void WorhpInternal::passOptions() {
for (int i=0;i<WorhpGetParamCount();++i) {
WorhpType type = WorhpGetParamType(i+1);
const char* name = WorhpGetParamName(i+1);
if (strcmp(name,"Ares")==0) continue;
switch(type) {
case WORHP_BOOL_T:
if (hasSetOption(name)) WorhpSetBoolParam(&worhp_p_, name, getOption(name));
break;
case WORHP_DOUBLE_T:
if (hasSetOption(name)) WorhpSetDoubleParam(&worhp_p_, name, getOption(name));
break;
case WORHP_INT_T:
if (hasSetOption(name)) WorhpSetIntParam(&worhp_p_, name, getOption(name));
break;
default:
break;// do nothing
}
}
if (hasSetOption("qp_ipBarrier")) worhp_p_.qp.ipBarrier = getOption("qp_ipBarrier");
if (hasSetOption("qp_ipComTol")) worhp_p_.qp.ipComTol = getOption("qp_ipComTol");
if (hasSetOption("qp_ipFracBound")) worhp_p_.qp.ipFracBound = getOption("qp_ipFracBound");
if (hasSetOption("qp_ipLsMethod")) worhp_p_.qp.ipLsMethod = getOptionEnumValue("qp_ipLsMethod");
if (hasSetOption("qp_ipMinAlpha")) worhp_p_.qp.ipMinAlpha = getOption("qp_ipMinAlpha");
if (hasSetOption("qp_ipTryRelax")) worhp_p_.qp.ipTryRelax = getOption("qp_ipTryRelax");
if (hasSetOption("qp_ipRelaxDiv")) worhp_p_.qp.ipRelaxDiv = getOption("qp_ipRelaxDiv");
if (hasSetOption("qp_ipRelaxMult")) worhp_p_.qp.ipRelaxMult = getOption("qp_ipRelaxMult");
if (hasSetOption("qp_ipRelaxMax")) worhp_p_.qp.ipRelaxMax = getOption("qp_ipRelaxMax");
if (hasSetOption("qp_ipRelaxMin")) worhp_p_.qp.ipRelaxMin = getOption("qp_ipRelaxMin");
if (hasSetOption("qp_ipResTol")) worhp_p_.qp.ipResTol = getOption("qp_ipResTol");
if (hasSetOption("qp_lsItMaxIter")) worhp_p_.qp.lsItMaxIter = getOption("qp_lsItMaxIter");
if (hasSetOption("qp_lsItMethod")) worhp_p_.qp.lsItMethod = getOptionEnumValue("qp_lsItMethod");
if (hasSetOption("qp_lsItPrecondMethod")) worhp_p_.qp.lsItPrecondMethod = getOptionEnumValue("qp_lsItPrecondMethod");
if (hasSetOption("qp_lsRefineMaxIter")) worhp_p_.qp.lsRefineMaxIter = getOption("qp_lsRefineMaxIter");
if (hasSetOption("qp_lsScale")) worhp_p_.qp.lsScale = getOption("qp_lsScale");
if (hasSetOption("qp_lsTrySimple")) worhp_p_.qp.lsTrySimple = getOption("qp_lsTrySimple");
if (hasSetOption("qp_lsTol")) worhp_p_.qp.lsTol = getOption("qp_lsTol");
if (hasSetOption("qp_maxIter")) worhp_p_.qp.maxIter = getOption("qp_maxIter");
if (hasSetOption("qp_method")) worhp_p_.qp.method = getOptionEnumValue("qp_method");
if (hasSetOption("qp_nsnBeta")) worhp_p_.qp.nsnBeta = getOption("qp_nsnBeta");
if (hasSetOption("qp_nsnGradStep")) worhp_p_.qp.nsnGradStep = getOption("qp_nsnGradStep");
if (hasSetOption("qp_nsnKKT")) worhp_p_.qp.nsnKKT = getOption("qp_nsnKKT");
if (hasSetOption("qp_nsnLsMethod")) worhp_p_.qp.nsnLsMethod = getOptionEnumValue("qp_nsnLsMethod");
if (hasSetOption("qp_nsnMinAlpha")) worhp_p_.qp.nsnMinAlpha = getOption("qp_nsnMinAlpha");
if (hasSetOption("qp_nsnSigma")) worhp_p_.qp.nsnSigma = getOption("qp_nsnSigma");
if (hasSetOption("qp_printLevel")) worhp_p_.qp.printLevel = getOptionEnumValue("qp_printLevel");
if (hasSetOption("qp_scaleIntern")) worhp_p_.qp.scaleIntern = getOption("qp_scaleIntern");
if (hasSetOption("qp_strict")) worhp_p_.qp.strict = getOption("qp_strict");
// Mark the parameters as set
worhp_p_.initialised = true;
}
void WorhpInterface::init(const Dict& opts) {
// Call the init method of the base class
Nlpsol::init(opts);
if (CheckWorhpVersion(WORHP_MAJOR, WORHP_MINOR, WORHP_PATCH)) {
casadi_warning("Worhp incompatibility. Interface was compiled for Worhp " +
