alpaqa
0.0.1
Nonconvex constrained optimization
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Utilities for loading external problems, such as problems from the CUTEst test problems or functions exported by CasADi.
Classes | |
class | CasADiFunctionEvaluator< N_in, N_out > |
Class for evaluating CasADi functions, allocating the necessary workspace storage in advance for allocation-free evaluations. More... | |
class | CasADiFun_1Vi1So |
Wrapper for CasADiFunctionEvaluator with 1 vector input, scalar output. More... | |
class | CasADiFun_2Vi1So |
Wrapper for CasADiFunctionEvaluator with 2 vector inputs, scalar output. More... | |
class | CasADiFun_1Vi1Vo |
Wrapper for CasADiFunctionEvaluator with 1 vector input, 1 vector output. More... | |
class | CasADiFun_2Vi1Vo |
Wrapper for CasADiFunctionEvaluator with 2 vector inputs, 1 vector output. More... | |
class | CasADiFun_2Vi1Mo |
Wrapper for CasADiFunctionEvaluator with 2 vector inputs, 1 matrix output. More... | |
class | CasADiFun_3Vi1Mo |
Wrapper for CasADiFunctionEvaluator with 3 vector inputs, 1 matrix output. More... | |
class | CasADiFun_3Vi1Vo |
Wrapper for CasADiFunctionEvaluator with 3 vector inputs, 1 vector output. More... | |
class | CasADiFun_4Vi1Vo |
Wrapper for CasADiFunctionEvaluator with 4 vector inputs, 1 vector output. More... | |
class | CUTEstProblem |
Wrapper for CUTEst problems loaded from an external shared library. More... | |
Functions | |
alpaqa::Problem | load_CasADi_problem (const std::string &filename, unsigned n=0, unsigned m=0, bool second_order=false) |
Load a problem generated by CasADi (without parameters). More... | |
ProblemWithParam | load_CasADi_problem_with_param (const std::string &filename, unsigned n=0, unsigned m=0, unsigned p=0, bool second_order=false) |
Load a problem generated by CasADi (with parameters). More... | |
alpaqa::Problem load_CasADi_problem | ( | const std::string & | filename, |
unsigned | n = 0 , |
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unsigned | m = 0 , |
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bool | second_order = false |
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) |
Load a problem generated by CasADi (without parameters).
filename | Filename of the shared library to load the functions from. |
n | Number of decision variables ( \( x \in \mathbb{R}^n \)). |
m | Number of general constraints ( \( g(x) \in \mathbb{R}^m \)). |
second_order | Load the additional functions required for second-order PANOC. |
The file should contain functions with the names f
, grad_f
, g
and grad_g
. These functions evaluate the objective function, its gradient, the constraints, and the constraint gradient times a vector respecitvely. If second_order
is true, additional functions hess_L
and hess_L_prod
should be provided to evaluate the Hessian of the Lagrangian and Hessian-vector products.
If any of the dimensions are zero, they are determined from the g
function in the given file.
std::invalid_argument | The dimensions of the loaded functions do not match. |
Definition at line 88 of file CasADiLoader.cpp.
ProblemWithParam load_CasADi_problem_with_param | ( | const std::string & | filename, |
unsigned | n = 0 , |
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unsigned | m = 0 , |
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unsigned | p = 0 , |
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bool | second_order = false |
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) |
Load a problem generated by CasADi (with parameters).
filename | Filename of the shared library to load the functions from. |
n | Number of decision variables ( \( x \in \mathbb{R}^n \)). |
m | Number of general constraints ( \( g(x) \in \mathbb{R}^m \)). |
p | The number of parameters of the problem (second argument to all CasADi functions). |
second_order | Load the additional functions required for second-order PANOC. |
The file should contain functions with the names f
, grad_f
, g
and grad_g
. These functions evaluate the objective function, its gradient, the constraints, and the constraint gradient times a vector respecitvely. If second_order
is true, additional functions hess_L
and hess_L_prod
should be provided to evaluate the Hessian of the Lagrangian and Hessian-vector products.
If any of the dimensions are zero, they are determined from the g
function in the given file.
std::invalid_argument | The dimensions of the loaded functions do not match. |
Definition at line 212 of file CasADiLoader.cpp.