/************************************************************************************************** * * * 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_DENSE_QCQP_IPM_H_ #define HPIPM_S_DENSE_QCQP_IPM_H_ #include #include #include #include #include #include #include #ifdef __cplusplus extern "C" { #endif struct s_dense_qcqp_ipm_arg { struct s_dense_qp_ipm_arg *qp_arg; float mu0; // initial value for duality measure 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 reg_dual; // reg of dual hessian float lam_min; // min value in lam vector float 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; // 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 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 s_dense_qcqp_ipm_ws { // float qp_res[4]; // infinity norm of residuals struct s_dense_qp_ipm_ws *qp_ws; struct s_dense_qp *qp; struct s_dense_qp_sol *qp_sol; struct s_dense_qcqp_res_ws *qcqp_res_ws; struct s_dense_qcqp_res *qcqp_res; struct blasfeo_svec *tmp_nv; // float *stat; // convergence statistics // void *lq_work0; // void *lq_work1; 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 status; hpipm_size_t memsize; // memory size (in bytes) of workspace }; // hpipm_size_t s_dense_qcqp_ipm_arg_memsize(struct s_dense_qcqp_dim *dim); // void s_dense_qcqp_ipm_arg_create(struct s_dense_qcqp_dim *dim, struct s_dense_qcqp_ipm_arg *arg, void *mem); // void s_dense_qcqp_ipm_arg_set_default(enum hpipm_mode mode, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set(char *field, void *value, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_iter_max(int *iter_max, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_alpha_min(float *alpha_min, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_mu0(float *mu0, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_tol_stat(float *tol_stat, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_tol_eq(float *tol_eq, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_tol_ineq(float *tol_ineq, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_tol_comp(float *tol_comp, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_reg_prim(float *reg, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_reg_dual(float *reg, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_warm_start(int *warm_start, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_pred_corr(int *pred_corr, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_cond_pred_corr(int *cond_pred_corr, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_comp_res_pred(int *comp_res_pred, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_comp_res_exit(int *comp_res_exit, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_lam_min(float *value, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_t_min(float *value, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_split_step(int *value, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_arg_set_t_lam_min(int *value, struct s_dense_qcqp_ipm_arg *arg); // hpipm_size_t s_dense_qcqp_ipm_ws_memsize(struct s_dense_qcqp_dim *qp_dim, struct s_dense_qcqp_ipm_arg *arg); // void s_dense_qcqp_ipm_ws_create(struct s_dense_qcqp_dim *qp_dim, struct s_dense_qcqp_ipm_arg *arg, struct s_dense_qcqp_ipm_ws *ws, void *mem); // void s_dense_qcqp_ipm_get(char *field, struct s_dense_qcqp_ipm_ws *ws, void *value); // void s_dense_qcqp_ipm_get_status(struct s_dense_qcqp_ipm_ws *ws, int *status); // void s_dense_qcqp_ipm_get_iter(struct s_dense_qcqp_ipm_ws *ws, int *iter); // void s_dense_qcqp_ipm_get_max_res_stat(struct s_dense_qcqp_ipm_ws *ws, float *res_stat); // void s_dense_qcqp_ipm_get_max_res_eq(struct s_dense_qcqp_ipm_ws *ws, float *res_eq); // void s_dense_qcqp_ipm_get_max_res_ineq(struct s_dense_qcqp_ipm_ws *ws, float *res_ineq); // void s_dense_qcqp_ipm_get_max_res_comp(struct s_dense_qcqp_ipm_ws *ws, float *res_comp); // void s_dense_qcqp_ipm_get_stat(struct s_dense_qcqp_ipm_ws *ws, float **stat); // void s_dense_qcqp_ipm_get_stat_m(struct s_dense_qcqp_ipm_ws *ws, int *stat_m); #if 0 // void s_dense_qcqp_init_var(struct s_dense_qcqp *qp, struct s_dense_qcqp_sol *qp_sol, struct s_dense_qcqp_ipm_arg *arg, struct s_dense_qcqp_ipm_ws *ws); #endif // void s_dense_qcqp_ipm_solve(struct s_dense_qcqp *qp, struct s_dense_qcqp_sol *qp_sol, struct s_dense_qcqp_ipm_arg *arg, struct s_dense_qcqp_ipm_ws *ws); #if 0 // void s_dense_qcqp_ipm_predict(struct s_dense_qcqp *qp, struct s_dense_qcqp_sol *qp_sol, struct s_dense_qcqp_ipm_arg *arg, struct s_dense_qcqp_ipm_ws *ws); // void s_dense_qcqp_ipm_sens(struct s_dense_qcqp *qp, struct s_dense_qcqp_sol *qp_sol, struct s_dense_qcqp_ipm_arg *arg, struct s_dense_qcqp_ipm_ws *ws); #endif #ifdef __cplusplus } /* extern "C" */ #endif #endif // HPIPM_S_DENSE_QCQP_IPM_H_