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test_d_ocp_phase_I.c
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test_d_ocp_phase_I.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_dim.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;
// 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 = 8; // 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_;
nu[N] = 0;
int nbu[N+1];
for (ii=0; ii<N; ii++)
nbu[ii] = nu[ii];
nbu[N] = 0;
#if 1
int nbx[N+1];
#if KEEP_X0
nbx[0] = nx[0]/2;
#else
nbx[0] = 0;
#endif
for(ii=1; ii<=N; ii++)
nbx[ii] = nx[ii]/2;
int nb[N+1];
for (ii=0; ii<=N; ii++)
nb[ii] = nbu[ii]+nbx[ii];
int ng[N+1];
ng[0] = 0;
for(ii=1; ii<N; ii++)
ng[ii] = 0;
ng[N] = 0;
int nsbx[N+1];
nsbx[0] = 0;
for(ii=1; ii<N; ii++)
nsbx[ii] = nx[ii]/2;
nsbx[N] = nx[N]/2;
int nsbu[N+1];
for(ii=0; ii<=N; ii++)
nsbu[ii] = 0;
int nsg[N+1];
for(ii=0; ii<=N; ii++)
nsg[ii] = 0;
int ns[N+1];
for(ii=0; ii<=N; ii++)
ns[ii] = nsbx[ii] + nsbu[ii] + nsg[ii];
#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);
#if PRINT
d_print_mat(nx_, nx_, A, nx_);
d_print_mat(nx_, nu_, B, nu_);
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 *R; d_zeros(&R, nu_, nu_);
for(ii=0; ii<nu_; ii++) R[ii*(nu_+1)] = 1e-12;//0.0;
double *S; d_zeros(&S, nu_, nx_);
double *q; d_zeros(&q, nx_, 1);
for(ii=0; ii<nx_; ii++) q[ii] = 0.0;
double *r; d_zeros(&r, nu_, 1);
for(ii=0; ii<nu_; ii++) r[ii] = 0.0;
double *r0; d_zeros(&r0, nu_, 1);
dgemv_n_3l(nu_, nx_, S, nu_, x0, r0);
daxpy_3l(nu_, 1.0, r, 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_, nu_, R, nu_);
d_print_mat(nu_, nx_, S, nu_);
d_print_mat(1, nx_, q, 1);
d_print_mat(1, nu_, r, 1);
d_print_mat(1, nu_, r0, 1);
// d_print_mat(nx_, nx_, QN, nx_);
// d_print_mat(1, nx_, qN, 1);
#endif
// maximum element in cost functions
double mu0;
if(ns[1]>0 | ns[N]>0)
mu0 = 1000.0;
else
mu0 = 2.0;
/************************************************
* box & general constraints
************************************************/
int *idxbx0; int_zeros(&idxbx0, nbx[0], 1);
double *d_lbx0; d_zeros(&d_lbx0, nbx[0], 1);
double *d_ubx0; d_zeros(&d_ubx0, nbx[0], 1);
int *idxbu0; int_zeros(&idxbu0, nbu[0], 1);
double *d_lbu0; d_zeros(&d_lbu0, nbu[0], 1);
double *d_ubu0; d_zeros(&d_ubu0, nbu[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<nbu[0]; ii++)
{
d_lbu0[ii] = - 0.5; // umin
d_ubu0[ii] = 0.5; // umax
idxbu0[ii] = ii;
}
for(ii=0; ii<nbx[0]; ii++)
{
d_lbx0[ii] = - 4.0; // xmin
d_ubx0[ii] = 4.0; // xmax
idxbx0[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 *idxbx1; int_zeros(&idxbx1, nbx[1], 1);
double *d_lbx1; d_zeros(&d_lbx1, nbx[1], 1);
double *d_ubx1; d_zeros(&d_ubx1, nbx[1], 1);
int *idxbu1; int_zeros(&idxbu1, nbu[1], 1);
double *d_lbu1; d_zeros(&d_lbu1, nbu[1], 1);
double *d_ubu1; d_zeros(&d_ubu1, nbu[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<nbu[1]; ii++)
{
d_lbu1[ii] = - 0.5; // umin
d_ubu1[ii] = 0.5; // umax
idxbu1[ii] = ii;
}
