casadi 3.6.3__cp35-none-win_amd64.whl → 3.6.5__cp35-none-win_amd64.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- casadi/_casadi.pyd +0 -0
- casadi/bin/libtinyxml2.dll +0 -0
- casadi/blasfeo.lib +0 -0
- casadi/casadi-cli.exe +0 -0
- casadi/casadi.lib +0 -0
- casadi/casadi.py +415 -260
- casadi/cbc.exe +0 -0
- casadi/clp.exe +0 -0
- casadi/cmake/alpaqa/alpaqaConfig.cmake +24 -0
- casadi/cmake/alpaqa/alpaqaConfigVersion.cmake +67 -0
- casadi/cmake/alpaqa/alpaqaTargets-release.cmake +19 -0
- casadi/cmake/alpaqa/alpaqaTargets.cmake +108 -0
- casadi/cmake/casadi-config-version.cmake +1 -1
- casadi/cmake/highs/highs-config.cmake +18 -4
- casadi/cmake/sleqp/sleqp-config-version.cmake +67 -0
- casadi/cmake/sleqp/sleqp-config.cmake +1 -0
- casadi/cmake/sleqp/sleqp-targets-release.cmake +20 -0
- casadi/cmake/sleqp/sleqp-targets.cmake +94 -0
- casadi/cmake/trlib/trlib-config-release.cmake +19 -0
- casadi/cmake/trlib/trlib-config-version.cmake +59 -0
- casadi/cmake/trlib/trlib-config.cmake +99 -0
- casadi/highs.exe +0 -0
- casadi/highs.lib +0 -0
- casadi/hpipm.lib +0 -0
- casadi/include/alpaqa/accelerators/anderson.hpp +133 -0
- casadi/include/alpaqa/accelerators/internal/anderson-helpers.hpp +92 -0
- casadi/include/alpaqa/accelerators/internal/limited-memory-qr.hpp +295 -0
- casadi/include/alpaqa/accelerators/lbfgs.hpp +244 -0
- casadi/include/alpaqa/accelerators/steihaugcg.hpp +143 -0
- casadi/include/alpaqa/alpaqa.hpp +3 -0
- casadi/include/alpaqa/casadi/CasADiControlProblem.hpp +185 -0
- casadi/include/alpaqa/casadi/CasADiFunctionWrapper.hpp +104 -0
- casadi/include/alpaqa/casadi/CasADiProblem.hpp +102 -0
- casadi/include/alpaqa/casadi-loader-export.hpp +15 -0
- casadi/include/alpaqa/casadi-ocp-loader-export.hpp +15 -0
- casadi/include/alpaqa/config/config.hpp +165 -0
- casadi/include/alpaqa/dl/dl-problem.h +476 -0
- casadi/include/alpaqa/dl/dl-problem.hpp +301 -0
- casadi/include/alpaqa/export.h +42 -0
- casadi/include/alpaqa/export.hpp +30 -0
- casadi/include/alpaqa/implementation/accelerators/lbfgs.tpp +240 -0
- casadi/include/alpaqa/implementation/casadi/CasADiControlProblem.tpp +594 -0
- casadi/include/alpaqa/implementation/casadi/CasADiLoader-util.hpp +50 -0
- casadi/include/alpaqa/implementation/casadi/CasADiProblem.tpp +425 -0
- casadi/include/alpaqa/implementation/inner/directions/panoc/structured-lbfgs.tpp +164 -0
- casadi/include/alpaqa/implementation/inner/panoc-helpers.tpp +389 -0
- casadi/include/alpaqa/implementation/inner/panoc-ocp.tpp +798 -0
- casadi/include/alpaqa/implementation/inner/panoc.tpp +448 -0
- casadi/include/alpaqa/implementation/inner/pantr.tpp +474 -0
- casadi/include/alpaqa/implementation/inner/zerofpr.tpp +482 -0
- casadi/include/alpaqa/implementation/outer/alm.tpp +228 -0
- casadi/include/alpaqa/implementation/outer/internal/alm-helpers.tpp +80 -0
- casadi/include/alpaqa/implementation/params/params.tpp +158 -0
- casadi/include/alpaqa/implementation/problem/ocproblem.tpp +56 -0
- casadi/include/alpaqa/implementation/problem/type-erased-problem.tpp +211 -0
- casadi/include/alpaqa/implementation/util/io/csv.tpp +120 -0
- casadi/include/alpaqa/implementation/util/print.tpp +151 -0
- casadi/include/alpaqa/inner/directions/panoc/anderson.hpp +98 -0
- casadi/include/alpaqa/inner/directions/panoc/lbfgs.hpp +94 -0
- casadi/include/alpaqa/inner/directions/panoc/structured-lbfgs.hpp +146 -0
- casadi/include/alpaqa/inner/directions/panoc/structured-newton.hpp +264 -0
- casadi/include/alpaqa/inner/directions/panoc-direction-update.hpp +96 -0
- casadi/include/alpaqa/inner/directions/panoc-ocp/lqr.hpp +181 -0
- casadi/include/alpaqa/inner/directions/panoc-ocp/ocp-vars.hpp +492 -0
- casadi/include/alpaqa/inner/directions/pantr/newton-tr.hpp +192 -0
- casadi/include/alpaqa/inner/directions/pantr/pantr-direction.hpp +99 -0
- casadi/include/alpaqa/inner/inner-solve-options.hpp +30 -0
- casadi/include/alpaqa/inner/internal/lipschitz.hpp +27 -0
- casadi/include/alpaqa/inner/internal/panoc-helpers.hpp +10 -0
- casadi/include/alpaqa/inner/internal/panoc-stop-crit.hpp +124 -0
- casadi/include/alpaqa/inner/internal/solverstatus.hpp +42 -0
- casadi/include/alpaqa/inner/panoc-ocp.hpp +302 -0
- casadi/include/alpaqa/inner/panoc.hpp +274 -0
- casadi/include/alpaqa/inner/pantr.hpp +284 -0
- casadi/include/alpaqa/inner/zerofpr.hpp +274 -0
- casadi/include/alpaqa/ipopt/ipopt-adapter.hpp +81 -0
- casadi/include/alpaqa/ipopt/ipopt-enums.hpp +35 -0
- casadi/include/alpaqa/lbfgsb/lbfgsb-adapter.hpp +111 -0
- casadi/include/alpaqa/newton-tr-pantr-alm.hpp +27 -0
- casadi/include/alpaqa/outer/alm.hpp +190 -0
- casadi/include/alpaqa/outer/internal/alm-helpers.hpp +10 -0
- casadi/include/alpaqa/panoc-alm.hpp +27 -0
- casadi/include/alpaqa/panoc-anderson-alm.hpp +27 -0
- casadi/include/alpaqa/params/params.hpp +60 -0
- casadi/include/alpaqa/problem/box-constr-problem.hpp +220 -0
