static void mdlStart(SimStruct *S)
{
int i, j;
int nx[NUM_STAGES+1], nu[NUM_STAGES+1], nz[NUM_STAGES+1], ny[NUM_STAGES+1], nb[NUM_STAGES+1], nbx[NUM_STAGES+1], nbu[NUM_STAGES+1], ng[NUM_STAGES+1], nh[NUM_STAGES+1], nq[NUM_STAGES+1], ns[NUM_STAGES+1];
for (i = 0; i <= NUM_STAGES; ++i)
{
nx[i] = NUM_STATES;
nu[i] = NUM_CONTROLS;
nz[i] = 2;
ny[i] = 1 + nx[i] + nu[i];
nbx[i] = nx[i];
nbu[i] = nu[i];
nb[i] = nbx[i] + nbu[i];
ng[i] = 0;
nh[i] = 0;
nq[i] = 0;
ns[i] = 0;
}
nu[NUM_STAGES] = 0;
nz[NUM_STAGES] = 0;
ny[NUM_STAGES] = 1 + nx[NUM_STAGES];
nbu[NUM_STAGES] = 0;
nb[NUM_STAGES] = nbx[NUM_STAGES] + nbu[NUM_STAGES];
int idxb[nbu[0]+nbx[0]];
for (i = 0; i < nbu[0]+nbx[0]; ++i)
idxb[i] = i;
// sampling time (s)
double T = 0.05;
// x: u1, u2, xD1, xD2
double x0[] = {50, 50, 1.14275, 1.53787};
// z: xA1, xA2
static double z0[] = {1.28976, 1.78264};
static struct blasfeo_dvec z0_dvec;
blasfeo_allocate_dvec(2, &z0_dvec);
blasfeo_pack_dvec(2, z0, &z0_dvec, 0);
// u: u1_r, u2_r
double u[] = {0, 0};
// reference
double y_ref[] = {1.500, 50, 50, 1.14275, 1.53787, 0, 0};
// weighting matrices
double W[ny[0]*ny[0]];
for (i = 0; i < ny[0]*ny[0]; ++i)
W[i] = 0;
W[0*(ny[0]+1)] = 1000;
W[1*(ny[0]+1)] = 1e-3;
W[2*(ny[0]+1)] = 1e-3;
W[3*(ny[0]+1)] = 1e-3;
W[4*(ny[0]+1)] = 1e-3;
W[5*(ny[0]+1)] = 0.1e-3;
W[6*(ny[0]+1)] = 0.1e-3;
double W_N[ny[NUM_STAGES]*ny[NUM_STAGES]];
for (i = 0; i < ny[NUM_STAGES]*ny[NUM_STAGES]; ++i)
W_N[i] = 0;
W_N[0*(ny[NUM_STAGES]+1)] = 1000;
W_N[1*(ny[NUM_STAGES]+1)] = 1e-3;
W_N[2*(ny[NUM_STAGES]+1)] = 1e-3;
W_N[3*(ny[NUM_STAGES]+1)] = 1e-3;
W_N[4*(ny[NUM_STAGES]+1)] = 1e-3;
double lb_0[] = {-10000, -10000, 50, 50, 1.14275, 1.53787};
double ub_0[] = {+10000, +10000, 50, 50, 1.14275, 1.53787};
double lb[] = {-10000, -10000, 0, 0, 0.5, 0.5};
double ub[] = {+10000, +10000, 100, 100, 1.757, 2.125};
double lb_N[] = {0, 0, 0.5, 0.5};
double ub_N[] = {100, 100, 1.757, 2.125};
ocp_nlp_plan *plan = ocp_nlp_plan_create(NUM_STAGES);
plan->nlp_solver = SQP_GN;
for (i = 0; i <= NUM_STAGES; i++)
plan->nlp_cost[i] = NONLINEAR_LS;
plan->ocp_qp_solver_plan.qp_solver = PARTIAL_CONDENSING_HPIPM;
for (i = 0; i < NUM_STAGES; i++)
{
plan->nlp_dynamics[i] = CONTINUOUS_MODEL;
plan->sim_solver_plan[i].sim_solver = IRK;
}
for (i = 0; i <= NUM_STAGES; i++)
plan->nlp_constraints[i] = BGH;
ocp_nlp_config *config = ocp_nlp_config_create(*plan);
// implicit dae
impl_dae_fun.casadi_fun = &engine_impl_dae_fun;
impl_dae_fun.casadi_work = &engine_impl_dae_fun_work;
impl_dae_fun.casadi_sparsity_in = &engine_impl_dae_fun_sparsity_in;
impl_dae_fun.casadi_sparsity_out = &engine_impl_dae_fun_sparsity_out;
impl_dae_fun.casadi_n_in = &engine_impl_dae_fun_n_in;
impl_dae_fun.casadi_n_out = &engine_impl_dae_fun_n_out;
external_function_casadi_create(&impl_dae_fun);
impl_dae_fun_jac_x_xdot_z.casadi_fun = &engine_impl_dae_fun_jac_x_xdot_z;
impl_dae_fun_jac_x_xdot_z.casadi_work = &engine_impl_dae_fun_jac_x_xdot_z_work;
impl_dae_fun_jac_x_xdot_z.casadi_sparsity_in = &engine_impl_dae_fun_jac_x_xdot_z_sparsity_in;
impl_dae_fun_jac_x_xdot_z.casadi_sparsity_out = &engine_impl_dae_fun_jac_x_xdot_z_sparsity_out;
impl_dae_fun_jac_x_xdot_z.casadi_n_in = &engine_impl_dae_fun_jac_x_xdot_z_n_in;
impl_dae_fun_jac_x_xdot_z.casadi_n_out = &engine_impl_dae_fun_jac_x_xdot_z_n_out;
