_internal.cpp.

2079  {
2080  casadi_assert_dev(nfwd>=0);
2081  // Used wrapped function if forward not available
2082  if (!enable_forward_ && !enable_fd_) {
2083  // Derivative information must be available
2084  casadi_assert(has_derivative(), "Derivatives cannot be calculated for " + name_);
2085  return wrap().forward(nfwd);
2086  }
2087  // Retrieve/generate cached
2088  Function f;
2089  std::string fname = forward_name(name_, nfwd);
2090  if (!incache(fname, f)) {
2091  casadi_int i;
2092  // Prefix to be used for forward seeds, sensitivities
2093  std::string pref = diff_prefix("fwd");
2094  // Names of inputs
2095  std::vector<std::string> inames;
2096  for (i=0; i<n_in_; ++i) inames.push_back(name_in_[i]);
2097  for (i=0; i<n_out_; ++i) inames.push_back("out_" + name_out_[i]);
2098  for (i=0; i<n_in_; ++i) inames.push_back(pref + name_in_[i]);
2099  // Names of outputs
2100  std::vector<std::string> onames;
2101  for (i=0; i<n_out_; ++i) onames.push_back(pref + name_out_[i]);
2102  // Options
2104  opts = combine(opts, generate_options("forward"));
2105  if (!enable_forward_) opts = fd_options_;
2106  opts["derivative_of"] = self();
2107  // Generate derivative function
2108  casadi_assert_dev(enable_forward_ || enable_fd_);
2109  if (enable_forward_) {
2110  f = get_forward(nfwd, fname, inames, onames, opts);
2111  } else {
2112  // Get FD method
2113  if (fd_method_.empty() || fd_method_=="central") {
2114  f = Function::create(new CentralDiff(fname, nfwd), opts);
2115  } else if (fd_method_=="forward") {
2116  f = Function::create(new ForwardDiff(fname, nfwd), opts);
2117  } else if (fd_method_=="backward") {
2118  f = Function::create(new BackwardDiff(fname, nfwd), opts);
2119  } else if (fd_method_=="smoothing") {
2120  f = Function::create(new Smoothing(fname, nfwd), opts);
2121  } else {
2122  casadi_error("Unknown 'fd_method': " + fd_method_);
2123  }
2124  }
2125  // Consistency check for inputs
2126  casadi_assert_dev(f.n_in()==n_in_ + n_out_ + n_in_);
2127  casadi_int ind=0;
2128  for (i=0; i<n_in_; ++i) f.assert_size_in(ind++, size1_in(i), size2_in(i));
2129  for (i=0; i<n_out_; ++i) f.assert_size_in(ind++, size1_out(i), size2_out(i));
2130  for (i=0; i<n_in_; ++i) f.assert_size_in(ind++, size1_in(i), nfwd*size2_in(i));
2131  // Consistency check for outputs
2132  casadi_assert_dev(f.n_out()==n_out_);
2133  for (i=0; i<n_out_; ++i) f.assert_sparsity_out(i, sparsity_out(i), nfwd);
2134  // Save to cache
2135  tocache_if_missing(f);
2136  }
2137  return f;
2138  }
std::string diff_prefix(const std::string &prefix) const
Determine prefix for differentiated functions.
casadi_int size1_out(casadi_int ind) const
Input/output dimensions.
Dict generate_options(const std::string &target) const override
Reconstruct options dict.
virtual 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
Return function that calculates forward derivatives.
Function forward(casadi_int nfwd) const
Get a function that calculates nfwd forward derivatives.
Definition: function.cpp:1135
static Function create(FunctionInternal *node)
Create from node.
Definition: function.cpp:336

References casadi::Function::assert_size_in(), casadi::Function::assert_sparsity_out(), casadi::combine(), casadi::Function::create(), casadi::FunctionInternal::der_options_, casadi::FunctionInternal::diff_prefix(), casadi::FunctionInternal::enable_fd_, casadi::FunctionInternal::enable_forward_, casadi::FunctionInternal::fd_method_, casadi::FunctionInternal::fd_options_, casadi::Function::forward(), casadi::FunctionInternal::forward_name(), casadi::FunctionInternal::forward_options_, casadi::FunctionInternal::generate_options(), casadi::FunctionInternal::get_forward(), casadi::FunctionInternal::has_derivative(), casadi::FunctionInternal::incache(), casadi::Function::n_in(), casadi::FunctionInternal::n_in_, casadi::Function::n_out(), casadi::FunctionInternal::n_out_, casadi::ProtoFunction::name_, casadi::FunctionInternal::name_in_, casadi::FunctionInternal::name_out_, casadi::FunctionInternal::size1_in(), casadi::FunctionInternal::size1_out(), casadi::FunctionInternal::size2_in(), casadi::FunctionInternal::size2_out(), casadi::FunctionInternal::sparsity_out(), casadi::FunctionInternal::tocache_if_missing(), and casadi::FunctionInternal::wrap().

Referenced by casadi::FunctionInternal::call_forward(), and casadi::Function::forward().

◆ forward_name()

static std::string casadi::FunctionInternal::forward_name ( const std::string &  fcn,
casadi_int  nfwd 
)
inlinestaticinherited

◆ free_mem()

void casadi::Blocksqp::free_mem ( void *  mem) const
inlineoverridevirtual

Reimplemented from casadi::Nlpsol.

Definition at line 183 of file blocksqp.hpp.

183 { delete static_cast<BlocksqpMemory*>(mem);}

◆ free_mx()

std::vector< MX > casadi::FunctionInternal::free_mx ( ) const
virtualinherited

Reimplemented in casadi::MXFunction.

Definition at line 3293 of file function_internal.cpp.

3293  {
3294  casadi_error("'free_mx' only defined for 'MXFunction'");
3295  }

◆ free_sx()

std::vector< SX > casadi::FunctionInternal::free_sx ( ) const
virtualinherited

Reimplemented in casadi::SXFunction.

Definition at line 3297 of file function_internal.cpp.

3297  {
3298  casadi_error("'free_sx' only defined for 'SXFunction'");
3299  }

◆ from_compact()

Sparsity casadi::FunctionInternal::from_compact ( casadi_int  oind,
casadi_int  iind,
const Sparsity sp 
) const
inherited

Definition at line 1844 of file function_internal.cpp.

1845  {
1846  // Return value
1847  Sparsity r = sp;
1848  // Insert rows if sparse output
1849  if (numel_out(oind) != r.size1()) {
1850  casadi_assert_dev(r.size1() == nnz_out(oind));
1851  r.enlargeRows(numel_out(oind), sparsity_out(oind).find());
1852  }
1853  // Insert columns if sparse input
1854  if (numel_in(iind) != r.size2()) {
1855  casadi_assert_dev(r.size2() == nnz_in(iind));
1856  r.enlargeColumns(numel_in(iind), sparsity_in(iind).find());
1857  }
1858  // Return non-compact pattern
1859  return r;
1860  }
casadi_int numel_out() const
Number of input/output elements.
virtual void find(std::map< FunctionInternal *, Function > &all_fun, casadi_int max_depth) const
casadi_int numel_in() const
Number of input/output elements.

References casadi::Sparsity::enlargeColumns(), casadi::Sparsity::enlargeRows(), casadi::FunctionInternal::find(), casadi::FunctionInternal::nnz_in(), casadi::FunctionInternal::nnz_out(), casadi::FunctionInternal::numel_in(), casadi::FunctionInternal::numel_out(), casadi::Sparsity::size1(), casadi::Sparsity::size2(), casadi::FunctionInternal::sparsity_in(), and casadi::FunctionInternal::sparsity_out().

Referenced by casadi::FunctionInternal::jac_sparsity().

◆ fullstep()

casadi_int casadi::Blocksqp::fullstep ( BlocksqpMemory m) const

Take a full Quasi-Newton step, except when integrator fails: xk = xk + deltaXi lambda = lambdaQP

Definition at line 1179 of file blocksqp.cpp.

1179  {
1180  auto d_nlp = &m->d_nlp;
1181  double alpha;
1182  double objTrial, cNormTrial;
1183 
1184  // Backtracking line search
1185  alpha = 1.0;
1186  for (casadi_int k=0; k<10; k++) {
1187  // Compute new trial point
1188  for (casadi_int i=0; i<nx_; i++)
1189  m->trial_xk[i] = d_nlp->z[i] + alpha * m->dxk[i];
1190 
1191  // Compute problem functions at trial point
1192  casadi_int info = evaluate(m, m->trial_xk, &objTrial, m->gk);
1193  m->nFunCalls++;
1194  cNormTrial = lInfConstraintNorm(m, m->trial_xk, m->gk);
1195  // Reduce step if evaluation fails, if lower bound is violated
1196  // or if objective or a constraint is NaN
1197  if (info != 0 || objTrial < obj_lo_ || objTrial > obj_up_
1198  || !(objTrial == objTrial) || !(cNormTrial == cNormTrial)) {
1199  print("info=%i, objTrial=%g\n", info, objTrial);
1200  // evaluation error, reduce stepsize
1201  reduceStepsize(m, &alpha);
1202  continue;
1203  } else {
1204  acceptStep(m, alpha);
1205  return 0;
1206  }
1207  }
1208  return 1;
1209  }

References acceptStep(), casadi::NlpsolMemory::d_nlp, casadi::BlocksqpMemory::dxk, evaluate(), casadi::BlocksqpMemory::gk, casadi::FunctionInternal::info(), lInfConstraintNorm(), casadi::BlocksqpMemory::nFunCalls, casadi::Nlpsol::nx_, obj_up_, casadi::ProtoFunction::print(), reduceStepsize(), and casadi::BlocksqpMemory::trial_xk.

Referenced by run().

◆ fwd_seed()

template<typename MatType >
std::vector< std::vector< MatType > > casadi::FunctionInternal::fwd_seed ( casadi_int  nfwd) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_nr

Definition at line 1496 of file function_internal.hpp.

1497  {
1498  std::vector<std::vector<MatType>> fseed(nfwd);
1499  for (casadi_int dir=0; dir<nfwd; ++dir) {
1500  fseed[dir].resize(n_in_);
1501  for (casadi_int iind=0; iind<n_in_; ++iind) {
1502  std::string n = "f" + str(dir) + "_" + name_in_[iind];
1503  Sparsity sp = is_diff_in_[iind] ? sparsity_in(iind) : Sparsity(size_in(iind));
1504  fseed[dir][iind] = MatType::sym(n, sp);
1505  }
1506  }
1507  return fseed;
1508  }

References casadi::FunctionInternal::is_diff_in_, casadi::FunctionInternal::n_in_, casadi::FunctionInternal::name_in_, casadi::FunctionInternal::size_in(), casadi::FunctionInternal::sparsity_in(), and casadi::str().

◆ fwdViaJac()

bool casadi::FunctionInternal::fwdViaJac ( casadi_int  nfwd) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_nc

Definition at line 2909 of file function_internal.cpp.

2909  {
2910  if (!enable_forward_ && !enable_fd_) return true;
2911  if (jac_penalty_==-1) return false;
2912 
2913  // Heuristic 1: Jac calculated via forward mode likely cheaper
2914  if (jac_penalty_*static_cast<double>(nnz_in())<nfwd) return true;
2915 
2916  // Heuristic 2: Jac calculated via reverse mode likely cheaper
2917  double w = ad_weight();
2918  if (enable_reverse_ &&
2919  jac_penalty_*(1-w)*static_cast<double>(nnz_out())<w*static_cast<double>(nfwd))
2920  return true; // NOLINT
2921 
2922  return false;
2923  }

References casadi::FunctionInternal::ad_weight(), casadi::FunctionInternal::enable_fd_, casadi::FunctionInternal::enable_forward_, casadi::FunctionInternal::enable_reverse_, casadi::FunctionInternal::jac_penalty_, casadi::FunctionInternal::nnz_in(), and casadi::FunctionInternal::nnz_out().

Referenced by casadi::FunctionInternal::call_forward().

◆ generate_dependencies()

std::string casadi::OracleFunction::generate_dependencies ( const std::string &  fname,
const Dict opts 
) const
overridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_j

Reimplemented from casadi::FunctionInternal.

Definition at line 428 of file oracle_function.cpp.

429  {
430  CodeGenerator gen(fname, opts);
431  gen.add(oracle_);
432  for (auto&& e : all_functions_) {
433  if (e.second.jit) gen.add(e.second.f);
434  }
435  return gen.generate();
436 }

References casadi::CodeGenerator::add(), casadi::OracleFunction::all_functions_, casadi::CodeGenerator::generate(), and casadi::OracleFunction::oracle_.

Referenced by casadi::OracleFunction::jit_dependencies().

◆ generate_in()

void casadi::FunctionInternal::generate_in ( const std::string &  fname,
const double **  arg 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ne

Definition at line 731 of file function_internal.cpp.

731  {
732  // Set up output stream
733  std::ofstream of;
734  Filesystem::open(of, fname);
735  normalized_setup(of);
736 
737  // Encode each input
738  for (casadi_int i=0; i<n_in_; ++i) {
739  const double* v = arg[i];
740  for (casadi_int k=0;k<nnz_in(i);++k) {
741  normalized_out(of, v ? v[k] : 0);
742  of << std::endl;
743  }
744  }
745  }
static void open(std::ofstream &, const std::string &path, std::ios_base::openmode mode=std::ios_base::out)
Definition: filesystem.cpp:115
void normalized_setup(std::istream &stream)
void normalized_out(std::ostream &stream, double val)

References casadi::FunctionInternal::n_in_, casadi::FunctionInternal::nnz_in(), casadi::normalized_out(), casadi::normalized_setup(), and casadi::Filesystem::open().

◆ generate_lifted()

void casadi::FunctionInternal::generate_lifted ( Function vdef_fcn,
Function vinit_fcn 
) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_l9

Reimplemented in casadi::MXFunction.

Definition at line 3301 of file function_internal.cpp.

3302  {
3303  casadi_error("'generate_lifted' only defined for 'MXFunction'");
3304  }

◆ generate_options()

Dict casadi::FunctionInternal::generate_options ( const std::string &  target) const
overridevirtualinherited

Reimplemented from casadi::ProtoFunction.

Reimplemented in casadi::SXFunction, and casadi::MXFunction.

Definition at line 382 of file function_internal.cpp.

382  {
383  Dict opts = ProtoFunction::generate_options(target);
384  opts["jac_penalty"] = jac_penalty_;
385  opts["user_data"] = user_data_;
386  opts["inputs_check"] = inputs_check_;
387  if (target!="tmp") opts["jit"] = jit_;
388  opts["jit_cleanup"] = jit_cleanup_;
389  opts["jit_serialize"] = jit_serialize_;
390  opts["compiler"] = compiler_plugin_;
391  opts["jit_options"] = jit_options_;
392  opts["jit_name"] = jit_base_name_;
393  opts["jit_temp_suffix"] = jit_temp_suffix_;
394  opts["ad_weight"] = ad_weight_;
395  opts["ad_weight_sp"] = ad_weight_sp_;
396  opts["always_inline"] = always_inline_;
397  opts["never_inline"] = never_inline_;
398  opts["max_num_dir"] = max_num_dir_;
399  if (target=="clone" || target=="tmp") {
400  opts["enable_forward"] = enable_forward_op_;
401  opts["enable_reverse"] = enable_reverse_op_;
402  opts["enable_jacobian"] = enable_jacobian_op_;
403  opts["enable_fd"] = enable_fd_op_;
404  opts["reverse_options"] = reverse_options_;
405  opts["forward_options"] = forward_options_;
406  opts["jacobian_options"] = jacobian_options_;
407  opts["der_options"] = der_options_;
408  opts["derivative_of"] = derivative_of_;
409  }
410  opts["fd_options"] = fd_options_;
411  opts["fd_method"] = fd_method_;
412  opts["print_in"] = print_in_;
413  opts["print_out"] = print_out_;
414  opts["max_io"] = max_io_;
415  opts["dump_in"] = dump_in_;
416  opts["dump_out"] = dump_out_;
417  opts["dump_dir"] = dump_dir_;
418  opts["dump_format"] = dump_format_;
419  opts["dump"] = dump_;
420  return opts;
421  }
std::string jit_serialize_
Serialize behaviour.
std::string compiler_plugin_
Just-in-time compiler.
void * user_data_
User-set field.
bool jit_
Use just-in-time compiler.
bool jit_temp_suffix_
Use a temporary name.
bool jit_cleanup_
Cleanup jit source file.
Function derivative_of_
If the function is the derivative of another function.
virtual Dict generate_options(const std::string &target) const
Reconstruct options dict.

References casadi::FunctionInternal::ad_weight_, casadi::FunctionInternal::ad_weight_sp_, casadi::FunctionInternal::always_inline_, casadi::FunctionInternal::compiler_plugin_, casadi::FunctionInternal::der_options_, casadi::FunctionInternal::derivative_of_, casadi::FunctionInternal::dump_, casadi::FunctionInternal::dump_dir_, casadi::FunctionInternal::dump_format_, casadi::FunctionInternal::dump_in_, casadi::FunctionInternal::dump_out_, casadi::FunctionInternal::enable_fd_op_, casadi::FunctionInternal::enable_forward_op_, casadi::FunctionInternal::enable_jacobian_op_, casadi::FunctionInternal::enable_reverse_op_, casadi::FunctionInternal::fd_method_, casadi::FunctionInternal::fd_options_, casadi::FunctionInternal::forward_options_, casadi::ProtoFunction::generate_options(), casadi::FunctionInternal::inputs_check_, casadi::FunctionInternal::jac_penalty_, casadi::FunctionInternal::jacobian_options_, casadi::FunctionInternal::jit_, casadi::FunctionInternal::jit_base_name_, casadi::FunctionInternal::jit_cleanup_, casadi::FunctionInternal::jit_options_, casadi::FunctionInternal::jit_serialize_, casadi::FunctionInternal::jit_temp_suffix_, casadi::FunctionInternal::max_io_, casadi::FunctionInternal::max_num_dir_, casadi::FunctionInternal::never_inline_, casadi::FunctionInternal::print_in_, casadi::FunctionInternal::print_out_, casadi::FunctionInternal::reverse_options_, and casadi::FunctionInternal::user_data_.

Referenced by casadi::FunctionInternal::forward(), casadi::MXFunction::generate_options(), casadi::SXFunction::generate_options(), casadi::BlazingSplineFunction::get_jacobian(), and casadi::FunctionInternal::reverse().

◆ generate_out()

void casadi::FunctionInternal::generate_out ( const std::string &  fname,
double **  res 
) const
inherited

Definition at line 747 of file function_internal.cpp.

747  {
748  // Set up output stream
749  std::ofstream of;
750  Filesystem::open(of, fname);
751  normalized_setup(of);
752 
753  // Encode each input
754  for (casadi_int i=0; i<n_out_; ++i) {
755  const double* v = res[i];
756  for (casadi_int k=0;k<nnz_out(i);++k) {
757  normalized_out(of, v ? v[k] : std::numeric_limits<double>::quiet_NaN());
758  of << std::endl;
759  }
760  }
761  }

References casadi::FunctionInternal::n_out_, casadi::FunctionInternal::nnz_out(), casadi::normalized_out(), casadi::normalized_setup(), and casadi::Filesystem::open().

◆ get_abstol()

virtual double casadi::FunctionInternal::get_abstol ( ) const
inlinevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_mp

Reimplemented in casadi::SundialsInterface, casadi::Smoothing, casadi::CentralDiff, and casadi::ForwardDiff.

Definition at line 1094 of file function_internal.hpp.

1094  {
1095  return eps;
1096  }
const double eps
Machine epsilon.
Definition: calculus.hpp:56

References casadi::eps.

Referenced by casadi::FiniteDiff::init().

◆ get_default_in()

double casadi::Nlpsol::get_default_in ( casadi_int  ind) const
inlineoverridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1ny

Reimplemented from casadi::FunctionInternal.

Definition at line 204 of file nlpsol_impl.hpp.

204 { return nlpsol_default_in(ind);}
double nlpsol_default_in(casadi_int ind)
Default input for an NLP solver.
Definition: nlpsol.cpp:212

References casadi::nlpsol_default_in().

Referenced by casadi::Nlpsol::check_inputs().

◆ get_diff_in()

virtual bool casadi::FunctionInternal::get_diff_in ( casadi_int  i)
inlinevirtualinherited

◆ get_diff_out()

virtual bool casadi::FunctionInternal::get_diff_out ( casadi_int  i)
inlinevirtualinherited

◆ get_forward()

Function casadi::Nlpsol::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
overridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1o2

Reimplemented from casadi::FunctionInternal.

Definition at line 868 of file nlpsol.cpp.

872  {
873  casadi_assert(detect_simple_bounds_is_simple_.empty(),
874  "Simple bound detection not compatible with get_forward");
875 
876  // Symbolic expression for the input
877  std::vector<MX> arg = mx_in(), res = mx_out();
878 
879  // Initial guesses not used for derivative calculations
881  std::string name = arg[i].is_symbolic() ? arg[i].name() : "tmp_get_forward";
882  arg[i] = MX::sym(name, Sparsity(arg[i].size()));
883  }
884 
885  // Optimal solution
886  MX x = res[NLPSOL_X];
887  MX lam_g = res[NLPSOL_LAM_G];
888  MX lam_x = res[NLPSOL_LAM_X];
889  MX lam_p = res[NLPSOL_LAM_P];
890  MX f = res[NLPSOL_F];
891  MX g = res[NLPSOL_G];
892 
893  // Inputs used
894  MX lbx = arg[NLPSOL_LBX];
895  MX ubx = arg[NLPSOL_UBX];
896  MX lbg = arg[NLPSOL_LBG];
897  MX ubg = arg[NLPSOL_UBG];
898  MX p = arg[NLPSOL_P];
899 
900  // Get KKT function
901  Function kkt = this->kkt();
902 
903  // Hessian of the Lagrangian, Jacobian of the constraints
904  std::vector<MX> HJ_res = kkt({x, p, 1, lam_g});
905  MX JG = HJ_res.at(0);
906  MX HL = HJ_res.at(1);
907 
908  // Active set (assumed known and given by the multiplier signs)
909  MX ubIx = lam_x > min_lam_;
910  MX lbIx = lam_x < -min_lam_;
911  MX bIx = ubIx + lbIx;
912  MX iIx = 1-bIx;
913  MX ubIg = lam_g > min_lam_;
914  MX lbIg = lam_g < -min_lam_;
915  MX bIg = ubIg + lbIg;
916  MX iIg = 1-bIg;
917 
918  // KKT matrix
919  MX H_11 = mtimes(diag(iIx), HL) + diag(bIx);
920  MX H_12 = mtimes(diag(iIx), JG.T());
921  MX H_21 = mtimes(diag(bIg), JG);
922  MX H_22 = diag(-iIg);
923  MX H = MX::blockcat({{H_11, H_12}, {H_21, H_22}});
924 
925  // Sensitivity inputs
926  std::vector<MX> fseed(NLPSOL_NUM_IN);
927  MX fwd_lbx = fseed[NLPSOL_LBX] = MX::sym("fwd_lbx", repmat(x.sparsity(), 1, nfwd));
928  MX fwd_ubx = fseed[NLPSOL_UBX] = MX::sym("fwd_ubx", repmat(x.sparsity(), 1, nfwd));
929  MX fwd_lbg = fseed[NLPSOL_LBG] = MX::sym("fwd_lbg", repmat(g.sparsity(), 1, nfwd));
930  MX fwd_ubg = fseed[NLPSOL_UBG] = MX::sym("fwd_ubg", repmat(g.sparsity(), 1, nfwd));
931  MX fwd_p = fseed[NLPSOL_P] = MX::sym("fwd_p", repmat(p.sparsity(), 1, nfwd));
932 
933  // Guesses are unused
935  fseed[i] = MX(repmat(Sparsity(arg[i].size()), 1, nfwd));
936  }
937 
938  // nlp_grad has the signature
939  // (x, p, lam_f, lam_g) -> (f, g, grad_x, grad_p)
940  // with lam_f=1 and lam_g=lam_g, grad_x = -lam_x, grad_p=-lam_p
941  Function nlp_grad = get_function("nlp_grad");
942 
943  // fwd_nlp_grad has the signature
944  // (x, p, lam_f, lam_g, f, g, grad_x, grad_p,
945  // fwd_x, fwd_p, fwd_lam_f, fwd_lam_g)
946  // -> (fwd_f, fwd_g, fwd_grad_x, fwd_grad_p)
947  Function fwd_nlp_grad = nlp_grad.forward(nfwd);
948 
949  // Calculate sensitivities from fwd_p
950  std::vector<MX> vv = {x, p, 1, lam_g, f, g, -lam_x, -lam_p, 0., fwd_p, 0., 0.};
951  vv = fwd_nlp_grad(vv);
952  MX fwd_g_p = vv.at(1);
953  MX fwd_gL_p = vv.at(2);
954 
955  // Propagate forward seeds
956  MX fwd_alpha_x = (if_else(lbIx, fwd_lbx, 0) + if_else(ubIx, fwd_ubx, 0))
957  - if_else(iIx, fwd_gL_p, 0);
958  MX fwd_alpha_g = (if_else(ubIg, fwd_ubg, 0) + if_else(lbIg, fwd_lbg, 0))
959  - if_else(bIg, fwd_g_p, 0);
960  MX v = MX::vertcat({fwd_alpha_x, fwd_alpha_g});
961 
962  // Solve
964 
965  // Extract sensitivities in x, lam_x and lam_g
966  std::vector<MX> v_split = vertsplit(v, {0, nx_, nx_+ng_});
967  MX fwd_x = v_split.at(0);
968  MX fwd_lam_g = v_split.at(1);
969 
970  // Calculate sensitivities in lam_x, lam_g
971  vv = {x, p, 1, lam_g, f, g, -lam_x, -lam_p,
972  fwd_x, fwd_p, 0, fwd_lam_g};
973  vv = fwd_nlp_grad(vv);
974  MX fwd_f = vv.at(0);
975  MX fwd_g = vv.at(1);
976  MX fwd_lam_x = -vv.at(2);
977  MX fwd_lam_p = -vv.at(3);
978 
979  // Forward sensitivities
980  std::vector<MX> fsens(NLPSOL_NUM_OUT);
981  fsens[NLPSOL_X] = fwd_x;
982  fsens[NLPSOL_F] = fwd_f;
983  fsens[NLPSOL_G] = fwd_g;
984  fsens[NLPSOL_LAM_X] = fwd_lam_x;
985  fsens[NLPSOL_LAM_G] = fwd_lam_g;
986  fsens[NLPSOL_LAM_P] = fwd_lam_p;
987 
988  // Gather return values
989  arg.insert(arg.end(), res.begin(), res.end());
990  arg.insert(arg.end(), fseed.begin(), fseed.end());
991  res = fsens;
992 
993  Dict options = opts;
994  options["allow_duplicate_io_names"] = true;
995 
996  return Function(name, arg, res, inames, onames, options);
997  }
virtual const std::vector< MX > mx_in() const
Get function input(s) and output(s)
virtual const std::vector< MX > mx_out() const
Get function input(s) and output(s)
static MX sym(const std::string &name, casadi_int nrow=1, casadi_int ncol=1)
Create an nrow-by-ncol symbolic primitive.
static MX blockcat(const std::vector< std::vector< MX > > &v)
Definition: mx.cpp:1197
static MX solve(const MX &a, const MX &b)
Definition: mx.cpp:2007
static MX vertcat(const std::vector< MX > &x)
Definition: mx.cpp:1099
Function kkt() const
Definition: nlpsol.cpp:847
Dict sens_linsol_options_
Definition: nlpsol_impl.hpp:82
double min_lam_
Options.
Definition: nlpsol_impl.hpp:99
std::string sens_linsol_
Linear solver and options.
Definition: nlpsol_impl.hpp:81
NlpsolInput
Input arguments of an NLP Solver.
Definition: nlpsol.hpp:194
@ NLPSOL_NUM_IN
Definition: nlpsol.hpp:211
@ NLPSOL_NUM_OUT
Definition: nlpsol.hpp:228
double if_else(double x, double y, double z)
Definition: calculus.hpp:290

References casadi::MX::blockcat(), casadi::Nlpsol::detect_simple_bounds_is_simple_, casadi::Function::forward(), casadi::FunctionInternal::Function, casadi::OracleFunction::get_function(), casadi::if_else(), casadi::Nlpsol::kkt(), casadi::Nlpsol::min_lam_, casadi::FunctionInternal::mx_in(), casadi::FunctionInternal::mx_out(), casadi::Nlpsol::ng_, casadi::NLPSOL_F, casadi::NLPSOL_G, casadi::NLPSOL_LAM_G, casadi::NLPSOL_LAM_G0, casadi::NLPSOL_LAM_P, casadi::NLPSOL_LAM_X, casadi::NLPSOL_LAM_X0, casadi::NLPSOL_LBG, casadi::NLPSOL_LBX, casadi::NLPSOL_NUM_IN, casadi::NLPSOL_NUM_OUT, casadi::NLPSOL_P, casadi::NLPSOL_UBG, casadi::NLPSOL_UBX, casadi::NLPSOL_X, casadi::NLPSOL_X0, casadi::Nlpsol::nx_, casadi::Nlpsol::sens_linsol_, casadi::Nlpsol::sens_linsol_options_, casadi::MX::solve(), casadi::MX::sparsity(), casadi::GenericMatrix< MX >::sym(), and casadi::MX::vertcat().

◆ get_free()

std::vector< std::string > casadi::FunctionInternal::get_free ( ) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_mc

Reimplemented in casadi::SXFunction, and casadi::MXFunction.

Definition at line 936 of file function_internal.cpp.

936  {
937  casadi_assert_dev(!has_free());
938  return std::vector<std::string>();
939  }
virtual bool has_free() const
Does the function have free variables.

References casadi::FunctionInternal::has_free().

◆ get_function() [1/2]

std::vector< std::string > casadi::OracleFunction::get_function ( ) const
overridevirtualinherited

-1 Indicates irregularity

Extra doc: https://github.com/casadi/casadi/wiki/L_i

Reimplemented from casadi::FunctionInternal.

Definition at line 531 of file oracle_function.cpp.

531  {
532  std::vector<std::string> ret;
533  ret.reserve(all_functions_.size());
534  for (auto&& e : all_functions_) {
535  ret.push_back(e.first);
536  }
537  return ret;
538 }

References casadi::OracleFunction::all_functions_.

Referenced by casadi::Rootfinder::ad_forward(), casadi::Rootfinder::ad_reverse(), casadi::OracleFunction::calc_function(), casadi::OracleFunction::calc_sp_forward(), casadi::OracleFunction::calc_sp_reverse(), casadi::FastNewton::codegen_body(), casadi::Feasiblesqpmethod::codegen_body(), casadi::Sqpmethod::codegen_body(), casadi::Nlpsol::codegen_body_exit(), casadi::Nlpsol::codegen_declarations(), casadi::FatropInterface::codegen_declarations(), casadi::IpoptInterface::codegen_declarations(), casadi::MadnlpInterface::codegen_declarations(), casadi::FastNewton::codegen_declarations(), casadi::Feasiblesqpmethod::codegen_declarations(), casadi::Sqpmethod::codegen_declarations(), casadi::Feasiblesqpmethod::codegen_feasibility_iterations(), casadi::FixedStepIntegrator::create_advanced(), casadi::OracleFunction::create_forward(), casadi::AlpaqaProblem::eval_hess_L(), casadi::AlpaqaProblem::eval_hess_ψ(), casadi::OracleFunction::finalize(), casadi::Nlpsol::get_forward(), casadi::OracleFunction::get_function(), casadi::AlpaqaProblem::get_hess_L_num_nonzeros(), casadi::AlpaqaProblem::get_hess_ψ_num_nonzeros(), casadi::Nlpsol::get_reverse(), casadi::FixedStepIntegrator::init(), casadi::ImplicitFixedStepIntegrator::init(), init(), casadi::BonminInterface::init(), casadi::FatropInterface::init(), casadi::IpoptInterface::init(), casadi::MadnlpInterface::init(), casadi::SLEQPInterface::init(), casadi::SundialsInterface::init(), casadi::FastNewton::init(), casadi::Feasiblesqpmethod::init(), casadi::Sqpmethod::init(), casadi::OracleFunction::monitored(), casadi::FatropInterface::set_fatrop_prob(), casadi::IpoptInterface::set_ipopt_prob(), casadi::MadnlpInterface::set_madnlp_prob(), casadi::SundialsInterface::set_work(), casadi::Collocation::setup_step(), casadi::RungeKutta::setup_step(), casadi::Integrator::sp_jac_dae(), and casadi::Integrator::sp_jac_rdae().

◆ get_function() [2/2]

const Function & casadi::OracleFunction::get_function ( const std::string &  name) const
overridevirtualinherited

Reimplemented from casadi::FunctionInternal.

Definition at line 540 of file oracle_function.cpp.

540  {
541  auto it = all_functions_.find(name);
542  casadi_assert(it!=all_functions_.end(),
543  "No function \"" + name + "\" in " + name_ + ". " +
544  "Available functions: " + join(get_function()) + ".");
545  return it->second.f;
546 }

References casadi::OracleFunction::all_functions_, casadi::OracleFunction::get_function(), casadi::join(), and casadi::ProtoFunction::name_.

◆ get_jac_sparsity()

Sparsity casadi::FunctionInternal::get_jac_sparsity ( casadi_int  oind,
casadi_int  iind,
bool  symmetric 
) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kz Get, if necessary generate, the sparsity of a Jacobian block

Reimplemented in casadi::FmuFunction, casadi::GenericExternal, casadi::Expm, and casadi::CallbackInternal.

Definition at line 1787 of file function_internal.cpp.

1788  {
1789  if (symmetric) {
1790  casadi_assert(sparsity_out_[oind].is_dense(),
1791  "Symmetry exploitation in Jacobian assumes dense expression. "
1792  "A potential workaround is to apply densify().");
1793  }
1794  // Check if we are able to propagate dependencies through the function
1795  if (has_spfwd() || has_sprev()) {
1796  // Get weighting factor
1797  double w = sp_weight();
1798 
1799  // Skip generation, assume dense
1800  if (w == -1) return Sparsity();
1801 
1802  Sparsity sp;
1803  if (nnz_in(iind) > 3*bvec_size && nnz_out(oind) > 3*bvec_size &&
1805  if (symmetric) {
1806  sp = get_jac_sparsity_hierarchical_symm(oind, iind);
1807  } else {
1808  sp = get_jac_sparsity_hierarchical(oind, iind);
1809  }
1810  } else {
1811  // Number of nonzero inputs and outputs
1812  casadi_int nz_in = nnz_in(iind);
1813  casadi_int nz_out = nnz_out(oind);
1814 
1815  // Number of forward sweeps we must make
1816  casadi_int nsweep_fwd = nz_in/bvec_size;
1817  if (nz_in%bvec_size) nsweep_fwd++;
1818 
1819  // Number of adjoint sweeps we must make
1820  casadi_int nsweep_adj = nz_out/bvec_size;
1821  if (nz_out%bvec_size) nsweep_adj++;
1822 
1823  // Use forward mode?
1824  if (w*static_cast<double>(nsweep_fwd) <= (1-w)*static_cast<double>(nsweep_adj)) {
1825  sp = get_jac_sparsity_gen<true>(oind, iind);
1826  } else {
1827  sp = get_jac_sparsity_gen<false>(oind, iind);
1828  }
1829  }
1830  return sp;
1831  } else {
1832  // Not calculated
1833  return Sparsity();
1834  }
1835  }
virtual bool has_sprev() const
Is the class able to propagate seeds through the algorithm?
Sparsity get_jac_sparsity_hierarchical_symm(casadi_int oind, casadi_int iind) const
virtual double sp_weight() const
Weighting factor for chosing forward/reverse mode,.
Sparsity get_jac_sparsity_hierarchical(casadi_int oind, casadi_int iind) const
A flavor of get_jac_sparsity_gen that does hierarchical block structure recognition.
std::vector< double > nz_in(const std::vector< DM > &arg) const
Convert from/to flat vector of input/output nonzeros.
std::vector< double > nz_out(const std::vector< DM > &res) const
Convert from/to flat vector of input/output nonzeros.
virtual bool has_spfwd() const
Is the class able to propagate seeds through the algorithm?
static bool hierarchical_sparsity
const int bvec_size

References casadi::bvec_size, casadi::FunctionInternal::get_jac_sparsity_hierarchical(), casadi::FunctionInternal::get_jac_sparsity_hierarchical_symm(), casadi::FunctionInternal::has_spfwd(), casadi::FunctionInternal::has_sprev(), casadi::GlobalOptions::hierarchical_sparsity, casadi::FunctionInternal::nnz_in(), casadi::FunctionInternal::nnz_out(), casadi::FunctionInternal::nz_in(), casadi::FunctionInternal::nz_out(), casadi::FunctionInternal::sp_weight(), and casadi::FunctionInternal::sparsity_out_.

Referenced by casadi::Expm::get_jac_sparsity(), casadi::GenericExternal::get_jac_sparsity(), and casadi::FunctionInternal::jac_sparsity().

◆ get_jac_sparsity_gen()

template<bool fwd>
Sparsity casadi::FunctionInternal::get_jac_sparsity_gen ( casadi_int  oind,
casadi_int  iind 
) const
inherited

Definition at line 1132 of file function_internal.cpp.

1132  {
1133  // Number of nonzero inputs and outputs
1134  casadi_int nz_in = nnz_in(iind);
1135  casadi_int nz_out = nnz_out(oind);
1136 
1137  // Evaluation buffers
1138  std::vector<typename JacSparsityTraits<fwd>::arg_t> arg(sz_arg(), nullptr);
1139  std::vector<bvec_t*> res(sz_res(), nullptr);
1140  std::vector<casadi_int> iw(sz_iw());
1141  std::vector<bvec_t> w(sz_w(), 0);
1142 
1143  // Seeds and sensitivities
1144  std::vector<bvec_t> seed(nz_in, 0);
1145  arg[iind] = get_ptr(seed);
1146  std::vector<bvec_t> sens(nz_out, 0);
1147  res[oind] = get_ptr(sens);
1148  if (!fwd) std::swap(seed, sens);
1149 
1150  // Number of forward sweeps we must make
1151  casadi_int nsweep = seed.size() / bvec_size;
1152  if (seed.size() % bvec_size) nsweep++;
1153 
1154  // Print
1155  if (verbose_) {
1156  casadi_message(str(nsweep) + std::string(fwd ? " forward" : " reverse") + " sweeps "
1157  "needed for " + str(seed.size()) + " directions");
1158  }
1159 
1160  // Progress
1161  casadi_int progress = -10;
1162 
1163  // Temporary vectors
1164  std::vector<casadi_int> jcol, jrow;
1165 
1166  // Loop over the variables, bvec_size variables at a time
1167  for (casadi_int s=0; s<nsweep; ++s) {
1168 
1169  // Print progress
1170  if (verbose_) {
1171  casadi_int progress_new = (s*100)/nsweep;
1172  // Print when entering a new decade
1173  if (progress_new / 10 > progress / 10) {
1174  progress = progress_new;
1175  casadi_message(str(progress) + " %");
1176  }
1177  }
1178 
1179  // Nonzero offset
1180  casadi_int offset = s*bvec_size;
1181 
1182  // Number of local seed directions
1183  casadi_int ndir_local = seed.size()-offset;
1184  ndir_local = std::min(static_cast<casadi_int>(bvec_size), ndir_local);
1185 
1186  for (casadi_int i=0; i<ndir_local; ++i) {
1187  seed[offset+i] |= bvec_t(1)<<i;
1188  }
1189 
1190  // Propagate the dependencies
1191  JacSparsityTraits<fwd>::sp(this, get_ptr(arg), get_ptr(res),
1192  get_ptr(iw), get_ptr(w), memory(0));
1193 
1194  // Loop over the nonzeros of the output
1195  for (casadi_int el=0; el<sens.size(); ++el) {
1196 
1197  // Get the sparsity sensitivity
1198  bvec_t spsens = sens[el];
1199 
1200  if (!fwd) {
1201  // Clear the sensitivities for the next sweep
1202  sens[el] = 0;
1203  }
1204 
1205  // If there is a dependency in any of the directions
1206  if (spsens!=0) {
1207 
1208  // Loop over seed directions
1209  for (casadi_int i=0; i<ndir_local; ++i) {
1210 
1211  // If dependents on the variable
1212  if ((bvec_t(1) << i) & spsens) {
1213  // Add to pattern
1214  jcol.push_back(el);
1215  jrow.push_back(i+offset);
1216  }
1217  }
1218  }
1219  }
1220 
1221  // Remove the seeds
1222  for (casadi_int i=0; i<ndir_local; ++i) {
1223  seed[offset+i] = 0;
1224  }
1225  }
1226 
1227  // Construct sparsity pattern and return
1228  if (!fwd) swap(jrow, jcol);
1229  Sparsity ret = Sparsity::triplet(nz_out, nz_in, jcol, jrow);
1230  if (verbose_) {
1231  casadi_message("Formed Jacobian sparsity pattern (dimension " + str(ret.size()) + ", "
1232  + str(ret.nnz()) + " (" + str(ret.density()) + " %) nonzeros.");
1233  }
1234  return ret;
1235  }
static Sparsity triplet(casadi_int nrow, casadi_int ncol, const std::vector< casadi_int > &row, const std::vector< casadi_int > &col, std::vector< casadi_int > &mapping, bool invert_mapping)
Create a sparsity pattern given the nonzeros in sparse triplet form *.
Definition: sparsity.cpp:1127
unsigned long long bvec_t

References casadi::bvec_size, casadi::Sparsity::density(), casadi::get_ptr(), casadi::ProtoFunction::memory(), casadi::Sparsity::nnz(), casadi::FunctionInternal::nnz_in(), casadi::FunctionInternal::nnz_out(), casadi::FunctionInternal::nz_in(), casadi::FunctionInternal::nz_out(), casadi::Sparsity::size(), casadi::str(), casadi::FunctionInternal::sz_arg(), casadi::FunctionInternal::sz_iw(), casadi::FunctionInternal::sz_res(), casadi::FunctionInternal::sz_w(), casadi::Sparsity::triplet(), and casadi::ProtoFunction::verbose_.

