casadi 3.7.2__cp314-none-manylinux2014_x86_64.whl

casadi/include/alpaqa/inner/directions/pantr/pantr-direction.hpp

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+#pragma once
+
+#include <alpaqa/config/config.hpp>
+#include <alpaqa/problem/type-erased-problem.hpp>
+
+namespace alpaqa {
+
+/// This class outlines the interface for direction providers used by PANTR-like
+/// algorithms.
+///
+/// @ingroup grp_DirectionProviders
+template <Config Conf>
+struct PANTRDirection {
+    USING_ALPAQA_CONFIG(Conf);
+    using Problem = TypeErasedProblem<config_t>;
+
+    /// Initialize the direction provider.
+    ///
+    /// @param[in]  problem
+    ///             Problem description.
+    /// @param[in]  y
+    ///             Lagrange multipliers.
+    /// @param[in]  Σ
+    ///             Penalty factors.
+    /// @param[in]  γ_0
+    ///             Initial step size.
+    /// @param[in]  x_0
+    ///             Initial iterate.
+    /// @param[in]  x̂_0
+    ///             Result of proximal gradient step in @p x_0.
+    /// @param[in]  p_0
+    ///             Proximal gradient step in @p x_0.
+    /// @param[in]  grad_ψx_0
+    ///             Gradient of the objective in @p x_0.
+    ///
+    /// The references @p problem, @p y and @p Σ are guaranteed to remain valid
+    /// for subsequent calls to @ref update, @ref apply, @ref changed_γ and
+    /// @ref reset.
+    void initialize(const Problem &problem, crvec y, crvec Σ, real_t γ_0,
+                    crvec x_0, crvec x̂_0, crvec p_0, crvec grad_ψx_0) = delete;
+
+    /// Return whether a direction is available on the very first iteration,
+    /// before the first call to @ref update.
+    bool has_initial_direction() const { return true; }
+
+    /// Update the direction provider when accepting the next iterate.
+    ///
+    /// @param[in]  γₖ
+    ///             Current step size.
+    /// @param[in]  γₙₑₓₜ
+    ///             Step size for the next iterate.
+    /// @param[in]  xₖ
+    ///             Current iterate.
+    /// @param[in]  xₙₑₓₜ
+    ///             Next iterate.
+    /// @param[in]  pₖ
+    ///             Proximal gradient step in the current iterate.
+    /// @param[in]  pₙₑₓₜ
+    ///             Proximal gradient step in the next iterate.
+    /// @param[in]  grad_ψxₖ
+    ///             Gradient of the objective in the current iterate.
+    /// @param[in]  grad_ψxₙₑₓₜ
+    ///             Gradient of the objective in the next iterate.
+    bool update(real_t γₖ, real_t γₙₑₓₜ, crvec xₖ, crvec xₙₑₓₜ, crvec pₖ,
+                crvec pₙₑₓₜ, crvec grad_ψxₖ, crvec grad_ψxₙₑₓₜ) = delete;
+
+    /// Compute the direction in the given point.
+    ///
+    /// @param[in]  γₖ
+    ///             Current step size.
+    /// @param[in]  xₖ
+    ///             Current iterate.
+    /// @param[in]  x̂ₖ
+    ///             Result of proximal gradient step in @p xₖ.
+    /// @param[in]  pₖ
+    ///             Proximal gradient step in @p xₖ.
+    /// @param[in]  grad_ψxₖ
+    ///             Gradient of the objective at @p xₖ.
+    /// @param[in]  radius
+    ///             Trust radius Δ.
+    /// @param[out] qₖ
+    ///             Resulting step.
+    /// @return Model decrease.
+    real_t apply(real_t γₖ, crvec xₖ, crvec x̂ₖ, crvec pₖ, crvec grad_ψxₖ,
+                 real_t radius, rvec qₖ) const = delete;
+
+    /// Called when the PANTR step size changes.
+    void changed_γ(real_t γₖ, real_t old_γₖ) = delete;
+
+    /// Called when using the direction failed. A possible behavior could be to
+    /// flush the buffers, hopefully yielding a better direction on the next
+    /// iteration.
+    void reset() = delete;
+
+    /// Get a human-readable name for this direction provider.
+    std::string get_name() const = delete;
+};
+
+} // namespace alpaqa