external_function_casadi_create(&impl_dae_fun_jac_x_xdot_z);
impl_dae_jac_x_xdot_u_z.casadi_fun = &engine_impl_dae_jac_x_xdot_u_z;
impl_dae_jac_x_xdot_u_z.casadi_work = &engine_impl_dae_jac_x_xdot_u_z_work;
impl_dae_jac_x_xdot_u_z.casadi_sparsity_in = &engine_impl_dae_jac_x_xdot_u_z_sparsity_in;
impl_dae_jac_x_xdot_u_z.casadi_sparsity_out = &engine_impl_dae_jac_x_xdot_u_z_sparsity_out;
impl_dae_jac_x_xdot_u_z.casadi_n_in = &engine_impl_dae_jac_x_xdot_u_z_n_in;
impl_dae_jac_x_xdot_u_z.casadi_n_out = &engine_impl_dae_jac_x_xdot_u_z_n_out;
external_function_casadi_create(&impl_dae_jac_x_xdot_u_z);
nls_cost_residual.casadi_fun = &engine_ls_cost;
nls_cost_residual.casadi_work = &engine_ls_cost_work;
nls_cost_residual.casadi_sparsity_in = &engine_ls_cost_sparsity_in;
nls_cost_residual.casadi_sparsity_out = &engine_ls_cost_sparsity_out;
nls_cost_residual.casadi_n_in = &engine_ls_cost_n_in;
nls_cost_residual.casadi_n_out = &engine_ls_cost_n_out;
external_function_casadi_create(&nls_cost_residual);
nls_cost_N_residual.casadi_fun = &engine_ls_cost_N;
nls_cost_N_residual.casadi_work = &engine_ls_cost_N_work;
nls_cost_N_residual.casadi_sparsity_in = &engine_ls_cost_N_sparsity_in;
nls_cost_N_residual.casadi_sparsity_out = &engine_ls_cost_N_sparsity_out;
nls_cost_N_residual.casadi_n_in = &engine_ls_cost_N_n_in;
nls_cost_N_residual.casadi_n_out = &engine_ls_cost_N_n_out;
external_function_casadi_create(&nls_cost_N_residual);
// dimensions
ocp_nlp_dims *dims = ocp_nlp_dims_create(config);
ocp_nlp_dims_set_opt_vars(config, dims, "nx", nx);
ocp_nlp_dims_set_opt_vars(config, dims, "nu", nu);
ocp_nlp_dims_set_opt_vars(config, dims, "nz", nz);
ocp_nlp_dims_set_opt_vars(config, dims, "ns", ns);
for (int i = 0; i <= N; i++)
{
ocp_nlp_dims_set_cost(config, dims, i, "ny", &ny[i]);
ocp_nlp_dims_set_constraints(config, dims, i, "nbx", &nbx[i]);
ocp_nlp_dims_set_constraints(config, dims, i, "nbu", &nbu[i]);
ocp_nlp_dims_set_constraints(config, dims, i, "ng", &ng[i]);
ocp_nlp_dims_set_constraints(config, dims, i, "nh", &nh[i]);
}
// in
ocp_nlp_in *nlp_in = ocp_nlp_in_create(config, dims);
for (i = 0; i < NUM_STAGES; ++i)
nlp_in->Ts[i] = T;
// cost
ocp_nlp_cost_nls_model **cost = (ocp_nlp_cost_nls_model **) nlp_in->cost;
for (i = 0; i < NUM_STAGES; ++i) {
cost[i]->nls_res_jac = (external_function_generic *) &nls_cost_residual;
cost[i]->nls_hess = NULL;
blasfeo_pack_dvec(ny[i], y_ref, &cost[i]->y_ref, 0);
blasfeo_pack_dmat(ny[i], ny[i], W, ny[i], &cost[i]->W, 0, 0);
}
cost[NUM_STAGES]->nls_res_jac = (external_function_generic *) &nls_cost_N_residual;
cost[NUM_STAGES]->nls_hess = NULL;
blasfeo_pack_dvec(ny[NUM_STAGES], y_ref, &cost[NUM_STAGES]->y_ref, 0);
blasfeo_pack_dmat(ny[NUM_STAGES], ny[NUM_STAGES], W_N, ny[NUM_STAGES], &cost[NUM_STAGES]->W, 0, 0);
// dynamics
for (i = 0; i < NUM_STAGES; ++i)
{
if(ocp_nlp_dynamics_model_set(config, dims, nlp_in, i, "impl_ode_fun", &impl_dae_fun)) exit(1);
if(ocp_nlp_dynamics_model_set(config, dims, nlp_in, i, "impl_ode_fun_jac_x_xdot", &impl_dae_fun_jac_x_xdot_z)) exit(1);
if(ocp_nlp_dynamics_model_set(config, dims, nlp_in, i, "impl_ode_jac_x_xdot_u", &impl_dae_jac_x_xdot_u_z)) exit(1);
}
// bounds
ocp_nlp_constraints_bgh_model **constraints = (ocp_nlp_constraints_bgh_model **) nlp_in->constraints;
ocp_nlp_constraints_bgh_dims **constraints_dims = (ocp_nlp_constraints_bgh_dims **) dims->constraints;
