void qpsolvede( double c[], int nx, double Q[],
double xlow[], char ixlow[],
double xupp[], char ixupp[],
double A[], int my, double bA[],
double C[], int mz,
double clow[], char iclow[],
double cupp[], char icupp[],
double x[], double gamma[], double phi[],
double y[],
double z[], double lambda[], double pi[],
double *objectiveValue,
int print_level,
int * ierr )
{
QpGenContext ctx;
QpGenDenseGondzioSetup( c, nx, Q, xlow, ixlow, xupp, ixupp,
A, my, bA,
C, mz, clow, iclow, cupp, icupp,
&ctx, ierr );
if( *ierr == 0 ) {
Solver * solver = (Solver *) ctx.solver;
gOoqpPrintLevel = print_level;
solver->monitorSelf();
QpGenFinish( &ctx, x, gamma, phi, y, z, lambda, pi, objectiveValue, ierr );
}
QpGenCleanup( &ctx );
}
int OoqpInterface::
eval(const double** arg, double** res, casadi_int* iw, double* w, void* mem) const {
return_status_ = -1;
success_ = false;
if (inputs_check_) {
check_inputs(arg[CONIC_LBX], arg[CONIC_UBX], arg[CONIC_LBA], arg[CONIC_UBA]);
}
// Get problem data
double* g=w; w += nx_;
casadi_copy(arg[CONIC_G], nx_, g);
double* lbx=w; w += nx_;
casadi_copy(arg[CONIC_LBX], nx_, lbx);
double* ubx=w; w += nx_;
casadi_copy(arg[CONIC_UBX], nx_, ubx);
double* lba=w; w += na_;
casadi_copy(arg[CONIC_LBA], na_, lba);
double* uba=w; w += na_;
casadi_copy(arg[CONIC_UBA], na_, uba);
double* H=w; w += nnz_in(CONIC_H);
casadi_copy(arg[CONIC_H], nnz_in(CONIC_H), H);
double* A=w; w += nnz_in(CONIC_A);
casadi_copy(arg[CONIC_A], nnz_in(CONIC_A), A);
// Temporary memory
double* c_ = w; w += nx_;
double* bA_ = w; w += na_;
double* xlow_ = w; w += nx_;
double* xupp_ = w; w += nx_;
double* clow_ = w; w += na_;
double* cupp_ = w; w += na_;
double* x_ = w; w += nx_;
double* gamma_ = w; w += nx_;
double* phi_ = w; w += nx_;
double* y_ = w; w += na_;
double* z_ = w; w += na_;
double* lambda_ = w; w += na_;
double* pi_ = w; w += na_;
char* ixlow_ = reinterpret_cast<char*>(iw); iw += nx_;
char* ixupp_ = reinterpret_cast<char*>(iw); iw += nx_;
char* iclow_ = reinterpret_cast<char*>(iw); iw += na_;
char* icupp_ = reinterpret_cast<char*>(iw); iw += na_;
double* dQ_ = w; w += nQ_;
double* dA_ = w; w += nA_;
double* dC_ = w; w += nA_;
int* irowQ_ = reinterpret_cast<int*>(iw); iw += nQ_;
int* jcolQ_ = reinterpret_cast<int*>(iw); iw += nQ_;
int* irowA_ = reinterpret_cast<int*>(iw); iw += nA_;
int* jcolA_ = reinterpret_cast<int*>(iw); iw += nA_;
int* irowC_ = reinterpret_cast<int*>(iw); iw += nA_;
int* jcolC_ = reinterpret_cast<int*>(iw); iw += nA_;
int* x_index_ = reinterpret_cast<int*>(iw); iw += nx_;
int* c_index_ = reinterpret_cast<int*>(iw); iw += na_;
double* p_ = w; w += nx_;
double* AT = w; w += nA_;
// Parameter contribution to the objective
double objParam = 0;
// Get the number of free variables and their types
casadi_int nx = 0, np=0;
for (casadi_int i=0; i<nx_; ++i) {
if (lbx[i]==ubx[i]) {
// Save parameter
p_[np] = lbx[i];
// Add contribution to objective
objParam += g[i]*p_[np];