◆ get_jac_sparsity_hierarchical()

Sparsity casadi::FunctionInternal::get_jac_sparsity_hierarchical ( casadi_int  oind,
casadi_int  iind 
) const
inherited

Decide which ad_mode to take

Definition at line 1472 of file function_internal.cpp.

1472  {
1473  // Number of nonzero inputs
1474  casadi_int nz_in = nnz_in(iind);
1475 
1476  // Number of nonzero outputs
1477  casadi_int nz_out = nnz_out(oind);
1478 
1479  // Seeds and sensitivities
1480  std::vector<bvec_t> s_in(nz_in, 0);
1481  std::vector<bvec_t> s_out(nz_out, 0);
1482 
1483  // Evaluation buffers
1484  std::vector<const bvec_t*> arg_fwd(sz_arg(), nullptr);
1485  std::vector<bvec_t*> arg_adj(sz_arg(), nullptr);
1486  arg_fwd[iind] = arg_adj[iind] = get_ptr(s_in);
1487  std::vector<bvec_t*> res(sz_res(), nullptr);
1488  res[oind] = get_ptr(s_out);
1489  std::vector<casadi_int> iw(sz_iw());
1490  std::vector<bvec_t> w(sz_w());
1491 
1492  // Sparsity triplet accumulator
1493  std::vector<casadi_int> jcol, jrow;
1494 
1495  // Cols of the coarse blocks
1496  std::vector<casadi_int> coarse_col(2, 0); coarse_col[1] = nz_out;
1497  // Rows of the coarse blocks
1498  std::vector<casadi_int> coarse_row(2, 0); coarse_row[1] = nz_in;
1499 
1500  // Cols of the fine blocks
1501  std::vector<casadi_int> fine_col;
1502 
1503  // Rows of the fine blocks
1504  std::vector<casadi_int> fine_row;
1505 
1506  // In each iteration, subdivide each coarse block in this many fine blocks
1507  casadi_int subdivision = bvec_size;
1508 
1509  Sparsity r = Sparsity::dense(1, 1);
1510 
1511  // The size of a block
1512  casadi_int granularity_row = nz_in;
1513  casadi_int granularity_col = nz_out;
1514 
1515  bool use_fwd = true;
1516 
1517  casadi_int nsweeps = 0;
1518 
1519  bool hasrun = false;
1520 
1521  // Get weighting factor
1522  double sp_w = sp_weight();
1523 
1524  // Lookup table for bvec_t
1525  std::vector<bvec_t> bvec_lookup;
1526  bvec_lookup.reserve(bvec_size);
1527  for (casadi_int i=0;i<bvec_size;++i) {
1528  bvec_lookup.push_back(bvec_t(1) << i);
1529  }
1530 
1531  while (!hasrun || coarse_col.size()!=nz_out+1 || coarse_row.size()!=nz_in+1) {
1532  if (verbose_) {
1533  casadi_message("Block size: " + str(granularity_col) + " x " + str(granularity_row));
1534  }
1535 
1536  // Clear the sparsity triplet acccumulator
1537  jcol.clear();
1538  jrow.clear();
1539 
1540  // Clear the fine block structure
1541  fine_row.clear();
1542  fine_col.clear();
1543 
1544  // r transpose will be needed in the algorithm
1545  Sparsity rT = r.T();
1546 
1549  // Forward mode
1550  Sparsity D1 = rT.uni_coloring(r);
1551  // Adjoint mode
1552  Sparsity D2 = r.uni_coloring(rT);
1553  if (verbose_) {
1554  casadi_message("Coloring on " + str(r.dim()) + " (fwd seeps: " + str(D1.size2()) +
1555  " , adj sweeps: " + str(D2.size1()) + ")");
1556  }
1557 
1558  // Use whatever required less colors if we tried both (with preference to forward mode)
1559  double fwd_cost = static_cast<double>(use_fwd ? granularity_row : granularity_col) *
1560  sp_w*static_cast<double>(D1.size2());
1561  double adj_cost = static_cast<double>(use_fwd ? granularity_col : granularity_row) *
1562  (1-sp_w)*static_cast<double>(D2.size2());
1563  use_fwd = fwd_cost <= adj_cost;
1564  if (verbose_) {
1565  casadi_message(std::string(use_fwd ? "Forward" : "Reverse") + " mode chosen "
1566  "(fwd cost: " + str(fwd_cost) + ", adj cost: " + str(adj_cost) + ")");
1567  }
1568 
1569  // Get seeds and sensitivities
1570  bvec_t* seed_v = use_fwd ? get_ptr(s_in) : get_ptr(s_out);
1571  bvec_t* sens_v = use_fwd ? get_ptr(s_out) : get_ptr(s_in);
1572 
1573  // The number of zeros in the seed and sensitivity directions
1574  casadi_int nz_seed = use_fwd ? nz_in : nz_out;
1575  casadi_int nz_sens = use_fwd ? nz_out : nz_in;
1576 
1577  // Clear the seeds
1578  for (casadi_int i=0; i<nz_seed; ++i) seed_v[i]=0;
1579 
1580  // Choose the active jacobian coloring scheme
1581  Sparsity D = use_fwd ? D1 : D2;
1582 
1583  // Adjoint mode amounts to swapping
1584  if (!use_fwd) {
1585  std::swap(coarse_col, coarse_row);
1586  std::swap(granularity_col, granularity_row);
1587  std::swap(r, rT);
1588  }
1589 
1590  // Subdivide the coarse block cols
1591  for (casadi_int k=0;k<coarse_col.size()-1;++k) {
1592  casadi_int diff = coarse_col[k+1]-coarse_col[k];
1593  casadi_int new_diff = diff/subdivision;
1594  if (diff%subdivision>0) new_diff++;
1595  std::vector<casadi_int> temp = range(coarse_col[k], coarse_col[k+1], new_diff);
1596  fine_col.insert(fine_col.end(), temp.begin(), temp.end());
1597  }
1598  // Subdivide the coarse block rows
1599  for (casadi_int k=0;k<coarse_row.size()-1;++k) {
1600  casadi_int diff = coarse_row[k+1]-coarse_row[k];
1601  casadi_int new_diff = diff/subdivision;
1602  if (diff%subdivision>0) new_diff++;
1603  std::vector<casadi_int> temp = range(coarse_row[k], coarse_row[k+1], new_diff);
1604  fine_row.insert(fine_row.end(), temp.begin(), temp.end());
1605  }
1606  if (fine_row.back()!=coarse_row.back()) fine_row.push_back(coarse_row.back());
1607  if (fine_col.back()!=coarse_col.back()) fine_col.push_back(coarse_col.back());
1608 
1609  granularity_col = fine_col[1] - fine_col[0];
1610  granularity_row = fine_row[1] - fine_row[0];
1611 
1612  // The index into the bvec bit vector
1613  casadi_int bvec_i = 0;
1614 
1615  // Create lookup tables for the fine blocks
1616  std::vector<casadi_int> fine_col_lookup = lookupvector(fine_col, nz_sens+1);
1617  std::vector<casadi_int> fine_row_lookup = lookupvector(fine_row, nz_seed+1);
1618 
1619  // Triplet data used as a lookup table
1620  std::vector<casadi_int> lookup_col;
1621  std::vector<casadi_int> lookup_row;
1622  std::vector<casadi_int> lookup_value;
1623 
1624 
1625  // The maximum number of fine blocks contained in one coarse block
1626  casadi_int n_fine_blocks_max = 0;
1627  for (casadi_int i=0;i<coarse_row.size()-1;++i) {
1628  casadi_int del = fine_row_lookup[coarse_row[i+1]]-fine_row_lookup[coarse_row[i]];
1629  n_fine_blocks_max = std::max(n_fine_blocks_max, del);
1630  }
1631 
1632  // Loop over all coarse seed directions from the coloring
1633  for (casadi_int csd=0; csd<D.size2(); ++csd) {
1634 
1635  casadi_int fci_offset = 0;
1636  casadi_int fci_cap = bvec_size-bvec_i;
1637 
1638  // Flag to indicate if all fine blocks have been handled
1639  bool f_finished = false;
1640 
1641  // Loop while not finished
1642  while (!f_finished) {
1643 
1644  // Loop over all coarse rows that are found in the coloring for this coarse seed direction
1645  for (casadi_int k=D.colind(csd); k<D.colind(csd+1); ++k) {
1646  casadi_int cci = D.row(k);
1647 
1648  // The first and last rows of the fine block
1649  casadi_int fci_start = fine_row_lookup[coarse_row[cci]];
1650  casadi_int fci_end = fine_row_lookup[coarse_row[cci+1]];
1651 
1652  // Local counter that modifies index into bvec
1653  casadi_int bvec_i_mod = 0;
1654 
1655  casadi_int value = -bvec_i + fci_offset + fci_start;
1656 
1657  // Loop over the rows of the fine block
1658  for (casadi_int fci = fci_offset; fci < std::min(fci_end-fci_start, fci_cap); ++fci) {
1659 
1660  // Loop over the coarse block cols that appear in the coloring
1661  // for the current coarse seed direction
1662  for (casadi_int cri=rT.colind(cci);cri<rT.colind(cci+1);++cri) {
1663  lookup_col.push_back(rT.row(cri));
1664  lookup_row.push_back(bvec_i+bvec_i_mod);
1665  lookup_value.push_back(value);
1666  }
1667 
1668  // Toggle on seeds
1669  bvec_toggle(seed_v, fine_row[fci+fci_start], fine_row[fci+fci_start+1],
1670  bvec_i+bvec_i_mod);
1671  bvec_i_mod++;
1672  }
1673  }
1674 
1675  // Bump bvec_i for next major coarse direction
1676  bvec_i+= std::min(n_fine_blocks_max, fci_cap);
1677 
1678  // Check if bvec buffer is full
1679  if (bvec_i==bvec_size || csd==D.size2()-1) {
1680  // Calculate sparsity for bvec_size directions at once
1681 
1682  // Statistics
1683  nsweeps+=1;
1684 
1685  // Construct lookup table
1686  IM lookup = IM::triplet(lookup_row, lookup_col, lookup_value, bvec_size,
1687  coarse_col.size());
1688 
1689  // Propagate the dependencies
1690  if (use_fwd) {
1691  JacSparsityTraits<true>::sp(this, get_ptr(arg_fwd), get_ptr(res),
1692  get_ptr(iw), get_ptr(w), memory(0));
1693  } else {
1694  std::fill(w.begin(), w.end(), 0);
1695  JacSparsityTraits<false>::sp(this, get_ptr(arg_adj), get_ptr(res),
1696  get_ptr(iw), get_ptr(w), memory(0));
1697  }
1698 
1699  // Temporary bit work vector
1700  bvec_t spsens;
1701 
1702  // Loop over the cols of coarse blocks
1703  for (casadi_int cri=0;cri<coarse_col.size()-1;++cri) {
1704 
1705  // Loop over the cols of fine blocks within the current coarse block
1706  for (casadi_int fri=fine_col_lookup[coarse_col[cri]];
1707  fri<fine_col_lookup[coarse_col[cri+1]];++fri) {
1708  // Lump individual sensitivities together into fine block
1709  bvec_or(sens_v, spsens, fine_col[fri], fine_col[fri+1]);
1710 
1711  // Next iteration if no sparsity
1712  if (!spsens) continue;
1713 
1714  // Loop over all bvec_bits
1715  for (casadi_int bvec_i=0;bvec_i<bvec_size;++bvec_i) {
1716  if (spsens & bvec_lookup[bvec_i]) {
1717  // if dependency is found, add it to the new sparsity pattern
1718  casadi_int ind = lookup.sparsity().get_nz(bvec_i, cri);
1719  if (ind==-1) continue;
1720  jrow.push_back(bvec_i+lookup->at(ind));
1721  jcol.push_back(fri);
1722  }
1723  }
1724  }
1725  }
1726 
1727  // Clear the forward seeds/adjoint sensitivities, ready for next bvec sweep
1728  std::fill(s_in.begin(), s_in.end(), 0);
1729 
1730  // Clear the adjoint seeds/forward sensitivities, ready for next bvec sweep
1731  std::fill(s_out.begin(), s_out.end(), 0);
1732 
1733  // Clean lookup table
1734  lookup_col.clear();
1735  lookup_row.clear();
1736  lookup_value.clear();
1737  }
1738 
1739  if (n_fine_blocks_max>fci_cap) {
1740  fci_offset += std::min(n_fine_blocks_max, fci_cap);
1741  bvec_i = 0;
1742  fci_cap = bvec_size;
1743  } else {
1744  f_finished = true;
1745  }
1746 
1747  }
1748 
1749  }
1750 
1751  // Swap results if adjoint mode was used
1752  if (use_fwd) {
1753  // Construct fine sparsity pattern
1754  r = Sparsity::triplet(fine_row.size()-1, fine_col.size()-1, jrow, jcol);
1755  coarse_col = fine_col;
1756  coarse_row = fine_row;
1757  } else {
1758  // Construct fine sparsity pattern
1759  r = Sparsity::triplet(fine_col.size()-1, fine_row.size()-1, jcol, jrow);
1760  coarse_col = fine_row;
1761  coarse_row = fine_col;
1762  }
1763  hasrun = true;
1764  }
1765  if (verbose_) {
1766  casadi_message("Number of sweeps: " + str(nsweeps));
1767  casadi_message("Formed Jacobian sparsity pattern (dimension " + str(r.size()) + ", " +
1768  str(r.nnz()) + " (" + str(r.density()) + " %) nonzeros.");
1769  }
1770 
1771  return r.T();
1772  }
static Matrix< casadi_int > triplet(const std::vector< casadi_int > &row, const std::vector< casadi_int > &col, const Matrix< casadi_int > &d)
Construct a sparse matrix from triplet form.
static Sparsity dense(casadi_int nrow, casadi_int ncol=1)
Create a dense rectangular sparsity pattern *.
Definition: sparsity.cpp:1012
std::vector< casadi_int > range(casadi_int start, casadi_int stop, casadi_int step, casadi_int len)
Range function.
std::vector< casadi_int > lookupvector(const std::vector< casadi_int > &v, casadi_int size)
Returns a vector for quickly looking up entries of supplied list.
Matrix< casadi_int > IM
Definition: im_fwd.hpp:31
std::vector< T > diff(const std::vector< T > &values)
diff
bvec_t bvec_or(const bvec_t *arg, casadi_int n)
Bit-wise or operation on bvec_t array.
void bvec_toggle(bvec_t *s, casadi_int begin, casadi_int end, casadi_int j)

References casadi::bvec_or(), casadi::bvec_size, casadi::bvec_toggle(), casadi::Sparsity::colind(), casadi::D, casadi::Sparsity::dense(), casadi::Sparsity::density(), casadi::diff(), casadi::Sparsity::dim(), casadi::Sparsity::get_nz(), casadi::get_ptr(), casadi::lookupvector(), casadi::ProtoFunction::memory(), casadi::Sparsity::nnz(), casadi::FunctionInternal::nnz_in(), casadi::FunctionInternal::nnz_out(), casadi::FunctionInternal::nz_in(), casadi::FunctionInternal::nz_out(), casadi::range(), casadi::Sparsity::row(), casadi::Sparsity::size(), casadi::Sparsity::size1(), casadi::Sparsity::size2(), casadi::FunctionInternal::sp_weight(), casadi::Matrix< Scalar >::sparsity(), casadi::str(), casadi::FunctionInternal::sz_arg(), casadi::FunctionInternal::sz_iw(), casadi::FunctionInternal::sz_res(), casadi::FunctionInternal::sz_w(), casadi::Sparsity::T(), casadi::Sparsity::triplet(), casadi::Matrix< casadi_int >::triplet(), casadi::Sparsity::uni_coloring(), and casadi::ProtoFunction::verbose_.

Referenced by casadi::FunctionInternal::get_jac_sparsity().

◆ get_jac_sparsity_hierarchical_symm()

Sparsity casadi::FunctionInternal::get_jac_sparsity_hierarchical_symm ( casadi_int  oind,
casadi_int  iind 
) const
inherited

A flavor of get_jac_sparsity_gen that does hierarchical block structure recognition for symmetric Jacobians

Definition at line 1237 of file function_internal.cpp.

1238  {
1239  casadi_assert_dev(has_spfwd());
1240 
1241  // Number of nonzero inputs
1242  casadi_int nz = nnz_in(iind);
1243  casadi_assert_dev(nz==nnz_out(oind));
1244 
1245  // Evaluation buffers
1246  std::vector<const bvec_t*> arg(sz_arg(), nullptr);
1247  std::vector<bvec_t*> res(sz_res(), nullptr);
1248  std::vector<casadi_int> iw(sz_iw());
1249  std::vector<bvec_t> w(sz_w());
1250 
1251  // Seeds
1252  std::vector<bvec_t> seed(nz, 0);
1253  arg[iind] = get_ptr(seed);
1254 
1255  // Sensitivities
1256  std::vector<bvec_t> sens(nz, 0);
1257  res[oind] = get_ptr(sens);
1258 
1259  // Sparsity triplet accumulator
1260  std::vector<casadi_int> jcol, jrow;
1261 
1262  // Cols/rows of the coarse blocks
1263  std::vector<casadi_int> coarse(2, 0); coarse[1] = nz;
1264 
1265  // Cols/rows of the fine blocks
1266  std::vector<casadi_int> fine;
1267 
1268  // In each iteration, subdivide each coarse block in this many fine blocks
1269  casadi_int subdivision = bvec_size;
1270 
1271  Sparsity r = Sparsity::dense(1, 1);
1272 
1273  // The size of a block
1274  casadi_int granularity = nz;
1275 
1276  casadi_int nsweeps = 0;
1277 
1278  bool hasrun = false;
1279 
1280  while (!hasrun || coarse.size()!=nz+1) {
1281  if (verbose_) casadi_message("Block size: " + str(granularity));
1282 
1283  // Clear the sparsity triplet acccumulator
1284  jcol.clear();
1285  jrow.clear();
1286 
1287  // Clear the fine block structure
1288  fine.clear();
1289 
1290  Sparsity D = r.star_coloring();
1291 
1292  if (verbose_) {
1293  casadi_message("Star coloring on " + str(r.dim()) + ": "
1294  + str(D.size2()) + " <-> " + str(D.size1()));
1295  }
1296 
1297  // Clear the seeds
1298  std::fill(seed.begin(), seed.end(), 0);
1299 
1300  // Subdivide the coarse block
1301  for (casadi_int k=0; k<coarse.size()-1; ++k) {
1302  casadi_int diff = coarse[k+1]-coarse[k];
1303  casadi_int new_diff = diff/subdivision;
1304  if (diff%subdivision>0) new_diff++;
1305  std::vector<casadi_int> temp = range(coarse[k], coarse[k+1], new_diff);
1306  fine.insert(fine.end(), temp.begin(), temp.end());
1307  }
1308  if (fine.back()!=coarse.back()) fine.push_back(coarse.back());
1309 
1310  granularity = fine[1] - fine[0];
1311 
1312  // The index into the bvec bit vector
1313  casadi_int bvec_i = 0;
1314 
1315  // Create lookup tables for the fine blocks
1316  std::vector<casadi_int> fine_lookup = lookupvector(fine, nz+1);
1317 
1318  // Triplet data used as a lookup table
1319  std::vector<casadi_int> lookup_col;
1320  std::vector<casadi_int> lookup_row;
1321  std::vector<casadi_int> lookup_value;
1322 
1323  // The maximum number of fine blocks contained in one coarse block
1324  casadi_int n_fine_blocks_max = 0;
1325  for (casadi_int i=0;i<coarse.size()-1;++i) {
1326  casadi_int del = fine_lookup[coarse[i+1]]-fine_lookup[coarse[i]];
1327  n_fine_blocks_max = std::max(n_fine_blocks_max, del);
1328  }
1329 
1330  // Loop over all coarse seed directions from the coloring
1331  for (casadi_int csd=0; csd<D.size2(); ++csd) {
1332 
1333 
1334  casadi_int fci_offset = 0;
1335  casadi_int fci_cap = bvec_size-bvec_i;
1336 
1337  // Flag to indicate if all fine blocks have been handled
1338  bool f_finished = false;
1339 
1340  // Loop while not finished
1341  while (!f_finished) {
1342 
1343  // Loop over all coarse rows that are found in the coloring for this coarse seed direction
1344  for (casadi_int k=D.colind(csd); k<D.colind(csd+1); ++k) {
1345  casadi_int cci = D.row(k);
1346 
1347  // The first and last rows of the fine block
1348  casadi_int fci_start = fine_lookup[coarse[cci]];
1349  casadi_int fci_end = fine_lookup[coarse[cci+1]];
1350 
1351  // Local counter that modifies index into bvec
1352  casadi_int bvec_i_mod = 0;
1353 
1354  casadi_int value = -bvec_i + fci_offset + fci_start;
1355 
1356  //casadi_assert_dev(value>=0);
1357 
1358  // Loop over the rows of the fine block
1359  for (casadi_int fci = fci_offset; fci<std::min(fci_end-fci_start, fci_cap); ++fci) {
1360 
1361  // Loop over the coarse block cols that appear in the
1362  // coloring for the current coarse seed direction
1363  for (casadi_int cri=r.colind(cci);cri<r.colind(cci+1);++cri) {
1364  lookup_col.push_back(r.row(cri));
1365  lookup_row.push_back(bvec_i+bvec_i_mod);
1366  lookup_value.push_back(value);
1367  }
1368 
1369  // Toggle on seeds
1370  bvec_toggle(get_ptr(seed), fine[fci+fci_start], fine[fci+fci_start+1],
1371  bvec_i+bvec_i_mod);
1372  bvec_i_mod++;
1373  }
1374  }
1375 
1376  // Bump bvec_i for next major coarse direction
1377  bvec_i += std::min(n_fine_blocks_max, fci_cap);
1378 
1379  // Check if bvec buffer is full
1380  if (bvec_i==bvec_size || csd==D.size2()-1) {
1381  // Calculate sparsity for bvec_size directions at once
1382 
1383  // Statistics
1384  nsweeps+=1;
1385 
1386  // Construct lookup table
1387  IM lookup = IM::triplet(lookup_row, lookup_col, lookup_value,
1388  bvec_size, coarse.size());
1389 
1390  std::reverse(lookup_col.begin(), lookup_col.end());
1391  std::reverse(lookup_row.begin(), lookup_row.end());
1392  std::reverse(lookup_value.begin(), lookup_value.end());
1393  IM duplicates =
1394  IM::triplet(lookup_row, lookup_col, lookup_value, bvec_size, coarse.size())
1395  - lookup;
1396  duplicates = sparsify(duplicates);
1397  lookup(duplicates.sparsity()) = -bvec_size;
1398 
1399  // Propagate the dependencies
1400  JacSparsityTraits<true>::sp(this, get_ptr(arg), get_ptr(res),
1401  get_ptr(iw), get_ptr(w), nullptr);
1402 
1403  // Temporary bit work vector
1404  bvec_t spsens;
1405 
1406  // Loop over the cols of coarse blocks
1407  for (casadi_int cri=0; cri<coarse.size()-1; ++cri) {
1408 
1409  // Loop over the cols of fine blocks within the current coarse block
1410  for (casadi_int fri=fine_lookup[coarse[cri]];fri<fine_lookup[coarse[cri+1]];++fri) {
1411  // Lump individual sensitivities together into fine block
1412  bvec_or(get_ptr(sens), spsens, fine[fri], fine[fri+1]);
1413 
1414  // Loop over all bvec_bits
1415  for (casadi_int bvec_i=0;bvec_i<bvec_size;++bvec_i) {
1416  if (spsens & (bvec_t(1) << bvec_i)) {
1417  // if dependency is found, add it to the new sparsity pattern
1418  casadi_int ind = lookup.sparsity().get_nz(bvec_i, cri);
1419  if (ind==-1) continue;
1420  casadi_int lk = lookup->at(ind);
1421  if (lk>-bvec_size) {
1422  jrow.push_back(bvec_i+lk);
1423  jcol.push_back(fri);
1424  jrow.push_back(fri);
1425  jcol.push_back(bvec_i+lk);
1426  }
1427  }
1428  }
1429  }
1430  }
1431 
1432  // Clear the forward seeds/adjoint sensitivities, ready for next bvec sweep
1433  std::fill(seed.begin(), seed.end(), 0);
1434 
1435  // Clean lookup table
1436  lookup_col.clear();
1437  lookup_row.clear();
1438  lookup_value.clear();
1439  }
1440 
1441  if (n_fine_blocks_max>fci_cap) {
1442  fci_offset += std::min(n_fine_blocks_max, fci_cap);
1443  bvec_i = 0;
1444  fci_cap = bvec_size;
1445  } else {
1446  f_finished = true;
1447  }
1448  }
1449  }
1450 
1451  // Construct fine sparsity pattern
1452  r = Sparsity::triplet(fine.size()-1, fine.size()-1, jrow, jcol);
1453 
1454  // There may be false positives here that are not present
1455  // in the reverse mode that precedes it.
1456  // This can lead to an assymetrical result
1457  // cf. #1522
1458  r=r*r.T();
1459 
1460  coarse = fine;
1461  hasrun = true;
1462  }
1463  if (verbose_) {
1464  casadi_message("Number of sweeps: " + str(nsweeps));
1465  casadi_message("Formed Jacobian sparsity pattern (dimension " + str(r.size()) +
1466  ", " + str(r.nnz()) + " (" + str(r.density()) + " %) nonzeros.");
1467  }
1468 
1469  return r.T();
1470  }

References casadi::bvec_or(), casadi::bvec_size, casadi::bvec_toggle(), casadi::Sparsity::colind(), casadi::D, casadi::Sparsity::dense(), casadi::Sparsity::density(), casadi::diff(), casadi::Sparsity::dim(), casadi::Sparsity::get_nz(), casadi::get_ptr(), casadi::FunctionInternal::has_spfwd(), casadi::lookupvector(), casadi::Sparsity::nnz(), casadi::FunctionInternal::nnz_in(), casadi::FunctionInternal::nnz_out(), casadi::range(), casadi::Sparsity::row(), casadi::Sparsity::size(), casadi::Matrix< Scalar >::sparsity(), casadi::Sparsity::star_coloring(), casadi::str(), casadi::FunctionInternal::sz_arg(), casadi::FunctionInternal::sz_iw(), casadi::FunctionInternal::sz_res(), casadi::FunctionInternal::sz_w(), casadi::Sparsity::T(), casadi::Sparsity::triplet(), casadi::Matrix< casadi_int >::triplet(), and casadi::ProtoFunction::verbose_.

Referenced by casadi::FunctionInternal::get_jac_sparsity().

◆ get_jacobian()

Function casadi::FunctionInternal::get_jacobian ( const std::string &  name,
const std::vector< std::string > &  inames,
const std::vector< std::string > &  onames,
const Dict opts 
) const
virtualinherited

◆ get_max_in()

virtual double casadi::FunctionInternal::get_max_in ( casadi_int  ind) const
inlinevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_mm

Definition at line 1065 of file function_internal.hpp.

1065  {
1066  return inf;
1067  }

References casadi::inf.

◆ get_min_in()

virtual double casadi::FunctionInternal::get_min_in ( casadi_int  ind) const
inlinevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_mn

Definition at line 1072 of file function_internal.hpp.

1072  {
1073  return -inf;
1074  }

References casadi::inf.

◆ get_n_in()

size_t casadi::Nlpsol::get_n_in ( )
inlineoverridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1np

Reimplemented from casadi::FunctionInternal.

Definition at line 145 of file nlpsol_impl.hpp.

145 { return NLPSOL_NUM_IN;}

References casadi::NLPSOL_NUM_IN.

◆ get_n_out()

size_t casadi::Nlpsol::get_n_out ( )
inlineoverridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1np

Reimplemented from casadi::FunctionInternal.

Definition at line 146 of file nlpsol_impl.hpp.

146 { return NLPSOL_NUM_OUT;}

References casadi::NLPSOL_NUM_OUT.

◆ get_name_in()

std::string casadi::Nlpsol::get_name_in ( casadi_int  i)
inlineoverridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1nr

Reimplemented from casadi::FunctionInternal.

Definition at line 161 of file nlpsol_impl.hpp.

161 { return nlpsol_in(i);}
std::vector< std::string > nlpsol_in()
Get input scheme of NLP solvers.
Definition: nlpsol.cpp:200

References casadi::nlpsol_in().

◆ get_name_out()

std::string casadi::Nlpsol::get_name_out ( casadi_int  i)
inlineoverridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1nr

Reimplemented from casadi::FunctionInternal.

Definition at line 162 of file nlpsol_impl.hpp.

162 { return nlpsol_out(i);}
std::vector< std::string > nlpsol_out()
Get NLP solver output scheme of NLP solvers.
Definition: nlpsol.cpp:206

References casadi::nlpsol_out().

◆ get_nominal_in()

virtual std::vector<double> casadi::FunctionInternal::get_nominal_in ( casadi_int  ind) const
inlinevirtualinherited

Reimplemented in casadi::FmuFunction.

Definition at line 1076 of file function_internal.hpp.

1076  {
1077  return std::vector<double>(nnz_in(ind), 1.);
1078  }

Referenced by casadi::FmuFunction::get_nominal_in().

◆ get_nominal_out()

virtual std::vector<double> casadi::FunctionInternal::get_nominal_out ( casadi_int  ind) const
inlinevirtualinherited

Reimplemented in casadi::FmuFunction.

Definition at line 1080 of file function_internal.hpp.

1080  {
1081  return std::vector<double>(nnz_out(ind), 1.);
1082  }

Referenced by casadi::FmuFunction::get_nominal_out().

◆ get_options()

const Options& casadi::Blocksqp::get_options ( ) const
inlineoverridevirtual

Reimplemented from casadi::Nlpsol.

Definition at line 170 of file blocksqp.hpp.

170 { return options_;}
static const Options options_
Options.
Definition: blocksqp.hpp:169

◆ get_partition()

void casadi::FunctionInternal::get_partition ( casadi_int  iind,
casadi_int  oind,
Sparsity D1,
Sparsity D2,
bool  compact,
bool  symmetric,
bool  allow_forward,
bool  allow_reverse 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_md

Definition at line 1927 of file function_internal.cpp.

1929  {
1930  if (verbose_) casadi_message(name_ + "::get_partition");
1931  casadi_assert(allow_forward || allow_reverse, "Inconsistent options");
1932 
1933  // Sparsity pattern with transpose
1934  Sparsity &AT = jac_sparsity(oind, iind, compact, symmetric);
1935  Sparsity A = symmetric ? AT : AT.T();
1936 
1937  // Get seed matrices by graph coloring
1938  if (symmetric) {
1939  casadi_assert_dev(enable_forward_ || enable_fd_);
1940  casadi_assert_dev(allow_forward);
1941 
1942  // Star coloring if symmetric
1943  if (verbose_) casadi_message("FunctionInternal::getPartition star_coloring");
1944  D1 = A.star_coloring();
1945  if (verbose_) {
1946  casadi_message("Star coloring completed: " + str(D1.size2())
1947  + " directional derivatives needed ("
1948  + str(A.size1()) + " without coloring).");
1949  }
1950 
1951  } else {
1952  casadi_assert_dev(enable_forward_ || enable_fd_ || enable_reverse_);
1953  // Get weighting factor
1954  double w = ad_weight();
1955 
1956  // Which AD mode?
1957  if (w==1) allow_forward = false;
1958  if (w==0) allow_reverse = false;
1959  casadi_assert(allow_forward || allow_reverse, "Conflicting ad weights");
1960 
1961  // Best coloring encountered so far (relatively tight upper bound)
1962  double best_coloring = std::numeric_limits<double>::infinity();
1963 
1964  // Test forward mode first?
1965  bool test_fwd_first = allow_forward && w*static_cast<double>(A.size1()) <=
1966  (1-w)*static_cast<double>(A.size2());
1967  casadi_int mode_fwd = test_fwd_first ? 0 : 1;
1968 
1969  // Test both coloring modes
1970  for (casadi_int mode=0; mode<2; ++mode) {
1971  // Is this the forward mode?
1972  bool fwd = mode==mode_fwd;
1973 
1974  // Skip?
1975  if (!allow_forward && fwd) continue;
1976  if (!allow_reverse && !fwd) continue;
1977 
1978  // Perform the coloring
1979  if (fwd) {
1980  if (verbose_) casadi_message("Unidirectional coloring (forward mode)");
1981  bool d = best_coloring>=w*static_cast<double>(A.size1());
1982  casadi_int max_colorings_to_test =
1983  d ? A.size1() : static_cast<casadi_int>(floor(best_coloring/w));
1984  D1 = AT.uni_coloring(A, max_colorings_to_test);
1985  if (D1.is_null()) {
1986  if (verbose_) {
1987  casadi_message("Forward mode coloring interrupted (more than "
1988  + str(max_colorings_to_test) + " needed).");
1989  }
1990  } else {
1991  if (verbose_) {
1992  casadi_message("Forward mode coloring completed: "
1993  + str(D1.size2()) + " directional derivatives needed ("
1994  + str(A.size1()) + " without coloring).");
1995  }
1996  D2 = Sparsity();
1997  best_coloring = w*static_cast<double>(D1.size2());
1998  }
1999  } else {
2000  if (verbose_) casadi_message("Unidirectional coloring (adjoint mode)");
2001  bool d = best_coloring>=(1-w)*static_cast<double>(A.size2());
2002  casadi_int max_colorings_to_test =
2003  d ? A.size2() : static_cast<casadi_int>(floor(best_coloring/(1-w)));
2004 
2005  D2 = A.uni_coloring(AT, max_colorings_to_test);
2006  if (D2.is_null()) {
2007  if (verbose_) {
2008  casadi_message("Adjoint mode coloring interrupted (more than "
2009  + str(max_colorings_to_test) + " needed).");
2010  }
2011  } else {
2012  if (verbose_) {
2013  casadi_message("Adjoint mode coloring completed: "
2014  + str(D2.size2()) + " directional derivatives needed ("
2015  + str(A.size2()) + " without coloring).");
2016  }
2017  D1 = Sparsity();
2018  best_coloring = (1-w)*static_cast<double>(D2.size2());
2019  }
2020  }
2021  }
2022 
2023  }
2024  }
Sparsity & jac_sparsity(casadi_int oind, casadi_int iind, bool compact, bool symmetric) const
Get Jacobian sparsity.

References casadi::FunctionInternal::ad_weight(), casadi::FunctionInternal::enable_fd_, casadi::FunctionInternal::enable_forward_, casadi::FunctionInternal::enable_reverse_, casadi::GenericShared< Shared, Internal >::is_null(), casadi::FunctionInternal::jac_sparsity(), casadi::ProtoFunction::name_, casadi::Sparsity::size1(), casadi::Sparsity::size2(), casadi::Sparsity::star_coloring(), casadi::str(), casadi::Sparsity::T(), casadi::Sparsity::uni_coloring(), and casadi::ProtoFunction::verbose_.

◆ get_reltol()

virtual double casadi::FunctionInternal::get_reltol ( ) const
inlinevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_mo

Reimplemented in casadi::SundialsInterface.

Definition at line 1087 of file function_internal.hpp.

1087  {
1088  return eps;
1089  }

References casadi::eps.

Referenced by casadi::FiniteDiff::init().

◆ get_reverse()

Function casadi::Nlpsol::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
overridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1o3

Reimplemented from casadi::FunctionInternal.

Definition at line 999 of file nlpsol.cpp.

