/************************************************************************************************** * * * 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_S_OCP_QP_IPM_H_ #define HPIPM_S_OCP_QP_IPM_H_ #include #include #include #include #include #include #include #ifdef __cplusplus extern "C" { #endif struct s_ocp_qp_ipm_arg { float mu0; // initial value for complementarity slackness float alpha_min; // exit cond on step length float res_g_max; // exit cond on inf norm of residuals float res_b_max; // exit cond on inf norm of residuals float res_d_max; // exit cond on inf norm of residuals float res_m_max; // exit cond on inf norm of residuals float reg_prim; // reg of primal hessian float lam_min; // min value in lam vector float t_min; // min value in t vector float 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 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 constraints (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 steps for primal and dual variables int var_init_scheme; // variables initialization scheme int t_lam_min; // clip t and lam: 0 no, 1 in Gamma computation, 2 in solution int mode; hpipm_size_t memsize; }; struct s_ocp_qp_ipm_ws { struct s_core_qp_ipm_workspace *core_workspace; struct s_ocp_qp_res_ws *res_workspace; struct s_ocp_qp_dim *dim; // cache dim struct s_ocp_qp_sol *sol_step; struct s_ocp_qp_sol *sol_itref; struct s_ocp_qp *qp_step; struct s_ocp_qp *qp_itref; struct s_ocp_qp_res *res; struct s_ocp_qp_res *res_itref; struct blasfeo_svec *Gamma; // hessian update struct blasfeo_svec *gamma; // hessian update struct blasfeo_svec *tmp_nuxM; // work space of size nxM struct blasfeo_svec *tmp_nbgM; // work space of size nbM+ngM struct blasfeo_svec *tmp_nsM; // work space of size nsM struct blasfeo_svec *Pb; // Pb struct blasfeo_svec *Zs_inv; struct blasfeo_svec *tmp_m; struct blasfeo_svec *l; // cache linear part for _get_ric_xxx struct blasfeo_smat *L; struct blasfeo_smat *Ls; struct blasfeo_smat *P; struct blasfeo_smat *Lh; struct blasfeo_smat *AL; struct blasfeo_smat *lq0; struct blasfeo_smat *tmp_nxM_nxM; float *stat; // convergence statistics int *use_hess_fact; void *lq_work0; float 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 square_root_alg; // cache from arg int lq_fact; // cache from arg int mask_constr; // use constr mask int valid_ric_vec; // meaningful riccati vectors int valid_ric_p; // form of riccati p: 0 p*inv(L), 1 p hpipm_size_t memsize; }; // hpipm_size_t s_ocp_qp_ipm_arg_strsize(); // hpipm_size_t s_ocp_qp_ipm_arg_memsize(struct s_ocp_qp_dim *ocp_dim); // void s_ocp_qp_ipm_arg_create(struct s_ocp_qp_dim *ocp_dim, struct s_ocp_qp_ipm_arg *arg, void *mem); // void s_ocp_qp_ipm_arg_set_default(enum hpipm_mode mode, struct s_ocp_qp_ipm_arg *arg); // void s_ocp_qp_ipm_arg_set(char *field, void *value, struct s_ocp_qp_ipm_arg *arg); // set maximum