- casadi/include/alpaqa/problem/box.hpp +82 -0
- casadi/include/alpaqa/problem/functional-problem.hpp +73 -0
- casadi/include/alpaqa/problem/kkt-error.hpp +43 -0
- casadi/include/alpaqa/problem/ocproblem-counters.hpp +116 -0
- casadi/include/alpaqa/problem/ocproblem.hpp +662 -0
- casadi/include/alpaqa/problem/problem-counters.hpp +116 -0
- casadi/include/alpaqa/problem/problem-with-counters.hpp +141 -0
- casadi/include/alpaqa/problem/type-erased-problem.hpp +874 -0
- casadi/include/alpaqa/problem/unconstr-problem.hpp +37 -0
- casadi/include/alpaqa/structured-panoc-alm.hpp +27 -0
- casadi/include/alpaqa/structured-zerofpr-alm.hpp +27 -0
- casadi/include/alpaqa/util/alloc-check.hpp +23 -0
- casadi/include/alpaqa/util/atomic-stop-signal.hpp +24 -0
- casadi/include/alpaqa/util/check-dim.hpp +64 -0
- casadi/include/alpaqa/util/copyable_unique_ptr.hpp +32 -0
- casadi/include/alpaqa/util/demangled-typename.hpp +9 -0
- casadi/include/alpaqa/util/enumerate.hpp +70 -0
- casadi/include/alpaqa/util/float.hpp +25 -0
- casadi/include/alpaqa/util/index-set.hpp +97 -0
- casadi/include/alpaqa/util/io/csv.hpp +43 -0
- casadi/include/alpaqa/util/iter-adapter.hpp +68 -0
- casadi/include/alpaqa/util/max-history.hpp +47 -0
- casadi/include/alpaqa/util/noop-delete.hpp +15 -0
- casadi/include/alpaqa/util/not-implemented.hpp +12 -0
- casadi/include/alpaqa/util/print.hpp +78 -0
- casadi/include/alpaqa/util/quadmath/quadmath-print.hpp +20 -0
- casadi/include/alpaqa/util/quadmath/quadmath.hpp +137 -0
- casadi/include/alpaqa/util/required-method.hpp +29 -0
- casadi/include/alpaqa/util/ringbuffer.hpp +212 -0
- casadi/include/alpaqa/util/set-intersection.hpp +129 -0
- casadi/include/alpaqa/util/sparse-ops.hpp +164 -0
- casadi/include/alpaqa/util/timed.hpp +22 -0
- casadi/include/alpaqa/util/type-erasure.hpp +568 -0
- casadi/include/alpaqa/util/type-traits.hpp +58 -0
- casadi/include/alpaqa/zerofpr-alm.hpp +27 -0
- casadi/include/alpaqa/zerofpr-anderson-alm.hpp +27 -0
- casadi/include/alpaqa-version.h +8 -0
- casadi/include/casadi/casadi.i +43 -18
- casadi/include/casadi/config.h +8 -8
- casadi/include/casadi/core/calculus.hpp +1 -1
- casadi/include/casadi/core/code_generator.hpp +29 -1
- casadi/include/casadi/core/core.hpp +1 -0
- casadi/include/casadi/core/fmu.hpp +29 -1
- casadi/include/casadi/core/generic_expression.hpp +1 -1
- casadi/include/casadi/core/generic_type.hpp +25 -1
- casadi/include/casadi/core/matrix_decl.hpp +15 -0
- casadi/include/casadi/core/nlpsol.hpp +0 -2
- casadi/include/casadi/core/runtime/casadi_nlp.hpp +131 -6
- casadi/include/casadi/core/runtime/casadi_sqpmethod.hpp +11 -1
- casadi/include/casadi/core/serializing_stream.hpp +12 -0
- casadi/include/casadi/core/sparsity.hpp +5 -3
- casadi/include/casadi/core/tools.hpp +67 -0
- casadi/include/casadi/doc.i +1457 -825
- casadi/include/casadi/doc_merged.i +1089 -570
- casadi/include/coin/BonArraysHelpers.hpp +52 -0
- casadi/include/coin/BonAuxInfos.hpp +110 -0
- casadi/include/coin/BonBabInfos.hpp +57 -0
- casadi/include/coin/BonBabSetupBase.hpp +386 -0
- casadi/include/coin/BonBonminSetup.hpp +95 -0
- casadi/include/coin/BonBranchingTQP.hpp +197 -0
- casadi/include/coin/BonCbc.hpp +127 -0
- casadi/include/coin/BonCbcLpStrategy.hpp +45 -0
- casadi/include/coin/BonCbcNlpStrategy.hpp +98 -0
- casadi/include/coin/BonCbcNode.hpp +133 -0
- casadi/include/coin/BonChooseVariable.hpp +345 -0
- casadi/include/coin/BonCurvBranchingSolver.hpp +77 -0
- casadi/include/coin/BonCutStrengthener.hpp +244 -0
- casadi/include/coin/BonDiver.hpp +424 -0
- casadi/include/coin/BonDummyHeuristic.hpp +53 -0
- casadi/include/coin/BonDummyPump.hpp +43 -0
- casadi/include/coin/BonEcpCuts.hpp +97 -0
- casadi/include/coin/BonExitCodes.hpp +12 -0
- casadi/include/coin/BonFixAndSolveHeuristic.hpp +43 -0
- casadi/include/coin/BonGuessHeuristic.hpp +46 -0
- casadi/include/coin/BonHeuristicDive.hpp +88 -0
- casadi/include/coin/BonHeuristicDiveFractional.hpp +67 -0
- casadi/include/coin/BonHeuristicDiveMIP.hpp +83 -0
- casadi/include/coin/BonHeuristicDiveMIPFractional.hpp +67 -0
- casadi/include/coin/BonHeuristicDiveMIPVectorLength.hpp +74 -0
- casadi/include/coin/BonHeuristicDiveVectorLength.hpp +74 -0
- casadi/include/coin/BonHeuristicFPump.hpp +111 -0
- casadi/include/coin/BonHeuristicLocalBranching.hpp +59 -0
- casadi/include/coin/BonHeuristicRINS.hpp +55 -0
- casadi/include/coin/BonIpoptInteriorWarmStarter.hpp +103 -0
- casadi/include/coin/BonIpoptSolver.hpp +188 -0
- casadi/include/coin/BonIpoptWarmStart.hpp +148 -0
- casadi/include/coin/BonLinearCutsGenerator.hpp +75 -0
- casadi/include/coin/BonLocalSolverBasedHeuristic.hpp +102 -0
- casadi/include/coin/BonLpBranchingSolver.hpp +80 -0
- casadi/include/coin/BonMilpRounding.hpp +74 -0
- casadi/include/coin/BonOACutGenerator2.hpp +56 -0
- casadi/include/coin/BonOAMessages.hpp +44 -0
