casadi 3.6.5__cp27-none-win_amd64.whl → 3.6.7__cp27-none-win_amd64.whl

casadi/include/fatrop/ocp/CasadiCApiUserdataWrap.hpp

@@ -0,0 +1,87 @@
+#pragma once
+#include <vector>
+#include <memory>
+#ifndef casadi_real_capi
+#define casadi_real_capi double
+#endif
+
+#ifndef casadi_int_capi
+#define casadi_int_capi long long int
+#endif
+// c++ stuff here
+// TODO: this can become part of the default fatrop API as well. It has no dependency on casadi.
+// forward declaration of OCPApplication
+namespace fatrop
+{
+  class OCPAbstractApplication;
+  namespace spectool
+  {
+
+    struct C_api_userdata
+    {
+      // constructor
+      C_api_userdata(const std::shared_ptr<fatrop::OCPAbstractApplication> &app);
+      const std::shared_ptr<fatrop::OCPAbstractApplication> app_;
+      std::vector<std::vector<casadi_int_capi>> sparsity_in;
+      std::vector<std::vector<casadi_int_capi>> sparsity_out;
+      std::vector<double> arg_initial_vars;
+      std::vector<double> arg_stage_parameters;
+      std::vector<double> arg_global_parameters;
+      int n_vars;
+      int n_stage_params;
+      int n_global_params;
+      int ref_count = 0;
+    };
+  }
+}
+
+#ifdef __cplusplus
+extern "C"
+{
+#endif
+
+/* How to prefix internal symbols */
+#ifdef CASADI_CODEGEN_PREFIX
+#define CASADI_NAMESPACE_CONCAT(NS, ID) _CASADI_NAMESPACE_CONCAT(NS, ID)
+#define _CASADI_NAMESPACE_CONCAT(NS, ID) NS##ID
+#define CASADI_PREFIX(ID) CASADI_NAMESPACE_CONCAT(CODEGEN_PREFIX, ID)
+#else
+#undef CASADI_PREFIX
+#define CASADI_PREFIX(ID) f_##ID
+#endif
+
+/* Symbol visibility in DLLs */
+#ifndef CASADI_SYMBOL_EXPORT
+#if defined(_WIN32) || defined(__WIN32__) || defined(__CYGWIN__)
+#if defined(STATIC_LINKED)
+#define CASADI_SYMBOL_EXPORT
+#else
+#define CASADI_SYMBOL_EXPORT __declspec(dllexport)
+#endif
+#elif defined(__GNUC__) && defined(GCC_HASCLASSVISIBILITY)
+#define CASADI_SYMBOL_EXPORT __attribute__((visibility("default")))
+#else
+#define CASADI_SYMBOL_EXPORT
+#endif
+#endif
+
+  CASADI_SYMBOL_EXPORT int fatrop_func(const casadi_real_capi **arg, casadi_real_capi **res, casadi_int_capi *iw, casadi_real_capi *w, int mem, void *user_data);
+  CASADI_SYMBOL_EXPORT int fatrop_func_alloc_mem(void *user_data);
+  CASADI_SYMBOL_EXPORT int fatrop_func_init_mem(int mem, void *user_data);
+  CASADI_SYMBOL_EXPORT void fatrop_func_free_mem(int mem, void *user_data);
+  CASADI_SYMBOL_EXPORT int fatrop_func_checkout(void *user_data);
+  CASADI_SYMBOL_EXPORT void fatrop_func_release(int mem, void *user_data);
+  CASADI_SYMBOL_EXPORT void fatrop_func_incref(void *user_data);
+  CASADI_SYMBOL_EXPORT void fatrop_func_decref(void *user_data);
+  CASADI_SYMBOL_EXPORT casadi_int_capi fatrop_func_n_in(void *user_data);
+  CASADI_SYMBOL_EXPORT casadi_int_capi fatrop_func_n_out(void *user_data);
+  CASADI_SYMBOL_EXPORT casadi_real_capi fatrop_func_default_in(casadi_int_capi i, void *user_data);
+  CASADI_SYMBOL_EXPORT const char *fatrop_func_name_in(casadi_int_capi i, void *user_data);
+  CASADI_SYMBOL_EXPORT const char *fatrop_func_name_out(casadi_int_capi i, void *user_data);
+  CASADI_SYMBOL_EXPORT const casadi_int_capi *fatrop_func_sparsity_in(casadi_int_capi i, void *user_data);
+  CASADI_SYMBOL_EXPORT const casadi_int_capi *fatrop_func_sparsity_out(casadi_int_capi i, void *user_data);
+  CASADI_SYMBOL_EXPORT int fatrop_func_work(casadi_int_capi *sz_arg, casadi_int_capi *sz_res, casadi_int_capi *sz_iw, casadi_int_capi *sz_w, void *user_data);
+
+#ifdef __cplusplus
+} /* extern "C" */
+#endif

casadi/include/fatrop/ocp/DuInfEvaluator.hpp

@@ -0,0 +1,38 @@
+/*
+ * Fatrop - A fast trajectory optimization solver
+ *  Copyright (C) 2022 - 2024 Lander Vanroye, KU Leuven. All rights reserved.