str(WORHP_MAJOR) + "." + str(WORHP_MINOR) + "." + std::string(WORHP_PATCH));
}
// Default options
Dict worhp_opts;
// Read user options
for (auto&& op : opts) {
if (op.first=="worhp") {
worhp_opts = op.second;
}
}
// Sort Worhp options
casadi_int nopts = WorhpGetParamCount();
for (auto&& op : worhp_opts) {
if (op.first.compare("qp")==0) {
qp_opts_ = op.second;
continue;
}
// Get corresponding index using a linear search
casadi_int ind;
for (ind=1; ind<=nopts; ++ind) {
// Get name in WORHP
const char* name = WorhpGetParamName(ind);
// Break if matching name
if (op.first.compare(name)==0) break;
}
if (ind>nopts) casadi_error("No such Worhp option: " + op.first);
// Add to the corresponding list
switch (WorhpGetParamType(ind)) {
case WORHP_BOOL_T:
bool_opts_[op.first] = op.second;
break;
case WORHP_DOUBLE_T:
double_opts_[op.first] = op.second;
break;
case WORHP_INT_T:
int_opts_[op.first] = op.second;
break;
default:
casadi_error("Cannot handle WORHP option \"" + op.first + "\": Unknown type " +
str(WorhpGetParamType(ind)) + ".");
break;
}
}
// Setup NLP functions
f_fcn_ = create_function("nlp_f", {"x", "p"}, {"f"});
g_fcn_ = create_function("nlp_g", {"x", "p"}, {"g"});
grad_f_fcn_ = create_function("nlp_grad_f", {"x", "p"}, {"f", "grad:f:x"});
jac_g_fcn_ = create_function("nlp_jac_g", {"x", "p"}, {"g", "jac:g:x"});
jacg_sp_ = jac_g_fcn_.sparsity_out(1);
hess_l_fcn_ = create_function("nlp_hess_l", {"x", "p", "lam:f", "lam:g"},
{"transpose:hess:gamma:x:x"},
{{"gamma", {"f", "g"}}});
hesslag_sp_ = hess_l_fcn_.sparsity_out(0);
// Temporary vectors
alloc_w(nx_); // for fetching diagonal entries form Hessian
}
void WorhpInternal::setOptionsFromFile(const std::string & file) {
int status;
char *cpy = new char[file.size()+1] ;
strcpy(cpy, file.c_str());
worhp_p_.initialised = true;
ReadParamsNoInit(&status, cpy, &worhp_p_);
delete cpy;
for (int i=0;i<WorhpGetParamCount();++i) {
WorhpType type = WorhpGetParamType(i+1);
const char* name = WorhpGetParamName(i+1);
if (strcmp(name,"Ares")==0) continue;
switch(type) {
case WORHP_BOOL_T:
bool default_bool;
WorhpGetBoolParam(&worhp_p_, name, &default_bool);
setOption(WorhpGetParamName(i+1),default_bool);
break;
case WORHP_DOUBLE_T:
double default_double;
WorhpGetDoubleParam(&worhp_p_, name, &default_double);
setOption(WorhpGetParamName(i+1),default_double);
break;
case WORHP_INT_T:
int default_int;
WorhpGetIntParam(&worhp_p_, name, &default_int);
setOption(WorhpGetParamName(i+1),default_int);
break;
default:
break; // do nothing
}
}
setOption("qp_ipBarrier",worhp_p_.qp.ipBarrier);
setOption("qp_ipComTol",worhp_p_.qp.ipComTol);
setOption("qp_ipFracBound",worhp_p_.qp.ipFracBound);
setOptionByEnumValue("qp_ipLsMethod",worhp_p_.qp.ipLsMethod );
setOption("qp_ipMinAlpha",worhp_p_.qp.ipMinAlpha);
setOption("qp_ipTryRelax",worhp_p_.qp.ipTryRelax);
setOption("qp_ipRelaxDiv",worhp_p_.qp.ipRelaxDiv);
setOption("qp_ipRelaxMult",worhp_p_.qp.ipRelaxMult);
setOption("qp_ipRelaxMax",worhp_p_.qp.ipRelaxMax);
setOption("qp_ipRelaxMin",worhp_p_.qp.ipRelaxMin);
setOption("qp_ipResTol",worhp_p_.qp.ipResTol);
setOption("qp_lsItMaxIter",worhp_p_.qp.lsItMaxIter);
setOptionByEnumValue("qp_lsItMethod",worhp_p_.qp.lsItMethod );
setOptionByEnumValue("qp_lsItPrecondMethod",worhp_p_.qp.lsItPrecondMethod );
setOption("qp_lsRefineMaxIter",worhp_p_.qp.lsRefineMaxIter);
setOption("qp_lsScale",worhp_p_.qp.lsScale);