ocp_nlp_constraints_bounds_set(config, dims, nlp_in, 0, "lb", lb_0);
ocp_nlp_constraints_bounds_set(config, dims, nlp_in, 0, "ub", ub_0);
for (i = 0; i < nb[0]; ++i)
constraints[0]->idxb[i] = idxb[i];
for (i = 1; i < NUM_STAGES; ++i)
{
ocp_nlp_constraints_bounds_set(config, dims, nlp_in, i, "lb", lb);
ocp_nlp_constraints_bounds_set(config, dims, nlp_in, i, "ub", ub);
for (j = 0; j < nb[i]; ++j)
constraints[i]->idxb[j] = idxb[j];
}
ocp_nlp_constraints_bounds_set(config, dims, nlp_in, NUM_STAGES, "lb", lb_N);
ocp_nlp_constraints_bounds_set(config, dims, nlp_in, NUM_STAGES, "ub", ub_N);
for (i = 0; i < nb[NUM_STAGES]; ++i)
constraints[NUM_STAGES]->idxb[i] = idxb[i];
// options
ocp_nlp_sqp_opts *nlp_opts = ocp_nlp_opts_create(config, dims);
nlp_opts->maxIter = 1;
// out
ocp_nlp_out *nlp_out = ocp_nlp_out_create(config, dims);
// solver
ocp_nlp_solver *solver = ocp_nlp_create(config, dims, nlp_opts);
// initialize
for (i = 0; i < NUM_STAGES; ++i)
{
blasfeo_pack_dvec(nu[i], u, nlp_out->ux+i, 0);
blasfeo_pack_dvec(nx[i], x0, nlp_out->ux+i, nu[i]);
nlp_out->z = &z0_dvec;
}
blasfeo_pack_dvec(nx[NUM_STAGES], x0, nlp_out->ux+NUM_STAGES, nu[NUM_STAGES]);
ssGetPWork(S)[0] = (void *) dims;
ssGetPWork(S)[1] = (void *) nlp_in;
ssGetPWork(S)[2] = (void *) nlp_out;
ssGetPWork(S)[3] = (void *) nlp_opts;
ssGetPWork(S)[4] = (void *) solver;
ssGetPWork(S)[5] = (void *) config;
}
int main()
{
printf("\n");
printf("\n");
printf("\n");
printf(" HPMPC -- Library for High-Performance implementation of solvers for MPC.\n");
printf(" Copyright (C) 2014-2015 by Technical University of Denmark. All rights reserved.\n");
printf("\n");
printf(" HPMPC is distributed in the hope that it will be useful,\n");
printf(" but WITHOUT ANY WARRANTY; without even the implied warranty of\n");
printf(" MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.\n");
printf(" See the GNU Lesser General Public License for more details.\n");
printf("\n");
printf("\n");
printf("\n");
#if defined(TARGET_X64_AVX2) || defined(TARGET_X64_AVX) || defined(TARGET_X64_SSE3) || defined(TARGET_X86_ATOM) || defined(TARGET_AMD_SSE3)
_MM_SET_FLUSH_ZERO_MODE(_MM_FLUSH_ZERO_ON); // flush to zero subnormals !!! works only with one thread !!!
#endif
int ii, jj;
int rep, nrep=1000; //000;//NREP;
int nx_ = 8;//NX; // number of states (it has to be even for the mass-spring system test problem)
int nu_ = 3;//NU; // number of inputs (controllers) (it has to be at least 1 and at most nx/2 for the mass-spring system test problem)
int N = 10;//NN; // horizon lenght
// int nb = nu+nx; // number of box constrained inputs and states
// int ng = nx; //4; // number of general constraints
// int ngN = nx; // number of general constraints at the last stage
printf("\nN = %d, nx = %d, nu = %d\n\n", N, nx_, nu_);
#define MHE 0
// int nbu = nu<nb ? nu : nb ;
// int nbx = nb-nu>0 ? nb-nu : 0;
// stage-wise variant size
int nx[N+1];
#if MHE==1
nx[0] = nx_;
#else
nx[0] = 0;
#endif
for(ii=1; ii<=N; ii++)
nx[ii] = nx_;
int nu[N+1];
for(ii=0; ii<N; ii++)
nu[ii] = nu_;
nu[N] = 0; // XXX
int nb[N+1];
nb[0] = nu[0] + nx[0]/2;
for(ii=1; ii<N; ii++)
nb[ii] = nu[1] + nx[ii]/2;
nb[N] = nu[N] + nx[N]/2;
int ng[N+1];
for(ii=0; ii<N; ii++)
ng[ii] = 0; //ng;
ng[N] = 0; //ngN;
// ng[M] = nx_; // XXX