1003  {
1004  casadi_assert(detect_simple_bounds_is_simple_.empty(),
1005  "Simple bound detection not compatible with get_reverse");
1006 
1007  // Symbolic expression for the input
1008  std::vector<MX> arg = mx_in(), res = mx_out();
1009 
1010  // Initial guesses not used for derivative calculations
1012  std::string name = arg[i].is_symbolic() ? arg[i].name() : "tmp_get_reverse";
1013  arg[i] = MX::sym(name, Sparsity(arg[i].size()));
1014  }
1015 
1016  // Optimal solution
1017  MX x = res[NLPSOL_X];
1018  MX lam_g = res[NLPSOL_LAM_G];
1019  MX lam_x = res[NLPSOL_LAM_X];
1020  MX lam_p = res[NLPSOL_LAM_P];
1021  MX f = res[NLPSOL_F];
1022  MX g = res[NLPSOL_G];
1023 
1024  // Inputs used
1025  MX lbx = arg[NLPSOL_LBX];
1026  MX ubx = arg[NLPSOL_UBX];
1027  MX lbg = arg[NLPSOL_LBG];
1028  MX ubg = arg[NLPSOL_UBG];
1029  MX p = arg[NLPSOL_P];
1030 
1031  // Get KKT function
1032  Function kkt = this->kkt();
1033 
1034  // Hessian of the Lagrangian, Jacobian of the constraints
1035  std::vector<MX> HJ_res = kkt({x, p, 1, lam_g});
1036  MX JG = HJ_res.at(0);
1037  MX HL = HJ_res.at(1);
1038 
1039  // Active set (assumed known and given by the multiplier signs)
1040  MX ubIx = lam_x > min_lam_;
1041  MX lbIx = lam_x < -min_lam_;
1042  MX bIx = ubIx + lbIx;
1043  MX iIx = 1-bIx;
1044  MX ubIg = lam_g > min_lam_;
1045  MX lbIg = lam_g < -min_lam_;
1046  MX bIg = ubIg + lbIg;
1047  MX iIg = 1-bIg;
1048 
1049  // KKT matrix
1050  MX H_11 = mtimes(diag(iIx), HL) + diag(bIx);
1051  MX H_12 = mtimes(diag(iIx), JG.T());
1052  MX H_21 = mtimes(diag(bIg), JG);
1053  MX H_22 = diag(-iIg);
1054  MX H = MX::blockcat({{H_11, H_12}, {H_21, H_22}});
1055 
1056  // Sensitivity inputs
1057  std::vector<MX> aseed(NLPSOL_NUM_OUT);
1058  MX adj_x = aseed[NLPSOL_X] = MX::sym("adj_x", repmat(x.sparsity(), 1, nadj));
1059  MX adj_lam_g = aseed[NLPSOL_LAM_G] = MX::sym("adj_lam_g", repmat(g.sparsity(), 1, nadj));
1060  MX adj_lam_x = aseed[NLPSOL_LAM_X] = MX::sym("adj_lam_x", repmat(x.sparsity(), 1, nadj));
1061  MX adj_lam_p = aseed[NLPSOL_LAM_P] = MX::sym("adj_lam_p", repmat(p.sparsity(), 1, nadj));
1062  MX adj_f = aseed[NLPSOL_F] = MX::sym("adj_f", Sparsity::dense(1, nadj));
1063  MX adj_g = aseed[NLPSOL_G] = MX::sym("adj_g", repmat(g.sparsity(), 1, nadj));
1064 
1065  // nlp_grad has the signature
1066  // (x, p, lam_f, lam_g) -> (f, g, grad_x, grad_p)
1067  // with lam_f=1 and lam_g=lam_g, grad_x = -lam_x, grad_p=-lam_p
1068  Function nlp_grad = get_function("nlp_grad");
1069 
1070  // rev_nlp_grad has the signature
1071  // (x, p, lam_f, lam_g, f, g, grad_x, grad_p,
1072  // adj_f, adj_g, adj_grad_x, adj_grad_p)
1073  // -> (adj_x, adj_p, adj_lam_f, adj_lam_g)
1074  Function rev_nlp_grad = nlp_grad.reverse(nadj);
1075 
1076  // Calculate sensitivities from f, g and lam_x
1077  std::vector<MX> vv = {x, p, 1, lam_g, f, g, -lam_x, -lam_p,
1078  adj_f, adj_g, -adj_lam_x, -adj_lam_p};
1079  vv = rev_nlp_grad(vv);
1080  MX adj_x0 = vv.at(0);
1081  MX adj_p0 = vv.at(1);
1082  MX adj_lam_g0 = vv.at(3);
1083 
1084  // Solve to get beta_x_bar, beta_g_bar
1085  MX v = MX::vertcat({adj_x + adj_x0, adj_lam_g + adj_lam_g0});
1087  std::vector<MX> v_split = vertsplit(v, {0, nx_, nx_+ng_});
1088  MX beta_x_bar = v_split.at(0);
1089  MX beta_g_bar = v_split.at(1);
1090 
1091  // Calculate sensitivities in p
1092  vv = {x, p, 1, lam_g, f, g, -lam_x, -lam_p,
1093  0, bIg*beta_g_bar, iIx*beta_x_bar, 0};
1094  vv = rev_nlp_grad(vv);
1095  MX adj_p = vv.at(1);
1096 
1097  // Reverse sensitivities
1098  std::vector<MX> asens(NLPSOL_NUM_IN);
1099  asens[NLPSOL_UBX] = if_else(ubIx, beta_x_bar, 0);
1100  asens[NLPSOL_LBX] = if_else(lbIx, beta_x_bar, 0);
1101  asens[NLPSOL_UBG] = if_else(ubIg, beta_g_bar, 0);
1102  asens[NLPSOL_LBG] = if_else(lbIg, beta_g_bar, 0);
1103  asens[NLPSOL_P] = adj_p0 - adj_p;
1104 
1105  // Guesses are unused
1107  asens[i] = MX(repmat(Sparsity(arg[i].size()), 1, nadj));
1108  }
1109 
1110  // Gather return values
1111  arg.insert(arg.end(), res.begin(), res.end());
1112  arg.insert(arg.end(), aseed.begin(), aseed.end());
1113  res = asens;
1114 
1115  Dict options = opts;
1116  options["allow_duplicate_io_names"] = true;
1117 
1118  return Function(name, arg, res, inames, onames, options);
1119  }

References casadi::MX::blockcat(), casadi::Sparsity::dense(), casadi::Nlpsol::detect_simple_bounds_is_simple_, casadi::FunctionInternal::Function, casadi::OracleFunction::get_function(), casadi::if_else(), casadi::Nlpsol::kkt(), casadi::Nlpsol::min_lam_, casadi::FunctionInternal::mx_in(), casadi::FunctionInternal::mx_out(), casadi::Nlpsol::ng_, casadi::NLPSOL_F, casadi::NLPSOL_G, casadi::NLPSOL_LAM_G, casadi::NLPSOL_LAM_G0, casadi::NLPSOL_LAM_P, casadi::NLPSOL_LAM_X, casadi::NLPSOL_LAM_X0, casadi::NLPSOL_LBG, casadi::NLPSOL_LBX, casadi::NLPSOL_NUM_IN, casadi::NLPSOL_NUM_OUT, casadi::NLPSOL_P, casadi::NLPSOL_UBG, casadi::NLPSOL_UBX, casadi::NLPSOL_X, casadi::NLPSOL_X0, casadi::Nlpsol::nx_, casadi::Function::reverse(), casadi::Nlpsol::sens_linsol_, casadi::Nlpsol::sens_linsol_options_, casadi::MX::solve(), casadi::MX::sparsity(), casadi::GenericMatrix< MX >::sym(), casadi::MX::T(), and casadi::MX::vertcat().

◆ get_sparsity_in()

Sparsity casadi::Nlpsol::get_sparsity_in ( casadi_int  i)
overridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1nq

Reimplemented from casadi::FunctionInternal.

Definition at line 294 of file nlpsol.cpp.

294  {
295  switch (static_cast<NlpsolInput>(i)) {
296  case NLPSOL_X0:
297  case NLPSOL_LBX:
298  case NLPSOL_UBX:
299  case NLPSOL_LAM_X0:
300  return get_sparsity_out(NLPSOL_X);
301  case NLPSOL_LBG:
302  case NLPSOL_UBG:
303  case NLPSOL_LAM_G0:
304  return get_sparsity_out(NLPSOL_G);
305  case NLPSOL_P:
306  return oracle_.sparsity_in(NL_P);
307  case NLPSOL_NUM_IN: break;
308  }
309  return Sparsity();
310  }
Sparsity get_sparsity_out(casadi_int i) override
Sparsities of function inputs and outputs.
Definition: nlpsol.cpp:312

References casadi::Nlpsol::get_sparsity_out(), casadi::NL_P, casadi::NLPSOL_G, casadi::NLPSOL_LAM_G0, casadi::NLPSOL_LAM_X0, casadi::NLPSOL_LBG, casadi::NLPSOL_LBX, casadi::NLPSOL_NUM_IN, casadi::NLPSOL_P, casadi::NLPSOL_UBG, casadi::NLPSOL_UBX, casadi::NLPSOL_X, casadi::NLPSOL_X0, casadi::OracleFunction::oracle_, and casadi::Function::sparsity_in().

Referenced by casadi::Nlpsol::get_sparsity_out().

◆ get_sparsity_out()

Sparsity casadi::Nlpsol::get_sparsity_out ( casadi_int  i)
overridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1nq

Reimplemented from casadi::FunctionInternal.

Definition at line 312 of file nlpsol.cpp.

312  {
313  switch (static_cast<NlpsolOutput>(i)) {
314  case NLPSOL_F:
315  return oracle_.sparsity_out(NL_F);
316  case NLPSOL_X:
317  case NLPSOL_LAM_X:
318  return oracle_.sparsity_in(NL_X);
319  case NLPSOL_LAM_G:
320  case NLPSOL_G:
321  if (detect_simple_bounds_is_simple_.empty()) {
322  return oracle_.sparsity_out(NL_G);
323  } else {
325  }
326  case NLPSOL_LAM_P:
327  return get_sparsity_in(NLPSOL_P);
328  case NLPSOL_NUM_OUT: break;
329  }
330  return Sparsity();
331  }
Sparsity get_sparsity_in(casadi_int i) override
Sparsities of function inputs and outputs.
Definition: nlpsol.cpp:294
NlpsolOutput
Output arguments of an NLP Solver.
Definition: nlpsol.hpp:215

References casadi::Sparsity::dense(), casadi::Nlpsol::detect_simple_bounds_is_simple_, casadi::Nlpsol::get_sparsity_in(), casadi::NL_F, casadi::NL_G, casadi::NL_X, casadi::NLPSOL_F, casadi::NLPSOL_G, casadi::NLPSOL_LAM_G, casadi::NLPSOL_LAM_P, casadi::NLPSOL_LAM_X, casadi::NLPSOL_NUM_OUT, casadi::NLPSOL_P, casadi::NLPSOL_X, casadi::OracleFunction::oracle_, casadi::Function::sparsity_in(), and casadi::Function::sparsity_out().

Referenced by casadi::Nlpsol::get_sparsity_in().

◆ get_stats()

Dict casadi::Nlpsol::get_stats ( void *  mem) const
overridevirtualinherited

Reimplemented from casadi::FunctionInternal.

Reimplemented in casadi::Sqpmethod, casadi::Scpgen, casadi::Qrsqp, casadi::Feasiblesqpmethod, casadi::WorhpInterface, casadi::SnoptInterface, casadi::SLEQPInterface, casadi::MadnlpInterface, casadi::KnitroInterface, casadi::IpoptInterface, casadi::FatropInterface, casadi::BonminInterface, and casadi::AlpaqaInterface.

Definition at line 1162 of file nlpsol.cpp.

1162  {
1163  Dict stats = OracleFunction::get_stats(mem);
1164  auto m = static_cast<NlpsolMemory*>(mem);
1165  casadi_assert(m->d_nlp.prob,
1166  "No stats available: nlp Solver instance has not yet been called with numerical arguments.");
1167  auto d_nlp = &m->d_nlp;
1168  stats["success"] = m->success;
1169  stats["unified_return_status"] = string_from_UnifiedReturnStatus(m->unified_return_status);
1170  if (d_nlp->prob && d_nlp->prob->detect_bounds.ng) {
1171  std::vector<bool> is_simple;
1173  stats["detect_simple_bounds_is_simple"] = is_simple;
1174  stats["detect_simple_bounds_target_x"] = detect_simple_bounds_target_x_;
1175  }
1176  return stats;
1177  }
static std::string string_from_UnifiedReturnStatus(UnifiedReturnStatus status)
Dict get_stats(void *mem) const override
Get all statistics.
void assign_vector(const std::vector< S > &s, std::vector< D > &d)

References casadi::assign_vector(), casadi::Nlpsol::detect_simple_bounds_is_simple_, casadi::Nlpsol::detect_simple_bounds_target_x_, casadi::OracleFunction::get_stats(), and casadi::FunctionInternal::string_from_UnifiedReturnStatus().

Referenced by casadi::AlpaqaInterface::get_stats(), casadi::BonminInterface::get_stats(), casadi::FatropInterface::get_stats(), casadi::IpoptInterface::get_stats(), casadi::KnitroInterface::get_stats(), casadi::MadnlpInterface::get_stats(), casadi::SLEQPInterface::get_stats(), casadi::SnoptInterface::get_stats(), casadi::WorhpInterface::get_stats(), casadi::Feasiblesqpmethod::get_stats(), casadi::Qrsqp::get_stats(), casadi::Scpgen::get_stats(), and casadi::Sqpmethod::get_stats().

◆ getAdaptorSolverName()

virtual std::string casadi::FunctionInternal::getAdaptorSolverName ( ) const
inlinevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_k3

Definition at line 304 of file function_internal.hpp.

304 { return ""; }

◆ getCount()

Definition at line 60 of file generic_shared_internal.hpp.

186  {
187  return static_cast<const Internal*>(this)->count;
188  }

◆ getPlugin()

PluginInterface< Nlpsol >::Plugin & casadi::PluginInterface< Nlpsol >::getPlugin ( const std::string &  pname)
staticinherited

Definition at line 102 of file plugin_interface.hpp.

291  {
292 
293 #ifdef CASADI_WITH_THREADSAFE_SYMBOLICS
294  std::lock_guard<std::mutex> lock(Derived::mutex_solvers_);
295 #endif // CASADI_WITH_THREADSAFE_SYMBOLICS
296 
297  // Check if the solver has been loaded
298  auto it=Derived::solvers_.find(pname);
299 
300  // Load the solver if needed
301  if (it==Derived::solvers_.end()) {
302  load_plugin(pname, true, false);
303  it=Derived::solvers_.find(pname);
304  }
305  casadi_assert_dev(it!=Derived::solvers_.end());
306  return it->second;
307  }
static Plugin load_plugin(const std::string &pname, bool register_plugin=true, bool needs_lock=true)
Load a plugin dynamically.

◆ getReducedHessian()

DM casadi::Nlpsol::getReducedHessian ( )
virtualinherited

Definition at line 669 of file nlpsol.cpp.

669  {
670  casadi_error("getReducedHessian not defined for class " + class_name());
671  return DM();
672  }
std::string class_name() const override
Get type name.
Matrix< double > DM
Definition: dm_fwd.hpp:33

References casadi::Nlpsol::class_name().

◆ has_codegen()

virtual bool casadi::FunctionInternal::has_codegen ( ) const
inlinevirtualinherited

◆ has_derivative()

bool casadi::FunctionInternal::has_derivative ( ) const
inherited

◆ has_eval_dm()

virtual bool casadi::FunctionInternal::has_eval_dm ( ) const
inlinevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ke

Reimplemented in casadi::CallbackInternal.

Definition at line 419 of file function_internal.hpp.

419 { return false;}

Referenced by casadi::FunctionInternal::eval().

◆ has_forward()

bool casadi::Nlpsol::has_forward ( casadi_int  nfwd) const
inlineoverridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1o2

Reimplemented from casadi::FunctionInternal.

Definition at line 248 of file nlpsol_impl.hpp.

248 { return true;}

◆ has_free()

virtual bool casadi::FunctionInternal::has_free ( ) const
inlinevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_l8

Reimplemented in casadi::SXFunction, and casadi::MXFunction.

Definition at line 738 of file function_internal.hpp.

738 { return false;}

Referenced by casadi::FunctionInternal::get_free().

◆ has_function()

bool casadi::OracleFunction::has_function ( const std::string &  fname) const
overridevirtualinherited

◆ has_jac_sparsity()

virtual bool casadi::FunctionInternal::has_jac_sparsity ( casadi_int  oind,
casadi_int  iind 
) const
inlinevirtualinherited

◆ has_jacobian()

virtual bool casadi::FunctionInternal::has_jacobian ( ) const
inlinevirtualinherited

◆ has_memory()

bool casadi::ProtoFunction::has_memory ( int  ind) const
inherited

Definition at line 3581 of file function_internal.cpp.

3581  {
3582  return ind<mem_.size();
3583  }

◆ has_option()

bool casadi::ProtoFunction::has_option ( const std::string &  option_name) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_jj

Definition at line 920 of file function_internal.cpp.

920  {
921  return get_options().find(option_name) != 0;
922  }
const Options::Entry * find(const std::string &name) const
Definition: options.cpp:32

References casadi::Options::find(), and casadi::ProtoFunction::get_options().

◆ has_plugin()

bool casadi::PluginInterface< Nlpsol >::has_plugin ( const std::string &  pname,
bool  verbose = false 
)
staticinherited

Definition at line 76 of file plugin_interface.hpp.

131  {
132 
133 #ifdef CASADI_WITH_THREADSAFE_SYMBOLICS
134  std::lock_guard<std::mutex> lock(Derived::mutex_solvers_);
135 #endif // CASADI_WITH_THREADSAFE_SYMBOLICS
136 
137  // Quick return if available
138  if (Derived::solvers_.find(pname) != Derived::solvers_.end()) {
139  return true;
140  }
141 
142  // Try loading the plugin
143  try {
144  (void)load_plugin(pname, false, false);
145  return true;
146  } catch (CasadiException& ex) {
147  if (verbose) {
148  casadi_warning(ex.what());
149  }
150  return false;
151  }
152  }
std::vector< casadi_int > find(const std::vector< T > &v)
find nonzeros

◆ has_reverse()

bool casadi::Nlpsol::has_reverse ( casadi_int  nadj) const
inlineoverridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1o3

Reimplemented from casadi::FunctionInternal.

Definition at line 259 of file nlpsol_impl.hpp.

259 { return true;}

◆ has_spfwd()

virtual bool casadi::FunctionInternal::has_spfwd ( ) const
inlinevirtualinherited

◆ has_sprev()

virtual bool casadi::FunctionInternal::has_sprev ( ) const
inlinevirtualinherited

◆ incache()

bool casadi::FunctionInternal::incache ( const std::string &  fname,
Function f,
const std::string &  suffix = "" 
) const
inherited

◆ index_in()

casadi_int casadi::FunctionInternal::index_in ( const std::string &  name) const
inlineinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_mu

Definition at line 1121 of file function_internal.hpp.

1121  {
1122  for (casadi_int i=0; i<name_in_.size(); ++i) {
1123  if (name_in_[i]==name) return i;
1124  }
1125  casadi_error("FunctionInternal::index_in: could not find entry \""
1126  + name + "\". Available names are: " + str(name_in_) + ".");
1127  return -1;
1128  }

References casadi::str().

Referenced by casadi::FunctionInternal::convert_arg().

◆ index_out()

casadi_int casadi::FunctionInternal::index_out ( const std::string &  name) const
inlineinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_mv

Definition at line 1133 of file function_internal.hpp.

1133  {
1134  for (casadi_int i=0; i<name_out_.size(); ++i) {
1135  if (name_out_[i]==name) return i;
1136  }
1137  casadi_error("FunctionInternal::index_out: could not find entry \""
1138  + name + "\". Available names are: " + str(name_out_) + ".");
1139  return -1;
1140  }

References casadi::str().

Referenced by casadi::FunctionInternal::convert_res().

◆ info()

Dict casadi::FunctionInternal::info ( ) const
virtualinherited

◆ init()

void casadi::Blocksqp::init ( const Dict opts)
overridevirtual

Reimplemented from casadi::Nlpsol.

Definition at line 231 of file blocksqp.cpp.

231  {
232  // Call the init method of the base class
233  Nlpsol::init(opts);
234 
235  // Set default options
236  //string qpsol_plugin = "qpoases";
237  //Dict qpsol_options;
238  linsol_plugin_ = "ma27";
239  print_header_ = true;
240  print_iteration_ = true;
241  eps_ = 1.0e-16;
242  opttol_ = 1.0e-6;
243  nlinfeastol_ = 1.0e-6;
244  schur_ = true;
245  globalization_ = true;
246  restore_feas_ = true;
247  max_line_search_ = 20;
250  max_iter_ = 100;
251  warmstart_ = false;
252  max_it_qp_ = 5000;
253  block_hess_ = true;
254  hess_scaling_ = 2;
255  fallback_scaling_ = 4;
256  max_time_qp_ = 10000.0;
257  ini_hess_diag_ = 1.0;
258  col_eps_ = 0.1;
259  col_tau1_ = 0.5;
260  col_tau2_ = 1.0e4;
261  hess_damp_ = 1;
262  hess_damp_fac_ = 0.2;
263  hess_update_ = 1;
264  fallback_update_ = 2;
265  hess_lim_mem_ = 1;
266  hess_memsize_ = 20;
267  which_second_derv_ = 0;
269  conv_strategy_ = 0;
270  max_conv_qp_ = 1;
271  max_soc_iter_ = 3;
272  gamma_theta_ = 1.0e-5;
273  gamma_f_ = 1.0e-5;
274  kappa_soc_ = 0.99;
275  kappa_f_ = 0.999;
276  theta_max_ = 1.0e7;
277  theta_min_ = 1.0e-5;
278  delta_ = 1.0;
279  s_theta_ = 1.1;
280  s_f_ = 2.3;
281  kappa_minus_ = 0.333;
282  kappa_plus_ = 8.0;
283  kappa_plus_max_ = 100.0;
284  delta_h0_ = 1.0e-4;
285  eta_ = 1.0e-4;
286  obj_lo_ = -inf;
287  obj_up_ = inf;
288  rho_ = 1.0e3;
289  zeta_ = 1.0e-3;
290  print_maxit_reached_ = true;
291  qp_init_ = true;
292 
293  // Read user options
294  for (auto&& op : opts) {
295  if (op.first=="qpsol") {
296  //qpsol_plugin = op.second.to_string();
297  casadi_warning("Option 'qpsol' currently not supported, ignored");
298  } else if (op.first=="qpsol_options") {
299  //qpsol_options = op.second;
300  casadi_warning("Option 'qpsol_options' currently not supported, ignored");
301  } else if (op.first=="linsol") {
302  linsol_plugin_ = std::string(op.second);
303  } else if (op.first=="print_header") {
304  print_header_ = op.second;
305  } else if (op.first=="print_iteration") {
306  print_iteration_ = op.second;
307  } else if (op.first=="eps") {
308  eps_ = op.second;
309  } else if (op.first=="opttol") {
310  opttol_ = op.second;
311  } else if (op.first=="nlinfeastol") {
312  nlinfeastol_ = op.second;
313  } else if (op.first=="schur") {
314  schur_ = op.second;
315  } else if (op.first=="globalization") {
316  globalization_ = op.second;
317  } else if (op.first=="restore_feas") {
318  restore_feas_ = op.second;
319  } else if (op.first=="max_line_search") {
320  max_line_search_ = op.second;
321  } else if (op.first=="max_consec_reduced_steps") {
322  max_consec_reduced_steps_ = op.second;
323  } else if (op.first=="max_consec_skipped_updates") {
324  max_consec_skipped_updates_ = op.second;
325  } else if (op.first=="max_iter") {
326  max_iter_ = op.second;
327  } else if (op.first=="warmstart") {
328  warmstart_ = op.second;
329  } else if (op.first=="qp_init") {
330  qp_init_ = op.second;
331  } else if (op.first=="max_it_qp") {
332  max_it_qp_ = op.second;
333  } else if (op.first=="block_hess") {
334  block_hess_ = op.second;
335  } else if (op.first=="hess_scaling") {
336  hess_scaling_ = op.second;
337  } else if (op.first=="fallback_scaling") {
338  fallback_scaling_ = op.second;
339  } else if (op.first=="max_time_qp") {
340  max_time_qp_ = op.second;
341  } else if (op.first=="ini_hess_diag") {
342  ini_hess_diag_ = op.second;
343  } else if (op.first=="col_eps") {
344  col_eps_ = op.second;
345  } else if (op.first=="col_tau1") {
346  col_tau1_ = op.second;
347  } else if (op.first=="col_tau2") {
348  col_tau2_ = op.second;
349  } else if (op.first=="hess_damp") {
350  hess_damp_ = op.second;
351  } else if (op.first=="hess_damp_fac") {
352  hess_damp_fac_ = op.second;
353  } else if (op.first=="hess_update") {
354  hess_update_ = op.second;
355  } else if (op.first=="fallback_update") {
356  fallback_update_ = op.second;
357  } else if (op.first=="hess_lim_mem") {
358  hess_lim_mem_ = op.second;
359  } else if (op.first=="hess_memsize") {
360  hess_memsize_ = op.second;
361  } else if (op.first=="which_second_derv") {
362  which_second_derv_ = op.second;
363  } else if (op.first=="skip_first_globalization") {
364  skip_first_globalization_ = op.second;
365  } else if (op.first=="conv_strategy") {
366  conv_strategy_ = op.second;
367  } else if (op.first=="max_conv_qp") {
368  max_conv_qp_ = op.second;
369  } else if (op.first=="max_soc_iter") {
370  max_soc_iter_ = op.second;
371  } else if (op.first=="gamma_theta") {
372  gamma_theta_ = op.second;
373  } else if (op.first=="gamma_f") {
374  gamma_f_ = op.second;
375  } else if (op.first=="kappa_soc") {
376  kappa_soc_ = op.second;
377  } else if (op.first=="kappa_f") {
378  kappa_f_ = op.second;
379  } else if (op.first=="theta_max") {
380  theta_max_ = op.second;
381  } else if (op.first=="theta_min") {
382  theta_min_ = op.second;
383  } else if (op.first=="delta") {
384  delta_ = op.second;
385  } else if (op.first=="s_theta") {
386  s_theta_ = op.second;
387  } else if (op.first=="s_f") {
388  s_f_ = op.second;
389  } else if (op.first=="kappa_minus") {
390  kappa_minus_ = op.second;
391  } else if (op.first=="kappa_plus") {
392  kappa_plus_ = op.second;
393  } else if (op.first=="kappa_plus_max") {
394  kappa_plus_max_ = op.second;
395  } else if (op.first=="delta_h0") {
396  delta_h0_ = op.second;
397  } else if (op.first=="eta") {
398  eta_ = op.second;
399  } else if (op.first=="obj_lo") {
400  obj_lo_ = op.second;
401  } else if (op.first=="obj_up") {
402  obj_up_ = op.second;
403  } else if (op.first=="rho") {
404  rho_ = op.second;
405  } else if (op.first=="zeta") {
406  zeta_ = op.second;
407  } else if (op.first=="print_maxit_reached") {
408  print_maxit_reached_ = op.second;
409  }
410  }
411 
412  // If we compute second constraints derivatives switch to
413  // finite differences Hessian (convenience)
414  if (which_second_derv_ == 2) {
415  hess_update_ = 4;
416  block_hess_ = true;
417  }
418 
419  // If we don't use limited memory BFGS we need to store only one vector.
420  if (!hess_lim_mem_) hess_memsize_ = 1;
421  if (!schur_ && hess_update_ == 1) {
422  print("***WARNING: SR1 update only works with qpOASES Schur complement version. "
423  "Using BFGS updates instead.\n");
424  hess_update_ = 2;
426  }
427 
428  // Setup feasibility restoration phase
429  if (restore_feas_) {
430  // get orignal nlp
431  Function nlp = oracle_;
432  std::vector<MX> resv;
433  std::vector<MX> argv = nlp.mx_in();
434 
435  // build fesibility restoration phase nlp
436  MX p = MX::sym("p", nlp.size1_in("x"));
437  MX s = MX::sym("s", nlp.size1_out("g"));
438 
439  MX d = fmin(1.0, 1.0/abs(p)) * (argv.at(0) - p);
440  MX f_rp = 0.5 * rho_ * dot(s, s) + zeta_/2.0 * dot(d, d);
441  MX g_rp = nlp(argv).at(1) - s;
442 
443  MXDict nlp_rp = {{"x", MX::vertcat({argv.at(0), s})},
444  {"p", MX::vertcat({argv.at(1), p})},
445  {"f", f_rp},
446  {"g", g_rp}};
447 
448  // Set options for the SQP method for the restoration problem
449  Dict solver_options;
450  solver_options["globalization"] = true;
451  solver_options["which_second_derv"] = 0;
452  solver_options["restore_feas"] = false;
453  solver_options["hess_update"] = 2;
454  solver_options["hess_lim_mem"] = 1;
455  solver_options["hess_scaling"] = 2;
456  solver_options["opttol"] = opttol_;
457  solver_options["nlinfeastol"] = nlinfeastol_;
458  solver_options["max_iter"] = 1;
459  solver_options["print_time"] = false;
460  solver_options["print_header"] = false;
461  solver_options["print_iteration"] = false;
462  solver_options["print_maxit_reached"] = false;
463 
464  // Create and initialize solver for the restoration problem
465  rp_solver_ = nlpsol("rpsolver", "blocksqp", nlp_rp, solver_options);
466  }
467 
468  // Setup NLP functions
469  create_function("nlp_fg", {"x", "p"}, {"f", "g"});
470  Function gf_jg = create_function("nlp_gf_jg", {"x", "p"},
471  {"f", "g", "grad:f:x", "jac:g:x"});
472  Asp_ = gf_jg.sparsity_out("jac_g_x");
473 
474  if (!block_hess_) {
475  // No block-structured Hessian
476  blocks_ = {0, nx_};
477  which_second_derv_ = 0;
479  } else {
480  // Detect block structure
481 
482  // Get the sparsity pattern for the Hessian of the Lagrangian
483  Function grad_lag = oracle_.factory("grad_lag",
484  {"x", "p", "lam:f", "lam:g"}, {"grad:gamma:x"},
485  {{"gamma", {"f", "g"}}});
486  Hsp_ = grad_lag.sparsity_jac("x", "grad_gamma_x", false, true);
487 
488  // Make sure diagonal exists
490 
491  // Find the strongly connected components of the Hessian
492  // Unlike Sparsity::scc, assume ordered
493  const casadi_int* colind = Hsp_.colind();
494  const casadi_int* row = Hsp_.row();
495  blocks_.push_back(0);
496  casadi_int ind = 0;
497  while (ind < nx_) {
498  // Find the next cutoff
499  casadi_int next=ind+1;
500  while (ind<next && ind<nx_) {
501  for (casadi_int k=colind[ind]; k<colind[ind+1]; ++k) next = std::max(next, 1+row[k]);
502  ind++;
503  }
504  blocks_.push_back(next);
505  }
506  }
507 
508  // Number of blocks
509  nblocks_ = blocks_.size()-1;
510 
511  // Blocksizes
512  dim_.resize(nblocks_);
513  casadi_int max_size = 0;
514  nnz_H_ = 0;
515  for (casadi_int i=0; i<nblocks_; ++i) {
516  dim_[i] = blocks_[i+1]-blocks_[i];
517  max_size = std::max(max_size, dim_[i]);
518  nnz_H_ += dim_[i]*dim_[i];
519  }
520 
521  create_function("nlp_hess_l", {"x", "p", "lam:f", "lam:g"},
522  {"triu:hess:gamma:x:x"}, {{"gamma", {"f", "g"}}});
523  exact_hess_lag_sp_ = get_function("nlp_hess_l").sparsity_out(0);
524 
525  if (verbose_) casadi_message(str(nblocks_) + " blocks of max size " + str(max_size) + ".");
526 
527  // Allocate a QP solver
528  //casadi_assert(!qpsol_plugin.empty(), "'qpsol' option has not been set");
529  //qpsol_ = conic("qpsol", qpsol_plugin, {{"h", Hsp_}, {"a", Asp_}},
530  // qpsol_options);
531  //alloc(qpsol_);
532 
533  // Allocate memory
534  alloc_w(Asp_.nnz(), true); // jac
535  alloc_w(nx_, true); // lam_xk
536  alloc_w(ng_, true); // lam_gk
537  alloc_w(ng_, true); // gk
538  alloc_w(nx_, true); // grad_fk
539  alloc_w(nx_, true); // grad_lagk
540  alloc_w(nx_+ng_, true); // lam_qp
541  alloc_w(nblocks_, true); // delta_norm
542  alloc_w(nblocks_, true); // delta_norm_old
543  alloc_w(nblocks_, true); // delta_gamma
544  alloc_w(nblocks_, true); // delta_gamma_old
545  alloc_w(nblocks_, true); // delta_h
546  alloc_w(nx_, true); // trial_xk
547  alloc_w(nx_, true); // lbx_qp
548  alloc_w(nx_, true); // ubx_qp
549  alloc_w(ng_, true); // lba_qp
550  alloc_w(ng_, true); // uba_qp
551  alloc_w(ng_, true); // jac_times_dxk
552  alloc_w(nx_*hess_memsize_, true); // deltaMat
553  alloc_w(nx_*hess_memsize_, true); // gammaMat
554  alloc_w(Asp_.nnz(), true); // jac_g
555  alloc_w(nnz_H_, true); // hess_lag
556  alloc_iw(nblocks_, true); // noUpdateCounter
557 
558  // Allocate block diagonal Hessian(s)
559  casadi_int n_hess = hess_update_==1 || hess_update_==4 ? 2 : 1;
560  alloc_res(nblocks_*n_hess, true);
561  alloc_w(n_hess*nnz_H_, true);
562  alloc_iw(nnz_H_ + (nx_+1) + nx_, true); // hessIndRow
563  alloc_w(exact_hess_lag_sp_.nnz(), true); // exact_hess_lag
564  }
const MX mx_in(casadi_int ind) const
Get symbolic primitives equivalent to the input expressions.
Definition: function.cpp:1584
void init(const Dict &opts) override
Initialize.
Definition: nlpsol.cpp:420
static Sparsity diag(casadi_int nrow)
Create diagonal sparsity pattern *.
Definition: sparsity.hpp:190
casadi_int nnz() const
Get the number of (structural) non-zeros.
Definition: sparsity.cpp:148
Function nlpsol(const std::string &name, const std::string &solver, const SXDict &nlp, const Dict &opts)
Definition: nlpsol.cpp:118
std::map< std::string, MX > MXDict
Definition: mx.hpp:1009
T dot(const std::vector< T > &a, const std::vector< T > &b)

References casadi::FunctionInternal::alloc_iw(), casadi::FunctionInternal::alloc_res(), casadi::FunctionInternal::alloc_w(), Asp_, block_hess_, blocks_, col_eps_, col_tau1_, col_tau2_, casadi::Sparsity::colind(), conv_strategy_, casadi::OracleFunction::create_function(), delta_, delta_h0_, casadi::Sparsity::dense(), casadi::Sparsity::diag(), dim_, casadi::dot(), eps_, eta_, exact_hess_lag_sp_, casadi::Function::factory(), fallback_scaling_, fallback_update_, gamma_f_, gamma_theta_, casadi::OracleFunction::get_function(), globalization_, hess_damp_, hess_damp_fac_, hess_lim_mem_, hess_memsize_, hess_scaling_, hess_update_, Hsp_, casadi::inf, ini_hess_diag_, casadi::Nlpsol::init(), kappa_f_, kappa_minus_, kappa_plus_, kappa_plus_max_, kappa_soc_, linsol_plugin_, max_consec_reduced_steps_, max_consec_skipped_updates_, max_conv_qp_, max_it_qp_, max_iter_, max_line_search_, max_soc_iter_, max_time_qp_, casadi::Function::mx_in(), nblocks_, casadi::Nlpsol::ng_, nlinfeastol_, casadi::nlpsol(), casadi::Sparsity::nnz(), nnz_H_, casadi::Nlpsol::nx_, obj_lo_, obj_up_, opttol_, casadi::OracleFunction::oracle_, casadi::ProtoFunction::print(), print_header_, print_iteration_, print_maxit_reached_, qp_init_, restore_feas_, rho_, casadi::Sparsity::row(), rp_solver_, s_f_, s_theta_, schur_, casadi::Function::size1_in(), casadi::Function::size1_out(), skip_first_globalization_, casadi::Function::sparsity_jac(), casadi::str(), casadi::GenericMatrix< MX >::sym(), theta_max_, theta_min_, casadi::ProtoFunction::verbose_, casadi::MX::vertcat(), warmstart_, which_second_derv_, and zeta_.

◆ init_mem()

int casadi::Blocksqp::init_mem ( void *  mem) const
overridevirtual

Reimplemented from casadi::Nlpsol.

Definition at line 566 of file blocksqp.cpp.

566  {
567  if (Nlpsol::init_mem(mem)) return 1;
568  auto m = static_cast<BlocksqpMemory*>(mem);
569 
570  // Create qpOASES memory
571  if (schur_) {
572  m->qpoases_mem = new QpoasesMemory();
573  m->qpoases_mem->linsol_plugin = linsol_plugin_;
574  }
575 
576  m->qp = nullptr;
577  m->colind.resize(Asp_.size2()+1);
578  m->row.resize(Asp_.nnz());
579  return 0;
580  }
int init_mem(void *mem) const override
Initalize memory block.
Definition: nlpsol.cpp:603
casadi_int size2() const
Get the number of columns.
Definition: sparsity.cpp:128

References Asp_, casadi::Nlpsol::init_mem(), linsol_plugin_, casadi::Sparsity::nnz(), casadi::BlocksqpMemory::qpoases_mem, schur_, and casadi::Sparsity::size2().

◆ initializeFilter()

void casadi::Blocksqp::initializeFilter ( BlocksqpMemory m) const

Definition at line 1722 of file blocksqp.cpp.

1722  {
1723  std::pair<double, double> initPair(theta_max_, obj_lo_);
1724 
1725  // Remove all elements
1726  auto iter=m->filter.begin();
1727  while (iter != m->filter.end()) {
1728  std::set< std::pair<double, double> >::iterator iterToRemove = iter;
1729  iter++;
1730  m->filter.erase(iterToRemove);
1731  }
1732 
1733  // Initialize with pair (maxConstrViolation, objLowerBound);
1734  m->filter.insert(initPair);
1735  }

References casadi::BlocksqpMemory::filter, obj_lo_, and theta_max_.

Referenced by solve().

◆ initIterate()

void casadi::Blocksqp::initIterate ( BlocksqpMemory m) const

Definition at line 2769 of file blocksqp.cpp.

2769  {
2770  m->alpha = 1.0;
2771  m->nSOCS = 0;
2772  m->reducedStepCount = 0;
2773  m->steptype = 0;
2774 
2775  m->obj = inf;
2776  m->tol = inf;
2777  m->cNorm = theta_max_;
2778  m->gradNorm = inf;
2779  m->lambdaStepNorm = 0.0;
2780  }

References casadi::BlocksqpMemory::alpha, casadi::BlocksqpMemory::cNorm, casadi::BlocksqpMemory::gradNorm, casadi::inf, casadi::BlocksqpMemory::lambdaStepNorm, casadi::BlocksqpMemory::nSOCS, casadi::BlocksqpMemory::obj, casadi::BlocksqpMemory::reducedStepCount, casadi::BlocksqpMemory::steptype, theta_max_, and casadi::BlocksqpMemory::tol.

Referenced by solve().

◆ initSingleton()

void casadi::GenericSharedInternal< SharedObject , SharedObjectInternal >::initSingleton ( )
inlineprotectedinherited

Called in the constructor of singletons to avoid that the counter reaches zero

Definition at line 71 of file generic_shared_internal.hpp.

71  {
72  casadi_assert_dev(static_cast<Internal*>(this)->count==0);
73  static_cast<Internal*>(this)->count++;
74  }

◆ initStats()

void casadi::Blocksqp::initStats ( BlocksqpMemory m) const

Definition at line 2608 of file blocksqp.cpp.

2608  {
2609  m->itCount = 0;
2610  m->qpItTotal = 0;
2611  m->qpIterations = 0;
2612  m->hessSkipped = 0;
2613  m->hessDamped = 0;
2614  m->averageSizingFactor = 0.0;
2615  }

References casadi::BlocksqpMemory::averageSizingFactor, casadi::BlocksqpMemory::hessDamped, casadi::BlocksqpMemory::hessSkipped, casadi::BlocksqpMemory::itCount, casadi::BlocksqpMemory::qpIterations, and casadi::BlocksqpMemory::qpItTotal.

Referenced by solve().

◆ instantiate()

Nlpsol * casadi::PluginInterface< Nlpsol >::instantiate ( const std::string &  fname,
const std::string &  pname,
Problem  problem 
)
staticinherited

Definition at line 106 of file plugin_interface.hpp.

313  {
314 
315  // Assert the plugin exists (needed for adaptors)
316  if (!has_plugin(pname, true)) {
317  casadi_error("Plugin '" + pname + "' is not found.");
318  }
319  return getPlugin(pname).creator(fname, problem);
320  }
static bool has_plugin(const std::string &pname, bool verbose=false)
Check if a plugin is available or can be loaded.
static Plugin & getPlugin(const std::string &pname)
Load and get the creator function.

◆ instruction_constant()

double casadi::FunctionInternal::instruction_constant ( casadi_int  k) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ld

Reimplemented in casadi::SXFunction.

Definition at line 3318 of file function_internal.cpp.

3318  {
3319  casadi_error("'instruction_constant' not defined for " + class_name());
3320  }

References casadi::SharedObjectInternal::class_name().

◆ instruction_id()

casadi_int casadi::FunctionInternal::instruction_id ( casadi_int  k) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_lb

Reimplemented in casadi::SXFunction, and casadi::MXFunction.

Definition at line 3310 of file function_internal.cpp.

3310  {
3311  casadi_error("'instruction_id' not defined for " + class_name());
3312  }

References casadi::SharedObjectInternal::class_name().

◆ instruction_input()

std::vector< casadi_int > casadi::FunctionInternal::instruction_input ( casadi_int  k) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_lc

Reimplemented in casadi::SXFunction, and casadi::MXFunction.

Definition at line 3314 of file function_internal.cpp.

3314  {
3315  casadi_error("'instruction_input' not defined for " + class_name());
3316  }

References casadi::SharedObjectInternal::class_name().

◆ instruction_MX()

MX casadi::FunctionInternal::instruction_MX ( casadi_int  k) const
virtualinherited

Reimplemented in casadi::MXFunction.

Definition at line 3326 of file function_internal.cpp.

3326  {
3327  casadi_error("'instruction_MX' not defined for " + class_name());
3328  }

References casadi::SharedObjectInternal::class_name().