+ *
+ * This file is part of Fatrop.
+ *
+ * Fatrop 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.
+ *
+ * Fatrop 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 Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
+#ifndef DUINFEVALINCLUDED
+#define DUINFEVALINCLUDED
+#include "fatrop/blasfeo_wrapper/LinearAlgebraBlasfeo.hpp"
+#include "OCPKKT.hpp"
+#include "fatrop/auxiliary/Common.hpp"
+namespace fatrop
+{
+#define OCPMACRO(type, name, suffix) type name##suffix = ((type)OCP->name)
+    class DuInfEvaluator
+    {
+    public:
+        fatrop_int evaluate(
+            OCPKKTMemory *OCP,
+            double obj_scale,
+            const FatropVecBF &lam,
+            const FatropVecBF &grad,
+            FatropVecBF &du_inf);
+    };
+}
+#endif //  DUINFEVALINCLUDED

casadi/include/fatrop/ocp/FatropOCP.hpp

@@ -0,0 +1,161 @@
+/*
+ * Fatrop - A fast trajectory optimization solver
+ *  Copyright (C) 2022 - 2024 Lander Vanroye, KU Leuven. All rights reserved.
+ *
+ * This file is part of Fatrop.
+ *
+ * Fatrop 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.
+ *
+ * Fatrop 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 Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
+#ifndef OCPALGINCLUDED
+#define OCPALGINCLUDED
+#include "fatrop/blasfeo_wrapper/LinearAlgebraBlasfeo.hpp"
+#include "fatrop/templates/NLPAlg.hpp"
+#include "OCPKKT.hpp"
+#include "OCPLinearSolver.hpp"
+#include "OCPScalingMethod.hpp"
+#include "DuInfEvaluator.hpp"
+#include "OCPInitializer.hpp"
+#include "fatrop/solver/FatropPrinter.hpp"
+// #include "fatrop/ocp/LineSearchDDP.hpp"
+// #include "sparse/SparseOCP.hpp"
+#include "OCP.hpp"
+#include <memory>
+#include "fatrop/auxiliary/Common.hpp"
+#include "OCPLSScaler.hpp"
+// #include <unistd.h>
+namespace fatrop
+{
+    class FatropOCP : public FatropNLP
+    {
+    public:
+        // FatropOCP();
+        FatropOCP(
+            const std::shared_ptr<OCP> &ocp,
+            const std::shared_ptr<OCPLinearSolver> &ls,
+            const std::shared_ptr<OCPScalingMethod> &scaler, const std::shared_ptr<FatropOptions> &options, const std::shared_ptr<FatropPrinter> &printer);
+        fatrop_int eval_lag_hess(
+            double obj_scale,
+            const FatropVecBF &primal_vars,
+            const FatropVecBF &slack_vars,
+            const FatropVecBF &lam) override;
+        fatrop_int eval_constr_jac(
+            const FatropVecBF &primal_vars,
+            const FatropVecBF &slack_vars) override;
+        fatrop_int solve_pd_sys(
+            const double inertia_correction_w,
+            const double inertia_correction_c,
+            const FatropVecBF &ux,
+            const FatropVecBF &lam,
+            const FatropVecBF &delta_s,
+            const FatropVecBF &sigma_total,
+            const FatropVecBF &gradb_total) override;
+        fatrop_int solve_soc_rhs(
+            const FatropVecBF &ux,
+            const FatropVecBF &lam,
+            const FatropVecBF &delta_s,
+            const FatropVecBF &constraint_violation) override;
+        fatrop_int compute_scalings(
+            double &obj_scale,
+            FatropVecBF &x_scales,
+            FatropVecBF &lam_scales,
+            const FatropVecBF &grad_curr_x, const FatropVecBF& grad_curr_s) override;
+        fatrop_int eval_constraint_viol(
+            const FatropVecBF &primal_vars,
