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test_d_ocp2.c
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test_d_ocp2.c
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/**************************************************************************************************
* *
* This file is part of HPIPM. *
* *
* HPIPM -- High-Performance Interior Point Method. *
* Copyright (C) 2019 by Gianluca Frison. *
* Developed at IMTEK (University of Freiburg) under the supervision of Moritz Diehl. *
* All rights reserved. *
* *
* The 2-Clause BSD License *
* *
* Redistribution and use in source and binary forms, with or without *
* modification, are permitted provided that the following conditions are met: *
* *
* 1. Redistributions of source code must retain the above copyright notice, this *
* list of conditions and the following disclaimer. *
* 2. Redistributions in binary form must reproduce the above copyright notice, *
* this list of conditions and the following disclaimer in the documentation *
* and/or other materials provided with the distribution. *
* *
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND *
* ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED *
* WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE *
* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR *
* ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES *
* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; *
* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND *
* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT *
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS *
* SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. *
* *
* Author: Gianluca Frison, gianluca.frison (at) imtek.uni-freiburg.de *
* *
**************************************************************************************************/
#include <stdlib.h>
#include <stdio.h>
#include <math.h>
#include <sys/time.h>
#include <blasfeo_target.h>
#include <blasfeo_common.h>
#include <blasfeo_v_aux_ext_dep.h>
#include <blasfeo_d_aux_ext_dep.h>
#include <blasfeo_i_aux_ext_dep.h>
#include <blasfeo_d_aux.h>
#include <hpipm_d_ocp_qp.h>
#include <hpipm_d_ocp_qp_sol.h>
#include <hpipm_d_ocp_qp_ipm.h>
#include "d_tools.h"
#define KEEP_X0 0
// printing
#define PRINT 1
#if ! defined(EXT_DEP)
/* creates a zero matrix */
void d_zeros(double **pA, int row, int col)
{
*pA = malloc((row*col)*sizeof(double));
double *A = *pA;
int i;
for(i=0; i<row*col; i++) A[i] = 0.0;
}
/* frees matrix */
void d_free(double *pA)
{
free( pA );
}
/* prints a matrix in column-major format */
void d_print_mat(int m, int n, double *A, int lda)
{
int i, j;
for(i=0; i<m; i++)
{
for(j=0; j<n; j++)
{
printf("%9.5f ", A[i+lda*j]);
}
printf("\n");
}
printf("\n");
}
/* prints the transposed of a matrix in column-major format */
void d_print_tran_mat(int row, int col, double *A, int lda)
{
int i, j;
for(j=0; j<col; j++)
{
for(i=0; i<row; i++)
{
printf("%9.5f ", A[i+lda*j]);
}
printf("\n");
}
printf("\n");
}
/* prints a matrix in column-major format (exponential notation) */
void d_print_exp_mat(int m, int n, double *A, int lda)
{
int i, j;
for(i=0; i<m; i++)
{
for(j=0; j<n; j++)
{
printf("%e\t", A[i+lda*j]);
}
printf("\n");
}
printf("\n");
}
/* prints the transposed of a matrix in column-major format (exponential notation) */
void d_print_exp_tran_mat(int row, int col, double *A, int lda)
{
int i, j;
for(j=0; j<col; j++)
{
for(i=0; i<row; i++)
{
printf("%e\t", A[i+lda*j]);
}
printf("\n");
}
printf("\n");
}
/* creates a zero matrix aligned */
void int_zeros(int **pA, int row, int col)
{
void *temp = malloc((row*col)*sizeof(int));
*pA = temp;
int *A = *pA;
int i;
for(i=0; i<row*col; i++) A[i] = 0;
}
/* frees matrix */
void int_free(int *pA)
{
free( pA );
}
/* prints a matrix in column-major format */
void int_print_mat(int row, int col, int *A, int lda)
{
int i, j;
for(i=0; i<row; i++)
{
for(j=0; j<col; j++)
{
printf("%d ", A[i+lda*j]);
}
printf("\n");
}
printf("\n");
}
#endif
/************************************************
Mass-spring system: nx/2 masses connected each other with springs (in a row), and the first and the last one to walls. nu (<=nx) controls act on the first nu masses. The system is sampled with sampling time Ts.