- casadi/include/coin/BonOaDecBase.hpp +297 -0
- casadi/include/coin/BonOaFeasChecker.hpp +73 -0
- casadi/include/coin/BonOaNlpOptim.hpp +116 -0
- casadi/include/coin/BonOsiTMINLPInterface.hpp +1342 -0
- casadi/include/coin/BonOuterApprox.hpp +123 -0
- casadi/include/coin/BonPseudoCosts.hpp +91 -0
- casadi/include/coin/BonPumpForMinlp.hpp +45 -0
- casadi/include/coin/BonQuadCut.hpp +217 -0
- casadi/include/coin/BonQuadRow.hpp +122 -0
- casadi/include/coin/BonRegisteredOptions.hpp +225 -0
- casadi/include/coin/BonStrongBranchingSolver.hpp +69 -0
- casadi/include/coin/BonSubMipSolver.hpp +143 -0
- casadi/include/coin/BonTMINLP.hpp +420 -0
- casadi/include/coin/BonTMINLP2OsiLP.hpp +164 -0
- casadi/include/coin/BonTMINLP2Quad.hpp +191 -0
- casadi/include/coin/BonTMINLP2TNLP.hpp +509 -0
- casadi/include/coin/BonTMINLPLinObj.hpp +216 -0
- casadi/include/coin/BonTMatrix.hpp +167 -0
- casadi/include/coin/BonTNLP2FPNLP.hpp +264 -0
- casadi/include/coin/BonTNLPSolver.hpp +241 -0
- casadi/include/coin/BonTypes.hpp +95 -0
- casadi/include/coin/BonminConfig.h +19 -0
- casadi/include/coin/CbcBranchActual.hpp +26 -0
- casadi/include/coin/CbcBranchAllDifferent.hpp +61 -0
- casadi/include/coin/CbcBranchBase.hpp +79 -0
- casadi/include/coin/CbcBranchCut.hpp +182 -0
- casadi/include/coin/CbcBranchDecision.hpp +135 -0
- casadi/include/coin/CbcBranchDefaultDecision.hpp +101 -0
- casadi/include/coin/CbcBranchDynamic.hpp +210 -0
- casadi/include/coin/CbcBranchLotsize.hpp +249 -0
- casadi/include/coin/CbcBranchToFixLots.hpp +94 -0
- casadi/include/coin/CbcBranchingObject.hpp +245 -0
- casadi/include/coin/CbcClique.hpp +309 -0
- casadi/include/coin/CbcCompare.hpp +46 -0
- casadi/include/coin/CbcCompareActual.hpp +16 -0
- casadi/include/coin/CbcCompareBase.hpp +155 -0
- casadi/include/coin/CbcCompareDefault.hpp +129 -0
- casadi/include/coin/CbcCompareDepth.hpp +48 -0
- casadi/include/coin/CbcCompareEstimate.hpp +48 -0
- casadi/include/coin/CbcCompareObjective.hpp +50 -0
- casadi/include/coin/CbcConfig.h +18 -0
- casadi/include/coin/CbcConsequence.hpp +50 -0
- casadi/include/coin/CbcCountRowCut.hpp +176 -0
- casadi/include/coin/CbcCutGenerator.hpp +550 -0
- casadi/include/coin/CbcCutModifier.hpp +59 -0
- casadi/include/coin/CbcCutSubsetModifier.hpp +69 -0
- casadi/include/coin/CbcDummyBranchingObject.hpp +83 -0
- casadi/include/coin/CbcEventHandler.hpp +250 -0
- casadi/include/coin/CbcFathom.hpp +136 -0
- casadi/include/coin/CbcFathomDynamicProgramming.hpp +177 -0
- casadi/include/coin/CbcFeasibilityBase.hpp +60 -0
- casadi/include/coin/CbcFixVariable.hpp +68 -0
- casadi/include/coin/CbcFollowOn.hpp +207 -0
- casadi/include/coin/CbcFullNodeInfo.hpp +171 -0
- casadi/include/coin/CbcGeneral.hpp +60 -0
- casadi/include/coin/CbcGeneralDepth.hpp +289 -0
- casadi/include/coin/CbcHeuristic.hpp +735 -0
- casadi/include/coin/CbcHeuristicDINS.hpp +98 -0
- casadi/include/coin/CbcHeuristicDW.hpp +374 -0
- casadi/include/coin/CbcHeuristicDive.hpp +198 -0
- casadi/include/coin/CbcHeuristicDiveCoefficient.hpp +52 -0
- casadi/include/coin/CbcHeuristicDiveFractional.hpp +52 -0
- casadi/include/coin/CbcHeuristicDiveGuided.hpp +55 -0
- casadi/include/coin/CbcHeuristicDiveLineSearch.hpp +52 -0
- casadi/include/coin/CbcHeuristicDivePseudoCost.hpp +60 -0
- casadi/include/coin/CbcHeuristicDiveVectorLength.hpp +52 -0
- casadi/include/coin/CbcHeuristicFPump.hpp +375 -0
- casadi/include/coin/CbcHeuristicGreedy.hpp +289 -0
- casadi/include/coin/CbcHeuristicLocal.hpp +276 -0
- casadi/include/coin/CbcHeuristicPivotAndFix.hpp +58 -0
- casadi/include/coin/CbcHeuristicRENS.hpp +79 -0
- casadi/include/coin/CbcHeuristicRINS.hpp +106 -0
- casadi/include/coin/CbcHeuristicRandRound.hpp +58 -0
- casadi/include/coin/CbcHeuristicVND.hpp +95 -0
- casadi/include/coin/CbcLinked.hpp +1443 -0
- casadi/include/coin/CbcMessage.hpp +94 -0
- casadi/include/coin/CbcMipStartIO.hpp +29 -0
- casadi/include/coin/CbcModel.hpp +3296 -0
- casadi/include/coin/CbcNWay.hpp +171 -0
- casadi/include/coin/CbcNode.hpp +380 -0
- casadi/include/coin/CbcNodeInfo.hpp +377 -0
- casadi/include/coin/CbcObject.hpp +288 -0
- casadi/include/coin/CbcObjectUpdateData.hpp +63 -0
- casadi/include/coin/CbcOrClpParam.cpp +4321 -0
- casadi/include/coin/CbcOrClpParam.hpp +585 -0
- casadi/include/coin/CbcParam.hpp +338 -0
- casadi/include/coin/CbcPartialNodeInfo.hpp +116 -0
- casadi/include/coin/CbcSOS.hpp +290 -0
- casadi/include/coin/CbcSimpleInteger.hpp +299 -0
- casadi/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp +619 -0
- casadi/include/coin/CbcSimpleIntegerPseudoCost.hpp +122 -0
- casadi/include/coin/CbcSolver.hpp +460 -0
- casadi/include/coin/CbcStrategy.hpp +269 -0
- casadi/include/coin/CbcSubProblem.hpp +84 -0
- casadi/include/coin/CbcTree.hpp +493 -0
- casadi/include/coin/CbcTreeLocal.hpp +393 -0
- casadi/include/coin/Cbc_C_Interface.h +904 -0
- casadi/include/coin/Cgl012cut.hpp +464 -0
