casadi 3.7.2__cp314-none-win_amd64.whl

casadi/include/hpipm_d_ocp_qcqp.h

@@ -0,0 +1,322 @@
+/**************************************************************************************************
+*                                                                                                 *
+* This file is part of HPIPM.                                                                     *
+*                                                                                                 *
+* HPIPM -- High-Performance Interior Point Method.                                                *
+* Copyright (C) 2019 by Gianluca Frison.                                                          *
+* Developed at IMTEK (University of Freiburg) under the supervision of Moritz Diehl.              *
+* All rights reserved.                                                                            *
+*                                                                                                 *
+* The 2-Clause BSD License                                                                        *
+*                                                                                                 *
+* Redistribution and use in source and binary forms, with or without                              *
+* modification, are permitted provided that the following conditions are met:                     *
+*                                                                                                 *
+* 1. Redistributions of source code must retain the above copyright notice, this                  *
+*    list of conditions and the following disclaimer.                                             *
+* 2. Redistributions in binary form must reproduce the above copyright notice,                    *
+*    this list of conditions and the following disclaimer in the documentation                    *
+*    and/or other materials provided with the distribution.                                       *
+*                                                                                                 *
+* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND                 *
+* ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED                   *
+* WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE                          *
+* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR                 *
+* ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES                  *
+* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;                    *
+* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND                     *
+* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT                      *
+* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS                   *
+* SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.                                    *
+*                                                                                                 *
+* Author: Gianluca Frison, gianluca.frison (at) imtek.uni-freiburg.de                             *
+*                                                                                                 *
+**************************************************************************************************/
+
+#ifndef HPIPM_D_OCP_QCQP_H_
+#define HPIPM_D_OCP_QCQP_H_
+
+
+
+#include <blasfeo_target.h>
+#include <blasfeo_common.h>
+
+#include "hpipm_d_ocp_qcqp_dim.h"
+
+
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+
+
+struct d_ocp_qcqp
+	{
+	struct d_ocp_qcqp_dim *dim;
+	struct blasfeo_dmat *BAbt; // dynamics matrix & vector work space
+	struct blasfeo_dmat *RSQrq; // hessian of cost & vector work space
+	struct blasfeo_dmat *DCt; // inequality constraints matrix
+	struct blasfeo_dmat **Hq; // hessians of quadratic constraints
+	struct blasfeo_dvec *b; // dynamics vector
+	struct blasfeo_dvec *rqz; // gradient of cost & gradient of slacks
+	struct blasfeo_dvec *d; // inequality constraints vector
+	struct blasfeo_dvec *d_mask; // inequality constraints mask vector
+	struct blasfeo_dvec *m; // rhs of complementarity condition
+	struct blasfeo_dvec *Z; // (diagonal) hessian of slacks
+	int **idxb; // indices of box constrained variables within [u; x]
+	int **idxs_rev; // index of soft constraints (reverse storage)
+	int **idxe; // indices of constraints within [bu, bx, g, q] that are equalities, subset of [0, ..., nbu+nbx+ng+nq-1]
+	int **Hq_nzero; // for each int, the last 3 bits ...abc, {a,b,c}=0 => {R,S,Q}=0
+	hpipm_size_t memsize; // memory size in bytes
+	};
+
+
+
+//
+hpipm_size_t d_ocp_qcqp_strsize();
+//
+hpipm_size_t d_ocp_qcqp_memsize(struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_create(struct d_ocp_qcqp_dim *dim, struct d_ocp_qcqp *qp, void *memory);
+//
+void d_ocp_qcqp_copy_all(struct d_ocp_qcqp *qp_orig, struct d_ocp_qcqp *qp_dest);
+
+// setters
+//
+void d_ocp_qcqp_set_all_zero(struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_rhs_zero(struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set(char *field_name, int stage, void *value, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_el(char *field_name, int stage, int index, void *value, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_A(int stage, double *mat, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_B(int stage, double *mat, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_b(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_Q(int stage, double *mat, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_S(int stage, double *mat, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_R(int stage, double *mat, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_q(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_r(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_lb(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_lb_mask(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_ub(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_ub_mask(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_lbx(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_lbx_mask(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_el_lbx(int