for(ii=0; ii<nbx[1]; ii++)
{
d_lbx1[ii] = - 1.0; // xmin
d_ubx1[ii] = 1.0; // xmax
idxbx1[ii] = ii;
}
for(ii=0; ii<ng[1]; ii++)
{
if(ii<nu[1]-nb[1]) // input
{
d_lg1[ii] = - 0.5; // umin
d_ug1[ii] = 0.5; // umax
}
else // state
{
d_lg1[ii] = - 4.0; // xmin
d_ug1[ii] = 4.0; // xmax
}
}
int *idxbxN; int_zeros(&idxbxN, nbx[N], 1);
double *d_lbxN; d_zeros(&d_lbxN, nbx[N], 1);
double *d_ubxN; d_zeros(&d_ubxN, nbx[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<nbx[N]; ii++)
{
d_lbxN[ii] = - 1.0; // xmin
d_ubxN[ii] = 1.0; // xmax
idxbxN[ii] = ii;
}
for(ii=0; ii<ng[N]; ii++)
{
d_lgN[ii] = - 4.0; // dmin
d_ugN[ii] = 4.0; // 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<nu[1]-nb[1] & ii<ng[1]; ii++)
D1[ii+(nb[1]+ii)*ng[1]] = 1.0;
for(; ii<ng[1]; ii++)
C1[ii+(nb[1]+ii-nu[1])*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<nu[N]-nb[N] & ii<ng[N]; ii++)
DN[ii+(nb[N]+ii)*ng[N]] = 1.0;
for(; ii<ng[N]; ii++)
CN[ii+(nb[N]+ii-nu[N])*ng[N]] = 1.0;
#if PRINT
// box constraints
int_print_mat(1, nbx[0], idxbx0, 1);
d_print_mat(1, nbx[0], d_lbx0, 1);
d_print_mat(1, nbx[0], d_ubx0, 1);
int_print_mat(1, nbu[0], idxbu0, 1);
d_print_mat(1, nbu[0], d_lbu0, 1);
d_print_mat(1, nbu[0], d_ubu0, 1);
int_print_mat(1, nbx[1], idxbx1, 1);
d_print_mat(1, nbx[1], d_lbx1, 1);
d_print_mat(1, nbx[1], d_ubx1, 1);
int_print_mat(1, nbu[1], idxbu1, 1);
d_print_mat(1, nbu[1], d_lbu1, 1);
d_print_mat(1, nbu[1], d_ubu1, 1);
int_print_mat(1, nbx[N], idxbxN, 1);
d_print_mat(1, nbx[N], d_lbxN, 1);
d_print_mat(1, nbx[N], d_ubxN, 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
/************************************************
* soft constraints
************************************************/
double *Zl0; d_zeros(&Zl0, ns[0], 1);
for(ii=0; ii<ns[0]; ii++)
Zl0[ii] = 0e3;
double *Zu0; d_zeros(&Zu0, ns[0], 1);
for(ii=0; ii<ns[0]; ii++)
Zu0[ii] = 0e3;
double *zl0; d_zeros(&zl0, ns[0], 1);
for(ii=0; ii<ns[0]; ii++)
zl0[ii] = 1e0;
double *zu0; d_zeros(&zu0, ns[0], 1);
for(ii=0; ii<ns[0]; ii++)
zu0[ii] = 1e0;
int *idxs0; int_zeros(&idxs0, ns[0], 1);
for(ii=0; ii<ns[0]; ii++)
idxs0[ii] = nu[0]+ii;
double *d_ls0; d_zeros(&d_ls0, ns[0], 1);
for(ii=0; ii<ns[0]; ii++)
d_ls0[ii] = -0.0;
double *d_us0; d_zeros(&d_us0, ns[0], 1);
for(ii=0; ii<ns[0]; ii++)
d_us0[ii] = 0.0;
double *Zl1; d_zeros(&Zl1, ns[1], 1);
for(ii=0; ii<ns[1]; ii++)
Zl1[ii] = 0e3;
double *Zu1; d_zeros(&Zu1, ns[1], 1);
for(ii=0; ii<ns[1]; ii++)
Zu1[ii] = 0e3;
double *zl1; d_zeros(&zl1, ns[1], 1);
for(ii=0; ii<ns[1]; ii++)
zl1[ii] = 1e0;
double *zu1; d_zeros(&zu1, ns[1], 1);
for(ii=0; ii<ns[1]; ii++)
zu1[ii] = 1e0;
int *idxs1; int_zeros(&idxs1, ns[1], 1);
for(ii=0; ii<ns[1]; ii++)
idxs1[ii] = nu[1]+ii;
double *d_ls1; d_zeros(&d_ls1, ns[1], 1);
for(ii=0; ii<ns[1]; ii++)
d_ls1[ii] = -0.0;
double *d_us1; d_zeros(&d_us1, ns[1], 1);
for(ii=0; ii<ns[1]; ii++)
d_us1[ii] = 0.0;
double *ZlN; d_zeros(&ZlN, ns[N], 1);
for(ii=0; ii<ns[N]; ii++)
ZlN[ii] = 0e3;
double *ZuN; d_zeros(&ZuN, ns[N], 1);
