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.
Files changed (897) hide show
  1. casadi/_casadi.pyd +0 -0
  2. casadi/bin/libtinyxml2.dll +0 -0
  3. casadi/blasfeo.lib +0 -0
  4. casadi/casadi-cli.exe +0 -0
  5. casadi/casadi.lib +0 -0
  6. casadi/casadi.py +415 -260
  7. casadi/cbc.exe +0 -0
  8. casadi/clp.exe +0 -0
  9. casadi/cmake/alpaqa/alpaqaConfig.cmake +24 -0
  10. casadi/cmake/alpaqa/alpaqaConfigVersion.cmake +67 -0
  11. casadi/cmake/alpaqa/alpaqaTargets-release.cmake +19 -0
  12. casadi/cmake/alpaqa/alpaqaTargets.cmake +108 -0
  13. casadi/cmake/casadi-config-version.cmake +1 -1
  14. casadi/cmake/highs/highs-config.cmake +18 -4
  15. casadi/cmake/sleqp/sleqp-config-version.cmake +67 -0
  16. casadi/cmake/sleqp/sleqp-config.cmake +1 -0
  17. casadi/cmake/sleqp/sleqp-targets-release.cmake +20 -0
  18. casadi/cmake/sleqp/sleqp-targets.cmake +94 -0
  19. casadi/cmake/trlib/trlib-config-release.cmake +19 -0
  20. casadi/cmake/trlib/trlib-config-version.cmake +59 -0
  21. casadi/cmake/trlib/trlib-config.cmake +99 -0
  22. casadi/highs.exe +0 -0
  23. casadi/highs.lib +0 -0
  24. casadi/hpipm.lib +0 -0
  25. casadi/include/alpaqa/accelerators/anderson.hpp +133 -0
  26. casadi/include/alpaqa/accelerators/internal/anderson-helpers.hpp +92 -0
  27. casadi/include/alpaqa/accelerators/internal/limited-memory-qr.hpp +295 -0
  28. casadi/include/alpaqa/accelerators/lbfgs.hpp +244 -0
  29. casadi/include/alpaqa/accelerators/steihaugcg.hpp +143 -0
  30. casadi/include/alpaqa/alpaqa.hpp +3 -0
  31. casadi/include/alpaqa/casadi/CasADiControlProblem.hpp +185 -0
  32. casadi/include/alpaqa/casadi/CasADiFunctionWrapper.hpp +104 -0
  33. casadi/include/alpaqa/casadi/CasADiProblem.hpp +102 -0
  34. casadi/include/alpaqa/casadi-loader-export.hpp +15 -0
  35. casadi/include/alpaqa/casadi-ocp-loader-export.hpp +15 -0
  36. casadi/include/alpaqa/config/config.hpp +165 -0
  37. casadi/include/alpaqa/dl/dl-problem.h +476 -0
  38. casadi/include/alpaqa/dl/dl-problem.hpp +301 -0
  39. casadi/include/alpaqa/export.h +42 -0
  40. casadi/include/alpaqa/export.hpp +30 -0
  41. casadi/include/alpaqa/implementation/accelerators/lbfgs.tpp +240 -0
  42. casadi/include/alpaqa/implementation/casadi/CasADiControlProblem.tpp +594 -0
  43. casadi/include/alpaqa/implementation/casadi/CasADiLoader-util.hpp +50 -0
  44. casadi/include/alpaqa/implementation/casadi/CasADiProblem.tpp +425 -0
  45. casadi/include/alpaqa/implementation/inner/directions/panoc/structured-lbfgs.tpp +164 -0
  46. casadi/include/alpaqa/implementation/inner/panoc-helpers.tpp +389 -0
  47. casadi/include/alpaqa/implementation/inner/panoc-ocp.tpp +798 -0
  48. casadi/include/alpaqa/implementation/inner/panoc.tpp +448 -0
  49. casadi/include/alpaqa/implementation/inner/pantr.tpp +474 -0
  50. casadi/include/alpaqa/implementation/inner/zerofpr.tpp +482 -0
  51. casadi/include/alpaqa/implementation/outer/alm.tpp +228 -0
  52. casadi/include/alpaqa/implementation/outer/internal/alm-helpers.tpp +80 -0
  53. casadi/include/alpaqa/implementation/params/params.tpp +158 -0
  54. casadi/include/alpaqa/implementation/problem/ocproblem.tpp +56 -0
  55. casadi/include/alpaqa/implementation/problem/type-erased-problem.tpp +211 -0
  56. casadi/include/alpaqa/implementation/util/io/csv.tpp +120 -0
  57. casadi/include/alpaqa/implementation/util/print.tpp +151 -0
  58. casadi/include/alpaqa/inner/directions/panoc/anderson.hpp +98 -0
  59. casadi/include/alpaqa/inner/directions/panoc/lbfgs.hpp +94 -0
  60. casadi/include/alpaqa/inner/directions/panoc/structured-lbfgs.hpp +146 -0
  61. casadi/include/alpaqa/inner/directions/panoc/structured-newton.hpp +264 -0
  62. casadi/include/alpaqa/inner/directions/panoc-direction-update.hpp +96 -0
  63. casadi/include/alpaqa/inner/directions/panoc-ocp/lqr.hpp +181 -0
  64. casadi/include/alpaqa/inner/directions/panoc-ocp/ocp-vars.hpp +492 -0
  65. casadi/include/alpaqa/inner/directions/pantr/newton-tr.hpp +192 -0
  66. casadi/include/alpaqa/inner/directions/pantr/pantr-direction.hpp +99 -0
  67. casadi/include/alpaqa/inner/inner-solve-options.hpp +30 -0
  68. casadi/include/alpaqa/inner/internal/lipschitz.hpp +27 -0
  69. casadi/include/alpaqa/inner/internal/panoc-helpers.hpp +10 -0
  70. casadi/include/alpaqa/inner/internal/panoc-stop-crit.hpp +124 -0
  71. casadi/include/alpaqa/inner/internal/solverstatus.hpp +42 -0
  72. casadi/include/alpaqa/inner/panoc-ocp.hpp +302 -0
  73. casadi/include/alpaqa/inner/panoc.hpp +274 -0
  74. casadi/include/alpaqa/inner/pantr.hpp +284 -0
  75. casadi/include/alpaqa/inner/zerofpr.hpp +274 -0
  76. casadi/include/alpaqa/ipopt/ipopt-adapter.hpp +81 -0
  77. casadi/include/alpaqa/ipopt/ipopt-enums.hpp +35 -0
  78. casadi/include/alpaqa/lbfgsb/lbfgsb-adapter.hpp +111 -0
  79. casadi/include/alpaqa/newton-tr-pantr-alm.hpp +27 -0
  80. casadi/include/alpaqa/outer/alm.hpp +190 -0
  81. casadi/include/alpaqa/outer/internal/alm-helpers.hpp +10 -0
  82. casadi/include/alpaqa/panoc-alm.hpp +27 -0
  83. casadi/include/alpaqa/panoc-anderson-alm.hpp +27 -0
  84. casadi/include/alpaqa/params/params.hpp +60 -0
  85. casadi/include/alpaqa/problem/box-constr-problem.hpp +220 -0
  86. casadi/include/alpaqa/problem/box.hpp +82 -0
  87. casadi/include/alpaqa/problem/functional-problem.hpp +73 -0
  88. casadi/include/alpaqa/problem/kkt-error.hpp +43 -0
  89. casadi/include/alpaqa/problem/ocproblem-counters.hpp +116 -0
  90. casadi/include/alpaqa/problem/ocproblem.hpp +662 -0
  91. casadi/include/alpaqa/problem/problem-counters.hpp +116 -0
  92. casadi/include/alpaqa/problem/problem-with-counters.hpp +141 -0
  93. casadi/include/alpaqa/problem/type-erased-problem.hpp +874 -0
  94. casadi/include/alpaqa/problem/unconstr-problem.hpp +37 -0
  95. casadi/include/alpaqa/structured-panoc-alm.hpp +27 -0
  96. casadi/include/alpaqa/structured-zerofpr-alm.hpp +27 -0
  97. casadi/include/alpaqa/util/alloc-check.hpp +23 -0
  98. casadi/include/alpaqa/util/atomic-stop-signal.hpp +24 -0
  99. casadi/include/alpaqa/util/check-dim.hpp +64 -0
  100. casadi/include/alpaqa/util/copyable_unique_ptr.hpp +32 -0
  101. casadi/include/alpaqa/util/demangled-typename.hpp +9 -0
  102. casadi/include/alpaqa/util/enumerate.hpp +70 -0
  103. casadi/include/alpaqa/util/float.hpp +25 -0
  104. casadi/include/alpaqa/util/index-set.hpp +97 -0
  105. casadi/include/alpaqa/util/io/csv.hpp +43 -0
  106. casadi/include/alpaqa/util/iter-adapter.hpp +68 -0
  107. casadi/include/alpaqa/util/max-history.hpp +47 -0
  108. casadi/include/alpaqa/util/noop-delete.hpp +15 -0
  109. casadi/include/alpaqa/util/not-implemented.hpp +12 -0
  110. casadi/include/alpaqa/util/print.hpp +78 -0
  111. casadi/include/alpaqa/util/quadmath/quadmath-print.hpp +20 -0
  112. casadi/include/alpaqa/util/quadmath/quadmath.hpp +137 -0
  113. casadi/include/alpaqa/util/required-method.hpp +29 -0
  114. casadi/include/alpaqa/util/ringbuffer.hpp +212 -0
  115. casadi/include/alpaqa/util/set-intersection.hpp +129 -0
  116. casadi/include/alpaqa/util/sparse-ops.hpp +164 -0
  117. casadi/include/alpaqa/util/timed.hpp +22 -0
  118. casadi/include/alpaqa/util/type-erasure.hpp +568 -0
  119. casadi/include/alpaqa/util/type-traits.hpp +58 -0
  120. casadi/include/alpaqa/zerofpr-alm.hpp +27 -0