casadi/include/alpaqa/inner/inner-solve-options.hpp

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+#pragma once
+
+#include <alpaqa/config/config.hpp>
+
+#include <chrono>
+#include <optional>
+
+namespace alpaqa {
+
+template <Config Conf>
+struct InnerSolveOptions {
+    USING_ALPAQA_CONFIG(Conf);
+    /// Return the final iterate and multipliers, even if the solver did not
+    /// converge.
+    bool always_overwrite_results = true;
+    /// Maximum run time (in addition to the inner solver's own timeout).
+    /// Zero means no timeout.
+    std::optional<std::chrono::nanoseconds> max_time = std::nullopt;
+    /// Desired tolerance (overrides the solver's own tolerance).
+    /// Zero means no tolerance (use solver's own tolerance).
+    real_t tolerance = 0;
+    /// Output stream to print to.
+    std::ostream *os = nullptr;
+    /// The current iteration of the outer solver.
+    unsigned outer_iter = 0;
+    /// Call @ref TypeErasedProblem::check() before starting to solve.
+    bool check = true;
+};
+
+} // namespace alpaqa

casadi/include/alpaqa/inner/internal/lipschitz.hpp

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+#pragma once
+
+#include <alpaqa/config/config.hpp>
+
+namespace alpaqa {
+
+template <Config Conf = DefaultConfig>
+struct LipschitzEstimateParams {
+    USING_ALPAQA_CONFIG(Conf);
+
+    /// Initial estimate of the Lipschitz constant of ∇ψ(x)
+    real_t L_0 = 0;
+    /// Relative step size for initial finite difference Lipschitz estimate.
+    real_t ε = real_t(1e-6);
+    /// Minimum step size for initial finite difference Lipschitz estimate.
+    real_t δ = real_t(1e-12);
+    /// Factor that relates step size γ and Lipschitz constant.
+    /// Parameter α in Algorithm 2 of @cite de_marchi_proximal_2022.
+    /// @f$ 0 < \alpha < 1 @f$
+    real_t Lγ_factor = real_t(0.95);
+
+    void verify() const {
+        // TODO
+    }
+};
+
+} // namespace alpaqa

casadi/include/alpaqa/inner/internal/panoc-helpers.hpp

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+#pragma once
+
+#include <alpaqa/config/config.hpp>
+
+namespace alpaqa::detail {
+
+template <Config Conf>
+struct PANOCHelpers;
+
+} // namespace alpaqa::detail

