casadi 3.6.5__cp39-none-macosx_11_0_arm64.whl → 3.6.7__cp39-none-macosx_11_0_arm64.whl

casadi/include/alpaqa/implementation/outer/alm.tpp

@@ -1,228 +0,0 @@
-#pragma once
-
-#include <alpaqa/outer/alm.hpp>
-
-#include <algorithm>
-#include <iomanip>
-#include <iostream>
-#include <utility>
-
-#include <alpaqa/config/config.hpp>
-#include <alpaqa/implementation/outer/internal/alm-helpers.tpp>
-#include <alpaqa/implementation/util/print.tpp>
-#include <alpaqa/inner/inner-solve-options.hpp>
-#include <alpaqa/inner/internal/solverstatus.hpp>
-#include <alpaqa/util/quadmath/quadmath-print.hpp>
-
-namespace alpaqa {
-
-template <class InnerSolverT>
-typename ALMSolver<InnerSolverT>::Stats
-ALMSolver<InnerSolverT>::operator()(const Problem &p, rvec x, rvec y) {
-    using std::chrono::duration_cast;
-    using std::chrono::nanoseconds;
-    auto start_time = std::chrono::steady_clock::now();
-
-    // Check the problem dimensions etc.
-    p.check();
-
-    auto m = p.get_m();
-    if (m == 0) { // No general constraints, only box constraints
-        Stats s;
-        vec Σ(0), error(0);
-        InnerSolveOptions<config_t> opts{
-            .always_overwrite_results = true,
-            .max_time                 = params.max_time,
-            .tolerance                = params.tolerance,
-            .os                       = os,
-            .check                    = false,
-        };
-        auto ps              = inner_solver(p, opts, x, y, Σ, error);
-        bool inner_converged = ps.status == SolverStatus::Converged;
-        auto time_elapsed    = std::chrono::steady_clock::now() - start_time;
-        s.inner_convergence_failures = not inner_converged;
-        s.inner += ps;
-        s.ε                = ps.ε;
-        s.δ                = 0;
-        s.norm_penalty     = 0;
-        s.outer_iterations = 1;
-        s.elapsed_time     = duration_cast<nanoseconds>(time_elapsed);
-        s.status           = ps.status;
-        return s;
-    }
-
-    constexpr auto NaN               = alpaqa::NaN<config_t>;
-    vec Σ                            = vec::Constant(m, NaN);
-    vec Σ_old                        = vec::Constant(m, NaN);
-    vec error_1                      = vec::Constant(m, NaN);
-    vec error_2                      = vec::Constant(m, NaN);
-    [[maybe_unused]] real_t norm_e_1 = NaN;
-    [[maybe_unused]] real_t norm_e_2 = NaN;
-
-    std::array<char, 64> printbuf;
-    auto print_real = [&](real_t x) {
-        return float_to_str_vw(printbuf, x, params.print_precision);
-    };
-
-    Stats s;
-
-    // Initialize the penalty weights
-    if (params.initial_penalty > 0) {
-        Σ.fill(params.initial_penalty);
-    }
-    // Initial penalty weights from problem
-    else {
-        Helpers::initialize_penalty(p, params, x, Σ);
-    }
-
-    real_t ε                      = params.initial_tolerance;
-    [[maybe_unused]] real_t ε_old = NaN;
-    real_t Δ                      = params.penalty_update_factor;
-    real_t ρ                      = params.tolerance_update_factor;
-
-    unsigned num_successful_iters = 0;
-
-    for (unsigned i = 0; i < params.max_iter; ++i) {
-        // TODO: this is unnecessary when the previous iteration lowered the
-        // penalty update factor.
-        p.eval_proj_multipliers(y, params.max_multiplier);
-        // Check if we're allowed to lower the penalty factor even further.
-        bool out_of_penalty_factor_updates =
-            (num_successful_iters == 0
-                 ? s.initial_penalty_reduced == params.max_num_initial_retries
-                 : s.penalty_reduced == params.max_num_retries) ||
-            (s.initial_penalty_reduced + s.penalty_reduced ==
-             params.max_total_num_retries);
-        bool out_of_iter = i + 1 == params.max_iter;
-        // If this is the final iteration, or the final chance to reduce the
-        // penalty update factor, the inner solver can just return its results,
-        // even if it doesn't converge.
-        bool overwrite_results = out_of_iter || out_of_penalty_factor_updates;
-
-        // Inner solver
-        // ------------
-
-        auto time_elapsed = std::chrono::steady_clock::now() - start_time;
-        InnerSolveOptions<config_t> opts{
-            .always_overwrite_results = overwrite_results,
-            .max_time                 = params.max_time - time_elapsed,
-            .tolerance                = ε,
-            .os                       = os,
-            .outer_iter               = i,
-            .check                    = false,
-        };
-        // Call the inner solver to minimize the augmented lagrangian for fixed
-        // Lagrange multipliers y.
-        auto ps = inner_solver(p, opts, x, y, Σ, error_2);
-        // Check if the inner solver converged
-        bool inner_converged = ps.status == SolverStatus::Converged;
-        // Accumulate the inner solver statistics
-        s.inner_convergence_failures += not inner_converged;
-        s.inner += ps;
-
-        time_elapsed     = std::chrono::steady_clock::now() - start_time;
-        bool out_of_time = time_elapsed > params.max_time;
-        bool backtrack =
-            not inner_converged && not overwrite_results && not out_of_time;
-
-        // Print statistics of current iteration
-        if (params.print_interval != 0 && i % params.print_interval == 0) {
-            real_t δ          = backtrack ? NaN : vec_util::norm_inf(error_2);
-            const char *color = inner_converged ? "\x1b[0;32m" : "\x1b[0;31m";
-            const char *color_end = "\x1b[0m";
-            *os << "[\x1b[0;34mALM\x1b[0m]   " << std::setw(5) << i
-                << ": ‖Σ‖ = " << print_real(Σ.norm())
-                << ", ‖y‖ = " << print_real(y.norm())
-                << ", δ = " << print_real(δ) << ", ε = " << print_real(ps.ε)
-                << ", Δ = " << print_real(Δ) << ", status = " << color
-                << std::setw(13) << ps.status << color_end
-                << ", iter = " << std::setw(13) << ps.iterations
-                << std::endl; // Flush for Python buffering
-        }
-
-        // TODO: check penalty size?
-        if (ps.status == SolverStatus::Interrupted) {
-            s.ε                = ps.ε;
-            s.δ                = vec_util::norm_inf(error_2);
-            s.norm_penalty     = Σ.norm();
-            s.outer_iterations = i + 1;
-            s.elapsed_time     = duration_cast<nanoseconds>(time_elapsed);
-            s.status           = ps.status;
-            return s;
-        }
-
-        // Backtrack and lower penalty if inner solver did not converge
-        if (backtrack) {
-            // This means the inner solver didn't produce a solution that
-            // satisfies the required tolerance.
-            // The best thing we can do now is to restore the penalty to its
-            // previous value (when the inner solver did converge), then lower
-            // the penalty update factor Δ, and update the penalty with this
-            // smaller factor.
-            // On convergence failure, error_2 is not overwritten by the inner
-            // solver, so it still contains the error from the iteration before
-            // the previous successful iteration. error_1 contains the error of
-            // the last successful iteration. (Unless, of course, there hasn't
-            // been a successful iteration yet, which is covered by the second
-            // branch of the following if statement.)
-            if (num_successful_iters > 0) {
-                // We have a previous Σ and error
-                // Recompute penalty with smaller Δ
-                Δ = std::fmax(params.min_penalty_update_factor,
-                              Δ * params.penalty_update_factor_lower);
-                Helpers::update_penalty_weights(params, Δ, false, error_1,
-                                                error_2, norm_e_1, norm_e_2,
-                                                Σ_old, Σ, true);
-                // Recompute the primal tolerance with larger ρ
-                ρ = std::fmin(params.ρ_max, ρ * params.ρ_increase);
-                ε = std::fmax(ρ * ε_old, params.tolerance);
-                ++s.penalty_reduced;
-            } else {
-                // We don't have a previous Σ, simply lower the current Σ and
-                // increase ε
-                Σ *= params.initial_penalty_lower;
-                ε *= params.initial_tolerance_increase;
-                ++s.initial_penalty_reduced;
-            }
-        }
-
-        // If the inner solver did converge, increase penalty
-        else {
-            // After this line, error_1 contains the error of the current
-            // (successful) iteration, and error_2 contains the error of the
-            // previous successful iteration.
-            error_2.swap(error_1);
-            norm_e_2 = std::exchange(norm_e_1, vec_util::norm_inf(error_1));
-
-            // Check the termination criteria
-            bool alm_converged = ps.ε <= params.tolerance && inner_converged &&
-                                 norm_e_1 <= params.dual_tolerance;
-            bool exit = alm_converged || out_of_iter || out_of_time;
-            if (exit) {
-                s.ε                = ps.ε;
-                s.δ                = norm_e_1;
-                s.norm_penalty     = Σ.norm();
-                s.outer_iterations = i + 1;
-                s.elapsed_time     = duration_cast<nanoseconds>(time_elapsed);
-                s.status           = alm_converged ? SolverStatus::Converged
-                                     : out_of_time ? SolverStatus::MaxTime
-                                     : out_of_iter ? SolverStatus::MaxIter
-                                                   : SolverStatus::Busy;
-                return s;
-            }
-            // After this line, Σ_old contains the penalty used in the current
-            // (successful) iteration.
-            Σ_old.swap(Σ);
-            // Update Σ to contain the penalty to use on the next iteration.
-            Helpers::update_penalty_weights(
-                params, Δ, num_successful_iters == 0, error_1, error_2,
-                norm_e_1, norm_e_2, Σ_old, Σ, true);
-            // Lower the primal tolerance for the inner solver.
-            ε_old = std::exchange(ε, std::fmax(ρ * ε, params.tolerance));
-            ++num_successful_iters;
-        }
-    }
-    throw std::logic_error("[ALM]   loop error");
-}
-
-} // namespace alpaqa

casadi/include/alpaqa/implementation/outer/internal/alm-helpers.tpp

@@ -1,80 +0,0 @@
-#pragma once
-
-#include <alpaqa/outer/alm.hpp>
-#if ALPAQA_WITH_OCP
-#include <alpaqa/problem/ocproblem.hpp>
-#endif
-
-#include <algorithm>
-
-namespace alpaqa::detail {
-
-template <Config Conf>
-struct ALMHelpers {
-    USING_ALPAQA_CONFIG(Conf);
-
-    static void update_penalty_weights(const ALMParams<config_t> &params,
-                                       real_t Δ, bool first_iter, rvec e,
-                                       rvec old_e, real_t norm_e,
-                                       real_t old_norm_e, crvec Σ_old, rvec Σ,
-                                       bool monotone) {
-        const real_t θ = params.rel_penalty_increase_threshold;
-        if (norm_e <= params.dual_tolerance) {
-            Σ = Σ_old;
-            return;
-        }
-        if (params.single_penalty_factor) {
-            if (first_iter || norm_e > θ * old_norm_e) {
-                real_t new_Σ = std::fmin(params.max_penalty, Δ * Σ_old(0));
-                Σ.setConstant(new_Σ);
-            } else {
-                Σ = Σ_old;
-            }
-        } else {
-            for (index_t i = 0; i < e.rows(); ++i) {
-                if (first_iter || std::abs(e(i)) > θ * std::abs(old_e(i))) {
-                    Σ(i) = std::fmin(params.max_penalty,
-                                     std::fmax(Δ * std::abs(e(i)) / norm_e,
-                                               real_t(1) * monotone) *
-                                         Σ_old(i));
-                } else {
-                    Σ(i) = Σ_old(i);
-                }
-            }
-        }
-    }
-
-    static void initialize_penalty(const TypeErasedProblem<config_t> &p,
-                                   const ALMParams<config_t> &params, crvec x0,
-                                   rvec Σ) {
-        real_t f0 = p.eval_f(x0);
-        vec g0(p.get_m());
-        p.eval_g(x0, g0);
-        // TODO: reuse evaluations of f ang g in PANOC?
-        real_t σ = params.initial_penalty_factor *
-                   std::max(real_t(1), std::abs(f0)) /
-                   std::max(real_t(1), real_t(0.5) * g0.squaredNorm());
-        σ = std::clamp(σ, params.min_penalty, params.max_penalty);
-        Σ.fill(σ);
-    }
-
-#if ALPAQA_WITH_OCP
-    static void initialize_penalty(
-        [[maybe_unused]] const TypeErasedControlProblem<config_t> &p,
-        const ALMParams<config_t> &params, [[maybe_unused]] crvec x0, rvec Σ) {
-        real_t σ = 1;
-        σ        = std::clamp(σ, params.min_penalty, params.max_penalty);
-        Σ.fill(σ);
-    }
-#endif
-};
-
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ALMHelpers, DefaultConfig);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ALMHelpers, EigenConfigf);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ALMHelpers, EigenConfigd);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ALMHelpers, EigenConfigl);
-#ifdef ALPAQA_WITH_QUAD_PRECISION
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ALMHelpers, EigenConfigq);
-#endif
-
-} // namespace alpaqa::detail

casadi/include/alpaqa/implementation/params/params.tpp

@@ -1,158 +0,0 @@
-#include <alpaqa/params/params.hpp>
-
-#include <alpaqa/config/config.hpp>
-#include <alpaqa/util/demangled-typename.hpp>
-
-#include <charconv>
-#include <chrono>
-#include <concepts>
-#include <map>
-#include <numeric>
-#include <stdexcept>
-#include <string_view>
-#include <system_error>
-#include <tuple>
-#include <type_traits>
-
-namespace alpaqa::params {
-
-using config_t = DefaultConfig;
-
-/// Throw a meaningful error when `s.key` is not empty, to indicate that
-/// the given type @p T is not of struct type and cannot be indexed into.
-template <class T>
-void assert_key_empty(ParamString s) {
-    if (!s.key.empty())
-        throw invalid_param("Type '" + demangled_typename(typeid(T)) +
-                            "' cannot be indexed in '" +
-                            std::string(s.full_key) + "'");
-}
-
-/// Throw a meaningful error to indicate that parameters of type @p T are not
-/// supported or implemented.
-template <class T>
-void unsupported_type(T &, [[maybe_unused]] ParamString s) {
-    throw invalid_param("Unknown parameter type '" +
-                        demangled_typename(typeid(T)) + "' in '" +
-                        std::string(s.full_key) + "'");
-}
-
-template <>
-void set_param(bool &b, ParamString s);
-
-template <>
-void set_param(std::string_view &v, ParamString s);
-
-template <>
-void set_param(std::string &v, ParamString s);
-
-template <class T>
-    requires((std::floating_point<T> || std::integral<T>) && !std::is_enum_v<T>)
-void set_param(T &f, ParamString s);
-
-template <>
-void set_param(vec<config_t> &v, ParamString s);
-
-template <>
-void set_param(vec_from_file<config_t> &v, ParamString s);
-
-template <class Rep, class Period>
-void set_param(std::chrono::duration<Rep, Period> &t, ParamString s);
-
-/// Return a function that applies @ref set_param to the given attribute of a
-/// value of type @p T.
-template <class T, class A>
-auto param_setter(A T::*attr) {
-    return [attr](T &t, ParamString s) { return set_param(t.*attr, s); };
-}
-
-/// Function wrapper to set attributes of a struct, type-erasing the type of the
-/// attribute.
-template <class T>
-struct param_setter_fun_t {
-    template <class A>
-    param_setter_fun_t(A T::*attr) : set(param_setter(attr)) {}
-    std::function<void(T &, ParamString)> set;
-    void operator()(T &t, ParamString s) const { return set(t, s); }
-};
-
-/// Dictionary that maps struct attribute names to type-erased functions that
-/// set those attributes.
-template <class T>
-using dict_to_struct_table_t =
-    std::map<std::string_view, param_setter_fun_t<T>>;
-
-/// Specialize this type to define the attribute name to attribute setters
-/// dictionaries for a struct type @p T.
-template <class T>
-struct dict_to_struct_table {};
-
-/// Return a string enumerating the possible attribute names for the struct type
-/// @p T.
-template <class T>
-auto possible_keys() {
-    const auto &tbl = dict_to_struct_table<T>::table;
-    if (tbl.empty())
-        return std::string{};
-    auto penult       = std::prev(tbl.end());
-    auto quote_concat = [](std::string &&a, auto b) {
-        return a + "'" + std::string(b.first) + "', ";
-    };
-    return std::accumulate(tbl.begin(), penult, std::string{}, quote_concat) +
-           "'" + std::string(penult->first) + "'";
-}
-
-/// Use @p s to index into the struct type @p T and overwrite the attribute
-/// given by @p s.key.
-template <class T>
-    requires requires { dict_to_struct_table<T>::table; }
-void set_param(T &t, ParamString s) {
-    const auto &m         = dict_to_struct_table<T>::table;
-    auto [key, remainder] = split_key(s.key);
-    auto it               = m.find(key);
-    if (it == m.end())
-        throw invalid_param("Invalid key '" + std::string(key) +
-                            "' for type '" + demangled_typename(typeid(T)) +
-                            "' in '" + std::string(s.full_key) +
-                            "',\n  possible keys are: " + possible_keys<T>());
-    s.key = remainder;
-    it->second.set(t, s);
-}
-
-/// Overwrites @p t based on the @p options that start with @p prefix.
-/// If @p used is not `nullopt`, sets corresponding flag of the options that
-/// were used.
-template <class T>
-void set_params(
-    T &t, std::string_view prefix, std::span<const std::string_view> options,
-    std::optional<std::span<bool>> used) {
-
-    size_t index = 0;
-    for (const auto &kv : options) {
-        auto [key, value]     = split_key(kv, '=');
-        auto [pfx, remainder] = split_key(key);
-        auto curr_index       = index++;
-        if (pfx != prefix)
-            continue;
-        if (used)
-            (*used)[curr_index] = true;
-        set_param(t, {.full_key = kv, .key = remainder, .value = value});
-    }
-}
-
-/// Helper macro to easily specialize @ref alpaqa::params::dict_to_struct_table.
-#define PARAMS_TABLE(type_, ...)                                               \
-    template <>                                                                \
-    struct dict_to_struct_table<type_> {                                       \
-        using type = type_;                                                    \
-        inline static const dict_to_struct_table_t<type> table{__VA_ARGS__};   \
-    }
-
-/// Helper macro to easily initialize a
-/// @ref alpaqa::params::dict_to_struct_table_t.
-#define PARAMS_MEMBER(name)                                                    \
-    {                                                                          \
-#name, &type::name                                                     \
-    }
-
-} // namespace alpaqa::params

casadi/include/alpaqa/implementation/problem/ocproblem.tpp

@@ -1,56 +0,0 @@
-#pragma once
-
-#include <alpaqa/problem/ocproblem.hpp>
-
-namespace alpaqa {
-
-template <Config Conf>
-void ControlProblemVTable<Conf>::default_get_D_N(const void *self, Box &D,
-                                                 const ControlProblemVTable &vtable) {
-    vtable.get_D(self, D, vtable);
-}
-template <Config Conf>
-void ControlProblemVTable<Conf>::default_eval_add_Q_N(const void *self, crvec x, crvec h, rmat Q,
-                                                      const ControlProblemVTable &vtable) {
-    vtable.eval_add_Q(self, vtable.N, x, h, Q);
-}
-template <Config Conf>
-void ControlProblemVTable<Conf>::default_eval_add_R_prod_masked(const void *, index_t, crvec, crvec,
-                                                                crindexvec, crindexvec, crvec, rvec,
-                                                                rvec,
-                                                                const ControlProblemVTable &) {
-    throw not_implemented_error("default_eval_add_R_prod_masked");
-}
-template <Config Conf>
-void ControlProblemVTable<Conf>::default_eval_add_S_prod_masked(const void *, index_t, crvec, crvec,
-                                                                crindexvec, crvec, rvec, rvec,
-                                                                const ControlProblemVTable &) {
-    throw not_implemented_error("default_eval_add_S_prod_masked");
-}
-template <Config Conf>
-auto ControlProblemVTable<Conf>::default_get_R_work_size(const void *, const ControlProblemVTable &)
-    -> length_t {
-    return 0;
-}
-template <Config Conf>
-auto ControlProblemVTable<Conf>::default_get_S_work_size(const void *, const ControlProblemVTable &)
-    -> length_t {
-    return 0;
-}
-template <Config Conf>
-void ControlProblemVTable<Conf>::default_eval_constr_N(const void *self, crvec x, rvec c,
-                                                       const ControlProblemVTable &vtable) {
-    vtable.eval_constr(self, vtable.N, x, c, vtable);
-}
-template <Config Conf>
-void ControlProblemVTable<Conf>::default_eval_grad_constr_prod_N(
-    const void *self, crvec x, crvec p, rvec grad_cx_p, const ControlProblemVTable &vtable) {
-    vtable.eval_grad_constr_prod(self, vtable.N, x, p, grad_cx_p, vtable);
-}
-template <Config Conf>
-void ControlProblemVTable<Conf>::default_eval_add_gn_hess_constr_N(
-    const void *self, crvec x, crvec M, rmat out, const ControlProblemVTable &vtable) {
-    vtable.eval_add_gn_hess_constr(self, vtable.N, x, M, out, vtable);
-}
-
-} // namespace alpaqa