  121. casadi/include/alpaqa/zerofpr-anderson-alm.hpp +27 -0
  122. casadi/include/alpaqa-version.h +8 -0
  123. casadi/include/casadi/casadi.i +43 -18
  124. casadi/include/casadi/config.h +8 -8
  125. casadi/include/casadi/core/calculus.hpp +1 -1
  126. casadi/include/casadi/core/code_generator.hpp +29 -1
  127. casadi/include/casadi/core/core.hpp +1 -0
  128. casadi/include/casadi/core/fmu.hpp +29 -1
  129. casadi/include/casadi/core/generic_expression.hpp +1 -1
  130. casadi/include/casadi/core/generic_type.hpp +25 -1
  131. casadi/include/casadi/core/matrix_decl.hpp +15 -0
  132. casadi/include/casadi/core/nlpsol.hpp +0 -2
  133. casadi/include/casadi/core/runtime/casadi_nlp.hpp +131 -6
  134. casadi/include/casadi/core/runtime/casadi_sqpmethod.hpp +11 -1
  135. casadi/include/casadi/core/serializing_stream.hpp +12 -0
  136. casadi/include/casadi/core/sparsity.hpp +5 -3
  137. casadi/include/casadi/core/tools.hpp +67 -0
  138. casadi/include/casadi/doc.i +1457 -825
  139. casadi/include/casadi/doc_merged.i +1089 -570
  140. casadi/include/coin/BonArraysHelpers.hpp +52 -0
  141. casadi/include/coin/BonAuxInfos.hpp +110 -0
  142. casadi/include/coin/BonBabInfos.hpp +57 -0
  143. casadi/include/coin/BonBabSetupBase.hpp +386 -0
  144. casadi/include/coin/BonBonminSetup.hpp +95 -0
  145. casadi/include/coin/BonBranchingTQP.hpp +197 -0
  146. casadi/include/coin/BonCbc.hpp +127 -0
  147. casadi/include/coin/BonCbcLpStrategy.hpp +45 -0
  148. casadi/include/coin/BonCbcNlpStrategy.hpp +98 -0
  149. casadi/include/coin/BonCbcNode.hpp +133 -0
  150. casadi/include/coin/BonChooseVariable.hpp +345 -0
  151. casadi/include/coin/BonCurvBranchingSolver.hpp +77 -0
  152. casadi/include/coin/BonCutStrengthener.hpp +244 -0
  153. casadi/include/coin/BonDiver.hpp +424 -0
  154. casadi/include/coin/BonDummyHeuristic.hpp +53 -0
  155. casadi/include/coin/BonDummyPump.hpp +43 -0
  156. casadi/include/coin/BonEcpCuts.hpp +97 -0
  157. casadi/include/coin/BonExitCodes.hpp +12 -0
  158. casadi/include/coin/BonFixAndSolveHeuristic.hpp +43 -0
  159. casadi/include/coin/BonGuessHeuristic.hpp +46 -0
  160. casadi/include/coin/BonHeuristicDive.hpp +88 -0
  161. casadi/include/coin/BonHeuristicDiveFractional.hpp +67 -0
  162. casadi/include/coin/BonHeuristicDiveMIP.hpp +83 -0
  163. casadi/include/coin/BonHeuristicDiveMIPFractional.hpp +67 -0
  164. casadi/include/coin/BonHeuristicDiveMIPVectorLength.hpp +74 -0
  165. casadi/include/coin/BonHeuristicDiveVectorLength.hpp +74 -0
  166. casadi/include/coin/BonHeuristicFPump.hpp +111 -0
  167. casadi/include/coin/BonHeuristicLocalBranching.hpp +59 -0
  168. casadi/include/coin/BonHeuristicRINS.hpp +55 -0
  169. casadi/include/coin/BonIpoptInteriorWarmStarter.hpp +103 -0
  170. casadi/include/coin/BonIpoptSolver.hpp +188 -0
  171. casadi/include/coin/BonIpoptWarmStart.hpp +148 -0
  172. casadi/include/coin/BonLinearCutsGenerator.hpp +75 -0
  173. casadi/include/coin/BonLocalSolverBasedHeuristic.hpp +102 -0
  174. casadi/include/coin/BonLpBranchingSolver.hpp +80 -0
  175. casadi/include/coin/BonMilpRounding.hpp +74 -0
  176. casadi/include/coin/BonOACutGenerator2.hpp +56 -0
  177. casadi/include/coin/BonOAMessages.hpp +44 -0
  178. casadi/include/coin/BonOaDecBase.hpp +297 -0
  179. casadi/include/coin/BonOaFeasChecker.hpp +73 -0
  180. casadi/include/coin/BonOaNlpOptim.hpp +116 -0
  181. casadi/include/coin/BonOsiTMINLPInterface.hpp +1342 -0
  182. casadi/include/coin/BonOuterApprox.hpp +123 -0
  183. casadi/include/coin/BonPseudoCosts.hpp +91 -0
  184. casadi/include/coin/BonPumpForMinlp.hpp +45 -0
  185. casadi/include/coin/BonQuadCut.hpp +217 -0
  186. casadi/include/coin/BonQuadRow.hpp +122 -0
  187. casadi/include/coin/BonRegisteredOptions.hpp +225 -0
  188. casadi/include/coin/BonStrongBranchingSolver.hpp +69 -0
  189. casadi/include/coin/BonSubMipSolver.hpp +143 -0
  190. casadi/include/coin/BonTMINLP.hpp +420 -0
  191. casadi/include/coin/BonTMINLP2OsiLP.hpp +164 -0
  192. casadi/include/coin/BonTMINLP2Quad.hpp +191 -0
  193. casadi/include/coin/BonTMINLP2TNLP.hpp +509 -0
  194. casadi/include/coin/BonTMINLPLinObj.hpp +216 -0
  195. casadi/include/coin/BonTMatrix.hpp +167 -0
  196. casadi/include/coin/BonTNLP2FPNLP.hpp +264 -0
  197. casadi/include/coin/BonTNLPSolver.hpp +241 -0
  198. casadi/include/coin/BonTypes.hpp +95 -0
  199. casadi/include/coin/BonminConfig.h +19 -0
  200. casadi/include/coin/CbcBranchActual.hpp +26 -0
  201. casadi/include/coin/CbcBranchAllDifferent.hpp +61 -0
  202. casadi/include/coin/CbcBranchBase.hpp +79 -0
  203. casadi/include/coin/CbcBranchCut.hpp +182 -0
  204. casadi/include/coin/CbcBranchDecision.hpp +135 -0
  205. casadi/include/coin/CbcBranchDefaultDecision.hpp +101 -0
  206. casadi/include/coin/CbcBranchDynamic.hpp +210 -0
  207. casadi/include/coin/CbcBranchLotsize.hpp +249 -0
  208. casadi/include/coin/CbcBranchToFixLots.hpp +94 -0
  209. casadi/include/coin/CbcBranchingObject.hpp +245 -0
  210. casadi/include/coin/CbcClique.hpp +309 -0
  211. casadi/include/coin/CbcCompare.hpp +46 -0
  212. casadi/include/coin/CbcCompareActual.hpp +16 -0
  213. casadi/include/coin/CbcCompareBase.hpp +155 -0
  214. casadi/include/coin/CbcCompareDefault.hpp +129 -0
  215. casadi/include/coin/CbcCompareDepth.hpp +48 -0
  216. casadi/include/coin/CbcCompareEstimate.hpp +48 -0
  217. casadi/include/coin/CbcCompareObjective.hpp +50 -0
  218. casadi/include/coin/CbcConfig.h +18 -0
  219. casadi/include/coin/CbcConsequence.hpp +50 -0
  220. casadi/include/coin/CbcCountRowCut.hpp +176 -0
  221. casadi/include/coin/CbcCutGenerator.hpp +550 -0
  222. casadi/include/coin/CbcCutModifier.hpp +59 -0
  223. casadi/include/coin/CbcCutSubsetModifier.hpp +69 -0
  224. casadi/include/coin/CbcDummyBranchingObject.hpp +83 -0
  225. casadi/include/coin/CbcEventHandler.hpp +250 -0
  226. casadi/include/coin/CbcFathom.hpp +136 -0
  227. casadi/include/coin/CbcFathomDynamicProgramming.hpp +177 -0
  228. casadi/include/coin/CbcFeasibilityBase.hpp +60 -0
  229. casadi/include/coin/CbcFixVariable.hpp +68 -0
  230. casadi/include/coin/CbcFollowOn.hpp +207 -0
  231. casadi/include/coin/CbcFullNodeInfo.hpp +171 -0
  232. casadi/include/coin/CbcGeneral.hpp +60 -0
  233. casadi/include/coin/CbcGeneralDepth.hpp +289 -0
  234. casadi/include/coin/CbcHeuristic.hpp +735 -0
  235. casadi/include/coin/CbcHeuristicDINS.hpp +98 -0
  236. casadi/include/coin/CbcHeuristicDW.hpp +374 -0
  237. casadi/include/coin/CbcHeuristicDive.hpp +198 -0
  238. casadi/include/coin/CbcHeuristicDiveCoefficient.hpp +52 -0
  239. casadi/include/coin/CbcHeuristicDiveFractional.hpp +52 -0
  240. casadi/include/coin/CbcHeuristicDiveGuided.hpp +55 -0
  241. casadi/include/coin/CbcHeuristicDiveLineSearch.hpp +52 -0
  242. casadi/include/coin/CbcHeuristicDivePseudoCost.hpp +60 -0
  243. casadi/include/coin/CbcHeuristicDiveVectorLength.hpp +52 -0
  244. casadi/include/coin/CbcHeuristicFPump.hpp +375 -0
  245. casadi/include/coin/CbcHeuristicGreedy.hpp +289 -0
  246. casadi/include/coin/CbcHeuristicLocal.hpp +276 -0
  247. casadi/include/coin/CbcHeuristicPivotAndFix.hpp +58 -0
  248. casadi/include/coin/CbcHeuristicRENS.hpp +79 -0
  249. casadi/include/coin/CbcHeuristicRINS.hpp +106 -0
  250. casadi/include/coin/CbcHeuristicRandRound.hpp +58 -0