stage, int index, double *elem, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_ubx(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_ubx_mask(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_el_ubx(int stage, int index, double *elem, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_lbu(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_lbu_mask(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_ubu(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_ubu_mask(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_idxb(int stage, int *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_idxbx(int stage, int *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_Jbx(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_idxbu(int stage, int *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_Jbu(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_C(int stage, double *mat, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_D(int stage, double *mat, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_lg(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_lg_mask(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_ug(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_ug_mask(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_Qq(int stage, double *mat, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_Sq(int stage, double *mat, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_Rq(int stage, double *mat, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_qq(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_rq(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_uq(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_uq_mask(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_Zl(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_Zu(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_zl(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_zu(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_lls(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_lls_mask(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_lus(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_lus_mask(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_idxs(int stage, int *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_idxs_rev(int stage, int *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_Jsbu(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_Jsbx(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_Jsg(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_Jsq(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_idxe(int stage, int *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_idxbxe(int stage, int *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_idxbue(int stage, int *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_idxge(int stage, int *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_idxqe(int stage, int *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_Jbxe(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_Jbue(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_Jge(int stage, double *vec, struct d_ocp_qcqp *qp);
+//
+void d_ocp_qcqp_set_Jqe(int stage, double *vec, struct d_ocp_qcqp *qp);
+
+// getters
+//
+void d_ocp_qcqp_get(char *field, int stage, struct d_ocp_qcqp *qp, void *value);
+//
+void d_ocp_qcqp_get_A(int stage, struct d_ocp_qcqp *qp, double *mat);
+//
+void d_ocp_qcqp_get_B(int stage, struct d_ocp_qcqp *qp, double *mat);
+//
+void d_ocp_qcqp_get_b(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_Q(int stage, struct d_ocp_qcqp *qp, double *mat);
+//
+void d_ocp_qcqp_get_S(int stage, struct d_ocp_qcqp *qp, double *mat);
+//
+void d_ocp_qcqp_get_R(int stage, struct d_ocp_qcqp *qp, double *mat);
+//
+void d_ocp_qcqp_get_q(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_r(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_ub(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_ub_mask(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_lb(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_lb_mask(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_lbx(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_lbx_mask(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_ubx(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_ubx_mask(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_lbu(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_lbu_mask(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_ubu(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_ubu_mask(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_idxb(int stage, struct d_ocp_qcqp *qp, int *vec);
+//
+//void d_ocp_qcqp_get_idxbx(int stage, struct d_ocp_qcqp *qp, int *vec);
+//
+//void d_ocp_qcqp_get_Jbx(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+//void d_ocp_qcqp_get_idxbu(int stage, struct d_ocp_qcqp *qp, int *vec);
+//
+//void d_ocp_qcqp_get_Jbu(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_C(int stage, struct d_ocp_qcqp *qp, double *mat);
+//
+void d_ocp_qcqp_get_D(int stage, struct d_ocp_qcqp *qp, double *mat);
+//
+void d_ocp_qcqp_get_lg(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_lg_mask(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_ug(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_ug_mask(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_Zl(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_Zu(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_zl(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_zu(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_lls(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_lls_mask(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_lus(int stage, struct d_ocp_qcqp *qp, double *vec);
+//
+void d_ocp_qcqp_get_lus_mask(int stage, struct d_ocp_qcqp *qp, double *vec);
+// XXX only valid if there is one slack per softed constraint !!!