/************************************************
* IPM common arguments
************************************************/
int hpmpc_status;
int kk = -1;
int k_max = 10;
double mu0 = 2.0;
double mu_tol = 1e-20;
double alpha_min = 1e-8;
int warm_start = 0; // read initial guess from x and u
double *stat; d_zeros(&stat, k_max, 5);
int compute_res = 1;
int compute_mult = 1;
/************************************************
* dynamical system
************************************************/
double *A; d_zeros(&A, nx_, nx_); // states update matrix
double *B; d_zeros(&B, nx_, nu_); // inputs matrix
double *b; d_zeros_align(&b, nx_, 1); // states offset
double *x0; d_zeros_align(&x0, nx_, 1); // initial state
double Ts = 0.5; // sampling time
mass_spring_system(Ts, nx_, nu_, N, A, B, b, x0);
for(jj=0; jj<nx_; jj++)
b[jj] = 0.1;
for(jj=0; jj<nx_; jj++)
x0[jj] = 0;
x0[0] = 2.5;
x0[1] = 2.5;
#if MHE!=1
struct blasfeo_dvec sx0;
blasfeo_allocate_dvec(nx_, &sx0);
blasfeo_pack_dvec(nx_, x0, &sx0, 0);
struct blasfeo_dvec sb;
blasfeo_allocate_dvec(nx_, &sb);
blasfeo_pack_dvec(nx_, b, &sb, 0);
struct blasfeo_dmat sA;
blasfeo_allocate_dmat(nx_, nx_, &sA);
blasfeo_pack_dmat(nx_, nx_, A, nx_, &sA, 0, 0);
struct blasfeo_dvec sb0;
blasfeo_allocate_dvec(nx_, &sb0);
blasfeo_dgemv_n(nx_, nx_, 1.0, &sA, 0, 0, &sx0, 0, 1.0, &sb, 0, &sb0, 0);
struct blasfeo_dmat sBAbt0;
blasfeo_allocate_dmat(nu[0]+1, nx[1], &sBAbt0);
blasfeo_pack_tran_dmat(nx_, nu_, B, nx_, &sBAbt0, 0, 0);
blasfeo_drowin(nx[1], 1.0, &sb0, 0, &sBAbt0, nu[0], 0);
// d_print_strmat(nu[0]+1, nx[1], &sBAbt0, 0, 0);
#endif
struct blasfeo_dmat sBAbt1;
if(N>1)
{
blasfeo_allocate_dmat(nu[1]+nx[1]+1, nx[2], &sBAbt1);
blasfeo_pack_tran_dmat(nx_, nu_, B, nx_, &sBAbt1, 0, 0);
blasfeo_pack_tran_dmat(nx_, nx_, A, nx_, &sBAbt1, nu[1], 0);
blasfeo_pack_tran_dmat(nx_, 1, b, nx_, &sBAbt1, nu[1]+nx[1], 0);
// d_print_strmat(nu[1]+nx[1]+1, nx[2], &sBAbt1, 0, 0);
}
/************************************************
* cost function
************************************************/
double *R; d_zeros(&R, nu_, nu_);
for(ii=0; ii<nu_; ii++) R[ii*(nu_+1)] = 2.0;
double *S; d_zeros(&S, nu_, nx_);
double *Q; d_zeros(&Q, nx_, nx_);
for(ii=0; ii<nx_; ii++) Q[ii*(nx_+1)] = 1.0;
double *r; d_zeros(&r, nu_, 1);
for(ii=0; ii<nu_; ii++) r[ii] = 0.2;
double *q; d_zeros(&q, nx_, 1);
for(ii=0; ii<nx_; ii++) q[ii] = 0.1;
#if MHE!=1
struct blasfeo_dvec sr;
blasfeo_allocate_dvec(nu_, &sr);
blasfeo_pack_dvec(nu_, r, &sr, 0);
struct blasfeo_dmat sS;
blasfeo_allocate_dmat(nu_, nx_, &sS);
blasfeo_pack_dmat(nu_, nx_, S, nu_, &sS, 0, 0);
struct blasfeo_dvec sr0;
blasfeo_allocate_dvec(nu_, &sr0);
blasfeo_dgemv_n(nu_, nx_, 1.0, &sS, 0, 0, &sx0, 0, 1.0, &sr, 0, &sr0, 0);
struct blasfeo_dmat sRSQrq0;
blasfeo_allocate_dmat(nu[0]+nx[0]+1, nu[0]+nx[0], &sRSQrq0);
blasfeo_pack_dmat(nu_, nu_, R, nu_, &sRSQrq0, 0, 0);
blasfeo_drowin(nu[0], 1.0, &sr0, 0, &sRSQrq0, nu[0], 0);
// d_print_strmat(nu[0]+nx[0]+1, nu[0]+nx[0], &sRSQrq0, 0, 0);
struct blasfeo_dvec srq0;
blasfeo_allocate_dvec(nu[0]+nx[0], &srq0);
blasfeo_dveccp(nu[0], 1.0, &sr0, 0, &srq0, 0);
#endif
struct blasfeo_dmat sRSQrq1;
struct blasfeo_dvec srq1;
if(N>1)
{
blasfeo_allocate_dmat(nu[1]+nx[1]+1, nu[1]+nx[1], &sRSQrq1);
blasfeo_pack_dmat(nu_, nu_, R, nu_, &sRSQrq1, 0, 0);
blasfeo_pack_tran_dmat(nu_, nx_, S, nu_, &sRSQrq1, nu[1], 0);