◆ instruction_output()

std::vector< casadi_int > casadi::FunctionInternal::instruction_output ( casadi_int  k) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_le

Reimplemented in casadi::SXFunction, and casadi::MXFunction.

Definition at line 3322 of file function_internal.cpp.

3322  {
3323  casadi_error("'instruction_output' not defined for " + class_name());
3324  }

References casadi::SharedObjectInternal::class_name().

◆ instructions_sx()

SX casadi::FunctionInternal::instructions_sx ( ) const
virtualinherited

Reimplemented in casadi::SXFunction.

Definition at line 3330 of file function_internal.cpp.

3330  {
3331  casadi_error("'instructions_sx' not defined for " + class_name());
3332  }

References casadi::SharedObjectInternal::class_name().

◆ integer_support()

virtual bool casadi::Nlpsol::integer_support ( ) const
inlinevirtualinherited

Reimplemented in casadi::KnitroInterface, and casadi::BonminInterface.

Definition at line 207 of file nlpsol_impl.hpp.

207 { return false;}

Referenced by casadi::Nlpsol::init().

◆ is_a()

bool casadi::Nlpsol::is_a ( const std::string &  type,
bool  recursive 
) const
overridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1o5

Reimplemented from casadi::FunctionInternal.

Definition at line 290 of file nlpsol.cpp.

290  {
291  return type=="Nlpsol" || (recursive && OracleFunction::is_a(type, recursive));
292  }
virtual bool is_a(const std::string &type, bool recursive) const
Check if the function is of a particular type.

References casadi::FunctionInternal::is_a().

Referenced by casadi::AmplInterface::init().

◆ jac_is_symm()

bool casadi::FunctionInternal::jac_is_symm ( casadi_int  oind,
casadi_int  iind 
) const
virtualinherited

Definition at line 1774 of file function_internal.cpp.

1774  {
1775  // If derivative expression
1776  if (!derivative_of_.is_null()) {
1777  std::string n = derivative_of_.name();
1778  // Reverse move
1779  if (name_ == "adj1_" + n) {
1780  if (iind == oind) return true;
1781  }
1782  }
1783  // Not symmetric by default
1784  return false;
1785  }
const std::string & name() const
Name of the function.
Definition: function.cpp:1307

References casadi::FunctionInternal::derivative_of_, casadi::GenericShared< Shared, Internal >::is_null(), casadi::Function::name(), and casadi::ProtoFunction::name_.

◆ jac_sparsity()

Sparsity & casadi::FunctionInternal::jac_sparsity ( casadi_int  oind,
casadi_int  iind,
bool  compact,
bool  symmetric 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kz Get, if necessary generate, the sparsity of a Jacobian block

Definition at line 1862 of file function_internal.cpp.

1863  {
1864 #ifdef CASADI_WITH_THREADSAFE_SYMBOLICS
1865  // Safe access to jac_sparsity_
1866  std::lock_guard<std::mutex> lock(jac_sparsity_mtx_);
1867 #endif // CASADI_WITH_THREADSAFE_SYMBOLICS
1868  // If first call, allocate cache
1869  for (bool c : {false, true}) {
1870  if (jac_sparsity_[c].empty()) jac_sparsity_[c].resize(n_in_ * n_out_);
1871  }
1872  // Flat index
1873  casadi_int ind = iind + oind * n_in_;
1874  // Reference to the block
1875  Sparsity& jsp = jac_sparsity_[compact].at(ind);
1876  // If null, generate
1877  if (jsp.is_null()) {
1878  // Use (non)-compact pattern, if given
1879  Sparsity& jsp_other = jac_sparsity_[!compact].at(ind);
1880  if (!jsp_other.is_null()) {
1881  jsp = compact ? to_compact(oind, iind, jsp_other) : from_compact(oind, iind, jsp_other);
1882  } else {
1883  // Generate pattern
1884  Sparsity sp;
1885  bool sp_is_compact;
1886  if (!is_diff_out_.at(oind) || !is_diff_in_.at(iind)) {
1887  // All-zero sparse
1888  sp = Sparsity(nnz_out(oind), nnz_in(iind));
1889  sp_is_compact = true;
1890  } else {
1891  // Use internal routine to determine sparsity
1892  if (has_spfwd() || has_sprev() || has_jac_sparsity(oind, iind)) {
1893  sp = get_jac_sparsity(oind, iind, symmetric);
1894  }
1895  // If null, dense
1896  if (sp.is_null()) sp = Sparsity::dense(nnz_out(oind), nnz_in(iind));
1897  // Is the return the compact pattern?
1898  sp_is_compact = sp.size1() == nnz_out(oind) && sp.size2() == nnz_in(iind);
1899  }
1900  // Save to cache and convert if needed
1901  if (sp_is_compact == compact) {
1902  jsp = sp;
1903  } else {
1904  jsp_other = sp;
1905  jsp = compact ? to_compact(oind, iind, sp) : from_compact(oind, iind, sp);
1906  }
1907  }
1908  }
1909 
1910  // Make sure the Jacobian is symmetric if requested, cf. #1522, #3074, #3134
1911  if (symmetric) {
1912  if (compact) {
1913  Sparsity sp = from_compact(oind, iind, jsp);
1914  if (!sp.is_symmetric()) {
1915  sp = sp * sp.T();
1916  jsp = to_compact(oind, iind, sp);
1917  }
1918  } else {
1919  if (!jsp.is_symmetric()) jsp = jsp * jsp.T();
1920  }
1921  }
1922 
1923  // Return a reference to the block
1924  return jsp;
1925  }
std::vector< Sparsity > jac_sparsity_[2]
Cache for sparsities of the Jacobian blocks.
Sparsity to_compact(casadi_int oind, casadi_int iind, const Sparsity &sp) const
Convert to compact Jacobian sparsity pattern.
virtual bool has_jac_sparsity(casadi_int oind, casadi_int iind) const
Get Jacobian sparsity.
Sparsity from_compact(casadi_int oind, casadi_int iind, const Sparsity &sp) const
Convert from compact Jacobian sparsity pattern.
virtual Sparsity get_jac_sparsity(casadi_int oind, casadi_int iind, bool symmetric) const
Get Jacobian sparsity.

References casadi::Sparsity::dense(), casadi::FunctionInternal::from_compact(), casadi::FunctionInternal::get_jac_sparsity(), casadi::FunctionInternal::has_jac_sparsity(), casadi::FunctionInternal::has_spfwd(), casadi::FunctionInternal::has_sprev(), casadi::FunctionInternal::is_diff_in_, casadi::FunctionInternal::is_diff_out_, casadi::GenericShared< Shared, Internal >::is_null(), casadi::Sparsity::is_symmetric(), casadi::FunctionInternal::jac_sparsity_, casadi::FunctionInternal::n_in_, casadi::FunctionInternal::n_out_, casadi::FunctionInternal::nnz_in(), casadi::FunctionInternal::nnz_out(), casadi::Sparsity::size1(), casadi::Sparsity::size2(), casadi::Sparsity::T(), and casadi::FunctionInternal::to_compact().

Referenced by casadi::FunctionInternal::get_partition(), casadi::FunctionInternal::sp_forward_block(), and casadi::FunctionInternal::sp_reverse().

◆ jacobian()

Function casadi::FunctionInternal::jacobian ( ) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ky

Definition at line 2257 of file function_internal.cpp.

2257  {
2258  // Used wrapped function if jacobian not available
2259  if (!has_jacobian()) {
2260  // Derivative information must be available
2261  casadi_assert(has_derivative(),
2262  "Derivatives cannot be calculated for " + name_);
2263  return wrap().jacobian();
2264  }
2265  // Retrieve/generate cached
2266  Function f;
2267  std::string fname = "jac_" + name_;
2268  if (!incache(fname, f)) {
2269  // Names of inputs
2270  std::vector<std::string> inames;
2271  for (casadi_int i=0; i<n_in_; ++i) inames.push_back(name_in_[i]);
2272  for (casadi_int i=0; i<n_out_; ++i) inames.push_back("out_" + name_out_[i]);
2273  // Names of outputs
2274  std::vector<std::string> onames;
2275  onames.reserve(n_in_ * n_out_);
2276  for (size_t oind = 0; oind < n_out_; ++oind) {
2277  for (size_t iind = 0; iind < n_in_; ++iind) {
2278  onames.push_back("jac_" + name_out_[oind] + "_" + name_in_[iind]);
2279  }
2280  }
2281  // Options
2283  opts["derivative_of"] = self();
2284  // Generate derivative function
2285  casadi_assert_dev(enable_jacobian_);
2286  f = get_jacobian(fname, inames, onames, opts);
2287  // Consistency checks
2288  casadi_assert(f.n_in() == inames.size(),
2289  "Mismatching input signature, expected " + str(inames));
2290  casadi_assert(f.n_out() == onames.size(),
2291  "Mismatching output signature, expected " + str(onames));
2292  // Save to cache
2293  tocache_if_missing(f);
2294  }
2295  return f;
2296  }
virtual bool has_jacobian() const
Return Jacobian of all input elements with respect to all output elements.
virtual Function get_jacobian(const std::string &name, const std::vector< std::string > &inames, const std::vector< std::string > &onames, const Dict &opts) const
Return Jacobian of all input elements with respect to all output elements.
Function jacobian() const
Calculate all Jacobian blocks.
Definition: function.cpp:916

References casadi::combine(), casadi::FunctionInternal::der_options_, casadi::FunctionInternal::enable_jacobian_, casadi::FunctionInternal::get_jacobian(), casadi::FunctionInternal::has_derivative(), casadi::FunctionInternal::has_jacobian(), casadi::FunctionInternal::incache(), casadi::Function::jacobian(), casadi::FunctionInternal::jacobian_options_, casadi::Function::n_in(), casadi::FunctionInternal::n_in_, casadi::Function::n_out(), casadi::FunctionInternal::n_out_, casadi::ProtoFunction::name_, casadi::FunctionInternal::name_in_, casadi::FunctionInternal::name_out_, casadi::str(), casadi::FunctionInternal::tocache_if_missing(), and casadi::FunctionInternal::wrap().

Referenced by casadi::FunctionInternal::call_forward(), casadi::FunctionInternal::call_reverse(), and casadi::Function::jacobian().

◆ jit_dependencies()

void casadi::OracleFunction::jit_dependencies ( const std::string &  fname)
overridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_k

Reimplemented from casadi::FunctionInternal.

Definition at line 438 of file oracle_function.cpp.

438  {
439  if (compiler_.is_null()) {
440  if (verbose_) casadi_message("compiling to "+ fname+"'.");
441  // JIT dependent functions
442  compiler_ = Importer(generate_dependencies(fname, Dict()),
444  }
445  // Replace the Oracle functions with generated functions
446  for (auto&& e : all_functions_) {
447  if (verbose_) casadi_message("loading '" + e.second.f.name() + "' from '" + fname + "'.");
448  if (e.second.jit) {
449  e.second.f_original = e.second.f;
450  e.second.f = external(e.second.f.name(), compiler_);
451  }
452  }
453 }
std::string generate_dependencies(const std::string &fname, const Dict &opts) const override
Export / Generate C code for the generated functions.
Function external(const std::string &name, const Importer &li, const Dict &opts)
Load a just-in-time compiled external function.
Definition: external.cpp:42

References casadi::OracleFunction::all_functions_, casadi::FunctionInternal::compiler_, casadi::FunctionInternal::compiler_plugin_, casadi::external(), casadi::OracleFunction::generate_dependencies(), casadi::GenericShared< Shared, Internal >::is_null(), casadi::FunctionInternal::jit_options_, and casadi::ProtoFunction::verbose_.

◆ join_results()

void casadi::OracleFunction::join_results ( OracleMemory m) const
inherited

Definition at line 168 of file oracle_function.cpp.

168  {
169  // Combine runtime statistics
170  // Note: probably not correct to simply add wall times
171  for (int i = 0; i < max_num_threads_; ++i) {
172  auto* ml = m->thread_local_mem[i];
173  for (auto&& s : ml->fstats) {
174  m->fstats.at(s.first).join(s.second);
175  }
176  }
177 }

References casadi::ProtoFunctionMemory::fstats, casadi::OracleFunction::max_num_threads_, and casadi::OracleMemory::thread_local_mem.

Referenced by casadi::Nlpsol::eval(), and casadi::Integrator::eval().

◆ kkt()

Function casadi::Nlpsol::kkt ( ) const
inherited

Definition at line 847 of file nlpsol.cpp.

847  {
848 #ifdef CASADI_WITH_THREADSAFE_SYMBOLICS
849  // Safe access to kkt_
850  std::lock_guard<std::mutex> lock(kkt_mtx_);
851 #endif // CASADI_WITH_THREADSAFE_SYMBOLICS
852  // Quick return if cached
853  SharedObject temp;
854  if (kkt_.shared_if_alive(temp)) {
855  return shared_cast<Function>(temp);
856  }
857 
858  // Generate KKT function
859  Function ret = oracle_.factory("kkt", {"x", "p", "lam:f", "lam:g"},
860  {"jac:g:x", "hess:gamma:x:x"}, {{"gamma", {"f", "g"}}});
861 
862  // Cache and return
863  kkt_ = ret;
864  return ret;
865  }
bool shared_if_alive(Shared &shared) const
Thread-safe alternative to alive()/shared()
WeakRef kkt_
Cache for KKT function.

References casadi::Function::factory(), casadi::Nlpsol::kkt_, casadi::OracleFunction::oracle_, and casadi::GenericWeakRef< Shared, Internal >::shared_if_alive().

Referenced by casadi::Nlpsol::get_forward(), and casadi::Nlpsol::get_reverse().

◆ kktErrorReduction()

casadi_int casadi::Blocksqp::kktErrorReduction ( BlocksqpMemory m) const

If the line search fails, check if the full step reduces the KKT error by a factor kappaF.

Definition at line 1654 of file blocksqp.cpp.

1654  {
1655  auto d_nlp = &m->d_nlp;
1656  casadi_int info = 0;
1657  double objTrial, cNormTrial, trialGradNorm, trialTol;
1658 
1659  // Compute new trial point
1660  for (casadi_int i=0; i<nx_; i++)
1661  m->trial_xk[i] = d_nlp->z[i] + m->dxk[i];
1662 
1663  // Compute objective and ||constr(trial_xk)|| at trial point
1664  std::vector<double> trialConstr(ng_, 0.);
1665  info = evaluate(m, m->trial_xk, &objTrial, get_ptr(trialConstr));
1666  m->nFunCalls++;
1667  cNormTrial = lInfConstraintNorm(m, m->trial_xk, get_ptr(trialConstr));
1668  if (info != 0 || objTrial < obj_lo_ || objTrial > obj_up_
1669  || !(objTrial == objTrial) || !(cNormTrial == cNormTrial)) {
1670  // evaluation error
1671  return 1;
1672  }
1673 
1674  // Compute KKT error of the new point
1675 
1676  // scaled norm of Lagrangian gradient
1677  std::vector<double> trialGradLagrange(nx_, 0.);
1678  calcLagrangeGradient(m, m->lam_qp, m->lam_qp+nx_, m->grad_fk,
1679  m->jac_g,
1680  get_ptr(trialGradLagrange), 0);
1681 
1682  trialGradNorm = casadi_norm_inf(nx_, get_ptr(trialGradLagrange));
1683  trialTol = trialGradNorm/(1.0+casadi_norm_inf(nx_+ng_, m->lam_qp));
1684 
1685  if (fmax(cNormTrial, trialTol) < kappa_f_ * fmax(m->cNorm, m->tol)) {
1686  acceptStep(m, 1.0);
1687  return 0;
1688  } else {
1689  return 1;
1690  }
1691  }

References acceptStep(), calcLagrangeGradient(), casadi::casadi_norm_inf(), casadi::BlocksqpMemory::cNorm, casadi::NlpsolMemory::d_nlp, casadi::BlocksqpMemory::dxk, evaluate(), casadi::get_ptr(), casadi::BlocksqpMemory::grad_fk, casadi::FunctionInternal::info(), casadi::BlocksqpMemory::jac_g, kappa_f_, casadi::BlocksqpMemory::lam_qp, lInfConstraintNorm(), casadi::BlocksqpMemory::nFunCalls, casadi::Nlpsol::ng_, casadi::Nlpsol::nx_, obj_up_, casadi::BlocksqpMemory::tol, and casadi::BlocksqpMemory::trial_xk.

Referenced by run().

◆ lInfConstraintNorm()

double casadi::Blocksqp::lInfConstraintNorm ( BlocksqpMemory m,
const double *  xk,
const double *  g 
) const

Definition at line 2840 of file blocksqp.cpp.

2841  {
2842  auto d_nlp = &m->d_nlp;
2843  return fmax(casadi_max_viol(nx_, xk, d_nlp->lbz, d_nlp->ubz),
2844  casadi_max_viol(ng_, g, d_nlp->lbz+nx_, d_nlp->ubz+nx_));
2845  }
T1 casadi_max_viol(casadi_int n, const T1 *x, const T1 *lb, const T1 *ub)
Largest bound violation.

References casadi::casadi_max_viol(), casadi::NlpsolMemory::d_nlp, casadi::Nlpsol::ng_, and casadi::Nlpsol::nx_.

Referenced by calcOptTol(), feasibilityRestorationPhase(), filterLineSearch(), fullstep(), kktErrorReduction(), and secondOrderCorrection().

◆ load_library()

handle_t casadi::PluginInterface< Nlpsol >::load_library ( const std::string &  libname,
std::string &  resultpath,
bool  global 
)
staticinherited

Definition at line 92 of file plugin_interface.hpp.

184  {
185 
186 #ifndef WITH_DL
187  casadi_error("WITH_DL option needed for dynamic loading");
188 #else // WITH_DL
189 
190  // Get the name of the shared library
191  std::string lib = SHARED_LIBRARY_PREFIX + libname + SHARED_LIBRARY_SUFFIX;
192 
193  // Build up search paths;
194  std::vector<std::string> search_paths = get_search_paths();
195  return open_shared_library(lib, search_paths, resultpath,
196  "PluginInterface::load_plugin", global);
197 
198 #endif // WITH_DL
199  }
std::vector< std::string > get_search_paths()
Definition: casadi_os.cpp:49

◆ load_plugin()

PluginInterface< Nlpsol >::Plugin casadi::PluginInterface< Nlpsol >::load_plugin ( const std::string &  pname,
bool  register_plugin = true,
bool  needs_lock = true 
)
staticinherited

Definition at line 88 of file plugin_interface.hpp.

204  {
205 
206 #ifdef CASADI_WITH_THREADSAFE_SYMBOLICS
207  casadi::conditional_lock_guard<std::mutex> lock(Derived::mutex_solvers_, needs_lock);
208 #endif // CASADI_WITH_THREADSAFE_SYMBOLICS
209 
210  // Issue warning and quick return if already loaded
211  if (Derived::solvers_.find(pname) != Derived::solvers_.end()) {
212  casadi_warning("PluginInterface: Solver " + pname + " is already in use. Ignored.");
213  return Plugin();
214  }
215 
216  // Logger singletons are lazily instantiated on first uout()/uerr() calls
217  // This instantation may lead to a data race with potential instatiations in plugin
218  // To be safe, trigger instantatin before any plugin loading
219  uout();
220  uerr();
221 
222 #ifndef WITH_DL
223  casadi_error("WITH_DL option needed for dynamic loading");
224 #else // WITH_DL
225  // Retrieve the registration function
226  RegFcn reg;
227 
228  // Load the dll
229  std::string regName = "casadi_register_" + Derived::infix_ + "_" + pname;
230 
231  std::string searchpath;
232  handle_t handle = load_library("casadi_" + Derived::infix_ + "_" + pname, searchpath,
233  false);
234 
235 #ifdef _WIN32
236 
237 #if __GNUC__
238 #pragma GCC diagnostic push
239 #pragma GCC diagnostic ignored "-Wcast-function-type"
240 #endif
241  reg = reinterpret_cast<RegFcn>(GetProcAddress(handle, TEXT(regName.c_str())));
242 #if __GNUC__
243 #pragma GCC diagnostic pop
244 #endif
245 
246 #else // _WIN32
247  // Reset error
248  dlerror();
249 
250  // Load creator
251  reg = reinterpret_cast<RegFcn>(dlsym(handle, regName.c_str()));
252 #endif // _WIN32
253  casadi_assert(reg!=nullptr,
254  "PluginInterface::load_plugin: no \"" + regName + "\" found in " + searchpath + ".");
255 
256  // Create a temporary struct
257  Plugin plugin = pluginFromRegFcn(reg);
258  // Register the plugin
259  if (register_plugin) {
260  registerPlugin(plugin, false);
261  }
262 
263  return plugin;
264 
265 #endif // WITH_DL
266  }
static handle_t load_library(const std::string &libname, std::string &resultpath, bool global)
Load a library dynamically.
static Plugin pluginFromRegFcn(RegFcn regfcn)
Instantiate a Plugin struct from a factory function.
static void registerPlugin(const Plugin &plugin, bool needs_lock=true)
Register an integrator in the factory.
std::ostream & uerr()

◆ local_init_mem()

int casadi::OracleFunction::local_init_mem ( void *  mem) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_m

Definition at line 465 of file oracle_function.cpp.

465  {
466  if (ProtoFunction::init_mem(mem)) return 1;
467  if (!mem) return 1;
468  auto m = static_cast<LocalOracleMemory*>(mem);
469 
470  // Create statistics
471  for (auto&& e : all_functions_) {
472  m->add_stat(e.first);
473  }
474 
475  return 0;
476 }

References casadi::ProtoFunctionMemory::add_stat(), casadi::OracleFunction::all_functions_, and casadi::ProtoFunction::init_mem().

Referenced by casadi::OracleFunction::init_mem().

◆ map()

Function casadi::FunctionInternal::map ( casadi_int  n,
const std::string &  parallelization 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_nd

Definition at line 1007 of file function_internal.cpp.

1007  {
1008  Function f;
1009  if (parallelization=="serial") {
1010  // Serial maps are cached
1011  std::string fname = "map" + str(n) + "_" + name_;
1012  if (!incache(fname, f)) {
1013  // Create new serial map
1014  f = Map::create(parallelization, self(), n);
1015  casadi_assert_dev(f.name()==fname);
1016  // Save in cache
1017  tocache_if_missing(f);
1018  }
1019  } else {
1020  // Non-serial maps are not cached
1021  f = Map::create(parallelization, self(), n);
1022  }
1023  return f;
1024  }
static Function create(const std::string &parallelization, const Function &f, casadi_int n)
Definition: map.cpp:39

References casadi::Map::create(), casadi::FunctionInternal::incache(), casadi::Function::name(), casadi::ProtoFunction::name_, casadi::str(), and casadi::FunctionInternal::tocache_if_missing().

Referenced by casadi::Dple::get_forward(), casadi::Dple::get_reverse(), and casadi::FunctionInternal::mapsum_mx().

◆ mapsum_mx()

std::vector< MX > casadi::FunctionInternal::mapsum_mx ( const std::vector< MX > &  arg,
const std::string &  parallelization 
)
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kw

Definition at line 3339 of file function_internal.cpp.

3340  {
3341  if (x.empty()) return x;
3342  // Check number of arguments
3343  casadi_assert(x.size()==n_in_, "mapsum_mx: Wrong number_i of arguments");
3344  // Number of parallel calls
3345  casadi_int npar = 1;
3346  // Check/replace arguments
3347  std::vector<MX> x_mod(x.size());
3348  for (casadi_int i=0; i<n_in_; ++i) {
3349  if (check_mat(x[i].sparsity(), sparsity_in_[i], npar)) {
3350  x_mod[i] = replace_mat(x[i], sparsity_in_[i], npar);
3351  } else {
3352  // Mismatching sparsity: The following will throw an error message
3353  npar = 0;
3354  check_arg(x, npar);
3355  }
3356  }
3357 
3358  casadi_int n = 1;
3359  for (casadi_int i=0; i<x_mod.size(); ++i) {
3360  n = std::max(x_mod[i].size2() / size2_in(i), n);
3361  }
3362 
3363  std::vector<casadi_int> reduce_in;
3364  for (casadi_int i=0; i<x_mod.size(); ++i) {
3365  if (x_mod[i].size2()/size2_in(i)!=n) {
3366  reduce_in.push_back(i);
3367  }
3368  }
3369 
3370  Function ms = self().map("mapsum", parallelization, n, reduce_in, range(n_out_));
3371 
3372  // Call the internal function
3373  return ms(x_mod);
3374  }
Function map(casadi_int n, const std::string &parallelization) const
Generate/retrieve cached serial map.
void check_arg(const std::vector< M > &arg, casadi_int &npar) const
Check if input arguments have correct length and dimensions.
M replace_mat(const M &arg, const Sparsity &inp, casadi_int npar)

References casadi::FunctionInternal::check_arg(), casadi::FunctionInternal::check_mat(), casadi::FunctionInternal::map(), casadi::FunctionInternal::n_in_, casadi::FunctionInternal::n_out_, casadi::range(), casadi::replace_mat(), casadi::FunctionInternal::size2_in(), and casadi::FunctionInternal::sparsity_in_.

◆ matching_arg()

template<typename M >
bool casadi::FunctionInternal::matching_arg ( const std::vector< M > &  arg,
casadi_int &  npar 
) const
inherited

Raises errors

Parameters
npar[in]normal usage: 1, disallow pararallel calls: -1
[out]nparmax number of horizontal repetitions across all arguments (or -1)

Extra doc: https://github.com/casadi/casadi/wiki/L_kk

Definition at line 1722 of file function_internal.hpp.

1722  {
1723  check_arg(arg, npar);
1724  for (casadi_int i=0; i<n_in_; ++i) {
1725  if (arg.at(i).size1()!=size1_in(i)) return false;
1726  if (arg.at(i).size2()!=size2_in(i) && arg.at(i).size2()!=npar*size2_in(i)) return false;
1727  }
1728  return true;
1729  }

References casadi::FunctionInternal::check_arg(), casadi::FunctionInternal::n_in_, casadi::FunctionInternal::size1_in(), and casadi::FunctionInternal::size2_in().

Referenced by casadi::MXFunction::ad_forward(), casadi::SXFunction::ad_forward(), casadi::FunctionInternal::call(), casadi::FunctionInternal::call_forward(), and casadi::FunctionInternal::nz_in().

◆ matching_res()

template<typename M >
bool casadi::FunctionInternal::matching_res ( const std::vector< M > &  arg,
casadi_int &  npar 
) const
inherited

Raises errors

Parameters
npar[in]normal usage: 1, disallow pararallel calls: -1
[out]nparmax number of horizontal repetitions across all arguments (or -1)

Extra doc: https://github.com/casadi/casadi/wiki/L_kl

Definition at line 1732 of file function_internal.hpp.

1732  {
1733  check_res(res, npar);
1734  for (casadi_int i=0; i<n_out_; ++i) {
1735  if (res.at(i).size1()!=size1_out(i)) return false;
1736  if (res.at(i).size2()!=size2_out(i) && res.at(i).size2()!=npar*size2_out(i)) return false;
1737  }
1738  return true;
1739  }
void check_res(const std::vector< M > &res, casadi_int &npar) const
Check if output arguments have correct length and dimensions.

References casadi::FunctionInternal::check_res(), casadi::FunctionInternal::n_out_, casadi::FunctionInternal::size1_out(), and casadi::FunctionInternal::size2_out().

Referenced by casadi::MXFunction::ad_reverse(), casadi::SXFunction::ad_reverse(), casadi::FunctionInternal::call_reverse(), and casadi::FunctionInternal::nz_out().

◆ memory()

void * casadi::ProtoFunction::memory ( int  ind) const
inherited

Definition at line 3574 of file function_internal.cpp.

3574  {
3575 #ifdef CASADI_WITH_THREAD
3576  std::lock_guard<std::mutex> lock(mtx_);
3577 #endif //CASADI_WITH_THREAD
3578  return mem_.at(ind);
3579  }

Referenced by casadi::FunctionInternal::call_gen(), casadi::FunctionInternal::get_jac_sparsity_gen(), casadi::FunctionInternal::get_jac_sparsity_hierarchical(), casadi::Sqpmethod::solve_ela_QP(), and casadi::Sqpmethod::solve_QP().

◆ merge()

void casadi::FunctionInternal::merge ( const std::vector< MX > &  arg,
std::vector< MX > &  subs_from,
std::vector< MX > &  subs_to 
) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_2b8

Reimplemented in casadi::BlazingSplineFunction.

Definition at line 3288 of file function_internal.cpp.

3289  {
3290  return;
3291  }

◆ monitored()

bool casadi::OracleFunction::monitored ( const std::string &  name) const
virtualinherited

Definition at line 548 of file oracle_function.cpp.

548  {
549  auto it = all_functions_.find(name);
550  casadi_assert(it!=all_functions_.end(),
551  "No function \"" + name + "\" in " + name_+ ". " +
552  "Available functions: " + join(get_function()) + ".");
553  return it->second.monitored;
554 }

References casadi::OracleFunction::all_functions_, casadi::OracleFunction::get_function(), casadi::join(), and casadi::ProtoFunction::name_.

Referenced by casadi::OracleFunction::calc_function().

◆ mx_in() [1/2]

const std::vector< MX > casadi::FunctionInternal::mx_in ( ) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_l7

Reimplemented in casadi::MXFunction.

Definition at line 3268 of file function_internal.cpp.

3268  {
3269  std::vector<MX> ret(n_in_);
3270  for (casadi_int i=0; i<ret.size(); ++i) {
3271  ret[i] = mx_in(i);
3272  }
3273  return ret;
3274  }

References casadi::FunctionInternal::n_in_.

Referenced by casadi::Nlpsol::get_forward(), casadi::LinearInterpolantJac::get_jacobian(), casadi::Nlpsol::get_reverse(), casadi::FunctionInternal::wrap(), and casadi::FunctionInternal::wrap_as_needed().

◆ mx_in() [2/2]

const MX casadi::FunctionInternal::mx_in ( casadi_int  ind) const
virtualinherited

◆ mx_out() [1/2]

const std::vector< MX > casadi::FunctionInternal::mx_out ( ) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_l7

Definition at line 3276 of file function_internal.cpp.

3276  {
3277  std::vector<MX> ret(n_out_);
3278  for (casadi_int i=0; i<ret.size(); ++i) {
3279  ret[i] = mx_out(i);
3280  }
3281  return ret;
3282  }

References casadi::FunctionInternal::n_out_.

Referenced by casadi::Nlpsol::get_forward(), and casadi::Nlpsol::get_reverse().

◆ mx_out() [2/2]

const MX casadi::FunctionInternal::mx_out ( casadi_int  ind) const
virtualinherited

◆ n_instructions()

casadi_int casadi::FunctionInternal::n_instructions ( ) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_la

Reimplemented in casadi::SXFunction, and casadi::MXFunction.

Definition at line 3306 of file function_internal.cpp.

3306  {
3307  casadi_error("'n_instructions' not defined for " + class_name());
3308  }

References casadi::SharedObjectInternal::class_name().

◆ n_nodes()

casadi_int casadi::FunctionInternal::n_nodes ( ) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_lf

Reimplemented in casadi::SXFunction, and casadi::MXFunction.

Definition at line 3334 of file function_internal.cpp.

3334  {
3335  casadi_error("'n_nodes' not defined for " + class_name());
3336  }

References casadi::SharedObjectInternal::class_name().

◆ nnz_in() [1/2]

casadi_int casadi::FunctionInternal::nnz_in ( ) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_me

Definition at line 2217 of file function_internal.cpp.

2217  {
2218  casadi_int ret=0;
2219  for (casadi_int iind=0; iind<n_in_; ++iind) ret += nnz_in(iind);
2220  return ret;
2221  }

References casadi::FunctionInternal::n_in_.

Referenced by casadi::FunctionInternal::adjViaJac(), casadi::FunctionInternal::call_gen(), casadi::JitFunction::codegen_body(), casadi::FunctionInternal::codegen_meta(), casadi::FunctionInternal::eval_gen(), casadi::CallbackInternal::finalize(), casadi::FunctionInternal::from_compact(), casadi::FunctionInternal::fwdViaJac(), casadi::FunctionInternal::generate_in(), casadi::FunctionInternal::get_jac_sparsity(), casadi::Expm::get_jac_sparsity(), casadi::FmuFunction::get_jac_sparsity(), casadi::FunctionInternal::get_jac_sparsity_gen(), casadi::FunctionInternal::get_jac_sparsity_hierarchical(), casadi::FunctionInternal::get_jac_sparsity_hierarchical_symm(), casadi::JitFunction::init(), casadi::Nlpsol::init(), casadi::CbcInterface::init(), casadi::ClpInterface::init(), casadi::CplexInterface::init(), casadi::OoqpInterface::init(), casadi::ProxqpInterface::init(), casadi::QpoasesInterface::init(), casadi::ImplicitToNlp::init(), casadi::FunctionInternal::jac_sparsity(), casadi::FunctionInternal::nz_in(), casadi::ImplicitToNlp::set_work(), casadi::CbcInterface::solve(), casadi::ClpInterface::solve(), casadi::CplexInterface::solve(), casadi::OoqpInterface::solve(), casadi::ProxqpInterface::solve(), casadi::QpToNlp::solve(), casadi::KinsolInterface::solve(), casadi::FunctionInternal::sp_forward(), and casadi::FunctionInternal::sp_reverse().

◆ nnz_in() [2/2]

casadi_int casadi::FunctionInternal::nnz_in ( casadi_int  ind) const
inlineinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_me

Definition at line 969 of file function_internal.hpp.

969 { return sparsity_in(ind).nnz(); }

◆ nnz_out() [1/2]

casadi_int casadi::FunctionInternal::nnz_out ( ) const
inherited

◆ nnz_out() [2/2]

casadi_int casadi::FunctionInternal::nnz_out ( casadi_int  ind) const
inlineinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_me

Definition at line 971 of file function_internal.hpp.

971 { return sparsity_out(ind).nnz(); }

◆ numel_in() [1/2]

casadi_int casadi::FunctionInternal::numel_in ( ) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_mf

Definition at line 2229 of file function_internal.cpp.

2229  {
2230  casadi_int ret=0;
2231  for (casadi_int iind=0; iind<n_in_; ++iind) ret += numel_in(iind);
2232  return ret;
2233  }

References casadi::FunctionInternal::n_in_.

Referenced by casadi::FunctionInternal::from_compact(), and casadi::Integrator::get_reverse().

◆ numel_in() [2/2]

casadi_int casadi::FunctionInternal::numel_in ( casadi_int  ind) const
inlineinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_mf

Definition at line 979 of file function_internal.hpp.

979 { return sparsity_in(ind).numel(); }
casadi_int numel() const
The total number of elements, including structural zeros, i.e. size2()*size1()
Definition: sparsity.cpp:132

◆ numel_out() [1/2]

casadi_int casadi::FunctionInternal::numel_out ( ) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_mf

Definition at line 2235 of file function_internal.cpp.

2235  {
2236  casadi_int ret=0;
2237  for (casadi_int oind=0; oind<n_out_; ++oind) ret += numel_out(oind);
2238  return ret;
2239  }

References casadi::FunctionInternal::n_out_.

Referenced by casadi::FunctionInternal::from_compact(), and casadi::Integrator::get_reverse().

◆ numel_out() [2/2]

casadi_int casadi::FunctionInternal::numel_out ( casadi_int  ind) const
inlineinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_mf

Definition at line 980 of file function_internal.hpp.

980 { return sparsity_out(ind).numel(); }

◆ nz_in() [1/2]

std::vector< double > casadi::FunctionInternal::nz_in ( const std::vector< DM > &  arg) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kt

Definition at line 3429 of file function_internal.cpp.

3429  {
3430  // Disallow parallel inputs
3431  casadi_int npar = -1;
3432  if (!matching_arg(arg, npar)) {
3433  return nz_in(replace_arg(arg, npar));
3434  }
3435 
3436  std::vector<DM> arg2 = project_arg(arg, 1);
3437  std::vector<double> ret(nnz_in());
3438  casadi_int offset = 0;
3439  for (casadi_int i=0;i<n_in_;++i) {
3440  const double* e = arg2.at(i).ptr();
3441  std::copy(e, e+nnz_in(i), ret.begin()+offset);
3442  offset+= nnz_in(i);
3443  }
3444  return ret;
3445  }

References casadi::FunctionInternal::matching_arg(), casadi::FunctionInternal::n_in_, casadi::FunctionInternal::nnz_in(), casadi::FunctionInternal::project_arg(), and casadi::FunctionInternal::replace_arg().

Referenced by casadi::SXFunction::call_fwd(), casadi::SXFunction::call_rev(), casadi::SXFunction::call_setup(), casadi::FunctionInternal::get_jac_sparsity(), casadi::FunctionInternal::get_jac_sparsity_gen(), and casadi::FunctionInternal::get_jac_sparsity_hierarchical().

◆ nz_in() [2/2]

std::vector< DM > casadi::FunctionInternal::nz_in ( const std::vector< double > &  arg) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kt

Definition at line 3399 of file function_internal.cpp.

3399  {
3400  casadi_assert(nnz_in()==arg.size(),
3401  "Dimension mismatch. Expecting " + str(nnz_in()) +
3402  ", got " + str(arg.size()) + " instead.");
3403 
3404  std::vector<DM> ret = dm_in();
3405  casadi_int offset = 0;
3406  for (casadi_int i=0;i<n_in_;++i) {
3407  DM& r = ret.at(i);
3408  std::copy(arg.begin()+offset, arg.begin()+offset+nnz_in(i), r.ptr());
3409  offset+= nnz_in(i);
3410  }
3411  return ret;
3412  }

References casadi::FunctionInternal::dm_in(), casadi::FunctionInternal::n_in_, casadi::FunctionInternal::nnz_in(), casadi::Matrix< Scalar >::ptr(), and casadi::str().

◆ nz_out() [1/2]

std::vector< double > casadi::FunctionInternal::nz_out ( const std::vector< DM > &  res) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kt

Definition at line 3447 of file function_internal.cpp.

3447  {
3448  // Disallow parallel inputs
3449  casadi_int npar = -1;
3450  if (!matching_res(res, npar)) {
3451  return nz_out(replace_res(res, npar));
3452  }
3453 
3454  std::vector<DM> res2 = project_res(res, 1);
3455  std::vector<double> ret(nnz_out());
3456  casadi_int offset = 0;
3457  for (casadi_int i=0;i<n_out_;++i) {
3458  const double* e = res2.at(i).ptr();
3459  std::copy(e, e+nnz_out(i), ret.begin()+offset);
3460  offset+= nnz_out(i);
3461  }
3462  return ret;
3463  }
std::vector< M > project_res(const std::vector< M > &arg, casadi_int npar) const
Project sparsities.
std::vector< M > replace_res(const std::vector< M > &res, casadi_int npar) const
Replace 0-by-0 outputs.

References casadi::FunctionInternal::matching_res(), casadi::FunctionInternal::n_out_, casadi::FunctionInternal::nnz_out(), casadi::FunctionInternal::project_res(), and casadi::FunctionInternal::replace_res().

Referenced by casadi::SXFunction::call_fwd(), casadi::SXFunction::call_rev(), casadi::SXFunction::call_setup(), casadi::FunctionInternal::get_jac_sparsity(), casadi::FunctionInternal::get_jac_sparsity_gen(), and casadi::FunctionInternal::get_jac_sparsity_hierarchical().

◆ nz_out() [2/2]

std::vector< DM > casadi::FunctionInternal::nz_out ( const std::vector< double > &  res) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kt

Definition at line 3414 of file function_internal.cpp.

3414  {
3415  casadi_assert(nnz_out()==res.size(),
3416  "Dimension mismatch. Expecting " + str(nnz_out()) +
3417  ", got " + str(res.size()) + " instead.");
3418 
3419  std::vector<DM> ret = dm_out();
3420  casadi_int offset = 0;
3421  for (casadi_int i=0;i<n_out_;++i) {
3422  DM& r = ret.at(i);
3423  std::copy(res.begin()+offset, res.begin()+offset+nnz_out(i), r.ptr());
3424  offset+= nnz_out(i);
3425  }
3426  return ret;
3427  }

References casadi::FunctionInternal::dm_out(), casadi::FunctionInternal::n_out_, casadi::FunctionInternal::nnz_out(), casadi::Matrix< Scalar >::ptr(), and casadi::str().