  251. casadi/include/coin/CbcHeuristicVND.hpp +95 -0
  252. casadi/include/coin/CbcLinked.hpp +1443 -0
  253. casadi/include/coin/CbcMessage.hpp +94 -0
  254. casadi/include/coin/CbcMipStartIO.hpp +29 -0
  255. casadi/include/coin/CbcModel.hpp +3296 -0
  256. casadi/include/coin/CbcNWay.hpp +171 -0
  257. casadi/include/coin/CbcNode.hpp +380 -0
  258. casadi/include/coin/CbcNodeInfo.hpp +377 -0
  259. casadi/include/coin/CbcObject.hpp +288 -0
  260. casadi/include/coin/CbcObjectUpdateData.hpp +63 -0
  261. casadi/include/coin/CbcOrClpParam.cpp +4321 -0
  262. casadi/include/coin/CbcOrClpParam.hpp +585 -0
  263. casadi/include/coin/CbcParam.hpp +338 -0
  264. casadi/include/coin/CbcPartialNodeInfo.hpp +116 -0
  265. casadi/include/coin/CbcSOS.hpp +290 -0
  266. casadi/include/coin/CbcSimpleInteger.hpp +299 -0
  267. casadi/include/coin/CbcSimpleIntegerDynamicPseudoCost.hpp +619 -0
  268. casadi/include/coin/CbcSimpleIntegerPseudoCost.hpp +122 -0
  269. casadi/include/coin/CbcSolver.hpp +460 -0
  270. casadi/include/coin/CbcStrategy.hpp +269 -0
  271. casadi/include/coin/CbcSubProblem.hpp +84 -0
  272. casadi/include/coin/CbcTree.hpp +493 -0
  273. casadi/include/coin/CbcTreeLocal.hpp +393 -0
  274. casadi/include/coin/Cbc_C_Interface.h +904 -0
  275. casadi/include/coin/Cgl012cut.hpp +464 -0
  276. casadi/include/coin/CglAllDifferent.hpp +115 -0
  277. casadi/include/coin/CglClique.hpp +312 -0
  278. casadi/include/coin/CglConfig.h +19 -0
  279. casadi/include/coin/CglCutGenerator.hpp +133 -0
  280. casadi/include/coin/CglDuplicateRow.hpp +189 -0
  281. casadi/include/coin/CglFlowCover.hpp +371 -0
  282. casadi/include/coin/CglGMI.hpp +364 -0
  283. casadi/include/coin/CglGMIParam.hpp +313 -0
  284. casadi/include/coin/CglGomory.hpp +204 -0
  285. casadi/include/coin/CglKnapsackCover.hpp +310 -0
  286. casadi/include/coin/CglLandP.hpp +306 -0
  287. casadi/include/coin/CglLandPValidator.hpp +130 -0
  288. casadi/include/coin/CglLiftAndProject.hpp +104 -0
  289. casadi/include/coin/CglMessage.hpp +49 -0
  290. casadi/include/coin/CglMixedIntegerRounding.hpp +429 -0
  291. casadi/include/coin/CglMixedIntegerRounding2.hpp +427 -0
  292. casadi/include/coin/CglOddHole.hpp +160 -0
  293. casadi/include/coin/CglParam.hpp +93 -0
  294. casadi/include/coin/CglPreProcess.hpp +600 -0
  295. casadi/include/coin/CglProbing.hpp +543 -0
  296. casadi/include/coin/CglRedSplit.hpp +448 -0
  297. casadi/include/coin/CglRedSplit2.hpp +494 -0
  298. casadi/include/coin/CglRedSplit2Param.hpp +495 -0
  299. casadi/include/coin/CglRedSplitParam.hpp +272 -0
  300. casadi/include/coin/CglResidualCapacity.hpp +240 -0
  301. casadi/include/coin/CglSimpleRounding.hpp +174 -0
  302. casadi/include/coin/CglStored.hpp +140 -0
  303. casadi/include/coin/CglTreeInfo.hpp +216 -0
  304. casadi/include/coin/CglTwomir.hpp +562 -0
  305. casadi/include/coin/CglZeroHalf.hpp +133 -0
  306. casadi/include/coin/ClpAmplObjective.hpp +113 -0
  307. casadi/include/coin/ClpCholeskyBase.hpp +321 -0
  308. casadi/include/coin/ClpCholeskyDense.hpp +157 -0
  309. casadi/include/coin/ClpCholeskyMumps.hpp +65 -0
  310. casadi/include/coin/ClpCholeskyPardiso.hpp +67 -0
  311. casadi/include/coin/ClpConfig.h +17 -0
  312. casadi/include/coin/ClpConstraint.hpp +129 -0
  313. casadi/include/coin/ClpConstraintAmpl.hpp +109 -0
  314. casadi/include/coin/ClpConstraintLinear.hpp +113 -0
  315. casadi/include/coin/ClpConstraintQuadratic.hpp +123 -0
  316. casadi/include/coin/ClpDualRowDantzig.hpp +72 -0
  317. casadi/include/coin/ClpDualRowPivot.hpp +136 -0
  318. casadi/include/coin/ClpDualRowSteepest.hpp +160 -0
  319. casadi/include/coin/ClpDummyMatrix.hpp +186 -0
  320. casadi/include/coin/ClpDynamicExampleMatrix.hpp +199 -0
  321. casadi/include/coin/ClpDynamicMatrix.hpp +420 -0
  322. casadi/include/coin/ClpEventHandler.hpp +193 -0
  323. casadi/include/coin/ClpFactorization.hpp +556 -0
  324. casadi/include/coin/ClpGubDynamicMatrix.hpp +270 -0
  325. casadi/include/coin/ClpGubMatrix.hpp +373 -0
  326. casadi/include/coin/ClpInterior.hpp +622 -0
  327. casadi/include/coin/ClpLinearObjective.hpp +104 -0
  328. casadi/include/coin/ClpMatrixBase.hpp +561 -0
  329. casadi/include/coin/ClpMessage.hpp +131 -0
  330. casadi/include/coin/ClpModel.hpp +1442 -0
  331. casadi/include/coin/ClpNetworkMatrix.hpp +235 -0
  332. casadi/include/coin/ClpNode.hpp +364 -0
  333. casadi/include/coin/ClpNonLinearCost.hpp +432 -0
  334. casadi/include/coin/ClpObjective.hpp +142 -0
  335. casadi/include/coin/ClpPEDualRowDantzig.hpp +84 -0
  336. casadi/include/coin/ClpPEDualRowSteepest.hpp +100 -0
  337. casadi/include/coin/ClpPEPrimalColumnDantzig.hpp +71 -0
  338. casadi/include/coin/ClpPEPrimalColumnSteepest.hpp +107 -0
  339. casadi/include/coin/ClpPESimplex.hpp +231 -0
  340. casadi/include/coin/ClpPackedMatrix.hpp +778 -0
  341. casadi/include/coin/ClpParameters.hpp +132 -0
  342. casadi/include/coin/ClpPdcoBase.hpp +110 -0
  343. casadi/include/coin/ClpPlusMinusOneMatrix.hpp +565 -0
  344. casadi/include/coin/ClpPresolve.hpp +379 -0
  345. casadi/include/coin/ClpPrimalColumnDantzig.hpp +74 -0
  346. casadi/include/coin/ClpPrimalColumnPivot.hpp +163 -0
  347. casadi/include/coin/ClpPrimalColumnSteepest.hpp +281 -0
  348. casadi/include/coin/ClpQuadraticObjective.hpp +161 -0
  349. casadi/include/coin/ClpSimplex.hpp +2137 -0
  350. casadi/include/coin/ClpSimplexDual.hpp +304 -0
  351. casadi/include/coin/ClpSimplexNonlinear.hpp +117 -0
  352. casadi/include/coin/ClpSimplexOther.hpp +282 -0
  353. casadi/include/coin/ClpSimplexPrimal.hpp +244 -0
  354. casadi/include/coin/ClpSolve.hpp +505 -0
  355. casadi/include/coin/Clp_C_Interface.h +554 -0
  356. casadi/include/coin/CoinAlloc.hpp +179 -0
  357. casadi/include/coin/CoinBuild.hpp +159 -0
  358. casadi/include/coin/CoinDenseFactorization.hpp +452 -0
  359. casadi/include/coin/CoinDenseVector.hpp +401 -0
  360. casadi/include/coin/CoinDistance.hpp +51 -0
  361. casadi/include/coin/CoinError.hpp +274 -0
  362. casadi/include/coin/CoinFactorization.hpp +2178 -0
  363. casadi/include/coin/CoinFileIO.hpp +185 -0
  364. casadi/include/coin/CoinFinite.hpp +37 -0
  365. casadi/include/coin/CoinFloatEqual.hpp +204 -0
  366. casadi/include/coin/CoinHelperFunctions.hpp +1270 -0
  367. casadi/include/coin/CoinIndexedVector.hpp +1437 -0
  368. casadi/include/coin/CoinLpIO.hpp +836 -0
  369. casadi/include/coin/CoinMessage.hpp +95 -0
  370. casadi/include/coin/CoinMessageHandler.hpp +717 -0
  371. casadi/include/coin/CoinModel.hpp +1214 -0
  372. casadi/include/coin/CoinModelUseful.hpp +518 -0
  373. casadi/include/coin/CoinMpsIO.hpp +1142 -0
  374. casadi/include/coin/CoinOslFactorization.hpp +287 -0
  375. casadi/include/coin/CoinPackedMatrix.hpp +956 -0
  376. casadi/include/coin/CoinPackedVector.hpp +670 -0
  377. casadi/include/coin/CoinPackedVectorBase.hpp +274 -0
  378. casadi/include/coin/CoinParam.hpp +644 -0
  379. casadi/include/coin/CoinPragma.hpp +29 -0
  380. casadi/include/coin/CoinPresolveDoubleton.hpp +76 -0
  381. casadi/include/coin/CoinPresolveDual.hpp +84 -0
  382. casadi/include/coin/CoinPresolveDupcol.hpp +259 -0
  383. casadi/include/coin/CoinPresolveEmpty.hpp +120 -0
  384. casadi/include/coin/CoinPresolveFixed.hpp +185 -0
  385. casadi/include/coin/CoinPresolveForcing.hpp +69 -0