************************************************/
void mass_spring_system(double Ts, int nx, int nu, double *A, double *B, double *b, double *x0)
{
int nx2 = nx*nx;
int info = 0;
int pp = nx/2; // number of masses
/************************************************
* build the continuous time system
************************************************/
double *T; d_zeros(&T, pp, pp);
int ii;
for(ii=0; ii<pp; ii++) T[ii*(pp+1)] = -2;
for(ii=0; ii<pp-1; ii++) T[ii*(pp+1)+1] = 1;
for(ii=1; ii<pp; ii++) T[ii*(pp+1)-1] = 1;
double *Z; d_zeros(&Z, pp, pp);
double *I; d_zeros(&I, pp, pp); for(ii=0; ii<pp; ii++) I[ii*(pp+1)]=1.0; // = eye(pp);
double *Ac; d_zeros(&Ac, nx, nx);
dmcopy(pp, pp, Z, pp, Ac, nx);
dmcopy(pp, pp, T, pp, Ac+pp, nx);
dmcopy(pp, pp, I, pp, Ac+pp*nx, nx);
dmcopy(pp, pp, Z, pp, Ac+pp*(nx+1), nx);
free(T);
free(Z);
free(I);
d_zeros(&I, nu, nu); for(ii=0; ii<nu; ii++) I[ii*(nu+1)]=1.0; //I = eye(nu);
double *Bc; d_zeros(&Bc, nx, nu);
dmcopy(nu, nu, I, nu, Bc+pp, nx);
free(I);
/************************************************
* compute the discrete time system
************************************************/
double *bb; d_zeros(&bb, nx, 1);
dmcopy(nx, 1, bb, nx, b, nx);
dmcopy(nx, nx, Ac, nx, A, nx);
dscal_3l(nx2, Ts, A);
expm(nx, A);
d_zeros(&T, nx, nx);
d_zeros(&I, nx, nx); for(ii=0; ii<nx; ii++) I[ii*(nx+1)]=1.0; //I = eye(nx);
dmcopy(nx, nx, A, nx, T, nx);
daxpy_3l(nx2, -1.0, I, T);
dgemm_nn_3l(nx, nu, nx, T, nx, Bc, nx, B, nx);
free(T);
free(I);
int *ipiv = (int *) malloc(nx*sizeof(int));
dgesv_3l(nx, nu, Ac, nx, ipiv, B, nx, &info);
free(ipiv);
free(Ac);
free(Bc);
free(bb);
/************************************************
* initial state
************************************************/
if(nx==4)
{
x0[0] = 5;
x0[1] = 10;
x0[2] = 15;
x0[3] = 20;
}
else
{
int jj;
for(jj=0; jj<nx; jj++)
x0[jj] = 1;
}
}
int main()
{
// local variables
int ii, jj;
int rep, nrep=1000;
struct timeval tv0, tv1;
// problem size
int nx_ = 8; // number of states (it has to be even for the mass-spring system test problem)
int nu_ = 3; // 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 = 5; // horizon lenght
// stage-wise variant size
int nx[N+1];
#if KEEP_X0
nx[0] = nx_;
#else
nx[0] = 0;
#endif
for(ii=1; ii<=N; ii++)
nx[ii] = nx_;
// nx[N] = 0;
int nu[N+1];
for(ii=0; ii<N; ii++)
nu[ii] = nu_+2*nx[ii]/2;
// nu[N] = 0;
nu[N] = 2*nx[N]/2; // soft constraints
#if 1
int nb[N+1];
#if KEEP_X0
nb[0] = nu[0]+nx[0]/2;
#else
nb[0] = nu[0];
#endif
for(ii=1; ii<N; ii++)
nb[ii] = nu[1];//+nx[1]/2;
nb[N] = nu[N];//+nx[N]/2;
int ng[N+1];
ng[0] = 0;
for(ii=1; ii<N; ii++)
ng[ii] = 2*nx[ii]/2;
ng[N] = 2*nx[N]/2;
int ns[N+1];
ns[0] = 0;
for(ii=1; ii<N; ii++)
ns[ii] = 0;
ns[N] = 0;//nx[N]/2;
#elif 0
int nb[N+1];
nb[0] = 0;
for(ii=1; ii<N; ii++)
nb[ii] = 0;
nb[N] = 0;
int ng[N+1];
#if KEEP_X0
ng[0] = nu[0]+nx[0]/2;
#else
ng[0] = nu[0];
#endif
for(ii=1; ii<N; ii++)
ng[ii] = nu[1]+nx[1]/2;
ng[N] = nx[N]/2;
#else
int nb[N+1];
nb[0] = nu[0] + nx[0]/2;