◆ oracle()

const Function& casadi::OracleFunction::oracle ( ) const
inlineoverridevirtualinherited

◆ pairInFilter()

bool casadi::Blocksqp::pairInFilter ( BlocksqpMemory m,
double  cNorm,
double  obj 
) const

Check if current entry is accepted to the filter: (cNorm, obj) in F_k

Definition at line 1697 of file blocksqp.cpp.

1698  {
1699  /*
1700  * A pair is in the filter if:
1701  * - it increases the objective and
1702  * - it also increases the constraint violation
1703  * The second expression in the if-clause states that we exclude
1704  * entries that are within the feasibility tolerance, e.g.
1705  * if an entry improves the constraint violation from 1e-16 to 1e-17,
1706  * but increases the objective considerably we also think of this entry
1707  * as dominated
1708  */
1709 
1710  for (auto&& f : m->filter) {
1711  if ((cNorm >= (1.0 - gamma_theta_) * f.first ||
1712  (cNorm < 0.01 * nlinfeastol_ && f.first < 0.01 * nlinfeastol_)) &&
1713  obj >= f.second - gamma_f_ * f.first) {
1714  return 1;
1715  }
1716  }
1717 
1718  return 0;
1719  }

References casadi::BlocksqpMemory::filter, gamma_f_, gamma_theta_, and nlinfeastol_.

Referenced by feasibilityRestorationPhase(), filterLineSearch(), and secondOrderCorrection().

◆ plugin_deserialize()

Deserialize casadi::PluginInterface< Nlpsol >::plugin_deserialize ( const std::string &  pname)
staticinherited

Definition at line 82 of file plugin_interface.hpp.

162  {
163  Deserialize m = getPlugin(pname).deserialize;
164  casadi_assert(m, "Plugin \"" + pname + "\" does not support deserialize");
165  return m;
166  }
ProtoFunction *(* Deserialize)(DeserializingStream &)

◆ plugin_name()

const char* casadi::Blocksqp::plugin_name ( ) const
inlineoverridevirtual

Implements casadi::PluginInterface< Nlpsol >.

Definition at line 157 of file blocksqp.hpp.

157 { return "blocksqp";}

◆ plugin_options()

const Options & casadi::PluginInterface< Nlpsol >::plugin_options ( const std::string &  pname)
staticinherited

Definition at line 79 of file plugin_interface.hpp.

155  {
156  const Options *op = getPlugin(pname).options;
157  casadi_assert(op!=nullptr, "Plugin \"" + pname + "\" does not support options");
158  return *op;
159  }

◆ pluginFromRegFcn()

PluginInterface< Nlpsol >::Plugin casadi::PluginInterface< Nlpsol >::pluginFromRegFcn ( RegFcn  regfcn)
staticinherited

Definition at line 85 of file plugin_interface.hpp.

170  {
171  // Create a temporary struct
172  Plugin plugin;
173 
174  // Set the fields
175  int flag = regfcn(&plugin);
176  casadi_assert(flag==0, "Registration of plugin failed.");
177 
178  return plugin;
179  }

◆ print()

void casadi::ProtoFunction::print ( const char *  fmt,
  ... 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_jr

Definition at line 3813 of file function_internal.cpp.

3813  {
3814  // Variable number of arguments
3815  va_list args;
3816  va_start(args, fmt);
3817  // Static & dynamic buffers
3818  char buf[256];
3819  size_t buf_sz = sizeof(buf);
3820  char* buf_dyn = nullptr;
3821  // Try to print with a small buffer
3822  casadi_int n = vsnprintf(buf, buf_sz, fmt, args);
3823  // Need a larger buffer?
3824  if (n>static_cast<casadi_int>(buf_sz)) {
3825  buf_sz = static_cast<size_t>(n+1);
3826  buf_dyn = new char[buf_sz];
3827  n = vsnprintf(buf_dyn, buf_sz, fmt, args);
3828  }
3829  // Print buffer content
3830  if (n>=0) uout() << (buf_dyn ? buf_dyn : buf) << std::flush;
3831  // Cleanup
3832  delete[] buf_dyn;
3833  va_end(args);
3834  // Throw error if failure
3835  casadi_assert(n>=0, "Print failure while processing '" + std::string(fmt) + "'");
3836  }

References casadi::uout().

Referenced by casadi::Feasiblesqpmethod::anderson_acc_step_update(), casadi::Nlpsol::callback(), convertHessian(), casadi::FmuFunction::eval_task(), casadi::Feasiblesqpmethod::feasibility_iterations(), feasibilityRestorationPhase(), fullstep(), init(), casadi::Feasiblesqpmethod::init(), casadi::Ipqp::init(), casadi::Qrqp::init(), casadi::Qrsqp::init(), casadi::Sqpmethod::init(), casadi::LinsolQr::nfact(), casadi::Feasiblesqpmethod::print_iteration(), casadi::Qrsqp::print_iteration(), casadi::Sqpmethod::print_iteration(), casadi::SundialsInterface::print_stats(), casadi::ProtoFunction::print_time(), printInfo(), printProgress(), run(), solve(), casadi::Feasiblesqpmethod::solve(), casadi::Qrsqp::solve(), casadi::Sqpmethod::solve(), casadi::Sqpmethod::solve_ela_QP(), casadi::Feasiblesqpmethod::solve_LP(), casadi::Feasiblesqpmethod::solve_QP(), casadi::Qrsqp::solve_QP(), casadi::Sqpmethod::solve_QP(), and solveQP().

◆ print_dimensions()

void casadi::FunctionInternal::print_dimensions ( std::ostream &  stream) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_mb

Definition at line 899 of file function_internal.cpp.

899  {
900  stream << " Number of inputs: " << n_in_ << std::endl;
901  for (casadi_int i=0; i<n_in_; ++i) {
902  stream << " Input " << i << " (\"" << name_in_[i] << "\"): "
903  << sparsity_in_[i].dim() << std::endl;
904  }
905  stream << " Number of outputs: " << n_out_ << std::endl;
906  for (casadi_int i=0; i<n_out_; ++i) {
907  stream << " Output " << i << " (\"" << name_out_[i] << "\"): "
908  << sparsity_out_[i].dim() << std::endl;
909  }
910  }

References casadi::FunctionInternal::n_in_, casadi::FunctionInternal::n_out_, casadi::FunctionInternal::name_in_, casadi::FunctionInternal::name_out_, casadi::FunctionInternal::sparsity_in_, and casadi::FunctionInternal::sparsity_out_.

◆ print_in()

void casadi::FunctionInternal::print_in ( std::ostream &  stream,
const double **  arg,
bool  truncate 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_nv

Definition at line 804 of file function_internal.cpp.

804  {
805  stream << "Function " << name_ << " (" << this << ")" << std::endl;
806  for (casadi_int i=0; i<n_in_; ++i) {
807  stream << "Input " << i << " (" << name_in_[i] << "): ";
808  if (arg[i]) {
809  DM::print_default(stream, sparsity_in_[i], arg[i], truncate);
810  stream << std::endl;
811  } else {
812  stream << "NULL" << std::endl;
813  }
814  }
815  }
static void print_default(std::ostream &stream, const Sparsity &sp, const double *nonzeros, bool truncate=true)
Print default style.

References casadi::FunctionInternal::n_in_, casadi::ProtoFunction::name_, casadi::FunctionInternal::name_in_, casadi::Matrix< double >::print_default(), and casadi::FunctionInternal::sparsity_in_.

Referenced by casadi::FunctionInternal::eval_gen().

◆ print_option()

void casadi::ProtoFunction::print_option ( const std::string &  name,
std::ostream &  stream 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ji

Definition at line 916 of file function_internal.cpp.

916  {
917  get_options().print_one(name, stream);
918  }
void print_one(const std::string &name, std::ostream &stream) const
Print all information there is to know about a certain option.
Definition: options.cpp:274

References casadi::ProtoFunction::get_options(), and casadi::Options::print_one().

◆ print_options()

void casadi::ProtoFunction::print_options ( std::ostream &  stream) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_jh

Definition at line 912 of file function_internal.cpp.

912  {
913  get_options().print_all(stream);
914  }
void print_all(std::ostream &stream) const
Print list of options.
Definition: options.cpp:268

References casadi::ProtoFunction::get_options(), and casadi::Options::print_all().

◆ print_out()

void casadi::FunctionInternal::print_out ( std::ostream &  stream,
double **  res,
bool  truncate 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_nw

Definition at line 817 of file function_internal.cpp.

817  {
818  stream << "Function " << name_ << " (" << this << ")" << std::endl;
819  for (casadi_int i=0; i<n_out_; ++i) {
820  stream << "Output " << i << " (" << name_out_[i] << "): ";
821  if (res[i]) {
822  DM::print_default(stream, sparsity_out_[i], res[i], truncate);
823  stream << std::endl;
824  } else {
825  stream << "NULL" << std::endl;
826  }
827  }
828  }

References casadi::FunctionInternal::n_out_, casadi::ProtoFunction::name_, casadi::FunctionInternal::name_out_, casadi::Matrix< double >::print_default(), and casadi::FunctionInternal::sparsity_out_.

Referenced by casadi::FunctionInternal::eval_gen().

◆ print_time()

void casadi::ProtoFunction::print_time ( const std::map< std::string, FStats > &  fstats) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ju

Definition at line 3733 of file function_internal.cpp.

3733  {
3734  if (!print_time_) return;
3735  // Length of the name being printed
3736  size_t name_len=0;
3737  for (auto &&s : fstats) {
3738  name_len = std::max(s.first.size(), name_len);
3739  }
3740  name_len = std::max(name_.size(), name_len);
3741 
3742  // Print name with a given length. Format: "%NNs "
3743  char namefmt[10];
3744  sprint(namefmt, sizeof(namefmt), "%%%ds ", static_cast<casadi_int>(name_len));
3745 
3746  // Print header
3747  print(namefmt, name_.c_str());
3748 
3749  print(" : %8s %10s %8s %10s %9s\n", "t_proc", "(avg)", "t_wall", "(avg)", "n_eval");
3750 
3751 
3752  char buffer_proc[10];
3753  char buffer_wall[10];
3754  char buffer_proc_avg[10];
3755  char buffer_wall_avg[10];
3756 
3757  // Print keys
3758  for (const auto &s : fstats) {
3759  if (s.second.n_call!=0) {
3760  print(namefmt, s.first.c_str());
3761  format_time(buffer_proc, s.second.t_proc);
3762  format_time(buffer_wall, s.second.t_wall);
3763  format_time(buffer_proc_avg, s.second.t_proc/s.second.n_call);
3764  format_time(buffer_wall_avg, s.second.t_wall/s.second.n_call);
3765  print(" | %s (%s) %s (%s) %9d\n",
3766  buffer_proc, buffer_proc_avg,
3767  buffer_wall, buffer_wall_avg, s.second.n_call);
3768  }
3769  }
3770  }
void format_time(char *buffer, double time) const
Format time in a fixed width 8 format.

References casadi::ProtoFunction::format_time(), casadi::ProtoFunction::name_, casadi::ProtoFunction::print(), casadi::ProtoFunction::print_time_, and casadi::ProtoFunction::sprint().

Referenced by casadi::FunctionInternal::eval_gen().

◆ printInfo()

void casadi::Blocksqp::printInfo ( BlocksqpMemory m) const

Definition at line 1012 of file blocksqp.cpp.

1012  {
1013  char hessString1[100];
1014  char hessString2[100];
1015  char globString[100];
1016  char qpString[100];
1017 
1018  /* QP Solver */
1019  if (schur_)
1020  strcpy(qpString, "sparse, Schur complement approach");
1021  else
1022  strcpy(qpString, "sparse, reduced Hessian factorization");
1023 
1024  /* Globalization */
1025  if (globalization_) {
1026  strcpy(globString, "filter line search");
1027  } else {
1028  strcpy(globString, "none (full step)");
1029  }
1030 
1031  /* Hessian approximation */
1032  if (block_hess_ && (hess_update_ == 1 || hess_update_ == 2))
1033  strcpy(hessString1, "block ");
1034  else
1035  strcpy(hessString1, "");
1036 
1037  if (hess_lim_mem_ && (hess_update_ == 1 || hess_update_ == 2))
1038  strcat(hessString1, "L-");
1039 
1040  /* Fallback Hessian */
1041  if (hess_update_ == 1 || hess_update_ == 4
1042  || (hess_update_ == 2 && !hess_damp_)) {
1043  strcpy(hessString2, hessString1);
1044 
1045  /* Fallback Hessian update type */
1046  if (fallback_update_ == 0) {
1047  strcat(hessString2, "Id");
1048  } else if (fallback_update_ == 1) {
1049  strcat(hessString2, "SR1");
1050  } else if (fallback_update_ == 2) {
1051  strcat(hessString2, "BFGS");
1052  } else if (fallback_update_ == 4) {
1053  strcat(hessString2, "Finite differences");
1054  }
1055 
1056  /* Fallback Hessian scaling */
1057  if (fallback_scaling_ == 1) {
1058  strcat(hessString2, ", SP");
1059  } else if (fallback_scaling_ == 2) {
1060  strcat(hessString2, ", OL");
1061  } else if (fallback_scaling_ == 3) {
1062  strcat(hessString2, ", mean");
1063  } else if (fallback_scaling_ == 4) {
1064  strcat(hessString2, ", selective sizing");
1065  }
1066  } else {
1067  strcpy(hessString2, "-");
1068  }
1069 
1070  /* First Hessian update type */
1071  if (hess_update_ == 0) {
1072  strcat(hessString1, "Id");
1073  } else if (hess_update_ == 1) {
1074  strcat(hessString1, "SR1");
1075  } else if (hess_update_ == 2) {
1076  strcat(hessString1, "BFGS");
1077  } else if (hess_update_ == 4) {
1078  strcat(hessString1, "Finite differences");
1079  }
1080 
1081  /* First Hessian scaling */
1082  if (hess_scaling_ == 1) {
1083  strcat(hessString1, ", SP");
1084  } else if (hess_scaling_ == 2) {
1085  strcat(hessString1, ", OL");
1086  } else if (hess_scaling_ == 3) {
1087  strcat(hessString1, ", mean");
1088  } else if (hess_scaling_ == 4) {
1089  strcat(hessString1, ", selective sizing");
1090  }
1091 
1092  print("\n+---------------------------------------------------------------+\n");
1093  print("| Starting blockSQP with the following algorithmic settings: |\n");
1094  print("+---------------------------------------------------------------+\n");
1095  print("| qpOASES flavor | %-34s|\n", qpString);
1096  print("| Globalization | %-34s|\n", globString);
1097  print("| 1st Hessian approximation | %-34s|\n", hessString1);
1098  print("| 2nd Hessian approximation | %-34s|\n", hessString2);
1099  print("+---------------------------------------------------------------+\n\n");
1100  }

References block_hess_, fallback_scaling_, fallback_update_, globalization_, hess_damp_, hess_lim_mem_, hess_scaling_, hess_update_, casadi::ProtoFunction::print(), and schur_.

Referenced by solve().

◆ printProgress()

void casadi::Blocksqp::printProgress ( BlocksqpMemory m) const

Definition at line 2555 of file blocksqp.cpp.

2555  {
2556  /*
2557  * m->steptype:
2558  *-1: full step was accepted because it reduces the KKT error although line search failed
2559  * 0: standard line search step
2560  * 1: Hessian has been reset to identity
2561  * 2: feasibility restoration heuristic has been called
2562  * 3: feasibility restoration phase has been called
2563  */
2564 
2565  // Print headline every twenty iterations
2566  if (m->itCount % 20 == 0) {
2567  print("%-8s", " it");
2568  print("%-21s", " qpIt");
2569  print("%-9s", "obj");
2570  print("%-11s", "feas");
2571  print("%-7s", "opt");
2572  print("%-11s", "|lgrd|");
2573  print("%-9s", "|stp|");
2574  print("%-10s", "|lstp|");
2575  print("%-8s", "alpha");
2576  print("%-6s", "nSOCS");
2577  print("%-18s", "sk, da, sca");
2578  print("%-6s", "QPr,mu");
2579  print("\n");
2580  }
2581 
2582  if (m->itCount == 0) {
2583  // Values for first iteration
2584  print("%5i ", m->itCount);
2585  print("%11i ", 0);
2586  print("% 10e ", m->obj);
2587  print("%-10.2e", m->cNormS);
2588  print("%-10.2e", m->tol);
2589  print("\n");
2590  } else {
2591  // All values
2592  print("%5i ", m->itCount);
2593  print("%5i+%5i ", m->qpIterations, m->qpIterations2);
2594  print("% 10e ", m->obj);
2595  print("%-10.2e", m->cNormS);
2596  print("%-10.2e", m->tol);
2597  print("%-10.2e", m->gradNorm);
2598  print("%-10.2e", casadi_norm_inf(nx_, m->dxk));
2599  print("%-10.2e", m->lambdaStepNorm);
2600  print("%-9.1e", m->alpha);
2601  print("%5i", m->nSOCS);
2602  print("%3i, %3i, %-9.1e", m->hessSkipped, m->hessDamped, m->averageSizingFactor);
2603  print("%i, %-9.1e", m->qpResolve, casadi_norm_1(nblocks_, m->delta_h)/nblocks_);
2604  print("\n");
2605  }
2606  }
T1 casadi_norm_1(casadi_int n, const T1 *x)
NORM_1: ||x||_1 -> return.

References casadi::BlocksqpMemory::alpha, casadi::BlocksqpMemory::averageSizingFactor, casadi::casadi_norm_1(), casadi::casadi_norm_inf(), casadi::BlocksqpMemory::cNormS, casadi::BlocksqpMemory::delta_h, casadi::BlocksqpMemory::dxk, casadi::BlocksqpMemory::gradNorm, casadi::BlocksqpMemory::hessDamped, casadi::BlocksqpMemory::hessSkipped, casadi::BlocksqpMemory::itCount, casadi::BlocksqpMemory::lambdaStepNorm, nblocks_, casadi::BlocksqpMemory::nSOCS, casadi::Nlpsol::nx_, casadi::BlocksqpMemory::obj, casadi::ProtoFunction::print(), casadi::BlocksqpMemory::qpIterations, casadi::BlocksqpMemory::qpIterations2, casadi::BlocksqpMemory::qpResolve, and casadi::BlocksqpMemory::tol.

Referenced by feasibilityRestorationPhase(), and run().

◆ project_arg()

template<typename M >
std::vector< M > casadi::FunctionInternal::project_arg ( const std::vector< M > &  arg,
casadi_int  npar 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kn

Definition at line 1594 of file function_internal.hpp.

1595  {
1596  casadi_assert_dev(arg.size()==n_in_);
1597 
1598  // Which arguments require mapped evaluation
1599  std::vector<bool> mapped(n_in_);
1600  for (casadi_int i=0; i<n_in_; ++i) {
1601  mapped[i] = arg[i].size2()!=size2_in(i);
1602  }
1603 
1604  // Check if matching input sparsity
1605  std::vector<bool> matching(n_in_);
1606  bool any_mismatch = false;
1607  for (casadi_int i=0; i<n_in_; ++i) {
1608  if (mapped[i]) {
1609  matching[i] = arg[i].sparsity().is_stacked(sparsity_in(i), npar);
1610  } else {
1611  matching[i] = arg[i].sparsity()==sparsity_in(i);
1612  }
1613  any_mismatch = any_mismatch || !matching[i];
1614  }
1615 
1616  // Correct input sparsity
1617  if (any_mismatch) {
1618  std::vector<M> arg2(arg);
1619  for (casadi_int i=0; i<n_in_; ++i) {
1620  if (!matching[i]) {
1621  if (mapped[i]) {
1622  arg2[i] = project(arg2[i], repmat(sparsity_in(i), 1, npar));
1623  } else {
1624  arg2[i] = project(arg2[i], sparsity_in(i));
1625  }
1626  }
1627  }
1628  return arg2;
1629  }
1630  return arg;
1631  }

References casadi::FunctionInternal::n_in_, casadi::FunctionInternal::size2_in(), and casadi::FunctionInternal::sparsity_in().

Referenced by casadi::FunctionInternal::call_gen(), and casadi::FunctionInternal::nz_in().

◆ project_res()

template<typename M >
std::vector< M > casadi::FunctionInternal::project_res ( const std::vector< M > &  arg,
casadi_int  npar 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ko

Definition at line 1634 of file function_internal.hpp.

1635  {
1636  return arg;
1637  }

Referenced by casadi::FunctionInternal::nz_out().

◆ purgable()

template<typename MatType >
bool casadi::FunctionInternal::purgable ( const std::vector< MatType > &  seed)
staticinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_nq

Definition at line 1487 of file function_internal.hpp.

1487  {
1488  for (auto i=v.begin(); i!=v.end(); ++i) {
1489  if (!i->is_zero()) return false;
1490  }
1491  return true;
1492  }

Referenced by casadi::MXFunction::ad_forward(), and casadi::MXFunction::ad_reverse().

◆ reduceSOCStepsize()

void casadi::Blocksqp::reduceSOCStepsize ( BlocksqpMemory m,
double *  alphaSOC 
) const

Definition at line 1150 of file blocksqp.cpp.

1151  {
1152  auto d_nlp = &m->d_nlp;
1153  // Update bounds on linearized constraints for the next SOC QP:
1154  // That is different from the update for the first SOC QP!
1155  for (casadi_int i=0; i<ng_; i++) {
1156  double lbg = d_nlp->lbz[i + nx_];
1157  double ubg = d_nlp->ubz[i + nx_];
1158  if (lbg != inf) {
1159  m->lba_qp[i] = *alphaSOC * m->lba_qp[i] - m->gk[i];
1160  } else {
1161  m->lba_qp[i] = inf;
1162  }
1163 
1164  if (ubg != inf) {
1165  m->uba_qp[i] = *alphaSOC * m->uba_qp[i] - m->gk[i];
1166  } else {
1167  m->uba_qp[i] = inf;
1168  }
1169  }
1170 
1171  *alphaSOC *= 0.5;
1172  }

References casadi::NlpsolMemory::d_nlp, casadi::BlocksqpMemory::gk, casadi::inf, casadi::BlocksqpMemory::lba_qp, casadi_nlpsol_data< T1 >::lbz, casadi::Nlpsol::ng_, casadi::Nlpsol::nx_, and casadi::BlocksqpMemory::uba_qp.

◆ reduceStepsize()

void casadi::Blocksqp::reduceStepsize ( BlocksqpMemory m,
double *  alpha 
) const

Definition at line 1145 of file blocksqp.cpp.

1146  {
1147  *alpha = (*alpha) * 0.5;
1148  }

Referenced by filterLineSearch(), and fullstep().

◆ registerPlugin() [1/2]

void casadi::PluginInterface< Nlpsol >::registerPlugin ( const Plugin &  plugin,
bool  needs_lock = true 
)
staticinherited

Definition at line 96 of file plugin_interface.hpp.

274  {
275 
276 #ifdef CASADI_WITH_THREADSAFE_SYMBOLICS
277  casadi::conditional_lock_guard<std::mutex> lock(Derived::mutex_solvers_, needs_lock);
278 #endif // CASADI_WITH_THREADSAFE_SYMBOLICS
279 
280  // Check if the solver name is in use
281  typename std::map<std::string, Plugin>::iterator it=Derived::solvers_.find(plugin.name);
282  casadi_assert(it==Derived::solvers_.end(),
283  "Solver " + str(plugin.name) + " is already in use");
284 
285  // Add to list of solvers
286  Derived::solvers_[plugin.name] = plugin;
287  }

◆ registerPlugin() [2/2]

void casadi::PluginInterface< Nlpsol >::registerPlugin ( RegFcn  regfcn,
bool  needs_lock = true 
)
staticinherited

Definition at line 99 of file plugin_interface.hpp.

269  {
270  registerPlugin(pluginFromRegFcn(regfcn), needs_lock);
271  }

◆ release()

void casadi::ProtoFunction::release ( int  mem) const
inherited

Definition at line 3606 of file function_internal.cpp.

3606  {
3607 #ifdef CASADI_WITH_THREAD
3608  std::lock_guard<std::mutex> lock(mtx_);
3609 #endif //CASADI_WITH_THREAD
3610  unused_.push(mem);
3611  }

◆ replace_arg()

template<typename M >
std::vector< M > casadi::FunctionInternal::replace_arg ( const std::vector< M > &  arg,
casadi_int  npar 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_km

Definition at line 1767 of file function_internal.hpp.

1768  {
1769  std::vector<M> r(arg.size());
1770  for (casadi_int i=0; i<r.size(); ++i) r[i] = replace_mat(arg[i], sparsity_in(i), npar);
1771  return r;
1772  }

References casadi::replace_mat(), and casadi::FunctionInternal::sparsity_in().

Referenced by casadi::FunctionInternal::call(), casadi::FunctionInternal::nz_in(), and casadi::FunctionInternal::replace_fseed().

◆ replace_aseed() [1/2]

template<typename M >
std::vector<std::vector<M> > casadi::FunctionInternal::replace_aseed ( const std::vector< std::vector< M > > &  aseed,
casadi_int  npar 
) const
inherited

Definition at line 1791 of file function_internal.hpp.

1792  {
1793  std::vector<std::vector<M> > r(aseed.size());
1794  for (casadi_int d=0; d<r.size(); ++d) r[d] = replace_res(aseed[d], npar);
1795  return r;
1796  }

References casadi::FunctionInternal::replace_res().

◆ replace_aseed() [2/2]

template<typename M >
std::vector<std::vector<M> > casadi::FunctionInternal::replace_aseed ( const std::vector< std::vector< M >> &  aseed,
casadi_int  npar 
) const
inherited

◆ replace_fseed() [1/2]

template<typename M >
std::vector<std::vector<M> > casadi::FunctionInternal::replace_fseed ( const std::vector< std::vector< M > > &  fseed,
casadi_int  npar 
) const
inherited

Definition at line 1783 of file function_internal.hpp.

1784  {
1785  std::vector<std::vector<M> > r(fseed.size());
1786  for (casadi_int d=0; d<r.size(); ++d) r[d] = replace_arg(fseed[d], npar);
1787  return r;
1788  }

References casadi::FunctionInternal::replace_arg().

◆ replace_fseed() [2/2]

template<typename M >
std::vector<std::vector<M> > casadi::FunctionInternal::replace_fseed ( const std::vector< std::vector< M >> &  fseed,
casadi_int  npar 
) const
inherited

◆ replace_res()

template<typename M >
std::vector< M > casadi::FunctionInternal::replace_res ( const std::vector< M > &  res,
casadi_int  npar 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_kp

Definition at line 1775 of file function_internal.hpp.

1776  {
1777  std::vector<M> r(res.size());
1778  for (casadi_int i=0; i<r.size(); ++i) r[i] = replace_mat(res[i], sparsity_out(i), npar);
1779  return r;
1780  }

References casadi::replace_mat(), and casadi::FunctionInternal::sparsity_out().

Referenced by casadi::FunctionInternal::nz_out(), and casadi::FunctionInternal::replace_aseed().

◆ reset_sqp()

void casadi::Blocksqp::reset_sqp ( BlocksqpMemory m) const

Allocate memory for variables required by all optimization algorithms except for the Jacobian

Definition at line 2637 of file blocksqp.cpp.

2637  {
2638  // dual variables (for general constraints and variable bounds)
2639  casadi_fill(m->lam_xk, nx_, 0.);
2640  casadi_fill(m->lam_gk, ng_, 0.);
2641 
2642  // constraint vector with lower and upper bounds
2643  // (Box constraints are not included in the constraint list)
2644  casadi_fill(m->gk, ng_, 0.);
2645 
2646  // gradient of objective
2647  casadi_fill(m->grad_fk, nx_, 0.);
2648 
2649  // gradient of Lagrangian
2650  casadi_fill(m->grad_lagk, nx_, 0.);
2651 
2652  // current step
2653  casadi_fill(m->deltaMat, nx_*hess_memsize_, 0.);
2654  m->dxk = m->deltaMat;
2655 
2656  // trial step (temporary variable, for line search)
2657  casadi_fill(m->trial_xk, nx_, 0.);
2658 
2659  // bounds for step (QP subproblem)
2660  casadi_fill(m->lbx_qp, nx_, 0.);
2661  casadi_fill(m->ubx_qp, nx_, 0.);
2662  casadi_fill(m->lba_qp, ng_, 0.);
2663  casadi_fill(m->uba_qp, ng_, 0.);
2664 
2665  // product of constraint Jacobian with step (deltaXi)
2666  casadi_fill(m->jac_times_dxk, ng_, 0.);
2667 
2668  // dual variables of QP (simple bounds and general constraints)
2669  casadi_fill(m->lam_qp, nx_+ng_, 0.);
2670 
2671  // line search parameters
2672  casadi_fill(m->delta_h, nblocks_, 0.);
2673 
2674  // filter as a set of pairs
2675  m->filter.clear();
2676 
2677  // difference of Lagrangian gradients
2678  casadi_fill(m->gammaMat, nx_*hess_memsize_, 0.);
2679  m->gamma = m->gammaMat;
2680 
2681  // Scalars that are used in various Hessian update procedures
2682  casadi_fill(m->noUpdateCounter, nblocks_, casadi_int(-1));
2683 
2684  // For selective sizing: for each block save sTs, sTs_, sTy, sTy_
2685  casadi_fill(m->delta_norm, nblocks_, 1.);
2686  casadi_fill(m->delta_norm_old, nblocks_, 1.);
2687  casadi_fill(m->delta_gamma, nblocks_, 0.);
2688  casadi_fill(m->delta_gamma_old, nblocks_, 0.);
2689 
2690  // Create one Matrix for one diagonal block in the Hessian
2691  for (casadi_int b=0; b<nblocks_; b++) {
2692  casadi_int dim = dim_[b];
2693  casadi_fill(m->hess1[b], dim*dim, 0.);
2694  }
2695 
2696  // For SR1 or finite differences, maintain two Hessians
2697  if (hess_update_ == 1 || hess_update_ == 4) {
2698  for (casadi_int b=0; b<nblocks_; b++) {
2699  casadi_int dim = dim_[b];
2700  casadi_fill(m->hess2[b], dim*dim, 0.);
2701  }
2702  }
2703 
2704  // Set Hessian pointer
2705  m->hess = m->hess1;
2706  }

References casadi::casadi_fill(), casadi::BlocksqpMemory::delta_gamma, casadi::BlocksqpMemory::delta_gamma_old, casadi::BlocksqpMemory::delta_h, casadi::BlocksqpMemory::delta_norm, casadi::BlocksqpMemory::delta_norm_old, casadi::BlocksqpMemory::deltaMat, dim_, casadi::BlocksqpMemory::dxk, casadi::BlocksqpMemory::filter, casadi::BlocksqpMemory::gamma, casadi::BlocksqpMemory::gammaMat, casadi::BlocksqpMemory::gk, casadi::BlocksqpMemory::grad_fk, casadi::BlocksqpMemory::grad_lagk, casadi::BlocksqpMemory::hess, casadi::BlocksqpMemory::hess1, casadi::BlocksqpMemory::hess2, hess_memsize_, hess_update_, casadi::BlocksqpMemory::jac_times_dxk, casadi::BlocksqpMemory::lam_gk, casadi::BlocksqpMemory::lam_qp, casadi::BlocksqpMemory::lam_xk, casadi::BlocksqpMemory::lba_qp, casadi::BlocksqpMemory::lbx_qp, nblocks_, casadi::Nlpsol::ng_, casadi::BlocksqpMemory::noUpdateCounter, casadi::Nlpsol::nx_, casadi::BlocksqpMemory::trial_xk, casadi::BlocksqpMemory::uba_qp, and casadi::BlocksqpMemory::ubx_qp.

Referenced by solve().

◆ resetHessian() [1/2]

void casadi::Blocksqp::resetHessian ( BlocksqpMemory m) const

Definition at line 1794 of file blocksqp.cpp.

1794  {
1795  for (casadi_int b=0; b<nblocks_; b++) {
1796  if (!(which_second_derv_ == 1 && block_hess_ && b == nblocks_ - 1)) {
1797  // if objective derv is computed exactly, don't set the last block!
1798  resetHessian(m, b);
1799  }
1800  }
1801  }

References block_hess_, nblocks_, and which_second_derv_.

Referenced by calcHessianUpdate(), calcHessianUpdateLimitedMemory(), feasibilityRestorationPhase(), and run().

◆ resetHessian() [2/2]

void casadi::Blocksqp::resetHessian ( BlocksqpMemory m,
casadi_int  b 
) const

Definition at line 1804 of file blocksqp.cpp.

1804  {
1805  casadi_int dim = dim_[b];
1806 
1807  // smallGamma and smallDelta are either subvectors of gamma and delta
1808  // or submatrices of gammaMat, deltaMat, i.e. subvectors of gamma and delta
1809  // from m prev. iterations (for L-BFGS)
1810  double *smallGamma = m->gammaMat + blocks_[b];
1811  double *smallDelta = m->deltaMat + blocks_[b];
1812 
1813  for (casadi_int i=0; i<hess_memsize_; ++i) {
1814  // Remove past information on Lagrangian gradient difference
1815  casadi_fill(smallGamma, dim, 0.);
1816  smallGamma += nx_;
1817 
1818  // Remove past information on steps
1819  smallDelta += nx_;
1820  casadi_fill(smallDelta, dim, 0.);
1821  }
1822 
1823  // Remove information on old scalars (used for COL sizing)
1824  m->delta_norm[b] = 1.0;
1825  m->delta_gamma[b] = 0.0;
1826  m->delta_norm_old[b] = 1.0;
1827  m->delta_gamma_old[b] = 0.0;
1828 
1829  m->noUpdateCounter[b] = -1;
1830 
1831  calcInitialHessian(m, b);
1832  }

References blocks_, calcInitialHessian(), casadi::casadi_fill(), casadi::BlocksqpMemory::delta_gamma, casadi::BlocksqpMemory::delta_gamma_old, casadi::BlocksqpMemory::delta_norm, casadi::BlocksqpMemory::delta_norm_old, casadi::BlocksqpMemory::deltaMat, dim_, casadi::BlocksqpMemory::gammaMat, hess_memsize_, casadi::BlocksqpMemory::noUpdateCounter, and casadi::Nlpsol::nx_.

◆ reverse()

Function casadi::FunctionInternal::reverse ( casadi_int  nadj) const
inherited

reverse(nadj) returns a cached instance if available, and calls Function get_reverse(casadi_int nadj) if no cached version is available.

Extra doc: https://github.com/casadi/casadi/wiki/L_l1

Definition at line 2140 of file function_internal.cpp.

2140  {
2141  casadi_assert_dev(nadj>=0);
2142  // Used wrapped function if reverse not available
2143  if (!enable_reverse_) {
2144  // Derivative information must be available
2145  casadi_assert(has_derivative(), "Derivatives cannot be calculated for " + name_);
2146  return wrap().reverse(nadj);
2147  }
2148  // Retrieve/generate cached
2149  Function f;
2150  std::string fname = reverse_name(name_, nadj);
2151  if (!incache(fname, f)) {
2152  casadi_int i;
2153  // Prefix to be used for adjoint seeds, sensitivities
2154  std::string pref = diff_prefix("adj");
2155  // Names of inputs
2156  std::vector<std::string> inames;
2157  for (i=0; i<n_in_; ++i) inames.push_back(name_in_[i]);
2158  for (i=0; i<n_out_; ++i) inames.push_back("out_" + name_out_[i]);
2159  for (i=0; i<n_out_; ++i) inames.push_back(pref + name_out_[i]);
2160  // Names of outputs
2161  std::vector<std::string> onames;
2162  for (casadi_int i=0; i<n_in_; ++i) onames.push_back(pref + name_in_[i]);
2163  // Options
2165  opts = combine(opts, generate_options("reverse"));
2166  opts["derivative_of"] = self();
2167  // Generate derivative function
2168  casadi_assert_dev(enable_reverse_);
2169  f = get_reverse(nadj, fname, inames, onames, opts);
2170  // Consistency check for inputs
2171  casadi_assert_dev(f.n_in()==n_in_ + n_out_ + n_out_);
2172  casadi_int ind=0;
2173  for (i=0; i<n_in_; ++i) f.assert_size_in(ind++, size1_in(i), size2_in(i));
2174  for (i=0; i<n_out_; ++i) f.assert_size_in(ind++, size1_out(i), size2_out(i));
2175  for (i=0; i<n_out_; ++i) f.assert_size_in(ind++, size1_out(i), nadj*size2_out(i));
2176  // Consistency check for outputs
2177  casadi_assert_dev(f.n_out()==n_in_);
2178  for (i=0; i<n_in_; ++i) f.assert_sparsity_out(i, sparsity_in(i), nadj);
2179  // Save to cache
2180  tocache_if_missing(f);
2181  }
2182  return f;
2183  }
virtual 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
Return function that calculates adjoint derivatives.
static std::string reverse_name(const std::string &fcn, casadi_int nadj)
Helper function: Get name of adjoint derivative function.
Function reverse(casadi_int nadj) const
Get a function that calculates nadj adjoint derivatives.
Definition: function.cpp:1143

References casadi::Function::assert_size_in(), casadi::Function::assert_sparsity_out(), casadi::combine(), casadi::FunctionInternal::der_options_, casadi::FunctionInternal::diff_prefix(), casadi::FunctionInternal::enable_reverse_, casadi::FunctionInternal::generate_options(), casadi::FunctionInternal::get_reverse(), casadi::FunctionInternal::has_derivative(), casadi::FunctionInternal::incache(), casadi::Function::n_in(), casadi::FunctionInternal::n_in_, casadi::Function::n_out(), casadi::FunctionInternal::n_out_, casadi::ProtoFunction::name_, casadi::FunctionInternal::name_in_, casadi::FunctionInternal::name_out_, casadi::Function::reverse(), casadi::FunctionInternal::reverse_name(), casadi::FunctionInternal::reverse_options_, casadi::FunctionInternal::size1_in(), casadi::FunctionInternal::size1_out(), casadi::FunctionInternal::size2_in(), casadi::FunctionInternal::size2_out(), casadi::FunctionInternal::sparsity_in(), casadi::FunctionInternal::tocache_if_missing(), and casadi::FunctionInternal::wrap().

Referenced by casadi::FunctionInternal::call_reverse(), and casadi::Function::reverse().

◆ reverse_name()

static std::string casadi::FunctionInternal::reverse_name ( const std::string &  fcn,
casadi_int  nadj 
)
inlinestaticinherited

Definition at line 657 of file function_internal.hpp.

657  {
658  return "adj" + str(nadj) + "_" + fcn;
659  }

References casadi::str().

Referenced by casadi::FunctionInternal::reverse(), and casadi::FixedStepIntegrator::stepB().

◆ run()

casadi_int casadi::Blocksqp::run ( BlocksqpMemory m,
casadi_int  maxIt,
casadi_int  warmStart = 0 
) const

Set initial Hessian approximation

Evaluate all functions and gradients for xk_0

Check if converged

Solve QP subproblem with qpOASES or QPOPT

Determine steplength alpha

Calculate "old" Lagrange gradient: gamma = dL(xi_k, lambda_k+1)

Evaluate functions and gradients at the new xk

Check if converged

Print one line of output for the current iteration

Calculate difference of old and new Lagrange gradient:

Revise Hessian approximation

Definition at line 740 of file blocksqp.cpp.