  386. casadi/include/coin/CoinPresolveImpliedFree.hpp +66 -0
  387. casadi/include/coin/CoinPresolveIsolated.hpp +59 -0
  388. casadi/include/coin/CoinPresolveMatrix.hpp +1996 -0
  389. casadi/include/coin/CoinPresolveMonitor.hpp +105 -0
  390. casadi/include/coin/CoinPresolvePsdebug.hpp +169 -0
  391. casadi/include/coin/CoinPresolveSingleton.hpp +115 -0
  392. casadi/include/coin/CoinPresolveSubst.hpp +103 -0
  393. casadi/include/coin/CoinPresolveTighten.hpp +58 -0
  394. casadi/include/coin/CoinPresolveTripleton.hpp +69 -0
  395. casadi/include/coin/CoinPresolveUseless.hpp +63 -0
  396. casadi/include/coin/CoinPresolveZeros.hpp +65 -0
  397. casadi/include/coin/CoinRational.hpp +43 -0
  398. casadi/include/coin/CoinSearchTree.hpp +523 -0
  399. casadi/include/coin/CoinShallowPackedVector.hpp +149 -0
  400. casadi/include/coin/CoinSignal.hpp +127 -0
  401. casadi/include/coin/CoinSimpFactorization.hpp +432 -0
  402. casadi/include/coin/CoinSmartPtr.hpp +548 -0
  403. casadi/include/coin/CoinSnapshot.hpp +572 -0
  404. casadi/include/coin/CoinSort.hpp +753 -0
  405. casadi/include/coin/CoinStructuredModel.hpp +270 -0
  406. casadi/include/coin/CoinTime.hpp +350 -0
  407. casadi/include/coin/CoinTypes.hpp +67 -0
  408. casadi/include/coin/CoinUtility.hpp +26 -0
  409. casadi/include/coin/CoinUtilsConfig.h +34 -0
  410. casadi/include/coin/CoinWarmStart.hpp +56 -0
  411. casadi/include/coin/CoinWarmStartBasis.hpp +468 -0
  412. casadi/include/coin/CoinWarmStartDual.hpp +180 -0
  413. casadi/include/coin/CoinWarmStartPrimalDual.hpp +233 -0
  414. casadi/include/coin/CoinWarmStartVector.hpp +523 -0
  415. casadi/include/coin/Coin_C_defines.h +149 -0
  416. casadi/include/coin/Idiot.hpp +327 -0
  417. casadi/include/coin/OsiAuxInfo.hpp +261 -0
  418. casadi/include/coin/OsiBranchingObject.hpp +1097 -0
  419. casadi/include/coin/OsiCbcSolverInterface.hpp +791 -0
  420. casadi/include/coin/OsiChooseVariable.hpp +645 -0
  421. casadi/include/coin/OsiClpSolverInterface.hpp +1604 -0
  422. casadi/include/coin/OsiColCut.hpp +322 -0
  423. casadi/include/coin/OsiCollections.hpp +34 -0
  424. casadi/include/coin/OsiConfig.h +19 -0
  425. casadi/include/coin/OsiCut.hpp +251 -0
  426. casadi/include/coin/OsiCuts.hpp +505 -0
  427. casadi/include/coin/OsiPresolve.hpp +272 -0
  428. casadi/include/coin/OsiRowCut.hpp +345 -0
  429. casadi/include/coin/OsiRowCutDebugger.hpp +190 -0
  430. casadi/include/coin/OsiSolverBranch.hpp +169 -0
  431. casadi/include/coin/OsiSolverInterface.hpp +2221 -0
  432. casadi/include/coin/OsiSolverParameters.hpp +144 -0
  433. casadi/include/coin/OsiUnitTests.hpp +390 -0
  434. casadi/include/coin-or/IpAlgBuilder.hpp +417 -0
  435. casadi/include/coin-or/IpAlgStrategy.hpp +201 -0
  436. casadi/include/coin-or/IpAlgTypes.hpp +64 -0
  437. casadi/include/coin-or/IpAugSystemSolver.hpp +212 -0
  438. casadi/include/coin-or/IpBlas.hpp +426 -0
  439. casadi/include/coin-or/IpCachedResults.hpp +897 -0
  440. casadi/include/coin-or/IpCompoundMatrix.hpp +423 -0
  441. casadi/include/coin-or/IpCompoundSymMatrix.hpp +348 -0
  442. casadi/include/coin-or/IpCompoundVector.hpp +395 -0
  443. casadi/include/coin-or/IpConvCheck.hpp +97 -0
  444. casadi/include/coin-or/IpDebug.hpp +167 -0
  445. casadi/include/coin-or/IpDenseVector.hpp +626 -0
  446. casadi/include/coin-or/IpDiagMatrix.hpp +158 -0
  447. casadi/include/coin-or/IpEqMultCalculator.hpp +76 -0
  448. casadi/include/coin-or/IpException.hpp +156 -0
  449. casadi/include/coin-or/IpExpansionMatrix.hpp +245 -0
  450. casadi/include/coin-or/IpGenTMatrix.hpp +290 -0
  451. casadi/include/coin-or/IpHessianUpdater.hpp +73 -0
  452. casadi/include/coin-or/IpIdentityMatrix.hpp +167 -0
  453. casadi/include/coin-or/IpIpoptAlg.hpp +257 -0
  454. casadi/include/coin-or/IpIpoptApplication.hpp +367 -0
  455. casadi/include/coin-or/IpIpoptCalculatedQuantities.hpp +1009 -0
  456. casadi/include/coin-or/IpIpoptData.hpp +966 -0
  457. casadi/include/coin-or/IpIpoptNLP.hpp +328 -0
  458. casadi/include/coin-or/IpIterateInitializer.hpp +68 -0
  459. casadi/include/coin-or/IpIteratesVector.hpp +840 -0
  460. casadi/include/coin-or/IpIterationOutput.hpp +78 -0
  461. casadi/include/coin-or/IpJournalist.hpp +573 -0
  462. casadi/include/coin-or/IpLapack.hpp +227 -0
  463. casadi/include/coin-or/IpLibraryLoader.hpp +76 -0
  464. casadi/include/coin-or/IpLineSearch.hpp +106 -0
  465. casadi/include/coin-or/IpLinearSolvers.h +46 -0
  466. casadi/include/coin-or/IpMatrix.hpp +434 -0
  467. casadi/include/coin-or/IpMuUpdate.hpp +77 -0
  468. casadi/include/coin-or/IpNLP.hpp +306 -0
  469. casadi/include/coin-or/IpNLPScaling.hpp +582 -0
  470. casadi/include/coin-or/IpObserver.hpp +422 -0
  471. casadi/include/coin-or/IpOptionsList.hpp +412 -0
  472. casadi/include/coin-or/IpOrigIpoptNLP.hpp +603 -0
  473. casadi/include/coin-or/IpPDSystemSolver.hpp +137 -0
  474. casadi/include/coin-or/IpReferenced.hpp +262 -0
  475. casadi/include/coin-or/IpRegOptions.hpp +1152 -0
  476. casadi/include/coin-or/IpReturnCodes.h +23 -0
  477. casadi/include/coin-or/IpReturnCodes.hpp +18 -0
  478. casadi/include/coin-or/IpReturnCodes.inc +71 -0
  479. casadi/include/coin-or/IpReturnCodes_inc.h +45 -0
  480. casadi/include/coin-or/IpScaledMatrix.hpp +291 -0
  481. casadi/include/coin-or/IpSearchDirCalculator.hpp +72 -0
  482. casadi/include/coin-or/IpSmartPtr.hpp +865 -0
  483. casadi/include/coin-or/IpSolveStatistics.hpp +210 -0
  484. casadi/include/coin-or/IpSparseSymLinearSolverInterface.hpp +260 -0
  485. casadi/include/coin-or/IpStdAugSystemSolver.cpp +555 -0
  486. casadi/include/coin-or/IpStdCInterface.h +428 -0
  487. casadi/include/coin-or/IpSumSymMatrix.hpp +186 -0
  488. casadi/include/coin-or/IpSymLinearSolver.hpp +141 -0
  489. casadi/include/coin-or/IpSymMatrix.hpp +167 -0
  490. casadi/include/coin-or/IpSymScaledMatrix.hpp +255 -0
  491. casadi/include/coin-or/IpSymTMatrix.hpp +275 -0
  492. casadi/include/coin-or/IpTNLP.hpp +820 -0
  493. casadi/include/coin-or/IpTNLPAdapter.hpp +648 -0
  494. casadi/include/coin-or/IpTNLPReducer.hpp +274 -0
  495. casadi/include/coin-or/IpTaggedObject.hpp +128 -0
  496. casadi/include/coin-or/IpTimedTask.hpp +218 -0
  497. casadi/include/coin-or/IpTimingStatistics.hpp +323 -0
  498. casadi/include/coin-or/IpTripletHelper.hpp +308 -0
  499. casadi/include/coin-or/IpTypes.h +81 -0
  500. casadi/include/coin-or/IpTypes.hpp +30 -0
  501. casadi/include/coin-or/IpUtils.hpp +166 -0
  502. casadi/include/coin-or/IpVector.hpp +892 -0
  503. casadi/include/coin-or/IpZeroSymMatrix.hpp +155 -0
  504. casadi/include/coin-or/IpoptConfig.h +45 -0
  505. casadi/include/coin-or/SensAlgorithm.hpp +114 -0
  506. casadi/include/coin-or/SensApplication.hpp +188 -0
  507. casadi/include/coin-or/SensBacksolver.hpp +36 -0
  508. casadi/include/coin-or/SensMeasurement.hpp +56 -0
  509. casadi/include/coin-or/SensPCalculator.hpp +137 -0
  510. casadi/include/coin-or/SensRegOp.hpp +21 -0
  511. casadi/include/coin-or/SensSchurData.hpp +182 -0
  512. casadi/include/coin-or/SensSchurDriver.hpp +118 -0
  513. casadi/include/coin-or/SensSimpleBacksolver.hpp +49 -0
  514. casadi/include/coin-or/SensStepCalc.hpp +85 -0
  515. casadi/include/coin-or/SensUtils.hpp +63 -0