casadi/include/alpaqa/inner/internal/panoc-stop-crit.hpp

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+#pragma once
+
+#include <iosfwd>
+#include <stdexcept>
+
+namespace alpaqa {
+
+enum class PANOCStopCrit {
+    /// Find an ε-approximate KKT point in the ∞-norm:
+    /// @f[
+    ///     \varepsilon = \left\| \gamma_k^{-1} (x^k - \hat x^k) +
+    ///     \nabla \psi(\hat x^k) - \nabla \psi(x^k) \right\|_\infty
+    /// @f]
+    ApproxKKT = 0,
+    /// Find an ε-approximate KKT point in the 2-norm:
+    /// @f[
+    ///     \varepsilon = \left\| \gamma_k^{-1} (x^k - \hat x^k) +
+    ///     \nabla \psi(\hat x^k) - \nabla \psi(x^k) \right\|_2
+    /// @f]
+    ApproxKKT2,
+    /// ∞-norm of the projected gradient with step size γ:
+    /// @f[
+    ///     \varepsilon = \left\| x^k -
+    ///     \Pi_C\left(x^k - \gamma_k \nabla \psi(x^k)\right) \right\|_\infty
+    /// @f]
+    ProjGradNorm,
+    /// 2-norm of the projected gradient with step size γ:
+    /// @f[
+    ///     \varepsilon = \left\| x^k -
+    ///     \Pi_C\left(x^k - \gamma_k \nabla \psi(x^k)\right) \right\|_2
+    /// @f]
+    /// This is the same criterion as used by
+    /// [OpEn](https://alphaville.github.io/optimization-engine/).
+    ProjGradNorm2,
+    /// ∞-norm of the projected gradient with unit step size:
+    /// @f[
+    ///     \varepsilon = \left\| x^k -
+    ///     \Pi_C\left(x^k - \nabla \psi(x^k)\right) \right\|_\infty
+    /// @f]
+    ProjGradUnitNorm,
+    /// 2-norm of the projected gradient with unit step size:
+    /// @f[
+    ///     \varepsilon = \left\| x^k -
+    ///     \Pi_C\left(x^k - \nabla \psi(x^k)\right) \right\|_2
+    /// @f]
+    ProjGradUnitNorm2,
+    /// ∞-norm of fixed point residual:
+    /// @f[
+    ///     \varepsilon = \gamma_k^{-1} \left\| x^k -
+    ///     \Pi_C\left(x^k - \gamma_k \nabla \psi(x^k)\right) \right\|_\infty
+    /// @f]
+    FPRNorm,
+    /// 2-norm of fixed point residual:
+    /// @f[
+    ///     \varepsilon = \gamma_k^{-1} \left\| x^k -
+    ///     \Pi_C\left(x^k - \gamma_k \nabla \psi(x^k)\right) \right\|_2
+    /// @f]
+    FPRNorm2,
+    /// The stopping criterion used by Ipopt, see
+    /// https://link.springer.com/article/10.1007/s10107-004-0559-y equation (5).
+    ///
+    /// Given a candidate iterate @f$ \hat x^k @f$ and the corresponding
+    /// candidate Lagrange multipliers @f$ \hat y^k @f$ for the general
+    /// constraints @f$ g(x)\in D @f$,
+    /// the multipliers @f$ w @f$ for the box constraints @f$ x\in C @f$
+    /// (that are otherwise not computed explicitly) are given by
+    /// @f[
+    /// w^k = v^k - \Pi_C(v^k),
+    /// @f]
+    /// where
+    /// @f[ \begin{aligned}
+    /// v^k &\triangleq
+    /// \hat x^k - \nabla f(\hat x^k) - \nabla g(\hat x^k)\, \hat y^k \\ &=
+    /// \hat x^k - \nabla \psi(\hat x^k)
+    /// \end{aligned} @f]
+    /// The quantity that is compared to the (scaled) tolerance is then given by
+    /// @f[ \begin{aligned}
+    /// \varepsilon' &=
+    /// \left\|
+    ///     \nabla f(\hat x^k) + \nabla g(\hat x^k)\, \hat y^k + w^k
+    /// \right\|_\infty \\ &=
+    /// \left\|
+    /// \hat x^k - \Pi_C\left(v^k\right)
+    /// \right\|_\infty
+    /// \end{aligned} @f]
+    /// Finally, the quantity is scaled by the factor
+    /// @f[
+    /// s_d \triangleq \max\left\{
+    /// s_\text{max},\;\frac{\|\hat y^k\|_1 + \|w^k\|_1}{2m + 2n}
+    /// \right\} / s_\text{max},
+    /// @f]
+    /// i.e. @f$ \varepsilon = \varepsilon' / s_d @f$.
+    Ipopt,
+    /// The stopping criterion used by LBFGS++, see
+    /// https://lbfgspp.statr.me/doc/classLBFGSpp_1_1LBFGSBParam.html#afb20e8fd6c6808c1f736218841ba6947
+    ///
+    /// @f[
+    ///     \varepsilon = \frac{\left\| x^k -
+    ///     \Pi_C\left(x^k - \nabla \psi(x^k)\right) \right\|_\infty}
+    ///     {\max\left\{1, \|x\|_2 \right\}}
+    /// @f]
+    LBFGSBpp,
+};
+
+inline constexpr const char *enum_name(PANOCStopCrit s) {
+    switch (s) {
+        case PANOCStopCrit::ApproxKKT: return "ApproxKKT";
+        case PANOCStopCrit::ApproxKKT2: return "ApproxKKT2";
+        case PANOCStopCrit::ProjGradNorm: return "ProjGradNorm";
+        case PANOCStopCrit::ProjGradNorm2: return "ProjGradNorm2";
+        case PANOCStopCrit::ProjGradUnitNorm: return "ProjGradUnitNorm";
+        case PANOCStopCrit::ProjGradUnitNorm2: return "ProjGradUnitNorm2";
+        case PANOCStopCrit::FPRNorm: return "FPRNorm";
+        case PANOCStopCrit::FPRNorm2: return "FPRNorm2";
+        case PANOCStopCrit::Ipopt: return "Ipopt";
+        case PANOCStopCrit::LBFGSBpp: return "LBFGSBpp";
+        default:;
+    }
+    throw std::out_of_range("invalid value for alpaqa::PANOCStopCrit");
+}
+
+std::ostream &operator<<(std::ostream &os, PANOCStopCrit s);
+
+} // namespace alpaqa

