piqp_interface.hpp

/*
 *    This file is part of CasADi.
 *
 *    CasADi -- A symbolic framework for dynamic optimization.
 *    Copyright (C) 2010-2014 Joel Andersson, Joris Gillis, Moritz Diehl,
 *                            K.U. Leuven. All rights reserved.
 *    Copyright (C) 2011-2014 Greg Horn
 *
 *    CasADi is free software; you can redistribute it and/or
 *    modify it under the terms of the GNU Lesser General Public
 *    License as published by the Free Software Foundation; either
 *    version 3 of the License, or (at your option) any later version.
 *
 *    CasADi is distributed in the hope that it will be useful,
 *    but WITHOUT ANY WARRANTY; without even the implied warranty of
 *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 *    Lesser General Public License for more details.
 *
 *    You should have received a copy of the GNU Lesser General Public
 *    License along with CasADi; if not, write to the Free Software
 *    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
 *
 */
 
 
#ifndef CASADI_PIQP_INTERFACE_HPP
#define CASADI_PIQP_INTERFACE_HPP
 
#include "casadi/core/conic_impl.hpp"
#include <casadi/interfaces/piqp/casadi_conic_piqp_export.h>
 
#include <Eigen/Dense>
#include <Eigen/Sparse>
 
// PIQP header
#include <piqp/piqp.hpp> // NOLINT(build/include)
 
namespace casadi {
 
  struct CASADI_CONIC_PIQP_EXPORT PiqpMemory : public ConicMemory {
    typedef Eigen::Triplet<double> TripletT;
 
    // Working structures:
    Eigen::VectorXd g_vector;    // linear term
    Eigen::VectorXd eq_b_vector;    // equality constraints
 
    Eigen::VectorXd uba_vector;  // upper bound inequality constraints for Ax
    Eigen::VectorXd lba_vector;  // lower bound inequality constraints for Ax
    Eigen::VectorXd ubx_vector;  // upper bound inequality constraints on variable x
    Eigen::VectorXd lbx_vector;  // upper bound inequality constraints on variable x
 
    // For conversion from casadi::Sparsity to Eigen::SparseMatrix
    std::vector<TripletT> tripletList;  // Used for H and C
    std::vector<TripletT> tripletListEq;  // Used for A
    std::vector<casadi_int> row, col;
 
    // Results
    std::unique_ptr<Eigen::VectorXd> results_x;
    std::unique_ptr<Eigen::VectorXd> results_lam_x;
    std::unique_ptr<Eigen::VectorXd> results_y;
    std::unique_ptr<Eigen::VectorXd> results_z;
    double objValue;
    piqp::Status status;
 
    PiqpMemory();
 
    ~PiqpMemory();
  };
 
  class CASADI_CONIC_PIQP_EXPORT PiqpInterface : public Conic {
  public:
    explicit PiqpInterface(const std::string& name,
                             const std::map<std::string, Sparsity>& st);
 
    static Conic* creator(const std::string& name,
                                     const std::map<std::string, Sparsity>& st) {
      return new PiqpInterface(name, st);
    }
 
    ~PiqpInterface() override;
 
    // Get name of the plugin
    const char* plugin_name() const override { return "piqp";}
 
    // Get name of the class
    std::string class_name() const override { return "PiqpInterface";}
 
 
    static const Options options_;
    const Options& get_options() const override { return options_;}
 
    void init(const Dict& opts) override;
 
    void finalize() override;
 
    void* alloc_mem() const override { return new PiqpMemory();}
 
    int init_mem(void* mem) const override;
 
    void free_mem(void *mem) const override { delete static_cast<PiqpMemory*>(mem);}
 
    int solve(const double** arg, double** res,
        casadi_int* iw, double* w, void* mem) const override;
 
    bool integer_support() const override { return false;}
 
    bool psd_support() const override { return false;}
 
    static const std::string meta_doc;
 
    Dict get_stats(void* mem) const override;
 
    // Number of nonzeros in upper part of Hessian
    casadi_int nnzH_, nnzA_;
 
    piqp::Settings<double> settings_;
 
    // Derived in finalize() from settings_.kkt_solver: dense_cholesky -> dense
    bool sparse_backend_;
 
    void serialize_body(SerializingStream &s) const override;
 
    static ProtoFunction* deserialize(DeserializingStream& s) { return new PiqpInterface(s); }
 
  protected:
    explicit PiqpInterface(DeserializingStream& e);
  };
 
} // namespace casadi
 
#endif // CASADI_PIQP_INTERFACE_HPP