+            const FatropVecBF &slack_vars,
+            FatropVecBF &constraint_violation) override;
+        fatrop_int eval_obj_grad(
+            double obj_scale,
+            const FatropVecBF &primal_vars,
+            const FatropVecBF &slack_vars,
+            FatropVecBF &gradient_x,FatropVecBF &gradient_s) override;
+        fatrop_int eval_obj(
+            double obj_scale,
+            const FatropVecBF &primal_vars,
+            const FatropVecBF &slack_vars,
+            double &res) override;
+        fatrop_int eval_dual_inf(
+            double obj_scale,
+            const FatropVecBF &lam,
+            const FatropVecBF &grad_x,
+            const FatropVecBF &grad_s,
+            FatropVecBF &du_inf_x, FatropVecBF& du_inf_s) override;
+        fatrop_int initialize_slacks(double mu0,
+            FatropVecBF &s_curr) override;
+        fatrop_int initialize_dual(
+            const FatropVecBF &grad_x,
+            const FatropVecBF &grad_s,
+            FatropVecBF &dlam,
+            const FatropVecBF &zL,
+            const FatropVecBF &zU) override;
+
+        fatrop_int get_bounds(
+            FatropVecBF &lower,
+            FatropVecBF &upper) const override
+        {
+            return ocp_->get_bounds(lower, upper);
+        };
+        fatrop_int get_initial_sol_guess(
+            FatropVecBF &initial) const override
+        {
+            return ocp_->get_initial_sol_guess(initial);
+        };
+        // int GetDefaultParams(
+        //     FatropOptions &params) const override
+        //     {
+        //        return ocp_->GetDefaultParams(params);
+        //     };
+        NLPDims get_nlp_dims() const override;
+        void finalize() override;
+        void reset() override;
+
+    public:
+        std::shared_ptr<OCP> ocp_;
+        OCPDims dims_;
+        NLPDims nlpdims_;
+        std::shared_ptr<OCPLinearSolver> ls_;
+        std::shared_ptr<OCPScalingMethod> scaler_;
+        std::shared_ptr<FatropOptions> options_;
+        std::shared_ptr<FatropPrinter> printer_;
+        DuInfEvaluator duinfevaluator_;
+        OCPKKTMemory ocpkktmemory_;
+        OCPInitializer OCPInitializer_;
+        FatropMemoryVecBF s_memvec;
+        FatropMemoryVecBF ux_memvec;
+        FatropVecBF sigma;
+        FatropVecBF gradb;
+        FatropVecBF s_dummy;
+        FatropVecBF s_zero;
+        FatropVecBF ux_dummy;
+        FatropMemoryVecBF rhs_rq;
+        FatropMemoryVecBF rhs_b;
+        FatropMemoryVecBF rhs_g;
+        FatropMemoryVecBF rhs_g_ineq;
+        FatropMemoryVecBF rhs_gradb;
+        FatropMemoryVecBF rhs_rq2;
+        FatropMemoryVecBF rhs_b2;
+        FatropMemoryVecBF rhs_g2;
+        FatropMemoryVecBF rhs_g_ineq2;
+        FatropMemoryVecBF rhs_gradb2;
+        FatropMemoryVecBF gradb_total_cache;
+        FatropMemoryVecBF sigma_total_cache;
+        FatropMemoryVecBF ux_test;
+        FatropMemoryVecBF lam_test;
+        FatropMemoryVecBF delta_s_test;
+        double inertia_correction_w_cache;
+        double inertia_correction_c_cache;
+        bool it_ref;
+        bool ls_scaling;
+        OCPLSScaler lsscaler_;
+    };
+} // namespace fatrop
+#endif //  OCPALGINCLUDED

casadi/include/fatrop/ocp/FatropOCPBuilder.hpp

@@ -0,0 +1,52 @@
+/*
+ * Fatrop - A fast trajectory optimization solver
+ *  Copyright (C) 2022 - 2024 Lander Vanroye, KU Leuven. All rights reserved.
