/************************************************************************************************** * * * This file is part of HPIPM. * * * * HPIPM -- High-Performance Interior Point Method. * * Copyright (C) 2019 by Gianluca Frison. * * Developed at IMTEK (University of Freiburg) under the supervision of Moritz Diehl. * * All rights reserved. * * * * The 2-Clause BSD License * * * * Redistribution and use in source and binary forms, with or without * * modification, are permitted provided that the following conditions are met: * * * * 1. Redistributions of source code must retain the above copyright notice, this * * list of conditions and the following disclaimer. * * 2. Redistributions in binary form must reproduce the above copyright notice, * * this list of conditions and the following disclaimer in the documentation * * and/or other materials provided with the distribution. * * * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND * * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED * * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE * * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR * * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES * * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; * * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND * * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT * * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS * * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. * * * * Author: Gianluca Frison, gianluca.frison (at) imtek.uni-freiburg.de * * * **************************************************************************************************/ #ifndef HPIPM_D_OCP_QCQP_IPM_H_ #define HPIPM_D_OCP_QCQP_IPM_H_ #include #include #include #include #include #include #include #ifdef __cplusplus extern "C" { #endif struct d_ocp_qcqp_ipm_arg { struct d_ocp_qp_ipm_arg *qp_arg; double mu0; // initial value for complementarity slackness double alpha_min; // exit cond on step length double res_g_max; // exit cond on inf norm of residuals double res_b_max; // exit cond on inf norm of residuals double res_d_max; // exit cond on inf norm of residuals double res_m_max; // exit cond on inf norm of residuals double reg_prim; // reg of primal hessian double lam_min; // min value in lam vector double t_min; // min value in t vector int iter_max; // exit cond in iter number int stat_max; // iterations saved in stat int pred_corr; // use Mehrotra's predictor-corrector IPM algirthm int cond_pred_corr; // conditional Mehrotra's predictor-corrector int itref_pred_max; // max number of iterative refinement steps for predictor step int itref_corr_max; // max number of iterative refinement steps for corrector step int warm_start; // 0 no warm start, 1 warm start primal sol, 2 warm start primal and dual sol int square_root_alg; // 0 classical Riccati, 1 square-root Riccati int lq_fact; // 0 syrk+potrf, 1 mix, 2 lq (for square_root_alg==1) int abs_form; // absolute IPM formulation int comp_dual_sol_eq; // dual solution of equality constrains (only for abs_form==1) int comp_res_exit; // compute residuals on exit (only for abs_form==1 and comp_dual_sol_eq==1) int comp_res_pred; // compute residuals of prediction int split_step; // use different step for primal and dual variables int t_lam_min; // clip t and lam: 0 no, 1 in Gamma computation, 2 in solution int mode; hpipm_size_t memsize; }; struct d_ocp_qcqp_ipm_ws { struct d_ocp_qp_ipm_ws *qp_ws; struct d_ocp_qp *qp; struct d_ocp_qp_sol *qp_sol; struct d_ocp_qcqp_res_ws *qcqp_res_ws; struct d_ocp_qcqp_res *qcqp_res; struct blasfeo_dvec *tmp_nuxM; int iter; // iteration number int status; hpipm_size_t memsize; }; // hpipm_size_t d_ocp_qcqp_ipm_arg_strsize(); // hpipm_size_t d_ocp_qcqp_ipm_arg_memsize(struct d_ocp_qcqp_dim *ocp_dim); // void d_ocp_qcqp_ipm_arg_create(struct d_ocp_qcqp_dim *ocp_dim, struct d_ocp_qcqp_ipm_arg *arg, void *mem); // void d_ocp_qcqp_ipm_arg_set_default(enum hpipm_mode mode, struct