- casadi/include/coin/CglAllDifferent.hpp +115 -0
- casadi/include/coin/CglClique.hpp +312 -0
- casadi/include/coin/CglConfig.h +19 -0
- casadi/include/coin/CglCutGenerator.hpp +133 -0
- casadi/include/coin/CglDuplicateRow.hpp +189 -0
- casadi/include/coin/CglFlowCover.hpp +371 -0
- casadi/include/coin/CglGMI.hpp +364 -0
- casadi/include/coin/CglGMIParam.hpp +313 -0
- casadi/include/coin/CglGomory.hpp +204 -0
- casadi/include/coin/CglKnapsackCover.hpp +310 -0
- casadi/include/coin/CglLandP.hpp +306 -0
- casadi/include/coin/CglLandPValidator.hpp +130 -0
- casadi/include/coin/CglLiftAndProject.hpp +104 -0
- casadi/include/coin/CglMessage.hpp +49 -0
- casadi/include/coin/CglMixedIntegerRounding.hpp +429 -0
- casadi/include/coin/CglMixedIntegerRounding2.hpp +427 -0
- casadi/include/coin/CglOddHole.hpp +160 -0
- casadi/include/coin/CglParam.hpp +93 -0
- casadi/include/coin/CglPreProcess.hpp +600 -0
- casadi/include/coin/CglProbing.hpp +543 -0
- casadi/include/coin/CglRedSplit.hpp +448 -0
- casadi/include/coin/CglRedSplit2.hpp +494 -0
- casadi/include/coin/CglRedSplit2Param.hpp +495 -0
- casadi/include/coin/CglRedSplitParam.hpp +272 -0
- casadi/include/coin/CglResidualCapacity.hpp +240 -0
- casadi/include/coin/CglSimpleRounding.hpp +174 -0
- casadi/include/coin/CglStored.hpp +140 -0
- casadi/include/coin/CglTreeInfo.hpp +216 -0
- casadi/include/coin/CglTwomir.hpp +562 -0
- casadi/include/coin/CglZeroHalf.hpp +133 -0
- casadi/include/coin/ClpAmplObjective.hpp +113 -0
- casadi/include/coin/ClpCholeskyBase.hpp +321 -0
- casadi/include/coin/ClpCholeskyDense.hpp +157 -0
- casadi/include/coin/ClpCholeskyMumps.hpp +65 -0
- casadi/include/coin/ClpCholeskyPardiso.hpp +67 -0
- casadi/include/coin/ClpConfig.h +17 -0
- casadi/include/coin/ClpConstraint.hpp +129 -0
- casadi/include/coin/ClpConstraintAmpl.hpp +109 -0
- casadi/include/coin/ClpConstraintLinear.hpp +113 -0
- casadi/include/coin/ClpConstraintQuadratic.hpp +123 -0
- casadi/include/coin/ClpDualRowDantzig.hpp +72 -0
- casadi/include/coin/ClpDualRowPivot.hpp +136 -0
- casadi/include/coin/ClpDualRowSteepest.hpp +160 -0
- casadi/include/coin/ClpDummyMatrix.hpp +186 -0
- casadi/include/coin/ClpDynamicExampleMatrix.hpp +199 -0
- casadi/include/coin/ClpDynamicMatrix.hpp +420 -0
- casadi/include/coin/ClpEventHandler.hpp +193 -0
- casadi/include/coin/ClpFactorization.hpp +556 -0
- casadi/include/coin/ClpGubDynamicMatrix.hpp +270 -0
- casadi/include/coin/ClpGubMatrix.hpp +373 -0
- casadi/include/coin/ClpInterior.hpp +622 -0
- casadi/include/coin/ClpLinearObjective.hpp +104 -0
- casadi/include/coin/ClpMatrixBase.hpp +561 -0
- casadi/include/coin/ClpMessage.hpp +131 -0
- casadi/include/coin/ClpModel.hpp +1442 -0
- casadi/include/coin/ClpNetworkMatrix.hpp +235 -0
- casadi/include/coin/ClpNode.hpp +364 -0
- casadi/include/coin/ClpNonLinearCost.hpp +432 -0
- casadi/include/coin/ClpObjective.hpp +142 -0
- casadi/include/coin/ClpPEDualRowDantzig.hpp +84 -0
- casadi/include/coin/ClpPEDualRowSteepest.hpp +100 -0
- casadi/include/coin/ClpPEPrimalColumnDantzig.hpp +71 -0
- casadi/include/coin/ClpPEPrimalColumnSteepest.hpp +107 -0
- casadi/include/coin/ClpPESimplex.hpp +231 -0
- casadi/include/coin/ClpPackedMatrix.hpp +778 -0
- casadi/include/coin/ClpParameters.hpp +132 -0
- casadi/include/coin/ClpPdcoBase.hpp +110 -0
- casadi/include/coin/ClpPlusMinusOneMatrix.hpp +565 -0
- casadi/include/coin/ClpPresolve.hpp +379 -0
- casadi/include/coin/ClpPrimalColumnDantzig.hpp +74 -0
- casadi/include/coin/ClpPrimalColumnPivot.hpp +163 -0
- casadi/include/coin/ClpPrimalColumnSteepest.hpp +281 -0
- casadi/include/coin/ClpQuadraticObjective.hpp +161 -0
- casadi/include/coin/ClpSimplex.hpp +2137 -0
- casadi/include/coin/ClpSimplexDual.hpp +304 -0
- casadi/include/coin/ClpSimplexNonlinear.hpp +117 -0
- casadi/include/coin/ClpSimplexOther.hpp +282 -0
- casadi/include/coin/ClpSimplexPrimal.hpp +244 -0
- casadi/include/coin/ClpSolve.hpp +505 -0
- casadi/include/coin/Clp_C_Interface.h +554 -0
- casadi/include/coin/CoinAlloc.hpp +179 -0
- casadi/include/coin/CoinBuild.hpp +159 -0
- casadi/include/coin/CoinDenseFactorization.hpp +452 -0
- casadi/include/coin/CoinDenseVector.hpp +401 -0
- casadi/include/coin/CoinDistance.hpp +51 -0
- casadi/include/coin/CoinError.hpp +274 -0
- casadi/include/coin/CoinFactorization.hpp +2178 -0
- casadi/include/coin/CoinFileIO.hpp +185 -0
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- {casadi-3.6.3.dist-info → casadi-3.6.5.dist-info}/WHEEL +0 -0
@@ -0,0 +1,88 @@
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#ifndef SLEQP_PUB_LOG_H
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#define SLEQP_PUB_LOG_H
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/**
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* @file pub_log.h
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* @brief Logging functionality.
