casadi 3.6.4__cp312-none-macosx_10_13_x86_64.macosx_10_13_intel.whl

casadi/include/casadi/core/optistack.hpp

@@ -0,0 +1,647 @@
+/*
+ *    This file is part of CasADi.
+ *
+ *    CasADi -- A symbolic framework for dynamic optimization.
+ *    Copyright (C) 2010-2023 Joel Andersson, Joris Gillis, Moritz Diehl,
+ *                            KU Leuven. All rights reserved.
+ *    Copyright (C) 2011-2014 Greg Horn
+ *
+ *    CasADi is free software; you can redistribute it and/or
+ *    modify it under the terms of the GNU Lesser General Public
+ *    License as published by the Free Software Foundation; either
+ *    version 3 of the License, or (at your option) any later version.
+ *
+ *    CasADi is distributed in the hope that it will be useful,
+ *    but WITHOUT ANY WARRANTY; without even the implied warranty of
+ *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+ *    Lesser General Public License for more details.
+ *
+ *    You should have received a copy of the GNU Lesser General Public
+ *    License along with CasADi; if not, write to the Free Software
+ *    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
+ *
+ */
+
+#ifndef CASADI_OPTISTACK_HPP
+#define CASADI_OPTISTACK_HPP
+
+#include "function.hpp"
+#include "callback.hpp"
+
+namespace casadi {
+
+typedef DM native_DM;
+
+class OptiNode;
+class OptiSol;
+class OptiAdvanced;
+class OptiCallback;
+/** \brief A simplified interface for NLP modeling/solving
+
+      This class offers a view with model description facilities
+      The API is guaranteed to be stable.
+
+
+      Example NLP:
+      \verbatim
+      opti = casadi.Opti();
+
+      x = opti.variable();
+      y = opti.variable();
+
+      opti.minimize(  (y-x^2)^2   );
+      opti.subject_to( x^2+y^2==1 );
+      opti.subject_to(     x+y>=1 );
+
+      opti.solver('ipopt');
+      sol = opti.solve();
+
+      sol.value(x)
+      sol.value(y)
+      \endverbatim
+
+      Example parametric NLP:
+      \verbatim
+      opti = casadi.Opti();
+
+      x = opti.variable(2,1);
+      p = opti.parameter();
+
+      opti.minimize(  (p*x(2)-x(1)^2)^2   );
+      opti.subject_to( 1<=sum(x)<=2 );
+
+      opti.solver('ipopt');
+
+      opti.set_value(p, 3);
+      sol = opti.solve();
+      sol.value(x)
+
+      opti.set_value(p, 5);
+      sol = opti.solve();
+      sol.value(x)
+      \endverbatim
+
+      \date 2017
+      \author Joris Gillis, Erik Lambrechts, Joel Andersson
+
+    \identifier{16} */
+class CASADI_EXPORT Opti
+  : public SWIG_IF_ELSE(PrintableCommon, Printable<Opti>),
+  public SharedObject {
+  friend class InternalOptiCallback;
+public:
+
+  /** \brief Create Opti Context
+   * 
+   * \param[in] problem_type of optimization 'nlp' or 'conic' (default nlp)
+
+      \identifier{17} */
+  Opti(const std::string& problem_type="nlp");
+
+  /** \brief Create a decision variable (symbol)
+  *
+  * The order of creation matters.
+  * The order will be reflected in the optimization problem.
+  * It is not required for decision variables to actualy appear in the optimization problem.
+  *
+  * \param[in] n number of rows (default 1)
+  * \param[in] m number of columnss (default 1)
+  * \param[in] attribute: 'full' (default) or 'symmetric'
+
+      \identifier{18} */
+  MX variable(casadi_int n=1, casadi_int m=1, const std::string& attribute="full");
+
+  /** \brief Create a parameter (symbol); fixed during optimization
+  *
+  * The order of creation does not matter.
+  * It is not required for parameter to actualy appear in the optimization problem.
+  * Parameters that do appear, must be given a value before the problem can be solved.