+void d_ocp_qcqp_get_idxs(int stage, struct d_ocp_qcqp *qp, int *vec);
+//
+void d_ocp_qcqp_get_idxs_rev(int stage, struct d_ocp_qcqp *qp, int *vec);
+//
+//void d_ocp_qcqp_get_Jsbu(int stage, struct d_ocp_qcqp *qp, float *vec);
+//
+//void d_ocp_qcqp_get_Jsbx(int stage, struct d_ocp_qcqp *qp, float *vec);
+//
+//void d_ocp_qcqp_get_Jsg(int stage, struct d_ocp_qcqp *qp, float *vec);
+
+
+
+#ifdef __cplusplus
+}	// #extern "C"
+#endif
+
+
+
+#endif // HPIPM_D_OCP_QCQP_H_
+

casadi/include/hpipm_d_ocp_qcqp_dim.h

@@ -0,0 +1,130 @@
+/**************************************************************************************************
+*                                                                                                 *
+* This file is part of HPIPM.                                                                     *
+*                                                                                                 *
+* HPIPM -- High-Performance Interior Point Method.                                                *
+* Copyright (C) 2019 by Gianluca Frison.                                                          *
+* Developed at IMTEK (University of Freiburg) under the supervision of Moritz Diehl.              *
+* All rights reserved.                                                                            *
+*                                                                                                 *
+* The 2-Clause BSD License                                                                        *
+*                                                                                                 *
+* Redistribution and use in source and binary forms, with or without                              *
+* modification, are permitted provided that the following conditions are met:                     *
+*                                                                                                 *
+* 1. Redistributions of source code must retain the above copyright notice, this                  *
+*    list of conditions and the following disclaimer.                                             *
+* 2. Redistributions in binary form must reproduce the above copyright notice,                    *
+*    this list of conditions and the following disclaimer in the documentation                    *
+*    and/or other materials provided with the distribution.                                       *
+*                                                                                                 *
+* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND                 *
+* ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED                   *
+* WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE                          *
+* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR                 *
+* ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES                  *
+* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;                    *
+* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND                     *
+* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT                      *
+* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS                   *
+* SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.                                    *
+*                                                                                                 *
+* Author: Gianluca Frison, gianluca.frison (at) imtek.uni-freiburg.de                             *
+*                                                                                                 *
+**************************************************************************************************/
+
+#ifndef HPIPM_D_OCP_QCQP_DIM_H_
+#define HPIPM_D_OCP_QCQP_DIM_H_
+
+#include "hpipm_common.h"
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+
+
+struct d_ocp_qcqp_dim
+	{
+	struct d_ocp_qp_dim *qp_dim; // dim of qp approximation
+	int *nx; // number of states
+	int *nu; // number of inputs
+	int *nb; // number of (two-sided) box constraints
+	int *nbx; // number of (two-sided) state box constraints
+	int *nbu; // number of (two-sided) input box constraints
+	int *ng; // number of (two-sided) general constraints