blasfeo_pack_dmat(nx_, nx_, Q, nx_, &sRSQrq1, nu[1], nu[1]);
blasfeo_pack_tran_dmat(nu_, 1, r, nu_, &sRSQrq1, nu[1]+nx[1], 0);
blasfeo_pack_tran_dmat(nx_, 1, q, nx_, &sRSQrq1, nu[1]+nx[1], nu[1]);
// d_print_strmat(nu[1]+nx[1]+1, nu[1]+nx[1], &sRSQrq1, 0, 0);
blasfeo_allocate_dvec(nu[1]+nx[1], &srq1);
blasfeo_pack_dvec(nu_, r, &srq1, 0);
blasfeo_pack_dvec(nx_, q, &srq1, nu[1]);
}
struct blasfeo_dmat sRSQrqN;
blasfeo_allocate_dmat(nx[N]+1, nx[N], &sRSQrqN);
blasfeo_pack_dmat(nx_, nx_, Q, nx_, &sRSQrqN, 0, 0);
blasfeo_pack_tran_dmat(nx_, 1, q, nx_, &sRSQrqN, nx[1], 0);
// d_print_strmat(nu[N]+nx[N]+1, nu[N]+nx[N], &sRSQrqN, 0, 0);
struct blasfeo_dvec srqN;
blasfeo_allocate_dvec(nx[N], &srqN);
blasfeo_pack_dvec(nx_, q, &srqN, 0);
/************************************************
* constraints
************************************************/
#if MHE!=1
double *d0; d_zeros(&d0, 2*nb[0]+2*ng[0], 1);
int *idxb0; int_zeros(&idxb0, nb[0], 1);
// inputs
for(ii=0; ii<nu[0]; ii++)
{
d0[ii] = - 0.5; // u_min
d0[nb[0]+ng[0]+ii] = + 0.5; // u_max
idxb0[ii] = ii;
}
// states
for( ; ii<nb[0]; ii++)
{
d0[ii] = - 4.0; // x_min
d0[nb[0]+ng[0]+ii] = + 4.0; // x_max
idxb0[ii] = ii;
}
#endif
double *d1;
int *idxb1;
if(N>1)
{
d_zeros(&d1, 2*nb[1]+2*ng[1], 1);
int_zeros(&idxb1, nb[1], 1);
// inputs
for(ii=0; ii<nu[1]; ii++)
{
d1[ii] = - 0.5; // u_min
d1[nb[1]+ng[1]+ii] = + 0.5; // u_max
idxb1[ii] = ii;
}
// states
for( ; ii<nb[1]; ii++)
{
d1[ii] = - 4.0; // x_min
d1[nb[1]+ng[1]+ii] = + 4.0; // x_max
idxb1[ii] = ii;
}
}
double *dN; d_zeros(&dN, 2*nb[N]+2*ng[N], 1);
int *idxbN; int_zeros(&idxbN, nb[N], 1);
// no inputs
// states
for(ii=0 ; ii<nb[N]; ii++)
{
dN[ii] = - 4.0; // x_min
dN[nb[N]+ng[N]+ii] = + 4.0; // x_max
idxbN[ii] = ii;
}
struct blasfeo_dvec sd0;
blasfeo_allocate_dvec(2*nb[0]+2*ng[0], &sd0);
blasfeo_pack_dvec(2*nb[0]+2*ng[0], d0, &sd0, 0);
// blasfeo_print_tran_dvec(2*nb[0], &sd0, 0);
struct blasfeo_dvec sd1;
blasfeo_allocate_dvec(2*nb[1]+2*ng[1], &sd1);
blasfeo_pack_dvec(2*nb[1]+2*ng[1], d1, &sd1, 0);
// blasfeo_print_tran_dvec(2*nb[1], &sd1, 0);
struct blasfeo_dvec sdN;
blasfeo_allocate_dvec(2*nb[N]+2*ng[N], &sdN);
blasfeo_pack_dvec(2*nb[N]+2*ng[N], dN, &sdN, 0);
// blasfeo_print_tran_dvec(2*nb[N], &sdN, 0);
/************************************************
* array of data matrices
************************************************/
// original MPC
struct blasfeo_dmat hsBAbt[N];
struct blasfeo_dvec hsb[N];
struct blasfeo_dmat hsRSQrq[N+1];
struct blasfeo_dvec hsrq[N+1];
struct blasfeo_dmat hsDCt[N+1]; // XXX
struct blasfeo_dvec hsd[N+1];
int *hidxb[N+1];
ii = 0;
#if MHE!=1
hsBAbt[ii] = sBAbt0;
hsb[ii] = sb0;
hsRSQrq[ii] = sRSQrq0;
hsrq[ii] = srq0;
hsd[ii] = sd0;
hidxb[0] = idxb0;
#else
hsBAbt[ii] = sBAbt1;
hsb[ii] = sb;
hsRSQrq[ii] = sRSQrq1;
hsrq[ii] = srq1;
hsd[ii] = sd1;
hidxb[0] = idxb1;
#endif
for(ii=1; ii<N; ii++)
{
hsBAbt[ii] = sBAbt1;
hsb[ii] = sb;
hsRSQrq[ii] = sRSQrq1;
hsrq[ii] = srq1;
hsd[ii] = sd1;
hidxb[ii] = idxb1;
}
hsRSQrq[ii] = sRSQrqN;
hsrq[ii] = srqN;
hsd[ii] = sdN;
hidxb[N] = idxbN;
/************************************************
* solve full spase system using Riccati / IPM
************************************************/
// result vectors
struct blasfeo_dvec hsux[N+1];
struct blasfeo_dvec hspi[N+1];