+ *
+ * This file is part of Fatrop.
+ *
+ * Fatrop 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.
+ *
+ * Fatrop 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 Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
+#ifndef FATROPOCPBUILDERINCLUDED
+#define FATROPOCPBUILDERINCLUDED
+#include "fatrop/ocp/OCP.hpp"
+#include "fatrop/ocp/FatropOCP.hpp"
+#include "fatrop/ocp/OCPAbstract.hpp"
+#include "fatrop/ocp/OCPAdapter.hpp"
+#include "fatrop/ocp/OCPLSRiccati.hpp"
+#include "fatrop/ocp/OCPNoScaling.hpp"
+namespace fatrop
+{
+    class FatropOCPBuilder
+    {
+    public:
+        FatropOCPBuilder(const std::shared_ptr<OCP> &ocp, const std::shared_ptr<FatropOptions> &fatropparams, const std::shared_ptr<FatropPrinter> &printer) : ocp_(ocp), fatropoptions_(fatropparams), fatropprinter_(printer)
+        {
+        }
+        std::shared_ptr<FatropOCP> build()
+        {
+            return build(ocp_);
+        }
+
+        std::shared_ptr<FatropOCP> build(const std::shared_ptr<OCP> &ocp)
+        {
+            return std::make_shared<FatropOCP>(ocp, std::make_shared<OCPLSRiccati>(ocp->get_ocp_dims(), fatropoptions_, fatropprinter_), std::make_shared<OCPNoScaling>(fatropoptions_), fatropoptions_, fatropprinter_);
+        }
+
+    private:
+        const std::shared_ptr<OCP> ocp_;
+        const std::shared_ptr<FatropOptions> fatropoptions_;
+        const std::shared_ptr<FatropPrinter> fatropprinter_;
+    };
+}
+
+#endif // !OCPALGBUILDERINCLUDED

casadi/include/fatrop/ocp/FatropOCPResto.hpp

@@ -0,0 +1,299 @@
+#pragma once
+#include "FatropOCP.hpp"
+#include "fatrop/solver/FatropOptions.hpp"
+#include <memory>
+namespace fatrop
+{
+    class FatropOCPResto : public FatropNLP
+    {
+    public:
+        FatropOCPResto(const std::shared_ptr<FatropOCP> &orig, const std::shared_ptr<FatropOptions> &opts) : orig_(orig), orig_dims_(orig->get_nlp_dims()), lower_(orig_dims_.nineqs), upper_(orig_dims_.nineqs), x_start_(orig_dims_.nvars), s_start_(orig_dims_.nineqs), x_tmp_(orig_dims_.nvars), s_tmp_(orig_dims_.nineqs), upper_bounded_(orig_dims_.nineqs), lower_bounded_(orig_dims_.nineqs), slack_dummy_(orig_dims_.nineqs), sigma_dummy_(orig_dims_.nineqs), gradb_dummy_(orig_dims_.nineqs), zl_dummy_(orig_dims_.nineqs), zu_dummy_(orig_dims_.nineqs), sigma_cache_(orig_dims_.nineqs * 3), gradb_cache_(orig_dims_.nineqs * 3)
+        {
+            opts->register_option(DoubleOption::lower_bounded("resto_rho", "Resto L1 penalty parameter", &rho, 1000., 0.0));
+            opts->register_option(DoubleOption::lower_bounded("resto_xi", "Resto xi parameter", &xi, 1., 0.0));
+            auto lower_v = lower_[0];
+            auto upper_v = upper_[0];
+            orig_->get_bounds(lower_v, upper_v);
+            n_p = orig_dims_.nineqs;
+            n_n = orig_dims_.nineqs;
+            for (fatrop_int i = 0; i < orig_dims_.nineqs; ++i)
+            {
+                bool lower_bounded = !std::isinf(lower_v.at(i));
+                bool upper_bounded = !std::isinf(upper_v.at(i));
+                upper_bounded_[i] = upper_bounded;
+                lower_bounded_[i] = lower_bounded;
+            }
+            this_dims_.nvars = orig_dims_.nvars;
+            this_dims_.nineqs = orig_dims_.nineqs + n_n + n_p;
+            this_dims_.neqs = orig_dims_.neqs;
+        }
+        virtual void pre_solve(const FatropVecBF &x_init, const FatropVecBF &s_init) override