+	int *nq; // number of (upper) quadratic constraints
+	int *ns; // number of soft constraints
+	int *nsbx; // number of soft state box constraints
+	int *nsbu; // number of soft input box constraints
+	int *nsg; // number of soft general constraints
+	int *nsq; // number of soft quadratic constraints
+	int *nbxe; // number of state box constraints which are equality
+	int *nbue; // number of input box constraints which are equality
+	int *nge; // number of general constraints which are equality
+	int *nqe; // number of quadratic constraints which are equality
+	int N; // horizon length
+	hpipm_size_t memsize;
+	};
+
+
+
+//
+hpipm_size_t d_ocp_qcqp_dim_strsize();
+//
+hpipm_size_t d_ocp_qcqp_dim_memsize(int N);
+//
+void d_ocp_qcqp_dim_create(int N, struct d_ocp_qcqp_dim *qp_dim, void *memory);
+//
+void d_ocp_qcqp_dim_copy_all(struct d_ocp_qcqp_dim *dim_orig, struct d_ocp_qcqp_dim *dim_dest);
+//
+void d_ocp_qcqp_dim_set(char *field, int stage, int value, struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_dim_set_nx(int stage, int value, struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_dim_set_nu(int stage, int value, struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_dim_set_nbx(int stage, int value, struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_dim_set_nbu(int stage, int value, struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_dim_set_ng(int stage, int value, struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_dim_set_nq(int stage, int value, struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_dim_set_ns(int stage, int value, struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_dim_set_nsbx(int stage, int value, struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_dim_set_nsbu(int stage, int value, struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_dim_set_nsg(int stage, int value, struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_dim_set_nsq(int stage, int value, struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_dim_set_nbxe(int stage, int value, struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_dim_set_nbue(int stage, int value, struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_dim_set_nge(int stage, int value, struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_dim_set_nqe(int stage, int value, struct d_ocp_qcqp_dim *dim);
+//
+void d_ocp_qcqp_dim_get(struct d_ocp_qcqp_dim *dim, char *field, int stage, int *value);
+//
+void d_ocp_qcqp_dim_get_N(struct d_ocp_qcqp_dim *dim, int *value);
+//
+void d_ocp_qcqp_dim_get_nx(struct d_ocp_qcqp_dim *dim, int stage, int *value);
+//
+void d_ocp_qcqp_dim_get_nu(struct d_ocp_qcqp_dim *dim, int stage, int *value);
+
+
+
+#ifdef __cplusplus
+}	// #extern "C"
+#endif
+
+
+
+#endif // HPIPM_D_OCP_QCQP_DIM_H_
+

casadi/include/hpipm_d_ocp_qcqp_ipm.h

@@ -0,0 +1,192 @@
+/**************************************************************************************************
+*                                                                                                 *
+* This file is part of HPIPM.                                                                     *
+*                                                                                                 *
+* HPIPM -- High-Performance Interior Point Method.                                                *
+* Copyright (C) 2019 by Gianluca Frison.                                                          *
+* Developed at IMTEK (University of Freiburg) under the supervision of Moritz Diehl.              *
+* All rights reserved.                                                                            *
+*                                                                                                 *
+* The 2-Clause BSD License                                                                        *
+*                                                                                                 *
+* Redistribution and use in source and binary forms, with or without                              *
+* modification, are permitted provided that the following conditions are met:                     *
+*                                                                                                 *