number of iterations void s_ocp_qp_ipm_arg_set_iter_max(int *iter_max, struct s_ocp_qp_ipm_arg *arg); // set minimum step lenght void s_ocp_qp_ipm_arg_set_alpha_min(float *alpha_min, struct s_ocp_qp_ipm_arg *arg); // set initial value of barrier parameter void s_ocp_qp_ipm_arg_set_mu0(float *mu0, struct s_ocp_qp_ipm_arg *arg); // set exit tolerance on stationarity condition void s_ocp_qp_ipm_arg_set_tol_stat(float *tol_stat, struct s_ocp_qp_ipm_arg *arg); // set exit tolerance on equality constr void s_ocp_qp_ipm_arg_set_tol_eq(float *tol_eq, struct s_ocp_qp_ipm_arg *arg); // set exit tolerance on inequality constr void s_ocp_qp_ipm_arg_set_tol_ineq(float *tol_ineq, struct s_ocp_qp_ipm_arg *arg); // set exit tolerance on complementarity condition void s_ocp_qp_ipm_arg_set_tol_comp(float *tol_comp, struct s_ocp_qp_ipm_arg *arg); // set regularization of primal variables void s_ocp_qp_ipm_arg_set_reg_prim(float *tol_comp, struct s_ocp_qp_ipm_arg *arg); // set warm start: 0 no warm start, 1 primal var void s_ocp_qp_ipm_arg_set_warm_start(int *warm_start, struct s_ocp_qp_ipm_arg *arg); // Mehrotra's predictor-corrector IPM algorithm: 0 no predictor-corrector, 1 use predictor-corrector void s_ocp_qp_ipm_arg_set_pred_corr(int *pred_corr, struct s_ocp_qp_ipm_arg *arg); // conditional predictor-corrector: 0 no conditinal predictor-corrector, 1 conditional predictor-corrector void s_ocp_qp_ipm_arg_set_cond_pred_corr(int *value, struct s_ocp_qp_ipm_arg *arg); // set riccati algorithm: 0 classic, 1 square-root void s_ocp_qp_ipm_arg_set_ric_alg(int *alg, struct s_ocp_qp_ipm_arg *arg); // dual solution of equality constraints (only for abs_form==1) void s_ocp_qp_ipm_arg_set_comp_dual_sol_eq(int *value, struct s_ocp_qp_ipm_arg *arg); // compute residuals after solution void s_ocp_qp_ipm_arg_set_comp_res_exit(int *value, struct s_ocp_qp_ipm_arg *arg); // compute residuals of prediction void s_ocp_qp_ipm_arg_set_comp_res_pred(int *alg, struct s_ocp_qp_ipm_arg *arg); // min value of lam in the solution void s_ocp_qp_ipm_arg_set_lam_min(float *value, struct s_ocp_qp_ipm_arg *arg); // min value of t in the solution void s_ocp_qp_ipm_arg_set_t_min(float *value, struct s_ocp_qp_ipm_arg *arg); // min value of tau in the solution void s_ocp_qp_ipm_arg_set_tau_min(float *value, struct s_ocp_qp_ipm_arg *arg); // set split step: 0 same step, 1 different step for primal and dual variables void s_ocp_qp_ipm_arg_set_split_step(int *value, struct s_ocp_qp_ipm_arg *arg); // variables initialization scheme void s_ocp_qp_ipm_arg_set_var_init_scheme(int *value, struct s_ocp_qp_ipm_arg *arg); // clip t and lam: 0 no, 1 in Gamma computation, 2 in solution void s_ocp_qp_ipm_arg_set_t_lam_min(int *value, struct s_ocp_qp_ipm_arg *arg); // hpipm_size_t s_ocp_qp_ipm_ws_strsize(); // hpipm_size_t s_ocp_qp_ipm_ws_memsize(struct s_ocp_qp_dim *ocp_dim, struct