+  *
+  * \param[in] n number of rows (default 1)
+  * \param[in] m number of columnss (default 1)
+  * \param[in] attribute: 'full' (default) or 'symmetric'
+
+      \identifier{19} */
+  MX parameter(casadi_int n=1, casadi_int m=1, const std::string& attribute="full");
+
+  /** \brief Set objective
+  *
+  * Objective must be a scalar. Default objective: 0
+  * When method is called multiple times, the last call takes effect
+
+      \identifier{1a} */
+  void minimize(const MX& f);
+
+  /// @{
+  /** \brief Add constraints
+  *
+  * Examples:
+  * \verbatim
+  * \begin{itemize}
+  * opti.subject_to( sqrt(x+y) >= 1);
+  * opti.subject_to( sqrt(x+y) > 1)}: same as above
+  * opti.subject_to( 1<= sqrt(x+y) )}: same as above
+  * opti.subject_to( 5*x+y==1 )}: equality
+  *
+  * Python
+  * opti.subject_to([x*y>=1,x==3])
+  * opti.subject_to(opti.bounded(0,x,1))
+  *
+  * MATLAB
+  * opti.subject_to({x*y>=1,x==3})
+  * opti.subject_to( 0<=x<=1 )
+  * \endverbatim
+  *
+  *
+  * Related functionalities:
+  *  - opti.lbg,opti.g,opti.ubg represent the vector of flattened constraints
+  *  - opti.debug.show_infeasibilities() may be used to inspect which constraints are violated
+  *
+      \identifier{1b} */
+  void subject_to(const MX& g);
+  void subject_to(const std::vector<MX>& g);
+  /// @}
+
+  /// Clear constraints
+  void subject_to();
+
+  /** \brief Set a solver
+  *
+  * \param[in] solver any of the nlpsol plugins can be used here
+  *            In practice, not all nlpsol plugins may be supported yet
+  * \param[in] options passed on to nlpsol plugin
+  *            No stability can be guaranteed about this part of the API
+  * \param[in] options to be passed to nlpsol solver
+  *            No stability can be guaranteed about this part of the API
+
+      \identifier{1c} */
+  void solver(const std::string& solver,
+              const Dict& plugin_options=Dict(),
+              const Dict& solver_options=Dict());
+
+  /// @{
+  /** Set initial guess for decision variables
+  * \verbatim
+  * opti.set_initial(x, 2)
+  * opti.set_initial(10*x(1), 2)
+  * \endverbatim
+  */
+  void set_initial(const MX& x, const DM& v);
+  void set_initial(const std::vector<MX>& assignments);
+  /// @}
+
+  /// @{
+  /** \brief Set value of parameter
+  *
+  * Each parameter must be given a value before 'solve' can be called
+
+      \identifier{1d} */
+  void set_value(const MX& x, const DM& v);
+  void set_value(const std::vector<MX>& assignments);
+  /// @}
+
+  /// Crunch the numbers; solve the problem
+  OptiSol solve();
+
+  /** \brief Crunch the numbers; solve the problem
+   * 
+   * Allows the solver to return without error when
+   * an iteration or time limit is reached
+
+      \identifier{1e} */
+  OptiSol solve_limited();
+
+  /// @{
+  /** Obtain value of expression at the current value
+  *
+  * In regular mode, teh current value is the converged solution
+  * In debug mode, the value can be non-converged
+  *
+  * \param[in] values Optional assignment expressions (e.g. x==3)
+  *            to overrule the current value
+  */
+  native_DM value(const MX& x, const std::vector<MX>& values=std::vector<MX>()) const;
+  native_DM value(const DM& x, const std::vector<MX>& values=std::vector<MX>()) const;
+  native_DM value(const SX& x, const std::vector<MX>& values=std::vector<MX>()) const;
+  /// @}
+
+  /** \brief Get statistics
+  *
+  * nlpsol stats are passed as-is.
+  * No stability can be guaranteed about this part of the API
+
+      \identifier{1f} */
+  Dict stats() const;
+
+  /** \brief Get return status of solver
+
+  *          passed as-is from nlpsol
+  * No stability can be guaranteed about this part of the API
+
+      \identifier{1g} */
+  std::string return_status() const;
+
+  /** \brief get assignment expressions for initial values
+
+      \identifier{266} */
+  std::vector<MX> initial() const;
+
+  /** \brief get assignment expressions for latest values
+
+      \identifier{267} */
+  std::vector<MX> value_variables() const;
+  std::vector<MX> value_parameters() const;
+
+  /** \brief get the dual variable
+  *
+  * m must be a constraint expression.