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**/
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#include <time.h>
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#include "sleqp/defs.h"
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#include "sleqp/export.h"
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/**
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* Definition of log levels
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**/
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typedef enum
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{
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SLEQP_LOG_SILENT = 0,
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SLEQP_LOG_ERROR = 1,
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SLEQP_LOG_WARN = 2,
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SLEQP_LOG_INFO = 3,
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SLEQP_LOG_DEBUG = 4,
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SLEQP_NUM_LOG_LEVELS = 5
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} SLEQP_LOG_LEVEL;
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/**
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* Returns the current log level
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**/
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SLEQP_EXPORT SLEQP_LOG_LEVEL
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sleqp_log_level();
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/**
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* Sets the log level
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**/
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SLEQP_EXPORT void
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sleqp_log_set_level(SLEQP_LOG_LEVEL level);
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/**
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* Definition of the log handler function
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**/
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typedef void (*SLEQP_LOG_HANDLER)(SLEQP_LOG_LEVEL level,
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time_t time,
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const char* message);
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/**
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* Sets a custom log handler
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**/
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SLEQP_EXPORT void
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sleqp_log_set_handler(SLEQP_LOG_HANDLER handler);
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SLEQP_EXPORT void
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sleqp_log_msg_level(int level, const char* fmt, ...) SLEQP_FORMAT_PRINTF(2, 3);
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void
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sleqp_log_trace_level(int level,
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const char* file,
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int line,
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const char* fmt,
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...) SLEQP_FORMAT_PRINTF(4, 5);
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#define sleqp_bool_string(x) ((x) ? "true" : "false")
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#define sleqp_log_log_trace(level, file, line, ...) \
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do \
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{ \
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if (sleqp_log_level() >= level) \
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{ \
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sleqp_log_trace_level(level, file, line, __VA_ARGS__); \
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} \
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} while (0)
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#define sleqp_log_log_msg(level, ...) \
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do \
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{ \
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if (sleqp_log_level() >= level) \
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{ \
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sleqp_log_msg_level(level, __VA_ARGS__); \
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} \
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} while (0)
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#define sleqp_log_info(...) sleqp_log_log_msg(SLEQP_LOG_INFO, __VA_ARGS__)
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#define sleqp_log_warn(...) sleqp_log_log_msg(SLEQP_LOG_WARN, __VA_ARGS__)
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#define sleqp_log_error(...) sleqp_log_log_msg(SLEQP_LOG_ERROR, __VA_ARGS__)
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#define sleqp_log_debug(...) sleqp_log_log_msg(SLEQP_LOG_DEBUG, __VA_ARGS__)
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#endif /* SLEQP_PUB_LOG_H */
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#ifndef SLEQP_PUB_LSQ_H
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#define SLEQP_PUB_LSQ_H
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/**
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* @file pub_lsq.h
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* @brief Defintion of least squares functions.
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**/
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#include "sleqp/export.h"
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#include "sleqp/pub_iterate.h"
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#include "sleqp/pub_problem.h"
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#include "sleqp/sparse/pub_vec.h"
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/**
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* @defgroup least_squares Nonlinear least-squares problems
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*
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* A least-squares function is defined in terms of residuals
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* \f$ r : \R^n \to \R^k \f$
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*
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* yielding the objective
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*
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* \f[
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* f(x) := \frac{1}{2} \|r(x)\|^2
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* \f]
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*
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* subjecting to the usual constraints. During the optimization, the
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* Hessian being used is not that of the original Lagrangean, but
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* instead the Levenberg-Marquardt approximation of the Hessian of the
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* objective \f$ f \f$, given as
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*
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* \f[
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* H_f(x) \approx J^{T}(x) \cdot J(x).
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* \f]
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*
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* Optionally, the user can provide a regularization
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* factor \f$ \lmfact > 0 \f$, which will add a term
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* of \f$ \lmfact \cdot I_{n} \f$ to the Hessian.
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**/
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/**
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* Queries the number of nonzeros of the function at the
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* current primal point.
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*
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* @param[in] func The function
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* @param[out] residual_nnz The number of nonzeros of the residuals
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*\f$r(x)\f$
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* @param[out] jac_fwd_nnz The number of nonzeros of
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*\f$J_r(x)d\f$
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* @param[out] jac_adj_nnz The number of nonzeros of
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*\f$d^{T}J_r(x)\f$
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* @param[out] cons_val_nnz The number of nonzeros of the constraint
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*function \f$ c(x) \f$
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* @param[out] cons_jac_nnz The number of nonzeros of the constraint
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*Jacobian \f$ J_c(x) \f$
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* @param[out] cons_jac_nnz The number of nonzeros of Hessian products
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**/
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typedef SLEQP_RETCODE (*SLEQP_LSQ_NONZEROS)(SleqpFunc* func,
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int* residual_nnz,
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int* jac_fwd_nnz,
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int* jac_adj_nnz,
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int* cons_val_nnz,
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int* cons_jac_nnz,
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void* func_data);
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/**
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* Evaluates the residuals \f$ r(x) \f$ at the current primal point.
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*
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* @param[in] func The function
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* @param[out] residual The resulting residual
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* @param[in,out] func_data The function data
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*
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*/
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typedef SLEQP_RETCODE (*SLEQP_LSQ_RESIDUALS)(SleqpFunc* func,
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SleqpVec* residual,
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void* func_data);
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/**
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* Evaluates the forward product of the Jacobian of the residuals at the
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* current primal point \f$ J_r(x) \f$ with a direction
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* \f$ d \in \R^n \f$.
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*
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* @param[in] func The function
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* @param[in] forward_direction The direction \f$ d \f$
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* @param[out] product The resulting product
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* @param[in,out] func_data The function data
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*
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*/
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typedef SLEQP_RETCODE (*SLEQP_LSQ_JAC_FORWARD)(
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SleqpFunc* func,
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const SleqpVec* forward_direction,
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SleqpVec* product,
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void* func_data);
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93
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|
94
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/**
|
95
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* Evaluates the adjoint product of the Jacobian of the residuals at the
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96
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* current primal point \f$ J_r(x) \f$ with a
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* direction \f$ d \in \R^k \f$.
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*
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* @param[in] func The function
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100
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* @param[in] adjoint_direction The direction \f$ d \f$
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101
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* @param[out] product The resulting product
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* @param[in,out] func_data The function data
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*
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104
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*/
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105
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typedef SLEQP_RETCODE (*SLEQP_LSQ_JAC_ADJOINT)(
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SleqpFunc* func,
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const SleqpVec* adjoint_direction,
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SleqpVec* product,
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void* func_data);
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110
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+
|
111
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typedef struct
|
112
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+
{
|
113
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SLEQP_FUNC_SET set_value;
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SLEQP_LSQ_NONZEROS lsq_nonzeros;
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115
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SLEQP_LSQ_RESIDUALS lsq_residuals;
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116
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SLEQP_LSQ_JAC_FORWARD lsq_jac_forward;
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SLEQP_LSQ_JAC_ADJOINT lsq_jac_adjoint;
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SLEQP_FUNC_CONS_VAL cons_val;
|
119
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SLEQP_FUNC_CONS_JAC cons_jac;
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SLEQP_FUNC_FREE func_free;
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} SleqpLSQCallbacks;
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/**
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* Creates a least-squares function.