for(ii=1; ii<N; ii++)
nb[ii] = nu[ii] + nx[ii]/2;
nb[N] = nu[N] + nx[N]/2;
int ng[N+1];
#if KEEP_X0
ng[0] = nx[0]/2;
#else
ng[0] = 0;
#endif
for(ii=1; ii<N; ii++)
ng[ii] = nx[1]/2;
ng[N] = nx[N]/2;
#endif
/************************************************
* 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(&b, nx_, 1); // states offset
double *x0; d_zeros(&x0, nx_, 1); // initial state
double Ts = 0.5; // sampling time
mass_spring_system(Ts, nx_, nu_, A, B, b, x0);
for(jj=0; jj<nx_; jj++)
b[jj] = 0.0;
for(jj=0; jj<nx_; jj++)
x0[jj] = 0;
x0[0] = 2.5;
x0[1] = 2.5;
double *b0; d_zeros(&b0, nx_, 1);
dgemv_n_3l(nx_, nx_, A, nx_, x0, b0);
daxpy_3l(nx_, 1.0, b, b0);
double *B1; d_zeros(&B1, nx[2], nu[1]);
for(jj=0; jj<nu_; jj++)
for(ii=0; ii<nx_; ii++)
B1[ii+nx_*jj] = B[ii+nx_*jj];
#if PRINT
d_print_mat(nx_, nx_, A, nx_);
d_print_mat(nx_, nu_, B, nx_);
d_print_mat(nx[2], nu[1], B1, nx[2]);
d_print_mat(1, nx_, b, 1);
d_print_mat(1, nx_, x0, 1);
d_print_mat(1, nx_, b0, 1);
#endif
/************************************************
* cost function
************************************************/
double *Q; d_zeros(&Q, nx_, nx_);
for(ii=0; ii<nx_; ii++) Q[ii*(nx_+1)] = 0.0;
double *R0; d_zeros(&R0, nu[0], nu[0]);
for(ii=0; ii<nu_; ii++) R0[ii*(nu[0]+1)] = 2.0;
double *R1; d_zeros(&R1, nu[1], nu[1]);
for(ii=0; ii<nu_; ii++) R1[ii*(nu[1]+1)] = 2.0;
for(; ii<nu[1]; ii++) R1[ii*(nu[1]+1)] = 1000.0;
double *RN; d_zeros(&RN, nu[N], nu[N]);
for(ii=0; ii<nu[N]; ii++) RN[ii*(nu[N]+1)] = 1000.0;
double *S0; d_zeros(&S0, nu[0], nx[0]);
double *S1; d_zeros(&S1, nu[1], nx[1]);
double *SN; d_zeros(&SN, nu[N], nx[N]);
double *q; d_zeros(&q, nx_, 1);
for(ii=0; ii<nx_; ii++) q[ii] = 0.0;
double *r1; d_zeros(&r1, nu[1], 1);
for(ii=0; ii<nu_; ii++) r1[ii] = 0.0;
for(; ii<nu[1]; ii++) r1[ii] = 100.0;
double *rN; d_zeros(&rN, nu[N], 1);
for(ii=0; ii<nu[N]; ii++) rN[ii] = 100.0;
double *r0; d_zeros(&r0, nu[0], 1);
// dgemv_n_3l(nu[0], nx[0], S0, nu[0], x0, r0);
// daxpy_3l(nu[0], 1.0, r1, r0);
#if 0
double *QN; d_zeros(&QN, nx_, nx_);
for(ii=0; ii<2; ii++) QN[ii*(nx_+1)] = 1e15;
for(ii=0; ii<nx_; ii++) QN[ii*(nx_+1)] += Q[ii*(nx_+1)];
double *qN; d_zeros(&qN, nx_, 1);
qN[0] = - 0.1;
qN[1] = - 0.1;
for(ii=0; ii<2; ii++) qN[ii] *= 1e15;
for(ii=0; ii<nx_; ii++) qN[ii] += q[ii];
#endif
#if PRINT
d_print_mat(nx_, nx_, Q, nx_);
d_print_mat(nu[0], nu[0], R0, nu[0]);
d_print_mat(nu[1], nu[1], R1, nu[1]);
d_print_mat(nu[N], nu[N], RN, nu[N]);
d_print_mat(nu[0], nx[0], S0, nu[0]);
d_print_mat(nu[1], nx[1], S1, nu[1]);
d_print_mat(nu[N], nx[N], SN, nu[N]);
d_print_mat(1, nx_, q, 1);
d_print_mat(1, nu[0], r0, 1);
d_print_mat(1, nu[1], r1, 1);
d_print_mat(1, nu[N], rN, 1);
// d_print_mat(nx_, nx_, QN, nx_);
// d_print_mat(1, nx_, qN, 1);
#endif
// maximum element in cost functions
double mu0 = 2.0;
/************************************************
* box & general constraints
************************************************/
int *idxb0; int_zeros(&idxb0, nb[0], 1);
