/* * This file is part of qpOASES. * * qpOASES -- An Implementation of the Online Active Set Strategy. * Copyright (C) 2007-2015 by Hans Joachim Ferreau, Andreas Potschka, * Christian Kirches et al. All rights reserved. * * qpOASES is free software; you can redistribute it and/or * modify it under the terms of the GNU Lesser General Public * License as published by the Free Software Foundation; either * version 2.1 of the License, or (at your option) any later version. * * qpOASES is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. * See the GNU Lesser General Public License for more details. * * You should have received a copy of the GNU Lesser General Public * License along with qpOASES; if not, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA * */ /** * \file interfaces/CUTEst/qpoasesCutest.cpp * \author Dennis Janka * \version 3.2 * \date 2015 * * Solve the CUTEst problem in prob/ subdirectory */ /* Choose one or more methods to solve the QP */ #define SOLVE_DENSE 0 /* Standard qpOASES, matrices passed dense */ #define SOLVE_SPARSE 0 /* Standard qpOASES, matrices passed sparse */ #define SOLVE_SCHUR 1 /* Schur complement qpOASES */ #include #include extern "C" { /* To prevent C++ compilers from mangling symbols */ #include } int convertTripletToHbf( int m, int n, int nnz, double *vals, int *iRow, int *jCol, double *vals_hbf, int *iRow_hbf, int *jCol_hbf ) { int i, ii, j, k; /* Initialize output arrays */ for( k=0; k-1; k-- ) jCol_hbf[k] = jCol_hbf[k+1] - jCol_hbf[k]; /* Put row indices and values at the right places, use jCol_hbf[j] to track elements of the jth column */ for( k=0; k0; k-- ) jCol_hbf[k] = jCol_hbf[k-1]; jCol_hbf[0] = 0; return 0; } int main( ) { /* * PART I: Extract CUTEst problemdata: * * - problem dimension * - variable and constraint bounds * - objective gradient * - sparse and dense Jacobian * - sparse and dense Hessian * - initial values for x and y */ /* From CUTEst generic c package */ char *fname = "prob/OUTSDIF.d"; /* CUTEst data file */ int funit = 42; /* FORTRAN unit number for OUTSDIF.d */ int iout = 6; /* FORTRAN unit number for error output */ int io_buffer = 11; /* FORTRAN unit internal input/output */ int ierr; /* Exit flag from OPEN and CLOSE */ int status; /* Exit flag from CUTEst tools */ int e_order = 0, l_order = 0, v_order = 0; /* Problem description: the following variables will be set for qpOASES call */ int nVar; /* number of variables */ int nCon; /* number of constraints */ double *lb, *ub; /* lower and upper bounds for variables */ double *lbA, *ubA; /* lower and upper bounds for constraints */ double *g; /* objective gradient */ #if SOLVE_DENSE double *hesDense, *jacDense; /* dense Hessian and Jacobian */ #endif #if SOLVE_SCHUR || SOLVE_SPARSE /* Sparse Hessian and Jacobian in Harwell-Boeing format: */ int nnzj, nnzh; /* number of nonzero elements in Jacobian and Hessian */ double *hesVal, *jacVal; /* nonzero elements of Hessian and Jacobian */ int *hesIndCol, *hesIndRow; /* column and row indices of Hessian */ int *jacIndCol, *jacIndRow; /* column and row indices of Jacobian */ #endif /* Additional problem description: these variables are set and may also be used by qpOASES */ double obj; /* constant objective offset */ double *xInit; /* initial values for primal variables */ double *yInit; /* initial values for dual variables */ logical *isEq; /* logical array to mark equality constraints */ /* Open problem description file OUTSDIF.d */ ierr = 0; FORTRAN_open( &funit, fname, &ierr ); if( ierr ) { printf("Error opening file OUTSDIF.d.\nAborting.\n"); exit(1); } /* Determine problem size */ CUTEST_cdimen( &status, &funit, &nVar, &nCon ); if( status ) { printf("** CUTEst error, status = %d, aborting\n", status); exit(status); } /* Reserve memory for variables, bounds, and multipliers */ /* and call appropriate initialization routine for CUTEst */ logical *isLinear; xInit = new double[nVar]; yInit = new double[nCon]; lb = new double[nVar]; ub = new double[nVar]; lbA = new double[nCon]; ubA = new double[nCon]; isEq = new logical[nCon]; isLinear = new logical[nCon]; CUTEST_csetup( &status, &funit, &iout, &io_buffer, &nVar, &nCon, xInit, lb, ub, yInit, lbA, ubA, isEq, isLinear, &e_order, &l_order, &v_order ); if( status ) { printf("** CUTEst_csetup: error, status = %d, aborting\n", status); exit(status); } /* Evaluate gradient and objective at x=0 to get g */ logical grad = 1; g = new double[nVar]; double *xZero = new double[nVar]; for( int k=0; k 0 ) { /* Evaluate sparse constraints at x=0 to get the rhs of equality constraints (they are not set by csetup!) */ CUTEST_ccfsg( &status, &nVar, &nCon, xZero, cVal, &nnzj, &lj, J_val, J_var, J_fun, &grad ); if( status ) { printf("** CUTEst_ccfsg: error, status = %d, aborting\n", status); exit(status); } for( int k=0; k 0 ) { /* Evaluate dense constraints at x=0 to get the rhs of equality constraints (they are not set by csetup!) */ logical trans = 1; jacDense = new double[nCon*nVar]; CUTEST_ccfg( &status, &nVar, &nCon, xZero, cVal, &trans, &nVar, &nCon, jacDense, &grad ); } /* Evaluate dense Hessian */ hesDense = new double[nVar*nVar]; CUTEST_cdh( &status, &nVar, &nCon, xInit, yInit, &nVar, hesDense ); if( status ) { printf("** CUTEst_cdh: error, status = %d, aborting\n", status); exit(status); } #endif delete[] xZero; /* * End of CUTEst stuff */ /* * PART II: qpOASES */ USING_NAMESPACE_QPOASES Options opts; #if SOLVE_DENSE SymDenseMat *H_d; DenseMatrix *A_d; #endif #if SOLVE_SCHUR || SOLVE_SPARSE SymSparseMat *H_s; SparseMatrix *A_s; #endif Bounds bInit( nVar ); Constraints cInit( nCon ); double *xOpt = new double[nVar]; double *yOpt = new double[nVar+nCon]; Bounds bOpt( nVar ); Constraints cOpt( nCon ); #if SOLVE_DENSE A_d = new DenseMatrix( nCon, nVar, nVar, jacDense ); H_d = new SymDenseMat( nVar, nVar, nVar, hesDense ); #endif #if SOLVE_SCHUR || SOLVE_SPARSE A_s = new SparseMatrix( nCon, nVar, jacIndRow, jacIndCol, jacVal ); H_s = new SymSparseMat( nVar, nVar, hesIndRow, hesIndCol, hesVal ); H_s->createDiagInfo(); #endif /* Set initial working set depending on initial values for x and y */ /// \todo I have not tested this double eps = 2.0e-16; for( int k=0; k 0 ) { delete[] jacVal; delete[] jacIndRow; delete[] jacIndCol; } #endif #if SOLVE_DENSE delete[] hesDense; if( nCon > 0 ) delete[] jacDense; #endif return ret; }