struct blasfeo_dvec hslam[N+1];
struct blasfeo_dvec hst[N+1];
for(ii=0; ii<=N; ii++)
{
blasfeo_allocate_dvec(nu[ii]+nx[ii], &hsux[ii]);
blasfeo_allocate_dvec(nx[ii], &hspi[ii]);
blasfeo_allocate_dvec(2*nb[ii]+2*ng[ii], &hslam[ii]);
blasfeo_allocate_dvec(2*nb[ii]+2*ng[ii], &hst[ii]);
}
// work space
void *work_space_ipm;
v_zeros_align(&work_space_ipm, d_ip2_res_mpc_hard_work_space_size_bytes_libstr(N, nx, nu, nb, ng));
struct timeval tv0, tv1;
printf("\nsolving... (full space system)\n");
gettimeofday(&tv0, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
hpmpc_status = d_ip2_res_mpc_hard_libstr(&kk, k_max, mu0, mu_tol, alpha_min, warm_start, stat, N, nx, nu, nb, hidxb, ng, hsBAbt, hsRSQrq, hsDCt, hsd, hsux, 1, hspi, hslam, hst, work_space_ipm);
}
gettimeofday(&tv1, NULL); // stop
printf("\n... done\n");
float time_ipm_full = (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6);
printf("\nstatistics from last run\n\n");
for(jj=0; jj<kk; jj++)
printf("k = %d\tsigma = %f\talpha = %f\tmu = %f\t\tmu = %e\talpha = %f\tmu = %f\tmu = %e\n", jj, stat[5*jj], stat[5*jj+1], stat[5*jj+2], stat[5*jj+2], stat[5*jj+3], stat[5*jj+4], stat[5*jj+4]);
printf("\n");
printf("\nux =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(nu[ii]+nx[ii], &hsux[ii], 0);
printf("\npi =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(nx[ii], &hspi[ii], 0);
printf("\nlam =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(2*nb[ii]+2*ng[ii], &hslam[ii], 0);
printf("\nt =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(2*nb[ii]+2*ng[ii], &hst[ii], 0);
// residuals vectors
struct blasfeo_dvec hsrrq[N+1];
struct blasfeo_dvec hsrb[N+1];
struct blasfeo_dvec hsrd[N+1];
struct blasfeo_dvec hsrm[N+1];
double mu;
for(ii=0; ii<N; ii++)
{
blasfeo_allocate_dvec(nu[ii]+nx[ii], &hsrrq[ii]);
blasfeo_allocate_dvec(nx[ii+1], &hsrb[ii]);
blasfeo_allocate_dvec(2*nb[ii]+2*ng[ii], &hsrd[ii]);
blasfeo_allocate_dvec(2*nb[ii]+2*ng[ii], &hsrm[ii]);
}
blasfeo_allocate_dvec(nu[N]+nx[N], &hsrrq[N]);
blasfeo_allocate_dvec(2*nb[N]+2*ng[N], &hsrd[N]);
blasfeo_allocate_dvec(2*nb[N]+2*ng[N], &hsrm[N]);
int ngM = ng[0];
for(ii=1; ii<=N; ii++)
{
ngM = ng[ii]>ngM ? ng[ii] : ngM;
}
void *work_space_res;
v_zeros_align(&work_space_res, d_res_res_mpc_hard_work_space_size_bytes_libstr(N, nx, nu, nb, ng));
d_res_res_mpc_hard_libstr(N, nx, nu, nb, hidxb, ng, hsBAbt, hsb, hsRSQrq, hsrq, hsux, hsDCt, hsd, hspi, hslam, hst, hsrrq, hsrb, hsrd, hsrm, &mu, work_space_res);
printf("\nres_rq\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_exp_tran_dvec(nu[ii]+nx[ii], &hsrrq[ii], 0);
printf("\nres_b\n");
for(ii=0; ii<N; ii++)
blasfeo_print_exp_tran_dvec(nx[ii+1], &hsrb[ii], 0);
printf("\nres_d\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_exp_tran_dvec(2*nb[ii]+2*ng[ii], &hsrd[ii], 0);
printf("\nres_m\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_exp_tran_dvec(2*nb[ii]+2*ng[ii], &hsrm[ii], 0);
/************************************************
* full condensing
************************************************/
// condensed problem size
int N2 = 1;
int nx2[N2+1];
int nu2[N2+1];
int nb2[N2+1];
int ng2[N2+1];
d_cond_compute_problem_size_libstr(N, nx, nu, nb, hidxb, ng, nx2, nu2, nb2, ng2);
#if 0
for(ii=0; ii<=N2; ii++)
printf("\n%d %d %d %d\n", nx2[ii], nu2[ii], nb2[ii], ng2[ii]);
#endif