double *d_lb0; d_zeros(&d_lb0, nb[0], 1);
double *d_ub0; d_zeros(&d_ub0, nb[0], 1);
double *d_lg0; d_zeros(&d_lg0, ng[0], 1);
double *d_ug0; d_zeros(&d_ug0, ng[0], 1);
for(ii=0; ii<nb[0]; ii++)
{
if(ii<nu[0]) // input
{
d_lb0[ii] = - 0.5; // umin
d_ub0[ii] = 0.5; // umax
}
else // state
{
d_lb0[ii] = - 4.0; // xmin
d_ub0[ii] = 4.0; // xmax
}
idxb0[ii] = ii;
}
for(ii=0; ii<ng[0]; ii++)
{
if(ii<nu[0]-nb[0]) // input
{
d_lg0[ii] = - 0.5; // umin
d_ug0[ii] = 0.5; // umax
}
else // state
{
d_lg0[ii] = - 4.0; // xmin
d_ug0[ii] = 4.0; // xmax
}
}
int *idxb1; int_zeros(&idxb1, nb[1], 1);
double *d_lb1; d_zeros(&d_lb1, nb[1], 1);
double *d_ub1; d_zeros(&d_ub1, nb[1], 1);
double *d_lg1; d_zeros(&d_lg1, ng[1], 1);
double *d_ug1; d_zeros(&d_ug1, ng[1], 1);
for(ii=0; ii<nb[1]; ii++)
{
if(ii<nu_) // input
{
d_lb1[ii] = - 0.5; // umin
d_ub1[ii] = 0.5; // umax
}
else if(ii<nu[1]) // input
{
d_lb1[ii] = 0.0; // umin
d_ub1[ii] = 1e12; // umax
}
else // state
{
d_lb1[ii] = - 4.0; // xmin
d_ub1[ii] = 4.0; // xmax
}
idxb1[ii] = ii;
}
for(ii=0; ii<ng[1]; ii++)
{
d_lg1[ii] = - 1.0; // xmin
d_ug1[ii] = 1e12; // xmax
}
int *idxbN; int_zeros(&idxbN, nb[N], 1);
double *d_lbN; d_zeros(&d_lbN, nb[N], 1);
double *d_ubN; d_zeros(&d_ubN, nb[N], 1);
double *d_lgN; d_zeros(&d_lgN, ng[N], 1);
double *d_ugN; d_zeros(&d_ugN, ng[N], 1);
for(ii=0; ii<nb[N]; ii++)
{
if(ii<nu[N]) // input
{
d_lbN[ii] = 0.0; // umin
d_ubN[ii] = 1e12; // umax
}
else // state
{
d_lbN[ii] = - 4.0; // xmin
d_ubN[ii] = 4.0; // xmax
}
idxbN[ii] = ii;
}
for(ii=0; ii<ng[N]; ii++)
{
d_lgN[ii] = - 1.0; // dmin
d_ugN[ii] = 1e12; // dmax
}
double *C0; d_zeros(&C0, ng[0], nx[0]);
double *D0; d_zeros(&D0, ng[0], nu[0]);
for(ii=0; ii<nu[0]-nb[0] & ii<ng[0]; ii++)
D0[ii+(nb[0]+ii)*ng[0]] = 1.0;
for(; ii<ng[0]; ii++)
C0[ii+(nb[0]+ii-nu[0])*ng[0]] = 1.0;
double *C1; d_zeros(&C1, ng[1], nx[1]);
double *D1; d_zeros(&D1, ng[1], nu[1]);
for(ii=0; ii<ng[N]; ii++)
{
D1[ii+(nu_+ii)*ng[1]] = 1.0;
}
for(ii=0; ii<ng[1]/2; ii++)
{
C1[ii+ii*ng[1]] = 1.0;
C1[ng[1]/2+ii+ii*ng[1]] = -1.0;
}
double *CN; d_zeros(&CN, ng[N], nx[N]);
double *DN; d_zeros(&DN, ng[N], nu[N]);
for(ii=0; ii<ng[N]; ii++)
{
DN[ii+ii*ng[N]] = 1.0;
}
for(ii=0; ii<ng[N]/2; ii++)
{
CN[ii+ii*ng[N]] = 1.0;
CN[ng[N]/2+ii+ii*ng[N]] = -1.0;
}
#if PRINT
// box constraints
int_print_mat(1, nb[0], idxb0, 1);
d_print_mat(1, nb[0], d_lb0, 1);
d_print_mat(1, nb[0], d_ub0, 1);
int_print_mat(1, nb[1], idxb1, 1);
d_print_mat(1, nb[1], d_lb1, 1);
d_print_mat(1, nb[1], d_ub1, 1);
int_print_mat(1, nb[N], idxbN, 1);
d_print_mat(1, nb[N], d_lbN, 1);
d_print_mat(1, nb[N], d_ubN, 1);
// general constraints
d_print_mat(1, ng[0], d_lg0, 1);
d_print_mat(1, ng[0], d_ug0, 1);
d_print_mat(ng[0], nu[0], D0, ng[0]);
d_print_mat(ng[0], nx[0], C0, ng[0]);
d_print_mat(1, ng[1], d_lg1, 1);
d_print_mat(1, ng[1], d_ug1, 1);
d_print_mat(ng[1], nu[1], D1, ng[1]);
d_print_mat(ng[1], nx[1], C1, ng[1]);
d_print_mat(1, ng[N], d_lgN, 1);