740  {
741  casadi_int it, infoQP = 0;
742  bool skipLineSearch = false;
743  bool hasConverged = false;
744 
745  if (warmStart == 0 || m->itCount == 0) {
746  // SQP iteration 0
747 
750 
752  switch (evaluate(m, &m->obj, m->gk, m->grad_fk, m->jac_g)) {
753  case -1:
754  m->unified_return_status = SOLVER_RET_NAN;
755  return -1;
756  case 0:
757  break;
758  default:
759  return 1;
760  }
761  m->nDerCalls++;
762 
764  hasConverged = calcOptTol(m);
766  updateStats(m);
767  if (hasConverged) {
768  if (print_iteration_ && m->steptype < 2) {
769  print("\n***CONVERGENCE ACHIEVED!***\n");
770  }
771  return 0;
772  }
773  m->itCount++;
774  }
775 
776  /*
777  * SQP Loop: during first iteration, m->itCount = 1
778  */
779  for (it=0; it<maxIt; it++) {
781  updateStepBounds(m, 0);
782  infoQP = solveQP(m, m->dxk, m->lam_qp);
783 
784  if (infoQP == 1) {
785  // 1.) Maximum number of iterations reached
786  print("***WARNING: Maximum number of QP iterations exceeded.***\n");
787  } else if (infoQP == 2 || infoQP > 3) {
788  // 2.) QP error (e.g., unbounded), solve again with pos.def. diagonal matrix (identity)
789  print("***WARNING: QP error. Solve again with identity matrix.***\n");
790  resetHessian(m);
791  infoQP = solveQP(m, m->dxk, m->lam_qp);
792  if (infoQP) {
793  // If there is still an error, terminate.
794  print("***WARNING: QP error. Stop.***\n");
795  return -1;
796  } else {
797  m->steptype = 1;
798  }
799  } else if (infoQP == 3) {
800  // 3.) QP infeasible, try to restore feasibility
801  bool qpError = true;
802  skipLineSearch = true; // don't do line search with restoration step
803 
804  // Try to reduce constraint violation by heuristic
805  if (m->steptype < 2) {
806  print("***WARNING: QP infeasible. Trying to reduce constraint violation ...");
807  qpError = feasibilityRestorationHeuristic(m);
808  if (!qpError) {
809  m->steptype = 2;
810  print("Success.***\n");
811  } else {
812  print("Failure.***\n");
813  }
814  }
815 
816  // Invoke feasibility restoration phase
817  //if (qpError && m->steptype < 3 && restore_feas_)
818  if (qpError && restore_feas_ && m->cNorm > 0.01 * nlinfeastol_) {
819  print("***Start feasibility restoration phase.***\n");
820  m->steptype = 3;
821  qpError = feasibilityRestorationPhase(m);
822  }
823 
824  // If everything failed, abort.
825  if (qpError) {
826  print("***WARNING: QP error. Stop.\n");
827  return -1;
828  }
829  }
830 
832  if (!globalization_ || (skip_first_globalization_ && m->itCount == 1)) {
833  // No globalization strategy, but reduce step if function cannot be evaluated
834  if (fullstep(m)) {
835  print("***WARNING: Constraint or objective could "
836  "not be evaluated at new point. Stop.***\n");
837  return -1;
838  }
839  m->steptype = 0;
840  } else if (globalization_ && !skipLineSearch) {
841  // Filter line search based on Waechter et al., 2006 (Ipopt paper)
842  if (filterLineSearch(m) || m->reducedStepCount > max_consec_reduced_steps_) {
843  // Filter line search did not produce a step. Now there are a few things we can try ...
844  bool lsError = true;
845 
846  // Heuristic 1: Check if the full step reduces the KKT error by at
847  // least kappaF, if so, accept the step.
848  lsError = kktErrorReduction(m);
849  if (!lsError)
850  m->steptype = -1;
851 
852  // Heuristic 2: Try to reduce constraint violation by closing
853  // continuity gaps to produce an admissable iterate
854  if (lsError && m->cNorm > 0.01 * nlinfeastol_ && m->steptype < 2) {
855  // Don't do this twice in a row!
856  print("***WARNING: Steplength too short. "
857  "Trying to reduce constraint violation...");
858 
859  // Integration over whole time interval
860  lsError = feasibilityRestorationHeuristic(m);
861  if (!lsError) {
862  m->steptype = 2;
863  print("Success.***\n");
864  } else {
865  print("***WARNING: Failed.***\n");
866  }
867  }
868 
869  // Heuristic 3: Recompute step with a diagonal Hessian
870  if (lsError && m->steptype != 1 && m->steptype != 2) {
871  // After closing continuity gaps, we already take a step with initial Hessian.
872  // If this step is not accepted then this will cause an infinite loop!
873 
874  print("***WARNING: Steplength too short. "
875  "Trying to find a new step with identity Hessian.***\n");
876  m->steptype = 1;
877 
878  resetHessian(m);
879  continue;
880  }
881 
882  // If this does not yield a successful step, start restoration phase
883  if (lsError && m->cNorm > 0.01 * nlinfeastol_ && restore_feas_) {
884  print("***WARNING: Steplength too short. "
885  "Start feasibility restoration phase.***\n");
886  m->steptype = 3;
887 
888  // Solve NLP with minimum norm objective
889  lsError = feasibilityRestorationPhase(m);
890  }
891 
892  // If everything failed, abort.
893  if (lsError) {
894  print("***WARNING: Line search error. Stop.***\n");
895  return -1;
896  }
897  } else {
898  m->steptype = 0;
899  }
900  }
901 
903  calcLagrangeGradient(m, m->gamma, 0);
904 
906  (void)evaluate(m, &m->obj, m->gk, m->grad_fk, m->jac_g);
907  m->nDerCalls++;
908 
910  hasConverged = calcOptTol(m);
911 
914  updateStats(m);
915  if (hasConverged && m->steptype < 2) {
916  if (print_iteration_) print("\n***CONVERGENCE ACHIEVED!***\n");
917  m->itCount++;
918  return 0; //Convergence achieved!
919  }
920 
922  // gamma = -gamma + dL(xi_k+1, lambda_k+1)
923  calcLagrangeGradient(m, m->gamma, 1);
924 
926  if (hess_update_ < 4 && !hess_lim_mem_) {
928  } else if (hess_update_ < 4 && hess_lim_mem_) {
930  } else if (hess_update_ == 4) {
932  }
933 
934  // If limited memory updates are used, set pointers deltaXi and
935  // gamma to the next column in deltaMat and gammaMat
936  updateDeltaGamma(m);
937 
938  m->itCount++;
939  skipLineSearch = false;
940  }
941 
942  return 1;
943  }
void updateDeltaGamma(BlocksqpMemory *m) const
Definition: blocksqp.cpp:2247
casadi_int filterLineSearch(BlocksqpMemory *m) const
Definition: blocksqp.cpp:1217
casadi_int feasibilityRestorationHeuristic(BlocksqpMemory *m) const
Definition: blocksqp.cpp:1636
casadi_int solveQP(BlocksqpMemory *m, double *deltaXi, double *lambdaQP, bool matricesChanged=true) const
Definition: blocksqp.cpp:2306
casadi_int fullstep(BlocksqpMemory *m) const
No globalization strategy.
Definition: blocksqp.cpp:1179
void calcHessianUpdateExact(BlocksqpMemory *m) const
Definition: blocksqp.cpp:2097
bool calcOptTol(BlocksqpMemory *m) const
Update optimization tolerance (similar to SNOPT) in current iterate.
Definition: blocksqp.cpp:997
casadi_int kktErrorReduction(BlocksqpMemory *m) const
Definition: blocksqp.cpp:1654
void updateStepBounds(BlocksqpMemory *m, bool soc) const
Definition: blocksqp.cpp:2516
casadi_int feasibilityRestorationPhase(BlocksqpMemory *m) const
Definition: blocksqp.cpp:1434
@ SOLVER_RET_NAN

References calcHessianUpdate(), calcHessianUpdateExact(), calcHessianUpdateLimitedMemory(), calcInitialHessian(), calcLagrangeGradient(), calcOptTol(), casadi::BlocksqpMemory::cNorm, casadi::BlocksqpMemory::dxk, evaluate(), feasibilityRestorationHeuristic(), feasibilityRestorationPhase(), filterLineSearch(), fullstep(), casadi::BlocksqpMemory::gamma, casadi::BlocksqpMemory::gk, globalization_, casadi::BlocksqpMemory::grad_fk, hess_lim_mem_, hess_scaling_, hess_update_, casadi::BlocksqpMemory::itCount, casadi::BlocksqpMemory::jac_g, kktErrorReduction(), casadi::BlocksqpMemory::lam_qp, max_consec_reduced_steps_, casadi::BlocksqpMemory::nDerCalls, nlinfeastol_, casadi::BlocksqpMemory::obj, casadi::ProtoFunction::print(), print_iteration_, printProgress(), casadi::BlocksqpMemory::reducedStepCount, resetHessian(), restore_feas_, skip_first_globalization_, solveQP(), casadi::SOLVER_RET_NAN, casadi::BlocksqpMemory::steptype, casadi::NlpsolMemory::unified_return_status, updateDeltaGamma(), updateStats(), and updateStepBounds().

Referenced by feasibilityRestorationPhase(), and solve().

◆ secondOrderCorrection()

bool casadi::Blocksqp::secondOrderCorrection ( BlocksqpMemory m,
double  cNorm,
double  cNormTrial,
double  dfTdeltaXi,
bool  swCond,
casadi_int  it 
) const

Perform a second order correction step, i.e. solve the QP:

min_d d^TBd + d^T grad_fk s.t. bl <= A^Td + constr(xi+alpha*deltaXi) - A^TdeltaXi <= bu

Definition at line 1331 of file blocksqp.cpp.

1333  {
1334  auto d_nlp = &m->d_nlp;
1335 
1336  // Perform SOC only on the first iteration of backtracking line search
1337  if (it > 0) return false;
1338  // If constraint violation of the trialstep is lower than the current one skip SOC
1339  if (cNormTrial < cNorm) return false;
1340 
1341  casadi_int nSOCS = 0;
1342  double cNormTrialSOC, cNormOld, objTrialSOC;
1343 
1344  // m->gk contains result at first trial point: c(xi+deltaXi)
1345  // m->jac_times_dxk and m->grad_fk are unchanged so far.
1346 
1347  // First SOC step
1348  std::vector<double> deltaXiSOC(nx_, 0.);
1349  std::vector<double> lambdaQPSOC(nx_+ng_, 0.);
1350 
1351  // Second order correction loop
1352  cNormOld = cNorm;
1353  for (casadi_int k=0; k<max_soc_iter_; k++) {
1354  nSOCS++;
1355 
1356  // Update bounds for SOC QP
1357  updateStepBounds(m, 1);
1358 
1359  // Solve SOC QP to obtain new, corrected deltaXi
1360  // (store in separate vector to avoid conflict with original deltaXi
1361  // -> need it in linesearch!)
1362  casadi_int info = solveQP(m, get_ptr(deltaXiSOC), get_ptr(lambdaQPSOC), false);
1363  if (info != 0) return false; // Could not solve QP, abort SOC
1364 
1365  // Set new SOC trial point
1366  for (casadi_int i=0; i<nx_; i++) {
1367  m->trial_xk[i] = d_nlp->z[i] + deltaXiSOC[i];
1368  }
1369 
1370  // Compute objective and ||constr(trialXiSOC)||_1 at SOC trial point
1371  info = evaluate(m, m->trial_xk, &objTrialSOC, m->gk);
1372  m->nFunCalls++;
1373  cNormTrialSOC = lInfConstraintNorm(m, m->trial_xk, m->gk);
1374  if (info != 0 || objTrialSOC < obj_lo_ || objTrialSOC > obj_up_
1375  || !(objTrialSOC == objTrialSOC) || !(cNormTrialSOC == cNormTrialSOC)) {
1376  return false; // evaluation error, abort SOC
1377  }
1378 
1379  // Check acceptability to the filter (in SOC)
1380  if (pairInFilter(m, cNormTrialSOC, objTrialSOC)) {
1381  // Trial point is in the prohibited region defined by the filter, abort SOC
1382  return false;
1383  }
1384 
1385  // Check sufficient decrease, case I (in SOC)
1386  // (Almost feasible and switching condition holds for line search alpha)
1387  if (cNorm <= theta_min_ && swCond) {
1388  if (objTrialSOC > m->obj + eta_*dfTdeltaXi) {
1389  // Armijo condition does not hold for SOC step, next SOC step
1390 
1391  // If constraint violation gets worse by SOC, abort
1392  if (cNormTrialSOC > kappa_soc_ * cNormOld) {
1393  return false;
1394  } else {
1395  cNormOld = cNormTrialSOC;
1396  }
1397  continue;
1398  } else {
1399  // found suitable alpha during SOC, stop
1400  acceptStep(m, get_ptr(deltaXiSOC), get_ptr(lambdaQPSOC), 1.0, nSOCS);
1401  return true;
1402  }
1403  }
1404 
1405  // Check sufficient decrease, case II (in SOC)
1406  if (cNorm > theta_min_ || !swCond) {
1407  if (cNormTrialSOC < (1.0 - gamma_theta_) * cNorm
1408  || objTrialSOC < m->obj - gamma_f_ * cNorm) {
1409  // found suitable alpha during SOC, stop
1410  acceptStep(m, get_ptr(deltaXiSOC), get_ptr(lambdaQPSOC), 1.0, nSOCS);
1411  return true;
1412  } else {
1413  // Trial point is dominated by current point, next SOC step
1414 
1415  // If constraint violation gets worse by SOC, abort
1416  if (cNormTrialSOC > kappa_soc_ * cNormOld) {
1417  return false;
1418  } else {
1419  cNormOld = cNormTrialSOC;
1420  }
1421  continue;
1422  }
1423  }
1424  }
1425 
1426  return false;
1427  }

References acceptStep(), casadi::NlpsolMemory::d_nlp, eta_, evaluate(), gamma_f_, gamma_theta_, casadi::get_ptr(), casadi::BlocksqpMemory::gk, casadi::FunctionInternal::info(), kappa_soc_, lInfConstraintNorm(), max_soc_iter_, casadi::BlocksqpMemory::nFunCalls, casadi::Nlpsol::ng_, casadi::Nlpsol::nx_, casadi::BlocksqpMemory::obj, obj_up_, pairInFilter(), solveQP(), theta_min_, casadi::BlocksqpMemory::trial_xk, and updateStepBounds().

Referenced by filterLineSearch().

◆ self()

Function casadi::FunctionInternal::self ( ) const
inlineinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_k8

Definition at line 348 of file function_internal.hpp.

348 { return shared_from_this<Function>();}

◆ serialize()

void casadi::ProtoFunction::serialize ( SerializingStream s) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_jv

Definition at line 4090 of file function_internal.cpp.

4090  {
4091  serialize_type(s);
4092  serialize_body(s);
4093  }
virtual void serialize_type(SerializingStream &s) const
Serialize type information.
virtual void serialize_body(SerializingStream &s) const
Serialize an object without type information.

References casadi::ProtoFunction::serialize_body(), and casadi::ProtoFunction::serialize_type().

◆ serialize_base_function()

std::string casadi::Nlpsol::serialize_base_function ( ) const
inlineoverridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1no

Reimplemented from casadi::ProtoFunction.

Definition at line 133 of file nlpsol_impl.hpp.

133 { return "Nlpsol"; }

◆ serialize_body()

void casadi::Blocksqp::serialize_body ( SerializingStream s) const
overridevirtual

Reimplemented from casadi::Nlpsol.

Definition at line 2915 of file blocksqp.cpp.

2915  {
2917  s.version("Blocksqp", 1);
2918  s.pack("Blocksqp::nblocks", nblocks_);
2919  s.pack("Blocksqp::blocks", blocks_);
2920  s.pack("Blocksqp::dim", dim_);
2921  s.pack("Blocksqp::nnz_H", nnz_H_);
2922  s.pack("Blocksqp::Asp", Asp_);
2923  s.pack("Blocksqp::Hsp", Hsp_);
2924  s.pack("Blocksqp::exact_hess_lag_sp_", exact_hess_lag_sp_);
2925  s.pack("Blocksqp::linsol_plugin", linsol_plugin_);
2926  s.pack("Blocksqp::print_header", print_header_);
2927  s.pack("Blocksqp::print_iteration", print_iteration_);
2928  s.pack("Blocksqp::eps", eps_);
2929  s.pack("Blocksqp::opttol", opttol_);
2930  s.pack("Blocksqp::nlinfeastol", nlinfeastol_);
2931  s.pack("Blocksqp::schur", schur_);
2932  s.pack("Blocksqp::globalization", globalization_);
2933  s.pack("Blocksqp::restore_feas", restore_feas_);
2934  s.pack("Blocksqp::max_line_search", max_line_search_);
2935  s.pack("Blocksqp::max_consec_reduced_steps", max_consec_reduced_steps_);
2936  s.pack("Blocksqp::max_consec_skipped_updates", max_consec_skipped_updates_);
2937  s.pack("Blocksqp::max_it_qp", max_it_qp_);
2938  s.pack("Blocksqp::max_iter", max_iter_);
2939  s.pack("Blocksqp::warmstart", warmstart_);
2940  s.pack("Blocksqp::qp_init", qp_init_);
2941  s.pack("Blocksqp::block_hess", block_hess_);
2942  s.pack("Blocksqp::hess_scaling", hess_scaling_);
2943  s.pack("Blocksqp::fallback_scaling", fallback_scaling_);
2944  s.pack("Blocksqp::max_time_qp", max_time_qp_);
2945  s.pack("Blocksqp::ini_hess_diag", ini_hess_diag_);
2946  s.pack("Blocksqp::col_eps", col_eps_);
2947  s.pack("Blocksqp::col_tau1", col_tau1_);
2948  s.pack("Blocksqp::col_tau2", col_tau2_);
2949  s.pack("Blocksqp::hess_damp", hess_damp_);
2950  s.pack("Blocksqp::hess_damp_fac", hess_damp_fac_);
2951  s.pack("Blocksqp::hess_update", hess_update_);
2952  s.pack("Blocksqp::fallback_update", fallback_update_);
2953  s.pack("Blocksqp::hess_lim_mem", hess_lim_mem_);
2954  s.pack("Blocksqp::hess_memsize", hess_memsize_);
2955  s.pack("Blocksqp::which_second_derv", which_second_derv_);
2956  s.pack("Blocksqp::skip_first_globalization", skip_first_globalization_);
2957  s.pack("Blocksqp::conv_strategy", conv_strategy_);
2958  s.pack("Blocksqp::max_conv_qp", max_conv_qp_);
2959  s.pack("Blocksqp::max_soc_iter", max_soc_iter_);
2960  s.pack("Blocksqp::gamma_theta", gamma_theta_);
2961  s.pack("Blocksqp::gamma_f", gamma_f_);
2962  s.pack("Blocksqp::kappa_soc", kappa_soc_);
2963  s.pack("Blocksqp::kappa_f", kappa_f_);
2964  s.pack("Blocksqp::theta_max", theta_max_);
2965  s.pack("Blocksqp::theta_min", theta_min_);
2966  s.pack("Blocksqp::delta", delta_);
2967  s.pack("Blocksqp::s_theta", s_theta_);
2968  s.pack("Blocksqp::s_f", s_f_);
2969  s.pack("Blocksqp::kappa_minus", kappa_minus_);
2970  s.pack("Blocksqp::kappa_plus", kappa_plus_);
2971  s.pack("Blocksqp::kappa_plus_max", kappa_plus_max_);
2972  s.pack("Blocksqp::delta_h0", delta_h0_);
2973  s.pack("Blocksqp::eta", eta_);
2974  s.pack("Blocksqp::obj_lo", obj_lo_);
2975  s.pack("Blocksqp::obj_up", obj_up_);
2976  s.pack("Blocksqp::rho", rho_);
2977  s.pack("Blocksqp::zeta", zeta_);
2978  s.pack("Blocksqp::rp_solver", rp_solver_);
2979  s.pack("Blocksqp::print_maxit_reached", print_maxit_reached_);
2980  }
void serialize_body(SerializingStream &s) const override
Serialize an object without type information.
Definition: nlpsol.cpp:1306

References Asp_, block_hess_, blocks_, col_eps_, col_tau1_, col_tau2_, conv_strategy_, delta_, delta_h0_, dim_, eps_, eta_, exact_hess_lag_sp_, fallback_scaling_, fallback_update_, gamma_f_, gamma_theta_, globalization_, hess_damp_, hess_damp_fac_, hess_lim_mem_, hess_memsize_, hess_scaling_, hess_update_, Hsp_, ini_hess_diag_, kappa_f_, kappa_minus_, kappa_plus_, kappa_plus_max_, kappa_soc_, linsol_plugin_, max_consec_reduced_steps_, max_consec_skipped_updates_, max_conv_qp_, max_it_qp_, max_iter_, max_line_search_, max_soc_iter_, max_time_qp_, nblocks_, nlinfeastol_, nnz_H_, obj_lo_, obj_up_, opttol_, casadi::SerializingStream::pack(), print_header_, print_iteration_, print_maxit_reached_, qp_init_, restore_feas_, rho_, rp_solver_, s_f_, s_theta_, schur_, casadi::Nlpsol::serialize_body(), skip_first_globalization_, theta_max_, theta_min_, casadi::SerializingStream::version(), warmstart_, which_second_derv_, and zeta_.

◆ serialize_type()

void casadi::Nlpsol::serialize_type ( SerializingStream s) const
overridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1nm

Reimplemented from casadi::FunctionInternal.

Definition at line 1336 of file nlpsol.cpp.

1336  {
1339  }
void serialize_type(SerializingStream &s) const override
Serialize type information.
void serialize_type(SerializingStream &s) const
Serialize type information.

References casadi::PluginInterface< Derived >::serialize_type(), and casadi::FunctionInternal::serialize_type().

◆ set_function() [1/2]

void casadi::OracleFunction::set_function ( const Function fcn)
inlineinherited

Register the function for evaluation and statistics gathering

Definition at line 183 of file oracle_function.hpp.

183 { set_function(fcn, fcn.name()); }

References casadi::Function::name(), and casadi::OracleFunction::set_function().

Referenced by casadi::OracleFunction::set_function().

◆ set_function() [2/2]

void casadi::OracleFunction::set_function ( const Function fcn,
const std::string &  fname,
bool  jit = false 
)
inherited

◆ set_jac_sparsity()

void casadi::FunctionInternal::set_jac_sparsity ( casadi_int  oind,
casadi_int  iind,
const Sparsity sp 
)
protectedinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_nx

Definition at line 3677 of file function_internal.cpp.

3677  {
3678 #ifdef CASADI_WITH_THREADSAFE_SYMBOLICS
3679  // Safe access to jac_sparsity_
3680  std::lock_guard<std::mutex> lock(jac_sparsity_mtx_);
3681 #endif // CASADI_WITH_THREADSAFE_SYMBOLICS
3682  casadi_int ind = iind + oind * n_in_;
3683  jac_sparsity_[false].resize(n_in_ * n_out_);
3684  jac_sparsity_[false].at(ind) = sp;
3685  jac_sparsity_[true].resize(n_in_ * n_out_);
3686  jac_sparsity_[true].at(ind) = to_compact(oind, iind, sp);
3687  }

References casadi::FunctionInternal::jac_sparsity_, casadi::FunctionInternal::n_in_, casadi::FunctionInternal::n_out_, and casadi::FunctionInternal::to_compact().

◆ set_temp()

void casadi::OracleFunction::set_temp ( void *  mem,
const double **  arg,
double **  res,
casadi_int *  iw,
double *  w 
) const
overridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_q

Reimplemented from casadi::FunctionInternal.

Definition at line 505 of file oracle_function.cpp.

506  {
507 
508  auto m = static_cast<OracleMemory*>(mem);
509  m->arg = arg;
510  m->res = res;
511  m->iw = iw;
512  m->w = w;
513  m->d_oracle.arg = arg;
514  m->d_oracle.res = res;
515  m->d_oracle.iw = iw;
516  m->d_oracle.w = w;
517  for (int i = 0; i < max_num_threads_; ++i) {
518  auto* ml = m->thread_local_mem[i];
519  for (auto&& s : ml->fstats) s.second.reset();
520  ml->arg = arg;
521  ml->res = res;
522  ml->iw = iw;
523  ml->w = w;
524  arg += stride_arg_;
525  res += stride_res_;
526  iw += stride_iw_;
527  w += stride_w_;
528  }
529 }

References casadi::OracleMemory::arg, casadi::OracleFunction::max_num_threads_, casadi::OracleFunction::stride_arg_, casadi::OracleFunction::stride_iw_, casadi::OracleFunction::stride_res_, and casadi::OracleFunction::stride_w_.

◆ set_work()

void casadi::Blocksqp::set_work ( void *  mem,
const double **&  arg,
double **&  res,
casadi_int *&  iw,
double *&  w 
) const
overridevirtual

Reimplemented from casadi::Nlpsol.

Definition at line 582 of file blocksqp.cpp.

583  {
584  auto m = static_cast<BlocksqpMemory*>(mem);
585 
586  // Set work in base classes
587  Nlpsol::set_work(mem, arg, res, iw, w);
588 
589  // Temporary memory
590  m->jac = w; w += Asp_.nnz();
591  m->lam_xk = w; w += nx_;
592  m->lam_gk = w; w += ng_;
593  m->gk = w; w += ng_;
594  m->grad_fk = w; w += nx_;
595  m->grad_lagk = w; w += nx_;
596  m->lam_qp = w; w += nx_+ng_;
597  m->delta_norm = w; w += nblocks_;
598  m->delta_norm_old = w; w += nblocks_;
599  m->delta_gamma = w; w += nblocks_;
600  m->delta_gamma_old = w; w += nblocks_;
601  m->delta_h = w; w += nblocks_;
602  m->trial_xk = w; w += nx_;
603  m->lbx_qp = w; w += nx_;
604  m->ubx_qp = w; w += nx_;
605  m->lba_qp = w; w += ng_;
606  m->uba_qp = w; w += ng_;
607  m->jac_times_dxk = w; w += ng_;
608  m->deltaMat = w; w += nx_*hess_memsize_;
609  m->gammaMat = w; w += nx_*hess_memsize_;
610  m->jac_g = w; w += Asp_.nnz();
611  m->hess_lag = w; w += nnz_H_;
612  m->hessIndRow = reinterpret_cast<int*>(iw); iw += nnz_H_ + (nx_+1) + nx_;
613  m->noUpdateCounter = iw; iw += nblocks_;
614 
615  // First Hessian
616  m->hess1 = res; res += nblocks_;
617  for (casadi_int b=0; b<nblocks_; b++) {
618  m->hess1[b] = w; w += dim_[b]*dim_[b];
619  }
620 
621  // Second Hessian, for SR1 or finite differences
622  if (hess_update_ == 1 || hess_update_ == 4) {
623  m->hess2 = res; res += nblocks_;
624  for (casadi_int b=0; b<nblocks_; b++) {
625  m->hess2[b] = w; w += dim_[b]*dim_[b];
626  }
627  } else {
628  m->hess2 = nullptr;
629  }
630 
631  m->exact_hess_lag = w; w += exact_hess_lag_sp_.nnz();
632  }
void set_work(void *mem, const double **&arg, double **&res, casadi_int *&iw, double *&w) const override
Set the (persistent) work vectors.
Definition: nlpsol.cpp:795

References Asp_, dim_, exact_hess_lag_sp_, hess_memsize_, hess_update_, nblocks_, casadi::Nlpsol::ng_, casadi::Sparsity::nnz(), nnz_H_, casadi::Nlpsol::nx_, and casadi::Nlpsol::set_work().

◆ setOptionsFromFile()

void casadi::Nlpsol::setOptionsFromFile ( const std::string &  file)
virtualinherited

Definition at line 674 of file nlpsol.cpp.

674  {
675  casadi_error("setOptionsFromFile not defined for class " + class_name());
676  }

References casadi::Nlpsol::class_name().

◆ setup()

void casadi::FunctionInternal::setup ( void *  mem,
const double **  arg,
double **  res,
casadi_int *  iw,
double *  w 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_nb

Definition at line 3465 of file function_internal.cpp.

3466  {
3467  set_work(mem, arg, res, iw, w);
3468  set_temp(mem, arg, res, iw, w);
3469  auto m = static_cast<FunctionMemory*>(mem);
3470  m->stats_available = true;
3471  }
virtual void set_work(void *mem, const double **&arg, double **&res, casadi_int *&iw, double *&w) const
Set the (persistent) work vectors.
virtual void set_temp(void *mem, const double **arg, double **res, casadi_int *iw, double *w) const
Set the (temporary) work vectors.

References casadi::FunctionInternal::set_temp(), casadi::FunctionInternal::set_work(), and casadi::FunctionMemory::stats_available.

Referenced by casadi::Conic::eval(), casadi::Nlpsol::eval(), casadi::CallbackInternal::eval(), casadi::FiniteDiff::eval(), casadi::FmuFunction::eval(), casadi::Integrator::eval(), casadi::Map::eval(), casadi::OmpMap::eval(), casadi::ThreadMap::eval(), casadi::MapSum::eval(), casadi::MXFunction::eval(), casadi::Rootfinder::eval(), casadi::Switch::eval(), casadi::SXFunction::eval(), casadi::SlicotDple::eval(), casadi::SlicotExpm::eval(), casadi::BSplineInterpolant::eval(), and casadi::LinearInterpolant::eval().

◆ shared_from_this() [1/2]

B casadi::GenericSharedInternal< SharedObject , SharedObjectInternal >::shared_from_this ( )
inlineprotectedinherited

Definition at line 83 of file generic_shared_internal.hpp.

83  {
84  casadi_assert_dev(B::test_cast(static_cast<Internal*>(this)));
85  B ret;
86  ret.own(static_cast<Internal*>(this));
87  return ret;
88  }

◆ shared_from_this() [2/2]

const B casadi::GenericSharedInternal< SharedObject , SharedObjectInternal >::shared_from_this ( ) const
inlineprotectedinherited

Definition at line 92 of file generic_shared_internal.hpp.

92  {
93  casadi_assert_dev(B::test_cast(static_cast<const Internal*>(this)));
94  B ret;
95  ret.own(const_cast<Internal*>(static_cast<const Internal*>(this)));
96  return ret;
97  }

◆ shortname()

static std::string casadi::Nlpsol::shortname ( )
inlinestaticinherited

Definition at line 293 of file nlpsol_impl.hpp.

293 { return "nlpsol";}

◆ signature()

std::string casadi::FunctionInternal::signature ( const std::string &  fname) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ly

Definition at line 2329 of file function_internal.cpp.

2329  {
2330  return "int " + fname + "(const casadi_real** arg, casadi_real** res, "
2331  "casadi_int* iw, casadi_real* w, int mem)";
2332  }

Referenced by casadi::CodeGenerator::add(), casadi::FunctionInternal::codegen(), and casadi::External::codegen_declarations().

◆ signature_unrolled()

std::string casadi::FunctionInternal::signature_unrolled ( const std::string &  fname) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_27o

Definition at line 2334 of file function_internal.cpp.

2334  {
2335  std::vector<std::string> args;
2336  for (auto e : name_in_) {
2337  args.push_back("const casadi_real* " + str(e));
2338  }
2339  for (auto e : name_out_) {
2340  args.push_back("casadi_real* " + str(e));
2341  }
2342  args.push_back("const casadi_real** arg");
2343  args.push_back("casadi_real** res");
2344  args.push_back("casadi_int* iw");
2345  args.push_back("casadi_real* w");
2346  args.push_back("int mem");
2347  return "int " + fname + "_unrolled(" + join(args, ", ") + ")";
2348  }

References casadi::join(), casadi::FunctionInternal::name_in_, casadi::FunctionInternal::name_out_, and casadi::str().

Referenced by casadi::CodeGenerator::add().

◆ size1_in()

casadi_int casadi::FunctionInternal::size1_in ( casadi_int  ind) const
inlineinherited

◆ size1_out()

casadi_int casadi::FunctionInternal::size1_out ( casadi_int  ind) const
inlineinherited

◆ size2_in()

casadi_int casadi::FunctionInternal::size2_in ( casadi_int  ind) const
inlineinherited

◆ size2_out()

casadi_int casadi::FunctionInternal::size2_out ( casadi_int  ind) const
inlineinherited

◆ size_in()

std::pair<casadi_int, casadi_int> casadi::FunctionInternal::size_in ( casadi_int  ind) const
inlineinherited

◆ size_out()

std::pair<casadi_int, casadi_int> casadi::FunctionInternal::size_out ( casadi_int  ind) const
inlineinherited

◆ sizeHessianCOL()

void casadi::Blocksqp::sizeHessianCOL ( BlocksqpMemory m,
const double *  gamma,
const double *  delta,
casadi_int  b 
) const

Definition at line 1873 of file blocksqp.cpp.

1875  {
1876  casadi_int dim = dim_[b];
1877  double theta, scale, myEps = 1.0e3 * eps_;
1878  double deltaNorm, deltaNormOld, deltaGamma, deltaGammaOld, deltaBdelta;
1879 
1880  // Get sTs, sTs_, sTy, sTy_, sTBs
1881  deltaNorm = m->delta_norm[b];
1882  deltaGamma = m->delta_gamma[b];
1883  deltaNormOld = m->delta_norm_old[b];
1884  deltaGammaOld = m->delta_gamma_old[b];
1885  deltaBdelta = 0.0;
1886  for (casadi_int i=0; i<dim; i++)
1887  for (casadi_int j=0; j<dim; j++)
1888  deltaBdelta += delta[i] * m->hess[b][i+j*dim] * delta[j];
1889 
1890  // Centered Oren-Luenberger factor
1891  if (m->noUpdateCounter[b] == -1) {
1892  // in the first iteration, this should equal the OL factor
1893  theta = 1.0;
1894  } else {
1895  theta = fmin(col_tau1_, col_tau2_ * deltaNorm);
1896  }
1897  if (deltaNorm > myEps && deltaNormOld > myEps) {
1898  scale = (1.0 - theta)*deltaGammaOld / deltaNormOld + theta*deltaBdelta / deltaNorm;
1899  if (scale > eps_)
1900  scale = ((1.0 - theta)*deltaGammaOld / deltaNormOld + theta*deltaGamma / deltaNorm) / scale;
1901  } else {
1902  scale = 1.0;
1903  }
1904 
1905  // Size only if factor is between zero and one
1906  if (scale < 1.0 && scale > 0.0) {
1907  scale = fmax(col_eps_, scale);
1908  //print("Sizing value (COL) block %i = %g\n", b, scale);
1909  for (casadi_int i=0; i<dim; i++)
1910  for (casadi_int j=0; j<dim; j++)
1911  m->hess[b][i+j*dim] *= scale;
1912 
1913  // statistics: average sizing factor
1914  m->averageSizingFactor += scale;
1915  } else {
1916  m->averageSizingFactor += 1.0;
1917  }
1918  }

References casadi::BlocksqpMemory::averageSizingFactor, col_eps_, col_tau1_, col_tau2_, casadi::BlocksqpMemory::delta_gamma, casadi::BlocksqpMemory::delta_gamma_old, casadi::BlocksqpMemory::delta_norm, casadi::BlocksqpMemory::delta_norm_old, dim_, eps_, casadi::BlocksqpMemory::hess, and casadi::BlocksqpMemory::noUpdateCounter.

Referenced by calcHessianUpdate(), and calcHessianUpdateLimitedMemory().

◆ sizeInitialHessian()

void casadi::Blocksqp::sizeInitialHessian ( BlocksqpMemory m,
const double *  gamma,
const double *  delta,
casadi_int  b,
casadi_int  option 
) const

Definition at line 1834 of file blocksqp.cpp.

1836  {
1837  casadi_int dim = dim_[b];
1838  double scale;
1839  double myEps = 1.0e3 * eps_;
1840 
1841  if (option == 1) {
1842  // Shanno-Phua
1843  scale = casadi_dot(dim, gamma, gamma)
1844  / fmax(casadi_dot(dim, delta, gamma), myEps);
1845  } else if (option == 2) {
1846  // Oren-Luenberger
1847  scale = casadi_dot(dim, delta, gamma)
1848  / fmax(casadi_dot(dim, delta, delta), myEps);
1849  scale = fmin(scale, 1.0);
1850  } else if (option == 3) {
1851  // Geometric mean of 1 and 2
1852  scale = sqrt(casadi_dot(dim, gamma, gamma)
1853  / fmax(casadi_dot(dim, delta, delta), myEps));
1854  } else {
1855  // Invalid option, ignore
1856  return;
1857  }
1858 
1859  if (scale > 0.0) {
1860  scale = fmax(scale, myEps);
1861  for (casadi_int i=0; i<dim; i++)
1862  for (casadi_int j=0; j<dim; j++)
1863  m->hess[b][i+j*dim] *= scale;
1864  } else {
1865  scale = 1.0;
1866  }
1867 
1868  // statistics: average sizing factor
1869  m->averageSizingFactor += scale;
1870  }

References casadi::BlocksqpMemory::averageSizingFactor, casadi::casadi_dot(), dim_, eps_, and casadi::BlocksqpMemory::hess.

Referenced by calcHessianUpdate(), and calcHessianUpdateLimitedMemory().

◆ slice()

Function casadi::FunctionInternal::slice ( const std::string &  name,
const std::vector< casadi_int > &  order_in,
const std::vector< casadi_int > &  order_out,
const Dict opts 
) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_l2

Reimplemented in casadi::XFunction< DerivedType, MatType, NodeType >, casadi::XFunction< MXFunction, MX, MXNode >, and casadi::XFunction< SXFunction, Matrix< SXElem >, SXNode >.

Definition at line 3658 of file function_internal.cpp.

3660  {
3661  return wrap().slice(name, order_in, order_out, opts);
3662  }
Function slice(const std::string &name, const std::vector< casadi_int > &order_in, const std::vector< casadi_int > &order_out, const Dict &opts=Dict()) const
returns a new function with a selection of inputs/outputs of the original
Definition: function.cpp:747

References casadi::Function::slice(), and casadi::FunctionInternal::wrap().

Referenced by casadi::Function::slice().

◆ solve()

int casadi::Blocksqp::solve ( void *  mem) const
overridevirtual

Implements casadi::Nlpsol.

Definition at line 634 of file blocksqp.cpp.

