/************************************************************************************************** * * * 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_TREE_OCP_QP_IPM_H_ #define HPIPM_D_TREE_OCP_QP_IPM_H_ #include #include #include #include #include #include #include #ifdef __cplusplus extern "C" { #endif struct d_tree_ocp_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 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; // 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 lq_fact; // 0 syrk+potrf, 1 mix, 2 lq int abs_form; // absolute IPM formulation int comp_dual_sol_eq; // dual solution (only for abs_form==1) int comp_res_exit; // compute residuals on exit (only for abs_form==1 and comp_dual_sol==1) 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_tree_ocp_qp_ipm_ws { struct d_core_qp_ipm_workspace *core_workspace; struct d_tree_ocp_qp_res_ws *res_workspace; struct d_tree_ocp_qp_sol *sol_step; struct d_tree_ocp_qp_sol *sol_itref; struct d_tree_ocp_qp *qp_step; struct d_tree_ocp_qp *qp_itref; struct d_tree_ocp_qp_res *res_itref; struct d_tree_ocp_qp_res *res; struct blasfeo_dvec *Gamma; // hessian update struct blasfeo_dvec *gamma; // hessian update struct blasfeo_dvec *tmp_nxM; // work space of size nxM struct blasfeo_dvec *tmp_nbgM; // work space of size nbgM struct blasfeo_dvec *tmp_nsM; // work space of size nsM struct blasfeo_dvec *Pb; // Pb struct blasfeo_dvec *Zs_inv; struct blasfeo_dmat *L; struct blasfeo_dmat *Lh; struct blasfeo_dmat *AL; struct blasfeo_dmat *lq0; struct blasfeo_dvec *tmp_m; double *stat; // convergence statistics int *use_hess_fact; void *lq_work0; double qp_res[4]; // infinity norm of residuals int iter; // iteration number int stat_max; // iterations saved in stat int stat_m; // number of recorded stat per IPM iter int use_Pb; int status; // solver status int lq_fact; // cache from arg int mask_constr; // use constr mask hpipm_size_t memsize; }; // hpipm_size_t d_tree_ocp_qp_ipm_arg_memsize(struct d_tree_ocp_qp_dim *dim); // void d_tree_ocp_qp_ipm_arg_create(struct d_tree_ocp_qp_dim *dim, struct d_tree_ocp_qp_ipm_arg *arg, void *mem); // void d_tree_ocp_qp_ipm_arg_set_default(enum hpipm_mode mode, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_iter_max(int *iter_max, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_alpha_min(double *alpha_min, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_mu0(double *mu0, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_tol_stat(double *tol_stat, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_tol_eq(double *tol_eq, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_tol_ineq(double *tol_ineq, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_tol_comp(double *tol_comp, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_reg_prim(double *reg, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_warm_start(int *warm_start, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_pred_corr(int *pred_corr, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_cond_pred_corr(int *value, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_comp_dual_sol_eq(int *value, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_comp_res_exit(int *value, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_lam_min(double *value, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_t_min(double *value, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_tau_min(double *value, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_split_step(int *value, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_arg_set_t_lam_min(int *value, struct d_tree_ocp_qp_ipm_arg *arg); // hpipm_size_t d_tree_ocp_qp_ipm_ws_memsize(struct d_tree_ocp_qp_dim *dim, struct d_tree_ocp_qp_ipm_arg *arg); // void d_tree_ocp_qp_ipm_ws_create(struct d_tree_ocp_qp_dim *dim, struct d_tree_ocp_qp_ipm_arg *arg, struct d_tree_ocp_qp_ipm_ws *ws, void *mem); // void d_tree_ocp_qp_ipm_get_status(struct d_tree_ocp_qp_ipm_ws *ws, int *status); // void d_tree_ocp_qp_ipm_get_iter(struct d_tree_ocp_qp_ipm_ws *ws, int *iter); // void d_tree_ocp_qp_ipm_get_max_res_stat(struct d_tree_ocp_qp_ipm_ws *ws, double *res_stat); // void d_tree_ocp_qp_ipm_get_max_res_eq(struct d_tree_ocp_qp_ipm_ws *ws, double *res_eq); // void d_tree_ocp_qp_ipm_get_max_res_ineq(struct d_tree_ocp_qp_ipm_ws *ws, double *res_ineq); // void d_tree_ocp_qp_ipm_get_max_res_comp(struct d_tree_ocp_qp_ipm_ws *ws, double *res_comp); // void d_tree_ocp_qp_ipm_get_stat(struct d_tree_ocp_qp_ipm_ws *ws, double **stat); // void d_tree_ocp_qp_ipm_get_stat_m(struct d_tree_ocp_qp_ipm_ws *ws, int *stat_m); // void d_tree_ocp_qp_init_var(struct d_tree_ocp_qp *qp, struct d_tree_ocp_qp_sol *qp_sol, struct d_tree_ocp_qp_ipm_arg *arg, struct d_tree_ocp_qp_ipm_ws *ws); // void d_tree_ocp_qp_ipm_abs_step(int kk, struct d_tree_ocp_qp *qp, struct d_tree_ocp_qp_sol *qp_sol, struct d_tree_ocp_qp_ipm_arg *arg, struct d_tree_ocp_qp_ipm_ws *ws); // void d_tree_ocp_qp_ipm_delta_step(int kk, struct d_tree_ocp_qp *qp, struct d_tree_ocp_qp_sol *qp_sol, struct d_tree_ocp_qp_ipm_arg *arg, struct d_tree_ocp_qp_ipm_ws *ws); // void d_tree_ocp_qp_ipm_solve(struct d_tree_ocp_qp *qp, struct d_tree_ocp_qp_sol *qp_sol, struct d_tree_ocp_qp_ipm_arg *arg, struct d_tree_ocp_qp_ipm_ws *ws); #ifdef __cplusplus } /* extern "C" */ #endif #endif // HPIPM_D_TREE_OCP_QP_IPM_H_