d_print_mat(1, ng[N], d_ugN, 1);
d_print_mat(ng[N], nu[N], DN, ng[N]);
d_print_mat(ng[N], nx[N], CN, ng[N]);
#endif
// return 0;
/************************************************
* soft constraints
************************************************/
double *Zl0; d_zeros(&Zl0, ns[0], 1);
for(ii=0; ii<ns[0]; ii++)
Zl0[ii] = 1e3;
double *Zu0; d_zeros(&Zu0, ns[0], 1);
for(ii=0; ii<ns[0]; ii++)
Zu0[ii] = 1e3;
double *zl0; d_zeros(&zl0, ns[0], 1);
for(ii=0; ii<ns[0]; ii++)
zl0[ii] = 1e2;
double *zu0; d_zeros(&zu0, ns[0], 1);
for(ii=0; ii<ns[0]; ii++)
zu0[ii] = 1e2;
int *idxs0; int_zeros(&idxs0, ns[0], 1);
for(ii=0; ii<ns[0]; ii++)
idxs0[ii] = nu[0]+ii;
double *Zl1; d_zeros(&Zl1, ns[1], 1);
for(ii=0; ii<ns[1]; ii++)
Zl1[ii] = 1e3;
double *Zu1; d_zeros(&Zu1, ns[1], 1);
for(ii=0; ii<ns[1]; ii++)
Zu1[ii] = 1e3;
double *zl1; d_zeros(&zl1, ns[1], 1);
for(ii=0; ii<ns[1]; ii++)
zl1[ii] = 1e2;
double *zu1; d_zeros(&zu1, ns[1], 1);
for(ii=0; ii<ns[1]; ii++)
zu1[ii] = 1e2;
int *idxs1; int_zeros(&idxs1, ns[1], 1);
for(ii=0; ii<ns[1]; ii++)
idxs1[ii] = nu[1]+ii;
double *ZlN; d_zeros(&ZlN, ns[N], 1);
for(ii=0; ii<ns[N]; ii++)
ZlN[ii] = 1e3;
double *ZuN; d_zeros(&ZuN, ns[N], 1);
for(ii=0; ii<ns[N]; ii++)
ZuN[ii] = 1e3;
double *zlN; d_zeros(&zlN, ns[N], 1);
for(ii=0; ii<ns[N]; ii++)
zlN[ii] = 1e2;
double *zuN; d_zeros(&zuN, ns[N], 1);
for(ii=0; ii<ns[N]; ii++)
zuN[ii] = 1e2;
int *idxsN; int_zeros(&idxsN, ns[N], 1);
for(ii=0; ii<ns[N]; ii++)
idxsN[ii] = nu[N]+ii;
/************************************************
* array of matrices
************************************************/
double *hA[N];
double *hB[N];
double *hb[N];
double *hQ[N+1];
double *hS[N+1];
double *hR[N+1];
double *hq[N+1];
double *hr[N+1];
double *hd_lb[N+1];
double *hd_ub[N+1];
double *hd_lg[N+1];
double *hd_ug[N+1];
double *hC[N+1];
double *hD[N+1];
int *hidxb[N+1];
double *hZl[N+1];
double *hZu[N+1];
double *hzl[N+1];
double *hzu[N+1];
int *hidxs[N+1]; // XXX
hA[0] = A;
hB[0] = B;
hb[0] = b0;
hQ[0] = Q;
hS[0] = S0;
hR[0] = R0;
hq[0] = q;
hr[0] = r0;
hidxb[0] = idxb0;
hd_lb[0] = d_lb0;
hd_ub[0] = d_ub0;
hd_lg[0] = d_lg0;
hd_ug[0] = d_ug0;
hC[0] = C0;
hD[0] = D0;
hZl[0] = Zl0;
hZu[0] = Zu0;
hzl[0] = zl0;
hzu[0] = zu0;
hidxs[0] = idxs0;
for(ii=1; ii<N; ii++)
{
hA[ii] = A;
hB[ii] = B1;
hb[ii] = b;
hQ[ii] = Q;
hS[ii] = S1;
hR[ii] = R1;
hq[ii] = q;
hr[ii] = r1;
hidxb[ii] = idxb1;
hd_lb[ii] = d_lb1;
hd_ub[ii] = d_ub1;
hd_lg[ii] = d_lg1;
hd_ug[ii] = d_ug1;
hC[ii] = C1;
hD[ii] = D1;
hZl[ii] = Zl1;
hZu[ii] = Zu1;
hzl[ii] = zl1;
hzu[ii] = zu1;
hidxs[ii] = idxs1;
}
hQ[N] = Q;
hS[N] = SN;
hR[N] = RN;
hq[N] = q;
hr[N] = rN;
hidxb[N] = idxbN;
hd_lb[N] = d_lbN;
hd_ub[N] = d_ubN;
hd_lg[N] = d_lgN;
hd_ug[N] = d_ugN;
hC[N] = CN;
hD[N] = DN;
hZl[N] = ZlN;
hZu[N] = ZuN;
hzl[N] = zlN;
hzu[N] = zuN;
hidxs[N] = idxsN;
/************************************************
* ocp qp
************************************************/
hpipm_size_t qp_size = d_memsize_ocp_qp(N, nx, nu, nb, ng, ns);