casadi/include/alpaqa/inner/internal/solverstatus.hpp

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+#pragma once
+
+#include <alpaqa/export.h>
+
+#include <iosfwd>
+#include <stdexcept>
+
+namespace alpaqa {
+
+/// Exit status of a numerical solver such as ALM or PANOC.
+enum class SolverStatus {
+    Busy = 0,    ///< In progress.
+    Converged,   ///< Converged and reached given tolerance.
+    MaxTime,     ///< Maximum allowed execution time exceeded.
+    MaxIter,     ///< Maximum number of iterations exceeded.
+    NotFinite,   ///< Intermediate results were infinite or not-a-number.
+    NoProgress,  ///< No progress was made in the last iteration.
+    Interrupted, ///< Solver was interrupted by the user.
+    Exception,   ///< An unexpected exception was thrown.
+};
+
+/// @related    SolverStatus
+inline constexpr const char *enum_name(SolverStatus s) {
+    using Status = SolverStatus;
+    switch (s) {
+        case Status::Busy: return "Busy";
+        case Status::Converged: return "Converged";
+        case Status::MaxTime: return "MaxTime";
+        case Status::MaxIter: return "MaxIter";
+        case Status::NotFinite: return "NotFinite";
+        case Status::NoProgress: return "NoProgress";
+        case Status::Interrupted: return "Interrupted";
+        case Status::Exception: return "Exception";
+        default:;
+    }
+    throw std::out_of_range("invalid value for alpaqa::SolverStatus");
+}
+
+/// @related    SolverStatus
+ALPAQA_EXPORT std::ostream &operator<<(std::ostream &, SolverStatus);
+
+} // namespace alpaqa