for(ii=0; ii<ns[N]; ii++)
ZuN[ii] = 0e3;
double *zlN; d_zeros(&zlN, ns[N], 1);
for(ii=0; ii<ns[N]; ii++)
zlN[ii] = 1e0;
double *zuN; d_zeros(&zuN, ns[N], 1);
for(ii=0; ii<ns[N]; ii++)
zuN[ii] = 1e0;
int *idxsN; int_zeros(&idxsN, ns[N], 1);
for(ii=0; ii<ns[N]; ii++)
idxsN[ii] = nu[N]+ii;
double *d_lsN; d_zeros(&d_lsN, ns[N], 1);
for(ii=0; ii<ns[N]; ii++)
d_lsN[ii] = -0.0;
double *d_usN; d_zeros(&d_usN, ns[N], 1);
for(ii=0; ii<ns[N]; ii++)
d_usN[ii] = 0.0;
#if 1
// soft constraints
int_print_mat(1, ns[0], idxs0, 1);
d_print_mat(1, ns[0], Zl0, 1);
d_print_mat(1, ns[0], Zu0, 1);
d_print_mat(1, ns[0], zl0, 1);
d_print_mat(1, ns[0], zu0, 1);
d_print_mat(1, ns[0], d_ls0, 1);
d_print_mat(1, ns[0], d_us0, 1);
int_print_mat(1, ns[1], idxs1, 1);
d_print_mat(1, ns[1], Zl1, 1);
d_print_mat(1, ns[1], Zu1, 1);
d_print_mat(1, ns[1], zl1, 1);
d_print_mat(1, ns[1], zu1, 1);
d_print_mat(1, ns[1], d_ls1, 1);
d_print_mat(1, ns[1], d_us1, 1);
int_print_mat(1, ns[N], idxsN, 1);
d_print_mat(1, ns[N], ZlN, 1);
d_print_mat(1, ns[N], ZuN, 1);
d_print_mat(1, ns[N], zlN, 1);
d_print_mat(1, ns[N], zuN, 1);
d_print_mat(1, ns[N], d_lsN, 1);
d_print_mat(1, ns[N], d_usN, 1);
#endif
/************************************************
* 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];
int *hidxbx[N+1];
double *hd_lbx[N+1];
double *hd_ubx[N+1];
int *hidxbu[N+1];
double *hd_lbu[N+1];
double *hd_ubu[N+1];
double *hC[N+1];
double *hD[N+1];
double *hd_lg[N+1];
double *hd_ug[N+1];
double *hZl[N+1];
double *hZu[N+1];
double *hzl[N+1];
double *hzu[N+1];
int *hidxs[N+1]; // XXX
double *hd_ls[N+1];
double *hd_us[N+1];
hA[0] = A;
hB[0] = B;
hb[0] = b0;
hQ[0] = Q;
hS[0] = S;
hR[0] = R;
hq[0] = q;
hr[0] = r0;
hidxbx[0] = idxbx0;
hd_lbx[0] = d_lbx0;
hd_ubx[0] = d_ubx0;
hidxbu[0] = idxbu0;
hd_lbu[0] = d_lbu0;
hd_ubu[0] = d_ubu0;
hC[0] = C0;
hD[0] = D0;
hd_lg[0] = d_lg0;
hd_ug[0] = d_ug0;
hZl[0] = Zl0;
hZu[0] = Zu0;
hzl[0] = zl0;
hzu[0] = zu0;
hidxs[0] = idxs0;
hd_ls[0] = d_ls0;
hd_us[0] = d_us0;
for(ii=1; ii<N; ii++)
{
hA[ii] = A;
hB[ii] = B;
hb[ii] = b;
hQ[ii] = Q;
hS[ii] = S;
hR[ii] = R;
hq[ii] = q;
hr[ii] = r;
hidxbx[ii] = idxbx1;
hd_lbx[ii] = d_lbx1;
hd_ubx[ii] = d_ubx1;
hidxbu[ii] = idxbu1;
hd_lbu[ii] = d_lbu1;
hd_ubu[ii] = d_ubu1;
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;
hd_ls[ii] = d_ls1;
hd_us[ii] = d_us1;
}
hQ[N] = Q;
hS[N] = S;
hR[N] = R;
hq[N] = q;
hr[N] = r;
hidxbx[N] = idxbxN;
hd_lbx[N] = d_lbxN;
hd_ubx[N] = d_ubxN;
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;
hd_ls[N] = d_lsN;
hd_us[N] = d_usN;
/************************************************
* ocp qp dim
************************************************/
hpipm_size_t dim_size = d_ocp_qp_dim_memsize(N);
printf("\ndim size = %d\n", dim_size);
void *dim_mem = malloc(dim_size);
struct d_ocp_qp_dim dim;
d_ocp_qp_dim_create(N, &dim, dim_mem);
d_ocp_qp_dim_set_all(nx, nu, nbx, nbu, ng, nsbx, nsbu, nsg, &dim);
/************************************************