printf("\nqp size = %d\n", qp_size);
void *qp_mem = malloc(qp_size);
struct d_ocp_qp qp;
d_create_ocp_qp(N, nx, nu, nb, ng, ns, &qp, qp_mem);
d_cvt_colmaj_to_ocp_qp(hA, hB, hb, hQ, hS, hR, hq, hr, hidxb, hd_lb, hd_ub, hC, hD, hd_lg, hd_ug, hZl, hZu, hzl, hzu, hidxs, &qp);
#if 0
printf("\nN = %d\n", qp.N);
for(ii=0; ii<N; ii++)
d_print_strmat(qp.nu[ii]+qp.nx[ii]+1, qp.nx[ii+1], qp.BAbt+ii, 0, 0);
for(ii=0; ii<N; ii++)
blasfeo_print_tran_dvec(qp.nx[ii+1], qp.b+ii, 0);
for(ii=0; ii<=N; ii++)
d_print_strmat(qp.nu[ii]+qp.nx[ii]+1, qp.nu[ii]+qp.nx[ii], qp.RSQrq+ii, 0, 0);
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(qp.nu[ii]+qp.nx[ii], qp.rq+ii, 0);
for(ii=0; ii<=N; ii++)
int_print_mat(1, nb[ii], qp.idxb[ii], 1);
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(qp.nb[ii], qp.d_lb+ii, 0);
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(qp.nb[ii], qp.d_ub+ii, 0);
for(ii=0; ii<=N; ii++)
d_print_strmat(qp.nu[ii]+qp.nx[ii], qp.ng[ii], qp.DCt+ii, 0, 0);
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(qp.ng[ii], qp.d_lg+ii, 0);
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(qp.ng[ii], qp.d_ug+ii, 0);
return;
#endif
/************************************************
* ocp qp sol
************************************************/
hpipm_size_t qp_sol_size = d_memsize_ocp_qp_sol(N, nx, nu, nb, ng, ns);
printf("\nqp sol size = %d\n", qp_sol_size);
void *qp_sol_mem = malloc(qp_sol_size);
struct d_ocp_qp_sol qp_sol;
d_create_ocp_qp_sol(N, nx, nu, nb, ng, ns, &qp_sol, qp_sol_mem);
/************************************************
* ipm
************************************************/
struct d_ipm_ocp_qp_arg arg;
arg.alpha_min = 1e-8;
arg.mu_max = 1e-12;
arg.iter_max = 20;
arg.mu0 = 100.0;
hpipm_size_t ipm_size = d_memsize_ipm_ocp_qp(&qp, &arg);
printf("\nipm size = %d\n", ipm_size);
void *ipm_mem = malloc(ipm_size);
struct d_ipm_ocp_qp_workspace workspace;
d_create_ipm_ocp_qp(&qp, &arg, &workspace, ipm_mem);
int hpipm_return; // 0 normal; 1 max iter
gettimeofday(&tv0, NULL); // start
for(rep=0; rep<nrep; rep++)
{
// hpipm_return = d_solve_ipm_ocp_qp(&qp, &qp_sol, &workspace);
hpipm_return = d_solve_ipm2_ocp_qp(&qp, &qp_sol, &workspace);
}
gettimeofday(&tv1, NULL); // stop
double time_ocp_ipm = (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6);
/************************************************
* extract and print solution
************************************************/
double *u[N+1]; for(ii=0; ii<=N; ii++) d_zeros(u+ii, nu[ii], 1);
double *x[N+1]; for(ii=0; ii<=N; ii++) d_zeros(x+ii, nx[ii], 1);
double *ls[N+1]; for(ii=0; ii<=N; ii++) d_zeros(ls+ii, ns[ii], 1);
double *us[N+1]; for(ii=0; ii<=N; ii++) d_zeros(us+ii, ns[ii], 1);
double *pi[N]; for(ii=0; ii<N; ii++) d_zeros(pi+ii, nx[ii+1], 1);
double *lam_lb[N+1]; for(ii=0; ii<=N; ii++) d_zeros(lam_lb+ii, nb[ii], 1);
double *lam_ub[N+1]; for(ii=0; ii<=N; ii++) d_zeros(lam_ub+ii, nb[ii], 1);
double *lam_lg[N+1]; for(ii=0; ii<=N; ii++) d_zeros(lam_lg+ii, ng[ii], 1);