int work_sizes_cond[5];
int work_size_cond = d_cond_work_space_size_bytes_libstr(N, nx, nu, nb, hidxb, ng, nx2, nu2, nb2, ng2, work_sizes_cond);
int memo_size_cond = d_cond_memory_space_size_bytes_libstr(N, nx, nu, nb, hidxb, ng, nx, nu2, nb2, ng2);
int work_size_ipm_cond = d_ip2_res_mpc_hard_work_space_size_bytes_libstr(N2, nx2, nu2, nb2, ng2);
int work_sizes_expa[2];
int work_size_expa = d_expand_work_space_size_bytes_libstr(N, nx, nu, nb, ng, work_sizes_expa);
// work space
void *work_cond;
void *memo_cond;
void *work_ipm_cond;
void *work_expa;
v_zeros_align(&work_cond, work_size_cond);
v_zeros_align(&memo_cond, memo_size_cond);
v_zeros_align(&work_ipm_cond, work_size_ipm_cond);
v_zeros_align(&work_expa, work_size_expa);
// data matrices
struct blasfeo_dmat hsBAbt2[N2];
struct blasfeo_dvec hsb2[N2];
struct blasfeo_dmat hsRSQrq2[N2+1];
struct blasfeo_dvec hsrq2[N2+1];
struct blasfeo_dmat hsDCt2[N2+1];
struct blasfeo_dvec hsd2[N2+1];
int *hidxb2[N2+1];
for(ii=0; ii<N2; ii++)
blasfeo_allocate_dmat(nu2[ii]+nx2[ii]+1, nx2[ii+1], &hsBAbt2[ii]);
for(ii=0; ii<N2; ii++)
blasfeo_allocate_dvec(nx2[ii+1], &hsb2[ii]);
for(ii=0; ii<=N2; ii++)
blasfeo_allocate_dmat(nu2[ii]+nx2[ii]+1, nu2[ii]+nx2[ii], &hsRSQrq2[ii]);
for(ii=0; ii<=N2; ii++)
blasfeo_allocate_dvec(nu2[ii]+nx2[ii], &hsrq2[ii]);
for(ii=0; ii<=N2; ii++)
blasfeo_allocate_dmat(nu2[ii]+nx2[ii]+1, ng2[ii], &hsDCt2[ii]);
for(ii=0; ii<=N2; ii++)
blasfeo_allocate_dvec(2*nb2[ii]+2*ng2[ii], &hsd2[ii]);
for(ii=0; ii<=N2; ii++)
int_zeros(&hidxb2[ii], nb2[ii], 1);
// result vectors
struct blasfeo_dvec hsux2[N2+1];
struct blasfeo_dvec hspi2[N2+1];
struct blasfeo_dvec hslam2[N2+1];
struct blasfeo_dvec hst2[N2+1];
for(ii=0; ii<=N2; ii++)
{
blasfeo_allocate_dvec(nu2[ii]+nx2[ii], &hsux2[ii]);
blasfeo_allocate_dvec(nx2[ii], &hspi2[ii]);
blasfeo_allocate_dvec(2*nb2[ii]+2*ng2[ii], &hslam2[ii]);
blasfeo_allocate_dvec(2*nb2[ii]+2*ng2[ii], &hst2[ii]);
}
d_cond_libstr(N, nx, nu, nb, hidxb, ng, hsBAbt, hsRSQrq, hsDCt, hsd, nx2, nu2, nb2, hidxb2, ng2, hsBAbt2, hsRSQrq2, hsDCt2, hsd2, memo_cond, work_cond, work_sizes_cond);
#if 0
printf("\nBAbt2\n");
for(ii=0; ii<N2; ii++)
d_print_strmat(nu2[ii]+nx2[ii]+1, nx2[ii+1], &hsBAbt2[ii], 0, 0);
printf("\nRSQrq2\n");
for(ii=0; ii<=N2; ii++)
d_print_strmat(nu2[ii]+nx2[ii]+1, nu2[ii]+nx2[ii], &hsRSQrq2[ii], 0, 0);
printf("\nDCt2\n");
for(ii=0; ii<=N2; ii++)
d_print_strmat(nu2[ii]+nx2[ii], ng2[ii], &hsDCt2[ii], 0, 0);
printf("\nd2\n");
for(ii=0; ii<=N2; ii++)
blasfeo_print_tran_dvec(2*nb2[ii]+2*ng2[ii], &hsd2[ii], 0);
#endif
/************************************************
* solve condensed system using IPM
************************************************/
// zero solution
for(ii=0; ii<=N; ii++)
blasfeo_dvecse(nu[ii]+nx[ii], 0.0, &hsux[ii], 0);
for(ii=0; ii<=N; ii++)
blasfeo_dvecse(nx[ii], 0.0, &hspi[ii], 0);
for(ii=0; ii<=N; ii++)
blasfeo_dvecse(2*nb[ii]+2*ng[ii], 0.0, &hslam[ii], 0);
for(ii=0; ii<=N; ii++)
blasfeo_dvecse(2*nb[ii]+2*ng[ii], 0.0, &hst[ii], 0);
printf("\nsolving... (condensed system)\n");
gettimeofday(&tv0, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
d_cond_libstr(N, nx, nu, nb, hidxb, ng, hsBAbt, hsRSQrq, hsDCt, hsd, nx2, nu2, nb2, hidxb2, ng2, hsBAbt2, hsRSQrq2, hsDCt2, hsd2, memo_cond, work_cond, work_sizes_cond);