// Save index
x_index_[i] = -1-np++;
} else {
// True free variable
if (lbx[i]==-numeric_limits<double>::infinity()) {
xlow_[nx] = 0;
ixlow_[nx] = 0;
} else {
xlow_[nx] = lbx[i];
ixlow_[nx] = 1;
}
if (ubx[i]==numeric_limits<double>::infinity()) {
xupp_[nx] = 0;
ixupp_[nx] = 0;
} else {
xupp_[nx] = ubx[i];
ixupp_[nx] = 1;
}
c_[nx] = g[i];
x_index_[i] = nx++;
}
}
// Get quadratic term
const casadi_int* H_colind = H_.colind();
const casadi_int* H_row = H_.row();
casadi_int nnzQ = 0;
// Loop over the columns of the quadratic term
for (casadi_int cc=0; cc<nx_; ++cc) {
// Loop over nonzero elements of the column
for (casadi_int el=H_colind[cc]; el<H_colind[cc+1]; ++el) {
// Only upper triangular part
casadi_int rr=H_row[el];
if (rr>cc) break;
// Get variable types
casadi_int icc=x_index_[cc];
casadi_int irr=x_index_[rr];
if (icc<0) {
if (irr<0) {
// Add contribution to objective
objParam += icc==irr ? H[el]*sq(p_[-1-icc])/2 : H[el]*p_[-1-irr]*p_[-1-icc];
} else {
// Add contribution to gradient term
c_[irr] += H[el]*p_[-1-icc];
}
} else {
if (irr<0) {
// Add contribution to gradient term
c_[icc] += H[el]*p_[-1-irr];
} else {
// Add to sparsity pattern
irowQ_[nnzQ] = icc; // row-major --> indices swapped
jcolQ_[nnzQ] = irr; // row-major --> indices swapped
dQ_[nnzQ++] = H[el];
}
}
}
}
// Get the transpose of the sparsity pattern to be able to loop over the constraints
casadi_trans(A, A_, AT, spAT_, iw);
// Loop over constraints
const casadi_int* A_colind = A_.colind();
const casadi_int* A_row = A_.row();
const casadi_int* AT_colind = spAT_.colind();
const casadi_int* AT_row = spAT_.row();
casadi_int nA=0, nC=0, /*mz=0, */ nnzA=0, nnzC=0;
for (casadi_int j=0; j<na_; ++j) {
if (lba[j] == -numeric_limits<double>::infinity() &&
uba[j] == numeric_limits<double>::infinity()) {
// Redundant constraint
c_index_[j] = 0;
} else if (lba[j]==uba[j]) {
// Equality constraint
bA_[nA] = lba[j];
// Add to A
for (casadi_int el=AT_colind[j]; el<AT_colind[j+1]; ++el) {
casadi_int i=AT_row[el];
if (x_index_[i]<0) {
// Parameter
bA_[nA] -= AT[el]*p_[-x_index_[i]-1];
} else {
// Free variable
irowA_[nnzA] = nA;
jcolA_[nnzA] = x_index_[i];
dA_[nnzA++] = AT[el];
}
}
c_index_[j] = -1-nA++;
} else {
// Inequality constraint
if (lba[j]==-numeric_limits<double>::infinity()) {
clow_[nC] = 0;
iclow_[nC] = 0;
} else {
clow_[nC] = lba[j];
iclow_[nC] = 1;
}
if (uba[j]==numeric_limits<double>::infinity()) {
cupp_[nC] = 0;
icupp_[nC] = 0;
} else {
cupp_[nC] = uba[j];
icupp_[nC] = 1;
}
// Add to C
for (casadi_int el=AT_colind[j]; el<AT_colind[j+1]; ++el) {
casadi_int i=AT_row[el];
if (x_index_[i]<0) {
// Parameter
if (iclow_[nC]==1) clow_[nC] -= AT[el]*p_[-x_index_[i]-1];
if (icupp_[nC]==1) cupp_[nC] -= AT[el]*p_[-x_index_[i]-1];
} else {
// Free variable
irowC_[nnzC] = nC;
jcolC_[nnzC] = x_index_[i];
dC_[nnzC++] = AT[el];
}
}
c_index_[j] = 1+nC++;
}
}
// Reset the solution
casadi_fill(x_, nx_, 0.);
