int main(){
// Warning
casadi_warning("This function will fail.");
casadi_warning("This function will fail as sure as 1+1 ==" << "2");
// No warning here
casadi_assert_warning(0==0, "Not here.");
// Warning due to failed assert
casadi_assert_warning(1==0, "I am telling you, it WILL fail.");
// Recursive error
casadi_assert(bad_test4());
return 0;
}
SharedObjectNode::~SharedObjectNode() {
casadi_assert_warning(count==0,
"Reference counting failure. "
"Possible cause: Circular dependency in user code.");
if (weak_ref_!=0) {
weak_ref_->kill();
delete weak_ref_;
}
}
void SXFunctionInternal::spFreeOpenCL() {
// OpenCL return flag
cl_int ret;
// Clean up memory for input buffers
for (vector<cl_mem>::iterator i=sp_input_memobj_.begin(); i!=sp_input_memobj_.end(); ++i) {
if (*i != 0) {
ret = clReleaseMemObject(*i);
casadi_assert_warning(ret == CL_SUCCESS, "Freeing OpenCL memory failed");
}
}
sp_input_memobj_.clear();
// Clean up memory for output buffers
for (vector<cl_mem>::iterator i=sp_output_memobj_.begin(); i!=sp_output_memobj_.end(); ++i) {
if (*i != 0) {
ret = clReleaseMemObject(*i);
casadi_assert_warning(ret == CL_SUCCESS, "Freeing OpenCL memory failed");
}
}
sp_output_memobj_.clear();
// Free opencl forward propagation kernel
if (sp_fwd_kernel_!=0) {
ret = clReleaseKernel(sp_fwd_kernel_);
casadi_assert_warning(ret == CL_SUCCESS, "Freeing OpenCL memory failed");
sp_fwd_kernel_ = 0;
}
// Free opencl backward propagation kernel
if (sp_adj_kernel_!=0) {
ret = clReleaseKernel(sp_adj_kernel_);
casadi_assert_warning(ret == CL_SUCCESS, "Freeing OpenCL memory failed");
sp_adj_kernel_ = 0;
}
// Free opencl program
if (sp_program_!=0) {
ret = clReleaseProgram(sp_program_);
casadi_assert_warning(ret == CL_SUCCESS, "Freeing OpenCL memory failed");
sp_program_ = 0;
}
}
void SXFunctionInternal::freeOpenCL() {
// OpenCL return flag
cl_int ret;
// Clean up memory for input buffers
for (vector<cl_mem>::iterator i=input_memobj_.begin(); i!=input_memobj_.end(); ++i) {
if (*i != 0) {
ret = clReleaseMemObject(*i);
casadi_assert_warning(ret == CL_SUCCESS, "Freeing OpenCL memory failed");
}
}
input_memobj_.clear();
// Clean up memory for output buffers
for (vector<cl_mem>::iterator i=output_memobj_.begin(); i!=output_memobj_.end(); ++i) {
if (*i != 0) {
ret = clReleaseMemObject(*i);
casadi_assert_warning(ret == CL_SUCCESS, "Freeing OpenCL memory failed");
}
}
output_memobj_.clear();
// Free opencl numerical evaluation kernel
if (kernel_!=0) {
ret = clReleaseKernel(kernel_);
casadi_assert_warning(ret == CL_SUCCESS, "Freeing OpenCL memory failed");
kernel_ = 0;
}
// Free opencl program
if (program_!=0) {
ret = clReleaseProgram(program_);
casadi_assert_warning(ret == CL_SUCCESS, "Freeing OpenCL memory failed");
program_ = 0;
}
}
bool WorhpInternal::eval_h(const double* x, double obj_factor, const double* lambda, double* values){
try{
log("eval_h started");
double time1 = clock();
// Make sure generated
casadi_assert_warning(!hessLag_.isNull(),"Hessian function not pregenerated");
// Get Hessian
Function& hessLag = this->hessLag();
// Pass input
hessLag.setInput(x,HESSLAG_X);
hessLag.setInput(input(NLP_SOLVER_P),HESSLAG_P);
hessLag.setInput(obj_factor,HESSLAG_LAM_F);
hessLag.setInput(lambda,HESSLAG_LAM_G);
// Evaluate
hessLag.evaluate();