double *lam_ug[N+1]; for(ii=0; ii<=N; ii++) d_zeros(lam_ug+ii, ng[ii], 1);
double *lam_ls[N+1]; for(ii=0; ii<=N; ii++) d_zeros(lam_ls+ii, ns[ii], 1);
double *lam_us[N+1]; for(ii=0; ii<=N; ii++) d_zeros(lam_us+ii, ns[ii], 1);
d_cvt_ocp_qp_sol_to_colmaj(&qp, &qp_sol, u, x, ls, us, pi, lam_lb, lam_ub, lam_lg, lam_ug, lam_ls, lam_us);
#if 1
printf("\nsolution\n\n");
printf("\nu\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nu[ii], u[ii], 1);
printf("\nx\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nx[ii], x[ii], 1);
printf("\nls\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, ns[ii], ls[ii], 1);
printf("\nus\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, ns[ii], us[ii], 1);
printf("\npi\n");
for(ii=0; ii<N; ii++)
d_print_mat(1, nx[ii+1], pi[ii], 1);
printf("\nlam_lb\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nb[ii], lam_lb[ii], 1);
printf("\nlam_ub\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nb[ii], lam_ub[ii], 1);
printf("\nlam_lg\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, ng[ii], lam_lg[ii], 1);
printf("\nlam_ug\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, ng[ii], lam_ug[ii], 1);
printf("\nlam_ls\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, ns[ii], lam_ls[ii], 1);
printf("\nlam_us\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, ns[ii], lam_us[ii], 1);
printf("\nt_lb\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nb[ii], (qp_sol.t+ii)->pa, 1);
printf("\nt_ub\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nb[ii], (qp_sol.t+ii)->pa+nb[ii]+ng[ii], 1);
printf("\nt_lg\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, ng[ii], (qp_sol.t+ii)->pa+nb[ii], 1);
printf("\nt_ug\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, ng[ii], (qp_sol.t+ii)->pa+2*nb[ii]+ng[ii], 1);
printf("\nt_ls\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, ns[ii], (qp_sol.t+ii)->pa+2*nb[ii]+2*ng[ii], 1);
printf("\nt_us\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, ns[ii], (qp_sol.t+ii)->pa+2*nb[ii]+2*ng[ii]+ns[ii], 1);
#endif
/************************************************
* extract and print residuals
************************************************/
double *res_r[N+1]; for(ii=0; ii<=N; ii++) d_zeros(res_r+ii, nu[ii], 1);
double *res_q[N+1]; for(ii=0; ii<=N; ii++) d_zeros(res_q+ii, nx[ii], 1);
double *res_ls[N+1]; for(ii=0; ii<=N; ii++) d_zeros(res_ls+ii, ns[ii], 1);
double *res_us[N+1]; for(ii=0; ii<=N; ii++) d_zeros(res_us+ii, ns[ii], 1);
double *res_b[N]; for(ii=0; ii<N; ii++) d_zeros(res_b+ii, nx[ii+1], 1);
double *res_d_lb[N+1]; for(ii=0; ii<=N; ii++) d_zeros(res_d_lb+ii, nb[ii], 1);
double *res_d_ub[N+1]; for(ii=0; ii<=N; ii++) d_zeros(res_d_ub+ii, nb[ii], 1);
double *res_d_lg[N+1]; for(ii=0; ii<=N; ii++) d_zeros(res_d_lg+ii, ng[ii], 1);
double *res_d_ug[N+1]; for(ii=0; ii<=N; ii++) d_zeros(res_d_ug+ii, ng[ii], 1);
double *res_d_ls[N+1]; for(ii=0; ii<=N; ii++) d_zeros(res_d_ls+ii, ns[ii], 1);