hpmpc_status = d_ip2_res_mpc_hard_libstr(&kk, k_max, mu0, mu_tol, alpha_min, warm_start, stat, N2, nx2, nu2, nb2, hidxb2, ng2, hsBAbt2, hsRSQrq2, hsDCt2, hsd2, hsux2, 1, hspi2, hslam2, hst2, work_ipm_cond);
d_expand_solution_libstr(N, nx, nu, nb, hidxb, ng, hsBAbt, hsb, hsRSQrq, hsrq, hsDCt, hsux, hspi, hslam, hst, nx2, nu2, nb2, hidxb2, ng2, hsux2, hspi2, hslam2, hst2, work_expa, work_sizes_expa);
}
gettimeofday(&tv1, NULL); // stop
printf("\n... done\n");
float time_ipm_cond = (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6);
printf("\nstatistics from last run\n\n");
for(jj=0; jj<kk; jj++)
printf("k = %d\tsigma = %f\talpha = %f\tmu = %f\t\tmu = %e\talpha = %f\tmu = %f\tmu = %e\n", jj, stat[5*jj], stat[5*jj+1], stat[5*jj+2], stat[5*jj+2], stat[5*jj+3], stat[5*jj+4], stat[5*jj+4]);
printf("\n");
#if 0
printf("\nux2 =\n\n");
for(ii=0; ii<=N2; ii++)
blasfeo_print_tran_dvec(nu2[ii]+nx2[ii], &hsux2[ii], 0);
printf("\npi2 =\n\n");
for(ii=0; ii<=N2; ii++)
blasfeo_print_tran_dvec(nx2[ii], &hspi2[ii], 0);
printf("\nlam2 =\n\n");
for(ii=0; ii<=N2; ii++)
blasfeo_print_tran_dvec(2*nb2[ii]+2*ng2[ii], &hslam2[ii], 0);
printf("\nt2 =\n\n");
for(ii=0; ii<=N2; ii++)
blasfeo_print_tran_dvec(2*nb2[ii]+2*ng2[ii], &hst2[ii], 0);
#endif
printf("\nux =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(nu[ii]+nx[ii], &hsux[ii], 0);
printf("\npi =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(nx[ii], &hspi[ii], 0);
printf("\nlam =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(2*nb[ii]+2*ng[ii], &hslam[ii], 0);
printf("\nt =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(2*nb[ii]+2*ng[ii], &hst[ii], 0);
/************************************************
* free memory full space
************************************************/
// TODO
d_free(A);
d_free(B);
d_free(b);
d_free(x0);
d_free(R);
d_free(S);
d_free(Q);
d_free(r);
d_free(q);
d_free(d0);
int_free(idxb0);
d_free(d1);
int_free(idxb1);
d_free(dN);
int_free(idxbN);
v_free_align(work_space_ipm);
blasfeo_free_dvec(&sx0);
blasfeo_free_dvec(&sb);
blasfeo_free_dmat(&sA);
blasfeo_free_dvec(&sb0);
blasfeo_free_dmat(&sBAbt0);
if(N>1)
blasfeo_free_dmat(&sBAbt1);
blasfeo_free_dvec(&sr);
blasfeo_free_dmat(&sS);
blasfeo_free_dvec(&sr0);
blasfeo_free_dmat(&sRSQrq0);
blasfeo_free_dvec(&srq0);
if(N>1)
blasfeo_free_dmat(&sRSQrq1);
if(N>1)
blasfeo_free_dvec(&srq1);
blasfeo_free_dmat(&sRSQrqN);
blasfeo_free_dvec(&srqN);
blasfeo_free_dvec(&sd0);
blasfeo_free_dvec(&sd1);
blasfeo_free_dvec(&sdN);
for(ii=0; ii<N; ii++)
{
blasfeo_free_dvec(&hsux[ii]);
blasfeo_free_dvec(&hspi[ii]);
blasfeo_free_dvec(&hslam[ii]);
blasfeo_free_dvec(&hst[ii]);
blasfeo_free_dvec(&hsrrq[ii]);
blasfeo_free_dvec(&hsrb[ii]);
blasfeo_free_dvec(&hsrd[ii]);
blasfeo_free_dvec(&hsrm[ii]);
}
ii = N;
blasfeo_free_dvec(&hsux[ii]);
blasfeo_free_dvec(&hspi[ii]);
blasfeo_free_dvec(&hslam[ii]);
blasfeo_free_dvec(&hst[ii]);
blasfeo_free_dvec(&hsrrq[ii]);
blasfeo_free_dvec(&hsrd[ii]);
blasfeo_free_dvec(&hsrm[ii]);
v_free_align(work_space_res);
/************************************************
* print timings
************************************************/
printf("\ntime ipm full (in sec): %e", time_ipm_full);
printf("\ntime ipm cond (in sec): %e\n\n", time_ipm_cond);
/************************************************
* return
************************************************/
return 0;
}