  516. casadi/include/coin-or/metis/defs.h +161 -0
  517. casadi/include/coin-or/metis/macros.h +143 -0
  518. casadi/include/coin-or/metis/metis.h +37 -0
  519. casadi/include/coin-or/metis/proto.h +505 -0
  520. casadi/include/coin-or/metis/rename.h +418 -0
  521. casadi/include/coin-or/metis/struct.h +251 -0
  522. casadi/include/coin-or/mumps/dmumps_c.h +142 -0
  523. casadi/include/coin-or/mumps/mumps_c_types.h +72 -0
  524. casadi/include/coin-or/mumps/mumps_compat.h +27 -0
  525. casadi/include/coin-or/mumps/mumps_int_def.h +11 -0
  526. casadi/include/coin-or/mumps/mumps_mpi.h +67 -0
  527. casadi/include/d_blas.h +78 -0
  528. casadi/include/d_blas_64.h +73 -0
  529. casadi/include/highs/HConfig.h +4 -7
  530. casadi/include/highs/Highs.h +240 -51
  531. casadi/include/highs/filereaderlp/builder.hpp +12 -13
  532. casadi/include/highs/filereaderlp/model.hpp +32 -35
  533. casadi/include/highs/fortran/highs_fortran_api.mod +0 -0
  534. casadi/include/highs/interfaces/highs_c_api.h +964 -577
  535. casadi/include/highs/io/Filereader.h +2 -4
  536. casadi/include/highs/io/FilereaderEms.h +2 -4
  537. casadi/include/highs/io/FilereaderLp.h +2 -4
  538. casadi/include/highs/io/FilereaderMps.h +2 -4
  539. casadi/include/highs/io/HMPSIO.h +2 -4
  540. casadi/include/highs/io/HMpsFF.h +2 -4
  541. casadi/include/highs/io/HighsIO.h +19 -13
  542. casadi/include/highs/io/LoadOptions.h +7 -6
  543. casadi/include/highs/ipm/IpxWrapper.h +4 -5
  544. casadi/include/highs/lp_data/HConst.h +60 -15
  545. casadi/include/highs/lp_data/HStruct.h +32 -8
  546. casadi/include/highs/lp_data/HighsAnalysis.h +2 -4
  547. casadi/include/highs/lp_data/HighsCallback.h +33 -0
  548. casadi/include/highs/lp_data/HighsCallbackStruct.h +36 -0
  549. casadi/include/highs/lp_data/HighsDebug.h +2 -4
  550. casadi/include/highs/lp_data/HighsInfo.h +22 -23
  551. casadi/include/highs/lp_data/HighsInfoDebug.h +2 -4
  552. casadi/include/highs/lp_data/HighsLp.h +14 -6
  553. casadi/include/highs/lp_data/HighsLpSolverObject.h +6 -5
  554. casadi/include/highs/lp_data/HighsLpUtils.h +23 -12
  555. casadi/include/highs/lp_data/HighsModelUtils.h +22 -8
  556. casadi/include/highs/lp_data/HighsOptions.h +175 -106
  557. casadi/include/highs/lp_data/HighsRanging.h +2 -4
  558. casadi/include/highs/lp_data/HighsRuntimeOptions.h +21 -6
  559. casadi/include/highs/lp_data/HighsSolution.h +4 -4
  560. casadi/include/highs/lp_data/HighsSolutionDebug.h +2 -4
  561. casadi/include/highs/lp_data/HighsSolve.h +2 -4
  562. casadi/include/highs/lp_data/HighsStatus.h +2 -4
  563. casadi/include/highs/mip/HighsCliqueTable.h +18 -20
  564. casadi/include/highs/mip/HighsConflictPool.h +2 -4
  565. casadi/include/highs/mip/HighsCutGeneration.h +2 -4
  566. casadi/include/highs/mip/HighsCutPool.h +2 -4
  567. casadi/include/highs/mip/HighsDebugSol.h +2 -4
  568. casadi/include/highs/mip/HighsDomain.h +5 -5
  569. casadi/include/highs/mip/HighsDomainChange.h +2 -4
  570. casadi/include/highs/mip/HighsDynamicRowMatrix.h +2 -4
  571. casadi/include/highs/mip/HighsGFkSolve.h +2 -4
  572. casadi/include/highs/mip/HighsImplications.h +2 -4
  573. casadi/include/highs/mip/HighsLpAggregator.h +2 -4
  574. casadi/include/highs/mip/HighsLpRelaxation.h +2 -4
  575. casadi/include/highs/mip/HighsMipSolver.h +18 -6
  576. casadi/include/highs/mip/HighsMipSolverData.h +8 -4
  577. casadi/include/highs/mip/HighsModkSeparator.h +2 -4
  578. casadi/include/highs/mip/HighsNodeQueue.h +3 -9
  579. casadi/include/highs/mip/HighsObjectiveFunction.h +2 -4
  580. casadi/include/highs/mip/HighsPathSeparator.h +2 -4
  581. casadi/include/highs/mip/HighsPrimalHeuristics.h +2 -4
  582. casadi/include/highs/mip/HighsPseudocost.h +2 -4
  583. casadi/include/highs/mip/HighsRedcostFixing.h +2 -4
  584. casadi/include/highs/mip/HighsSearch.h +2 -4
  585. casadi/include/highs/mip/HighsSeparation.h +2 -4
  586. casadi/include/highs/mip/HighsSeparator.h +2 -4
  587. casadi/include/highs/mip/HighsTableauSeparator.h +2 -4
  588. casadi/include/highs/mip/HighsTransformedLp.h +2 -4
  589. casadi/include/highs/model/HighsHessian.h +3 -1
  590. casadi/include/highs/model/HighsModel.h +2 -0
  591. casadi/include/highs/parallel/HighsSpinMutex.h +2 -1
  592. casadi/include/highs/parallel/HighsSplitDeque.h +1 -1
  593. casadi/include/highs/parallel/HighsTaskExecutor.h +10 -2
  594. casadi/include/highs/presolve/HPresolve.h +9 -6
  595. casadi/include/highs/presolve/HPresolveAnalysis.h +5 -4
  596. casadi/include/highs/presolve/HighsPostsolveStack.h +50 -13
  597. casadi/include/highs/presolve/HighsSymmetry.h +2 -4
  598. casadi/include/highs/presolve/ICrash.h +4 -3
  599. casadi/include/highs/presolve/ICrashUtil.h +2 -2
  600. casadi/include/highs/presolve/ICrashX.h +4 -6
  601. casadi/include/highs/presolve/PresolveComponent.h +4 -42
  602. casadi/include/highs/qpsolver/a_asm.hpp +56 -0
  603. casadi/include/highs/qpsolver/a_quass.hpp +12 -0
  604. casadi/include/highs/qpsolver/quass.hpp +1 -4
  605. casadi/include/highs/simplex/HApp.h +14 -16
  606. casadi/include/highs/simplex/HEkk.h +12 -11
  607. casadi/include/highs/simplex/HEkkDual.h +2 -4
  608. casadi/include/highs/simplex/HEkkDualRHS.h +5 -6
  609. casadi/include/highs/simplex/HEkkDualRow.h +2 -4
  610. casadi/include/highs/simplex/HEkkPrimal.h +2 -4
  611. casadi/include/highs/simplex/HSimplex.h +2 -4
  612. casadi/include/highs/simplex/HSimplexDebug.h +2 -4
  613. casadi/include/highs/simplex/HSimplexNla.h +2 -4
  614. casadi/include/highs/simplex/HSimplexReport.h +3 -5
  615. casadi/include/highs/simplex/HighsSimplexAnalysis.h +2 -4
  616. casadi/include/highs/simplex/SimplexConst.h +7 -5
  617. casadi/include/highs/simplex/SimplexStruct.h +11 -5
  618. casadi/include/highs/simplex/SimplexTimer.h +2 -4
  619. casadi/include/highs/test/DevKkt.h +2 -4
  620. casadi/include/highs/test/KktCh2.h +2 -4
  621. casadi/include/highs/util/FactorTimer.h +2 -4
  622. casadi/include/highs/util/HFactor.h +2 -4
  623. casadi/include/highs/util/HFactorConst.h +2 -4
  624. casadi/include/highs/util/HFactorDebug.h +2 -4
  625. casadi/include/highs/util/HSet.h +3 -5
  626. casadi/include/highs/util/HVector.h +2 -4
  627. casadi/include/highs/util/HVectorBase.h +2 -4
  628. casadi/include/highs/util/HighsCDouble.h +2 -4
  629. casadi/include/highs/util/HighsComponent.h +2 -4
  630. casadi/include/highs/util/HighsDataStack.h +3 -5
  631. casadi/include/highs/util/HighsDisjointSets.h +8 -10
  632. casadi/include/highs/util/HighsHash.h +22 -7
  633. casadi/include/highs/util/HighsHashTree.h +25 -7
  634. casadi/include/highs/util/HighsInt.h +2 -4
  635. casadi/include/highs/util/HighsIntegers.h +2 -4
  636. casadi/include/highs/util/HighsLinearSumBounds.h +2 -4
  637. casadi/include/highs/util/HighsMatrixPic.h +2 -4
  638. casadi/include/highs/util/HighsMatrixSlice.h +2 -4
  639. casadi/include/highs/util/HighsMatrixUtils.h +2 -4
  640. casadi/include/highs/util/HighsRandom.h +2 -4
  641. casadi/include/highs/util/HighsRbTree.h +2 -4
  642. casadi/include/highs/util/HighsSort.h +2 -4
  643. casadi/include/highs/util/HighsSparseMatrix.h +11 -7
  644. casadi/include/highs/util/HighsSparseVectorSum.h +2 -4
  645. casadi/include/highs/util/HighsSplay.h +2 -4
  646. casadi/include/highs/util/HighsTimer.h +3 -4