d_ocp_qcqp_ipm_arg *arg); // void d_ocp_qcqp_ipm_arg_set(char *field, void *value, struct d_ocp_qcqp_ipm_arg *arg); // set maximum number of iterations void d_ocp_qcqp_ipm_arg_set_iter_max(int *value, struct d_ocp_qcqp_ipm_arg *arg); // set minimum step lenght void d_ocp_qcqp_ipm_arg_set_alpha_min(double *value, struct d_ocp_qcqp_ipm_arg *arg); // set initial value of barrier parameter void d_ocp_qcqp_ipm_arg_set_mu0(double *value, struct d_ocp_qcqp_ipm_arg *arg); // set exit tolerance on stationarity condition void d_ocp_qcqp_ipm_arg_set_tol_stat(double *value, struct d_ocp_qcqp_ipm_arg *arg); // set exit tolerance on equality constr void d_ocp_qcqp_ipm_arg_set_tol_eq(double *value, struct d_ocp_qcqp_ipm_arg *arg); // set exit tolerance on inequality constr void d_ocp_qcqp_ipm_arg_set_tol_ineq(double *value, struct d_ocp_qcqp_ipm_arg *arg); // set exit tolerance on complementarity condition void d_ocp_qcqp_ipm_arg_set_tol_comp(double *value, struct d_ocp_qcqp_ipm_arg *arg); // set regularization of primal variables void d_ocp_qcqp_ipm_arg_set_reg_prim(double *value, struct d_ocp_qcqp_ipm_arg *arg); // set warm start: 0 no warm start, 1 primal var void d_ocp_qcqp_ipm_arg_set_warm_start(int *value, struct d_ocp_qcqp_ipm_arg *arg); // Mehrotra's predictor-corrector IPM algorithm: 0 no predictor-corrector, 1 use predictor-corrector void d_ocp_qcqp_ipm_arg_set_pred_corr(int *value, struct d_ocp_qcqp_ipm_arg *arg); // conditional predictor-corrector: 0 no conditinal predictor-corrector, 1 conditional predictor-corrector void d_ocp_qcqp_ipm_arg_set_cond_pred_corr(int *value, struct d_ocp_qcqp_ipm_arg *arg); // set riccati algorithm: 0 classic, 1 square-root void d_ocp_qcqp_ipm_arg_set_ric_alg(int *value, struct d_ocp_qcqp_ipm_arg *arg); // compute residuals after solution void d_ocp_qcqp_ipm_arg_set_comp_res_exit(int *value, struct d_ocp_qcqp_ipm_arg *arg); // compute residuals of prediction void d_ocp_qcqp_ipm_arg_set_comp_res_pred(int *value, struct d_ocp_qcqp_ipm_arg *arg); // min value of lam in the solution void d_ocp_qcqp_ipm_arg_set_lam_min(double *value, struct d_ocp_qcqp_ipm_arg *arg); // min value of t in the solution void d_ocp_qcqp_ipm_arg_set_t_min(double *value, struct d_ocp_qcqp_ipm_arg *arg); // use different step for primal and dual variables void d_ocp_qcqp_ipm_arg_set_split_step(int *value, struct d_ocp_qcqp_ipm_arg *arg); // clip t and lam: 0 no, 1 in Gamma computation, 2 in solution void d_ocp_qcqp_ipm_arg_set_t_lam_min(int *value, struct d_ocp_qcqp_ipm_arg *arg); // hpipm_size_t d_ocp_qcqp_ipm_ws_strsize(); // hpipm_size_t d_ocp_qcqp_ipm_ws_memsize(struct d_ocp_qcqp_dim *ocp_dim, struct d_ocp_qcqp_ipm_arg *arg); // void d_ocp_qcqp_ipm_ws_create(struct d_ocp_qcqp_dim *ocp_dim, struct d_ocp_qcqp_ipm_arg *arg, struct d_ocp_qcqp_ipm_ws *ws, void *mem); // void d_ocp_qcqp_ipm_get(char *field, struct d_ocp_qcqp_ipm_ws *ws, void *value); // void d_ocp_qcqp_ipm_get_status(struct d_ocp_qcqp_ipm_ws *ws, int *status); // void d_ocp_qcqp_ipm_get_iter(struct d_ocp_qcqp_ipm_ws *ws, int *iter); // void d_ocp_qcqp_ipm_get_max_res_stat(struct d_ocp_qcqp_ipm_ws *ws, double *res_stat); // void d_ocp_qcqp_ipm_get_max_res_eq(struct d_ocp_qcqp_ipm_ws *ws, double *res_eq); // void d_ocp_qcqp_ipm_get_max_res_ineq(struct d_ocp_qcqp_ipm_ws *ws, double *res_ineq); // void d_ocp_qcqp_ipm_get_max_res_comp(struct d_ocp_qcqp_ipm_ws *ws, double *res_comp); // void d_ocp_qcqp_ipm_get_obj(struct d_ocp_qcqp_ipm_ws *ws, double *obj); // void d_ocp_qcqp_ipm_get_stat(struct d_ocp_qcqp_ipm_ws *ws, double **stat); // void d_ocp_qcqp_ipm_get_stat_m(struct d_ocp_qcqp_ipm_ws *ws, int *stat_m); // void d_ocp_qcqp_init_var(struct d_ocp_qcqp *qp, struct d_ocp_qcqp_sol *qp_sol, struct d_ocp_qcqp_ipm_arg *arg, struct d_ocp_qcqp_ipm_ws *ws); // void d_ocp_qcqp_ipm_solve(struct d_ocp_qcqp *qp, struct d_ocp_qcqp_sol *qp_sol, struct d_ocp_qcqp_ipm_arg *arg, struct d_ocp_qcqp_ipm_ws *ws); #ifdef __cplusplus } // #extern "C" #endif #endif // HPIPM_D_OCP_QCQP_IPM_H_