setOption("qp_lsTrySimple",worhp_p_.qp.lsTrySimple);
setOption("qp_lsTol",worhp_p_.qp.lsTol);
setOption("qp_maxIter",worhp_p_.qp.maxIter);
setOptionByEnumValue("qp_method",worhp_p_.qp.method );
setOption("qp_nsnBeta",worhp_p_.qp.nsnBeta);
setOption("qp_nsnGradStep",worhp_p_.qp.nsnGradStep);
setOption("qp_nsnKKT",worhp_p_.qp.nsnKKT);
setOptionByEnumValue("qp_nsnLsMethod",worhp_p_.qp.nsnLsMethod );
setOption("qp_nsnMinAlpha",worhp_p_.qp.nsnMinAlpha);
setOption("qp_nsnSigma",worhp_p_.qp.nsnSigma);
setOptionByEnumValue("qp_printLevel",worhp_p_.qp.printLevel );
setOption("qp_scaleIntern",worhp_p_.qp.scaleIntern);
setOption("qp_strict",worhp_p_.qp.strict);
std::cout << "readparams status: " << status << std::endl;
}
WorhpInternal::WorhpInternal(const Function& nlp) : NLPSolverInternal(nlp){
// Monitors
addOption("monitor", OT_STRINGVECTOR, GenericType(), "Monitor functions", "eval_f|eval_g|eval_jac_g|eval_grad_f|eval_h", true);
addOption("print_time", OT_BOOLEAN, true, "Print information about execution time");
int status;
InitParams(&status, &worhp_p_);
std::stringstream ss;
ss << "Armijo recovery strategies. Vector of size " << NAres;
std::vector<int> ares(NAres);
std::copy(worhp_p_.Ares,worhp_p_.Ares+NAres,ares.begin());
addOption("Ares",OT_INTEGERVECTOR,ares,ss.str());
for (int i=0;i<WorhpGetParamCount();++i) {
WorhpType type = WorhpGetParamType(i+1);
const char* name = WorhpGetParamName(i+1);
if (strcmp(name,"Ares")==0) continue;
switch(type) {
case WORHP_BOOL_T:
bool default_bool;
WorhpGetBoolParam(&worhp_p_, name, &default_bool);
addOption(WorhpGetParamName(i+1),OT_BOOLEAN,default_bool,WorhpGetParamDescription(i+1));
break;
case WORHP_DOUBLE_T:
double default_double;
WorhpGetDoubleParam(&worhp_p_, name, &default_double);
addOption(WorhpGetParamName(i+1),OT_REAL,default_double,WorhpGetParamDescription(i+1));
break;
case WORHP_INT_T:
int default_int;
WorhpGetIntParam(&worhp_p_, name, &default_int);
addOption(WorhpGetParamName(i+1),OT_INTEGER,default_int,WorhpGetParamDescription(i+1));
break;
default:
break;// do nothing
}
}
addOption("qp_ipBarrier",OT_REAL,worhp_p_.qp.ipBarrier,"IP barrier parameter.");
addOption("qp_ipComTol",OT_REAL,worhp_p_.qp.ipComTol,"IP complementarity tolerance.");
addOption("qp_ipFracBound",OT_REAL,worhp_p_.qp.ipFracBound,"IP fraction-to-the-boundary parameter.");
addOption("qp_ipLsMethod",OT_STRING,GenericType(),"Select the direct linear solver used by the IP method.","LAPACK::0|MA57: only available if provided by the user:1|SuperLU::2|PARDISO: only available if provided by the user, subject to license availability:3|MUMPS: currently Linux platforms only:5|WSMP: subject to license availability:6|MA86: experimental, only available if provided by the user:7|MA97:experimental, only available if provided by the user:8");
setOptionByEnumValue("qp_ipLsMethod",worhp_p_.qp.ipLsMethod);
addOption("qp_ipMinAlpha",OT_REAL,worhp_p_.qp.ipMinAlpha,"IP line search minimum step size.");
addOption("qp_ipTryRelax",OT_BOOLEAN,worhp_p_.qp.ipTryRelax,"Enable relaxation strategy when encountering an error.");
addOption("qp_ipRelaxDiv",OT_REAL,worhp_p_.qp.ipRelaxDiv,"The relaxation term is divided by this value if successful.");
addOption("qp_ipRelaxMult",OT_REAL,worhp_p_.qp.ipRelaxMult,"The relaxation term is multiplied by this value if unsuccessful.");
addOption("qp_ipRelaxMax",OT_REAL,worhp_p_.qp.ipRelaxMax,"Maximum relaxation value.");