  647. casadi/include/highs/util/HighsUtils.h +14 -4
  648. casadi/include/highs/util/stringutil.h +2 -4
  649. casadi/include/licenses/alpaqa-external/LICENSE +165 -0
  650. casadi/include/licenses/highs-external/LICENSE +1 -1
  651. casadi/include/licenses/sleqp-external/LICENSE +165 -0
  652. casadi/include/licenses/trlib-external/LICENSE +21 -0
  653. casadi/include/openblas/cblas.h +411 -0
  654. casadi/include/openblas/f77blas.h +796 -0
  655. casadi/include/openblas/lapack.h +22997 -0
  656. casadi/include/openblas/lapacke.h +12665 -0
  657. casadi/include/openblas/lapacke_config.h +119 -0
  658. casadi/include/openblas/lapacke_example_aux.h +9 -0
  659. casadi/include/openblas/lapacke_mangling.h +17 -0
  660. casadi/include/openblas/lapacke_utils.h +582 -0
  661. casadi/include/openblas/openblas/lapacke_mangling.h +17 -0
  662. casadi/include/openblas/openblas_config.h +140 -0
  663. casadi/include/qdldl/qdldl.h +169 -0
  664. casadi/include/qdldl/qdldl_types.h +23 -0
  665. casadi/include/s_blas.h +78 -0
  666. casadi/include/s_blas_64.h +73 -0
  667. casadi/include/sleqp/defs.h +58 -0
  668. casadi/include/sleqp/export.h +42 -0
  669. casadi/include/sleqp/pub_cmp.h +18 -0
  670. casadi/include/sleqp/pub_dyn.h +140 -0
  671. casadi/include/sleqp/pub_error.h +50 -0
  672. casadi/include/sleqp/pub_func.h +257 -0
  673. casadi/include/sleqp/pub_hess_struct.h +105 -0
  674. casadi/include/sleqp/pub_iterate.h +88 -0
  675. casadi/include/sleqp/pub_log.h +88 -0
  676. casadi/include/sleqp/pub_lsq.h +158 -0
  677. casadi/include/sleqp/pub_mem.h +52 -0
  678. casadi/include/sleqp/pub_problem.h +213 -0
  679. casadi/include/sleqp/pub_scale.h +150 -0
  680. casadi/include/sleqp/pub_settings.h +162 -0
  681. casadi/include/sleqp/pub_solver.h +155 -0
  682. casadi/include/sleqp/pub_types.h +230 -0
  683. casadi/include/sleqp/pub_working_set.h +135 -0
  684. casadi/include/sleqp/sparse/pub_mat.h +153 -0
  685. casadi/include/sleqp/sparse/pub_vec.h +336 -0
  686. casadi/include/sleqp.h +38 -0
  687. casadi/include/spral.h +13 -0
  688. casadi/include/spral_lsmr.h +57 -0
  689. casadi/include/spral_matrix_util.h +40 -0
  690. casadi/include/spral_random.h +26 -0
  691. casadi/include/spral_random_matrix.h +27 -0
  692. casadi/include/spral_rutherford_boeing.h +51 -0
  693. casadi/include/spral_scaling.h +139 -0
  694. casadi/include/spral_ssids.h +121 -0
  695. casadi/include/spral_ssmfe.h +268 -0
  696. casadi/include/trlib/trlib_eigen_inverse.h +118 -0
  697. casadi/include/trlib/trlib_krylov.h +493 -0
  698. casadi/include/trlib/trlib_leftmost.h +181 -0
  699. casadi/include/trlib/trlib_private.h +109 -0
  700. casadi/include/trlib/trlib_quadratic_zero.h +57 -0
  701. casadi/include/trlib/trlib_tri_factor.h +409 -0
  702. casadi/include/trlib/trlib_types.h +36 -0
  703. casadi/include/trlib.h +44 -0
  704. casadi/ipopt.lib +0 -0
  705. casadi/lapack.lib +0 -0
  706. casadi/lib/libtinyxml2.dll.a +0 -0
  707. casadi/libCbc-3.dll +0 -0
  708. casadi/libCbc.dll.a +0 -0
  709. casadi/libCbc.la +1 -1
  710. casadi/libCbcSolver-3.dll +0 -0
  711. casadi/libCbcSolver.dll.a +0 -0
  712. casadi/libCbcSolver.la +1 -1
  713. casadi/libCgl-1.dll +0 -0
  714. casadi/libCgl.dll.a +0 -0
  715. casadi/libCgl.la +1 -1
  716. casadi/libClp-1.dll +0 -0
  717. casadi/libClp.dll.a +0 -0
  718. casadi/libClp.la +1 -1
  719. casadi/libClpSolver-1.dll +0 -0
  720. casadi/libClpSolver.dll.a +0 -0
  721. casadi/libClpSolver.la +1 -1
  722. casadi/libCoinUtils-3.dll +0 -0
  723. casadi/libCoinUtils.dll.a +0 -0
  724. casadi/libCoinUtils.la +1 -1
  725. casadi/libFortranHighs.dll +0 -0
  726. casadi/libFortranHighs.dll.a +0 -0
  727. casadi/libOsi-1.dll +0 -0
  728. casadi/libOsi.dll.a +0 -0
  729. casadi/libOsi.la +1 -1
  730. casadi/libOsiCbc-3.dll +0 -0
  731. casadi/libOsiCbc.dll.a +0 -0
  732. casadi/libOsiCbc.la +1 -1
  733. casadi/libOsiClp-1.dll +0 -0
  734. casadi/libOsiClp.dll.a +0 -0
  735. casadi/libOsiClp.la +1 -1
  736. casadi/libOsiCommonTests-1.dll +0 -0
  737. casadi/libOsiCommonTests.dll.a +0 -0
  738. casadi/libOsiCommonTests.la +1 -1
  739. casadi/libalpaqa.dll +0 -0
  740. casadi/libalpaqa.dll.a +0 -0
  741. casadi/libblasfeo.dll +0 -0
  742. casadi/libblasfeo.dll.a +0 -0
  743. casadi/libbonmin-4.dll +0 -0
  744. casadi/libbonmin.dll.a +0 -0
  745. casadi/libbonmin.la +1 -1
  746. casadi/libcasadi-tp-openblas.dll +0 -0
  747. casadi/libcasadi-tp-openblas.dll.a +0 -0
  748. casadi/libcasadi.dll +0 -0
  749. casadi/libcasadi.dll.a +0 -0
  750. casadi/libcasadi_conic_cbc.dll +0 -0
  751. casadi/libcasadi_conic_cbc.dll.a +0 -0
  752. casadi/libcasadi_conic_clp.dll +0 -0
  753. casadi/libcasadi_conic_clp.dll.a +0 -0
  754. casadi/libcasadi_conic_cplex.dll +0 -0
  755. casadi/libcasadi_conic_cplex.dll.a +0 -0
  756. casadi/libcasadi_conic_gurobi.dll +0 -0
  757. casadi/libcasadi_conic_gurobi.dll.a +0 -0
  758. casadi/libcasadi_conic_highs.dll +0 -0
  759. casadi/libcasadi_conic_highs.dll.a +0 -0
  760. casadi/libcasadi_conic_hpipm.dll +0 -0
  761. casadi/libcasadi_conic_hpipm.dll.a +0 -0
  762. casadi/libcasadi_conic_ipqp.dll +0 -0
  763. casadi/libcasadi_conic_ipqp.dll.a +0 -0
  764. casadi/libcasadi_conic_nlpsol.dll +0 -0
  765. casadi/libcasadi_conic_nlpsol.dll.a +0 -0
  766. casadi/libcasadi_conic_osqp.dll +0 -0
  767. casadi/libcasadi_conic_osqp.dll.a +0 -0
  768. casadi/libcasadi_conic_proxqp.dll +0 -0
  769. casadi/libcasadi_conic_proxqp.dll.a +0 -0
  770. casadi/libcasadi_conic_qpoases.dll +0 -0
  771. casadi/libcasadi_conic_qpoases.dll.a +0 -0
  772. casadi/libcasadi_conic_qrqp.dll +0 -0
  773. casadi/libcasadi_conic_qrqp.dll.a +0 -0
  774. casadi/libcasadi_conic_superscs.dll +0 -0
  775. casadi/libcasadi_conic_superscs.dll.a +0 -0
  776. casadi/libcasadi_importer_shell.dll +0 -0
  777. casadi/libcasadi_importer_shell.dll.a +0 -0
  778. casadi/libcasadi_integrator_collocation.dll +0 -0
  779. casadi/libcasadi_integrator_collocation.dll.a +0 -0
  780. casadi/libcasadi_integrator_cvodes.dll +0 -0
  781. casadi/libcasadi_integrator_cvodes.dll.a +0 -0
  782. casadi/libcasadi_integrator_idas.dll +0 -0
  783. casadi/libcasadi_integrator_idas.dll.a +0 -0
  784. casadi/libcasadi_integrator_rk.dll +0 -0
  785. casadi/libcasadi_integrator_rk.dll.a +0 -0
  786. casadi/libcasadi_interpolant_bspline.dll +0 -0
  787. casadi/libcasadi_interpolant_bspline.dll.a +0 -0
  788. casadi/libcasadi_interpolant_linear.dll +0 -0
  789. casadi/libcasadi_interpolant_linear.dll.a +0 -0
  790. casadi/libcasadi_linsol_csparse.dll +0 -0
  791. casadi/libcasadi_linsol_csparse.dll.a +0 -0
  792. casadi/libcasadi_linsol_csparsecholesky.dll +0 -0
  793. casadi/libcasadi_linsol_csparsecholesky.dll.a +0 -0
  794. casadi/libcasadi_linsol_lapacklu.dll +0 -0
  795. casadi/libcasadi_linsol_lapacklu.dll.a +0 -0
  796. casadi/libcasadi_linsol_lapackqr.dll +0 -0
  797. casadi/libcasadi_linsol_lapackqr.dll.a +0 -0
  798. casadi/libcasadi_linsol_ldl.dll +0 -0
  799. casadi/libcasadi_linsol_ldl.dll.a +0 -0
  800. casadi/libcasadi_linsol_lsqr.dll +0 -0
  801. casadi/libcasadi_linsol_lsqr.dll.a +0 -0
  802. casadi/libcasadi_linsol_ma27.dll +0 -0
  803. casadi/libcasadi_linsol_ma27.dll.a +0 -0
  804. casadi/libcasadi_linsol_mumps.dll +0 -0
  805. casadi/libcasadi_linsol_mumps.dll.a +0 -0