+        {
+            x_start_[0].copy(x_init);
+            s_start_[0].copy(s_init.block(0, orig_dims_.nineqs));
+        };
+        virtual fatrop_int eval_lag_hess(
+            double obj_scale,
+            const FatropVecBF &primal_vars,
+            const FatropVecBF &slack_vars,
+            const FatropVecBF &lam) override
+        {
+            FatropVecBF slack_dummy_v = slack_dummy_[0];
+            update_slack_vars(slack_vars, slack_dummy_v);
+            orig_->eval_lag_hess(0.0, primal_vars, slack_dummy_v, lam);
+            // compute delta's
+            axpby(xi, primal_vars, -xi, x_start_[0], x_tmp_[0]);
+            axpby(xi, slack_vars.block(0, orig_dims_.nineqs), -xi, s_start_[0], s_tmp_[0]);
+            // iterate over all RSQrq's
+
+            {
+                OCPKKTMemory* OCP =&this->orig_->ocpkktmemory_;
+                // horizon length
+                fatrop_int K = OCP->K;
+                // offsets
+                const fatrop_int *offs_ux = (const fatrop_int *)OCP->aux.ux_offs.data();
+                OCPMACRO(MAT *, RSQrqt, _p);
+                VEC* x_tmp_p = (VEC*) x_tmp_[0];
+                OCPMACRO(fatrop_int *, nu, _p);
+                OCPMACRO(fatrop_int *, nx, _p);
+                for (fatrop_int k = 0; k < K; k++)
+                {
+                    fatrop_int nu_k = nu_p[k];
+                    fatrop_int nx_k = nx_p[k];
+                    fatrop_int offs_ux_k = offs_ux[k];
+                    // add xi to RSQrq diagonal
+                    DIARE(nx_k + nu_k, xi, RSQrqt_p + k, 0, 0);
+                    // add gradient to rq
+                    ROWAD(nu_k + nx_k, 1.0, x_tmp_p, offs_ux_k, RSQrqt_p+k, nu_k + nx_k, 0);
+                }
+            }
+            return 0;
+        };
+
+        virtual fatrop_int eval_constr_jac(
+            const FatropVecBF &primal_vars,
+            const FatropVecBF &slack_vars) override
+        {
+            FatropVecBF slack_dummy_v = slack_dummy_[0];
+            update_slack_vars(slack_vars, slack_dummy_v);
+            orig_->eval_constr_jac(primal_vars, slack_dummy_v);
+            return 0;
+        };
+        void update_slack_vars(const FatropVecBF &slack_vars, FatropVecBF &slack_dummy)
+        {
+            fatrop_int offs_n = orig_dims_.nineqs;
+            fatrop_int offs_p = orig_dims_.nineqs + n_n;
+            for (fatrop_int i = 0; i < orig_dims_.nineqs; ++i)
+            {
+                slack_dummy.at(i) = slack_vars.at(i) - slack_vars.at(i + offs_n) + slack_vars.at(i + offs_p);
+            }
+        }
+        virtual fatrop_int eval_constraint_viol(
+            const FatropVecBF &primal_vars,
+            const FatropVecBF &slack_vars,
+            FatropVecBF &constraint_violation) override
+        {
+            FatropVecBF slack_dummy_v = slack_dummy_[0];
+            update_slack_vars(slack_vars, slack_dummy_v);
+            orig_->eval_constraint_viol(primal_vars, slack_dummy_v, constraint_violation);
+            return 0;
+        };
+        virtual fatrop_int eval_obj_grad(
+            double obj_scale,
+            const FatropVecBF &primal_vars,
+            const FatropVecBF &slack_vars,
+            FatropVecBF &gradient_x,
+            FatropVecBF &gradient_s) override
+        {
+            // compute delta's
+            axpby(xi, primal_vars, -xi, x_start_[0], gradient_x);