// Get results
const DMatrix& H = hessLag.output();
const vector<int>& colind = H.colind();
const vector<int>& row = H.row();
const vector<double>& data = H.data();
// The Hessian values are divided into strictly upper (in WORHP lower) triangular and diagonal
double* values_upper = values;
double* values_diagonal = values + (worhp_w_.HM.nnz-nx_);
// Initialize diagonal to zero
for(int r=0; r<nx_; ++r){
values_diagonal[r] = 0.;
}
// Upper triangular part of the Hessian (note CCS -> CRS format change)
for(int c=0; c<nx_; ++c){
for(int el=colind[c]; el<colind[c+1]; ++el){
if(row[el]>c){
// Strictly upper triangular
*values_upper++ = data[el];
} else if(row[el]==c){
// Diagonal separately
values_diagonal[c] = data[el];
}
}
}
if(monitored("eval_h")){
std::cout << "x = " << hessLag.input(HESSLAG_X) << std::endl;
std::cout << "obj_factor= " << obj_factor << std::endl;
std::cout << "lambda = " << hessLag.input(HESSLAG_LAM_G) << std::endl;
std::cout << "H = " << hessLag.output(HESSLAG_HESS) << std::endl;
}
if (regularity_check_ && !isRegular(hessLag.output(HESSLAG_HESS).data())) casadi_error("WorhpInternal::eval_h: NaN or Inf detected.");
double time2 = clock();
t_eval_h_ += double(time2-time1)/CLOCKS_PER_SEC;
n_eval_h_ += 1;
log("eval_h ok");
return true;
} catch (exception& ex){
cerr << "eval_h failed: " << ex.what() << endl;
return false;
}
}
void LiftedSQPInternal::evaluate(int nfdir, int nadir){
casadi_assert(nfdir==0 && nadir==0);
checkInitialBounds();
// Objective value
double f_k = numeric_limits<double>::quiet_NaN();
// Current guess for the primal solution
DMatrix &x_k = output(NLP_SOLVER_X);
const DMatrix &x_init = input(NLP_SOLVER_X0);
copy(x_init.begin(),x_init.end(),x_k.begin());
// Current guess for the dual solution
DMatrix &lam_x_k = output(NLP_SOLVER_LAM_X);
DMatrix &lam_g_k = output(NLP_SOLVER_LAM_G);
// Bounds
const DMatrix &x_min = input(NLP_SOLVER_LBX);
const DMatrix &x_max = input(NLP_SOLVER_UBX);
const DMatrix &g_min = input(NLP_SOLVER_LBG);
const DMatrix &g_max = input(NLP_SOLVER_UBG);
int k=0;
// Does G depend on the multipliers?
bool has_lam_x = !rfcn_.input(G_LAM_X).empty();
bool has_lam_g = !rfcn_.input(G_LAM_G).empty();
bool has_lam_f2 = !efcn_.input(EXP_DLAM_F2).empty();
while(true){
// Evaluate residual
rfcn_.setInput(x_k,G_X);
if(has_lam_x) rfcn_.setInput(lam_x_k,G_LAM_X);
if(has_lam_g) rfcn_.setInput(lam_g_k,G_LAM_G);
rfcn_.evaluate();
rfcn_.getOutput(d_k_,G_D);
f_k = rfcn_.output(G_F).toScalar();
const DMatrix& g_k = rfcn_.output(G_G);
// Construct the QP
lfcn_.setInput(x_k,LIN_X);
if(has_lam_x) lfcn_.setInput(lam_x_k,LIN_LAM_X);
if(has_lam_g) lfcn_.setInput(lam_g_k,LIN_LAM_G);
lfcn_.setInput(d_k_,LIN_D);
lfcn_.evaluate();
DMatrix& B1_k = lfcn_.output(LIN_J1);
const DMatrix& b1_k = lfcn_.output(LIN_F1);
const DMatrix& B2_k = lfcn_.output(LIN_J2);
const DMatrix& b2_k = lfcn_.output(LIN_F2);
// Regularization
double reg = 0;
bool regularization = true;
// Check the smallest eigenvalue of the Hessian
if(regularization && nu==2){
double a = B1_k.elem(0,0);
double b = B1_k.elem(0,1);
double c = B1_k.elem(1,0);
double d = B1_k.elem(1,1);
// Make sure no not a numbers
casadi_assert(a==a && b==b && c==c && d==d);
// Make sure symmetric
if(b!=c){