634  {
635  auto m = static_cast<BlocksqpMemory*>(mem);
636  auto d_nlp = &m->d_nlp;
637 
638  casadi_int ret = 0;
639 
640  // Create problem evaluation object
641  std::vector<casadi_int> blocks = blocks_;
642 
643  /*-------------------------------------------------*/
644  /* Create blockSQP method object and run algorithm */
645  /*-------------------------------------------------*/
646  m->itCount = 0;
647  m->qpItTotal = 0;
648  m->qpIterations = 0;
649  m->qpIterations2 = 0;
650  m->qpResolve = 0;
651  m->rejectedSR1 = 0;
652  m->hessSkipped = 0;
653  m->hessDamped = 0;
654  m->averageSizingFactor = 0.0;
655  m->nFunCalls = 0;
656  m->nDerCalls = 0;
657  m->nRestHeurCalls = 0;
658  m->nRestPhaseCalls = 0;
659 
660  m->nTotalUpdates = 0;
661  m->nTotalSkippedUpdates = 0;
662 
663  casadi_int maxblocksize = 1;
664 
665  for (casadi_int k=0; k<nblocks_+1; k++) {
666  if (k > 0)
667  if (blocks_[k] - blocks_[k-1] > maxblocksize)
668  maxblocksize = blocks_[k] - blocks_[k-1];
669  }
670 
671  if (hess_lim_mem_ && hess_memsize_ == 0)
672  const_cast<Blocksqp*>(this)->hess_memsize_ = maxblocksize;
673 
674  // Reset the SQP metod
675  reset_sqp(m);
676 
677  // Free existing memory, if any
678  if (qp_init_) {
679  delete m->qp;
680  m->qp = nullptr;
681  }
682  if (!m->qp) {
683  if (schur_) {
684  m->qp = new qpOASES::SQProblemSchur(nx_, ng_, qpOASES::HST_UNKNOWN, 50,
685  m->qpoases_mem,
690  } else {
691  m->qp = new qpOASES::SQProblem(nx_, ng_);
692  }
693  }
694 
695  // Print header and information about the algorithmic parameters
696  if (print_header_) printInfo(m);
697 
698  // Open output files
699  initStats(m);
700  initIterate(m);
701 
702  // Initialize filter with pair (maxConstrViolation, objLowerBound)
703  initializeFilter(m);
704 
705  // Primal-dual initial guess
706  casadi_copy(d_nlp->lam, nx_, m->lam_xk);
707  casadi_scal(nx_, -1., m->lam_xk);
708  casadi_copy(d_nlp->lam + nx_, ng_, m->lam_gk);
709  casadi_scal(ng_, -1., m->lam_gk);
710 
711  casadi_copy(m->lam_xk, nx_, m->lam_qp);
712  casadi_copy(m->lam_gk, ng_, m->lam_qp+nx_);
713 
714  ret = run(m, max_iter_, warmstart_);
715 
716  m->success = ret==0;
717  m->ret_ = ret;
718 
719  if (ret==1) {
720  if (print_maxit_reached_) print("***WARNING: Maximum number of iterations reached\n");
721  m->unified_return_status = SOLVER_RET_LIMITED;
722  }
723 
724 
725  // Get optimal cost
726  d_nlp->objective = m->obj;
727  // Get constraints at solution
728  casadi_copy(m->gk, ng_, d_nlp->z + nx_);
729  // Get dual solution (simple bounds)
730  if (d_nlp->lam) {
731  casadi_copy(m->lam_xk, nx_, d_nlp->lam);
732  casadi_scal(nx_, -1., d_nlp->lam);
733  }
734  // Get dual solution (nonlinear bounds)
735  casadi_copy(m->lam_gk, ng_, d_nlp->lam + nx_);
736  casadi_scal(ng_, -1., d_nlp->lam + nx_);
737  return 0;
738  }
void reset_sqp(BlocksqpMemory *m) const
Reset variables that any SQP code needs.
Definition: blocksqp.cpp:2637
void initializeFilter(BlocksqpMemory *m) const
Definition: blocksqp.cpp:1722
void printInfo(BlocksqpMemory *m) const
Print information about the SQP method.
Definition: blocksqp.cpp:1012
casadi_int run(BlocksqpMemory *m, casadi_int maxIt, casadi_int warmStart=0) const
Main Loop of SQP method.
Definition: blocksqp.cpp:740
void initStats(BlocksqpMemory *m) const
Definition: blocksqp.cpp:2608
void initIterate(BlocksqpMemory *m) const
Set initial filter, objective function, tolerances etc.
Definition: blocksqp.cpp:2769
static int qpoases_init(void *mem, int dim, int nnz, const int *row, const int *col)
qpOASES linear solver initialization
static int qpoases_solve(void *mem, int nrhs, double *rhs)
qpOASES linear solver solve
static int qpoases_sfact(void *mem, const double *vals)
qpOASES linear solver symbolical factorization
static int qpoases_nfact(void *mem, const double *vals, int *neig, int *rank)
qpOASES linear solver numerical factorization
@ SOLVER_RET_LIMITED

References blocks_, casadi::casadi_copy(), casadi::casadi_scal(), casadi::NlpsolMemory::d_nlp, hess_lim_mem_, hess_memsize_, initializeFilter(), initIterate(), initStats(), max_iter_, nblocks_, casadi::Nlpsol::ng_, casadi::Nlpsol::nx_, casadi::ProtoFunction::print(), print_header_, print_maxit_reached_, printInfo(), qp_init_, casadi::QpoasesInterface::qpoases_init(), casadi::QpoasesInterface::qpoases_nfact(), casadi::QpoasesInterface::qpoases_sfact(), casadi::QpoasesInterface::qpoases_solve(), reset_sqp(), run(), schur_, casadi::SOLVER_RET_LIMITED, and warmstart_.

◆ solveQP()

casadi_int casadi::Blocksqp::solveQP ( BlocksqpMemory m,
double *  deltaXi,
double *  lambdaQP,
bool  matricesChanged = true 
) const

Inner loop of SQP algorithm: Solve a sequence of QPs until pos. def. assumption (G3*) is satisfied.

Definition at line 2305 of file blocksqp.cpp.

2307  {
2308  casadi_int maxQP, l;
2309  if (globalization_ &&
2310  (hess_update_ == 1 || hess_update_ == 4) &&
2311  matricesChanged &&
2312  m->itCount > 1) {
2313  maxQP = max_conv_qp_ + 1;
2314  } else {
2315  maxQP = 1;
2316  }
2317 
2318  /*
2319  * Prepare for qpOASES
2320  */
2321 
2322  // Setup QProblem data
2323  if (matricesChanged) {
2324  delete m->A;
2325  m->A = nullptr;
2326  copy_vector(Asp_.colind(), m->colind);
2327  copy_vector(Asp_.row(), m->row);
2328  int* jacIndRow = get_ptr(m->row);
2329  int* jacIndCol = get_ptr(m->colind);
2330  m->A = new qpOASES::SparseMatrix(ng_, nx_,
2331  jacIndRow, jacIndCol, m->jac_g);
2332  }
2333  double *g = m->grad_fk;
2334  double *lb = m->lbx_qp;
2335  double *lu = m->ubx_qp;
2336  double *lbA = m->lba_qp;
2337  double *luA = m->uba_qp;
2338 
2339  // qpOASES options
2340  qpOASES::Options opts;
2341  if (matricesChanged && maxQP > 1)
2342  opts.enableInertiaCorrection = qpOASES::BT_FALSE;
2343  else
2344  opts.enableInertiaCorrection = qpOASES::BT_TRUE;
2345  opts.enableEqualities = qpOASES::BT_TRUE;
2346  opts.initialStatusBounds = qpOASES::ST_INACTIVE;
2347  opts.printLevel = qpOASES::PL_NONE;
2348  opts.numRefinementSteps = 2;
2349  opts.epsLITests = 2.2204e-08;
2350  m->qp->setOptions(opts);
2351 
2352  // Other variables for qpOASES
2353  double cpuTime = matricesChanged ? max_time_qp_ : 0.1*max_time_qp_;
2354  int maxIt = matricesChanged ? max_it_qp_ : static_cast<int>(0.1*max_it_qp_);
2355  qpOASES::SolutionAnalysis solAna;
2356  qpOASES::returnValue ret = qpOASES::RET_INFO_UNDEFINED;
2357 
2358  /*
2359  * QP solving loop for convex combinations (sequential)
2360  */
2361  for (l=0; l<maxQP; l++) {
2362  /*
2363  * Compute a new Hessian
2364  */
2365  if (l > 0) {
2366  // If the solution of the first QP was rejected, consider second Hessian
2367  m->qpResolve++;
2368  computeNextHessian(m, l, maxQP);
2369  }
2370 
2371  if (l == maxQP-1) {
2372  // Enable inertia correction for supposedly convex QPs, just in case
2373  opts.enableInertiaCorrection = qpOASES::BT_TRUE;
2374  m->qp->setOptions(opts);
2375  }
2376 
2377  /*
2378  * Prepare the current Hessian for qpOASES
2379  */
2380  if (matricesChanged) {
2381  // Convert block-Hessian to sparse format
2382  convertHessian(m);
2383  delete m->H;
2384  m->H = nullptr;
2385  m->H = new qpOASES::SymSparseMat(nx_, nx_,
2386  m->hessIndRow, m->hessIndCol,
2387  m->hess_lag);
2388  m->H->createDiagInfo();
2389  }
2390 
2391  /*
2392  * Call qpOASES
2393  */
2394  if (matricesChanged) {
2395  maxIt = max_it_qp_;
2396  cpuTime = max_time_qp_;
2397  if (m->qp->getStatus() == qpOASES::QPS_HOMOTOPYQPSOLVED ||
2398  m->qp->getStatus() == qpOASES::QPS_SOLVED) {
2399  ret = m->qp->hotstart(m->H, g, m->A, lb, lu, lbA, luA, maxIt, &cpuTime);
2400  } else {
2401  if (warmstart_) {
2402  ret = m->qp->init(m->H, g, m->A, lb, lu, lbA, luA, maxIt, &cpuTime,
2403  deltaXi, lambdaQP);
2404  } else {
2405  ret = m->qp->init(m->H, g, m->A, lb, lu, lbA, luA, maxIt, &cpuTime);
2406  }
2407  }
2408  } else {
2409  // Second order correction: H and A do not change
2410  maxIt = static_cast<int>(0.1*max_it_qp_);
2411  cpuTime = 0.1*max_time_qp_;
2412  ret = m->qp->hotstart(g, lb, lu, lbA, luA, maxIt, &cpuTime);
2413  }
2414 
2415  /*
2416  * Check assumption (G3*) if nonconvex QP was solved
2417  */
2418  if (l < maxQP-1 && matricesChanged) {
2419  if (ret == qpOASES::SUCCESSFUL_RETURN) {
2420  if (schur_) {
2421  ret = solAna.checkCurvatureOnStronglyActiveConstraints(
2422  dynamic_cast<qpOASES::SQProblemSchur*>(m->qp));
2423  } else {
2424  ret = solAna.checkCurvatureOnStronglyActiveConstraints(m->qp);
2425  }
2426  }
2427 
2428  if (ret == qpOASES::SUCCESSFUL_RETURN) {
2429  // QP was solved successfully and curvature is positive after removing bounds
2430  m->qpIterations = maxIt + 1;
2431  break; // Success!
2432  } else {
2433  // QP solution is rejected, save statistics
2434  if (ret == qpOASES::RET_SETUP_AUXILIARYQP_FAILED)
2435  m->qpIterations2++;
2436  else
2437  m->qpIterations2 += maxIt + 1;
2438  m->rejectedSR1++;
2439  }
2440  } else {
2441  // Convex QP was solved, no need to check assumption (G3*)
2442  m->qpIterations += maxIt + 1;
2443  }
2444 
2445  } // End of QP solving loop
2446 
2447  /*
2448  * Post-processing
2449  */
2450 
2451  // Get solution from qpOASES
2452  m->qp->getPrimalSolution(deltaXi);
2453  m->qp->getDualSolution(lambdaQP);
2454  m->qpObj = m->qp->getObjVal();
2455 
2456  // Compute constrJac*deltaXi, need this for second order correction step
2457  casadi_fill(m->jac_times_dxk, ng_, 0.);
2458  casadi_mv(m->jac_g, Asp_, deltaXi, m->jac_times_dxk, 0);
2459 
2460  // Print qpOASES error code, if any
2461  if (ret != qpOASES::SUCCESSFUL_RETURN && matricesChanged)
2462  print("***WARNING: qpOASES error message: \"%s\"\n",
2463  qpOASES::MessageHandling::getErrorCodeMessage(ret));
2464 
2465  // Point Hessian again to the first Hessian
2466  m->hess = m->hess1;
2467 
2468  /* For full-memory Hessian: Restore fallback Hessian if convex combinations
2469  * were used during the loop */
2470  if (!hess_lim_mem_ && maxQP > 2 && matricesChanged) {
2471  double mu = 1.0 / l;
2472  double mu1 = 1.0 - mu;
2473  casadi_int nBlocks = (which_second_derv_ == 1) ? nblocks_-1 : nblocks_;
2474  for (casadi_int b=0; b<nBlocks; b++) {
2475  casadi_int dim = dim_[b];
2476  for (casadi_int i=0; i<dim; i++) {
2477  for (casadi_int j=0; j<dim; j++) {
2478  m->hess2[b][i+j*dim] *= mu;
2479  m->hess2[b][i+j*dim] += mu1 * m->hess1[b][i+j*dim];
2480  }
2481  }
2482  }
2483  }
2484 
2485  /* Return code depending on qpOASES returnvalue
2486  * 0: Success
2487  * 1: Maximum number of iterations reached
2488  * 2: Unbounded
2489  * 3: Infeasible
2490  * 4: Other error */
2491  switch (ret) {
2492  case qpOASES::SUCCESSFUL_RETURN:
2493  return 0;
2494  case qpOASES::RET_MAX_NWSR_REACHED:
2495  return 1;
2496  case qpOASES::RET_HESSIAN_NOT_SPD:
2497  case qpOASES::RET_HESSIAN_INDEFINITE:
2498  case qpOASES::RET_INIT_FAILED_UNBOUNDEDNESS:
2499  case qpOASES::RET_QP_UNBOUNDED:
2500  case qpOASES::RET_HOTSTART_STOPPED_UNBOUNDEDNESS:
2501  return 2;
2502  case qpOASES::RET_INIT_FAILED_INFEASIBILITY:
2503  case qpOASES::RET_QP_INFEASIBLE:
2504  case qpOASES::RET_HOTSTART_STOPPED_INFEASIBILITY:
2505  return 3;
2506  default:
2507  return 4;
2508  }
2509  }
void computeNextHessian(BlocksqpMemory *m, casadi_int idx, casadi_int maxQP) const
Definition: blocksqp.cpp:2255
void convertHessian(BlocksqpMemory *m) const
Convert *hess to column compressed sparse format.
Definition: blocksqp.cpp:2713
void copy_vector(const std::vector< S > &s, std::vector< D > &d)
void casadi_mv(const T1 *x, const casadi_int *sp_x, const T1 *y, T1 *z, casadi_int tr)
Sparse matrix-vector multiplication: z <- z + x*y.

References casadi::BlocksqpMemory::A, Asp_, casadi::casadi_fill(), casadi::casadi_mv(), casadi::Sparsity::colind(), casadi::BlocksqpMemory::colind, computeNextHessian(), convertHessian(), casadi::copy_vector(), dim_, casadi::get_ptr(), globalization_, casadi::BlocksqpMemory::grad_fk, casadi::BlocksqpMemory::H, casadi::BlocksqpMemory::hess, casadi::BlocksqpMemory::hess1, casadi::BlocksqpMemory::hess2, casadi::BlocksqpMemory::hess_lag, hess_lim_mem_, hess_update_, casadi::BlocksqpMemory::hessIndCol, casadi::BlocksqpMemory::hessIndRow, casadi::BlocksqpMemory::itCount, casadi::BlocksqpMemory::jac_g, casadi::BlocksqpMemory::jac_times_dxk, casadi::BlocksqpMemory::lba_qp, casadi::BlocksqpMemory::lbx_qp, max_conv_qp_, max_it_qp_, max_time_qp_, nblocks_, casadi::Nlpsol::ng_, casadi::Nlpsol::nx_, casadi::ProtoFunction::print(), casadi::BlocksqpMemory::qp, casadi::BlocksqpMemory::qpIterations, casadi::BlocksqpMemory::qpIterations2, casadi::BlocksqpMemory::qpObj, casadi::BlocksqpMemory::qpResolve, casadi::BlocksqpMemory::rejectedSR1, casadi::Sparsity::row(), casadi::BlocksqpMemory::row, schur_, casadi::BlocksqpMemory::uba_qp, casadi::BlocksqpMemory::ubx_qp, warmstart_, and which_second_derv_.

Referenced by run(), and secondOrderCorrection().

◆ sp_forward()

int casadi::FunctionInternal::sp_forward ( const bvec_t **  arg,
bvec_t **  res,
casadi_int *  iw,
bvec_t w,
void *  mem 
) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_mw

Reimplemented in casadi::BSplineInterpolant, casadi::SXFunction, casadi::Rootfinder, casadi::MXFunction, casadi::MapSum, casadi::Map, and casadi::Integrator.

Definition at line 2754 of file function_internal.cpp.

2755  {
2756  // Loop over outputs
2757  for (casadi_int oind=0; oind<n_out_; ++oind) {
2758  // Skip if nothing to assign
2759  if (res[oind]==nullptr || nnz_out(oind)==0) continue;
2760  // Clear result
2761  casadi_clear(res[oind], nnz_out(oind));
2762  // Loop over inputs
2763  for (casadi_int iind=0; iind<n_in_; ++iind) {
2764  // Skip if no seeds
2765  if (arg[iind]==nullptr || nnz_in(iind)==0) continue;
2766  // Propagate sparsity for the specific block
2767  if (sp_forward_block(arg, res, iw, w, mem, oind, iind)) return 1;
2768  }
2769  }
2770  return 0;
2771  }
virtual int sp_forward_block(const bvec_t **arg, bvec_t **res, casadi_int *iw, bvec_t *w, void *mem, casadi_int oind, casadi_int iind) const
Propagate sparsity forward, specific block.
void casadi_clear(T1 *x, casadi_int n)
CLEAR: x <- 0.

References casadi::casadi_clear(), casadi::FunctionInternal::n_in_, casadi::FunctionInternal::n_out_, casadi::FunctionInternal::nnz_in(), casadi::FunctionInternal::nnz_out(), and casadi::FunctionInternal::sp_forward_block().

Referenced by casadi::MXFunction::sp_forward(), casadi::SXFunction::sp_forward(), and casadi::BSplineInterpolant::sp_forward().

◆ sp_forward_block()

int casadi::FunctionInternal::sp_forward_block ( const bvec_t **  arg,
bvec_t **  res,
casadi_int *  iw,
bvec_t w,
void *  mem,
casadi_int  oind,
casadi_int  iind 
) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_mx

Definition at line 2773 of file function_internal.cpp.

2774  {
2775  // Get the sparsity of the Jacobian block
2776  Sparsity sp = jac_sparsity(oind, iind, true, false);
2777  if (sp.is_null() || sp.nnz() == 0) return 0; // Skip if zero
2778  // Carry out the sparse matrix-vector multiplication
2779  casadi_int d1 = sp.size2();
2780  const casadi_int *colind = sp.colind(), *row = sp.row();
2781  for (casadi_int cc=0; cc<d1; ++cc) {
2782  for (casadi_int el = colind[cc]; el < colind[cc+1]; ++el) {
2783  res[oind][row[el]] |= arg[iind][cc];
2784  }
2785  }
2786  return 0;
2787  }

References casadi::Sparsity::colind(), casadi::GenericShared< Shared, Internal >::is_null(), casadi::FunctionInternal::jac_sparsity(), casadi::Sparsity::nnz(), casadi::Sparsity::row(), and casadi::Sparsity::size2().

Referenced by casadi::FunctionInternal::sp_forward().

◆ sp_reverse()

int casadi::FunctionInternal::sp_reverse ( bvec_t **  arg,
bvec_t **  res,
casadi_int *  iw,
bvec_t w,
void *  mem 
) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_my

Reimplemented in casadi::BSplineInterpolant, casadi::SXFunction, casadi::Rootfinder, casadi::MXFunction, casadi::MapSum, casadi::Map, and casadi::Integrator.

Definition at line 2789 of file function_internal.cpp.

2790  {
2791  // Loop over outputs
2792  for (casadi_int oind=0; oind<n_out_; ++oind) {
2793  // Skip if nothing to assign
2794  if (res[oind]==nullptr || nnz_out(oind)==0) continue;
2795 
2796  // Loop over inputs
2797  for (casadi_int iind=0; iind<n_in_; ++iind) {
2798  // Skip if no seeds
2799  if (arg[iind]==nullptr || nnz_in(iind)==0) continue;
2800 
2801  // Get the sparsity of the Jacobian block
2802  Sparsity sp = jac_sparsity(oind, iind, true, false);
2803  if (sp.is_null() || sp.nnz() == 0) continue; // Skip if zero
2804 
2805  // Carry out the sparse matrix-vector multiplication
2806  casadi_int d1 = sp.size2();
2807  const casadi_int *colind = sp.colind(), *row = sp.row();
2808  for (casadi_int cc=0; cc<d1; ++cc) {
2809  for (casadi_int el = colind[cc]; el < colind[cc+1]; ++el) {
2810  arg[iind][cc] |= res[oind][row[el]];
2811  }
2812  }
2813  }
2814 
2815  // Clear seeds
2816  casadi_clear(res[oind], nnz_out(oind));
2817  }
2818  return 0;
2819  }

References casadi::casadi_clear(), casadi::Sparsity::colind(), casadi::GenericShared< Shared, Internal >::is_null(), casadi::FunctionInternal::jac_sparsity(), casadi::FunctionInternal::n_in_, casadi::FunctionInternal::n_out_, casadi::Sparsity::nnz(), casadi::FunctionInternal::nnz_in(), casadi::FunctionInternal::nnz_out(), casadi::Sparsity::row(), and casadi::Sparsity::size2().

Referenced by casadi::MXFunction::sp_reverse(), casadi::SXFunction::sp_reverse(), and casadi::BSplineInterpolant::sp_reverse().

◆ sp_weight()

double casadi::FunctionInternal::sp_weight ( ) const
virtualinherited

sparsity propagation

Extra doc: https://github.com/casadi/casadi/wiki/L_l6

Definition at line 3201 of file function_internal.cpp.

3201  {
3202  // If reverse mode propagation unavailable, use forward
3203  if (!has_sprev()) return 0;
3204 
3205  // If forward mode propagation unavailable, use reverse
3206  if (!has_spfwd()) return 1;
3207 
3208  // Use the (potentially user set) option
3209  return ad_weight_sp_;
3210  }

References casadi::FunctionInternal::ad_weight_sp_, casadi::FunctionInternal::has_spfwd(), and casadi::FunctionInternal::has_sprev().

Referenced by casadi::FunctionInternal::get_jac_sparsity(), casadi::FunctionInternal::get_jac_sparsity_hierarchical(), casadi::MXFunction::sp_forward(), casadi::SXFunction::sp_forward(), casadi::MXFunction::sp_reverse(), casadi::SXFunction::sp_reverse(), casadi::FunctionInternal::wrap(), and casadi::FunctionInternal::wrap_as_needed().

◆ sparsity_in()

const Sparsity& casadi::FunctionInternal::sparsity_in ( casadi_int  ind) const
inlineinherited

◆ sparsity_out()

const Sparsity& casadi::FunctionInternal::sparsity_out ( casadi_int  ind) const
inlineinherited

◆ sprint()

void casadi::ProtoFunction::sprint ( char *  buf,
size_t  buf_sz,
const char *  fmt,
  ... 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_js

Definition at line 3801 of file function_internal.cpp.

3801  {
3802  // Variable number of arguments
3803  va_list args;
3804  va_start(args, fmt);
3805  // Print to buffer
3806  casadi_int n = vsnprintf(buf, buf_sz, fmt, args);
3807  // Cleanup
3808  va_end(args);
3809  // Throw error if failure
3810  casadi_assert(n>=0 && n<buf_sz, "Print failure while processing '" + std::string(fmt) + "'");
3811  }

Referenced by casadi::ProtoFunction::format_time(), and casadi::ProtoFunction::print_time().

◆ string_from_UnifiedReturnStatus()

std::string casadi::FunctionInternal::string_from_UnifiedReturnStatus ( UnifiedReturnStatus  status)
staticinherited

Definition at line 3869 of file function_internal.cpp.

3869  {
3870  switch (status) {
3871  case SOLVER_RET_LIMITED: return "SOLVER_RET_LIMITED";
3872  case SOLVER_RET_NAN: return "SOLVER_RET_NAN";
3873  case SOLVER_RET_SUCCESS: return "SOLVER_RET_SUCCESS";
3874  default: return "SOLVER_RET_UNKNOWN";
3875  }
3876  }

References casadi::SOLVER_RET_LIMITED, casadi::SOLVER_RET_NAN, and casadi::SOLVER_RET_SUCCESS.

Referenced by casadi::Conic::get_stats(), casadi::Nlpsol::get_stats(), and casadi::Rootfinder::get_stats().

◆ sx_in() [1/2]

const std::vector< SX > casadi::FunctionInternal::sx_in ( ) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_l7

Reimplemented in casadi::SXFunction.

Definition at line 3228 of file function_internal.cpp.

3228  {
3229  std::vector<SX> ret(n_in_);
3230  for (casadi_int i=0; i<ret.size(); ++i) {
3231  ret[i] = sx_in(i);
3232  }
3233  return ret;
3234  }
virtual const std::vector< SX > sx_in() const
Get function input(s) and output(s)

References casadi::FunctionInternal::n_in_.

◆ sx_in() [2/2]

const SX casadi::FunctionInternal::sx_in ( casadi_int  ind) const
virtualinherited

◆ sx_out() [1/2]

const std::vector< SX > casadi::FunctionInternal::sx_out ( ) const
virtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_l7

Definition at line 3236 of file function_internal.cpp.

3236  {
3237  std::vector<SX> ret(n_out_);
3238  for (casadi_int i=0; i<ret.size(); ++i) {
3239  ret[i] = sx_out(i);
3240  }
3241  return ret;
3242  }
virtual const std::vector< SX > sx_out() const
Get function input(s) and output(s)

References casadi::FunctionInternal::n_out_.

◆ sx_out() [2/2]

const SX casadi::FunctionInternal::sx_out ( casadi_int  ind) const
virtualinherited

◆ symbolic_output()

std::vector< MX > casadi::FunctionInternal::symbolic_output ( const std::vector< MX > &  arg) const
virtualinherited

Reimplemented in casadi::MXFunction.

Definition at line 1066 of file function_internal.cpp.

1066  {
1067  return self()(arg);
1068  }

Referenced by casadi::MXFunction::symbolic_output().

◆ symbolicAdjSeed()

template<typename MatType >
std::vector< std::vector< MatType > > casadi::FunctionInternal::symbolicAdjSeed ( casadi_int  nadj,
const std::vector< MatType > &  v 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_ns

Definition at line 1512 of file function_internal.hpp.

1513  {
1514  std::vector<std::vector<MatType> > aseed(nadj, v);
1515  for (casadi_int dir=0; dir<nadj; ++dir) {
1516  // Replace symbolic inputs
1517  casadi_int oind=0;
1518  for (typename std::vector<MatType>::iterator i=aseed[dir].begin();
1519  i!=aseed[dir].end();
1520  ++i, ++oind) {
1521  // Name of the adjoint seed
1522  std::stringstream ss;
1523  ss << "a";
1524  if (nadj>1) ss << dir << "_";
1525  ss << oind;
1526 
1527  // Save to matrix
1528  *i = MatType::sym(ss.str(), is_diff_out_[oind] ? i->sparsity() : Sparsity(i->size()));
1529 
1530  }
1531  }
1532  return aseed;
1533  }

References casadi::FunctionInternal::is_diff_out_.

◆ sz_arg()

size_t casadi::FunctionInternal::sz_arg ( ) const
inlineinherited

◆ sz_iw()

size_t casadi::FunctionInternal::sz_iw ( ) const
inlineinherited

◆ sz_res()

size_t casadi::FunctionInternal::sz_res ( ) const
inlineinherited

◆ sz_w()

size_t casadi::FunctionInternal::sz_w ( ) const
inlineinherited

◆ sz_work()

void casadi::FunctionInternal::sz_work ( size_t &  sz_arg,
size_t &  sz_res,
size_t &  sz_iw,
size_t &  sz_w 
) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_mz

Definition at line 2821 of file function_internal.cpp.

2822  {
2823  sz_arg = this->sz_arg();
2824  sz_res = this->sz_res();
2825  sz_iw = this->sz_iw();
2826  sz_w = this->sz_w();
2827  }

References casadi::FunctionInternal::sz_arg(), casadi::FunctionInternal::sz_iw(), casadi::FunctionInternal::sz_res(), and casadi::FunctionInternal::sz_w().

◆ to_compact()

Sparsity casadi::FunctionInternal::to_compact ( casadi_int  oind,
casadi_int  iind,
const Sparsity sp 
) const
inherited

Definition at line 1837 of file function_internal.cpp.

1838  {
1839  // Strip rows and columns
1840  std::vector<casadi_int> mapping;
1841  return sp.sub(sparsity_out(oind).find(), sparsity_in(iind).find(), mapping);
1842  }

References casadi::FunctionInternal::find(), casadi::FunctionInternal::sparsity_in(), casadi::FunctionInternal::sparsity_out(), and casadi::Sparsity::sub().

Referenced by casadi::FunctionInternal::jac_sparsity(), and casadi::FunctionInternal::set_jac_sparsity().

◆ tocache()

void casadi::FunctionInternal::tocache ( const Function f,
const std::string &  suffix = "" 
) const
inherited

◆ tocache_if_missing()

void casadi::FunctionInternal::tocache_if_missing ( Function f,
const std::string &  suffix = "" 
) const
inherited

◆ updateDeltaGamma()

void casadi::Blocksqp::updateDeltaGamma ( BlocksqpMemory m) const

Set deltaXi and gamma as a column in the matrix containing the m most recent delta and gamma

Definition at line 2247 of file blocksqp.cpp.

2247  {
2248  if (hess_memsize_ == 1) return;
2249 
2250  m->dxk = m->deltaMat + nx_*(m->itCount % hess_memsize_);
2251  m->gamma = m->gammaMat + nx_*(m->itCount % hess_memsize_);
2252  }

References casadi::BlocksqpMemory::deltaMat, casadi::BlocksqpMemory::dxk, casadi::BlocksqpMemory::gamma, casadi::BlocksqpMemory::gammaMat, hess_memsize_, casadi::BlocksqpMemory::itCount, and casadi::Nlpsol::nx_.

Referenced by run().

◆ updateStats()

void casadi::Blocksqp::updateStats ( BlocksqpMemory m) const

Definition at line 2617 of file blocksqp.cpp.

2617  {
2618  // Do not accidentally print hessSkipped in the next iteration
2619  m->hessSkipped = 0;
2620  m->hessDamped = 0;
2621 
2622  // qpIterations = number of iterations for the QP that determines the step,
2623  // can be a resolve (+SOC)
2624  // qpIterations2 = number of iterations for a QP which solution was discarded
2625  m->qpItTotal += m->qpIterations;
2626  m->qpItTotal += m->qpIterations2;
2627  m->qpIterations = 0;
2628  m->qpIterations2 = 0;
2629  m->qpResolve = 0;
2630  }

References casadi::BlocksqpMemory::hessDamped, casadi::BlocksqpMemory::hessSkipped, casadi::BlocksqpMemory::qpIterations, casadi::BlocksqpMemory::qpIterations2, casadi::BlocksqpMemory::qpItTotal, and casadi::BlocksqpMemory::qpResolve.

Referenced by feasibilityRestorationPhase(), and run().

◆ updateStepBounds()

void casadi::Blocksqp::updateStepBounds ( BlocksqpMemory m,
bool  soc 
) const

Set bounds on the step (in the QP), either according to variable bounds in the NLP or according to trust region box radius

Definition at line 2516 of file blocksqp.cpp.

2516  {
2517  auto d_nlp = &m->d_nlp;
2518  // Bounds on step
2519  for (casadi_int i=0; i<nx_; i++) {
2520  double lbx = d_nlp->lbz[i];
2521  if (lbx != inf) {
2522  m->lbx_qp[i] = lbx - d_nlp->z[i];
2523  } else {
2524  m->lbx_qp[i] = inf;
2525  }
2526 
2527  double ubx = d_nlp->ubz[i];
2528  if (ubx != inf) {
2529  m->ubx_qp[i] = ubx - d_nlp->z[i];
2530  } else {
2531  m->ubx_qp[i] = inf;
2532  }
2533  }
2534 
2535  // Bounds on linearized constraints
2536  for (casadi_int i=0; i<ng_; i++) {
2537  double lbg = d_nlp->lbz[i+nx_];
2538  if (lbg != inf) {
2539  m->lba_qp[i] = lbg - m->gk[i];
2540  if (soc) m->lba_qp[i] += m->jac_times_dxk[i];
2541  } else {
2542  m->lba_qp[i] = inf;
2543  }
2544 
2545  double ubg = d_nlp->ubz[i+nx_];
2546  if (ubg != inf) {
2547  m->uba_qp[i] = ubg - m->gk[i];
2548  if (soc) m->uba_qp[i] += m->jac_times_dxk[i];
2549  } else {
2550  m->uba_qp[i] = inf;
2551  }
2552  }
2553  }

References casadi::NlpsolMemory::d_nlp, casadi::BlocksqpMemory::gk, casadi::inf, casadi::BlocksqpMemory::jac_times_dxk, casadi::BlocksqpMemory::lba_qp, casadi::BlocksqpMemory::lbx_qp, casadi_nlpsol_data< T1 >::lbz, casadi::Nlpsol::ng_, casadi::Nlpsol::nx_, casadi::BlocksqpMemory::uba_qp, and casadi::BlocksqpMemory::ubx_qp.

Referenced by run(), and secondOrderCorrection().

◆ uses_output()

bool casadi::Nlpsol::uses_output ( ) const
inlineoverridevirtualinherited

Extra doc: https://github.com/casadi/casadi/wiki/L_1o1

Reimplemented from casadi::FunctionInternal.

Definition at line 239 of file nlpsol_impl.hpp.

239 {return true;}

◆ weak()

Extra doc: https://github.com/casadi/casadi/wiki/L_1ai

Definition at line 67 of file generic_shared_internal.hpp.

191  {
192  if (weak_ref_==nullptr) {
193  weak_ref_ = new GenericWeakRef<Shared, Internal>(static_cast<Internal*>(this));
194  }
195  return weak_ref_;
196  }

◆ which_depends()

std::vector< bool > casadi::FunctionInternal::which_depends ( const std::string &  s_in,
const std::vector< std::string > &  s_out,
casadi_int  order,
bool  tr = false 
) const
virtualinherited
Parameters
[in]s_inInput name
[in]s_outOutput name(s)
[in]orderOnly 1 (linear) and 2 (nonlinear) allowed
[in]trFlip the relationship. Return which expressions contain the variables

Extra doc: https://github.com/casadi/casadi/wiki/L_k9

Reimplemented in casadi::XFunction< DerivedType, MatType, NodeType >, casadi::XFunction< MXFunction, MX, MXNode >, and casadi::XFunction< SXFunction, Matrix< SXElem >, SXNode >.

Definition at line 3644 of file function_internal.cpp.

3646  {
3647  Function f = shared_from_this<Function>();
3648  f = f.wrap();
3649  return f.which_depends(s_in, s_out, order, tr);
3650  }

References casadi::Function::which_depends(), and casadi::Function::wrap().

◆ wrap()

Function casadi::FunctionInternal::wrap ( ) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_li

Definition at line 1044 of file function_internal.cpp.

1044  {
1045  Function f;
1046  std::string fname = "wrap_" + name_;
1047  if (!incache(fname, f)) {
1048  // Options
1049  Dict opts;
1050  opts["derivative_of"] = derivative_of_;
1051  opts["ad_weight"] = ad_weight();
1052  opts["ad_weight_sp"] = sp_weight();
1053  opts["max_num_dir"] = max_num_dir_;
1054  opts["is_diff_in"] = is_diff_in_;
1055  opts["is_diff_out"] = is_diff_out_;
1056  // Wrap the function
1057  std::vector<MX> arg = mx_in();
1058  std::vector<MX> res = self()(arg);
1059  f = Function(fname, arg, res, name_in_, name_out_, opts);
1060  // Save in cache
1061  tocache_if_missing(f);
1062  }
1063  return f;
1064  }

References casadi::FunctionInternal::ad_weight(), casadi::FunctionInternal::derivative_of_, casadi::FunctionInternal::Function, casadi::FunctionInternal::incache(), casadi::FunctionInternal::is_diff_in_, casadi::FunctionInternal::is_diff_out_, casadi::FunctionInternal::max_num_dir_, casadi::FunctionInternal::mx_in(), casadi::ProtoFunction::name_, casadi::FunctionInternal::name_in_, casadi::FunctionInternal::name_out_, casadi::FunctionInternal::sp_weight(), and casadi::FunctionInternal::tocache_if_missing().

Referenced by casadi::FunctionInternal::eval_mx(), casadi::FunctionInternal::factory(), casadi::FunctionInternal::forward(), casadi::FunctionInternal::jacobian(), casadi::FunctionInternal::reverse(), casadi::FunctionInternal::slice(), and casadi::Function::wrap().

◆ wrap_as_needed()

Function casadi::FunctionInternal::wrap_as_needed ( const Dict opts) const
inherited

Extra doc: https://github.com/casadi/casadi/wiki/L_lj

Definition at line 1026 of file function_internal.cpp.

1026  {
1027  if (opts.empty()) return shared_from_this<Function>();
1028  std::string fname = "wrap_" + name_;
1029  // Options
1030  Dict my_opts = opts;
1031  my_opts["derivative_of"] = derivative_of_;
1032  if (my_opts.find("ad_weight")==my_opts.end())
1033  my_opts["ad_weight"] = ad_weight();
1034  if (my_opts.find("ad_weight_sp")==my_opts.end())
1035  my_opts["ad_weight_sp"] = sp_weight();
1036  if (my_opts.find("max_num_dir")==my_opts.end())
1037  my_opts["max_num_dir"] = max_num_dir_;
1038  // Wrap the function
1039  std::vector<MX> arg = mx_in();
1040  std::vector<MX> res = self()(arg);
1041  return Function(fname, arg, res, name_in_, name_out_, my_opts);
1042  }

References casadi::FunctionInternal::ad_weight(), casadi::FunctionInternal::derivative_of_, casadi::FunctionInternal::Function, casadi::FunctionInternal::max_num_dir_, casadi::FunctionInternal::mx_in(), casadi::ProtoFunction::name_, casadi::FunctionInternal::name_in_, casadi::FunctionInternal::name_out_, and casadi::FunctionInternal::sp_weight().

Referenced by casadi::Function::wrap_as_needed().

Member Data Documentation

◆ ad_weight_

double casadi::FunctionInternal::ad_weight_
inherited

◆ ad_weight_sp_

double casadi::FunctionInternal::ad_weight_sp_
inherited

◆ all_functions_

std::map<std::string, RegFun> casadi::OracleFunction::all_functions_
protectedinherited

◆ always_inline_

bool casadi::FunctionInternal::always_inline_
inherited

◆ Asp_

Sparsity casadi::Blocksqp::Asp_

◆ block_hess_

bool casadi::Blocksqp::block_hess_

◆ blocks_

std::vector<casadi_int> casadi::Blocksqp::blocks_

◆ bound_consistency_

bool casadi::Nlpsol::bound_consistency_
inherited

◆ cache_

WeakCache<std::string, Function> casadi::FunctionInternal::cache_
mutableinherited

◆ cache_init_

Dict casadi::FunctionInternal::cache_init_
inherited

◆ calc_f_

bool casadi::Nlpsol::calc_f_
inherited

◆ calc_g_

bool casadi::Nlpsol::calc_g_
inherited

◆ calc_lam_p_

bool casadi::Nlpsol::calc_lam_p_
inherited

◆ calc_lam_x_

bool casadi::Nlpsol::calc_lam_x_
inherited

◆ calc_multipliers_

bool casadi::Nlpsol::calc_multipliers_
inherited

◆ callback_step_

casadi_int casadi::Nlpsol::callback_step_
inherited

◆ checkout_

casadi_checkout_t casadi::FunctionInternal::checkout_
inherited

◆ col_eps_

double casadi::Blocksqp::col_eps_

Definition at line 361 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), serialize_body(), and sizeHessianCOL().

◆ col_tau1_

double casadi::Blocksqp::col_tau1_

Definition at line 362 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), serialize_body(), and sizeHessianCOL().

◆ col_tau2_

double casadi::Blocksqp::col_tau2_

Definition at line 363 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), serialize_body(), and sizeHessianCOL().

◆ common_options_

Dict casadi::OracleFunction::common_options_
protectedinherited

◆ compiler_

Importer casadi::FunctionInternal::compiler_
inherited

◆ compiler_plugin_

std::string casadi::FunctionInternal::compiler_plugin_
inherited

◆ conv_strategy_

casadi_int casadi::Blocksqp::conv_strategy_

Definition at line 373 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), and serialize_body().

◆ custom_jacobian_

Function casadi::FunctionInternal::custom_jacobian_
inherited

◆ delta_

double casadi::Blocksqp::delta_

Definition at line 385 of file blocksqp.hpp.

Referenced by Blocksqp(), filterLineSearch(), init(), and serialize_body().

◆ delta_h0_

double casadi::Blocksqp::delta_h0_

Definition at line 391 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), and serialize_body().

◆ der_options_

Dict casadi::FunctionInternal::der_options_
inherited

◆ derivative_of_

Function casadi::FunctionInternal::derivative_of_
inherited

◆ deserialize_map

std::map< std::string, ProtoFunction *(*)(DeserializingStream &)> casadi::FunctionInternal::deserialize_map
staticinherited
Initial value:
= {
{"MXFunction", MXFunction::deserialize},
{"SXFunction", SXFunction::deserialize},
{"Interpolant", Interpolant::deserialize},
{"Switch", Switch::deserialize},
{"Map", Map::deserialize},
{"MapSum", MapSum::deserialize},
{"Nlpsol", Nlpsol::deserialize},
{"Rootfinder", Rootfinder::deserialize},
{"Integrator", Integrator::deserialize},
{"External", External::deserialize},
{"Conic", Conic::deserialize},
{"FmuFunction", FmuFunction::deserialize},
{"BlazingSplineFunction", BlazingSplineFunction::deserialize}
}
static ProtoFunction * deserialize(DeserializingStream &s)
Deserialize into MX.
void deserialize(DeserializingStream &s, SDPToSOCPMem &m)
Definition: conic.cpp:729
static ProtoFunction * deserialize(DeserializingStream &s)
Deserialize into MX.
Definition: external.cpp:512
static ProtoFunction * deserialize(DeserializingStream &s)
Deserialize without type information.
static ProtoFunction * deserialize(DeserializingStream &s)
Deserialize into MX.
static ProtoFunction * deserialize(DeserializingStream &s)
Deserialize with type disambiguation.
static ProtoFunction * deserialize(DeserializingStream &s)
Deserialize with type disambiguation.
static ProtoFunction * deserialize(DeserializingStream &s)
Deserialize with type disambiguation.
Definition: mapsum.cpp:85
static ProtoFunction * deserialize(DeserializingStream &s)
Deserialize with type disambiguation.
Definition: map.cpp:103
static ProtoFunction * deserialize(DeserializingStream &s)
Deserialize into MX.
Definition: nlpsol.cpp:1341
static ProtoFunction * deserialize(DeserializingStream &s)
Deserialize into MX.
Definition: rootfinder.cpp:592
static ProtoFunction * deserialize(DeserializingStream &s)
Deserialize without type information.
static ProtoFunction * deserialize(DeserializingStream &s)
Deserialize without type information.
Definition: switch.hpp:150

Definition at line 1447 of file function_internal.hpp.