casadi/include/alpaqa/inner/panoc-ocp.hpp

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+#pragma once
+
+#include <alpaqa/accelerators/lbfgs.hpp>
+#include <alpaqa/inner/panoc.hpp>
+#include <alpaqa/problem/ocproblem.hpp>
+
+#include <chrono>
+#include <iostream>
+#include <limits>
+#include <string>
+
+namespace alpaqa {
+
+/// Tuning parameters for the PANOC algorithm.
+template <Config Conf = DefaultConfig>
+struct PANOCOCPParams {
+    USING_ALPAQA_CONFIG(Conf);
+
+    /// Parameters related to the Lipschitz constant estimate and step size.
+    LipschitzEstimateParams<config_t> Lipschitz;
+    /// Maximum number of inner PANOC 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,
+    /// line search parameter.
+    real_t min_linesearch_coefficient = real_t(1. / 256);
+    /// 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);
+    /// Maximum number of times to double the Lipschitz constant estimate per
+    /// iteration.
+    unsigned L_max_inc = 16;
+    /// 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;
+    /// How often to use a Gauss-Newton step. Zero to disable GN entirely.
+    unsigned gn_interval        = 1;
+    bool gn_sticky              = true;
+    bool reset_lbfgs_on_gn_step = false;
+    bool lqr_factor_cholesky    = true;
+
+    /// L-BFGS parameters (e.g. memory).
+    LBFGSParams<config_t> lbfgs_params;
+
+    /// 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 =
+        real_t(1e2) * std::numeric_limits<real_t>::epsilon();
+    real_t linesearch_tolerance_factor =
+        real_t(1e2) * std::numeric_limits<real_t>::epsilon();
+
+    bool disable_acceleration = false;
+};
+
+template <Config Conf = DefaultConfig>
+struct PANOCOCPProgressInfo {
+    USING_ALPAQA_CONFIG(Conf);
+
+    unsigned k;
+    SolverStatus status;
+    crvec xu;
+    crvec p;
+    real_t norm_sq_p;
+    crvec x̂u;
+    real_t φγ;
+    real_t ψ;
+    crvec grad_ψ;
+    real_t ψ_hat;
+    crvec q;
+    bool gn;
+    length_t nJ;
+    real_t lqr_min_rcond;
+    real_t L;
+    real_t γ;
+    real_t τ;
+    real_t ε;
+    unsigned outer_iter;
+    const TypeErasedControlProblem<config_t> *problem;
+    const PANOCOCPParams<config_t> *params;
+
+    [[nodiscard]] vec u() const;
+    [[nodiscard]] vec û() const;
+    [[nodiscard]] vec x() const;
+    [[nodiscard]] vec x̂() const;
+};
+
+template <Config Conf = DefaultConfig>
+struct PANOCOCPStats {
+    USING_ALPAQA_CONFIG(Conf);
+
+    SolverStatus status = SolverStatus::Busy;
+    real_t ε            = inf<config_t>;
+    std::chrono::nanoseconds elapsed_time{};
+    std::chrono::nanoseconds time_prox{};
+    std::chrono::nanoseconds time_forward{};
+    std::chrono::nanoseconds time_backward{};
+    std::chrono::nanoseconds time_jacobians{};
+    std::chrono::nanoseconds time_hessians{};
+    std::chrono::nanoseconds time_indices{};
+    std::chrono::nanoseconds time_lqr_factor{};
+    std::chrono::nanoseconds time_lqr_solve{};
+    std::chrono::nanoseconds time_lbfgs_indices{};
+    std::chrono::nanoseconds time_lbfgs_apply{};
+    std::chrono::nanoseconds time_lbfgs_update{};
+    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>
+class PANOCOCPSolver {
+  public:
+    USING_ALPAQA_CONFIG(Conf);
+
+    using Problem      = alpaqa::TypeErasedControlProblem<config_t>;
+    using Params       = PANOCOCPParams<config_t>;
+    using Stats        = PANOCOCPStats<config_t>;
+    using ProgressInfo = PANOCOCPProgressInfo<config_t>;
+    using SolveOptions = InnerSolveOptions<config_t>;
+
+    PANOCOCPSolver(const Params &params) : params(params) {}
+
+    Stats operator()(const Problem &problem,   // in
+                     const SolveOptions &opts, // in
+                     rvec u,                   // inout
+                     rvec y,                   // in
+                     crvec μ,                  // in
+                     rvec err_z);              // out
+
+    template <class P>
+    Stats operator()(const P &problem, const SolveOptions &opts, rvec u, rvec y,
+                     crvec μ, rvec e) {
+        return operator()(Problem::template make<P>(problem), opts, u, y, μ, e);