casadi_assert_warning(fabs(b-c)<1e-10,"Hessian is not symmetric: " << b << " != " << c);
B1_k.elem(1,0) = c = b;
}
double eig_smallest = (a+d)/2 - std::sqrt(4*b*c + (a-d)*(a-d))/2;
double threshold = 1e-8;
if(eig_smallest<threshold){
// Regularization
reg = threshold-eig_smallest;
std::cerr << "Regularization with " << reg << " to ensure positive definite Hessian." << endl;
B1_k(0,0) += reg;
B1_k(1,1) += reg;
}
}
// Solve the QP
qp_solver_.setInput(B1_k,QP_H);
qp_solver_.setInput(b1_k,QP_G);
qp_solver_.setInput(B2_k,QP_A);
std::transform(x_min.begin(),x_min.begin()+nu,x_k.begin(),qp_solver_.input(QP_LBX).begin(),std::minus<double>());
std::transform(x_max.begin(),x_max.begin()+nu,x_k.begin(),qp_solver_.input(QP_UBX).begin(),std::minus<double>());
std::transform(g_min.begin()+nv,g_min.end(), b2_k.begin(),qp_solver_.input(QP_LBA).begin(),std::minus<double>());
std::transform(g_max.begin()+nv,g_max.end(), b2_k.begin(),qp_solver_.input(QP_UBA).begin(),std::minus<double>());
qp_solver_.evaluate();
const DMatrix& du_k = qp_solver_.output(QP_PRIMAL);
const DMatrix& dlam_u_k = qp_solver_.output(QP_LAMBDA_X);
const DMatrix& dlam_f2_k = qp_solver_.output(QP_LAMBDA_A);
// Expand the step
for(int i=0; i<LIN_NUM_IN; ++i){
efcn_.setInput(lfcn_.input(i),i);
}
efcn_.setInput(du_k,EXP_DU);
if(has_lam_f2) efcn_.setInput(dlam_f2_k,EXP_DLAM_F2);
efcn_.evaluate();
const DMatrix& dv_k = efcn_.output();
// Expanded primal step
copy(du_k.begin(),du_k.end(),dx_k_.begin());
copy(dv_k.begin(),dv_k.begin()+nv,dx_k_.begin()+nu);
// Expanded dual step
copy(dlam_u_k.begin(),dlam_u_k.end(),dlam_x_k_.begin());
copy(dlam_f2_k.begin(),dlam_f2_k.end(),dlam_g_k_.begin()+nv);
copy(dv_k.rbegin(),dv_k.rbegin()+nv,dlam_g_k_.begin());
// Take a full step
transform(dx_k_.begin(),dx_k_.end(),x_k.begin(),x_k.begin(),plus<double>());
copy(dlam_x_k_.begin(),dlam_x_k_.end(),lam_x_k.begin());
transform(dlam_g_k_.begin(),dlam_g_k_.end(),lam_g_k.begin(),lam_g_k.begin(),plus<double>());
// Step size
double norm_step=0;
for(vector<double>::const_iterator it=dx_k_.begin(); it!=dx_k_.end(); ++it) norm_step += *it**it;
if(!gauss_newton_){
for(vector<double>::const_iterator it=dlam_g_k_.begin(); it!=dlam_g_k_.end(); ++it) norm_step += *it**it;
}
norm_step = sqrt(norm_step);
// Constraint violation
double norm_viol = 0;
for(int i=0; i<x_k.size(); ++i){
double d = fmax(x_k.at(i)-x_max.at(i),0.) + fmax(x_min.at(i)-x_k.at(i),0.);
norm_viol += d*d;
}
for(int i=0; i<g_k.size(); ++i){
double d = fmax(g_k.at(i)-g_max.at(i),0.) + fmax(g_min.at(i)-g_k.at(i),0.);
norm_viol += d*d;
}
norm_viol = sqrt(norm_viol);
// Print progress (including the header every 10 rows)
if(k % 10 == 0){
cout << setw(4) << "iter" << setw(20) << "objective" << setw(20) << "norm_step" << setw(20) << "norm_viol" << endl;
}
cout << setw(4) << k << setw(20) << f_k << setw(20) << norm_step << setw(20) << norm_viol << endl;
// Check if stopping criteria is satisfied
if(norm_viol + norm_step < toldx_){
cout << "Convergence achieved!" << endl;
break;
}
// Increase iteration count
k = k+1;
// Check if number of iterations have been reached
if(k >= max_iter_){
cout << "Maximum number of iterations (" << max_iter_ << ") reached" << endl;
break;
}
}
// Store optimal value
output(NLP_SOLVER_F).set(f_k);
// Save statistics
stats_["iter_count"] = k;
}