double *res_d_us[N+1]; for(ii=0; ii<=N; ii++) d_zeros(res_d_us+ii, ns[ii], 1);
double *res_m_lb[N+1]; for(ii=0; ii<=N; ii++) d_zeros(res_m_lb+ii, nb[ii], 1);
double *res_m_ub[N+1]; for(ii=0; ii<=N; ii++) d_zeros(res_m_ub+ii, nb[ii], 1);
double *res_m_lg[N+1]; for(ii=0; ii<=N; ii++) d_zeros(res_m_lg+ii, ng[ii], 1);
double *res_m_ug[N+1]; for(ii=0; ii<=N; ii++) d_zeros(res_m_ug+ii, ng[ii], 1);
double *res_m_ls[N+1]; for(ii=0; ii<=N; ii++) d_zeros(res_m_ls+ii, ns[ii], 1);
double *res_m_us[N+1]; for(ii=0; ii<=N; ii++) d_zeros(res_m_us+ii, ns[ii], 1);
d_cvt_ocp_qp_res_to_colmaj(&qp, &workspace.res_workspace, res_r, res_q, res_ls, res_us, res_b, res_d_lb, res_d_ub, res_d_lg, res_d_ug, res_d_ls, res_d_us, res_m_lb, res_m_ub, res_m_lg, res_m_ug, res_m_ls, res_m_us);
#if 1
printf("\nresiduals\n\n");
printf("\nres_r\n");
for(ii=0; ii<=N; ii++)
d_print_exp_mat(1, nu[ii], res_r[ii], 1);
printf("\nres_q\n");
for(ii=0; ii<=N; ii++)
d_print_exp_mat(1, nx[ii], res_q[ii], 1);
printf("\nres_ls\n");
for(ii=0; ii<=N; ii++)
d_print_exp_mat(1, ns[ii], res_ls[ii], 1);
printf("\nres_us\n");
for(ii=0; ii<=N; ii++)
d_print_exp_mat(1, ns[ii], res_us[ii], 1);
printf("\nres_b\n");
for(ii=0; ii<N; ii++)
d_print_exp_mat(1, nx[ii+1], res_b[ii], 1);
printf("\nres_d_lb\n");
for(ii=0; ii<=N; ii++)
d_print_exp_mat(1, nb[ii], res_d_lb[ii], 1);
printf("\nres_d_ub\n");
for(ii=0; ii<=N; ii++)
d_print_exp_mat(1, nb[ii], res_d_ub[ii], 1);
printf("\nres_d_lg\n");
for(ii=0; ii<=N; ii++)
d_print_exp_mat(1, ng[ii], res_d_lg[ii], 1);
printf("\nres_d_ug\n");
for(ii=0; ii<=N; ii++)
d_print_exp_mat(1, ng[ii], res_d_ug[ii], 1);
printf("\nres_d_ls\n");
for(ii=0; ii<=N; ii++)
d_print_exp_mat(1, ns[ii], res_d_ls[ii], 1);
printf("\nres_d_us\n");
for(ii=0; ii<=N; ii++)
d_print_exp_mat(1, ns[ii], res_d_us[ii], 1);
printf("\nres_m_lb\n");
for(ii=0; ii<=N; ii++)
d_print_exp_mat(1, nb[ii], res_m_lb[ii], 1);
printf("\nres_m_ub\n");
for(ii=0; ii<=N; ii++)
d_print_exp_mat(1, nb[ii], res_m_ub[ii], 1);
printf("\nres_m_lg\n");
for(ii=0; ii<=N; ii++)
d_print_exp_mat(1, ng[ii], res_m_lg[ii], 1);
printf("\nres_m_ug\n");
for(ii=0; ii<=N; ii++)
d_print_exp_mat(1, ng[ii], res_m_ug[ii], 1);
printf("\nres_m_ls\n");
for(ii=0; ii<=N; ii++)
d_print_exp_mat(1, ns[ii], res_m_ls[ii], 1);
printf("\nres_m_us\n");
for(ii=0; ii<=N; ii++)
d_print_exp_mat(1, ns[ii], res_m_us[ii], 1);
#endif
/************************************************
* print ipm statistics
************************************************/
printf("\nipm return = %d\n", hpipm_return);
printf("\nipm iter = %d\n", workspace.iter);
printf("\nalpha_aff\tmu_aff\t\tsigma\t\talpha\t\tmu\n");
d_print_exp_tran_mat(5, workspace.iter, workspace.stat, 5);
printf("\nocp ipm time = %e [s]\n\n", time_ocp_ipm);
/************************************************
* free memory
************************************************/
d_free(A);
d_free(B);
d_free(B1);
d_free(b);
d_free(x0);
d_free(Q);
// d_free(QN);
d_free(R0);
d_free(R1);