* ocp qp
************************************************/
hpipm_size_t qp_size = d_ocp_qp_memsize(&dim);
printf("\nqp size = %d\n", qp_size);
void *qp_mem = malloc(qp_size);
struct d_ocp_qp qp;
d_ocp_qp_create(&dim, &qp, qp_mem);
d_ocp_qp_set_all(hA, hB, hb, hQ, hS, hR, hq, hr, hidxbx, hd_lbx, hd_ubx, hidxbu, hd_lbu, hd_ubu, hC, hD, hd_lg, hd_ug, hZl, hZu, hzl, hzu, hidxs, hd_ls, hd_us, &qp);
#if 0
printf("\nN = %d\n", qp.dim->N);
for(ii=0; ii<N; ii++)
d_print_strmat(qp.dim->nu[ii]+qp.dim->nx[ii]+1, qp.dim->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_ocp_qp_sol_memsize(&dim);
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_ocp_qp_sol_create(&dim, &qp_sol, qp_sol_mem);
/************************************************
* ipm arg
************************************************/
hpipm_size_t ipm_arg_size = d_ocp_qp_ipm_arg_memsize(&dim);
void *ipm_arg_mem = malloc(ipm_arg_size);
struct d_ocp_qp_ipm_arg arg;
d_ocp_qp_ipm_arg_create(&dim, &arg, ipm_arg_mem);
// enum hpipm_mode mode = SPEED_ABS;
enum hpipm_mode mode = SPEED;
// enum hpipm_mode mode = BALANCE;
// enum hpipm_mode mode = ROBUST;
d_ocp_qp_ipm_arg_set_default(mode, &arg);
int iter_max = 20;
double alpha_min = 1e-8;
double tol_stat = 1e-8;
double tol_eq = 1e-12;
double tol_ineq = 1e-12;
double tol_comp = 1e-12;
double reg_prim = 1e-12;
int warm_start = 0;
int pred_corr = 1;
int ric_alg = 1;
d_ocp_qp_ipm_arg_set_mu0(&mu0, &arg);
d_ocp_qp_ipm_arg_set_iter_max(&iter_max, &arg);
d_ocp_qp_ipm_arg_set_alpha_min(&alpha_min, &arg);
d_ocp_qp_ipm_arg_set_tol_stat(&tol_stat, &arg);
d_ocp_qp_ipm_arg_set_tol_eq(&tol_eq, &arg);
d_ocp_qp_ipm_arg_set_tol_ineq(&tol_ineq, &arg);
d_ocp_qp_ipm_arg_set_tol_comp(&tol_comp, &arg);
d_ocp_qp_ipm_arg_set_reg_prim(®_prim, &arg);
d_ocp_qp_ipm_arg_set_warm_start(&warm_start, &arg);
d_ocp_qp_ipm_arg_set_pred_corr(&pred_corr, &arg);
d_ocp_qp_ipm_arg_set_ric_alg(&ric_alg, &arg);
/************************************************
* ipm
************************************************/
hpipm_size_t ipm_size = d_ocp_qp_ipm_ws_memsize(&dim, &arg);
printf("\nipm size = %d\n", ipm_size);
void *ipm_mem = malloc(ipm_size);
struct d_ocp_qp_ipm_ws workspace;
d_ocp_qp_ipm_ws_create(&dim, &arg, &workspace, ipm_mem);
int hpipm_status; // 0 normal; 1 max iter
int rep, nrep=1;
struct timeval tv0, tv1;
/************************************************
* solve phase I
************************************************/
gettimeofday(&tv0, NULL); // start
for(rep=0; rep<nrep; rep++)
{
d_ocp_qp_ipm_solve(&qp, &qp_sol, &arg, &workspace);
d_ocp_qp_ipm_get_status(&workspace, &hpipm_status);
}
gettimeofday(&tv1, NULL); // stop
double time_ocp_ipm_phase_I = (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_ocp_qp_sol_get_all(&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
/************************************************
* print ipm statistics
************************************************/