+  * The returned value is still a symbolic expression.
+  * Use `value` on it to obtain the numerical value.
+
+      \identifier{1h} */
+  MX dual(const MX& m) const;
+
+  /** \brief Number of (scalarised) decision variables
+
+      \identifier{268} */
+  casadi_int nx() const;
+
+  /** \brief Number of (scalarised) parameters
+
+      \identifier{269} */
+  casadi_int np() const;
+
+  /** \brief Number of (scalarised) constraints
+
+      \identifier{26a} */
+  casadi_int ng() const;
+
+  /** \brief Get all (scalarised) decision variables as a symbolic column vector
+
+      \identifier{26b} */
+  MX x() const;
+
+  /** \brief Get all (scalarised) parameters as a symbolic column vector
+
+      \identifier{26c} */
+  MX p() const;
+
+  /** \brief Get all (scalarised) constraint expressions as a column vector
+
+      \identifier{26d} */
+  MX g() const;
+
+  /** \brief Get objective expression
+
+      \identifier{26e} */
+  MX f() const;
+
+  /** \brief Get all (scalarised) bounds on constraints as a column vector
+
+      \identifier{26f} */
+  MX lbg() const;
+  MX ubg() const;
+
+  /** \brief Get all (scalarised) dual variables as a symbolic column vector
+  *
+  * Useful for obtaining the Lagrange Hessian:
+  * \verbatim
+  * sol.value(hessian(opti.f+opti.lam_g'*opti.g,opti.x)) % MATLAB
+  * sol.value(hessian(opti.f+dot(opti.lam_g,opti.g),opti.x)[0]) # Python
+  * \endverbatim
+
+      \identifier{1i} */
+  MX lam_g() const;
+
+  /// @{
+  /** \brief Create a CasADi Function from the Opti solver
+   * 
+   * \param[in] name Name of the resulting CasADi Function
+   * \param[in] args List of parameters and decision/dual variables
+   *                (which can be given an initial guess) with the resulting Function
+   * \param[in] res List of expressions that will get evaluated at the optimal solution
+   * \param[in] opts Standard CasADi Funcion options
+
+      \identifier{1j} */
+  Function to_function(const std::string& name,
+      const std::vector<MX>& args, const std::vector<MX>& res,
+      const Dict& opts = Dict());
+
+  Function to_function(const std::string& name,
+      const std::vector<MX>& args, const std::vector<MX>& res,
+      const std::vector<std::string>& name_in,
+      const std::vector<std::string>& name_out,
+      const Dict& opts = Dict());
+
+  Function to_function(const std::string& name,
+      const std::map<std::string, MX>& dict,
+      const std::vector<std::string>& name_in,
+      const std::vector<std::string>& name_out,
+      const Dict& opts = Dict());
+  /// @}
+
+  #ifndef SWIGMATLAB
+  /** \brief Construct a double inequality
+  *
+  * Constructs:  lb(p) <= g(x,p) <= ub(p)
+  *
+  * Python prohibits such syntax directly
+
+      \identifier{1k} */
+  static MX bounded(const MX& lb, const MX& expr, const MX& ub) { return (lb<=expr)<= ub; }
+  #endif
+
+  /** \brief Get a copy with advanced functionality
+   *
+   * You get access to more methods, but you have no guarantees about API stability
+   *
+   * The copy is effectively a deep copy:
+   * Updating the state of the copy does not update the original.
+   *
+      \identifier{1l} */
+  OptiAdvanced debug() const;
+
+  /** \brief Get a copy with advanced functionality
+   *
+   * You get access to more methods, but you have no guarantees about API stability
+   *
+   * The copy is effectively a deep copy:
+   * Updating the state of the copy does not update the original.
+   *
+      \identifier{1m} */
+  OptiAdvanced advanced() const;
+
+  /** \brief Get a copy of the
+   *
+   * The copy is effectively a deep copy:
+   * Updating the state of the copy does not update the original.
