void SnoptInterface::solve(void* mem) const {
auto m = static_cast<SnoptMemory*>(mem);
// Check the provided inputs
checkInputs(mem);
m->fstats.at("mainloop").tic();
// Memory object
snProblem prob;
// Evaluate gradF and jacG at initial value
const double** arg = m->arg;
*arg++ = m->x0;
*arg++ = m->p;
double** res = m->res;
*res++ = 0;
*res++ = m->jac_gk;
calc_function(m, "nlp_jac_g");
res = m->res;
*res++ = 0;
*res++ = m->jac_fk;
calc_function(m, "nlp_jac_f");
// perform the mapping:
// populate A_data_ (the nonzeros of A)
// with numbers pulled from jacG and gradF
for (int k = 0; k < A_structure_.nnz(); ++k) {
int i = A_structure_.nonzeros()[k];
if (i == 0) {
m->A_data[k] = 0;
} else if (i > 0) {
m->A_data[k] = m->jac_gk[i-1];
} else {
m->A_data[k] = m->jac_fk[-i-1];
}
}
int n = nx_;
int nea = A_structure_.nnz();
double ObjAdd = 0;
casadi_assert(m_ > 0);
casadi_assert(n > 0);
casadi_assert(nea > 0);
casadi_assert(A_structure_.nnz() == nea);
// Pointer magic, courtesy of Greg
casadi_assert_message(!jac_f_fcn_.is_null(), "blaasssshc");
// Outputs
//double Obj = 0; // TODO(Greg): get this from snopt
// snInit must be called first.
// 9, 6 are print and summary unit numbers (for Fortran).
// 6 == standard out
int iprint = 9;
int isumm = 6;
std::string outname = name_ + ".out";
snInit(&prob, const_cast<char*>(name_.c_str()),
const_cast<char*>(outname.c_str()), iprint, isumm);
// Set the problem size and other data.
// This will allocate arrays inside snProblem struct.
setProblemSize(&prob, m_, nx_, nea, nnCon_, nnJac_, nnObj_);
setObjective(&prob, iObj_, ObjAdd);
setUserfun(&prob, userfunPtr);
// user data
prob.leniu = 1;
prob.iu = &m->memind;
// Pass bounds
casadi_copy(m->lbx, nx_, prob.bl);
casadi_copy(m->ubx, nx_, prob.bu);
casadi_copy(m->lbg, ng_, prob.bl + nx_);
casadi_copy(m->ubg, ng_, prob.bu + nx_);
// Initialize states and slack
casadi_fill(prob.hs, ng_ + nx_, 0);
casadi_copy(m->x0, nx_, prob.x);
casadi_fill(prob.x + nx_, ng_, 0.);
// Initialize multipliers
casadi_copy(m->lam_g0, ng_, prob.pi);
// Set up Jacobian matrix
casadi_copy(A_structure_.colind(), A_structure_.size2()+1, prob.locJ);
casadi_copy(A_structure_.row(), A_structure_.nnz(), prob.indJ);
casadi_copy(get_ptr(m->A_data), A_structure_.nnz(), prob.valJ);
for (auto&& op : opts_) {
// Replace underscores with spaces
std::string opname = op.first;
std::replace(opname.begin(), opname.end(), '_', ' ');
// Try integer
if (op.second.can_cast_to(OT_INT)) {
casadi_assert(opname.size() <= 55);
int flag = setIntParameter(&prob, const_cast<char*>(opname.c_str()),
op.second.to_int());
if (flag==0) continue;
}
// Try double
if (op.second.can_cast_to(OT_DOUBLE)) {
casadi_assert(opname.size() <= 55);
int flag = setRealParameter(&prob, const_cast<char*>(opname.c_str()),
op.second.to_double());
if (flag==0) continue;
}
// try string
if (op.second.can_cast_to(OT_STRING)) {
std::string buffer = opname + " " + op.second.to_string();
casadi_assert(buffer.size() <= 72);
int flag = setParameter(&prob, const_cast<char*>(buffer.c_str()));
if (flag==0) continue;
}
// Error if reached this point
casadi_error("SNOPT error setting option \"" + opname + "\"");
}
m->fstats.at("mainloop").toc();
// Run SNOPT
int info = solveC(&prob, Cold_, &m->fk);
casadi_assert_message(99 != info, "snopt problem set up improperly");
// Negate rc to match CasADi's definition
casadi_scal(nx_ + ng_, -1., prob.rc);
// Get primal solution
casadi_copy(prob.x, nx_, m->x);
// Get dual solution
casadi_copy(prob.rc, nx_, m->lam_x);
casadi_copy(prob.rc+nx_, ng_, m->lam_g);
// Copy optimal cost to output
if (m->f) *m->f = m->fk;
// Copy optimal constraint values to output
casadi_copy(m->gk, ng_, m->g);
// Free memory
deleteSNOPT(&prob);
}
int main( int argc , char* argv[] )
{
snProblem toy;
int i, info;
int Cold = 0;
int n = 2;
int m = 3;
int ne = 5;
int nnCon = 2;
int nnObj = 0;
int nnJac = 2;
int iObj = 2;
double ObjAdd = 0;
double objective;
// snInit must be called first.
// 9, 6 are print and summary unit numbers (for Fortran).
// 6 == standard out
snInit ( &toy, "ToyB", "ToyB.out", 9, 6 );
// Set the problem size and other data.
// This will allocate arrays inside snProblem struct.
setProblemSize ( &toy, m, n, ne, nnCon, nnJac, nnObj );
setObjective ( &toy, iObj, ObjAdd );
setFuncon ( &toy, (snConB) toycon );
setFunobj ( &toy, (snObjB) toyobj );
// User workspace allocated and set.
// May be accesed in the user-defined function toyusrfun.
toy.leniu = 2;
toy.iu = (int*)malloc( sizeof(int) * toy.leniu );
toy.iu[0] = 0;
toy.iu[1] = 1;
// Set bounds
toy.bl[0] = 0; toy.bu[0] = 1e20;
toy.bl[1] = -1e20; toy.bu[1] = 1e20;
toy.bl[2] = -1e20; toy.bu[2] = 4;
toy.bl[3] = -1e20; toy.bu[3] = 5;
toy.bl[4] = -1e20; toy.bu[4] = 1e20;
// Initialize states, x and multipliers
for ( i = 0; i < n+m; i++ ) {
toy.hs[i] = 0;
toy.x[i] = 0;
toy.rc[i] = 0;
}
for ( i = 0; i < m; i++ ) {
toy.pi[i] = 0;
}
toy.x[0] = 1.0;
toy.x[1] = 1.0;
// Set up the Jacobian matrix
// Column 1
toy.locJ[0] = 0;
toy.indJ[0] = 0;
toy.valJ[0] = 0;
toy.indJ[1] = 1;
toy.valJ[1] = 0;
// Column 2
toy.locJ[1] = 2;
toy.indJ[2] = 0;
toy.valJ[2] = 0;
toy.indJ[3] = 1;
toy.valJ[3] = 0;
toy.indJ[4] = 2;
toy.valJ[4] = 1;
toy.locJ[2] = 5;
// Read options, set options.
info = setSpecsfile ( &toy, "sntoy.spc" );
setIntParameter( &toy, "Verify level", 3 );
setIntParameter( &toy, "Derivative option", 3 );
info = solveB( &toy, Cold, &objective );
// Deallocate space.
free ( toy.iu );
deleteSNOPT ( &toy );
return 0;
}