+    }
+
+    template <class P>
+    Stats operator()(const P &problem, const SolveOptions &opts, rvec u) {
+        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, u, y, Σ, e);
+    }
+
+    /// Specify a callable that is invoked with some intermediate results on
+    /// each iteration of the algorithm.
+    /// @see @ref ProgressInfo
+    PANOCOCPSolver &
+    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:
+    std::ostream *os = &std::cout;
+};
+
+template <Config Conf>
+struct InnerStatsAccumulator<PANOCOCPStats<Conf>> {
+    USING_ALPAQA_CONFIG(Conf);
+
+    /// Total elapsed time in the inner solver.
+    std::chrono::nanoseconds elapsed_time{};
+    /// Total time spent computing proximal mappings.
+    std::chrono::nanoseconds time_prox{};
+    /// Total time spent doing forward simulations.
+    std::chrono::nanoseconds time_forward{};
+    /// Total time spent doing backward gradient evaluations.
+    std::chrono::nanoseconds time_backward{};
+    /// Total time spent computing dynamics Jacobians.
+    std::chrono::nanoseconds time_jacobians{};
+    /// Total time spent computing cost Hessians and Hessian-vector products.
+    std::chrono::nanoseconds time_hessians{};
+    /// Total time spent determining active indices.
+    std::chrono::nanoseconds time_indices{};
+    /// Total time spent performing LQR factorizations.
+    std::chrono::nanoseconds time_lqr_factor{};
+    /// Total time spent solving the (factorized) LQR problem.
+    std::chrono::nanoseconds time_lqr_solve{};
+    /// Total time spent determining active indices for L-BFGS applications.
+    std::chrono::nanoseconds time_lbfgs_indices{};
+    /// Total time spent applying L-BFGS estimates.
+    std::chrono::nanoseconds time_lbfgs_apply{};
+    /// Total time spent updating the L-BFGS estimate.
+    std::chrono::nanoseconds time_lbfgs_update{};
+    /// Total time spent in the user-provided progress callback.
+    std::chrono::nanoseconds time_progress_callback{};
+    /// Total number of inner PANOC iterations.
+    unsigned iterations = 0;
+    /// Total number of PANOC line search failures.
+    unsigned linesearch_failures = 0;
+    /// Total number of PANOC line search backtracking steps.
+    unsigned linesearch_backtracks = 0;
+    /// Total number of PANOC 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$).
+    real_t sum_τ = 0;
+    /// The final PANOC step size γ.
+    real_t final_γ = 0;
+    /// Final value of the smooth cost @f$ \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<PANOCOCPStats<Conf>> &
+operator+=(InnerStatsAccumulator<PANOCOCPStats<Conf>> &acc,
+           const PANOCOCPStats<Conf> &s) {
+    acc.iterations += s.iterations;
+    acc.elapsed_time += s.elapsed_time;
+    acc.time_prox += s.time_prox;
+    acc.time_forward += s.time_forward;
+    acc.time_backward += s.time_backward;
+    acc.time_jacobians += s.time_jacobians;
+    acc.time_hessians += s.time_hessians;
+    acc.time_indices += s.time_indices;
+    acc.time_lqr_factor += s.time_lqr_factor;
+    acc.time_lqr_solve += s.time_lqr_solve;
+    acc.time_lbfgs_indices += s.time_lbfgs_indices;
+    acc.time_lbfgs_apply += s.time_lbfgs_apply;
+    acc.time_lbfgs_update += s.time_lbfgs_update;
+    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, PANOCOCPProgressInfo, DefaultConfig);
+ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, PANOCOCPProgressInfo, EigenConfigf);
+ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, PANOCOCPProgressInfo, EigenConfigd);
+ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, PANOCOCPProgressInfo, EigenConfigl);
+#ifdef ALPAQA_WITH_QUAD_PRECISION
+ALPAQA_EXPORT_EXTERN_TEMPLATE(struct, PANOCOCPProgressInfo, EigenConfigq);
+#endif
+
+ALPAQA_EXPORT_EXTERN_TEMPLATE(class, PANOCOCPSolver, DefaultConfig);
+ALPAQA_EXPORT_EXTERN_TEMPLATE(class, PANOCOCPSolver, EigenConfigf);
+ALPAQA_EXPORT_EXTERN_TEMPLATE(class, PANOCOCPSolver, EigenConfigd);
+ALPAQA_EXPORT_EXTERN_TEMPLATE(class, PANOCOCPSolver, EigenConfigl);
+#ifdef ALPAQA_WITH_QUAD_PRECISION
+ALPAQA_EXPORT_EXTERN_TEMPLATE(class, PANOCOCPSolver, EigenConfigq);
+#endif
+
+} // namespace alpaqa