+            axpby(xi, slack_vars.block(0, orig_dims_.nineqs), -xi, s_start_[0], gradient_s.block(0, orig_dims_.nineqs));
+            gradient_s.block(orig_dims_.nineqs, n_n + n_p) = rho;
+            return 0;
+        };
+        virtual fatrop_int eval_obj(
+            double obj_scale,
+            const FatropVecBF &primal_vars,
+            const FatropVecBF &slack_vars,
+            double &res) override
+        {
+            // compute delta's
+            axpby(1.0, primal_vars, -1.0, x_start_[0], x_tmp_[0]);
+            axpby(1.0, slack_vars.block(0, orig_dims_.nineqs), -1.0, s_start_[0], s_tmp_[0]);
+            res = 0.5*xi*(sumsqr(x_tmp_[0]) + sumsqr(s_tmp_[0]));
+            res += rho * sum(slack_vars.block(orig_dims_.nineqs, n_n + n_p));
+            return 0;
+        };
+        void get_initialization(const FatropVecBF &primal_vars_orig, FatropVecBF &intialization)
+        {
+            intialization.block(0, orig_dims_.nvars).copy(primal_vars_orig.block(0, orig_dims_.nvars));
+        }
+        virtual fatrop_int eval_dual_inf(
+            double obj_scale,
+            const FatropVecBF &lam,
+            const FatropVecBF &grad_x,
+            const FatropVecBF &grad_s,
+            FatropVecBF &du_inf_x, FatropVecBF &du_inf_s_wo_z) override
+        {
+            auto du_inf_s_wo_z_or = du_inf_s_wo_z.block(0, orig_dims_.nineqs);
+            orig_->eval_dual_inf(obj_scale, lam, grad_x, grad_s, du_inf_x, du_inf_s_wo_z_or);
+            auto lam_I = lam.block(orig_dims_.neqs - orig_dims_.nineqs, orig_dims_.nineqs);
+            axpby(1.0, lam_I, 1.0, grad_s.block(orig_dims_.nineqs, n_n), du_inf_s_wo_z.block(orig_dims_.nineqs, n_n));
+            axpby(-1.0, lam_I, 1.0, grad_s.block(orig_dims_.nineqs + n_n, n_p), du_inf_s_wo_z.block(orig_dims_.nineqs + n_n, n_p));
+            return 0;
+        }
+        void update_sigma_gradb(double inertia, const FatropVecBF &sigma_s, const FatropVecBF &sigma_n, const FatropVecBF &sigma_p, const FatropVecBF &gradb_s, const FatropVecBF &gradb_n, const FatropVecBF &gradb_p, const FatropVecBF &sigma_update, const FatropVecBF &gradb_update)
+        {
+            for (int i = 0; i < orig_dims_.nineqs; ++i)
+            {
+                double sigma_updt = 1.0 / (1.0 / (sigma_s.at(i) + inertia + xi) + 1.0 / (sigma_n.at(i) + inertia) + 1.0 / (sigma_p.at(i) + inertia));
+                sigma_update.at(i) = sigma_updt - inertia;
+                gradb_update.at(i) = ((gradb_s.at(i)) / (sigma_s.at(i) + inertia + xi) - (gradb_n.at(i)) / (sigma_n.at(i) + inertia) + (gradb_p.at(i)) / (sigma_p.at(i) + inertia)) * sigma_updt;
+            }
+        }
+        void update_delta_snp(double inertia, const FatropVecBF &sigma_s, const FatropVecBF &sigma_n, const FatropVecBF &sigma_p, const FatropVecBF &gradb_s, const FatropVecBF &gradb_n, const FatropVecBF &gradb_p, const FatropVecBF &lam_I, const FatropVecBF &delta_s, const FatropVecBF &delta_n, const FatropVecBF &delta_p)
+        {
+            for (int i = 0; i < orig_dims_.nineqs; ++i)
+            {
+                double lam_I_i = lam_I.at(i);
+                delta_s.at(i) = (-gradb_s.at(i) + lam_I_i) / (sigma_s.at(i) + inertia+xi);
+                delta_n.at(i) = (-gradb_n.at(i) - lam_I_i) / (sigma_n.at(i) + inertia);
+                delta_p.at(i) = (-gradb_p.at(i) + lam_I_i) / (sigma_p.at(i) + inertia);