+   *
+      \identifier{1n} */
+  Opti copy() const;
+
+  /** \brief add user data
+
+  * Add arbitrary data in the form of a dictionary to symbols
+  * or constraints
+
+      \identifier{1o} */
+  void update_user_dict(const MX& m, const Dict& meta);
+  void update_user_dict(const std::vector<MX>& m, const Dict& meta);
+  /// Get user data
+  Dict user_dict(const MX& m) const;
+
+  /// Readable name of the class
+  std::string type_name() const { return "Opti"; }
+
+  ///  Print representation
+  void disp(std::ostream& stream, bool more=false) const;
+
+  /// Get string representation
+  std::string get_str(bool more=false) const;
+
+  ///@{
+  /** \brief Helper methods for callback()
+   *
+   * Do not use directly.
+
+      \identifier{1p} */
+  void callback_class(OptiCallback* callback);
+  void callback_class();
+  ///@}
+
+#ifndef SWIG
+  Opti(const Opti& x);
+
+  /** \brief Destructor
+
+      \identifier{1q} */
+  ~Opti() {}
+
+  static Opti create(OptiNode* node);
+  /// \cond INTERNAL
+  ///@{
+  /** \brief  Access a member of the node
+
+      \identifier{1r} */
+  OptiNode* operator->();
+
+  /** \brief  Const access a member of the node
+
+      \identifier{1s} */
+  const OptiNode* operator->() const;
+  ///@}
+  /// \endcond
+
+  Opti(OptiNode* node);
+
+#endif // SWIG
+
+};
+
+  enum ConstraintType {
+    OPTI_GENERIC_EQUALITY,  // g1(x,p) == g2(x,p)
+    OPTI_GENERIC_INEQUALITY,  // g1(x,p) <= g2(x,p)
+    OPTI_EQUALITY, // g(x,p) == bound(p)
+    OPTI_INEQUALITY,  // g(x,p) <= bound(p)
+    OPTI_DOUBLE_INEQUALITY,  // lb(p) <= g(x,p) <= ub(p)
+    OPTI_PSD, // A(x,p) >= b(p)
+    OPTI_UNKNOWN};
+  enum VariableType {
+    OPTI_VAR, // variable
+    OPTI_PAR,  // parameter
+    OPTI_DUAL_G // dual
+  };
+
+  struct IndexAbstraction {
+    IndexAbstraction() : start(0), stop(0) {}
+    casadi_int start;
+    casadi_int stop;
+  };
+  struct MetaCon : IndexAbstraction {
+    MetaCon() :  n(1), flipped(false) {}
+    MX original;  // original expression
+    MX canon; // Canonical expression
+    ConstraintType type;
+    MX lb;
+    MX ub;
+    casadi_int n;
+    bool flipped;
+    MX dual_canon;
+    MX dual;
+    Dict extra;
+  };
+  struct MetaVar : IndexAbstraction {
+    std::string attribute;
+    casadi_int n;
+    casadi_int m;
+    VariableType type;
+    casadi_int count;
+    casadi_int i;
+    casadi_int active_i;
+    Dict extra;
+  };
+
+
+class OptiCallback {
+public:
+  OptiCallback() {
+  }
+  OptiCallback(const OptiCallback& obj) {
+    casadi_error("Callback objects cannot be copied");
+  }
+  virtual void call(casadi_int i) {
+    uout() << "This is a simple callback at iteration" << i << std::endl;
+  }
+  virtual ~OptiCallback() {}
+};
+
+class CASADI_EXPORT OptiAdvanced : public Opti {
+  friend class InternalOptiCallback;
+public:
+
+  OptiAdvanced(const Opti& x);
+
+  /** \brief Destructor
+
+      \identifier{1t} */
+  ~OptiAdvanced() {}
+
+
+  /// Get the underlying CasADi solver of the Opti stack
+  Function casadi_solver() const;
+
+  /// return true if expression is only dependant on Opti parameters, not variables
+  bool is_parametric(const MX& expr) const;
+
+  /// @{
+  /** \brief Get symbols present in expression
+  *
+  *  Returned vector is ordered according to the order of
+  *  variable()/parameter() calls used to create the variables
+
+      \identifier{1u} */
+  std::vector<MX> symvar() const;
+  std::vector<MX> symvar(const MX& expr) const;
+  std::vector<MX> symvar(const MX& expr, VariableType type) const;