  806. casadi/libcasadi_linsol_qr.dll +0 -0
  807. casadi/libcasadi_linsol_qr.dll.a +0 -0
  808. casadi/libcasadi_linsol_symbolicqr.dll +0 -0
  809. casadi/libcasadi_linsol_symbolicqr.dll.a +0 -0
  810. casadi/libcasadi_linsol_tridiag.dll +0 -0
  811. casadi/libcasadi_linsol_tridiag.dll.a +0 -0
  812. casadi/libcasadi_nlpsol_alpaqa.dll +0 -0
  813. casadi/libcasadi_nlpsol_alpaqa.dll.a +0 -0
  814. casadi/libcasadi_nlpsol_ampl.dll +0 -0
  815. casadi/libcasadi_nlpsol_ampl.dll.a +0 -0
  816. casadi/libcasadi_nlpsol_blocksqp.dll +0 -0
  817. casadi/libcasadi_nlpsol_blocksqp.dll.a +0 -0
  818. casadi/libcasadi_nlpsol_bonmin.dll +0 -0
  819. casadi/libcasadi_nlpsol_bonmin.dll.a +0 -0
  820. casadi/libcasadi_nlpsol_feasiblesqpmethod.dll +0 -0
  821. casadi/libcasadi_nlpsol_feasiblesqpmethod.dll.a +0 -0
  822. casadi/libcasadi_nlpsol_ipopt.dll +0 -0
  823. casadi/libcasadi_nlpsol_ipopt.dll.a +0 -0
  824. casadi/libcasadi_nlpsol_knitro.dll +0 -0
  825. casadi/libcasadi_nlpsol_knitro.dll.a +0 -0
  826. casadi/libcasadi_nlpsol_qrsqp.dll +0 -0
  827. casadi/libcasadi_nlpsol_qrsqp.dll.a +0 -0
  828. casadi/libcasadi_nlpsol_scpgen.dll +0 -0
  829. casadi/libcasadi_nlpsol_scpgen.dll.a +0 -0
  830. casadi/libcasadi_nlpsol_sleqp.dll +0 -0
  831. casadi/libcasadi_nlpsol_sleqp.dll.a +0 -0
  832. casadi/libcasadi_nlpsol_snopt.dll +0 -0
  833. casadi/libcasadi_nlpsol_snopt.dll.a +0 -0
  834. casadi/libcasadi_nlpsol_sqpmethod.dll +0 -0
  835. casadi/libcasadi_nlpsol_sqpmethod.dll.a +0 -0
  836. casadi/libcasadi_nlpsol_worhp.dll +0 -0
  837. casadi/libcasadi_nlpsol_worhp.dll.a +0 -0
  838. casadi/libcasadi_rootfinder_fast_newton.dll +0 -0
  839. casadi/libcasadi_rootfinder_fast_newton.dll.a +0 -0
  840. casadi/libcasadi_rootfinder_kinsol.dll +0 -0
  841. casadi/libcasadi_rootfinder_kinsol.dll.a +0 -0
  842. casadi/libcasadi_rootfinder_newton.dll +0 -0
  843. casadi/libcasadi_rootfinder_newton.dll.a +0 -0
  844. casadi/libcasadi_rootfinder_nlpsol.dll +0 -0
  845. casadi/libcasadi_rootfinder_nlpsol.dll.a +0 -0
  846. casadi/libcasadi_sundials_common.dll +0 -0
  847. casadi/libcasadi_sundials_common.dll.a +0 -0
  848. casadi/libcasadi_xmlfile_tinyxml.dll +0 -0
  849. casadi/libcasadi_xmlfile_tinyxml.dll.a +0 -0
  850. casadi/libcoinmetis-2.dll +0 -0
  851. casadi/libcoinmetis.dll.a +0 -0
  852. casadi/libcoinmumps-3.dll +0 -0
  853. casadi/libcoinmumps.dll.a +0 -0
  854. casadi/libcplex_adaptor.dll +0 -0
  855. casadi/libgurobi_adaptor.dll +0 -0
  856. casadi/libhighs.dll +0 -0
  857. casadi/libhighs.dll.a +0 -0
  858. casadi/libhpipm.dll +0 -0
  859. casadi/libhpipm.dll.a +0 -0
  860. casadi/libipopt-3.dll +0 -0
  861. casadi/libipopt.dll.a +0 -0
  862. casadi/libosqp.dll +0 -0
  863. casadi/libosqp.dll.a +0 -0
  864. casadi/libqdldl.dll +0 -0
  865. casadi/libqdldl.dll.a +0 -0
  866. casadi/libsipopt-3.dll +0 -0
  867. casadi/libsipopt.dll.a +0 -0
  868. casadi/libsleqp.dll +0 -0
  869. casadi/libsleqp.dll.a +0 -0
  870. casadi/libtinyxml2.dll +0 -0
  871. casadi/libtrlib.dll +0 -0
  872. casadi/libtrlib.dll.a +0 -0
  873. casadi/osqp.lib +0 -0
  874. casadi/pkgconfig/blas.pc +11 -0
  875. casadi/pkgconfig/bonmin.pc +1 -1
  876. casadi/pkgconfig/casadi.pc +1 -1
  877. casadi/pkgconfig/cbc.pc +2 -2
  878. casadi/pkgconfig/cgl.pc +2 -2
  879. casadi/pkgconfig/clp.pc +1 -1
  880. casadi/pkgconfig/coinutils.pc +1 -1
  881. casadi/pkgconfig/highs.pc +3 -3
  882. casadi/pkgconfig/lapack.pc +11 -0
  883. casadi/pkgconfig/openblas.pc +1 -1
  884. casadi/pkgconfig/osi-cbc.pc +1 -1
  885. casadi/pkgconfig/osi-clp.pc +1 -1
  886. casadi/pkgconfig/osi-unittests.pc +1 -1
  887. casadi/pkgconfig/osi.pc +1 -1
  888. casadi/pkgconfig/sleqp.pc +10 -0
  889. casadi/sleqp.lib +0 -0
  890. casadi/spral_ssids.exe +0 -0
  891. {casadi-3.6.3.dist-info → casadi-3.6.5.dist-info}/METADATA +11 -3
  892. {casadi-3.6.3.dist-info → casadi-3.6.5.dist-info}/RECORD +893 -325
  893. casadi/include/highs/interfaces/OsiHiGHSSolverInterface.hpp +0 -415
  894. casadi/libOsiHighs.dll +0 -0
  895. casadi/libOsiHighs.dll.a +0 -0
  896. casadi/pkgconfig/osi-highs.pc +0 -11
  897. {casadi-3.6.3.dist-info → casadi-3.6.5.dist-info}/WHEEL +0 -0
@@ -0,0 +1,88 @@
1
+ #ifndef SLEQP_PUB_LOG_H
2
+ #define SLEQP_PUB_LOG_H
3
+
4
+ /**
5
+ * @file pub_log.h
6
+ * @brief Logging functionality.
7
+ **/
8
+
9
+ #include <time.h>
10
+
11
+ #include "sleqp/defs.h"
12
+ #include "sleqp/export.h"
13
+
14
+ /**
15
+ * Definition of log levels
16
+ **/
17
+ typedef enum
18
+ {
19
+ SLEQP_LOG_SILENT = 0,
20
+ SLEQP_LOG_ERROR = 1,
21
+ SLEQP_LOG_WARN = 2,
22
+ SLEQP_LOG_INFO = 3,
23
+ SLEQP_LOG_DEBUG = 4,
24
+ SLEQP_NUM_LOG_LEVELS = 5
25
+ } SLEQP_LOG_LEVEL;
26
+
27
+ /**
28
+ * Returns the current log level
29
+ **/
30
+ SLEQP_EXPORT SLEQP_LOG_LEVEL
31
+ sleqp_log_level();
32
+
33
+ /**
34
+ * Sets the log level
35
+ **/
36
+ SLEQP_EXPORT void
37
+ sleqp_log_set_level(SLEQP_LOG_LEVEL level);
38
+
39
+ /**
40
+ * Definition of the log handler function
41
+ **/
42
+ typedef void (*SLEQP_LOG_HANDLER)(SLEQP_LOG_LEVEL level,
43
+ time_t time,
44
+ const char* message);
45
+
46
+ /**
47
+ * Sets a custom log handler
48
+ **/
49
+ SLEQP_EXPORT void
50
+ sleqp_log_set_handler(SLEQP_LOG_HANDLER handler);
51
+
52
+ SLEQP_EXPORT void
53
+ sleqp_log_msg_level(int level, const char* fmt, ...) SLEQP_FORMAT_PRINTF(2, 3);
54
+
55
+ void
56
+ sleqp_log_trace_level(int level,
57
+ const char* file,
58
+ int line,
59
+ const char* fmt,
60
+ ...) SLEQP_FORMAT_PRINTF(4, 5);
61
+
62
+ #define sleqp_bool_string(x) ((x) ? "true" : "false")
63
+
64
+ #define sleqp_log_log_trace(level, file, line, ...) \
65
+ do \
66
+ { \
67
+ if (sleqp_log_level() >= level) \
68
+ { \
69
+ sleqp_log_trace_level(level, file, line, __VA_ARGS__); \
70
+ } \
71
+ } while (0)
72
+
73
+ #define sleqp_log_log_msg(level, ...) \
74
+ do \
75
+ { \
76
+ if (sleqp_log_level() >= level) \
77
+ { \
78
+ sleqp_log_msg_level(level, __VA_ARGS__); \
79
+ } \
80
+ } while (0)
81
+
82
+ #define sleqp_log_info(...) sleqp_log_log_msg(SLEQP_LOG_INFO, __VA_ARGS__)
83
+ #define sleqp_log_warn(...) sleqp_log_log_msg(SLEQP_LOG_WARN, __VA_ARGS__)
84
+ #define sleqp_log_error(...) sleqp_log_log_msg(SLEQP_LOG_ERROR, __VA_ARGS__)
85
+
86
+ #define sleqp_log_debug(...) sleqp_log_log_msg(SLEQP_LOG_DEBUG, __VA_ARGS__)
87
+
88
+ #endif /* SLEQP_PUB_LOG_H */
@@ -0,0 +1,158 @@
1
+ #ifndef SLEQP_PUB_LSQ_H
2
+ #define SLEQP_PUB_LSQ_H
3
+
4
+ /**
5
+ * @file pub_lsq.h
6
+ * @brief Defintion of least squares functions.
7
+ **/
8
+
9
+ #include "sleqp/export.h"
10
+ #include "sleqp/pub_iterate.h"
11
+ #include "sleqp/pub_problem.h"
12
+ #include "sleqp/sparse/pub_vec.h"
13
+
14
+ /**
15
+ * @defgroup least_squares Nonlinear least-squares problems
16
+ *
17
+ * A least-squares function is defined in terms of residuals
18
+ * \f$ r : \R^n \to \R^k \f$
19
+ *
20
+ * yielding the objective
21
+ *
22
+ * \f[
23
+ * f(x) := \frac{1}{2} \|r(x)\|^2
24
+ * \f]
25
+ *
26
+ * subjecting to the usual constraints. During the optimization, the
27
+ * Hessian being used is not that of the original Lagrangean, but
28
+ * instead the Levenberg-Marquardt approximation of the Hessian of the
29
+ * objective \f$ f \f$, given as
30
+ *
31
+ * \f[
32
+ * H_f(x) \approx J^{T}(x) \cdot J(x).