s_ocp_qp_ipm_arg *arg); // void s_ocp_qp_ipm_ws_create(struct s_ocp_qp_dim *ocp_dim, struct s_ocp_qp_ipm_arg *arg, struct s_ocp_qp_ipm_ws *ws, void *mem); // void s_ocp_qp_ipm_get(char *field, struct s_ocp_qp_ipm_ws *ws, void *value); // void s_ocp_qp_ipm_get_status(struct s_ocp_qp_ipm_ws *ws, int *status); // void s_ocp_qp_ipm_get_iter(struct s_ocp_qp_ipm_ws *ws, int *iter); // void s_ocp_qp_ipm_get_max_res_stat(struct s_ocp_qp_ipm_ws *ws, float *res_stat); // void s_ocp_qp_ipm_get_max_res_eq(struct s_ocp_qp_ipm_ws *ws, float *res_eq); // void s_ocp_qp_ipm_get_max_res_ineq(struct s_ocp_qp_ipm_ws *ws, float *res_ineq); // void s_ocp_qp_ipm_get_max_res_comp(struct s_ocp_qp_ipm_ws *ws, float *res_comp); // void s_ocp_qp_ipm_get_obj(struct s_ocp_qp_ipm_ws *ws, float *obj); // void s_ocp_qp_ipm_get_stat(struct s_ocp_qp_ipm_ws *ws, float **stat); // void s_ocp_qp_ipm_get_stat_m(struct s_ocp_qp_ipm_ws *ws, int *stat_m); // void s_ocp_qp_ipm_get_ric_Lr(struct s_ocp_qp *qp, struct s_ocp_qp_ipm_arg *arg, struct s_ocp_qp_ipm_ws *ws, int stage, float *Lr); // void s_ocp_qp_ipm_get_ric_Ls(struct s_ocp_qp *qp, struct s_ocp_qp_ipm_arg *arg, struct s_ocp_qp_ipm_ws *ws, int stage, float *Ls); // void s_ocp_qp_ipm_get_ric_P(struct s_ocp_qp *qp, struct s_ocp_qp_ipm_arg *arg, struct s_ocp_qp_ipm_ws *ws, int stage, float *P); // void s_ocp_qp_ipm_get_ric_lr(struct s_ocp_qp *qp, struct s_ocp_qp_ipm_arg *arg, struct s_ocp_qp_ipm_ws *ws, int stage, float *lr); // void s_ocp_qp_ipm_get_ric_p(struct s_ocp_qp *qp, struct s_ocp_qp_ipm_arg *arg, struct s_ocp_qp_ipm_ws *ws, int stage, float *p); // feedback control gain in the form u = K x + k void s_ocp_qp_ipm_get_ric_K(struct s_ocp_qp *qp, struct s_ocp_qp_ipm_arg *arg, struct s_ocp_qp_ipm_ws *ws, int stage, float *K); // feedback control gain in the form u = K x + k void s_ocp_qp_ipm_get_ric_k(struct s_ocp_qp *qp, struct s_ocp_qp_ipm_arg *arg, struct s_ocp_qp_ipm_ws *ws, int stage, float *k); // void s_ocp_qp_init_var(struct s_ocp_qp *qp, struct s_ocp_qp_sol *qp_sol, struct s_ocp_qp_ipm_arg *arg, struct s_ocp_qp_ipm_ws *ws); // void s_ocp_qp_ipm_abs_step(int kk, struct s_ocp_qp *qp, struct s_ocp_qp_sol *qp_sol, struct s_ocp_qp_ipm_arg *arg, struct s_ocp_qp_ipm_ws *ws); // void s_ocp_qp_ipm_delta_step(int kk, struct s_ocp_qp *qp, struct s_ocp_qp_sol *qp_sol, struct s_ocp_qp_ipm_arg *arg, struct s_ocp_qp_ipm_ws *ws); // void s_ocp_qp_ipm_solve(struct s_ocp_qp *qp, struct s_ocp_qp_sol *qp_sol, struct s_ocp_qp_ipm_arg *arg, struct s_ocp_qp_ipm_ws *ws); // void s_ocp_qp_ipm_predict(struct s_ocp_qp *qp, struct s_ocp_qp_sol *qp_sol, struct s_ocp_qp_ipm_arg *arg, struct s_ocp_qp_ipm_ws *ws); // void s_ocp_qp_ipm_sens(struct s_ocp_qp *qp, struct s_ocp_qp_sol *qp_sol, struct s_ocp_qp_ipm_arg *arg, struct s_ocp_qp_ipm_ws *ws); #ifdef __cplusplus } /* extern "C" */ #endif #endif // HPIPM_S_OCP_QP_IPM_H_