casadi_fill(gamma_, nx_, 0.);
casadi_fill(phi_, nx_, 0.);
casadi_fill(y_, na_, 0.);
casadi_fill(z_, na_, 0.);
casadi_fill(lambda_, na_, 0.);
casadi_fill(pi_, na_, 0.);
// Solve the QP
double objectiveValue;
int ierr;
if (false) { // Use C interface
// TODO(jgillis): Change to conicvehb, see OOQP users guide
qpsolvesp(c_, nx,
irowQ_, nnzQ, jcolQ_, dQ_,
xlow_, ixlow_,
xupp_, ixupp_,
irowA_, nnzA, jcolA_, dA_,
bA_, nA,
irowC_, nnzC, jcolC_, dC_,
clow_, nC, iclow_,
cupp_, icupp_,
x_, gamma_, phi_,
y_,
z_, lambda_, pi_,
&objectiveValue,
print_level_, &ierr);
} else { // Use C++ interface
ierr=0;
// All OOQP related allocations in evaluate
std::vector<int> krowQ(nx+1);
std::vector<int> krowA(nA+1);
std::vector<int> krowC(nC+1);
//casadi_int status_code = 0;
makehb(irowQ_, nnzQ, get_ptr(krowQ), nx, &ierr);
if (ierr == 0) makehb(irowA_, nnzA, get_ptr(krowA), nA, &ierr);
if (ierr == 0) makehb(irowC_, nnzC, get_ptr(krowC), nC, &ierr);
if (ierr == 0) {
QpGenContext ctx;
QpGenHbGondzioSetup(c_, nx, get_ptr(krowQ), jcolQ_, dQ_,
xlow_, ixlow_, xupp_, ixupp_,
get_ptr(krowA), nA, jcolA_, dA_, bA_,
get_ptr(krowC), nC, jcolC_, dC_,
clow_, iclow_, cupp_, icupp_, &ctx,
&ierr);
if (ierr == 0) {
Solver* solver = static_cast<Solver *>(ctx.solver);
gOoqpPrintLevel = print_level_;
solver->monitorSelf();
solver->setMuTol(mutol_);
solver->setMuTol(mutol_);
QpGenFinish(&ctx, x_, gamma_, phi_,
y_, z_, lambda_, pi_,
&objectiveValue, &ierr);
}
QpGenCleanup(&ctx);
}
}
return_status_ = ierr;
success_ = ierr==SUCCESSFUL_TERMINATION;
if (ierr>0) {
casadi_warning("Unable to solve problem: " + str(errFlag(ierr)));
} else if (ierr<0) {
casadi_error("Fatal error: " + str(errFlag(ierr)));
}
// Retrieve eliminated decision variables
for (casadi_int i=nx_-1; i>=0; --i) {
casadi_int ii = x_index_[i];
if (ii<0) {
x_[i] = p_[-1-ii];
} else {
x_[i] = x_[ii];
}
}
// Retreive eliminated dual variables (linear bounds)
for (casadi_int j=na_-1; j>=0; --j) {
casadi_int jj = c_index_[j];
if (jj==0) {
lambda_[j] = 0;
} else if (jj<0) {
lambda_[j] = -y_[-1-jj];
} else {
lambda_[j] = pi_[-1+jj]-lambda_[-1+jj];
}
}
// Retreive eliminated dual variables (simple bounds)
for (casadi_int i=nx_-1; i>=0; --i) {
casadi_int ii = x_index_[i];
if (ii<0) {
// The dual solution for the fixed parameters follows from the KKT conditions
gamma_[i] = -g[i];
for (casadi_int el=H_colind[i]; el<H_colind[i+1]; ++el) {
casadi_int j=H_row[el];
gamma_[i] -= H[el]*x_[j];
}
for (casadi_int el=A_colind[i]; el<A_colind[i+1]; ++el) {
casadi_int j=A_row[el];
gamma_[i] -= A[el]*lambda_[j];
}
} else {
gamma_[i] = phi_[ii]-gamma_[ii];
}
}
// Save optimal cost
if (res[CONIC_COST]) *res[CONIC_COST] = objectiveValue + objParam;
// Save primal solution
casadi_copy(x_, nx_, res[CONIC_X]);
// Save dual solution (linear bounds)
casadi_copy(lambda_, na_, res[CONIC_LAM_A]);
// Save dual solution (simple bounds)
casadi_copy(gamma_, nx_, res[CONIC_LAM_X]);
return 0;
}