+* 1. Redistributions of source code must retain the above copyright notice, this                  *
+*    list of conditions and the following disclaimer.                                             *
+* 2. Redistributions in binary form must reproduce the above copyright notice,                    *
+*    this list of conditions and the following disclaimer in the documentation                    *
+*    and/or other materials provided with the distribution.                                       *
+*                                                                                                 *
+* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND                 *
+* ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED                   *
+* WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE                          *
+* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR                 *
+* ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES                  *
+* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;                    *
+* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND                     *
+* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT                      *
+* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS                   *
+* SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.                                    *
+*                                                                                                 *
+* Author: Gianluca Frison, gianluca.frison (at) imtek.uni-freiburg.de                             *
+*                                                                                                 *
+**************************************************************************************************/
+
+#ifndef HPIPM_D_OCP_QCQP_IPM_H_
+#define HPIPM_D_OCP_QCQP_IPM_H_
+
+
+
+#include <blasfeo_target.h>
+#include <blasfeo_common.h>
+
+#include <hpipm_common.h>
+#include <hpipm_d_ocp_qcqp_dim.h>
+#include <hpipm_d_ocp_qp.h>
+#include <hpipm_d_ocp_qcqp_res.h>
+#include <hpipm_d_ocp_qcqp_sol.h>
+
+
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+
+
+struct d_ocp_qcqp_ipm_arg
+	{
+	struct d_ocp_qp_ipm_arg *qp_arg;
+	double mu0; // initial value for complementarity slackness
+	double alpha_min; // exit cond on step length
+	double res_g_max; // exit cond on inf norm of residuals
+	double res_b_max; // exit cond on inf norm of residuals
+	double res_d_max; // exit cond on inf norm of residuals
+	double res_m_max; // exit cond on inf norm of residuals
+	double reg_prim; // reg of primal hessian
+	double lam_min; // min value in lam vector
+	double t_min; // min value in t vector
+	int iter_max; // exit cond in iter number
+	int stat_max; // iterations saved in stat
+	int pred_corr; // use Mehrotra's predictor-corrector IPM algirthm
+	int cond_pred_corr; // conditional Mehrotra's predictor-corrector
+	int itref_pred_max; // max number of iterative refinement steps for predictor step
+	int itref_corr_max; // max number of iterative refinement steps for corrector step
+	int warm_start; // 0 no warm start, 1 warm start primal sol, 2 warm start primal and dual sol
+	int square_root_alg; // 0 classical Riccati, 1 square-root Riccati
+	int lq_fact; // 0 syrk+potrf, 1 mix, 2 lq (for square_root_alg==1)
+	int abs_form; // absolute IPM formulation
+	int comp_dual_sol_eq; // dual solution of equality constrains (only for abs_form==1)
+	int comp_res_exit; // compute residuals on exit (only for abs_form==1 and comp_dual_sol_eq==1)
+	int comp_res_pred; // compute residuals of prediction
+	int split_step; // use different step for primal and dual variables
+	int t_lam_min; // clip t and lam: 0 no, 1 in Gamma computation, 2 in solution
+	int mode;
+	hpipm_size_t memsize;
+	};
+
+
+
+struct d_ocp_qcqp_ipm_ws
+	{
+	struct d_ocp_qp_ipm_ws *qp_ws;
+	struct d_ocp_qp *qp;
+	struct d_ocp_qp_sol *qp_sol;
+	struct d_ocp_qcqp_res_ws *qcqp_res_ws;
+	struct d_ocp_qcqp_res *qcqp_res;
+	struct blasfeo_dvec *tmp_nuxM;
+	int iter; // iteration number
+	int status;
+	hpipm_size_t memsize;
+	};
+
+
+
+//
+hpipm_size_t d_ocp_qcqp_ipm_arg_strsize();
+//
+hpipm_size_t d_ocp_qcqp_ipm_arg_memsize(struct d_ocp_qcqp_dim *ocp_dim);
