casadi 3.6.7__cp313-none-macosx_10_13_x86_64.macosx_10_13_intel.whl

casadi/include/fatrop/solver/NLPL1.hpp

@@ -0,0 +1,263 @@
+#pragma once
+#include "fatrop/templates/NLPAlg.hpp"
+#include "fatrop/solver/FatropOptions.hpp"
+#include <memory>
+namespace fatrop
+{
+    class NLPL1 : public FatropNLP
+    {
+    public:
+        NLPL1(const std::shared_ptr<FatropNLP> &orig, const std::shared_ptr<FatropOptions>& opts) : orig_(orig), orig_dims_(orig->get_nlp_dims()), lower_(orig_dims_.nineqs), upper_(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("L1_rho", "L1 penalty parameter", &rho, 1e4, 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 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(obj_scale, primal_vars, slack_dummy_v, lam);
+            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
+        {
+            orig_->eval_obj_grad(obj_scale, primal_vars, slack_vars, gradient_x, gradient_s);
+            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
+        {
+            orig_->eval_obj(obj_scale, primal_vars, slack_vars, res);
+            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) + 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) - (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);
+                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
+        {
+            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, 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);
+            int ret = orig_->initialize_slacks(mu0, s_curr_or);
+            auto upper_v = upper_[0];
+            auto lower_v = lower_[0];
+            // set zero for now TODO use quadratic formula here
+            for (int i = 0; i < orig_dims_.nineqs; i++)
+            {
+                double dist_L = lower_bounded_[i] ? s_curr_or.at(i) - lower_v.at(i) : 0.0;
+                double dist_U = upper_bounded_[i] ? upper_v.at(i) - s_curr_or.at(i) : 0.0;
+                double viol = 0.0;
+                double s_proj = s_curr_or.at(i);
+                if (lower_bounded_[i] && dist_L < 0.0)
+                {
+                    // std::cout << "lower" << std::endl;
+                    s_proj = s_curr_or.at(i) - dist_L;
+                }
+                if (upper_bounded_[i] && dist_U < 0.0)
+                {
+                    // std::cout << "upper" << std::endl;
+                    s_proj = s_curr_or.at(i) + dist_U;
+                }
+                viol = (s_curr_or.at(i) - s_proj);
+                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 ret;
+        }
+        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));
+        };
+        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;
+        }
+        std::shared_ptr<FatropNLP> orig_;
+        NLPDims orig_dims_;
+        NLPDims this_dims_;
+        FatropMemoryVecBF lower_, upper_;
+        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;
+    };
+};

casadi/include/fatrop/templates/NLPAlg.hpp

@@ -0,0 +1,104 @@
+/*
+ * 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 NLPINCLUDED
+#define NLPINCLUDED
+#include "fatrop/blasfeo_wrapper/LinearAlgebraBlasfeo.hpp"
+#include "fatrop/auxiliary/Common.hpp"
+namespace fatrop
+{
+    struct NLPDims
+    {
+        fatrop_int nvars;
+        fatrop_int neqs;
+        fatrop_int nineqs;
+    };
+    class FatropNLP
+    {
+    public:
+        virtual fatrop_int eval_lag_hess(
+            double obj_scale,
+            const FatropVecBF &primal_vars,
+            const FatropVecBF &slack_vars,
+            const FatropVecBF &lam) = 0;
+        virtual fatrop_int eval_constr_jac(
+            const FatropVecBF &primal_vars,
+            const FatropVecBF &slack_vars) = 0;
+        virtual fatrop_int eval_constraint_viol(
+            const FatropVecBF &primal_vars,
+            const FatropVecBF &slack_vars,
+            FatropVecBF &constraint_violation) = 0;
+        virtual fatrop_int eval_obj_grad(
+            double obj_scale,
+            const FatropVecBF &primal_vars,
+            const FatropVecBF &slack_vars,
+            FatropVecBF &gradient_x,
+            FatropVecBF &gradient_s) = 0;
+        virtual fatrop_int eval_obj(
+            double obj_scale,
+            const FatropVecBF &primal_vars,
+            const FatropVecBF &slack_vars,
+            double &res) = 0;
+        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) = 0;
+        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) = 0;
+        virtual fatrop_int solve_soc_rhs(
+            const FatropVecBF &ux,
+            const FatropVecBF &lam,
+            const FatropVecBF &delta_s,
+            const FatropVecBF &cosntraint_violation) = 0;
+        virtual NLPDims get_nlp_dims() const = 0;
+        virtual fatrop_int compute_scalings(
+            double &obj_scale,
+            FatropVecBF &x_scales,
+            FatropVecBF &lam_scales,
+            const FatropVecBF &grad_curr_x, const FatropVecBF& grad_curr_s) = 0;
+        virtual fatrop_int initialize_slacks(double mu0,
+            FatropVecBF &s_curr) = 0;
+        virtual fatrop_int initialize_dual(
+            const FatropVecBF &grad_x,
+            const FatropVecBF &grad_s,
+            FatropVecBF &dlam,
+            const FatropVecBF &zL,
+            const FatropVecBF &zU) = 0;
+        virtual fatrop_int get_bounds(
+            FatropVecBF &lower,
+            FatropVecBF &upper) const = 0;
+        virtual fatrop_int get_initial_sol_guess(
+            FatropVecBF &initial) const = 0;
+        virtual void pre_solve(const FatropVecBF& x_init,const FatropVecBF& s_init){};
+        // virtual fatrop_int GetDefaultParams(
+        //     FatropOptions &params) const = 0;
+        virtual fatrop_int Callback(FatropVecBF& primal_vars){return 0;};
+        virtual void finalize(){};
+        virtual void reset(){};
+        virtual void update_mu(double mu){};
+    };
+} // namespace fatrop
+#endif // NLPINCLUDED

casadi/include/highs/HConfig.h

@@ -0,0 +1,21 @@
+#ifndef HCONFIG_H_
+#define HCONFIG_H_
+
+#define FAST_BUILD
+#define ZLIB_FOUND
+/* #undef CUPDLP_CPU */
+#define CMAKE_BUILD_TYPE "Release"
+#define CMAKE_INSTALL_PREFIX "/Users/runner/work/casadi/casadi/build/external_projects"
+/* #undef HIGHSINT64 */
+/* #undef HIGHS_NO_DEFAULT_THREADS */
+#define HIGHS_HAVE_MM_PAUSE
+#define HIGHS_HAVE_BUILTIN_CLZ
+/* #undef HIGHS_HAVE_BITSCAN_REVERSE */
+
+#define HIGHS_GITHASH "5ce7a275"
+#define HIGHS_VERSION_MAJOR 1
+#define HIGHS_VERSION_MINOR 7
+#define HIGHS_VERSION_PATCH 2
+#define HIGHS_DIR "/Users/runner/work/casadi/casadi/build/external_projects/src/highs-external"
+
+#endif /* HCONFIG_H_ */