+  /// @}
+
+  /// Interpret an expression (for internal use only)
+  MetaCon canon_expr(const MX& expr) const;
+
+  /// Get meta-data of symbol (for internal use only)
+  MetaVar get_meta(const MX& m) const;
+
+  /// Get meta-data of symbol (for internal use only)
+  MetaCon get_meta_con(const MX& m) const;
+
+  /// Set meta-data of an expression
+  void set_meta(const MX& m, const MetaVar& meta);
+
+  /// Set meta-data of an expression
+  void set_meta_con(const MX& m, const MetaCon& meta);
+
+  void assert_active_symbol(const MX& m) const;
+
+  std::vector<MX> active_symvar(VariableType type) const;
+  std::vector<DM> active_values(VariableType type) const;
+
+  MX x_lookup(casadi_index i) const;
+  MX g_lookup(casadi_index i) const;
+
+  std::string x_describe(casadi_index i) const;
+  std::string g_describe(casadi_index i) const;
+  std::string describe(const MX& x, casadi_index indent=0) const;
+
+  void show_infeasibilities(double tol=0) const;
+
+  void solve_prepare();
+  DMDict solve_actual(const DMDict& args);
+
+  DMDict arg() const;
+  void res(const DMDict& res);
+  DMDict res() const;
+  std::vector<MX> constraints() const;
+  MX objective() const;
+
+  OptiAdvanced baked_copy() const;
+
+  void assert_empty() const;
+
+
+  /// Fix the structure of the optimization problem
+  void bake();
+
+  bool problem_dirty_;
+  void mark_problem_dirty(bool flag=true);
+  bool problem_dirty() const;
+
+  bool solver_dirty_;
+  void mark_solver_dirty(bool flag=true);
+  bool solver_dirty() const;
+
+  bool solved_;
+  void mark_solved(bool flag=true);
+  bool solved() const;
+
+  void assert_solved() const;
+  void assert_baked() const;
+
+  casadi_int instance_number() const;
+
+protected:
+  OptiAdvanced() {}
+};
+
+/** \brief A simplified interface for NLP modeling/solving
+
+      This class offers a view with solution retrieval facilities
+      The API is guaranteed to be stable.
+
+
+      \date 2017
+      \author Joris Gillis, Erik Lambrechts
+
+    \identifier{1v} */
+class CASADI_EXPORT OptiSol : public SWIG_IF_ELSE(PrintableCommon, Printable<OptiAdvanced>) {
+  friend class OptiNode;
+  public:
+    std::string type_name() const {return "OptiSol";}
+    void disp(std::ostream& stream, bool more=false) const;
+    std::string get_str(bool more=false) const;
+    /// @{
+    /** Obtain value of expression at the current value
+    *
+    * In regular mode, teh current value is the converged solution
+    * In debug mode, the value can be non-converged
+    *
+    * \param[in] values Optional assignment expressions (e.g. x==3)
+    *            to overrule the current value
+    */
+    native_DM value(const MX& x, const std::vector<MX>& values=std::vector<MX>()) const;
+    native_DM value(const DM& x, const std::vector<MX>& values=std::vector<MX>()) const;
+    native_DM value(const SX& x, const std::vector<MX>& values=std::vector<MX>()) const;
+    /// @}
+
+    /// get assignment expressions for the optimal solution
+    std::vector<MX> value_variables() const;
+    std::vector<MX> value_parameters() const;
+
+    /** \brief Get statistics
+    *
+    * nlpsol stats are passed as-is.
+    * No stability can be guaranteed about this part of the API
+
+        \identifier{1w} */
+    Dict stats() const;
+
+    Opti opti() const { return optistack_; } // NOLINT(cppcoreguidelines-slicing)
+
+  protected:
+    OptiSol(const Opti& opti);
+    OptiAdvanced optistack_;
+};
+
+
+} // namespace casadi
+
+#endif // CASADI_OPTI_HPP