33
+ * \f]
34
+ *
35
+ * Optionally, the user can provide a regularization
36
+ * factor \f$ \lmfact > 0 \f$, which will add a term
37
+ * of \f$ \lmfact \cdot I_{n} \f$ to the Hessian.
38
+ **/
39
+
40
+ /**
41
+ * Queries the number of nonzeros of the function at the
42
+ * current primal point.
43
+ *
44
+ * @param[in] func The function
45
+ * @param[out] residual_nnz The number of nonzeros of the residuals
46
+ *\f$r(x)\f$
47
+ * @param[out] jac_fwd_nnz The number of nonzeros of
48
+ *\f$J_r(x)d\f$
49
+ * @param[out] jac_adj_nnz The number of nonzeros of
50
+ *\f$d^{T}J_r(x)\f$
51
+ * @param[out] cons_val_nnz The number of nonzeros of the constraint
52
+ *function \f$ c(x) \f$
53
+ * @param[out] cons_jac_nnz The number of nonzeros of the constraint
54
+ *Jacobian \f$ J_c(x) \f$
55
+ * @param[out] cons_jac_nnz The number of nonzeros of Hessian products
56
+ **/
57
+ typedef SLEQP_RETCODE (*SLEQP_LSQ_NONZEROS)(SleqpFunc* func,
58
+ int* residual_nnz,
59
+ int* jac_fwd_nnz,
60
+ int* jac_adj_nnz,
61
+ int* cons_val_nnz,
62
+ int* cons_jac_nnz,
63
+ void* func_data);
64
+
65
+ /**
66
+ * Evaluates the residuals \f$ r(x) \f$ at the current primal point.
67
+ *
68
+ * @param[in] func The function
69
+ * @param[out] residual The resulting residual
70
+ * @param[in,out] func_data The function data
71
+ *
72
+ */
73
+ typedef SLEQP_RETCODE (*SLEQP_LSQ_RESIDUALS)(SleqpFunc* func,
74
+ SleqpVec* residual,
75
+ void* func_data);
76
+
77
+ /**
78
+ * Evaluates the forward product of the Jacobian of the residuals at the
79
+ * current primal point \f$ J_r(x) \f$ with a direction
80
+ * \f$ d \in \R^n \f$.
81
+ *
82
+ * @param[in] func The function
83
+ * @param[in] forward_direction The direction \f$ d \f$
84
+ * @param[out] product The resulting product
85
+ * @param[in,out] func_data The function data
86
+ *
87
+ */
88
+ typedef SLEQP_RETCODE (*SLEQP_LSQ_JAC_FORWARD)(
89
+ SleqpFunc* func,
90
+ const SleqpVec* forward_direction,
91
+ SleqpVec* product,
92
+ void* func_data);
93
+
94
+ /**
95
+ * Evaluates the adjoint product of the Jacobian of the residuals at the
96
+ * current primal point \f$ J_r(x) \f$ with a
97
+ * direction \f$ d \in \R^k \f$.
98
+ *
99
+ * @param[in] func The function
100
+ * @param[in] adjoint_direction The direction \f$ d \f$
101
+ * @param[out] product The resulting product
102
+ * @param[in,out] func_data The function data
103
+ *
104
+ */
105
+ typedef SLEQP_RETCODE (*SLEQP_LSQ_JAC_ADJOINT)(
106
+ SleqpFunc* func,
107
+ const SleqpVec* adjoint_direction,
108
+ SleqpVec* product,
109
+ void* func_data);
110
+
111
+ typedef struct
112
+ {
113
+ SLEQP_FUNC_SET set_value;
114
+ SLEQP_LSQ_NONZEROS lsq_nonzeros;
115
+ SLEQP_LSQ_RESIDUALS lsq_residuals;
116
+ SLEQP_LSQ_JAC_FORWARD lsq_jac_forward;
117
+ SLEQP_LSQ_JAC_ADJOINT lsq_jac_adjoint;
118
+ SLEQP_FUNC_CONS_VAL cons_val;
119
+ SLEQP_FUNC_CONS_JAC cons_jac;
120
+ SLEQP_FUNC_FREE func_free;
121
+ } SleqpLSQCallbacks;
122
+
123
+ /**
124
+ * Creates a least-squares function.
125
+ *
126
+ * @param[out] fstar A pointer to the function to be created
127
+ * @param[in] callbacks Required callbacks
128
+ * @param[in] num_variables The number \f$ n \f$ of variables
129
+ * @param[in] num_constraints The number \f$ m \f$ of constraints
130
+ * @param[in] num_residuals The number \f$ k \f$ of residuals
131
+ * @param[in] lm_factor The regularization factor \f$ \lmfact \f$
132
+ * @param[in] params Numerical parameters
133
+ * @param[in] func_data User-provided function data
134
+ *
135
+ **/
136
+ SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
137
+ sleqp_lsq_func_create(SleqpFunc** fstar,
138
+ SleqpLSQCallbacks* callbacks,
139
+ int num_variables,
140
+ int num_constraints,
141
+ int num_residuals,
142
+ double lm_factor,
143
+ SleqpSettings* settings,
144
+ void* func_data);
145
+
146
+ /**
147
+ * Sets the callbacks of this LSQ function to the specified ones
148
+ **/
149
+ SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
150
+ sleqp_lsq_func_set_callbacks(SleqpFunc* func, SleqpLSQCallbacks* callbacks);
151
+
152
+ /**
153
+ * Sets the regularization factor \f$ \lmfact \f$
154
+ **/
155
+ SLEQP_EXPORT SLEQP_WARNUNUSED SLEQP_RETCODE
156
+ sleqp_lsq_func_set_lm_factor(SleqpFunc* func, double lm_factor);
157
+
158
+ #endif /* SLEQP_PUB_LSQ_H */
@@ -0,0 +1,52 @@
1
+ #ifndef SLEQP_PUB_MEM_H
2
+ #define SLEQP_PUB_MEM_H
3
+
4
+ /**
5
+ * @file pub_mem.h
6
+ * @brief Definition of memory (de-)allocation functions.
7
+ **/
8
+
9
+ #include <stdlib.h>
10
+
11
+ #include "pub_error.h"
12
+ #include "pub_types.h"
13
+
14
+ #define sleqp_allocate_memory(ptr, size) \
15
+ (*(ptr) = ((size) > 0) ? malloc((size)) : NULL), \
16
+ (((size) > 0) && (*(ptr) == NULL)) \
17
+ ? (sleqp_set_error(__FILE__, \
18
+ __LINE__, \
19
+ __PRETTY_FUNCTION__, \
20
+ SLEQP_NOMEM, \
21
+ "Failed to allocate %ld bytes of memory", \
22
+ size), \
23
+ SLEQP_ERROR) \
24
+ : SLEQP_OKAY
25
+
26
+ #define sleqp_reallocate_memory(ptr, size) \
27
+ (*ptr = realloc(*ptr, size), (((size) > 0) && (*(ptr) == NULL))) \
28
+ ? (sleqp_set_error(__FILE__, \
29
+ __LINE__, \
30
+ __PRETTY_FUNCTION__, \
31
+ SLEQP_NOMEM, \
32
+ "Failed to allocate %ld bytes of memory", \
33
+ size), \
34
+ SLEQP_ERROR) \
35
+ : SLEQP_OKAY
36
+
37
+ SLEQP_WARNUNUSED SLEQP_RETCODE
38
+ sleqp_free(void** ptr);
39
+
40
+ #define sleqp_malloc(ptr) sleqp_allocate_memory(ptr, sizeof(**ptr))
41
+
42
+ #define sleqp_alloc_array(ptr, count) \
43
+ sleqp_allocate_memory(ptr, ((count) * sizeof(**ptr)))
44
+
45
+ #define sleqp_realloc(ptr, count) \
46
+ sleqp_reallocate_memory(ptr, ((count) * sizeof(**ptr)))
47
+
48
+ #define sleqp_free(ptr) \
49
+ free(*ptr); \
50
+ *ptr = NULL
51
+
52
+ #endif /* SLEQP_PUB_MEM_H */
@@ -0,0 +1,213 @@
1
+ #ifndef SLEQP_PUB_PROBLEM_H
2
+ #define SLEQP_PUB_PROBLEM_H
3
+
4
+ #include "sleqp/export.h"
5
+
6
+ #include "sleqp/pub_func.h"
7
+ #include "sleqp/pub_settings.h"
8
+ #include "sparse/pub_mat.h"
9
+ #include "sparse/pub_vec.h"
10
+
11
+ /**
12
+ * @file pub_problem.h
13
+ * @brief Definition of the programming problem.
14
+ **/
15
+
16
+ /**
17
+ * @defgroup problem Nonlinear programming problems
18
+ *
19
+ * An NLP is given as
20
+ *
21
+ * \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
+ *
29
+ * 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$.
44
+ *
45
+ * \f[
46
+ * \begin{aligned}
47
+ * f'(\cdot) &:= 2^{\lambda} f(B \cdot) \\
48
+ * c'(\cdot) &:= A c(B \cdot) \\
49
+ * l' &:= A l \\
50
+ * u' &:= A u \\
51
+ * l_x' &:= B l_x \\
52
+ * x' &:= B x \\
53
+ * u_x' &:= B u_x \\
54
+ * \end{aligned}
55
+ * \f]
56
+ *
57
+ * Note that the scaling is exact (apart from over- / underflows)
58
+ * in the sense that the unscaling is inverse to the scaling
59
+ * even on floating points.
60
+ *
61
+ * In terms of least-squares functions, the objective scaling works
62
+ * by scaling the residual vector \f$ r(x) \f$ by \f$ 2^{\lambda} \f$.
63
+ * Consequently, the objective value is scaled by \f$ \approx 2^{2 \lambda} \f$.
64
+ *
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 */