Referenced by casadi::FunctionInternal::deserialize().

◆ detect_simple_bounds_is_simple_

std::vector<char> casadi::Nlpsol::detect_simple_bounds_is_simple_
inherited

◆ detect_simple_bounds_parts_

Function casadi::Nlpsol::detect_simple_bounds_parts_
inherited

◆ detect_simple_bounds_target_g_

std::vector<casadi_int> casadi::Nlpsol::detect_simple_bounds_target_g_
inherited

◆ detect_simple_bounds_target_x_

std::vector<casadi_int> casadi::Nlpsol::detect_simple_bounds_target_x_
inherited

◆ dim_

std::vector<casadi_int> casadi::Blocksqp::dim_

◆ discrete_

std::vector<bool> casadi::Nlpsol::discrete_
inherited

◆ dump_

bool casadi::FunctionInternal::dump_
inherited

◆ dump_count_

casadi_int casadi::FunctionInternal::dump_count_
mutableinherited

Definition at line 1402 of file function_internal.hpp.

Referenced by casadi::FunctionInternal::FunctionInternal().

◆ dump_dir_

std::string casadi::FunctionInternal::dump_dir_
inherited

◆ dump_format_

std::string casadi::FunctionInternal::dump_format_
inherited

◆ dump_in_

bool casadi::FunctionInternal::dump_in_
inherited

◆ dump_out_

bool casadi::FunctionInternal::dump_out_
inherited

◆ enable_fd_

bool casadi::FunctionInternal::enable_fd_
inherited

◆ enable_fd_op_

bool casadi::FunctionInternal::enable_fd_op_
inherited

◆ enable_forward_

bool casadi::FunctionInternal::enable_forward_
inherited

◆ enable_forward_op_

bool casadi::FunctionInternal::enable_forward_op_
inherited

◆ enable_jacobian_

bool casadi::FunctionInternal::enable_jacobian_
inherited

◆ enable_jacobian_op_

bool casadi::FunctionInternal::enable_jacobian_op_
inherited

◆ enable_reverse_

bool casadi::FunctionInternal::enable_reverse_
inherited

◆ enable_reverse_op_

bool casadi::FunctionInternal::enable_reverse_op_
inherited

◆ eps_

double casadi::Blocksqp::eps_

◆ equality_

std::vector<bool> casadi::Nlpsol::equality_
inherited

◆ error_on_fail_

bool casadi::ProtoFunction::error_on_fail_
inherited

◆ eta_

double casadi::Blocksqp::eta_

Definition at line 392 of file blocksqp.hpp.

Referenced by Blocksqp(), filterLineSearch(), init(), secondOrderCorrection(), and serialize_body().

◆ eval_

eval_t casadi::FunctionInternal::eval_
inherited

◆ eval_errors_fatal_

bool casadi::Nlpsol::eval_errors_fatal_
inherited

◆ exact_hess_lag_sp_

Sparsity casadi::Blocksqp::exact_hess_lag_sp_

Definition at line 203 of file blocksqp.hpp.

Referenced by Blocksqp(), calcHessianUpdateExact(), init(), serialize_body(), and set_work().

◆ fallback_scaling_

casadi_int casadi::Blocksqp::fallback_scaling_

◆ fallback_update_

casadi_int casadi::Blocksqp::fallback_update_

◆ fcallback_

Function casadi::Nlpsol::fcallback_
inherited

◆ fd_method_

std::string casadi::FunctionInternal::fd_method_
inherited

◆ fd_options_

Dict casadi::FunctionInternal::fd_options_
inherited

◆ fd_step_

double casadi::FunctionInternal::fd_step_
inherited

◆ forward_options_

Dict casadi::FunctionInternal::forward_options_
inherited

◆ gamma_f_

double casadi::Blocksqp::gamma_f_

◆ gamma_theta_

double casadi::Blocksqp::gamma_theta_

◆ globalization_

bool casadi::Blocksqp::globalization_

Definition at line 347 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), printInfo(), run(), serialize_body(), and solveQP().

◆ has_refcount_

bool casadi::FunctionInternal::has_refcount_
inherited

◆ hess_damp_

casadi_int casadi::Blocksqp::hess_damp_

Definition at line 364 of file blocksqp.hpp.

Referenced by Blocksqp(), calcBFGS(), computeNextHessian(), init(), printInfo(), and serialize_body().

◆ hess_damp_fac_

double casadi::Blocksqp::hess_damp_fac_

Definition at line 365 of file blocksqp.hpp.

Referenced by Blocksqp(), calcBFGS(), init(), and serialize_body().

◆ hess_lim_mem_

casadi_int casadi::Blocksqp::hess_lim_mem_

◆ hess_memsize_

casadi_int casadi::Blocksqp::hess_memsize_

◆ hess_scaling_

casadi_int casadi::Blocksqp::hess_scaling_

Definition at line 357 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), printInfo(), run(), and serialize_body().

◆ hess_update_

casadi_int casadi::Blocksqp::hess_update_

Definition at line 366 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), printInfo(), reset_sqp(), run(), serialize_body(), set_work(), and solveQP().

◆ Hsp_

Sparsity casadi::Blocksqp::Hsp_

Definition at line 202 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), and serialize_body().

◆ infix_

const std::string casadi::Nlpsol::infix_ = "nlpsol"
staticinherited

Definition at line 290 of file nlpsol_impl.hpp.

◆ ini_hess_diag_

double casadi::Blocksqp::ini_hess_diag_

Definition at line 360 of file blocksqp.hpp.

Referenced by Blocksqp(), calcInitialHessian(), init(), and serialize_body().

◆ inputs_check_

bool casadi::FunctionInternal::inputs_check_
inherited

◆ is_diff_in_

std::vector<bool> casadi::FunctionInternal::is_diff_in_
inherited

◆ is_diff_out_

std::vector<bool> casadi::FunctionInternal::is_diff_out_
inherited

◆ iteration_callback_ignore_errors_

bool casadi::Nlpsol::iteration_callback_ignore_errors_
inherited

◆ jac_penalty_

double casadi::FunctionInternal::jac_penalty_
inherited

◆ jac_sparsity_

std::vector<Sparsity> casadi::FunctionInternal::jac_sparsity_[2]
mutableinherited

◆ jacobian_options_

Dict casadi::FunctionInternal::jacobian_options_
inherited

◆ jit_

bool casadi::FunctionInternal::jit_
inherited

◆ jit_base_name_

std::string casadi::FunctionInternal::jit_base_name_
inherited

◆ jit_cleanup_

bool casadi::FunctionInternal::jit_cleanup_
inherited

◆ jit_name_

std::string casadi::FunctionInternal::jit_name_
inherited

◆ jit_options_

Dict casadi::FunctionInternal::jit_options_
inherited

◆ jit_serialize_

std::string casadi::FunctionInternal::jit_serialize_
inherited

◆ jit_temp_suffix_

bool casadi::FunctionInternal::jit_temp_suffix_
inherited

◆ kappa_f_

double casadi::Blocksqp::kappa_f_

Definition at line 382 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), kktErrorReduction(), and serialize_body().

◆ kappa_minus_

double casadi::Blocksqp::kappa_minus_

Definition at line 388 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), and serialize_body().

◆ kappa_plus_

double casadi::Blocksqp::kappa_plus_

Definition at line 389 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), and serialize_body().

◆ kappa_plus_max_

double casadi::Blocksqp::kappa_plus_max_

Definition at line 390 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), and serialize_body().

◆ kappa_soc_

double casadi::Blocksqp::kappa_soc_

Definition at line 381 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), secondOrderCorrection(), and serialize_body().

◆ kkt_

WeakRef casadi::Nlpsol::kkt_
mutableinherited

Definition at line 109 of file nlpsol_impl.hpp.

Referenced by casadi::Nlpsol::kkt().

◆ linsol_plugin_

std::string casadi::Blocksqp::linsol_plugin_

Definition at line 336 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), init_mem(), and serialize_body().

◆ max_consec_reduced_steps_

casadi_int casadi::Blocksqp::max_consec_reduced_steps_

Definition at line 350 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), run(), and serialize_body().

◆ max_consec_skipped_updates_

casadi_int casadi::Blocksqp::max_consec_skipped_updates_

◆ max_conv_qp_

casadi_int casadi::Blocksqp::max_conv_qp_

Definition at line 374 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), serialize_body(), and solveQP().

◆ max_io_

casadi_int casadi::FunctionInternal::max_io_
inherited

◆ max_it_qp_

casadi_int casadi::Blocksqp::max_it_qp_

Definition at line 352 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), serialize_body(), and solveQP().

◆ max_iter_

casadi_int casadi::Blocksqp::max_iter_

Definition at line 353 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), serialize_body(), and solve().

◆ max_line_search_

casadi_int casadi::Blocksqp::max_line_search_

Definition at line 349 of file blocksqp.hpp.

Referenced by Blocksqp(), filterLineSearch(), init(), and serialize_body().

◆ max_num_dir_

casadi_int casadi::FunctionInternal::max_num_dir_
inherited

◆ max_num_threads_

int casadi::OracleFunction::max_num_threads_
protectedinherited

◆ max_soc_iter_

casadi_int casadi::Blocksqp::max_soc_iter_

Definition at line 378 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), secondOrderCorrection(), and serialize_body().

◆ max_time_qp_

double casadi::Blocksqp::max_time_qp_

Definition at line 359 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), serialize_body(), and solveQP().

◆ meta_doc

const std::string casadi::Blocksqp::meta_doc
static

Definition at line 193 of file blocksqp.hpp.

Referenced by casadi::casadi_register_nlpsol_blocksqp().

◆ mi_

bool casadi::Nlpsol::mi_
inherited

◆ min_lam_

double casadi::Nlpsol::min_lam_
inherited

◆ monitor_

std::vector<std::string> casadi::OracleFunction::monitor_
protectedinherited

◆ n_in_

size_t casadi::FunctionInternal::n_in_
inherited

Definition at line 1261 of file function_internal.hpp.

Referenced by casadi::SXFunction::ad_forward(), casadi::Rootfinder::ad_reverse(), casadi::MXFunction::ad_reverse(), casadi::SXFunction::ad_reverse(), casadi::FunctionInternal::all_scalar(), casadi::KinsolInterface::bjac(), casadi::FunctionInternal::call_forward(), casadi::FunctionInternal::call_gen(), casadi::FunctionInternal::call_reverse(), casadi::SXFunction::call_setup(), casadi::FunctionInternal::check_arg(), casadi::JitFunction::codegen_body(), casadi::Map::codegen_body(), casadi::OmpMap::codegen_body(), casadi::MapSum::codegen_body(), casadi::MXFunction::codegen_body(), casadi::Switch::codegen_body(), casadi::SXFunction::codegen_body(), casadi::FastNewton::codegen_body(), casadi::FunctionInternal::codegen_meta(), casadi::FunctionInternal::convert_arg(), casadi::FunctionInternal::definition(), casadi::KinsolInterface::djac(), casadi::FunctionInternal::dm_in(), casadi::FunctionInternal::eval(), casadi::OmpMap::eval(), casadi::MXFunction::eval(), casadi::Switch::eval(), casadi::FunctionInternal::eval_gen(), casadi::Map::eval_gen(), casadi::MapSum::eval_gen(), casadi::MXFunction::eval_mx(), casadi::SXFunction::eval_mx(), casadi::Switch::eval_sx(), casadi::SXFunction::export_code_body(), casadi::CallbackInternal::finalize(), casadi::FmuFunction::FmuFunction(), casadi::FunctionInternal::forward(), casadi::KinsolInterface::func(), casadi::FunctionInternal::FunctionInternal(), casadi::FunctionInternal::fwd_seed(), casadi::FunctionInternal::generate_in(), casadi::GenericExternal::get_jac_sparsity(), casadi::GenericExternal::has_jac_sparsity(), casadi::FunctionInternal::init(), casadi::MXFunction::init(), casadi::Switch::init(), casadi::SXFunction::init(), casadi::ImplicitToNlp::init(), casadi::FunctionInternal::jac_sparsity(), casadi::FunctionInternal::jacobian(), casadi::KinsolInterface::jtimes(), casadi::FunctionInternal::mapsum_mx(), casadi::FunctionInternal::matching_arg(), casadi::FunctionInternal::mx_in(), casadi::FunctionInternal::nnz_in(), casadi::FunctionInternal::numel_in(), casadi::FunctionInternal::nz_in(), casadi::FunctionInternal::print_dimensions(), casadi::FunctionInternal::print_in(), casadi::FunctionInternal::project_arg(), casadi::KinsolInterface::psetup(), casadi::FunctionInternal::reverse(), casadi::FmuFunction::serialize_body(), casadi::FunctionInternal::set_jac_sparsity(), casadi::Rootfinder::set_work(), casadi::QpToNlp::solve(), casadi::KinsolInterface::solve(), casadi::FastNewton::solve(), casadi::ImplicitToNlp::solve(), casadi::Newton::solve(), casadi::FunctionInternal::sp_forward(), casadi::Integrator::sp_forward(), casadi::MXFunction::sp_forward(), casadi::Rootfinder::sp_forward(), casadi::FunctionInternal::sp_reverse(), casadi::Integrator::sp_reverse(), casadi::Map::sp_reverse(), casadi::MapSum::sp_reverse(), casadi::MXFunction::sp_reverse(), casadi::Rootfinder::sp_reverse(), and casadi::FunctionInternal::sx_in().

◆ n_out_

size_t casadi::FunctionInternal::n_out_
inherited

Definition at line 1261 of file function_internal.hpp.

Referenced by casadi::Rootfinder::ad_forward(), casadi::MXFunction::ad_forward(), casadi::SXFunction::ad_forward(), casadi::Rootfinder::ad_reverse(), casadi::SXFunction::ad_reverse(), casadi::FunctionInternal::all_scalar(), casadi::KinsolInterface::bjac(), casadi::FunctionInternal::call(), casadi::FunctionInternal::call_forward(), casadi::FunctionInternal::call_gen(), casadi::FunctionInternal::call_reverse(), casadi::SXFunction::call_setup(), casadi::FunctionInternal::check_res(), casadi::JitFunction::codegen_body(), casadi::Map::codegen_body(), casadi::OmpMap::codegen_body(), casadi::MapSum::codegen_body(), casadi::MXFunction::codegen_body(), casadi::Switch::codegen_body(), casadi::SXFunction::codegen_body(), casadi::FastNewton::codegen_body(), casadi::FunctionInternal::codegen_meta(), casadi::FunctionInternal::convert_res(), casadi::FunctionInternal::definition(), casadi::KinsolInterface::djac(), casadi::FunctionInternal::dm_out(), casadi::FunctionInternal::eval(), casadi::OmpMap::eval(), casadi::MXFunction::eval(), casadi::Switch::eval(), casadi::FunctionInternal::eval_gen(), casadi::Map::eval_gen(), casadi::MapSum::eval_gen(), casadi::Switch::eval_sx(), casadi::CallbackInternal::finalize(), casadi::FmuFunction::FmuFunction(), casadi::FunctionInternal::forward(), casadi::KinsolInterface::func(), casadi::FunctionInternal::FunctionInternal(), casadi::FunctionInternal::generate_out(), casadi::LinearInterpolantJac::get_jacobian(), casadi::FunctionInternal::init(), casadi::MapSum::init(), casadi::Nlpsol::init(), casadi::Switch::init(), casadi::FunctionInternal::jac_sparsity(), casadi::FunctionInternal::jacobian(), casadi::FunctionInternal::mapsum_mx(), casadi::FunctionInternal::matching_res(), casadi::FunctionInternal::mx_out(), casadi::FunctionInternal::nnz_out(), casadi::FunctionInternal::numel_out(), casadi::FunctionInternal::nz_out(), casadi::FunctionInternal::print_dimensions(), casadi::FunctionInternal::print_out(), casadi::KinsolInterface::psetup(), casadi::FunctionInternal::reverse(), casadi::FmuFunction::serialize_body(), casadi::FunctionInternal::set_jac_sparsity(), casadi::Rootfinder::set_work(), casadi::QpToNlp::solve(), casadi::KinsolInterface::solve(), casadi::FastNewton::solve(), casadi::ImplicitToNlp::solve(), casadi::Newton::solve(), casadi::FunctionInternal::sp_forward(), casadi::Integrator::sp_forward(), casadi::MXFunction::sp_forward(), casadi::Rootfinder::sp_forward(), casadi::FunctionInternal::sp_reverse(), casadi::Integrator::sp_reverse(), casadi::Map::sp_reverse(), casadi::MapSum::sp_reverse(), casadi::MXFunction::sp_reverse(), casadi::Rootfinder::sp_reverse(), and casadi::FunctionInternal::sx_out().

◆ name_

std::string casadi::ProtoFunction::name_
inherited

Definition at line 246 of file function_internal.hpp.

Referenced by casadi::MXFunction::ad_forward(), casadi::SXFunction::ad_forward(), casadi::MXFunction::ad_reverse(), casadi::SXFunction::ad_reverse(), casadi::Integrator::augmented_dae(), casadi::OracleFunction::calc_function(), casadi::FunctionInternal::call_forward(), casadi::FunctionInternal::call_reverse(), casadi::FunctionInternal::codegen_body(), casadi::External::codegen_body(), casadi::External::codegen_checkout(), casadi::External::codegen_declarations(), casadi::MXFunction::codegen_declarations(), casadi::SXFunction::codegen_declarations(), casadi::External::codegen_decref(), casadi::External::codegen_incref(), casadi::FunctionInternal::codegen_meta(), casadi::FunctionInternal::codegen_name(), casadi::External::codegen_release(), casadi::FunctionInternal::codegen_sparsities(), casadi::ProtoFunction::construct(), casadi::OracleFunction::create_function(), casadi::FunctionInternal::definition(), casadi::FunctionInternal::eval(), casadi::MXFunction::eval(), casadi::SXFunction::eval(), casadi::FunctionInternal::eval_mx(), casadi::MXFunction::eval_mx(), casadi::SXFunction::eval_mx(), casadi::SXFunction::eval_sx(), casadi::FmuFunction::factory(), casadi::FunctionInternal::finalize(), casadi::FunctionInternal::forward(), casadi::FunctionInternal::FunctionInternal(), casadi::Integrator::get_forward(), casadi::Integrator::get_forward_dae(), casadi::Map::get_function(), casadi::MapSum::get_function(), casadi::OracleFunction::get_function(), casadi::GenericExternal::get_jac_sparsity(), casadi::BlazingSplineFunction::get_jacobian(), casadi::FunctionInternal::get_n_in(), casadi::External::get_n_in(), casadi::FunctionInternal::get_n_out(), casadi::External::get_n_out(), casadi::FunctionInternal::get_name_in(), casadi::External::get_name_in(), casadi::FunctionInternal::get_name_out(), casadi::External::get_name_out(), casadi::FunctionInternal::get_partition(), casadi::Integrator::get_reverse(), casadi::FunctionInternal::get_sparsity_in(), casadi::GenericExternal::get_sparsity_in(), casadi::FunctionInternal::get_sparsity_out(), casadi::GenericExternal::get_sparsity_out(), casadi::FunctionInternal::get_stats(), casadi::External::has_forward(), casadi::GenericExternal::has_jac_sparsity(), casadi::External::has_jacobian(), casadi::External::has_reverse(), casadi::External::init(), casadi::FunctionInternal::init(), casadi::MXFunction::init(), casadi::SXFunction::init(), casadi::CvodesInterface::init(), casadi::IdasInterface::init(), casadi::External::init_external(), casadi::GenericExternal::init_external(), casadi::FunctionInternal::jac_is_symm(), casadi::FunctionInternal::jacobian(), casadi::FunctionInternal::map(), casadi::OracleFunction::monitored(), casadi::MXFunction::print_arg(), casadi::FunctionInternal::print_in(), casadi::FunctionInternal::print_out(), casadi::MXFunction::print_res(), casadi::ProtoFunction::print_time(), casadi::ProtoFunction::ProtoFunction(), casadi::CvodesInterface::reset(), casadi::IdasInterface::reset(), casadi::IdasInterface::resetB(), casadi::FunctionInternal::reverse(), casadi::ProtoFunction::serialize_body(), casadi::GurobiInterface::solve(), casadi::SnoptInterface::solve(), casadi::Integrator::sp_forward(), casadi::Integrator::sp_reverse(), casadi::FunctionInternal::wrap(), and casadi::FunctionInternal::wrap_as_needed().

◆ name_in_

std::vector<std::string> casadi::FunctionInternal::name_in_
inherited

◆ name_out_

std::vector<std::string> casadi::FunctionInternal::name_out_
inherited

◆ nblocks_

casadi_int casadi::Blocksqp::nblocks_

◆ never_inline_

bool casadi::FunctionInternal::never_inline_
inherited

◆ ng_

casadi_int casadi::Nlpsol::ng_
inherited

Definition at line 69 of file nlpsol_impl.hpp.

Referenced by acceptStep(), casadi::AlpaqaProblem::AlpaqaProblem(), casadi::BonminUserClass::BonminUserClass(), calcOptTol(), casadi::Feasiblesqpmethod::codegen_body(), casadi::Sqpmethod::codegen_body(), casadi::Nlpsol::codegen_body_enter(), casadi::Nlpsol::codegen_body_exit(), casadi::Feasiblesqpmethod::codegen_feasibility_iterations(), casadi::Sqpmethod::codegen_qp_ela_solve(), casadi::Sqpmethod::codegen_solve_elastic_mode(), casadi::Feasiblesqpmethod::codegen_step_update(), casadi::Nlpsol::eval(), casadi::Scpgen::eval_vec(), evaluate(), casadi::Feasiblesqpmethod::feasibility_iterations(), feasibilityRestorationPhase(), casadi::IpoptUserClass::finalize_metadata(), casadi::BonminInterface::finalize_solution(), casadi::IpoptInterface::finalize_solution(), casadi::BonminInterface::get_bounds_info(), casadi::BonminUserClass::get_bounds_info(), casadi::IpoptUserClass::get_bounds_info(), casadi::IpoptInterface::get_bounds_info(), casadi::Nlpsol::get_forward(), casadi::BonminInterface::get_nlp_info(), casadi::IpoptInterface::get_nlp_info(), casadi::Nlpsol::get_reverse(), casadi::BonminInterface::get_starting_point(), casadi::BonminUserClass::get_starting_point(), casadi::IpoptUserClass::get_starting_point(), casadi::IpoptInterface::get_starting_point(), casadi::Nlpsol::init(), casadi::AlpaqaInterface::init(), casadi::AmplInterface::init(), init(), casadi::BonminInterface::init(), casadi::FatropInterface::init(), casadi::IpoptInterface::init(), casadi::KnitroInterface::init(), casadi::SLEQPInterface::init(), casadi::SnoptInterface::init(), casadi::Feasiblesqpmethod::init(), casadi::Qrsqp::init(), casadi::Scpgen::init(), casadi::Sqpmethod::init(), casadi::IpoptInterface::init_mem(), casadi::SnoptInterface::init_mem(), casadi::BonminInterface::intermediate_callback(), casadi::IpoptInterface::intermediate_callback(), casadi::IpoptUserClass::IpoptUserClass(), kktErrorReduction(), casadi::Scpgen::line_search(), lInfConstraintNorm(), casadi::Nlpsol::Nlpsol(), casadi::Scpgen::primalInfeasibility(), reduceSOCStepsize(), reset_sqp(), secondOrderCorrection(), casadi::Nlpsol::serialize_body(), set_work(), casadi::BonminInterface::set_work(), casadi::IpoptInterface::set_work(), casadi::KnitroInterface::set_work(), casadi::SLEQPInterface::set_work(), casadi::SnoptInterface::set_work(), casadi::WorhpInterface::set_work(), casadi::Qrsqp::set_work(), casadi::Scpgen::set_work(), casadi::AlpaqaInterface::solve(), casadi::AmplInterface::solve(), solve(), casadi::BonminInterface::solve(), casadi::IpoptInterface::solve(), casadi::KnitroInterface::solve(), casadi::SnoptInterface::solve(), casadi::WorhpInterface::solve(), casadi::Feasiblesqpmethod::solve(), casadi::Qrsqp::solve(), casadi::Scpgen::solve(), casadi::Sqpmethod::solve(), casadi::Sqpmethod::solve_ela_QP(), casadi::Sqpmethod::solve_elastic_mode(), casadi::Scpgen::solve_qp(), solveQP(), casadi::Feasiblesqpmethod::step_update(), and updateStepBounds().

◆ nlinfeastol_

double casadi::Blocksqp::nlinfeastol_

◆ nnz_H_

casadi_int casadi::Blocksqp::nnz_H_

Definition at line 199 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), serialize_body(), and set_work().

◆ no_nlp_grad_

bool casadi::Nlpsol::no_nlp_grad_
inherited

◆ np_

casadi_int casadi::Nlpsol::np_
inherited

◆ nx_

casadi_int casadi::Nlpsol::nx_
inherited

Definition at line 66 of file nlpsol_impl.hpp.

Referenced by acceptStep(), casadi::AlpaqaProblem::AlpaqaProblem(), casadi::Feasiblesqpmethod::anderson_acc_init_memory(), casadi::Feasiblesqpmethod::anderson_acc_step_update(), casadi::Feasiblesqpmethod::anderson_acc_update_memory(), casadi::BonminUserClass::BonminUserClass(), casadi::Sqpmethod::calc_gamma_1(), calcHessianUpdateLimitedMemory(), calcLagrangeGradient(), calcOptTol(), casadi::Nlpsol::callback(), casadi::Nlpsol::check_inputs(), casadi::Feasiblesqpmethod::codegen_body(), casadi::Sqpmethod::codegen_body(), casadi::Nlpsol::codegen_body_enter(), casadi::Nlpsol::codegen_body_exit(), casadi::Sqpmethod::codegen_calc_gamma_1(), casadi::Feasiblesqpmethod::codegen_eval_m_k(), casadi::Feasiblesqpmethod::codegen_feasibility_iterations(), casadi::Sqpmethod::codegen_qp_ela_solve(), casadi::Feasiblesqpmethod::codegen_qp_solve(), casadi::Sqpmethod::codegen_qp_solve(), casadi::Sqpmethod::codegen_solve_elastic_mode(), casadi::Feasiblesqpmethod::codegen_step_update(), casadi::Feasiblesqpmethod::codegen_tr_update(), convertHessian(), casadi::Scpgen::dualInfeasibility(), casadi::Nlpsol::eval(), casadi::Scpgen::eval_exp(), casadi::Feasiblesqpmethod::eval_m_k(), casadi::Scpgen::eval_mat(), casadi::Scpgen::eval_res(), casadi::Scpgen::eval_vec(), evaluate(), casadi::Feasiblesqpmethod::feasibility_iterations(), feasibilityRestorationHeuristic(), feasibilityRestorationPhase(), filterLineSearch(), casadi::IpoptUserClass::finalize_metadata(), casadi::BonminInterface::finalize_solution(), casadi::IpoptInterface::finalize_solution(), fullstep(), casadi::BonminInterface::get_bounds_info(), casadi::BonminUserClass::get_bounds_info(), casadi::IpoptUserClass::get_bounds_info(), casadi::IpoptInterface::get_bounds_info(), casadi::Nlpsol::get_forward(), casadi::BonminInterface::get_nlp_info(), casadi::IpoptInterface::get_nlp_info(), casadi::Nlpsol::get_reverse(), casadi::BonminInterface::get_starting_point(), casadi::BonminUserClass::get_starting_point(), casadi::IpoptUserClass::get_starting_point(), casadi::IpoptInterface::get_starting_point(), casadi::Nlpsol::init(), casadi::AlpaqaInterface::init(), casadi::AmplInterface::init(), init(), casadi::BonminInterface::init(), casadi::FatropInterface::init(), casadi::IpoptInterface::init(), casadi::KnitroInterface::init(), casadi::SLEQPInterface::init(), casadi::SnoptInterface::init(), casadi::WorhpInterface::init(), casadi::Feasiblesqpmethod::init(), casadi::Qrsqp::init(), casadi::Scpgen::init(), casadi::Sqpmethod::init(), casadi::IpoptInterface::init_mem(), casadi::SnoptInterface::init_mem(), casadi::BonminInterface::intermediate_callback(), casadi::IpoptInterface::intermediate_callback(), casadi::IpoptUserClass::IpoptUserClass(), kktErrorReduction(), casadi::Scpgen::line_search(), lInfConstraintNorm(), casadi::Nlpsol::Nlpsol(), casadi::Scpgen::primalInfeasibility(), printProgress(), reduceSOCStepsize(), casadi::Scpgen::regularize(), reset_sqp(), resetHessian(), secondOrderCorrection(), casadi::Nlpsol::serialize_body(), set_work(), casadi::BonminInterface::set_work(), casadi::IpoptInterface::set_work(), casadi::KnitroInterface::set_work(), casadi::SLEQPInterface::set_work(), casadi::SnoptInterface::set_work(), casadi::WorhpInterface::set_work(), casadi::Qrsqp::set_work(), casadi::Scpgen::set_work(), casadi::AlpaqaInterface::solve(), casadi::AmplInterface::solve(), solve(), casadi::BonminInterface::solve(), casadi::IpoptInterface::solve(), casadi::KnitroInterface::solve(), casadi::SLEQPInterface::solve(), casadi::SnoptInterface::solve(), casadi::WorhpInterface::solve(), casadi::Feasiblesqpmethod::solve(), casadi::Qrsqp::solve(), casadi::Scpgen::solve(), casadi::Sqpmethod::solve(), casadi::Sqpmethod::solve_ela_QP(), casadi::Sqpmethod::solve_elastic_mode(), casadi::Feasiblesqpmethod::solve_LP(), casadi::Feasiblesqpmethod::solve_QP(), casadi::Qrsqp::solve_QP(), casadi::Scpgen::solve_qp(), casadi::Sqpmethod::solve_QP(), solveQP(), casadi::Feasiblesqpmethod::step_update(), casadi::Feasiblesqpmethod::tr_update(), updateDeltaGamma(), updateStepBounds(), and casadi::SnoptInterface::userfun().

◆ obj_lo_

double casadi::Blocksqp::obj_lo_

Definition at line 393 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), initializeFilter(), and serialize_body().

◆ obj_up_

double casadi::Blocksqp::obj_up_

◆ options_

const Options casadi::Blocksqp::options_
static

Definition at line 169 of file blocksqp.hpp.

Referenced by casadi::casadi_register_nlpsol_blocksqp().

◆ opttol_

double casadi::Blocksqp::opttol_

Definition at line 342 of file blocksqp.hpp.

Referenced by Blocksqp(), calcOptTol(), feasibilityRestorationPhase(), init(), and serialize_body().

◆ oracle_

Function casadi::OracleFunction::oracle_
protectedinherited

◆ p_nlp_

casadi_nlpsol_prob<double> casadi::Nlpsol::p_nlp_
inherited

◆ post_expand_

bool casadi::OracleFunction::post_expand_
protectedinherited

◆ print_header_

bool casadi::Blocksqp::print_header_

Definition at line 339 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), serialize_body(), and solve().

◆ print_in_

bool casadi::FunctionInternal::print_in_
inherited

◆ print_iteration_

bool casadi::Blocksqp::print_iteration_

Definition at line 340 of file blocksqp.hpp.

Referenced by Blocksqp(), feasibilityRestorationPhase(), init(), run(), and serialize_body().

◆ print_maxit_reached_

bool casadi::Blocksqp::print_maxit_reached_

Definition at line 400 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), serialize_body(), and solve().

◆ print_out_

bool casadi::FunctionInternal::print_out_
inherited

◆ print_time_

bool casadi::ProtoFunction::print_time_
inherited

◆ qp_init_

bool casadi::Blocksqp::qp_init_

Definition at line 355 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), serialize_body(), and solve().

◆ record_time_

bool casadi::ProtoFunction::record_time_
inherited

◆ regularity_check_

bool casadi::ProtoFunction::regularity_check_
inherited

◆ release_

casadi_release_t casadi::FunctionInternal::release_
inherited

◆ restore_feas_

bool casadi::Blocksqp::restore_feas_

Definition at line 348 of file blocksqp.hpp.

Referenced by Blocksqp(), feasibilityRestorationPhase(), init(), run(), and serialize_body().

◆ reverse_options_

Dict casadi::FunctionInternal::reverse_options_
inherited

◆ rho_

double casadi::Blocksqp::rho_

Definition at line 397 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), and serialize_body().

◆ rp_solver_

Function casadi::Blocksqp::rp_solver_

Definition at line 399 of file blocksqp.hpp.

Referenced by Blocksqp(), feasibilityRestorationPhase(), init(), and serialize_body().

◆ s_f_

double casadi::Blocksqp::s_f_

Definition at line 387 of file blocksqp.hpp.

Referenced by Blocksqp(), filterLineSearch(), init(), and serialize_body().

◆ s_theta_

double casadi::Blocksqp::s_theta_

Definition at line 386 of file blocksqp.hpp.

Referenced by Blocksqp(), filterLineSearch(), init(), and serialize_body().

◆ schur_

bool casadi::Blocksqp::schur_

Definition at line 346 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), init_mem(), printInfo(), serialize_body(), solve(), and solveQP().

◆ sens_linsol_

std::string casadi::Nlpsol::sens_linsol_
inherited

◆ sens_linsol_options_

Dict casadi::Nlpsol::sens_linsol_options_
inherited

◆ show_eval_warnings_

bool casadi::OracleFunction::show_eval_warnings_
protectedinherited

◆ skip_first_globalization_

bool casadi::Blocksqp::skip_first_globalization_

Definition at line 372 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), run(), and serialize_body().

◆ solvers_

std::map< std::string, Nlpsol::Plugin > casadi::Nlpsol::solvers_
staticinherited

Definition at line 283 of file nlpsol_impl.hpp.

◆ sparsity_in_

std::vector<Sparsity> casadi::FunctionInternal::sparsity_in_
inherited

◆ sparsity_out_

std::vector<Sparsity> casadi::FunctionInternal::sparsity_out_
inherited

◆ specific_options_

Dict casadi::OracleFunction::specific_options_
protectedinherited

◆ stats_

Dict casadi::FunctionInternal::stats_
inherited

◆ stride_arg_

size_t casadi::OracleFunction::stride_arg_
protectedinherited

◆ stride_iw_

size_t casadi::OracleFunction::stride_iw_
protectedinherited

◆ stride_res_

size_t casadi::OracleFunction::stride_res_
protectedinherited

◆ stride_w_

size_t casadi::OracleFunction::stride_w_
protectedinherited

◆ theta_max_

double casadi::Blocksqp::theta_max_

Definition at line 383 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), initializeFilter(), initIterate(), and serialize_body().

◆ theta_min_

double casadi::Blocksqp::theta_min_

Definition at line 384 of file blocksqp.hpp.

Referenced by Blocksqp(), filterLineSearch(), init(), secondOrderCorrection(), and serialize_body().

◆ user_data_

void* casadi::FunctionInternal::user_data_
inherited

◆ verbose_

bool casadi::ProtoFunction::verbose_
inherited

Definition at line 249 of file function_internal.hpp.

Referenced by casadi::MXFunction::ad_forward(), casadi::SXFunction::ad_forward(), casadi::MXFunction::ad_reverse(), casadi::SXFunction::ad_reverse(), casadi::Integrator::advance(), casadi::ProtoFunction::change_option(), casadi::BSplineInterpolant::construct_graph(), casadi::OracleFunction::create_function(), casadi::FmuFunction::eval(), casadi::Integrator::eval(), casadi::MXFunction::eval(), casadi::SXFunction::eval(), casadi::MXFunction::eval_mx(), casadi::SXFunction::eval_mx(), casadi::SXFunction::eval_sx(), casadi::FmuFunction::factory(), casadi::FunctionInternal::finalize(), casadi::KinsolInterface::func(), casadi::ProtoFunction::generate_options(), casadi::FmuFunction::get_forward(), casadi::Integrator::get_forward(), casadi::Integrator::get_forward_dae(), casadi::FunctionInternal::get_jac_sparsity_gen(), casadi::FunctionInternal::get_jac_sparsity_hierarchical(), casadi::FunctionInternal::get_jac_sparsity_hierarchical_symm(), casadi::FmuFunction::get_jacobian(), casadi::FunctionInternal::get_partition(), casadi::FmuFunction::get_reverse(), casadi::Integrator::get_reverse(), casadi::ProtoFunction::init(), casadi::FiniteDiff::init(), casadi::FmuFunction::init(), casadi::FunctionInternal::init(), casadi::MXFunction::init(), casadi::SXFunction::init(), init(), casadi::FatropConicInterface::init(), casadi::FatropInterface::init(), casadi::HpipmInterface::init(), casadi::HpmpcInterface::init(), casadi::IpoptInterface::init(), casadi::MadnlpInterface::init(), casadi::CvodesInterface::init(), casadi::IdasInterface::init(), casadi::Feasiblesqpmethod::init(), casadi::Scpgen::init(), casadi::Sqpmethod::init(), casadi::IpoptInterface::init_mem(), casadi::IdasInterface::init_mem(), casadi::SXFunction::instructions_sx(), casadi::BonminInterface::intermediate_callback(), casadi::OracleFunction::jit_dependencies(), casadi::CsparseInterface::nfact(), casadi::LapackLu::nfact(), casadi::LapackQr::nfact(), casadi::LinsolQr::nfact(), casadi::Integrator::predict_events(), casadi::ProtoFunction::ProtoFunction(), casadi::CvodesInterface::reset(), casadi::IdasInterface::reset(), casadi::IdasInterface::resetB(), casadi::ProtoFunction::serialize_body(), casadi::CbcInterface::solve(), casadi::ClpInterface::solve(), casadi::CplexInterface::solve(), casadi::GurobiInterface::solve(), casadi::HpipmInterface::solve(), casadi::QpoasesInterface::solve(), casadi::Ipqp::solve(), casadi::Qrqp::solve(), casadi::AlpaqaInterface::solve(), casadi::AmplInterface::solve(), casadi::SnoptInterface::solve(), casadi::KinsolInterface::solve(), casadi::WorhpInterface::solve(), casadi::Newton::solve(), casadi::Qrsqp::solve(), casadi::Scpgen::solve(), casadi::Sqpmethod::solve(), casadi::Sqpmethod::solve_ela_QP(), casadi::Feasiblesqpmethod::solve_LP(), casadi::Feasiblesqpmethod::solve_QP(), casadi::Qrsqp::solve_QP(), casadi::Sqpmethod::solve_QP(), casadi::Integrator::sp_forward(), casadi::Integrator::sp_reverse(), and casadi::Integrator::trigger_event().

◆ warmstart_

bool casadi::Blocksqp::warmstart_

Definition at line 354 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), serialize_body(), solve(), and solveQP().

◆ warn_initial_bounds_

bool casadi::Nlpsol::warn_initial_bounds_
inherited

◆ which_second_derv_

casadi_int casadi::Blocksqp::which_second_derv_

◆ zeta_

double casadi::Blocksqp::zeta_

Definition at line 398 of file blocksqp.hpp.

Referenced by Blocksqp(), init(), and serialize_body().


The documentation for this class was generated from the following files: