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

casadi/include/alpaqa/inner/zerofpr.hpp

@@ -1,274 +0,0 @@
-#pragma once
-
-#include <alpaqa/export.hpp>
-#include <alpaqa/inner/directions/panoc-direction-update.hpp>
-#include <alpaqa/inner/inner-solve-options.hpp>
-#include <alpaqa/inner/internal/lipschitz.hpp>
-#include <alpaqa/inner/internal/panoc-helpers.hpp>
-#include <alpaqa/inner/internal/panoc-stop-crit.hpp>
-#include <alpaqa/inner/internal/solverstatus.hpp>
-#include <alpaqa/problem/type-erased-problem.hpp>
-#include <alpaqa/util/atomic-stop-signal.hpp>
-
-#include <chrono>
-#include <iostream>
-#include <limits>
-#include <string>
-#include <type_traits>
-
-namespace alpaqa {
-
-/// Tuning parameters for the ZeroFPR algorithm.
-template <Config Conf = DefaultConfig>
-struct ZeroFPRParams {
-    USING_ALPAQA_CONFIG(Conf);
-
-    /// Parameters related to the Lipschitz constant estimate and step size.
-    LipschitzEstimateParams<config_t> Lipschitz;
-    /// Maximum number of inner ZeroFPR iterations.
-    unsigned max_iter = 100;
-    /// Maximum duration.
-    std::chrono::nanoseconds max_time = std::chrono::minutes(5);
-    /// Minimum weight factor between Newton step and projected gradient step.
-    real_t min_linesearch_coefficient = real_t(1. / 256);
-    /// Ignore the line search condition and always accept the accelerated step.
-    /// (For testing purposes only).
-    bool force_linesearch = false;
-    /// Parameter β used in the line search (see Algorithm 2 in
-    /// @cite de_marchi_proximal_2022). @f$ 0 < \beta < 1 @f$
-    real_t linesearch_strictness_factor = real_t(0.95);
-    /// Minimum Lipschitz constant estimate.
-    real_t L_min = real_t(1e-5);
-    /// Maximum Lipschitz constant estimate.
-    real_t L_max = real_t(1e20);
-    /// What stopping criterion to use.
-    PANOCStopCrit stop_crit = PANOCStopCrit::ApproxKKT;
-    /// Maximum number of iterations without any progress before giving up.
-    unsigned max_no_progress = 10;
-
-    /// When to print progress. If set to zero, nothing will be printed.
-    /// If set to N != 0, progress is printed every N iterations.
-    unsigned print_interval = 0;
-    /// The precision of the floating point values printed by the solver.
-    int print_precision = std::numeric_limits<real_t>::max_digits10 / 2;
-
-    real_t quadratic_upperbound_tolerance_factor =
-        10 * std::numeric_limits<real_t>::epsilon();
-    real_t linesearch_tolerance_factor =
-        10 * std::numeric_limits<real_t>::epsilon();
-
-    bool update_direction_in_candidate              = false;
-    bool recompute_last_prox_step_after_lbfgs_flush = false;
-    bool update_direction_from_prox_step            = false;
-};
-
-template <Config Conf = DefaultConfig>
-struct ZeroFPRStats {
-    USING_ALPAQA_CONFIG(Conf);
-
-    SolverStatus status = SolverStatus::Busy;
-    real_t ε            = inf<config_t>;
-    std::chrono::nanoseconds elapsed_time{};
-    std::chrono::nanoseconds time_progress_callback{};
-    unsigned iterations            = 0;
-    unsigned linesearch_failures   = 0;
-    unsigned linesearch_backtracks = 0;
-    unsigned stepsize_backtracks   = 0;
-    unsigned lbfgs_failures        = 0;
-    unsigned lbfgs_rejected        = 0;
-    unsigned τ_1_accepted          = 0;
-    unsigned count_τ               = 0;
-    real_t sum_τ                   = 0;
-    real_t final_γ                 = 0;
-    real_t final_ψ                 = 0;
-    real_t final_h                 = 0;
-    real_t final_φγ                = 0;
-};
-
-template <Config Conf = DefaultConfig>
-struct ZeroFPRProgressInfo {
-    USING_ALPAQA_CONFIG(Conf);
-
-    unsigned k;
-    SolverStatus status;
-    crvec x;
-    crvec p;
-    real_t norm_sq_p;
-    crvec x̂;
-    real_t φγ;
-    real_t ψ;
-    crvec grad_ψ;
-    real_t ψ_hat;
-    crvec grad_ψ_hat;
-    crvec q;
-    real_t L;
-    real_t γ;
-    real_t τ;
-    real_t ε;
-    crvec Σ;
-    crvec y;
-    unsigned outer_iter;
-    const TypeErasedProblem<config_t> *problem;
-    const ZeroFPRParams<config_t> *params;
-};
-
-/// ZeroFPR solver for ALM.
-/// @ingroup    grp_InnerSolvers
-template <class DirectionT>
-class ZeroFPRSolver {
-  public:
-    USING_ALPAQA_CONFIG_TEMPLATE(DirectionT::config_t);
-
-    using Problem      = TypeErasedProblem<config_t>;
-    using Params       = ZeroFPRParams<config_t>;
-    using Direction    = DirectionT;
-    using Stats        = ZeroFPRStats<config_t>;
-    using ProgressInfo = ZeroFPRProgressInfo<config_t>;
-    using SolveOptions = InnerSolveOptions<config_t>;
-
-    ZeroFPRSolver(const Params &params)
-        requires std::default_initializable<Direction>
-        : params(params) {}
-    ZeroFPRSolver(const Params &params, Direction &&direction)
-        : params(params), direction(std::move(direction)) {}
-    ZeroFPRSolver(const Params &params, const Direction &direction)
-        : params(params), direction(direction) {}
-
-    Stats operator()(const Problem &problem,   // in
-                     const SolveOptions &opts, // in
-                     rvec x,                   // inout
-                     rvec y,                   // inout
-                     crvec Σ,                  // in
-                     rvec err_z);              // out
-
-    template <class P>
-    Stats operator()(const P &problem, const SolveOptions &opts, rvec x, rvec y,
-                     crvec Σ, rvec e) {
-        return operator()(Problem::template make<P>(problem), opts, x, y, Σ, e);
-    }
-
-    template <class P>
-    Stats operator()(const P &problem, const SolveOptions &opts, rvec x) {
-        if (problem.get_m() != 0)
-            throw std::invalid_argument("Missing arguments y, Σ, e");
-        mvec y{nullptr, 0}, Σ{nullptr, 0}, e{nullptr, 0};
-        return operator()(problem, opts, x, y, Σ, e);
-    }
-
-    /// Specify a callable that is invoked with some intermediate results on
-    /// each iteration of the algorithm.
-    /// @see @ref ProgressInfo
-    ZeroFPRSolver &
-    set_progress_callback(std::function<void(const ProgressInfo &)> cb) {
-        this->progress_cb = cb;
-        return *this;
-    }
-
-    std::string get_name() const;
-
-    void stop() { stop_signal.stop(); }
-
-    const Params &get_params() const { return params; }
-
-  private:
-    Params params;
-    AtomicStopSignal stop_signal;
-    std::function<void(const ProgressInfo &)> progress_cb;
-    using Helpers = detail::PANOCHelpers<config_t>;
-
-  public:
-    Direction direction;
-    std::ostream *os = &std::cout;
-};
-
-template <class InnerSolverStats>
-struct InnerStatsAccumulator;
-
-template <Config Conf>
-struct InnerStatsAccumulator<ZeroFPRStats<Conf>> {
-    USING_ALPAQA_CONFIG(Conf);
-
-    /// Total elapsed time in the inner solver.
-    std::chrono::nanoseconds elapsed_time{};
-    /// Total time spent in the user-provided progress callback.
-    std::chrono::nanoseconds time_progress_callback{};
-    /// Total number of inner ZeroFPR iterations.
-    unsigned iterations = 0;
-    /// Total number of ZeroFPR line search failures.
-    unsigned linesearch_failures = 0;
-    /// Total number of ZeroFPR line search backtracking steps.
-    unsigned linesearch_backtracks = 0;
-    /// Total number of ZeroFPR step size reductions.
-    unsigned stepsize_backtracks = 0;
-    /// Total number of times that the L-BFGS direction was not finite.
-    unsigned lbfgs_failures = 0;
-    /// Total number of times that the L-BFGS update was rejected (i.e. it
-    /// could have resulted in a non-positive definite Hessian estimate).
-    unsigned lbfgs_rejected = 0;
-    /// Total number of times that a line search parameter of @f$ \tau = 1 @f$
-    /// was accepted (i.e. no backtracking necessary).
-    unsigned τ_1_accepted = 0;
-    /// The total number of line searches performed (used for computing the
-    /// average value of @f$ \tau @f$).
-    unsigned count_τ = 0;
-    /// The sum of the line search parameter @f$ \tau @f$ in all iterations
-    /// (used for computing the average value of @f$ \tau @f$).
-    real_t sum_τ = 0;
-    /// The final ZeroFPR step size γ.
-    real_t final_γ = 0;
-    /// Final value of the smooth cost @f$ \psi(\hat x) @f$.
-    real_t final_ψ = 0;
-    /// Final value of the nonsmooth cost @f$ h(\hat x) @f$.
-    real_t final_h = 0;
-    /// Final value of the forward-backward envelope, @f$ \varphi_\gamma(x) @f$
-    /// (note that this is in the point @f$ x @f$, not @f$ \hat x @f$).
-    real_t final_φγ = 0;
-};
-
-template <Config Conf>
-InnerStatsAccumulator<ZeroFPRStats<Conf>> &
-operator+=(InnerStatsAccumulator<ZeroFPRStats<Conf>> &acc,
-           const ZeroFPRStats<Conf> &s) {
-    acc.iterations += s.iterations;
-    acc.elapsed_time += s.elapsed_time;
-    acc.time_progress_callback += s.time_progress_callback;
-    acc.linesearch_failures += s.linesearch_failures;
-    acc.linesearch_backtracks += s.linesearch_backtracks;
-    acc.stepsize_backtracks += s.stepsize_backtracks;
-    acc.lbfgs_failures += s.lbfgs_failures;
-    acc.lbfgs_rejected += s.lbfgs_rejected;
-    acc.τ_1_accepted += s.τ_1_accepted;
-    acc.count_τ += s.count_τ;
-    acc.sum_τ += s.sum_τ;
-    acc.final_γ  = s.final_γ;
-    acc.final_ψ  = s.final_ψ;
-    acc.final_h  = s.final_h;
-    acc.final_φγ = s.final_φγ;
-    return acc;
-}
-
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ZeroFPRParams, DefaultConfig);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ZeroFPRParams, EigenConfigf);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ZeroFPRParams, EigenConfigd);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ZeroFPRParams, EigenConfigl);
-#ifdef ALPAQA_WITH_QUAD_PRECISION
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ZeroFPRParams, EigenConfigq);
-#endif
-
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ZeroFPRStats, DefaultConfig);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ZeroFPRStats, EigenConfigf);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ZeroFPRStats, EigenConfigd);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ZeroFPRStats, EigenConfigl);
-#ifdef ALPAQA_WITH_QUAD_PRECISION
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ZeroFPRStats, EigenConfigq);
-#endif
-
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ZeroFPRProgressInfo, DefaultConfig);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ZeroFPRProgressInfo, EigenConfigf);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ZeroFPRProgressInfo, EigenConfigd);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ZeroFPRProgressInfo, EigenConfigl);
-#ifdef ALPAQA_WITH_QUAD_PRECISION
-ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, ZeroFPRProgressInfo, EigenConfigq);
-#endif
-
-} // namespace alpaqa

casadi/include/alpaqa/ipopt/ipopt-adapter.hpp

@@ -1,81 +0,0 @@
-#pragma once
-
-#include <alpaqa/ipopt-adapter-export.h>
-#include <alpaqa/problem/type-erased-problem.hpp>
-
-#include <IpTNLP.hpp>
-
-namespace alpaqa {
-
-/// Based on https://coin-or.github.io/Ipopt/INTERFACES.html
-class IPOPT_ADAPTER_EXPORT IpoptAdapter : public Ipopt::TNLP {
-  public:
-    USING_ALPAQA_CONFIG(DefaultConfig);
-    using Problem = TypeErasedProblem<config_t>;
-    const Problem &problem;
-    vec initial_guess;
-    vec initial_guess_bounds_multipliers_l;
-    vec initial_guess_bounds_multipliers_u;
-    vec initial_guess_multipliers;
-    using Index  = Ipopt::Index;
-    using Number = Ipopt::Number;
-
-    struct Results {
-        Ipopt::SolverReturn status = Ipopt::SolverReturn::UNASSIGNED;
-        vec solution_x, solution_z_L, solution_z_U, solution_y, solution_g;
-        real_t solution_f, infeasibility, nlp_error;
-        length_t iter_count;
-    } results;
-
-    IpoptAdapter(const Problem &problem);
-    IpoptAdapter(Problem &&) = delete;
-
-    /// @name Functions required by Ipopt
-    /// @{
-
-    bool get_nlp_info(Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag,
-                      IndexStyleEnum &index_style) override;
-
-    bool get_bounds_info(Index n, Number *x_l, Number *x_u, Index m,
-                         Number *g_l, Number *g_u) override;
-
-    bool get_starting_point(Index n, bool init_x, Number *x, bool init_z,
-                            Number *z_L, Number *z_U, Index m, bool init_lambda,
-                            Number *lambda) override;
-
-    bool eval_f(Index n, const Number *x, bool new_x,
-                Number &obj_value) override;
-
-    bool eval_grad_f(Index n, const Number *x, bool new_x,
-                     Number *grad_f) override;
-
-    bool eval_g(Index n, const Number *x, bool new_x, Index m,
-                Number *g) override;
-
-    bool eval_jac_g(Index n, const Number *x, bool new_x, Index m,
-                    Index nele_jac, Index *iRow, Index *jCol,
-                    Number *values) override;
-
-    bool eval_h(Index n, const Number *x, bool new_x, Number obj_factor,
-                Index m, const Number *lambda, bool new_lambda, Index nele_hess,
-                Index *iRow, Index *jCol, Number *values) override;
-
-    void finalize_solution(Ipopt::SolverReturn status, Index n, const Number *x,
-                           const Number *z_L, const Number *z_U, Index m,
-                           const Number *g, const Number *lambda,
-                           Number obj_value, const Ipopt::IpoptData *ip_data,
-                           Ipopt::IpoptCalculatedQuantities *ip_cq) override;
-
-    /// @}
-
-  private:
-    struct Sparsity {
-        length_t nnz;
-        indexvec inner_idx, outer_ptr;
-    } sparsity_J, sparsity_H;
-
-    static void set_sparsity(Index n, Index m, Index nele, Index *iRow,
-                             Index *jCol, const Sparsity &sp);
-};
-
-} // namespace alpaqa

casadi/include/alpaqa/ipopt/ipopt-enums.hpp

@@ -1,35 +0,0 @@
-#pragma once
-
-#include <IpIpoptApplication.hpp>
-#include <string_view>
-
-inline std::string_view enum_name(Ipopt::ApplicationReturnStatus s) {
-    using S = Ipopt::ApplicationReturnStatus;
-    switch (s) {
-        case S::Solve_Succeeded: return "Solve_Succeeded";
-        case S::Solved_To_Acceptable_Level: return "Solved_To_Acceptable_Level";
-        case S::Infeasible_Problem_Detected:
-            return "Infeasible_Problem_Detected";
-        case S::Search_Direction_Becomes_Too_Small:
-            return "Search_Direction_Becomes_Too_Small";
-        case S::Diverging_Iterates: return "Diverging_Iterates";
-        case S::User_Requested_Stop: return "User_Requested_Stop";
-        case S::Feasible_Point_Found: return "Feasible_Point_Found";
-        case S::Maximum_Iterations_Exceeded:
-            return "Maximum_Iterations_Exceeded";
-        case S::Restoration_Failed: return "Restoration_Failed";
-        case S::Error_In_Step_Computation: return "Error_In_Step_Computation";
-        case S::Maximum_CpuTime_Exceeded: return "Maximum_CpuTime_Exceeded";
-        case S::Maximum_WallTime_Exceeded: return "Maximum_WallTime_Exceeded";
-        case S::Not_Enough_Degrees_Of_Freedom:
-            return "Not_Enough_Degrees_Of_Freedom";
-        case S::Invalid_Problem_Definition: return "Invalid_Problem_Definition";
-        case S::Invalid_Option: return "Invalid_Option";
-        case S::Invalid_Number_Detected: return "Invalid_Number_Detected";
-        case S::Unrecoverable_Exception: return "Unrecoverable_Exception";
-        case S::NonIpopt_Exception_Thrown: return "NonIpopt_Exception_Thrown";
-        case S::Insufficient_Memory: return "Insufficient_Memory";
-        case S::Internal_Error: return "Internal_Error";
-        default: return "<unknown>";
-    }
-}

casadi/include/alpaqa/lbfgsb/lbfgsb-adapter.hpp

@@ -1,111 +0,0 @@
-#pragma once
-
-#include <alpaqa/config/config.hpp>
-#include <alpaqa/inner/inner-solve-options.hpp>
-#include <alpaqa/inner/internal/panoc-stop-crit.hpp>
-#include <alpaqa/inner/internal/solverstatus.hpp>
-#include <alpaqa/lbfgsb-adapter-export.h>
-#include <alpaqa/problem/type-erased-problem.hpp>
-#include <alpaqa/util/atomic-stop-signal.hpp>
-
-#include <chrono>
-#include <iostream>
-
-namespace alpaqa::lbfgsb {
-
-struct LBFGSB_ADAPTER_EXPORT LBFGSBParams {
-    USING_ALPAQA_CONFIG(alpaqa::DefaultConfig);
-
-    unsigned memory                   = 10;
-    unsigned max_iter                 = 1000;
-    std::chrono::nanoseconds max_time = std::chrono::minutes(5);
-    PANOCStopCrit stop_crit           = PANOCStopCrit::ProjGradUnitNorm;
-    int print                         = -1;
-    unsigned print_interval           = 0;
-    int print_precision = std::numeric_limits<real_t>::max_digits10 / 2;
-};
-
-struct LBFGSB_ADAPTER_EXPORT LBFGSBStats {
-    USING_ALPAQA_CONFIG(alpaqa::DefaultConfig);
-
-    SolverStatus status = SolverStatus::Busy;
-    real_t ε            = inf<config_t>;
-    std::chrono::nanoseconds elapsed_time{};
-    unsigned iterations     = 0;
-    real_t final_ψ          = 0;
-    unsigned lbfgs_rejected = 0;
-};
-
-/// L-BFGS-B solver for ALM.
-/// @ingroup    grp_InnerSolvers
-class LBFGSB_ADAPTER_EXPORT LBFGSBSolver {
-  public:
-    USING_ALPAQA_CONFIG(alpaqa::DefaultConfig);
-
-    using Problem      = TypeErasedProblem<config_t>;
-    using Params       = LBFGSBParams;
-    using Stats        = LBFGSBStats;
-    using SolveOptions = InnerSolveOptions<config_t>;
-
-    LBFGSBSolver(const Params &params) : params(params) {}
-
-    Stats operator()(const Problem &problem,   // in
-                     const SolveOptions &opts, // in
-                     rvec x,                   // inout
-                     rvec y,                   // inout
-                     crvec Σ,                  // in
-                     rvec err_z);              // out
-
-    template <class P>
-    Stats operator()(const P &problem, const SolveOptions &opts, rvec u, rvec y,
-                     crvec Σ, rvec e) {
-        return operator()(Problem::template make<P>(problem), opts, u, y, Σ, e);
-    }
-
-    std::string get_name() const;
-
-    void stop() { stop_signal.stop(); }
-
-    const Params &get_params() const { return params; }
-
-  private:
-    Params params;
-    AtomicStopSignal stop_signal;
-
-  public:
-    std::ostream *os = &std::cout;
-};
-
-} // namespace alpaqa::lbfgsb
-
-namespace alpaqa {
-
-template <class InnerSolverStats>
-struct InnerStatsAccumulator;
-
-template <>
-struct InnerStatsAccumulator<lbfgsb::LBFGSBStats> {
-    USING_ALPAQA_CONFIG(alpaqa::DefaultConfig);
-
-    /// Total elapsed time in the inner solver.
-    std::chrono::nanoseconds elapsed_time{};
-    /// Total number of inner PANOC iterations.
-    unsigned iterations = 0;
-    /// Final value of the smooth cost @f$ \psi(\hat x) @f$.
-    real_t final_ψ = 0;
-    /// Total number of times that the L-BFGS update was rejected (i.e. it
-    /// could have resulted in a non-positive definite Hessian estimate).
-    unsigned lbfgs_rejected = 0;
-};
-
-inline InnerStatsAccumulator<lbfgsb::LBFGSBStats> &
-operator+=(InnerStatsAccumulator<lbfgsb::LBFGSBStats> &acc,
-           const lbfgsb::LBFGSBStats &s) {
-    acc.iterations += s.iterations;
-    acc.elapsed_time += s.elapsed_time;
-    acc.final_ψ = s.final_ψ;
-    acc.lbfgs_rejected += s.lbfgs_rejected;
-    return acc;
-}
-
-} // namespace alpaqa

casadi/include/alpaqa/newton-tr-pantr-alm.hpp

@@ -1,27 +0,0 @@
-#pragma once
-
-#include <alpaqa/inner/directions/pantr/newton-tr.hpp>
-#include <alpaqa/inner/pantr.hpp>
-#include <alpaqa/outer/alm.hpp>
-
-namespace alpaqa {
-
-// clang-format off
-ALPAQA_EXPORT_EXTERN_TEMPLATE(class, PANTRSolver, NewtonTRDirection<DefaultConfig>);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(class, PANTRSolver, NewtonTRDirection<EigenConfigf>);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(class, PANTRSolver, NewtonTRDirection<EigenConfigd>);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(class, PANTRSolver, NewtonTRDirection<EigenConfigl>);
-#ifdef ALPAQA_WITH_QUAD_PRECISION
-ALPAQA_EXPORT_EXTERN_TEMPLATE(class, PANTRSolver, NewtonTRDirection<EigenConfigq>);
-#endif
-
-ALPAQA_EXPORT_EXTERN_TEMPLATE(class, ALMSolver, PANTRSolver<NewtonTRDirection<DefaultConfig>>);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(class, ALMSolver, PANTRSolver<NewtonTRDirection<EigenConfigf>>);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(class, ALMSolver, PANTRSolver<NewtonTRDirection<EigenConfigd>>);
-ALPAQA_EXPORT_EXTERN_TEMPLATE(class, ALMSolver, PANTRSolver<NewtonTRDirection<EigenConfigl>>);
-#ifdef ALPAQA_WITH_QUAD_PRECISION
-ALPAQA_EXPORT_EXTERN_TEMPLATE(class, ALMSolver, PANTRSolver<NewtonTRDirection<EigenConfigq>>);
-#endif
-// clang-format on
-
-} // namespace alpaqa