/************************************************************************************************** * * * 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_DENSE_QP_IPM_H_ #define HPIPM_D_DENSE_QP_IPM_H_ #include #include #include #include #include #include #include #ifdef __cplusplus extern "C" { #endif struct d_dense_qp_ipm_arg { double mu0; // initial value for duality measure 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 reg_dual; // reg of dual hessian double lam_min; // min value in lam vector double t_min; // min value in t vector double tau_min; // min value of barrier parameter int iter_max; // exit cond in iter number int stat_max; // iterations saved in stat int pred_corr; // Mehrotra's predictor-corrector IPM algirthm int cond_pred_corr; // conditional Mehrotra's predictor-corrector int scale; // scale hessian 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 lq_fact; // 0 syrk+potrf, 1 mix, 2 lq int abs_form; // absolute IPM formulation int comp_res_exit; // compute residuals on exit (only for abs_form==1) int comp_res_pred; // compute residuals of prediction int kkt_fact_alg; // 0 null-space, 1 schur-complement int remove_lin_dep_eq; // 0 do not, 1 do check and remove linearly dependent equality constraints int compute_obj; // compute obj on exit int split_step; // use different steps 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_dense_qp_ipm_ws { struct d_core_qp_ipm_workspace *core_workspace; struct d_dense_qp_res_ws *res_ws; struct d_dense_qp_sol *sol_step; struct d_dense_qp_sol *sol_itref; struct d_dense_qp *qp_step; struct d_dense_qp *qp_itref; struct d_dense_qp_res *res; struct d_dense_qp_res *res_itref; struct d_dense_qp_res *res_step; struct blasfeo_dvec *Gamma; // struct blasfeo_dvec *gamma; // struct blasfeo_dvec *Zs_inv; // struct blasfeo_dmat *Lv; // struct blasfeo_dmat *AL; // struct blasfeo_dmat *Le; // struct blasfeo_dmat *Ctx; // struct blasfeo_dvec *lv; // struct blasfeo_dvec *sv; // scale for Lv struct blasfeo_dvec *se; // scale for Le struct blasfeo_dvec *tmp_nbg; // work space of size nb+ng struct blasfeo_dvec *tmp_ns; // work space of size ns struct blasfeo_dmat *lq0; struct blasfeo_dmat *lq1; struct blasfeo_dvec *tmp_m; struct blasfeo_dmat *A_LQ; struct blasfeo_dmat *A_Q; struct blasfeo_dmat *Zt; struct blasfeo_dmat *ZtH; struct blasfeo_dmat *ZtHZ; struct blasfeo_dvec *xy; struct blasfeo_dvec *Yxy; struct blasfeo_dvec *xz; struct blasfeo_dvec *tmp_nv; struct blasfeo_dvec *tmp_2ns; struct blasfeo_dvec *tmp_nv2ns; struct blasfeo_dmat *A_li; // A of linearly independent equality constraints struct blasfeo_dvec *b_li; // b of linearly independent equality constraints struct blasfeo_dmat *A_bkp; // pointer to backup A struct blasfeo_dvec *b_bkp; // pointer to backup b struct blasfeo_dmat *Ab_LU; double *stat; // convergence statistics int *ipiv_v; int *ipiv_e; int *ipiv_e1; void *lq_work0; void *lq_work1; void *lq_work_null; void *orglq_work_null; int iter; // iteration number int stat_max; // iterations saved in stat int stat_m; // numer of recorded stat per ipm iter int scale; int use_hess_fact; int use_A_fact; int status; int lq_fact; // cache from arg int mask_constr; // use constr mask int ne_li; // number of linearly independent equality constraints int ne_bkp; // ne backup hpipm_size_t memsize; // memory size (in bytes) of workspace }; // hpipm_size_t d_dense_qp_ipm_arg_memsize(struct d_dense_qp_dim *dim); // void d_dense_qp_ipm_arg_create(struct d_dense_qp_dim *dim, struct d_dense_qp_ipm_arg *arg, void *mem); // void d_dense_qp_ipm_arg_set_default(enum hpipm_mode mode, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set(char *field, void *value, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_iter_max(int *iter_max, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_alpha_min(double *alpha_min, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_mu0(double *mu0, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_tol_stat(double *tol_stat, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_tol_eq(double *tol_eq, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_tol_ineq(double *tol_ineq, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_tol_comp(double *tol_comp, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_reg_prim(double *reg, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_reg_dual(double *reg, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_warm_start(int *warm_start, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_pred_corr(int *pred_corr, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_cond_pred_corr(int *cond_pred_corr, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_comp_res_pred(int *comp_res_pred, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_comp_res_exit(int *comp_res_exit, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_lam_min(double *value, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_t_min(double *value, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_tau_min(double *value, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_kkt_fact_alg(int *value, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_remove_lin_dep_eq(int *value, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_compute_obj(int *value, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_t_lam_min(int *value, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_arg_set_split_step(int *value, struct d_dense_qp_ipm_arg *arg); // hpipm_size_t d_dense_qp_ipm_ws_memsize(struct d_dense_qp_dim *qp_dim, struct d_dense_qp_ipm_arg *arg); // void d_dense_qp_ipm_ws_create(struct d_dense_qp_dim *qp_dim, struct d_dense_qp_ipm_arg *arg, struct d_dense_qp_ipm_ws *ws, void *mem); // void d_dense_qp_ipm_get(char *field, struct d_dense_qp_ipm_ws *ws, void *value); // void d_dense_qp_ipm_get_status(struct d_dense_qp_ipm_ws *ws, int *status); // void d_dense_qp_ipm_get_iter(struct d_dense_qp_ipm_ws *ws, int *iter); // void d_dense_qp_ipm_get_max_res_stat(struct d_dense_qp_ipm_ws *ws, double *res_stat); // void d_dense_qp_ipm_get_max_res_eq(struct d_dense_qp_ipm_ws *ws, double *res_eq); // void d_dense_qp_ipm_get_max_res_ineq(struct d_dense_qp_ipm_ws *ws, double *res_ineq); // void d_dense_qp_ipm_get_max_res_comp(struct d_dense_qp_ipm_ws *ws, double *res_comp); // void d_dense_qp_ipm_get_stat(struct d_dense_qp_ipm_ws *ws, double **stat); // void d_dense_qp_ipm_get_stat_m(struct d_dense_qp_ipm_ws *ws, int *stat_m); // void d_dense_qp_init_var(struct d_dense_qp *qp, struct d_dense_qp_sol *qp_sol, struct d_dense_qp_ipm_arg *arg, struct d_dense_qp_ipm_ws *ws); // void d_dense_qp_ipm_abs_step(int kk, struct d_dense_qp *qp, struct d_dense_qp_sol *qp_sol, struct d_dense_qp_ipm_arg *arg, struct d_dense_qp_ipm_ws *ws); // void d_dense_qp_ipm_delta_step(int kk, struct d_dense_qp *qp, struct d_dense_qp_sol *qp_sol, struct d_dense_qp_ipm_arg *arg, struct d_dense_qp_ipm_ws *ws); // void d_dense_qp_ipm_solve(struct d_dense_qp *qp, struct d_dense_qp_sol *qp_sol, struct d_dense_qp_ipm_arg *arg, struct d_dense_qp_ipm_ws *ws); // void d_dense_qp_ipm_predict(struct d_dense_qp *qp, struct d_dense_qp_sol *qp_sol, struct d_dense_qp_ipm_arg *arg, struct d_dense_qp_ipm_ws *ws); // void d_dense_qp_ipm_sens(struct d_dense_qp *qp, struct d_dense_qp_sol *qp_sol, struct d_dense_qp_ipm_arg *arg, struct d_dense_qp_ipm_ws *ws); // void d_dense_qp_compute_step_length(struct d_dense_qp *qp, struct d_dense_qp_sol *qp_sol, struct d_dense_qp_ipm_arg *arg, struct d_dense_qp_ipm_ws *ws); #ifdef __cplusplus } /* extern "C" */ #endif #endif // HPIPM_D_DENSE_QP_IPM_H_