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*
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* @param[in] func_data User-provided function data
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*
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**/
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SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
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sleqp_lsq_func_create(SleqpFunc** fstar,
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SleqpLSQCallbacks* callbacks,
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int num_variables,
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int num_constraints,
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int num_residuals,
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double lm_factor,
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SleqpSettings* settings,
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void* func_data);
|
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/**
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* Sets the callbacks of this LSQ function to the specified ones
|
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**/
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SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
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sleqp_lsq_func_set_callbacks(SleqpFunc* func, SleqpLSQCallbacks* callbacks);
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/**
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* Sets the regularization factor \f$ \lmfact \f$
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**/
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SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
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sleqp_lsq_func_set_lm_factor(SleqpFunc* func, double lm_factor);
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#endif /* SLEQP_PUB_LSQ_H */
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#ifndef SLEQP_PUB_MEM_H
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#define SLEQP_PUB_MEM_H
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/**
|
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* @file pub_mem.h
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* @brief Definition of memory (de-)allocation functions.
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**/
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#include <stdlib.h>
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#include "pub_error.h"
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#include "pub_types.h"
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#define sleqp_allocate_memory(ptr, size) \
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(*(ptr) = ((size) > 0) ? malloc((size)) : NULL), \
|
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(((size) > 0) && (*(ptr) == NULL)) \
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? (sleqp_set_error(__FILE__, \
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__LINE__, \
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__PRETTY_FUNCTION__, \
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SLEQP_NOMEM, \
|
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"Failed to allocate %ld bytes of memory", \
|
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size), \
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SLEQP_ERROR) \
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: SLEQP_OKAY
|
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#define sleqp_reallocate_memory(ptr, size) \
|
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(*ptr = realloc(*ptr, size), (((size) > 0) && (*(ptr) == NULL))) \
|
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? (sleqp_set_error(__FILE__, \
|
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__LINE__, \
|
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__PRETTY_FUNCTION__, \
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SLEQP_NOMEM, \
|
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"Failed to allocate %ld bytes of memory", \
|
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size), \
|
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SLEQP_ERROR) \
|
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: SLEQP_OKAY
|
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+
|
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SLEQP_WARNUNUSED SLEQP_RETCODE
|
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+
sleqp_free(void** ptr);
|
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+
|
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#define sleqp_malloc(ptr) sleqp_allocate_memory(ptr, sizeof(**ptr))
|
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+
|
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+
#define sleqp_alloc_array(ptr, count) \
|
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+
sleqp_allocate_memory(ptr, ((count) * sizeof(**ptr)))
|
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+
|
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|
+
#define sleqp_realloc(ptr, count) \
|
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+
sleqp_reallocate_memory(ptr, ((count) * sizeof(**ptr)))
|
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|
+
|
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|
+
#define sleqp_free(ptr) \
|
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+
free(*ptr); \
|
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|
+
*ptr = NULL
|
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+
|
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|
+
#endif /* SLEQP_PUB_MEM_H */
|
@@ -0,0 +1,213 @@
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1
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#ifndef SLEQP_PUB_PROBLEM_H
|
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#define SLEQP_PUB_PROBLEM_H
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+
|
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#include "sleqp/export.h"
|
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+
|
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#include "sleqp/pub_func.h"
|
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|
+
#include "sleqp/pub_settings.h"
|
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|
+
#include "sparse/pub_mat.h"
|
9
|
+
#include "sparse/pub_vec.h"
|
10
|
+
|
11
|
+
/**
|
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|
+
* @file pub_problem.h
|
13
|
+
* @brief Definition of the programming problem.
|
14
|
+
**/
|
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+
|
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|
+
/**
|
17
|
+
* @defgroup problem Nonlinear programming problems
|
18
|
+
*
|
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|
+
* An NLP is given as
|
20
|
+
*
|
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|
+
* \f[
|
22
|
+
* \begin{aligned}
|
23
|
+
* \min \: & f(x) \\
|
24
|
+
* \st \: & l \leq c(x) \leq u \\
|
25
|
+
* & l_x \leq x \leq u_x
|
26
|
+
* \end{aligned}
|
27
|
+
* \f]
|
28
|
+
*
|
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|
+
* where \f$ f : \R^{n} \to \R \f$,
|
30
|
+
* \f$ c : \R^{n} \to \R^{m} \f$
|
31
|
+
* are functions, \f$ l, u \in \R^{m}, l \leq u \f$
|
32
|
+
* are the constraint bounds, and
|
33
|
+
* \f$ l_x, u_x \in \R^{n}, l_x \leq u_x \f$
|
34
|
+
* are the variable bounds.
|
35
|
+
*
|
36
|
+
* The constraints \f$ c\f$ can optionally be split up into general
|
37
|
+
* nonlinear constraints
|
38
|
+
* \f$ c_{\nonlin} : \R^{n} \to \R^{m_{\nonlin}} \f$
|
39
|
+
* and linear coefficients \f$ A \in \R^{m_{\lin} \times n}\f$.
|
40
|
+
* Consequently, the lower and upper bounds \f$ l, u \f$ are split up
|
41
|
+
* into \f$ l_{\nonlin}, u_{\nonlin} \in \R^{m_{\nonlin}} \f$ and
|
42
|
+
* \f$ l_{\lin}, u_{\lin} \in \R^{m_{\lin}} \f$
|
43
|
+
* The constraints \f$ c \f$ are then given as
|
44
|
+
*
|
45
|
+
* \f[
|
46
|
+
* c(x) = \left( c_{\nonlin}(x), A \cdot x \right).
|
47
|
+
* \f]
|
48
|
+
*
|
49
|
+
* @see function
|
50
|
+
*
|
51
|
+
* @{
|
52
|
+
**/
|
53
|
+
|
54
|
+
typedef struct SleqpProblem SleqpProblem;
|
55
|
+
|
56
|
+
/**
|
57
|
+
* Creates a new problem without linear coefficients.
|
58
|
+
*
|
59
|
+
* @param[in] func The function associated with the problem
|
60
|
+
* @param[in] var_lb The lower variable bounds \f$ l_x \f$
|
61
|
+
* @param[in] var_ub The upper variable bounds \f$ u_x \f$
|
62
|
+
* @param[in] general_lb The lower bounds \f$ l \f$ on the constraints
|
63
|
+
* @param[in] general_ub The upper bounds \f$ u \f$ on the constraints
|
64
|
+
* @param[in] settings Settings (`NULL` for default settings)
|
65
|
+
*
|
66
|
+
**/
|
67
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
68
|
+
sleqp_problem_create_simple(SleqpProblem** star,
|
69
|
+
SleqpFunc* func,
|
70
|
+
const SleqpVec* var_lb,
|
71
|
+
const SleqpVec* var_ub,
|
72
|
+
const SleqpVec* general_lb,
|
73
|
+
const SleqpVec* general_ub,
|
74
|
+
SleqpSettings* settings);
|
75
|
+
|
76
|
+
/**
|
77
|
+
* Creates a new problem with linear coefficients.