addOption("qp_ipRelaxMin",OT_REAL,worhp_p_.qp.ipRelaxMin,"Mimimum relaxation value.");
addOption("qp_ipResTol",OT_REAL,worhp_p_.qp.ipResTol,"IP residuals tolerance.");
addOption("qp_lsItMaxIter",OT_INTEGER,worhp_p_.qp.lsItMaxIter,"Maximum number of iterations of the iterative linear solvers.");
addOption("qp_lsItMethod",OT_STRING,GenericType(),"Select the iterative linear solver.","none:Deactivate; use a direct linear solver.:0|CGNR::1|CGNE::2|CGS::3|BiCGSTAB::4");
setOptionByEnumValue("qp_lsItMethod",worhp_p_.qp.lsItMethod);
addOption("qp_lsItPrecondMethod",OT_STRING,GenericType(),"Select preconditioner for the iterative linear solver.","none:No preconditioner.:0|static:Static preconditioner (KKT-matrix with constant lower-right block).:1|full:Full KKT-matrix.:2");
setOptionByEnumValue("qp_lsItPrecondMethod",worhp_p_.qp.lsItPrecondMethod);
addOption("qp_lsRefineMaxIter",OT_INTEGER,worhp_p_.qp.lsRefineMaxIter,"Maximum number of iterative refinement steps of the direct linear solvers.");
addOption("qp_lsScale",OT_BOOLEAN,worhp_p_.qp.lsScale,"Enables scaling on linear solver level.");
addOption("qp_lsTrySimple",OT_BOOLEAN,worhp_p_.qp.lsTrySimple,"Some matrices can be solved without calling a linear equation solver.Currently only diagonal matrices are supported. Non-diagonal matrices will besolved with the chosen linear equation solver.");
addOption("qp_lsTol",OT_REAL,worhp_p_.qp.lsTol,"Tolerance for the linear solver.");
addOption("qp_maxIter",OT_INTEGER,worhp_p_.qp.maxIter,"Imposes an upper limit on the number of minor solver iterations, i.e. for thequadratic subproblem solver. If the limit is reached before convergence,WORHP will activate QP recovery strategies to prevent a solver breakdown.");
addOption("qp_method",OT_STRING,GenericType(),"Select the solution method used by the QP solver.","ip:Interior-Point method.:1|nsn:Nonsmooth-Newton method.:2|automatic: Prefer IP and fall back to NSN on error.:12");
setOptionByEnumValue("qp_method",worhp_p_.qp.method);
addOption("qp_nsnBeta",OT_REAL,worhp_p_.qp.nsnBeta,"NSN stepsize decrease factor.");
addOption("qp_nsnGradStep",OT_BOOLEAN,worhp_p_.qp.nsnGradStep,"Enable gradient steps in the NSN method.");
addOption("qp_nsnKKT",OT_REAL,worhp_p_.qp.nsnKKT,"NSN KKT tolerance.");
addOption("qp_nsnLsMethod",OT_STRING,GenericType(),"Select the direct linear solver used by the NSN method.","SuperLU::2|MA48: only available if provided by the user:4");
setOptionByEnumValue("qp_nsnLsMethod",worhp_p_.qp.nsnLsMethod);
addOption("qp_nsnMinAlpha",OT_REAL,worhp_p_.qp.nsnMinAlpha,"NSN line search minimum step size.");
addOption("qp_nsnSigma",OT_REAL,worhp_p_.qp.nsnSigma,"NSN line search slope parameter.");
addOption("qp_printLevel",OT_STRING,GenericType(),"Controls the amount of QP solver output.","none:No output.:0|warn:Print warnings and errors.:1|iterations:Print iterations.:2");
setOptionByEnumValue("qp_printLevel",worhp_p_.qp.printLevel);
addOption("qp_scaleIntern",OT_BOOLEAN,worhp_p_.qp.scaleIntern,"Enable scaling on QP level.");
addOption("qp_strict",OT_BOOLEAN,worhp_p_.qp.strict,"Use strict termination criteria in IP method.");
worhp_o_.initialised = false;
worhp_w_.initialised = false;
worhp_p_.initialised = false;
worhp_c_.initialised = false;
// WORKAROUND: Bug in scaling, set to false by default // FIXME
setOption("ScaledObj",false);
// WORKAROUND: Why is this needed? // FIXME
setOption("ScaleConIter",true);
}