+            }
+        }
+
+        virtual fatrop_int solve_pd_sys(
+            const double inertia_correction_w,
+            const double inertia_correction_c,
+            const FatropVecBF &ux,
+            const FatropVecBF &lam,
+            const FatropVecBF &delta_s,
+            const FatropVecBF &sigma_total,
+            const FatropVecBF &gradb_total) override
+        {
+            // (todo) check if quadratic penalty on delta s is treated right
+            inertia_correction_w_cache = inertia_correction_w;
+            sigma_cache_[0].copy(sigma_total);
+            gradb_cache_[0].copy(gradb_total);
+            auto lam_I = lam.block(orig_dims_.neqs - orig_dims_.nineqs, orig_dims_.nineqs);
+            auto sigma_s = sigma_total.block(0, orig_dims_.nineqs);
+            auto sigma_n = sigma_total.block(orig_dims_.nineqs, n_n);
+            auto sigma_p = sigma_total.block(orig_dims_.nineqs + n_n, n_p);
+            auto gradb_s = gradb_total.block(0, orig_dims_.nineqs);
+            auto gradb_n = gradb_total.block(orig_dims_.nineqs, n_n);
+            auto gradb_p = gradb_total.block(orig_dims_.nineqs + n_n, n_p);
+            auto delta_s_or = delta_s.block(0, orig_dims_.nineqs);
+            auto delta_n = delta_s.block(orig_dims_.nineqs, n_n);
+            auto delta_p = delta_s.block(orig_dims_.nineqs + n_n, n_p);
+            update_sigma_gradb(inertia_correction_w, sigma_s, sigma_n, sigma_p, gradb_s, gradb_n, gradb_p, sigma_dummy_[0], gradb_dummy_[0]);
+            int ret = orig_->solve_pd_sys(inertia_correction_w, inertia_correction_c, ux, lam, delta_s.block(0, orig_dims_.nineqs), sigma_dummy_[0], gradb_dummy_[0]);
+            update_delta_snp(inertia_correction_w, sigma_s, sigma_n, sigma_p, gradb_s, gradb_n, gradb_p, lam_I, delta_s_or, delta_n, delta_p);
+            return ret;
+        };
+        virtual fatrop_int solve_soc_rhs(
+            const FatropVecBF &ux,
+            const FatropVecBF &lam,
+            const FatropVecBF &delta_s,
+            const FatropVecBF &cosntraint_violation) override
+        {
+            auto lam_I = lam.block(orig_dims_.neqs - orig_dims_.nineqs, orig_dims_.nineqs);
+            auto sigma_s = sigma_cache_[0].block(0, orig_dims_.nineqs);
+            auto sigma_n = sigma_cache_[0].block(orig_dims_.nineqs, n_n);
+            auto sigma_p = sigma_cache_[0].block(orig_dims_.nineqs + n_n, n_p);
+            auto gradb_s = gradb_cache_[0].block(0, orig_dims_.nineqs);
+            auto gradb_n = gradb_cache_[0].block(orig_dims_.nineqs, n_n);
+            auto gradb_p = gradb_cache_[0].block(orig_dims_.nineqs + n_n, n_p);
+            auto delta_s_or = delta_s.block(0, orig_dims_.nineqs);
+            auto delta_n = delta_s.block(orig_dims_.nineqs, n_n);
+            auto delta_p = delta_s.block(orig_dims_.nineqs + n_n, n_p);
+            int ret = orig_->solve_soc_rhs(ux, lam, delta_s.block(0, orig_dims_.nineqs), cosntraint_violation);
+            update_delta_snp(inertia_correction_w_cache + xi, sigma_s, sigma_n, sigma_p, gradb_s, gradb_n, gradb_p, lam_I, delta_s_or, delta_n, delta_p);
+            return ret;
+        }
+        virtual NLPDims get_nlp_dims() const override { return this_dims_; };
+        virtual fatrop_int compute_scalings(
+            double &obj_scale,
+            FatropVecBF &x_scales,
+            FatropVecBF &lam_scales,