|
78
|
+
*
|
79
|
+
* @param[in] func The function associated with the problem
|
80
|
+
* @param[in] var_lb The lower variable bounds \f$ l_x \f$
|
81
|
+
* @param[in] var_ub The upper variable bounds \f$ u_x \f$
|
82
|
+
* @param[in] general_lb The lower bounds \f$ l_{\nonlin} \f$ on the
|
83
|
+
*constraints
|
84
|
+
* @param[in] general_ub The upper bounds \f$ u_{\nonlin} \f$ on the
|
85
|
+
*constraints
|
86
|
+
* @param[in] linear_coeffs The linear coefficient matrix \f$ A \f$
|
87
|
+
* @param[in] linear_lb The lower bounds \f$ l_{\lin} \f$ on the
|
88
|
+
*constraints
|
89
|
+
* @param[in] linear_ub The upper bounds \f$ u_{\lin} \f$ on the
|
90
|
+
*constraints
|
91
|
+
* @param[in] settings Settings (`NULL` for default settings)
|
92
|
+
*
|
93
|
+
**/
|
94
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
95
|
+
sleqp_problem_create(SleqpProblem** star,
|
96
|
+
SleqpFunc* func,
|
97
|
+
const SleqpVec* var_lb,
|
98
|
+
const SleqpVec* var_ub,
|
99
|
+
const SleqpVec* genereal_lb,
|
100
|
+
const SleqpVec* genereal_ub,
|
101
|
+
const SleqpMat* linear_coeffs,
|
102
|
+
const SleqpVec* linear_lb,
|
103
|
+
const SleqpVec* linear_ub,
|
104
|
+
SleqpSettings* settings);
|
105
|
+
|
106
|
+
/**
|
107
|
+
* Returns the total number \f$ m \f$ of constraints (both general and
|
108
|
+
* linear) of the problem.
|
109
|
+
**/
|
110
|
+
SLEQP_EXPORT int
|
111
|
+
sleqp_problem_num_cons(const SleqpProblem* problem);
|
112
|
+
|
113
|
+
/**
|
114
|
+
* Returns the total number \f$ m_{\lin} \f$ of linear constraints of
|
115
|
+
* the problem.
|
116
|
+
**/
|
117
|
+
SLEQP_EXPORT int
|
118
|
+
sleqp_problem_num_lin_cons(const SleqpProblem* problem);
|
119
|
+
|
120
|
+
/**
|
121
|
+
* Returns the total number \f$ m_{\nonlin} \f$ of general constraints
|
122
|
+
* of the problem.
|
123
|
+
**/
|
124
|
+
SLEQP_EXPORT int
|
125
|
+
sleqp_problem_num_gen_cons(const SleqpProblem* problem);
|
126
|
+
|
127
|
+
/**
|
128
|
+
* Returns the function, composed of the objective \f$ f \f$ and the
|
129
|
+
* general constraints \f$ c_{\nonlin} \f$ associated with the
|
130
|
+
* problem.
|
131
|
+
**/
|
132
|
+
SLEQP_EXPORT SleqpFunc*
|
133
|
+
sleqp_problem_func(SleqpProblem* problem);
|
134
|
+
|
135
|
+
/**
|
136
|
+
* Returns the number \f$ n \f$ of variables of the problem.
|
137
|
+
**/
|
138
|
+
SLEQP_EXPORT int
|
139
|
+
sleqp_problem_num_vars(const SleqpProblem* problem);
|
140
|
+
|
141
|
+
/**
|
142
|
+
* Returns the lower bounds \f$ l_x \f$ of the variables
|
143
|
+
* with respect to the problem.
|
144
|
+
**/
|
145
|
+
SLEQP_EXPORT SleqpVec*
|
146
|
+
sleqp_problem_vars_lb(SleqpProblem* problem);
|
147
|
+
|
148
|
+
/**
|
149
|
+
* Returns the lower bounds \f$ u_x \f$ of the variables
|
150
|
+
* with respect to the problem.
|
151
|
+
**/
|
152
|
+
SLEQP_EXPORT SleqpVec*
|
153
|
+
sleqp_problem_vars_ub(SleqpProblem* problem);
|
154
|
+
|
155
|
+
/**
|
156
|
+
* Returns the lower bounds \f$ l_{\nonlin} \f$ of the general
|
157
|
+
* constraints \f$ c_{\nonlin} \f$ of the problem.
|
158
|
+
**/
|
159
|
+
SLEQP_EXPORT SleqpVec*
|
160
|
+
sleqp_problem_general_lb(SleqpProblem* problem);
|
161
|
+
|
162
|
+
/**
|
163
|
+
* Returns the upper bounds \f$ l_{\nonlin} \f$ of the general
|
164
|
+
* constraints \f$ c_{\nonlin} \f$ of the problem.
|
165
|
+
**/
|
166
|
+
SLEQP_EXPORT SleqpVec*
|
167
|
+
sleqp_problem_general_ub(SleqpProblem* problem);
|
168
|
+
|
169
|
+
/**
|
170
|
+
* Returns the linear coefficient matrix \f$ A \f$ of the problem.
|
171
|
+
**/
|
172
|
+
SLEQP_EXPORT SleqpMat*
|
173
|
+
sleqp_problem_linear_coeffs(SleqpProblem* problem);
|
174
|
+
|
175
|
+
/**
|
176
|
+
* Returns the upper bounds \f$ l_{\lin} \f$ of the linear
|
177
|
+
* constraints of the problem.
|
178
|
+
**/
|
179
|
+
SLEQP_EXPORT SleqpVec*
|
180
|
+
sleqp_problem_linear_lb(SleqpProblem* problem);
|
181
|
+
|
182
|
+
/**
|
183
|
+
* Returns the upper bounds \f$ u_{\lin} \f$ of the linear
|
184
|
+
* constraints of the problem.
|
185
|
+
**/
|
186
|
+
SLEQP_EXPORT SleqpVec*
|
187
|
+
sleqp_problem_linear_ub(SleqpProblem* problem);
|
188
|
+
|
189
|
+
/**
|
190
|
+
* Returns the lower bounds \f$ l \f$ of the
|
191
|
+
* constraints \f$ c \f$ of the problem.
|
192
|
+
**/
|
193
|
+
SLEQP_EXPORT SleqpVec*
|
194
|
+
sleqp_problem_cons_lb(SleqpProblem* problem);
|
195
|
+
|
196
|
+
/**
|
197
|
+
* Returns the upper bounds \f$ u \f$ of the
|
198
|
+
* constraints \f$ c \f$ of the problem.
|
199
|
+
**/
|
200
|
+
SLEQP_EXPORT SleqpVec*
|
201
|
+
sleqp_problem_cons_ub(SleqpProblem* problem);
|
202
|
+
|
203
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
204
|
+
sleqp_problem_capture(SleqpProblem* problem);
|
205
|
+
|
206
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
207
|
+
sleqp_problem_release(SleqpProblem** star);
|
208
|
+
|
209
|
+
/**
|
210
|
+
* @}
|
211
|
+
**/
|
212
|
+
|
213
|
+
#endif /* SLEQP_PUB_PROBLEM_H */
|
@@ -0,0 +1,150 @@
|
|
1
|
+
#ifndef SLEQP_PUB_SCALE_H
|
2
|
+
#define SLEQP_PUB_SCALE_H
|
3
|
+
|
4
|
+
/**
|
5
|
+
* @file pub_scale.h
|
6
|
+
* @brief Definition of the problem scaling.