+//
+void d_ocp_qcqp_ipm_arg_create(struct d_ocp_qcqp_dim *ocp_dim, struct d_ocp_qcqp_ipm_arg *arg, void *mem);
+//
+void d_ocp_qcqp_ipm_arg_set_default(enum hpipm_mode mode, struct d_ocp_qcqp_ipm_arg *arg);
+//
+void d_ocp_qcqp_ipm_arg_set(char *field, void *value, struct d_ocp_qcqp_ipm_arg *arg);
+// set maximum number of iterations
+void d_ocp_qcqp_ipm_arg_set_iter_max(int *value, struct d_ocp_qcqp_ipm_arg *arg);
+// set minimum step lenght
+void d_ocp_qcqp_ipm_arg_set_alpha_min(double *value, struct d_ocp_qcqp_ipm_arg *arg);
+// set initial value of barrier parameter
+void d_ocp_qcqp_ipm_arg_set_mu0(double *value, struct d_ocp_qcqp_ipm_arg *arg);
+// set exit tolerance on stationarity condition
+void d_ocp_qcqp_ipm_arg_set_tol_stat(double *value, struct d_ocp_qcqp_ipm_arg *arg);
+// set exit tolerance on equality constr
+void d_ocp_qcqp_ipm_arg_set_tol_eq(double *value, struct d_ocp_qcqp_ipm_arg *arg);
+// set exit tolerance on inequality constr
+void d_ocp_qcqp_ipm_arg_set_tol_ineq(double *value, struct d_ocp_qcqp_ipm_arg *arg);
+// set exit tolerance on complementarity condition
+void d_ocp_qcqp_ipm_arg_set_tol_comp(double *value, struct d_ocp_qcqp_ipm_arg *arg);
+// set regularization of primal variables
+void d_ocp_qcqp_ipm_arg_set_reg_prim(double *value, struct d_ocp_qcqp_ipm_arg *arg);
+// set warm start: 0 no warm start, 1 primal var
+void d_ocp_qcqp_ipm_arg_set_warm_start(int *value, struct d_ocp_qcqp_ipm_arg *arg);
+// Mehrotra's predictor-corrector IPM algorithm: 0 no predictor-corrector, 1 use predictor-corrector
+void d_ocp_qcqp_ipm_arg_set_pred_corr(int *value, struct d_ocp_qcqp_ipm_arg *arg);
+// conditional predictor-corrector: 0 no conditinal predictor-corrector, 1 conditional predictor-corrector
+void d_ocp_qcqp_ipm_arg_set_cond_pred_corr(int *value, struct d_ocp_qcqp_ipm_arg *arg);
+// set riccati algorithm: 0 classic, 1 square-root
+void d_ocp_qcqp_ipm_arg_set_ric_alg(int *value, struct d_ocp_qcqp_ipm_arg *arg);
+// compute residuals after solution
+void d_ocp_qcqp_ipm_arg_set_comp_res_exit(int *value, struct d_ocp_qcqp_ipm_arg *arg);
+// compute residuals of prediction
+void d_ocp_qcqp_ipm_arg_set_comp_res_pred(int *value, struct d_ocp_qcqp_ipm_arg *arg);
+// min value of lam in the solution
+void d_ocp_qcqp_ipm_arg_set_lam_min(double *value, struct d_ocp_qcqp_ipm_arg *arg);
+// min value of t in the solution
+void d_ocp_qcqp_ipm_arg_set_t_min(double *value, struct d_ocp_qcqp_ipm_arg *arg);
+// use different step for primal and dual variables
+void d_ocp_qcqp_ipm_arg_set_split_step(int *value, struct d_ocp_qcqp_ipm_arg *arg);
+// clip t and lam: 0 no, 1 in Gamma computation, 2 in solution
+void d_ocp_qcqp_ipm_arg_set_t_lam_min(int *value, struct d_ocp_qcqp_ipm_arg *arg);
+
+//
+hpipm_size_t d_ocp_qcqp_ipm_ws_strsize();
+//
+hpipm_size_t d_ocp_qcqp_ipm_ws_memsize(struct d_ocp_qcqp_dim *ocp_dim, struct d_ocp_qcqp_ipm_arg *arg);
+//
+void d_ocp_qcqp_ipm_ws_create(struct d_ocp_qcqp_dim *ocp_dim, struct d_ocp_qcqp_ipm_arg *arg, struct d_ocp_qcqp_ipm_ws *ws, void *mem);
+//
+void d_ocp_qcqp_ipm_get(char *field, struct d_ocp_qcqp_ipm_ws *ws, void *value);
+//
+void d_ocp_qcqp_ipm_get_status(struct d_ocp_qcqp_ipm_ws *ws, int *status);
+//
+void d_ocp_qcqp_ipm_get_iter(struct d_ocp_qcqp_ipm_ws *ws, int *iter);
+//
+void d_ocp_qcqp_ipm_get_max_res_stat(struct d_ocp_qcqp_ipm_ws *ws, double *res_stat);
+//
+void d_ocp_qcqp_ipm_get_max_res_eq(struct d_ocp_qcqp_ipm_ws *ws, double *res_eq);
+//
+void d_ocp_qcqp_ipm_get_max_res_ineq(struct d_ocp_qcqp_ipm_ws *ws, double *res_ineq);
+//
+void d_ocp_qcqp_ipm_get_max_res_comp(struct d_ocp_qcqp_ipm_ws *ws, double *res_comp);
+//
+void d_ocp_qcqp_ipm_get_obj(struct d_ocp_qcqp_ipm_ws *ws, double *obj);
+//
+void d_ocp_qcqp_ipm_get_stat(struct d_ocp_qcqp_ipm_ws *ws, double **stat);
+//
+void d_ocp_qcqp_ipm_get_stat_m(struct d_ocp_qcqp_ipm_ws *ws, int *stat_m);
+//
+void d_ocp_qcqp_init_var(struct d_ocp_qcqp *qp, struct d_ocp_qcqp_sol *qp_sol, struct d_ocp_qcqp_ipm_arg *arg, struct d_ocp_qcqp_ipm_ws *ws);
+//
+void d_ocp_qcqp_ipm_solve(struct d_ocp_qcqp *qp, struct d_ocp_qcqp_sol *qp_sol, struct d_ocp_qcqp_ipm_arg *arg, struct d_ocp_qcqp_ipm_ws *ws);
+
+
+
+#ifdef __cplusplus
+}	// #extern "C"
+#endif
+
+
+#endif // HPIPM_D_OCP_QCQP_IPM_H_
+