+            const FatropVecBF &grad_curr_x, const FatropVecBF &grad_curr_s) override
+        {
+            return orig_->compute_scalings(obj_scale, x_scales, lam_scales, grad_curr_x, grad_curr_s);
+        };
+        virtual fatrop_int initialize_slacks(double mu0,
+                                             FatropVecBF &s_curr) override
+        {
+            auto s_curr_or = s_curr.block(0, orig_dims_.nineqs);
+            auto n_curr = s_curr.block(orig_dims_.nineqs, n_n);
+            auto p_curr = s_curr.block(orig_dims_.nineqs + n_n, n_p);
+            FatropVecBF ineq_viol = s_tmp_[0];
+            int ret = orig_->initialize_slacks(mu0, ineq_viol);
+            for (int i = 0; i < orig_dims_.nineqs; i++)
+            {
+                double viol = 0.0;
+                viol = (ineq_viol.at(i));
+                double n_init = (mu0 - rho * viol) / (2 * rho) + std::sqrt(std::pow((mu0 - rho * viol) / (2 * rho), 2) + mu0 * viol / (2 * rho));
+                // if viol >>>> 0 -> n_init = 0 if viol <<< 0 n_init = viol
+                n_curr.at(i) = n_init;
+                p_curr.at(i) = viol + n_init;
+            }
+            return 0;
+        }
+        virtual fatrop_int initialize_dual(
+            const FatropVecBF &grad_x,
+            const FatropVecBF &grad_s,
+            FatropVecBF &dlam,
+            const FatropVecBF &zL,
+            const FatropVecBF &zU) override
+        {
+            // todo check if this is correct
+            // return orig_->initialize_dual(grad_x, grad_s, dlam, zL.block(0, orig_dims_.nineqs), zU.block(0, orig_dims_.nineqs));
+            return 0;
+        };
+        virtual fatrop_int get_bounds(
+            FatropVecBF &lower,
+            FatropVecBF &upper) const override
+        {
+            orig_->get_bounds(lower, upper);
+            lower.block(orig_dims_.nineqs, n_n) = 0.0;
+            lower.block(orig_dims_.nineqs + n_n, n_p) = 0.0;
+            upper.block(orig_dims_.nineqs, n_n) = std::numeric_limits<double>::infinity();
+            upper.block(orig_dims_.nineqs + n_n, n_p) = std::numeric_limits<double>::infinity();
+            return 0;
+        };
+        virtual fatrop_int get_initial_sol_guess(
+            FatropVecBF &initial) const override
+        {
+            orig_->get_initial_sol_guess(initial);
+            return 0;
+        }
+        virtual void update_mu(double mu) override
+        {
+            xi = std::sqrt(mu);
+            orig_->update_mu(mu);
+        };
+        virtual void reset() override
+        {
+            orig_->reset();
+        };
+        std::shared_ptr<FatropOCP> orig_;
+        NLPDims orig_dims_;
+        NLPDims this_dims_;
+        FatropMemoryVecBF lower_, upper_;
+        FatropMemoryVecBF x_start_, s_start_;
+        FatropMemoryVecBF x_tmp_, s_tmp_;
+        std::vector<bool> upper_bounded_;
+        std::vector<bool> lower_bounded_;
+        fatrop_int n_p = 0;
+        fatrop_int n_n = 0;
+        FatropMemoryVecBF slack_dummy_;
+        FatropMemoryVecBF sigma_dummy_;
+        FatropMemoryVecBF gradb_dummy_;
+        FatropMemoryVecBF zl_dummy_;
+        FatropMemoryVecBF zu_dummy_;
+        double inertia_correction_w_cache = 0.0;
+        FatropMemoryVecBF sigma_cache_;
+        FatropMemoryVecBF gradb_cache_;
+        double rho = 1e4;
+        double xi = 1.0;
+    };
+};