|
7
|
+
**/
|
8
|
+
|
9
|
+
#include "sleqp/export.h"
|
10
|
+
#include "sleqp/pub_iterate.h"
|
11
|
+
#include "sleqp/pub_problem.h"
|
12
|
+
|
13
|
+
/**
|
14
|
+
* @defgroup scaling NLP scaling
|
15
|
+
*
|
16
|
+
* The scaled version of the basic NLP is given by
|
17
|
+
*
|
18
|
+
* \f[
|
19
|
+
* \begin{aligned}
|
20
|
+
* \min \: & f'(x') \\
|
21
|
+
* \st \: & l' \leq c'(x') \leq u' \\
|
22
|
+
* & l'_x \leq x' \leq u'_x,
|
23
|
+
* \end{aligned}
|
24
|
+
* \f]
|
25
|
+
*
|
26
|
+
* defined by scaling weights \f$ \lambda \in \mathbb{Z} \f$,
|
27
|
+
* \f$ \alpha \in \mathbb{Z}^{m} \f$,
|
28
|
+
* \f$ \beta \in \mathbb{Z}^{n} \f$.
|
29
|
+
*
|
30
|
+
* The weights \f$ \alpha, \beta \f$ yield scaling
|
31
|
+
* factors \f$ a, b \f$:
|
32
|
+
*
|
33
|
+
* \f[
|
34
|
+
* \begin{aligned}
|
35
|
+
* a_i := 2^{\alpha_i} \\
|
36
|
+
* b_i := 2^{\beta_i} \\
|
37
|
+
* \end{aligned}
|
38
|
+
* \f]
|
39
|
+
*
|
40
|
+
* The constraint scales \f$ a \f$ and variable scales
|
41
|
+
* \f$ b \f$ yield matrices
|
42
|
+
* \f$ A = \operatorname{diag}(a) \f$,
|
43
|
+
* \f$ B = \operatorname{diag}(b) \f$.
|
44
|
+
*
|
45
|
+
* \f[
|
46
|
+
* \begin{aligned}
|
47
|
+
* f'(\cdot) &:= 2^{\lambda} f(B \cdot) \\
|
48
|
+
* c'(\cdot) &:= A c(B \cdot) \\
|
49
|
+
* l' &:= A l \\
|
50
|
+
* u' &:= A u \\
|
51
|
+
* l_x' &:= B l_x \\
|
52
|
+
* x' &:= B x \\
|
53
|
+
* u_x' &:= B u_x \\
|
54
|
+
* \end{aligned}
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55
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+
* \f]
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56
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+
*
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57
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+
* Note that the scaling is exact (apart from over- / underflows)
|
58
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+
* in the sense that the unscaling is inverse to the scaling
|
59
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+
* even on floating points.
|
60
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+
*
|
61
|
+
* In terms of least-squares functions, the objective scaling works
|
62
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+
* by scaling the residual vector \f$ r(x) \f$ by \f$ 2^{\lambda} \f$.
|
63
|
+
* Consequently, the objective value is scaled by \f$ \approx 2^{2 \lambda} \f$.
|
64
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+
*
|
65
|
+
* @see Functions
|
66
|
+
*
|
67
|
+
*
|
68
|
+
* @{
|
69
|
+
**/
|
70
|
+
|
71
|
+
typedef struct SleqpScaling SleqpScaling;
|
72
|
+
|
73
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
74
|
+
sleqp_scaling_create(SleqpScaling** scaling,
|
75
|
+
int num_variables,
|
76
|
+
int num_constraints);
|
77
|
+
|
78
|
+
SLEQP_RETCODE
|
79
|
+
sleqp_scaling_reset(SleqpScaling* scaling);
|
80
|
+
|
81
|
+
SLEQP_EXPORT int
|
82
|
+
sleqp_scaling_num_vars(const SleqpScaling* scaling);
|
83
|
+
SLEQP_EXPORT int
|
84
|
+
sleqp_scaling_num_cons(const SleqpScaling* scaling);
|
85
|
+
|
86
|
+
SLEQP_EXPORT int
|
87
|
+
sleqp_scaling_obj_weight(const SleqpScaling* scaling);
|
88
|
+
|
89
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
90
|
+
sleqp_scaling_set_obj_weight(SleqpScaling* scaling, int weight);
|
91
|
+
|
92
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
93
|
+
sleqp_scaling_set_obj_weight_from_nominal(SleqpScaling* scaling,
|
94
|
+
double nominal_value);
|
95
|
+
|
96
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
97
|
+
sleqp_scaling_set_var_weight(SleqpScaling* scaling, int index, int weight);
|
98
|
+
|
99
|
+
/**
|
100
|
+
* Sets variable scaling weights in order for the scaling of the primal values
|
101
|
+
* to map all of the given nominal values to [.5, 1.)
|
102
|
+
**/
|
103
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
104
|
+
sleqp_scaling_set_var_weights_from_nominal(SleqpScaling* scaling,
|
105
|
+
double* nominal_values);
|
106
|
+
|
107
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
108
|
+
sleqp_scaling_set_var_weight_from_nominal(SleqpScaling* scaling,
|
109
|
+
int index,
|
110
|
+
double nominal_value);
|
111
|
+
|
112
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
113
|
+
sleqp_scaling_set_cons_weight(SleqpScaling* scaling, int index, int weight);
|
114
|
+
|
115
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
116
|
+
sleqp_scaling_set_cons_weights_from_nominal(SleqpScaling* scaling,
|
117
|
+
double* nominal_values);
|
118
|
+
|
119
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
120
|
+
sleqp_scaling_set_cons_weight_from_nominal(SleqpScaling* scaling,
|
121
|
+
int index,
|
122
|
+
double nominal_value);
|
123
|
+
|
124
|
+
SLEQP_EXPORT int*
|
125
|
+
sleqp_scaling_var_weights(SleqpScaling* scaling);
|
126
|
+
|
127
|
+
SLEQP_EXPORT int*
|
128
|
+
sleqp_scaling_cons_weights(SleqpScaling* scaling);
|
129
|
+
|
130
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
131
|
+
sleqp_obj_scaling_from_grad(SleqpScaling* scaling,
|
132
|
+
SleqpVec* gradient,
|
133
|
+
double eps);
|
134
|
+
|
135
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
136
|
+
sleqp_scaling_from_cons_jac(SleqpScaling* scaling,
|
137
|
+
SleqpMat* cons_jac,
|
138
|
+
double eps);
|
139
|
+
|
140
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
141
|
+
sleqp_scaling_capture(SleqpScaling* scaling);
|
142
|
+
|
143
|
+
SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
|
144
|
+
sleqp_scaling_release(SleqpScaling** star);
|
145
|
+
|
146
|
+
/**
|
147
|
+
* @}
|
148
|
+
**/
|
149
|
+
|
150
|
+
#endif /* SLEQP_PUB_SCALE_H */
|